东财主力资金异动数据探索分析

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A股市场上，一轮大行情的开启，往往由主力资金来主导，从实时盘口来说，最直接的指标则是个股异动次数，然而单指标并不能直接反馈出主力资金的流动方向，因此需要结合：主力资金净额来分析。

盘口异动数据来源：http://quotation.eastmoney.com/changes【东方财富盘口异动】- 爬虫获取

主力资金数据来源：https://tushare.pro/【Tushare金融大数据社区】- 接口调用

爬虫获取东方财富盘口异动：

# -*- coding: utf-8 -*-
import requests
import json
import pymysql
import time
import datetime
import warnings



# 东方财富：个股盘口异动数据

def eastmoney_yd_spider(current):
    print('东财异动正在获取%s数据' % current)

    # 1、构造param
    param_list = []
    for page in range(0, 600):
        param = {"pageindex": page, "pagesize": '64', "ut": '7eea3edcaed734bea9cbfc24409ed989', "dpt": 'wzchanges'}
        param_list.append(param)

    # 2、抓取网页数据
    content_list = []
    header = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; WOW64) AppleWebKit/537.36 (Khtml, like Gecko) Chrome/70.0.3538.25 Safari/537.36 Core/1.70.3676.400 QQBrowser/10.5.3738.400"}
    url = "http://push2ex.eastmoney.com/getAllStockChanges?type=8201,8202,8193,4,32,64,8207,8209,8211,8213,8215,8204,8203,8194,8,16,128,8208,8210,8212,8214,8216"
    for param in param_list:
        content = json.loads(session.get(url=url, params=param, headers=header).text)

        print(content)

        if content['data'] is None:
            break
        else:
            content_list.append(content)

    # 3、网页数据解析
    content_list_data = []
    for content in content_list:
        allstock = content['data']['allstock']
        for stock in allstock:
            stk_code = stock['c']  # 股票代码
            stk_name = stock['n']  # 股票名称
            chg_time = stock['tm']  # 异动时间
            chg_type = stock['t']  # 异动类型
            if chg_type in ('8201','8202','8207','8209','8211','8215','8204','8203','8208','8210','8212','8216'):
                chg_value = stock['i'] * 100 # 异动值
            elif chg_type in ('8193','8194','128','64'):
                chg_value = stock['i'] / 10000 # 异动值
            else:
                chg_value = stock['i']  # 异动值
            content_list_data.append((current, stk_code, stk_name, chg_time, chg_type, chg_value))

    # 4、网页数据存储
    conn = pymysql.connect(host='localhost', user='root', passwd='123456', db='quant', charset='utf8mb4')
    cursor = conn.cursor()
    try:
        content_list_sql = '''insert ignore into yd_detail(trade_date,stk_code,stk_name,chg_time,chg_type,chg_value) values(%s,%s,%s,%s,%s,%s)'''
        cursor.executemany(content_list_sql, content_list_data)
    except Exception as error:
        print(error)
    else:
        print('数据写入成功')
    conn.commit()
    cursor.close()
    conn.close()


if __name__ == '__main__':
    print('程序开始执行')
    print('------------------------------------------------------------------------------------------')

    t1 = time.time()

    current = time.strftime("%Y%m%d", time.localtime())

    session = requests.Session()
    eastmoney_yd_spider(current)  # 东财盘口异动


    t2 = time.time()

    print('本次共耗费%.2f' % (t2 - t1))

    print('程序执行完毕')
    print('------------------------------------------------------------------------------------------')

获取主力资金动向：

# -*- coding: utf-8 -*-
import pandas as pd
import tushare as ts
import pymysql
import time
import datetime
from retry import retry
import warnings

warnings.filterwarnings("ignore")


# -------------------------------------------------------------------------------------------------------------
# tushare：大单资金

@retry(tries=-1, delay=5)
def big_moneyflow(current):
    print('%s大单资金数据正在抓取' % current)

    # 1、接口数据请求
    big_money = pd.DataFrame()
    for offset in range(0, 6000, 3000):
        data_1 = pro.moneyflow(trade_date=current, fields='ts_code,trade_date,buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount', offset=offset, limit=3000)
        big_money = big_money.append(data_1, ignore_index=True)

    big_money = big_money.rename(columns={'ts_code': 'stk_code'})
    big_money['stk_code'] = big_money['stk_code'].apply(lambda x: x[:6])
    print(big_money)

    # 2、接口数据解析
    big_money_data = []
    for index, row in big_money.iterrows():
        big_money_data.append((row['trade_date'], row['stk_code'], row['buy_lg_amount'], row['sell_lg_amount'], row['buy_elg_amount'], row['sell_elg_amount']))

    # 3、接口数据mysql存储
    conn = conn = pymysql.connect(host='localhost', user='root', passwd='123456', db='quant', charset='utf8mb4')
    cursor = conn.cursor()
    try:
        big_money_sql = '''insert ignore into big_moneyflow(trade_date,stk_code,buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount) values(%s,%s,%s,%s,%s,%s)'''
        cursor.executemany(big_money_sql, big_money_data)
    except Exception as error:
        print(error)
    else:
        print('数据写入成功')
    conn.commit()
    cursor.close()
    conn.close()


if __name__ == '__main__':
    print('程序开始执行')
    print('------------------------------------------------------------------------------------------')

    t1 = time.time()

    pro = ts.pro_api('set your token')

    current = time.strftime("%Y%m%d", time.localtime())

    big_moneyflow(current)  # 大资金流向

    t2 = time.time()

    print('本次共耗费%.2f' % (t2 - t1))

    print('程序执行完毕')
    print('------------------------------------------------------------------------------------------')

Tableau构建可视化看板：

从下图，我们很容易看出，主力资金主要扎堆在大消费板块，资金成交最为活跃板块是：华为概念、芯片和5G。