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sn_down.py
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sn_down.py
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#!/usr/bin/env python3
# -*- coding:utf-8 -*-
"""
sina 每5秒刷一次数据
download data from sina.
查询大盘指数，比如查询上证综合指数（000001）：
http://hq.sinajs.cn/list=s_sh000001
http://hq.sinajs.cn/list=sh600586,sh600004
以 , 分割字符串中内容，下标从0开始，依次为
[html]
0：”大秦铁路”，股票名字；
1：”27.55″，今日开盘价；
2：”27.25″，昨日收盘价；
3：”26.91″，当前价格；
4：”27.55″，今日最高价；
5：”26.20″，今日最低价；
6：”26.91″，竞买价，即“买一”报价；
7：”26.92″，竞卖价，即“卖一”报价；
8：”22114263″，成交的股票数，由于股票交易以一百股为基本单位，所以在使用时，通常把该值除以一百；
9：”589824680″，成交金额，单位为“元”，为了一目了然，通常以“万元”为成交金额的单位，所以通常把该值除以一万；
10：”4695″，“买一”申请4695股，即47手；
11：”26.91″，“买一”报价；
12：”57590″，“买二”
13：”26.90″，“买二”
14：”14700″，“买三”
15：”26.89″，“买三”
16：”14300″，“买四”
17：”26.88″，“买四”
18：”15100″，“买五”
19：”26.87″，“买五”
20：”3100″，“卖一”申报3100股，即31手；
21：”26.92″，“卖一”报价
(22, 23), (24, 25), (26,27), (28, 29)分别为“卖二”至“卖四的情况”
30：”2008-01-11″，日期；
31：”15:05:32″，时间；
"""
import time
import datetime
import random
import urllib
import urllib.request
import sat_util
import sat_down
debug=False
#debug = True
PriceDataLen = 31
def FillSingleDict(slist):
sinaDict={}
bRet = False
if (len(slist) >= PriceDataLen):
#print(len(slist))
#只是返回一个字典
sinaDict['opening'] = (slist[1]) #开盘价
sinaDict['closed'] = (slist[2]) #昨天收盘价
sinaDict['cur'] = (slist[3]) # 当前价格
sinaDict['highest'] = (slist[4])
sinaDict['lowest'] = (slist[5])
sinaDict['buy1'] = (slist[6])
sinaDict['sell1'] = (slist[7])
sinaDict['volume'] = (slist[8]) #总成交量
sinaDict['turnover'] = (slist[9]) #总成交额（万）
sinaDict['buy1volume'] = (slist[10])
#sinaDict['buy1'] = (slist[11])
sinaDict['buy2volume'] = (slist[12])
sinaDict['buy2'] = (slist[13])
sinaDict['buy3volume'] = (slist[14])
sinaDict['buy3'] = (slist[15])
sinaDict['buy4volume'] = (slist[16])
sinaDict['buy4'] = (slist[17])
sinaDict['buy5volume'] =(slist[18])
sinaDict['buy5'] = (slist[19])
sinaDict['sell1volume'] = (slist[20])
#sinaDict['sell1'] = (slist[21])
sinaDict['sell2volume'] = (slist[22])
sinaDict['sell2'] = (slist[23])
sinaDict['sell3volume'] = (slist[24])
sinaDict['sell3'] = (slist[25])
sinaDict['sell4volume'] = (slist[26])
sinaDict['sell4'] = (slist[27])
sinaDict['sell5volume'] =(slist[28])
sinaDict['sell5'] = (slist[29])
sinaDict['date'] = slist[30] # date
sinaDict['time'] = slist[31] #time
sinaDict['code'] = slist[33] # 代码，应该不需要包含sz,sh,hk
#下面是自己算的
cur = float(slist[3])
opening = float(slist[1])
sinaDict['updown'] = cur - opening#涨跌
if (opening > 0.01):
sinaDict['updownrate'] = (cur - opening) / opening #涨跌幅%
else:
sinaDict['updownrate'] = 0
sinaDict['uplimit'] = opening * 1.1 #最高10%
sinaDict['downlimit'] = opening * 0.9 #最低10%
sinaDict['turnoverrate'] = 0 #换手率
sinaDict['earningsrate'] = 0
sinaDict['amplitude'] = 0
sinaDict['pb'] = 0
sinaDict['outdisk'] = 0
sinaDict['indisk'] = 0
bRet = True
if (debug): print(slist[30], ' ', sinaDict['date'], ' ', sinaDict['time'])
return bRet, sinaDict
#这个函数需要做成多态的形式，不同的来源，格式是不一样的。
def SinaParseSingle(s):
if(debug): print('SinaParseSingle', type(s))
slist=s[13:] #此处应该使用更好的方式
code=slist[:6]
if(debug): print(slist, code)
slist=slist.split(',')
slist.append(code)
if (debug): print(slist)
return FillSingleDict(slist)
#所有的code，应该是不带有参数的，应该由各自转化为相应的合适完整请求代码
qurl='http://hq.sinajs.cn/'
qcodePrefix='&list='
qrandomPrefix='r='
def SinaDown(code):
code=sat_util.codeAddPrefix(code)
durl=qurl+qrandomPrefix+str(random.random())+qcodePrefix+code
if (debug): print(durl)
s = sat_down.GetRtPriceByURL(durl)
if s == '':
return False,None
strGB=sat_util.ToGB(s)
return SinaParseSingle(strGB)
# 多个代码一起调用
def SinaParseMulti(s):
if(debug): print(type(str))
ldict=[]
for l in s:
if (debug): print(l)
strGB=sat_util.ToGB(l)
b, d=SinaParseSingle(strGB)
if b:
ldict.append(d)
return ldict
def SinaDownMulti(codes):
qcode=''
for i in range(0, len(codes)):
qcode += sat_util.codeAddPrefix(codes[i]) +','
durl=qurl+qrandomPrefix+str(random.random())+qcodePrefix+qcode
if (debug): print(durl)
s=sat_down.GetMultiRtPriceByURL(durl)
if (debug): print(s, len(s))
return SinaParseMulti(s)
def Test():
codes=sat_util.GetAllCodesFromCSV()
qcodes=codes[0:3]
ldict=SinaDownMulti(qcodes)
for i in range(0, len(ldict)):
print(ldict[i])
#b,d=SinaDown(codes[0])
#print(b, d)
#这个链接只能得到2000年后的历史数据
qurlHis='http://biz.finance.sina.com.cn/stock/flash_hq/kline_data.php?'
qcodePre='&symbol='
qrandomPre='&rand='
qdtEndPre='&end_date='
qdtStartPre='&begin_date='
qtype='&type=plain'
"""
ldict={}
ldict['code']=code[2:]
ldict['date']=slist[0]
ldict['opening'] = slist[1]
ldict['highest'] = slist[2]
ldict['cur'] = slist[3]
ldict['lowest'] = slist[4]
ldict['volume'] = slist[5]
"""
#Date Open High Close(cur) Low Volume
def SinaDownHistory(code, dtEnd, dtStart, f):
qcode=sat_util.codeAddPrefix(code)
insCode=qcode[2:]
yEnd = int(dtEnd.year)
mEnd = int(dtEnd.month)
dEnd = int(dtEnd.day)
yStart=int(dtStart.year)
mStart = int(dtStart.month)
dStart = int(dtStart.day)
qyEnd = ''
qmEnd = ''
qdEnd = ''
qyStart = ''
qmStart = ''
qdStart = ''
for i in range(yStart, yEnd+1):
if i == yEnd and i == yStart:
qmEnd = str(mEnd)
qdEnd = str(dEnd)
qmStart = str(mStart)
qdStart = str(dStart)
elif i == yEnd and i > yStart:
qmEnd = str(mEnd)
qdEnd = str(dEnd)
qmStart = '01'
qdStart = '01'
elif i < yEnd and i > yStart:
qmEnd = '12'
qdEnd = '31'
qmStart = '01'
qdStart = '01'
elif i < yEnd and i == yStart:
qmEnd = '12'
qdEnd = '31'
qmStart = str(mStart)
qdStart = str(dStart)
else:
print("date error, give up this query")
break
qyEnd = str(i)
qyStart = qyEnd
if len(qmEnd) < 2:
qmEnd = '0'+qmEnd
if len(qdEnd) < 2:
qdEnd = '0' + qdEnd
if len(qmStart) < 2:
qmStart = '0'+qmStart
if len(qdStart) < 2:
qdStart = '0' + qdStart
qDate = qdtEndPre+qyEnd+qmEnd+qdEnd+qdtStartPre+qyStart+qmStart+qdStart
durl=qurlHis+qrandomPre+str(random.randint(0,10000))+qcodePre+qcode+qDate+qtype
if (debug): print(durl)
s = sat_down.GetMultiRtPriceByURL(durl)
if s == None or s == '':
#print("sn_down open url failed ", durl)
continue
wStr=''
for i in range(0, len(s)):
strUTF8=sat_util.ToUTF8(s[i])
slist=insCode+','+strUTF8
wStr += slist
if wStr != '':
f.writelines(wStr)
#http://table.finance.yahoo.com/table.csv?s=000001.sz
#http://biz.finance.sina.com.cn/stock/flash_hq/kline_data.php?
#&rand=random(10000)&symbol=sz002241
#&end_date=20130806&begin_date=20130101&type=plain
def TestHis():
codes=sat_util.GetAllCodesFromCSV()
qcodes=codes[0:1]
now = datetime.datetime.now()
start= datetime.date(2011,9,1)
hisSina = sat_util.CreateFileNameByDate("util/his_sina_",now, start)
f=open(hisSina, "w", encoding='utf-8')
for i in range(0, len(qcodes)):
SinaDownHistory(qcodes[i],now, start,f)
if __name__ == '__main__':
start = time.time()
#Test()
TestHis()
end = time.time()
print("sina down s %d" %(end - start))