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sat_rtprice.py
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sat_rtprice.py
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#!/usr/bin/env python3
#coding=utf-8
# -*- coding:utf-8 -*-
"""
: 代码 3: 当前价格
7: 外盘 8: 内盘
31: 涨跌 32: 涨跌% 33: 最高 34: 最低 36: 成交量（手） 37: 成交额（万）
38: 换手率 39: 市盈率 40: 46: 市净率
41: 最高 42: 最低 43: 振幅
9: 买一 10: 买一量（手） 11-18: 买二 买五
19: 卖一 20: 卖一量 21-28: 卖二 卖五
30: 时间
4: 昨收 5: 今开 47: 涨停价 48: 跌停价 （这几个指标要不要放到核心类中? 暂时放入）
"""
"""
use redis save real-time price, key/values(is list, insert(0,RealTimePrice))
focus,not focus,
kernel data class （RtPrice）:
各种来源的实时数据转化为该数据类型
来源的数据保存到字典中，通过这个字典把数据存入该类中，
避免来源的数据顺序或者指标的名称不一样。
并提供保存到文件，mysql,redis的功能
"""
import time
import datetime
import csv
import sat_util
import sat_thread
import sat_down
import sat_credis
import sat_cmysql
"""
golbal var
"""
debug = False
#debug = True
r = sat_credis.r
rh = sat_credis.rh
partfile = "util/parttest.csv"
alltest = "util/alltest.csv"
#platefile = "util/plate.csv"
rtpfile = "util/RealTimePrice.csv"
#allhistory="util/allhistory.csv"
"""
redis just support bytes, so not convert to
"""
class RtPrice:
def __init__(self, dictPrice): #dict price data
self.code = dictPrice['code'] # 代码，应该不需要包含sz,sh,hk
self.cur = dictPrice['cur'] # 当前价格
self.updown = dictPrice['updown'] #涨跌
self.updownrate = dictPrice['updownrate'] #涨跌幅%
self.highest = dictPrice['highest']
self.lowest = dictPrice['lowest']
self.closed = dictPrice['closed'] #昨天收盘价
self.opening = dictPrice['opening'] #开盘价
self.volume = dictPrice['volume'] #成交量
self.turnover = dictPrice['turnover'] #成交额
self.turnoverrate = dictPrice['turnoverrate'] #换手率
self.outdisk = dictPrice['outdisk'] #外盘
self.indisk = dictPrice['indisk'] #内盘
self.earningsrate = dictPrice['earningsrate'] #市盈率
self.pb = dictPrice['pb'] #市净率
self.amplitude = dictPrice['amplitude'] #振幅
self.uplimit = dictPrice['uplimit'] #涨停价
self.downlimit = dictPrice['downlimit']#跌停价
self.buy1 = dictPrice['buy1']
self.buy1volume = dictPrice['buy1volume']
self.buy2 = dictPrice['buy2']
self.buy2volume = dictPrice['buy2volume']
self.buy3 = dictPrice['buy3']
self.buy3volume = dictPrice['buy3volume']
self.buy4 = dictPrice['buy4']
self.buy4volume = dictPrice['buy4volume']
self.buy5 = dictPrice['buy5']
self.buy5volume =dictPrice['buy5volume']
self.sell1 = dictPrice['sell1']
self.sell1volume = dictPrice['sell1volume']
self.sell2 = dictPrice['sell2']
self.sell2volume =dictPrice['sell2volume']
self.sell3 = dictPrice['sell3']
self.sell3volume = dictPrice['sell3volume']
self.sell4 = dictPrice['sell4']
self.sell4volume =dictPrice['sell4volume']
self.sell5 = dictPrice['sell5']
self.sell5volume =dictPrice['sell5volume']
self.date = dictPrice['date']
self.time = dictPrice['time']
self.retain = ''
def GetName(self):
if rh:
namekey = self.code+'name'
nameStr=rh.get(namekey)
if nameStr == None:
if (debug): print(type(nameStr), nameStr)
return 'None'
return sat_util.ToUTF8(nameStr)
else:
return "none"
def PricePrint(self):
#print('*******************************')
print(': 名称 : ', self.GetName(), ': 代码 :', self.code) # 代码，应该不需要包含sz,sh,hk
print(': 当前价格 :', self.cur,': 昨收 :', self.closed, ': 今开 :', self.opening)
print(': 涨跌 :', self.updown, ': 涨跌% :', self.updownrate, ': 最高 :', self.highest, ': 最低 :', self.lowest)
print(': 成交量（手） :', self.volume, ': 成交额（万） :', self.turnover, ': 外盘 :', self.outdisk, ': 内盘 :', self.indisk)
print(': 换手率 :', self.turnoverrate, ': 市盈率 :', self.earningsrate, ': 市净率 :', self.pb)
print(': 最高 :', self.highest, ': 最低 :', self.lowest, ': 振幅 :', self.amplitude)
print(': 涨停价 :', self.uplimit, ': 跌停价 :', self.downlimit)
print(': 买一~~买五: ', self.buy1, self.buy2, self.buy3, self.buy4, self.buy5, )
print(': 买一~~买五量: ', self.buy1volume, self.buy2volume, self.buy3volume, self.buy4volume, self.buy5volume)
print(': 卖一~~卖五: ', self.sell1, self.sell2, self.sell3, self.sell4, self.sell5)
print(': 卖一~~卖五量: ', self.sell1volume, self.sell2volume, self.sell3volume, self.sell4volume, self.sell5volume)
print(': 时间 :', self.date, self.time)
#print('date and time is :', dateandtime)
print('*******************************') #Transactionprice Items EscrowShares CirculationShares ,F001,F002,F003,F004,
def NameCodeCurUpdown(self):
#print('名称 代码 当前价 涨跌 涨跌幅% ')
print(self.GetName(),' ', self.code, ' ', self.cur, ' ', self.updown, ' ', self.updownrate)
def PartW2CSV(self, f):
try:
l = [self.code, self.cur, self.volume, self.updown,self.updownrate,self.turnoverrate]
print(','.join(l), file=f)
except IOError:
print("write file RealTimePrice.csv failed.")
print("Error: {}".format(err.msg))
def AllW2CSV(self, f):
try:
l = [self.code, self.cur,self.updown, self.updownrate, self.highest,self.lowest, self.closed,self.opening, self.volume, self.turnover, self.turnoverrate, self.outdisk, self.indisk,self.earningsrate,self.pb, self.amplitude,self.uplimit, self.downlimit,self.buy1, self.buy1volume, self.buy2,self.buy2volume, self.buy3, self.buy3volume, self.buy4, self.buy4volume, self.buy5, self.buy5volume,self.sell1, self.sell1volume,self.sell2,self.sell2volume,self.sell3, self.sell3volume, self.sell4,self.sell4volume,self.sell5,self.sell5volume,self.date, self.time]
print(','.join(l), file=f)
except IOError:
print("write file ???.csv failed.")
print("Error: {}".format(err.msg))
def AllW2Mysql(self):
inHead = "insert into t_rt_price(code, cur,updown, updownrate, highest,lowest, closed,opening, volume, turnover, turnoverrate, outdisk, indisk,earningsrate,pb, amplitude,uplimit, downlimit,buy1, buy1volume, buy2,buy2volume, buy3, buy3volume, buy4, buy4volume, buy5, buy5volume,sell1, sell1volume,sell2,sell2volume,sell3, sell3volume, sell4,sell4volume,sell5,sell5volume,date,time) values(%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)"
l = [self.code, self.cur,self.updown, self.updownrate, self.highest,self.lowest, self.closed,self.opening, self.volume, self.turnover, self.turnoverrate, self.outdisk, self.indisk,self.earningsrate,self.pb, self.amplitude,self.uplimit, self.downlimit,self.buy1, self.buy1volume, self.buy2,self.buy2volume, self.buy3, self.buy3volume, self.buy4, self.buy4volume, self.buy5, self.buy5volume,self.sell1, self.sell1volume,self.sell2,self.sell2volume,self.sell3, self.sell3volume, self.sell4,self.sell4volume,self.sell5,self.sell5volume,self.date, self.time]
print("mysql ", self.code)
#self.code=str(self.code)
###dt=str(dt)
#print(dt)
#mydate= dt.isoformat()
#mytime= dt.isoformat()#datetime.time(1, 58, 59).isoformat()
##mydate=str(mydate)[0:10]
#mydate=self.date
#mytime=self.time
##mydate.strftime('%Y-%m-%d')
##mytime.strftime('%H:%M:%S')
#print(type(mydate), mydate,' ', type(mytime), mytime, type(self.time), self.time)
#inHead = "insert into t_xxx(code,mydate,mytime) values(%s,%s,%s)"
#l= [self.code, mydate, mytime]
if (debug):
print("insert one data to mysql")
sat_cmysql.Insert(inHead, l)
def AllW2MysqlHistory(self):
inHead = "insert into t_h_price(code, cur, updown, updownrate, highest,lowest, closed,opening, volume, turnover, turnoverrate, outdisk, indisk,earningsrate,pb, amplitude,uplimit, downlimit,buy1,sell1,date,time) values(%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)"
l = [self.code, self.cur,self.updown, self.updownrate, self.highest,self.lowest, self.closed,self.opening, self.volume, self.turnover, self.turnoverrate, self.outdisk, self.indisk,self.earningsrate,self.pb, self.amplitude,self.uplimit, self.downlimit,self.buy1, self.sell1,self.date, self.time]
print("mysql history ", self.code)
if (debug):
print("insert one data to mysql history")
sat_cmysql.Insert(inHead, l)
def AllW2Redis(self):
#key = rp.code+columns, 对于这样的安排是为了快速统计值的变化，还有一个原因是redis不支持对象存储(其它nosql也是不支持的，也可以自己写个TODO)
if (str(r.lindex(self.code+'time', 0))[2:8] == self.time) and (str(r.lindex(self.code+'date', 0))[2:10] == self.date):
if (debug): print("dup data")
return None
else:
if (debug): print("insert data", type(r.lindex(self.code +'time', 0)),r.lindex(self.code+'time', 0), type(self.time))
r.lpush(self.code+'cur', self.cur)
r.lpush(self.code+'updown', self.updown)
r.lpush(self.code+'updownrate', self.updownrate)
r.lpush(self.code+'highest', self.highest)
r.lpush(self.code+'lowest', self.lowest)
r.lpush(self.code+'closed', self.closed)
r.lpush(self.code+'opening', self.opening)
r.lpush(self.code+'volume', self.volume)
r.lpush(self.code+'turnover', self.turnover)
r.lpush(self.code+'turnoverrate', self.turnoverrate)
r.lpush(self.code+'amplitude', self.amplitude)
r.lpush(self.code+'earningsrate', self.earningsrate)
r.lpush(self.code+'pb', self.pb)
r.lpush(self.code+'uplimit', self.uplimit)
r.lpush(self.code+'downlimit', self.downlimit)
r.lpush(self.code+'outdisk', self.outdisk)
r.lpush(self.code+'indisk', self.indisk)
r.lpush(self.code+'buy1', self.buy1)
r.lpush(self.code+'buy2', self.buy2)
r.lpush(self.code+'buy3', self.buy3)
r.lpush(self.code+'buy4', self.buy4)
r.lpush(self.code+'buy5', self.buy5)
r.lpush(self.code+'buy1volume', self.buy1volume)
r.lpush(self.code+'buy2volume', self.buy2volume)
r.lpush(self.code+'buy3volume', self.buy3volume)
r.lpush(self.code+'buy4volume', self.buy4volume)
r.lpush(self.code+'buy5volume', self.buy5volume)
r.lpush(self.code+'sell1', self.sell1)
r.lpush(self.code+'sell2', self.sell2)
r.lpush(self.code+'sell3', self.sell3)
r.lpush(self.code+'sell4', self.sell4)
r.lpush(self.code+'sell5', self.sell5)
r.lpush(self.code+'sell1volume', self.sell1volume)
r.lpush(self.code+'sell2volume', self.sell2volume)
r.lpush(self.code+'sell3volume', self.sell3volume)
r.lpush(self.code+'sell4volume', self.sell4volume)
r.lpush(self.code+'sell5volume', self.sell5volume)
r.lpush(self.code+'date', self.date) # 可以优化，只是保存一次
r.lpush(self.code+'time', self.time)
#r.lpush(self.code+'tradeprice', self.tradeprice)
#r.lpush(self.code+'tradevolume', self.tradevolume)
#r.lpush(self.code+'tradeturnover', self.tradeturnover)
#r.lpush(self.code+'recentytransaction', self.recentytransaction)
if (debug): print(self.date, ' ', self.time)
if (debug): print('rlen: ', r.llen(self.code+'cur'))
if (debug): print('reids index ', r.lindex(self.code+'cur', 0))
#r.lpop(self.code)
def AllW2RedisHistory(self):
#if (str(r.lindex(self.code+'time', 0))[2:8] == self.time) and (str(r.lindex(self.code+'date', 0))[2:10] == self.date):
# if (debug): print("dup data")
# return None
#else:
# if (debug): print("insert data", type(r.lindex(self.code +'time', 0)),r.lindex(self.code+'time', 0), type(self.time))
rh.lpush(self.code+'cur', self.cur)
rh.lpush(self.code+'date', self.date) # 可以优化，只是保存一次
#rh.lpush(self.code+'updown', self.updown)
#rh.lpush(self.code+'updownrate', self.updownrate)
rh.lpush(self.code+'highest', self.highest)
rh.lpush(self.code+'lowest', self.lowest)
rh.lpush(self.code+'closed', self.closed)
rh.lpush(self.code+'opening', self.opening)
rh.lpush(self.code+'volume', self.volume)
#r.lpush(self.code+'turnover', self.turnover)
#r.lpush(self.code+'turnoverrate', self.turnoverrate)
#r.lpush(self.code+'amplitude', self.amplitude)
#r.lpush(self.code+'earningsrate', self.earningsrate)
#r.lpush(self.code+'pb', self.pb)
#r.lpush(self.code+'uplimit', self.uplimit)
#r.lpush(self.code+'downlimit', self.downlimit)
#r.lpush(self.code+'outdisk', self.outdisk)
#r.lpush(self.code+'indisk', self.indisk)
#r.lpush(self.code+'buy1', self.buy1)
#r.lpush(self.code+'sell1', self.sell1)
#r.lpush(self.code+'time', self.time)
if (debug): print('rlen: ', r.llen(self.code+'cur'))
if (debug): print('reids index ', r.lindex(self.code+'cur', 0))
"""
得到RtPrice对象的函数接口
"""
def GetPrice(code):
b, d = sat_down.Down(code)
if b:
rp = RtPrice(d)
if (debug): rp.PricePrint()
return True, rp
if(debug): print('GetPrice', len(d))
return False, 'NULL'
def GetPriceMulti(codes):
ldict = sat_down.DownMulti(codes)
lrp=[]
for i in range(0, len(ldict)):
if len(ldict[i]) > 39:
lrp.append(RtPrice(ldict[i]))
if (debug): lrp[i].PricePrint()
return lrp
"""
以下为测试用例
"""
def TestMysql():
dp = {}
dt=datetime.datetime.now()
dp['code']='000003'
dp['date']=str(dt)[0:10]
dp['time']= str(dt)[11:19]
dp['cur']='10.42'
dp['updown'] = '1.0'
dp['updownrate'] = '1.0'
dp['highest'] = '1.0'
dp['lowest'] = '1.0'
dp['closed'] = '1.0'
dp['opening'] = '1.0'
dp['volume'] = '1.0'
dp['turnover'] = '1.0'
dp['turnoverrate'] = '1.0'
dp['outdisk'] = '1.0'
dp['indisk'] = '1.0'
dp['earningsrate'] = '1.0'
dp['pb'] = '1.0'
dp['amplitude'] = '1.0'
dp['uplimit'] = '1.0'
dp['downlimit'] = '1.0'
dp['buy1'] = '1.0'
dp['buy1volume'] = '1.0'
dp['buy2'] = '1.0'
dp['buy2volume'] = '1.0'
dp['buy3'] = '1.0'
dp['buy3volume'] = '1.0'
dp['buy4'] = '1.0'
dp['buy4volume'] = '1.0'
dp['buy5'] = '1.0'
dp['buy5volume'] = '1.0'
dp['sell1'] = '1.0'
dp['sell1volume'] = '1.0'
dp['sell2'] = '1.0'
dp['sell2volume'] = '1.0'
dp['sell3'] = '1.0'
dp['sell3volume'] = '1.0'
dp['sell4'] = '1.0'
dp['sell4volume'] = '1.0'
dp['sell5'] = '1.0'
dp['sell5volume'] = '1.0'
rp=RtPrice(dp)
#rp.PricePrint()
f=open(partfile, 'a')
rp.PartW2CSV(f)
f.close()
f=open(alltest, "a")
rp.AllW2CSV(f)
print("write mysql")
rp.AllW2Mysql()
print("end")
def TestMysqlRealData():
codes = ['601398','000001','000002']#,'601818'
for i in range(0, len(codes)):
b, rp = GetPrice(codes[i])
if b: rp.AllW2Mysql()
print("end TestMysql from qt")
def TestRedis():
if not r.ping():
print('error r no con!\n')
codes = ['601388']#,'601398','601818'
for i in range(0, len(codes)):
b,rp = GetPrice(codes[i])
if b:
rp.AllW2Redis()
if (debug) : rp.PricePrint()
print('this pop ', r.lindex(codes[0], 5))
#print(r.delete(codes[0]+'1'))
def TestRedisMulti():
if not r.ping():
print('error r no con!\n')
codes = ['002014', '000929', '600336', '600361', '002596', '600078', '600851', '002226', '000032', '600770', '000011', '000421', '002024', '600790', '002097', '600668', '002259', '000785', '600386', '601933', '600429', '600881', '000972', '600127', '002202', '600510', '600861', '600737', '000636', '000037', '600330', '600734', '002678', '600327', '002199', '600206', '002064', '002220', '600132', '601996', '601798', '600589', '600719', '000088', '600532', '002042', '600333', '002430', '600210', '600328', '600403', '600831', '002386', '600819', '600748', '000599', '002355', '601388', '000620', '600651', '600644', '000736', '600616', '000899', '002643', '002406', '000916', '600866']
lrp=GetPriceMulti(codes)
if (debug) : print('redis multi lrp', len(lrp))
for i in range(0, len(lrp)):
#lrp[i].AllW2Redis()
lrp[i].PricePrint()
print('end test redis multi')
if __name__ == '__main__':
start = time.time()
#TestMysql()
#TestMysqlRealData()
#TestRedis()
TestRedisMulti()
end = time.time()
print("ms %d" %(end - start))