115 lines
3.6 KiB
Python
115 lines
3.6 KiB
Python
import baostock as bs
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from Common.CEnum import AUTYPE, DATA_FIELD, KL_TYPE
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from Common.CTime import CTime
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from Common.func_util import kltype_lt_day, str2float
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from KLine.KLine_Unit import CKLine_Unit
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from .CommonStockAPI import CCommonStockApi
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def create_item_dict(data, column_name):
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for i in range(len(data)):
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data[i] = parse_time_column(data[i]) if i == 0 else str2float(data[i])
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return dict(zip(column_name, data))
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def parse_time_column(inp):
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# 20210902113000000
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# 2021-09-13
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if len(inp) == 10:
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year = int(inp[:4])
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month = int(inp[5:7])
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day = int(inp[8:10])
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hour = minute = 0
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elif len(inp) == 17:
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year = int(inp[:4])
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month = int(inp[4:6])
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day = int(inp[6:8])
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hour = int(inp[8:10])
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minute = int(inp[10:12])
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elif len(inp) == 19:
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year = int(inp[:4])
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month = int(inp[5:7])
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day = int(inp[8:10])
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hour = int(inp[11:13])
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minute = int(inp[14:16])
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else:
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raise Exception(f"unknown time column from baostock:{inp}")
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return CTime(year, month, day, hour, minute)
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def GetColumnNameFromFieldList(fileds: str):
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_dict = {
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"time": DATA_FIELD.FIELD_TIME,
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"date": DATA_FIELD.FIELD_TIME,
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"open": DATA_FIELD.FIELD_OPEN,
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"high": DATA_FIELD.FIELD_HIGH,
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"low": DATA_FIELD.FIELD_LOW,
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"close": DATA_FIELD.FIELD_CLOSE,
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"volume": DATA_FIELD.FIELD_VOLUME,
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"amount": DATA_FIELD.FIELD_TURNOVER,
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"turn": DATA_FIELD.FIELD_TURNRATE,
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}
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return [_dict[x] for x in fileds.split(",")]
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class CBaoStock(CCommonStockApi):
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is_connect = None
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def __init__(self, code, k_type=KL_TYPE.K_DAY, begin_date=None, end_date=None, autype=AUTYPE.QFQ):
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super(CBaoStock, self).__init__(code, k_type, begin_date, end_date, autype)
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def get_kl_data(self):
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# 天级别以上才有详细交易信息
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if kltype_lt_day(self.k_type):
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if not self.is_stock:
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raise Exception("没有获取到数据，注意指数是没有分钟级别数据的！")
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fields = "time,open,high,low,close"
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else:
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fields = "date,open,high,low,close,volume,amount,turn"
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autype_dict = {AUTYPE.QFQ: "2", AUTYPE.HFQ: "1", AUTYPE.NONE: "3"}
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rs = bs.query_history_k_data_plus(
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code=self.code,
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fields=fields,
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start_date=self.begin_date,
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end_date=self.end_date,
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frequency=self.__convert_type(),
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adjustflag=autype_dict[self.autype],
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)
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if rs.error_code != '0':
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raise Exception(rs.error_msg)
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while rs.error_code == '0' and rs.next():
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yield CKLine_Unit(create_item_dict(rs.get_row_data(), GetColumnNameFromFieldList(fields)))
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def SetBasciInfo(self):
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rs = bs.query_stock_basic(code=self.code)
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if rs.error_code != '0':
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raise Exception(rs.error_msg)
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code, code_name, ipoDate, outDate, stock_type, status = rs.get_row_data()
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self.name = code_name
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self.is_stock = (stock_type == '1')
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@classmethod
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def do_init(cls):
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if not cls.is_connect:
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cls.is_connect = bs.login()
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@classmethod
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def do_close(cls):
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if cls.is_connect:
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bs.logout()
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cls.is_connect = None
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def __convert_type(self):
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_dict = {
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KL_TYPE.K_DAY: 'd',
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KL_TYPE.K_WEEK: 'w',
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KL_TYPE.K_MON: 'm',
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KL_TYPE.K_5M: '5',
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KL_TYPE.K_15M: '15',
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KL_TYPE.K_30M: '30',
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KL_TYPE.K_60M: '60',
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}
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return _dict[self.k_type]
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