diff --git a/prod/jobs/refill_bao_stock_bars.py b/prod/jobs/refill_bao_stock_bars.py new file mode 100644 index 00000000..b125b490 --- /dev/null +++ b/prod/jobs/refill_bao_stock_bars.py @@ -0,0 +1,137 @@ +# flake8: noqa +""" +下载证券宝5分钟bar => vnpy项目目录/bar_data/ +""" +import os +import sys +import csv +import json +from collections import OrderedDict +import pandas as pd +from datetime import datetime, timedelta + +vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..')) +if vnpy_root not in sys.path: + sys.path.append(vnpy_root) + +os.environ["VNPY_TESTING"] = "1" +import baostock as bs + +from vnpy.trader.constant import Exchange +from vnpy.data.tdx.tdx_common import get_tdx_market_code +from vnpy.trader.utility import load_json, get_csv_last_dt +from vnpy.data.stock.stock_base import get_stock_base +# 保存的1分钟指数 bar目录 +bar_data_folder = os.path.abspath(os.path.join(vnpy_root, 'bar_data')) + +# 开始日期(每年大概需要几分钟) +start_date = '20060101' + +# 证券宝连接 +login_msg = bs.login() +if login_msg.error_code != '0': + print(f'证券宝登录错误代码:{login_msg.error_code}, 错误信息:{login_msg.error_msg}') + +# 更新本地合约缓存信息 +stock_list = load_json('stock_list.json') + +symbol_dict = get_stock_base() + +day_fields = "date,code,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,isST" +min_fields = "date,time,code,open,high,low,close,volume,amount,adjustflag" + +# 逐一股票下载并更新 +for stock_code in stock_list: + market_id = get_tdx_market_code(stock_code) + if market_id == 0: + exchange_name = '深交所' + exchange = Exchange.SZSE + exchange_code = 'sz' + else: + exchange_name = '上交所' + exchange = Exchange.SSE + exchange_code = 'sh' + + symbol_info = symbol_dict.get(f'{stock_code}.{exchange.value}') + stock_name = symbol_info.get('name') + print(f'开始更新:{exchange_name}/{stock_name}, 代码:{stock_code}') + bar_file_folder = os.path.abspath(os.path.join(bar_data_folder, f'{exchange.value}')) + if not os.path.exists(bar_file_folder): + os.makedirs(bar_file_folder) + # csv数据文件名 + bar_file_path = os.path.abspath(os.path.join(bar_file_folder, f'{stock_code}_{start_date}_5m.csv')) + + # 如果文件存在, + if os.path.exists(bar_file_path): + # df_old = pd.read_csv(bar_file_path, index_col=0) + # df_old = df_old.rename(lambda x: pd.to_datetime(x, format="%Y-%m-%d %H:%M:%S")) + # 取最后一条时间 + # last_dt = df_old.index[-1] + last_dt = get_csv_last_dt(bar_file_path) + start_dt = last_dt - timedelta(days=1) + print(f'文件{bar_file_path}存在,最后时间:{start_date}') + else: + last_dt = None + start_dt = datetime.strptime(start_date, '%Y%m%d') + print(f'文件{bar_file_path}不存在,开始时间:{start_date}') + + rs = bs.query_history_k_data_plus( + code=f'{exchange_code}.{stock_code}', + fields=min_fields, + start_date=start_dt.strftime('%Y-%m-%d'), end_date=datetime.now().strftime('%Y-%m-%d'), + frequency="5", + adjustflag="3" + ) + if rs.error_code != '0': + print(f'证券宝获取沪深A股历史K线数据错误代码:{rs.error_code}, 错误信息:{rs.error_msg}') + continue + + # [dict] => dataframe + bars = [] + while (rs.error_code == '0') and rs.next(): + row = rs.get_row_data() + dt = datetime.strptime(row[1], '%Y%m%d%H%M%S%f') + if last_dt and last_dt > dt: + continue + bar = { + 'datetime': dt, + 'open': float(row[3]), + 'close': float(row[6]), + 'high': float(row[4]), + 'low': float(row[5]), + 'volume': float(row[7]), + 'amount': float(row[8]), + 'symbol': stock_code, + 'trading_date': row[0], + 'date': row[0], + 'time': dt.strftime('%H:%M:%S') + } + bars.append(bar) + + # 获取标题 + if len(bars) == 0: + continue + + headers = list(bars[0].keys()) + if headers[0] != 'datetime': + headers.remove('datetime') + headers.insert(0, 'datetime') + + bar_count = 0 + # 写入所有大于最后bar时间的数据 + with open(bar_file_path, 'a', encoding='utf8', newline='\n') as csvWriteFile: + + writer = csv.DictWriter(f=csvWriteFile, fieldnames=headers, dialect='excel', + extrasaction='ignore') + if last_dt is None: + writer.writeheader() + for bar in bars: + bar_count += 1 + writer.writerow(bar) + + print(f'更新{stock_code}数据 => 文件{bar_file_path}, 最后记录:{bars[-1]}') + + +print('更新完毕') +bs.logout() +os._exit(0) diff --git a/prod/jobs/refill_stock_renko.py b/prod/jobs/refill_stock_renko.py new file mode 100644 index 00000000..d2668da6 --- /dev/null +++ b/prod/jobs/refill_stock_renko.py @@ -0,0 +1,38 @@ +# flake8: noqa +# 自动补全股票renko bar => Mongodb +# 下载的tick数据缓存 => tick_data/tdx/future +import sys, os, copy, csv, signal + +vnpy_root = os.path.abspath(os.path.join(os.path.dirname(__file__), '..', '..')) +if vnpy_root not in sys.path: + print(f'append {vnpy_root} into sys.path') + sys.path.append(vnpy_root) + +os.environ["VNPY_TESTING"] = "1" + +from vnpy.data.renko.rebuild_stock import * + + +if __name__ == "__main__": + + if len(sys.argv) < 4: + print(u'请输入三个参数 host symbol pricetick') + exit() + print(sys.argv) + host = sys.argv[1] + + setting = { + "host": host, + "db_name": STOCK_RENKO_DB_NAME, + "cache_folder": os.path.join(vnpy_root, 'tick_data', 'tdx', 'stock') + } + builder = StockRenkoRebuilder(setting) + + symbol = sys.argv[2] + price_tick = float(sys.argv[3]) + + print(f'启动期货renko补全,数据库:{host}/{STOCK_RENKO_DB_NAME} 合约:{symbol}') + builder.start(symbol=symbol, price_tick=price_tick, height=['K3', 'K5', 'K10'], refill=True) + + print(f'exit refill {symbol} renkos') +