交易日详情获取脚本

2026-04-23 17:47:09 +08:00
parent 746806e9e9
commit 0259d52ce2
1 changed files with 150 additions and 0 deletions
@@ -0,0 +1,150 @@
+import tushare as ts
+import pymysql
+from datetime import datetime
+import time
+
+# ===== 配置 =====
+TUSHARE_TOKEN = "0fad3cf498757089e2630028455d5bbe1637475788bcdaa1f2175e93"
+
+DB_CONFIG = {
+    "host": "8.159.129.156",
+    "port": 10836,
+    "user": "yangfan",
+    "password": "aA%8023321088",
+    "database": "level",
+    "charset": "utf8mb4"
+}
+
+# ===== 初始化 =====
+ts.set_token(TUSHARE_TOKEN)
+pro = ts.pro_api()
+
+conn = pymysql.connect(**DB_CONFIG)
+cursor = conn.cursor()
+
+
+# ===== 建表 =====
+def create_tables():
+    sql = """
+    CREATE TABLE IF NOT EXISTS stock_daily (
+        id BIGINT AUTO_INCREMENT PRIMARY KEY,
+        ts_code VARCHAR(20) NOT NULL,
+        symbol VARCHAR(10) NOT NULL,
+        trade_date DATE NOT NULL,
+        open DECIMAL(16,4),
+        high DECIMAL(16,4),
+        low DECIMAL(16,4),
+        close DECIMAL(16,4),
+        pre_close DECIMAL(16,4),
+        change_val DECIMAL(16,4),
+        pct_chg DECIMAL(10,4),
+        vol BIGINT,
+        amount BIGINT,
+        UNIQUE KEY uniq_code_date (ts_code, trade_date)
+    );
+    """
+    cursor.execute(sql)
+    conn.commit()
+    print("表检查/创建完成")
+
+
+# ===== 日期转换 =====
+def str_to_date(date_str):
+    return datetime.strptime(date_str, "%Y%m%d").date()
+
+
+# ===== 获取交易日 =====
+def get_trade_dates(start_date, end_date):
+    sql = """
+    SELECT cal_date 
+    FROM trade_calendar
+    WHERE cal_date BETWEEN %s AND %s
+      AND is_open = 1
+    ORDER BY cal_date
+    """
+    cursor.execute(sql, (str_to_date(start_date), str_to_date(end_date)))
+    results = cursor.fetchall()
+
+    return [row[0].strftime("%Y%m%d") for row in results]
+
+
+# ===== 插入数据 =====
+def insert_data(df):
+    if df is None or df.empty:
+        return 0, 0
+
+    sql = """
+    INSERT IGNORE INTO stock_daily 
+    (ts_code, symbol, trade_date, open, high, low, close, pre_close, change_val, pct_chg, vol, amount)
+    VALUES (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)
+    """
+
+    data = []
+    for _, row in df.iterrows():
+        ts_code = row['ts_code']
+        symbol = ts_code.split('.')[0]  # ✅ 只改这里
+
+        data.append((
+            ts_code,
+            symbol,
+            str_to_date(row['trade_date']),  # 保持 DATE 类型
+            row['open'],
+            row['high'],
+            row['low'],
+            row['close'],
+            row['pre_close'],
+            row['change'],
+            row['pct_chg'],
+            row['vol'],
+            row['amount']
+        ))
+
+    cursor.executemany(sql, data)
+    conn.commit()
+
+    inserted = cursor.rowcount
+    skipped = len(data) - inserted
+
+    return inserted, skipped
+
+
+# ===== 主逻辑 =====
+def run(start_date, end_date):
+    create_tables()
+
+    trade_dates = get_trade_dates(start_date, end_date)
+
+    print(f"需要处理 {len(trade_dates)} 个交易日")
+
+    total_inserted = 0
+    total_skipped = 0
+
+    for trade_date in trade_dates:
+        print(f"\n处理交易日: {trade_date}")
+
+        try:
+            df = pro.daily(trade_date=trade_date)
+
+            inserted, skipped = insert_data(df)
+
+            total_inserted += inserted
+            total_skipped += skipped
+
+            print(f"新增: {inserted}, 跳过: {skipped}")
+
+            time.sleep(0.2)
+
+        except Exception as e:
+            print(f"失败: {trade_date}, 错误: {e}")
+
+    print("\n====== 汇总 ======")
+    print(f"总新增: {total_inserted}")
+    print(f"总跳过: {total_skipped}")
+
+
+# ===== 输入参数 =====
+if __name__ == "__main__":
+    START_DATE = "20240901"
+    END_DATE = "20260401"
+
+    run(START_DATE, END_DATE)