trading.py 文件源码

def _today_ticks(symbol, tdate, pageNo, retry_count, pause):
    ct._write_console()
    for _ in range(retry_count):
        time.sleep(pause)
        try:
            html = lxml.html.parse(ct.TODAY_TICKS_URL % (ct.P_TYPE['http'],
                                                         ct.DOMAINS['vsf'], ct.PAGES['t_ticks'],
                                                         symbol, tdate, pageNo
                                ))
            res = html.xpath('//table[@id=\"datatbl\"]/tbody/tr')
            if ct.PY3:
                sarr = [etree.tostring(node).decode('utf-8') for node in res]
            else:
                sarr = [etree.tostring(node) for node in res]
            sarr = ''.join(sarr)
            sarr = '<table>%s</table>'%sarr
            sarr = sarr.replace('--', '0')
            df = pd.read_html(StringIO(sarr), parse_dates=False)[0]
            df.columns = ct.TODAY_TICK_COLUMNS
            df['pchange'] = df['pchange'].map(lambda x : x.replace('%', ''))
        except Exception as e:
            print(e)
        else:
            return df
    raise IOError(ct.NETWORK_URL_ERROR_MSG)