def get_basic():
hsdq = stock_info.ix['300141']
print hsdq
report = ts.get_report_data(2014, 1)
print report
#hsdq=stock_info.ix['300141']
#print hsdq
#report=ts.get_report_data(2014,1)
#print report
print '*' * 20
df = ts.get_today_all()
zrkj = df[df['code'] == '300333']
print type(zrkj)
print type(zrkj['code'])
print zrkj['name'].values[0]
python类get_today_all()的实例源码
def GetAllTodayData(self):
#???? ???? ?,??????????
filename=self.today+'_all_.xls'
#??data????
filename=os.path.join(self.path,filename)
if not os.path.exists(filename):
self.df_today_all=ts.get_today_all()
#?????
self.df_today_all.drop(self.df_today_all[self.df_today_all['turnoverratio']==0].index,inplace=True)
#??????????
#n1=self.df_today_all[self.df_today_all['turnoverratio']==0]
#n2=self.df_today_all.drop(n1.index)
#print n2
print self.df_today_all
self.df_today_all.to_excel(filename,sheet_name='All')
else:
self.df_today_all=pd.read_excel(filename,sheet_name='All')
print "File existed"
def main():
# ?????? ?3????
history = ts.get_hist_data(id)
print u"??3????"
print history.head(10)
history_all = ts.get_h_data(id, '20015101', '20160101')
print u'???????'
print history_all
# print type(stockInfo)
# print stockInfo.head()
# print stockInfo.dtypes
# df = ts.get_stock_basics()
#data = df.ix[id]['timeToMarket']
#print data
#ts.get_today_all()
def general_info():
t_all = ts.get_today_all()
result = []
t1 = t_all[t_all['changepercent'] <= -9.0].count()['changepercent']
result.append(t1)
for i in range(-9, 9, 1):
temp = t_all[(i * 1.00 < t_all['changepercent']) & (t_all['changepercent'] <= (i + 1) * 1.00)].count()[
'changepercent']
result.append(temp)
t2 = t_all[t_all['changepercent'] > 9.0].count()['changepercent']
result.append(t2)
return result
#test in sourcetree
#test in house
#????
def QA_fetch_get_stock_realtime():
data = QATs.get_today_all()
data_json = QA_util_to_json_from_pandas(data)
return data_json
calcu_3year_average_pe.py 文件源码
项目:chinese-stock-Financial-Index
作者: lfh2016
项目源码
文件源码
阅读 28
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def filter_stock_by_average_pe(min, max):
path = os.path.join(current_folder, '3????????????%s.csv' % today)
if not os.path.exists(path): # ?????3???????
calcu_all_stocks_3year_average_profit(calcu_average_profit_end_year)
gplb = pd.read_csv(path, index_col=0, encoding='utf-8')
# ????????
price_path = os.path.join(current_folder, today + '????.csv')
if not os.path.exists(price_path):
ts.get_today_all().set_index('code').to_csv(price_path, encoding="utf-8")
current_price = pd.read_csv(price_path, encoding="utf-8", index_col=0)
current_price = current_price[['trade']]
current_price.columns = ['??']
gplb = gplb[
['??', '??', '??', '????', '???', '???(?)', '????', '????', '????', '???', '????',
'????']]
data = pd.merge(gplb, current_price, left_index=True, right_index=True)
# ??????????????????????????????
data['?????'] = data['???'] * data['??'] * 10000 / data['????']
print('%s:' % today)
print()
print('%d???' % data.shape[0])
print('3???????%.1f' % round(data['?????'].median(), 1))
print('3???????%.1f' % round(data['???'].median(), 1))
data = data[data['?????'] < max]
data = data[data['?????'] > min]
data['?????'] = data['?????'].round(1)
data['????'] = data['????'].round()
data['???'] = data['???'].round(1)
data['????'] = data['????'].round()
data['????'] = data['????'].round()
data['???'] = data['???'].round()
data['????'] = data['????'].round()
average_pe_file = os.path.join(current_folder, today + '-3???????%s?%s?????.xlsx' % (min, max))
data.to_excel(average_pe_file)
def get_real_time():
df = ts.get_today_all()
print df
def save_excel():
df = ts.get_today_all()
df.to_excel('1.xls', sheet_name='all_stock')
df2 = ts.get_hist_data('300333')
df2.to_excel('1.xls', sheet_name='basic_info')
df.ExcelWriter
out = pd.ExcelWriter("2.xls")
df.to_excel()
def gsz():
hq = ts.get_today_all()
hq['trade'] = hq.apply(lambda x: x.settlement if x.trade == 0 else x.trade, axis=1)
basedata = stock_info[['outstanding', 'totals', 'reservedPerShare', 'esp']]
hqdata = hq[['code', 'name', 'trade', 'mktcap', 'nmc']]
hqdata = hqdata.set_index('code')
data = basedata.merge(hqdata, left_index=True, right_index=True)
print data.head(10)
def basic_usage():
df = ts.get_today_all()
print df[df['code'] == '000006']
# print df.to_excel('tets.xls')
#print df[df['code']=='000006']
def get_today_all():
print "[%s] get_today_all" %(datetime.now().strftime("%H:%M:%S.%f"))
df = ts.get_today_all()
filename = PREFIX + '/' + 'today_all.csv'
os.remove(filename)
return save_to_file(filename, df)
def get_target(self):
# lc = ts.get_today_all()
# lc.to_csv('a.txt',encoding="utf-8")
lc = pd.read_csv('a.txt',encoding='utf-8')
lc_amount = lc.query('amount>10000000')
lc_amount_except_ST = lc_amount[(lc_amount['name'].str.contains(stRegex, regex=True))]
res = lc_amount_except_ST.sort_values(by="mktcap").head(self.__cnt)
# print(res)
# res = res[['code','name','trade','amount']]
self.__target = res[['code','name','trade']]
self.__target['share'] = 0
self.__target['action'] = ''
def daily_market():
df = ts.get_today_all()
try:
df.to_sql(SaveData.today,daily_engine,if_exists='replace')
except Exception,e:
print e
print "Save {} data to MySQL".format(SaveData.today)
def __init__(self):
self.today_stock=ts.get_today_all()
now=datetime.datetime.now()
self.today=now.strftime("%Y-%m-%d")
#weekday=now+datetime.timedelta(days=-2)
#weekday=weekday.strftime("%Y-%m-%d")
#print weekday
#today=now.strftime('%Y-%m-%d')
self.path=os.path.join(os.getcwd(),'data')
self.filename=os.path.join(self.path,'recordMyChoice.xls')
def daily_market(self):
'''
????????????
:return:
'''
df = ts.get_today_all()
print df
try:
df.to_sql(self.today, daily_engine, if_exists='replace')
except Exception, e:
print e
print "Save {} data to MySQL".format(self.today)
def base_function(self, id):
if id == None:
print "Input stock id please "
return
stockInfo = ts.get_hist_data(id)
# print type(stockInfo)
# print stockInfo.head()
# print stockInfo.dtypes
df = ts.get_stock_basics()
data = df.ix[id]['timeToMarket']
print data
all_data = ts.get_today_all()
print all_data.ix[id]['name']
def realtime(self, id):
# all_stock=ts.get_today_all()
# print all_stock
df = ts.get_realtime_quotes(id)
# print df[['time','name','price','bid','ask','volume']]
# print df.head()
# price_change = ts.get_today_ticks(id)
# print price_change[['time','change','type','volume']]
big_share = ts.get_sina_dd(id, date=self.date)
print big_share[['time', 'code', 'price', 'preprice', 'volume', 'type']]
print big_share.sort(columns='volume')
def main():
now = time.strftime("%Y-%m-%d")
# print now
token = '60517739976b768e07823056c6f9cb0fee33ed55a1709b3eaa14a76c6a1b7a56'
sb = StockBox()
# sb.looper(id)
id = '300333'
# sb.realtime(id)
sb.base_function("300333")
# pandas_test=Pandas_test()
# pandas_test.test_function()
# sb.longhuban('2016-04-05')
# sb.getNews()
# sb.fund()
#sb.get_stock_chengfeng()
#sb.date_store()
#sb.profit_test()
#sb.daily_longhu()
# ?????? ?3????
history = ts.get_hist_data(id)
print u"??3????"
print history.head(10)
history_all = ts.get_h_data(id, '20015101', '20160101')
print u'???????'
print history_all
# print type(stockInfo)
# print stockInfo.head()
# print stockInfo.dtypes
#df = ts.get_stock_basics()
#data = df.ix[id]['timeToMarket']
#print data
#ts.get_today_all()
def realtime(self, id):
# all_stock=ts.get_today_all()
# print all_stock
df = ts.get_realtime_quotes(id)
# print df[['time','name','price','bid','ask','volume']]
# print df.head()
price_change = ts.get_today_ticks(id)
print price_change[['time', 'change', 'type', 'volume']]
big_share = ts.get_sina_dd(id, date='2016-04-01')
print big_share[['time', 'code', 'price', 'preprice', 'volume', 'type']]
def stat_today_all(tmp_datetime):
datetime_str = (tmp_datetime).strftime("%Y-%m-%d")
datetime_int = (tmp_datetime).strftime("%Y%m%d")
print("datetime_str:", datetime_str)
print("datetime_int:", datetime_int)
data = ts.get_today_all()
# ?????????????????????????concat????
if not data is None and len(data) > 0:
# ??????
# del data["reason"]
data["date"] = datetime_int # ??????int???
data = data.drop_duplicates(subset="code", keep="last")
data.head(n=1)
common.insert_db(data, "ts_today_all", False, "`date`,`code`")
else:
print("no data .")
time.sleep(5) # ??5?
data = ts.get_index()
# ?????????????????????????concat????
if not data is None and len(data) > 0:
# ??????
# del data["reason"]
data["date"] = datetime_int # ??????int???
data = data.drop_duplicates(subset="code", keep="last")
data.head(n=1)
common.insert_db(data, "ts_index_all", False, "`date`,`code`")
else:
print("no data .")
print(datetime_str)
# main????
def QA_fetch_get_stock_realtime():
data = QATs.get_today_all()
data_json = json.loads(data.to_json(orient='records'))
return data_json
def plot_days():
if request.method == 'GET' :
today = ts.get_today_all()
code_info = ts.get_industry_classified()
today['code'] = today['code'].astype(unicode)
one_day = gd.get_data_real_time(code_info, today)
body = heatmap.get_heatmap('Today', one_day)
return render_template('heatmap.html', body=body)
def update_market():
df = ts.get_today_all()
engine = create_engine('mysql://root:@127.0.0.1/stock_1.0?charset=utf8')
#?????
df.to_sql('current_market',engine,if_exists='replace')
print("Done")
def update_market():
df = ts.get_today_all()
engine = create_engine('mysql://root:@127.0.0.1/stock_1.0?charset=utf8')
#?????
df.to_sql('current_market',engine,if_exists='replace')
print("Done")
def get_today_codes():
stock_basics = ts.get_today_all()
return stock_basics.code.values