Filter_Stock_Cashflow_CHN.py 文件源码

def updating_stock_tick_data(root_path, exception_df, symbol, date_list):
    file_path = root_path + "/Data/CSV/tick/" + symbol + "/"
    exception_file = root_path + "/Data/CSV/exception/" + symbol + ".csv"

    if os.path.exists(file_path) == False:
        os.mkdir(file_path)

    now_date = (datetime.datetime.now()).strftime("%Y-%m-%d")
    need_update_exception = False
    need_update_data = False
    #pbar = trange(len(date_list), leave=False)
    #for i in pbar: 

    temp_list = []

    for date in date_list:
        #start = time.time()
        #date = date_list[i]

        new_file_name = file_path + symbol + "_" + date + ".csv"
        if os.path.exists(new_file_name):
            continue
        try:
            temp_list.append(date)
            data = ts.get_tick_data(symbol ,date=date, src ='tt')
        except:
            print("stock:", symbol, " date:", date, "get data failed")

        if data is not None:
            need_update_data = True
            data.to_csv(new_file_name)
        else:
            need_update_exception = True
            exception_df.loc[len(exception_df)] = [date, 1, now_date]
            # print("tick data", symbol, date, "is None")

        #outMessage = '%s processed in: %.4s seconds' % (date, (time.time() - start))
        #pbar.set_description(outMessage)

    if need_update_exception:
        exception_df = exception_df.groupby(["date"]).agg({'retry':'sum', 'last_update':'max'}).reset_index()
        exception_df.to_csv(exception_file)

    if len(temp_list) > 0: print(symbol, temp_list)

    return need_update_data