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yh_down.py
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yh_down.py
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#!/usr/bin/env python3
# -*- coding:utf-8 -*-
"""
yahoo 每5秒刷一次数据
download data from yahoo.
查询大盘指数，比如查询上证综合指数（000001）：
以 , 分割字符串中内容，下标从0开始，依次为
http://finance.yahoo.com/d/q.csv?s=000001.sz,000002.sz&f=snd2c8ghopn4
雅虎股票API f参数对照表
a Ask a2 Average Daily Volume a5 Ask Size
b Bid b2 Ask (Real-time) b3 Bid (Real-time)
b4 Book Value b6 Bid Size c Change & Percent Change
c1 Change c3 Commission c6 Change (Real-time)
c8 After Hours Change (Real-time) d Dividend/Share d1 Last Trade Date
d2 Trade Date e Earnings/Share e1 Error Indication (returned for symbol changed / invalid)
e7 EPS Estimate Current Year e8 EPS Estimate Next Year e9 EPS Estimate Next Quarter
f6 Float Shares g Day’s Low h Day’s High
j 52-week Low k 52-week High g1 Holdings Gain Percent
g3 Annualized Gain g4 Holdings Gain g5 Holdings Gain Percent (Real-time)
g6 Holdings Gain (Real-time) i More Info i5 Order Book (Real-time)
j1 Market Capitalization j3 Market Cap (Real-time) j4 EBITDA
j5 Change From 52-week Low j6 Percent Change From 52-week Low k1 Last Trade (Real-time) With Time
k2 Change Percent (Real-time) k3 Last Trade Size k4 Change From 52-week High
k5 Percebt Change From 52-week High l Last Trade (With Time) l1 Last Trade (Price Only)
l2 High Limit l3 Low Limit m Day’s Range
m2 Day’s Range (Real-time) m3 50-day Moving Average m4 200-day Moving Average
m5 Change From 200-day Moving Average m6 Percent Change From 200-day Moving Average m7 Change From 50-day Moving Average
m8 Percent Change From 50-day Moving Average n Name n4 Notes
o Open p Previous Close p1 Price Paid
p2 Change in Percent p5 Price/Sales p6 Price/Book
q Ex-Dividend Date r P/E Ratio r1 Dividend Pay Date
r2 P/E Ratio (Real-time) r5 PEG Ratio r6 Price/EPS Estimate Current Year
r7 Price/EPS Estimate Next Year s Symbol s1 Shares Owned
s7 Short Ratio t1 Last Trade Time t6 Trade Links
t7 Ticker Trend t8 1 yr Target Price v Volume
v1 Holdings Value v7 Holdings Value (Real-time) w 52-week Range
w1 Day’s Value Change w4 Day’s Value Change (Real-time) x Stock Exchange
y Dividend Yield
"""
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):
yahooDict={}
bRet = False
if (len(slist) >= PriceDataLen):
#print(len(slist))
#只是返回一个字典
yahooDict['opening'] = (slist[1]) #开盘价
yahooDict['closed'] = (slist[2]) #昨天收盘价
yahooDict['cur'] = (slist[3]) # 当前价格
yahooDict['highest'] = (slist[4])
yahooDict['lowest'] = (slist[5])
yahooDict['buy1'] = (slist[6])
yahooDict['sell1'] = (slist[7])
yahooDict['volume'] = (slist[8]) #总成交量
yahooDict['turnover'] = (slist[9]) #总成交额（万）
yahooDict['buy1volume'] = (slist[10])
#yahooDict['buy1'] = (slist[11])
yahooDict['buy2volume'] = (slist[12])
yahooDict['buy2'] = (slist[13])
yahooDict['buy3volume'] = (slist[14])
yahooDict['buy3'] = (slist[15])
yahooDict['buy4volume'] = (slist[16])
yahooDict['buy4'] = (slist[17])
yahooDict['buy5volume'] =(slist[18])
yahooDict['buy5'] = (slist[19])
yahooDict['sell1volume'] = (slist[20])
#yahooDict['sell1'] = (slist[21])
yahooDict['sell2volume'] = (slist[22])
yahooDict['sell2'] = (slist[23])
yahooDict['sell3volume'] = (slist[24])
yahooDict['sell3'] = (slist[25])
yahooDict['sell4volume'] = (slist[26])
yahooDict['sell4'] = (slist[27])
yahooDict['sell5volume'] =(slist[28])
yahooDict['sell5'] = (slist[29])
yahooDict['date'] = slist[30] # date
yahooDict['time'] = slist[31] #time
yahooDict['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])
yahooDict['updown'] = cur - opening#涨跌
if (opening > 0.01):
yahooDict['updownrate'] = (cur - opening) / opening #涨跌幅%
else:
yahooDict['updownrate'] = 0
yahooDict['uplimit'] = opening * 1.1 #最高10%
yahooDict['downlimit'] = opening * 0.9 #最低10%
yahooDict['turnoverrate'] = 0 #换手率
yahooDict['earningsrate'] = 0
yahooDict['amplitude'] = 0
yahooDict['pb'] = 0
yahooDict['outdisk'] = 0
yahooDict['indisk'] = 0
bRet = True
if (debug): print(slist[30], ' ', yahooDict['date'], ' ', yahooDict['time'])
return bRet, yahooDict
#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 YahooParseSingle(s):
if(debug): print('YahooParseSingle', 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://'
qcodePrefix='&s='
qrandomPrefix='&r='
def yahooDown(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 yahooParseSingle(strGB)
# 多个代码一起调用
def YahooParseMulti(s):
if(debug): print(type(str))
ldict=[]
for l in s:
if (debug): print(l)
strGB=sat_util.ToGB(l)
b, d=YahooParseSingle(strGB)
if b:
ldict.append(d)
return ldict
def YahooDownMulti(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 YahooParseMulti(s)
def Test():
codes=sat_util.GetAllCodesFromCSV()
qcodes=codes[0:3]
ldict=YahooDownMulti(qcodes)
for i in range(0, len(ldict)):
print(ldict[i])
#b,d=yahooDown(codes[0])
#print(b, d)
#http://table.finance.yahoo.com/table.csv?s=000001.sz
#s=ibm&d=6&e=22&f=2006&g=d&a=11&b=16&c=2005&
#特殊点是月份是0～11
qurlHis='http://table.finance.yahoo.com/table.csv?'
qcodePre='&s='
mStartPre='&a='
dStartPre='&b='
yStartPre='&c='
#linkEndStart='&g=d'
mEndPre='&d='
dEndPre='&e='
yEndPre='&f='
"""
"""
#Date,Open,High,Low,Close,Volume,Adj Close
#做成通用的，传入两个日期，一个代码，文件句柄，
#日期都是datetime.datetime类型now=datetime.datetime.now()
def YahooDownHistory(code, dtEnd, dtStart, f):
code=sat_util.codeAddSuffix(code)
qcode=code[0:6]+'.'+code[6:]
insCode=qcode[:6]
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 = ''
#倒序查询
for i in range(yEnd, yStart-1, -1):
if i == yEnd and i == yStart:
qmEnd = mEndPre+str(mEnd-1)
qdEnd = dEndPre+str(dEnd)
qmStart = mStartPre+str(mStart-1)
qdStart = dStartPre+str(dStart)
elif i == yEnd and i > yStart:
qmEnd = mEndPre+str(mEnd-1)
qdEnd = dEndPre+str(dEnd)
qmStart = mStartPre + '0'
qdStart = dStartPre + '1'
elif i < yEnd and i > yStart:
qmEnd = mEndPre + '11'
qdEnd = dEndPre + '31'
qmStart = mStartPre + '0'
qdStart = dStartPre + '1'
elif i < yEnd and i == yStart:
qmEnd = mEndPre + '11'
qdEnd = dEndPre + '31'
qmStart = mStartPre+str(mStart-1)
qdStart = dStartPre+str(dStart)
else:
print("date error, give up this query")
break
qyEnd = yEndPre + str(i)
qyStart = yStartPre + str(i)
qDate = qyEnd+qmEnd+qdEnd+qyStart+qmStart+qdStart
durl=qurlHis+qcodePre+qcode+qDate
if (debug): print(durl)
s = sat_down.GetMultiRtPriceByURL(durl)
if s == None or s == '':
print("yahoo open url failed ", durl)
continue
wStr=''
for i in range(1, len(s)):
strUTF8=sat_util.ToUTF8(s[i])
slist=insCode+','+strUTF8
wStr += slist
f.writelines(wStr)
def TestHis():
codes=sat_util.GetAllCodesFromCSV()
qcodes=codes[0:1]
now = datetime.datetime.now()
start= datetime.date(2014,12,1)
hisYahoo = sat_util.CreateFileNameByDate("util/his_yahoo_",now, start)
f=open(hisYahoo, 'w', encoding='utf-8')
for i in range(0, len(qcodes)):
YahooDownHistory(qcodes[i],now, start, f)
if __name__ == '__main__':
start = time.time()
#Test()
TestHis()
end = time.time()
print("yahoo down s %d" %(end - start))