# -*- coding:utf-8 -*-
"""
@author:code37
@file:OtherData.py
@time:2018/4/259:39
"""
from time import sleep
from factorset.Util.configutil import GetConfig
import math
import tushare as ts
import pandas as pd
import os
import datetime
import time
############ SETTING #############
config = GetConfig()
MONGO = config.MONGO
CSV = config.CSV
SFL = config.SFL
other_dir = config.other_dir
# MONGO = False
# CSV = True
# SFL = True # succ and fail list of date
############ CHANGE ABOVE SETTING #############
def write_list(list, url):
with open(url, 'w') as f:
f.write(str(list))
[docs]def write_all_date(tc, lib=None):
"""
:param tc: List，所有日期
:param lib: arctic.store.version_store.VersionStore
:return: succ: List, written stocks;
:return: fail: List, failed written stocks
"""
succ = []
fail = []
if not os.path.exists(other_dir):
os.mkdir(other_dir)
l = []
for date in tc:
try:
df = ts.get_day_all(date)
df['date'] = date
l.append(df)
succ.append(date)
print(date + '写入完成')
except Exception as e:
fail.append(date)
print("Failed for ", date, str(e))
sleep(0.2)
df = pd.concat(l, ignore_index=True)
df.set_index('date', inplace=True)
if MONGO and lib:
lib.write('other', df, metadata={'source': 'Tushare'})
if CSV:
df.to_csv(os.path.abspath("{}/{}.csv".format(other_dir, 'other')))
if SFL:
write_list(succ, os.path.abspath('./{}/other_succ_list.txt').format(other_dir))
write_list(fail, os.path.abspath('./{}/other_fail_list.txt').format(other_dir))
[docs]def write_new_stocks():
"""
从Tushare取每日新股数据，因Tushare数据限制，最多取到2016-04-26
:return: None
"""
ts.new_stocks(pause=0.1).to_csv(os.path.abspath("{}/{}.csv".format(other_dir, 'newstock')))
[docs]def tradecal(startday=None, endday=None):
'''
交易日历
:param startday: 默认为'2017-06-15'
:param endday: 默认为最近交易日
:return: list，交易日历
'''
if not startday:
start = '2017-06-15'
# elif time.strptime(startday,'%Y-%m-%d') < time.strptime('2017-06-15', '%Y-%m-%d'):
# start = '2017-06-15'
elif time.strptime(startday,'%Y-%m-%d') < time.strptime('1990-12-19', '%Y-%m-%d'):
start = '1990-12-19'
else:
start = startday
if endday:
end = endday
else:
end = datetime.datetime.now().date().strftime('%Y-%m-%d')
tc = ts.util.dateu.trade_cal()
tc = tc[tc.isOpen == 1]
tc.set_index('calendarDate', inplace=True)
return tc.loc[start:end].index.tolist()
[docs]def market_value(dir, tickers):
'''
总市值的读取与计算
:param dir: str, 其他数据的储存路径
:param tickers: list, 股票代码
:return: pd.DataFrame: 总市值
'''
df = pd.read_csv(dir, encoding='gbk')[['date', 'code', 'price', 'totals']]
df.code = df.code.apply(code_to_symbol)
df.set_index('code', inplace=True)
if tickers:
df = df.loc[tickers]
df.loc[df.totals < 5000, 'totals'] = df.loc[df.totals < 5000, 'totals'] * 10000
df['mkt_value'] = df.price * df.totals
df['ticker'] = df.index
df.set_index('date', inplace=True)
return df
[docs]def code_to_symbol(code):
"""
生成symbol代码标志
:param code: 数字
:return: str，股票代码
"""
if isinstance(code, int):
code = str(code)
if len(str(code)) != 6 :
return '%s.SZ'%((6-len(code)) * '0' + code)
else:
return '%s.SH'%code if code[:1] in ['5', '6', '9'] else '%s.SZ'%code
[docs]def shift_date(date_str, n):
"""
:param date_str: 日期, 'YYYYMMDD'格式的字符串
:param n: 时间跨度, int
:return: 调整后的交易日，date
"""
tc = ts.util.dateu.trade_cal()
tc = tc[tc.isOpen == 1]
tc.set_index('calendarDate', inplace=True)
if len(tc[:date_str]) < n:
return tc.iloc[0].name
else:
return tc[:date_str].iloc[-500].name
if __name__ == '__main__':
# mongod --dbpath D:/idwzx/project/arctic
# a = Arctic('localhost')
# a.initialize_library('ashare_other')
# lib = a['ashare_other']
# write_all_date(tradecal())
write_new_stocks()