{"id":172,"date":"2021-09-10T16:11:26","date_gmt":"2021-09-10T08:11:26","guid":{"rendered":"http:\/\/82.156.18.209\/wordpress\/?p=172"},"modified":"2023-09-23T20:04:20","modified_gmt":"2023-09-23T12:04:20","slug":"%e8%82%a1%e7%a5%a8%e6%97%a5%e7%ba%bf%e6%95%b0%e6%8d%ae%e4%b8%8b%e8%bd%bd-%e4%bb%8e%e9%9b%b6%e5%88%b0%e5%ae%9e%e7%9b%983","status":"publish","type":"post","link":"\/?p=172","title":{"rendered":"\u80a1\u7968\u65e5\u7ebf\u6570\u636e\u4e0b\u8f7d\u2014\u2014\u4ece\u96f6\u5230\u5b9e\u76d83"},"content":{"rendered":"

\u524d\u6587\u4ecb\u7ecd\u4e86\u4eceBaoStock\u4e0b\u8f7d\u80a1\u7968\u4ee3\u7801\uff0c\u672c\u6587\u8bb0\u5f55\u5229\u7528\u8fd9\u4e9b\u80a1\u7968\u4ee3\u7801\u4e0b\u8f7d\u80a1\u7968\u65e5\u7ebf\u6570\u636e\u7684\u8fc7\u7a0b\u3002<\/p>\n

\u4e3b\u8981\u4ee3\u7801\u5206\u6790<\/h1>\n

\u53c2\u8003\u524d\u6587<\/a>\uff0c\u65b0\u5efa\u6e90\u6587\u4ef6\uff0c\u65b0\u6587\u4ef6\u547d\u540d\u4e3adata_center_v2.py\uff0c\u5168\u90e8\u5185\u5bb9\u89c1\u6587\u672b\uff0cv2\u6bd4v1\u65b0\u589e\u4e86\u51fd\u6570create_data\uff1a<\/p>\n

def create_data(stock_codes, from_date='1990-12-19', to_date=datetime.date.today().strftime('%Y-%m-%d'), adjustflag='2'):\n<\/code><\/pre>\n
\u8be5\u51fd\u6570\u7528\u4e8e\u4e0b\u8f7d\u6307\u5b9a\u65e5\u671f\u5185\uff0c\u6307\u5b9a\u80a1\u7968\u7684\u65e5\u7ebf\u6570\u636e\u3002\u5176\u4e2d:
\n– \u53c2\u6570stock_codes\u4e3a\u5f85\u4e0b\u8f7d\u6570\u636e\u7684\u80a1\u7968\u4ee3\u7801
\n– \u53c2\u6570from_date\u4e3a\u65e5\u7ebf\u5f00\u59cb\u65e5\u671f\uff0c\u9ed8\u8ba4\u4e3a1990-12-19
\n– \u53c2\u6570to_date\u4e3a\u65e5\u7ebf\u7ed3\u675f\u65e5\u671f\uff0c\u9ed8\u8ba4\u4e3a\u51fd\u6570\u8c03\u7528\u5f53\u65e5
\n– \u53c2\u6570adjustflag\u4e3a\u590d\u6743\u9009\u9879\uff0c\u4e3a1\u65f6\u8868\u793a\u540e\u590d\u6743\uff0c\u4e3a2\u65f6\u8868\u793a\u524d\u590d\u6743\uff0c\u4e3a3\u65f6\u8868\u793a\u4e0d\u590d\u6743\uff0c\u9ed8\u8ba4\u4e3a\u524d\u590d\u6743
\n– \u8fd4\u56de\u503c\u4e3a\u7a7a<\/p>\n
    for code in stock_codes:\n<\/code><\/pre>\n
\u4e0b\u8f7d\u80a1\u7968\u5faa\u73af\u3002<\/p>\n
        bs.login()\n<\/code><\/pre>\n
\u767b\u5f55BaoStock\uff0c\u6bcf\u6b21\u4eceBaoStock\u67e5\u8be2\u6570\u636e\u524d\uff0c\u90fd\u9700\u8981\u5148\u767b\u5f55\u3002<\/p>\n
        out_df = bs.query_history_k_data_plus(code, g_baostock_data_fields, start_date=from_date, end_date=to_date,\n                                              frequency='d', adjustflag=adjustflag).get_data()\n<\/code><\/pre>\n
\u8c03\u7528BaoStock\u7684query_history_k_data_plus\u51fd\u6570\uff0c\u8be5\u51fd\u6570\u5b98\u65b9\u6587\u6863\u8bf4\u660e\u5982\u4e0b\uff1a<\/p>\n
\n  \u65b9\u6cd5\u8bf4\u660e\uff1a\u901a\u8fc7API\u63a5\u53e3\u83b7\u53d6A\u80a1\u5386\u53f2\u4ea4\u6613\u6570\u636e\uff0c\u53ef\u4ee5\u901a\u8fc7\u53c2\u6570\u8bbe\u7f6e\u83b7\u53d6\u65e5k\u7ebf\u3001\u5468k\u7ebf\u3001\u6708k\u7ebf\uff0c\u4ee5\u53ca5\u5206\u949f\u300115\u5206\u949f\u300130\u5206\u949f\u548c60\u5206\u949fk\u7ebf\u6570\u636e\uff0c\u9002\u5408\u642d\u914d\u5747\u7ebf\u6570\u636e\u8fdb\u884c\u9009\u80a1\u548c\u5206\u6790\u3002
\n  \u8fd4\u56de\u7c7b\u578b\uff1apandas\u7684DataFrame\u7c7b\u578b\u3002
\n  \u80fd\u83b7\u53d61990-12-19\u81f3\u5f53\u524d\u65f6\u95f4\u7684\u6570\u636e\uff1b
\n  \u53ef\u67e5\u8be2\u4e0d\u590d\u6743\u3001\u524d\u590d\u6743\u3001\u540e\u590d\u6743\u6570\u636e\u3002\n<\/p><\/blockquote>\n
\u8fd9\u91cc\u6211\u4eec\u5b9a\u4e49\u4e86\u5168\u5c40\u53d8\u91cf
\n“`g_baostock_data_fields“`\u6765\u8bb0\u5f55\u9700\u8981\u4e0b\u8f7d\u7684\u65e5\u7ebf\u6570\u636e\u5b57\u6bb5\uff1a<\/p>\n
g_baostock_data_fields = 'date,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,peTTM,pbMRQ, psTTM,pcfNcfTTM,isST'\n<\/code><\/pre>\n
\u66f4\u591a\u8bf4\u660e\u53c2\u89c1\u53ef\u53c2\u8003\u5b98\u65b9\u94fe\u63a5<\/a>\u3002<\/p>\n
\u5c06\u4e0b\u8f7d\u6570\u636e\u8f6c\u4e3aDataFrame\u3002\u540cquery_all_stock\u51fd\u6570\u4e00\u6837\uff0cquery_history_k_data_plus\u7684\u8fd4\u56de\u503c\u7c7b\u578b\u4e5f\u662f\uff0c\u800c\u975eDataFrame\uff0c\u4e5f\u901a\u8fc7get_data\u51fd\u6570\u8fd4\u56deDataFrame\u7c7b\u578b\u7684\u6570\u636e\u3002<\/p>\n
        bs.logout()\n<\/code><\/pre>\n
\u6ce8\u9500BaoStock\u767b\u5f55\u3002<\/p>\n
        if out_df.shape[0]:\n            out_df = out_df[(out_df['volume'] != '0') & (out_df['volume'] != '')]\n<\/code><\/pre>\n
\u5254\u9664\u505c\u76d8\u6570\u636e\u5e76\u6253\u5370\u6700\u7ec8\u4e0b\u8f7d\u6570\u636e\u7ed3\u679c\u3002\u5728\u56de\u6d4b\u8fc7\u7a0b\u4e2d\uff0c\u901a\u5e38\u4e0d\u9700\u8981\u505c\u76d8\u6570\u636e\u5bf9\u56de\u6d4b\u9020\u6210\u5e72\u6270\uff0c\u8fd9\u91cc\u9009\u62e9\u76f4\u63a5\u5c06\u8fd9\u4e9b\u6570\u636e\u5220\u9664\u3002\u5f53out_df\u4e0d\u4e3a\u7a7a\u65f6\uff0c\u7b5b\u9009\u51fa\u6210\u4ea4\u91cf\u4e3a\u975e’0’\u6216\u8005\u7a7a\u5b57\u7b26”\u7684\u884c\uff0c\u5373\u5254\u9664\u4e86\u505c\u76d8\u6570\u636e\u3002\u8fd9\u91cc\u9700\u8981\u6ce8\u610f\u7684\u662f\uff0c\u4eceBaoStock\u4e0b\u8f7d\u7684\u65e5\u7ebf\u6570\u636e\u5143\u7d20\u7c7b\u578b\u5747\u4e3aobject\uff0c\u56e0\u6b64\u8fd9\u91cc\u8981\u4f7f\u7528str\u7c7b\u578b’0’\u4f5c\u5224\u65ad\uff0c\u800c\u975e\u6574\u5f620\u3002
\n\u4ee5603016\u65b0\u5b8f\u6cf0\u4e3a\u4f8b\uff0c\u8be5\u80a1\u7968\u57282017-12-21\u81f32017-12-28\u505c\u76d8\uff0c\u6211\u4eec\u622a\u53d62017-12-20\u81f32017-12-29\u4e4b\u95f4\u7684\u6570\u636e\u6253\u5370\uff0c\u53ea\u9009\u62e9\u6253\u5370\u5217date\u3001open\u3001close\u3001volume<\/p>\n
print(out_df[(out_df['date'] >= '2017-12-20') & (out_df['date'] <= '2017-12-29')][['date', 'open', 'close', 'volume']]) # test code\n<\/code><\/pre>\n
\u6253\u5370\u7ed3\u679c\u4e3a\uff1a<\/p>\n
          date           open          close  volume\n360  2017-12-20  37.2596538300  37.0382545500  438502\n367  2017-12-29  33.3390415800  33.3390415800  101000\n<\/code><\/pre>\n
\u5982\u679c\u4e0d\u5254\u9664\u505c\u76d8\u6570\u636e\uff0c\u6253\u5370\u7ed3\u679c\u4e3a\uff1a<\/p>\n
           date           open          close  volume\n360  2017-12-20  37.2596538300  37.0382545500  438502\n361  2017-12-21  37.0382545500  37.0382545500       0\n362  2017-12-22  37.0382545500  37.0382545500       0\n363  2017-12-25  37.0382545500  37.0382545500       0\n364  2017-12-26  37.0382545500  37.0382545500       0\n365  2017-12-27  37.0382545500  37.0382545500       0\n366  2017-12-28  37.0382545500  37.0382545500       0\n367  2017-12-29  33.3390415800  33.3390415800  101000\n<\/code><\/pre>\n
\u53ef\u4ee5\u770b\u5230\uff0c2017-12-21\u81f32017-12-28\u505c\u76d8\u671f\u95f4volume\u7684\u503c\u5747\u4e3a’0’\uff08\u4e5f\u6709\u65f6\u7a7a\u5b57\u7b26”\u7684\u60c5\u51b5\uff09\uff0copen\u3001close\u503c\u4e0e\u505c\u76d8\u524d\u76f8\u540c\uff08low\u3001high\u4e0e\u505c\u76d8\u524d\u4e5f\u76f8\u540c\uff09\u3002\u5728\u540e\u7eed\u4f7f\u7528\u6570\u636e\u65f6\uff0c\u5982\u679c\u4e0d\u5254\u9664\u505c\u76d8\u6570\u636e\uff0c\u8fd9\u4e9b\u70b9\u9700\u8981\u6ce8\u610f\u3002<\/p>\n
\u5c0f\u7ed3<\/h1>\n
\u81f3\u6b64\uff0c\u7a0b\u5e8f\u80fd\u591f\u6253\u5370\u4e0b\u8f7d\u7684\u6240\u6709\u6570\u636e\u3002data_center_v2.py\u662f\u4e00\u4e2a\u4e34\u65f6\u7248\u672c\uff0c\u4e0d\u9700\u8981\u7b49\u5f85\u7a0b\u5e8f\u90fd\u6267\u884c\u5b8c\u6bd5\uff0c\u53ea\u8981\u786e\u4fdd\u7a0b\u5e8f\u80fd\u6b63\u5e38\u8fd0\u884c\u5373\u53ef\u3002\u8fd9\u91cc\u53ea\u5bf9\u6570\u636e\u8fdb\u884c\u4e86\u6253\u5370\uff0c\u6ca1\u6709\u5b58\u50a8\u6570\u636e\uff0c\u540e\u7eed\u4f1a\u4f7f\u7528\u4e0b\u8f7d\u7684\u6570\u636e\u8ba1\u7b97\u6269\u5c55\u6307\u6807\uff0c\u6539\u4e3a\u591a\u8fdb\u7a0b\uff0c\u6700\u540e\u518d\u5c06\u6570\u636e\u5b58\u5165MySQL\u3002<\/p>\n
\n
data_center_v2.py\u7684\u5168\u90e8\u4ee3\u7801\u5982\u4e0b\uff1a<\/p>\n
import baostock as bs\nimport datetime\nimport sys\n\n# BaoStock\u65e5\u7ebf\u6570\u636e\u5b57\u6bb5\ng_baostock_data_fields = 'date,open,high,low,close,preclose,volume,amount,adjustflag,turn,tradestatus,pctChg,peTTM,pbMRQ, psTTM,pcfNcfTTM,isST'\n\n\ndef get_stock_codes(date=None):\n    \"\"\"\n    \u83b7\u53d6\u6307\u5b9a\u65e5\u671f\u7684A\u80a1\u4ee3\u7801\u5217\u8868\n\n    \u82e5\u53c2\u6570date\u4e3a\u7a7a\uff0c\u5219\u8fd4\u56de\u6700\u8fd11\u4e2a\u4ea4\u6613\u65e5\u7684A\u80a1\u4ee3\u7801\u5217\u8868\n    \u82e5\u53c2\u6570date\u4e0d\u4e3a\u7a7a\uff0c\u4e14\u4e3a\u4ea4\u6613\u65e5\uff0c\u5219\u8fd4\u56dedate\u5f53\u65e5\u7684A\u80a1\u4ee3\u7801\u5217\u8868\n    \u82e5\u53c2\u6570date\u4e0d\u4e3a\u7a7a\uff0c\u4f46\u4e0d\u4e3a\u4ea4\u6613\u65e5\uff0c\u5219\u6253\u5370\u63d0\u793a\u975e\u4ea4\u6613\u65e5\u4fe1\u606f\uff0c\u7a0b\u5e8f\u9000\u51fa\n\n    :param date: \u65e5\u671f\n    :return: A\u80a1\u4ee3\u7801\u7684\u5217\u8868\n    \"\"\"\n\n    # \u767b\u5f55baostock\n    bs.login()\n\n    # \u4eceBaoStock\u67e5\u8be2\u80a1\u7968\u6570\u636e\n    stock_df = bs.query_all_stock(date).get_data()\n\n    # \u5982\u679c\u83b7\u53d6\u6570\u636e\u957f\u5ea6\u4e3a0\uff0c\u8868\u793a\u65e5\u671fdate\u975e\u4ea4\u6613\u65e5\n    if 0 == len(stock_df):\n\n        # \u5982\u679c\u8bbe\u7f6e\u4e86\u53c2\u6570date\uff0c\u5219\u6253\u5370\u4fe1\u606f\u63d0\u793adate\u4e3a\u975e\u4ea4\u6613\u65e5\n        if date is not None:\n            print('\u5f53\u524d\u9009\u62e9\u65e5\u671f\u4e3a\u975e\u4ea4\u6613\u65e5\u6216\u5c1a\u65e0\u4ea4\u6613\u6570\u636e\uff0c\u8bf7\u8bbe\u7f6edate\u4e3a\u5386\u53f2\u67d0\u4ea4\u6613\u65e5\u65e5\u671f')\n            sys.exit(0)\n\n        # \u672a\u8bbe\u7f6e\u53c2\u6570date\uff0c\u5219\u5411\u5386\u53f2\u67e5\u627e\u6700\u8fd1\u7684\u4ea4\u6613\u65e5\uff0c\u5f53\u83b7\u53d6\u80a1\u7968\u6570\u636e\u957f\u5ea6\u975e0\u65f6\uff0c\u5373\u627e\u5230\u6700\u8fd1\u4ea4\u6613\u65e5\n        delta = 1\n        while 0 == len(stock_df):\n            stock_df = bs.query_all_stock(datetime.date.today() - datetime.timedelta(days=delta)).get_data()\n            delta += 1\n\n    # \u6ce8\u9500\u767b\u5f55\n    bs.logout()\n\n    # \u7b5b\u9009\u80a1\u7968\u6570\u636e\uff0c\u4e0a\u8bc1\u548c\u6df1\u8bc1\u80a1\u7968\u4ee3\u7801\u5728sh.600000\u4e0esz.39900\u4e4b\u95f4\n    stock_df = stock_df[(stock_df['code'] >= 'sh.600000') & (stock_df['code'] < 'sz.399000')]\n\n    # \u8fd4\u56de\u80a1\u7968\u5217\u8868\n    return stock_df['code'].tolist()\n\n\ndef create_data(stock_codes, from_date='1990-12-19', to_date=datetime.date.today().strftime('%Y-%m-%d'), adjustflag='2'):\n    \"\"\"\n    \u4e0b\u8f7d\u6307\u5b9a\u65e5\u671f\u5185\uff0c\u6307\u5b9a\u80a1\u7968\u7684\u65e5\u7ebf\u6570\u636e\n\n    :param stock_codes: \u5f85\u4e0b\u8f7d\u6570\u636e\u7684\u80a1\u7968\u4ee3\u7801\n    :param from_date: \u65e5\u7ebf\u5f00\u59cb\u65e5\u671f\n    :param to_date: \u65e5\u7ebf\u7ed3\u675f\u65e5\u671f\n    :param adjustflag: \u590d\u6743\u9009\u9879 1\uff1a\u540e\u590d\u6743  2\uff1a\u524d\u590d\u6743  3\uff1a\u4e0d\u590d\u6743  \u9ed8\u8ba4\u4e3a\u524d\u590d\u6743\n    :return: None\n    \"\"\"\n\n    # \u4e0b\u8f7d\u80a1\u7968\u5faa\u73af\n    for code in stock_codes:\n        print('\u6b63\u5728\u4e0b\u8f7d{}...'.format(code))\n\n        # \u767b\u5f55BaoStock\n        bs.login()\n\n        # \u4e0b\u8f7d\u65e5\u7ebf\u6570\u636e\n        out_df = bs.query_history_k_data_plus(code, g_baostock_data_fields, start_date=from_date, end_date=to_date,\n                                              frequency='d', adjustflag=adjustflag).get_data()\n\n        # \u6ce8\u9500\u767b\u5f55\n        bs.logout()\n\n        # \u5254\u9664\u505c\u76d8\u6570\u636e\n        if out_df.shape[0]:\n            out_df = out_df[(out_df['volume'] != '0') & (out_df['volume'] != '')]\n\n        print(out_df)\n\n\nif __name__ == '__main__':\n    stock_codes = get_stock_codes()\n    create_data(stock_codes)\n<\/code><\/pre>\n
\n
\u535a\u5ba2\u5185\u5bb9\u53ea\u7528\u4e8e\u4ea4\u6d41\u5b66\u4e60\uff0c\u4e0d\u6784\u6210\u6295\u8d44\u5efa\u8bae\uff0c\u76c8\u4e8f\u81ea\u8d1f\uff01<\/strong><\/p>\n
\u6b22\u8fce\u5927\u5bb6\u8f6c\u53d1\u3001\u7559\u8a00\u3002\u5df2\u5efa\u5fae\u4fe1\u7fa4\u7528\u4e8e\u5b66\u4e60\u4ea4\u6d41\uff0c\u7fa41\u5df2\u6ee1\uff0c\u7fa42\u5df2\u521b\u5efa\uff0c\u611f\u5174\u8da3\u7684\u8bfb\u8005\u8bf7\u626b\u7801\u52a0\u5fae\u4fe1\uff01<\/p>\n
\u5982\u679c\u8ba4\u4e3a\u535a\u5ba2\u5bf9\u60a8\u6709\u5e2e\u52a9\uff0c\u53ef\u4ee5\u626b\u7801\u8fdb\u884c\u6350\u8d60\uff0c\u611f\u8c22\uff01<\/p>\n\n\n\n\n\n
\u5fae\u4fe1\u4e8c\u7ef4\u7801<\/th>\n\u5fae\u4fe1\u6350\u8d60\u4e8c\u7ef4\u7801<\/th>\n<\/tr>\n<\/thead>\n
\"\u5fae\u4fe1\u4e8c\u7ef4\u7801\"<\/td>\n\"\u6350\u8d60\u4e8c\u7ef4\u7801\"<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n