baostock_add.py日常维护增加数据
#!/usr/bin/env python import baostock as bs import pandas as pd import time import os def download_factor(start_date,end_date,stock_df): rs_list = [] file_w = pathsave + "\\" + "list.csv" stock_df.to_csv(file_w, sep=",", index=False, header=True) result_factor = pd.DataFrame() for code in stock_df["code"]: print("Downloading factor:" + code) rs_factor = bs.query_adjust_factor(code=code, start_date=start_date, end_date=end_date) while (rs_factor.error_code == '0') & rs_factor.next(): rs_list.append(rs_factor.get_row_data()) result_factor = pd.DataFrame(rs_list, columns=rs_factor.fields) print(result_factor) return result_factor def download_data(start_date,end_date,code): # 获取指定日期的指数、股票数据 data_df = pd.DataFrame() #print("Downloading :" + code) k_rs = bs.query_history_k_data_plus(code, "date,code,open,high,low,close,volume,amount,turn,pctChg,peTTM,pbMRQ,psTTM,pcfNcfTTM", start_date=start_date, end_date=end_date,adjustflag= "2",frequency="d") data_df = data_df.append(k_rs.get_data()) return data_df def conpare_list(): stock_rs = bs.query_all_stock(end_date) stock_df = stock_rs.get_data() file_name = pathsave + "\\" + "all.csv" stock_read = pd.read_csv(file_name) #print(stock_read.columns) #print(stock_read[220:240]) for code in stock_df["code"]: #print(code) flag_t = stock_read.loc[stock_read["code"] == code,"flag"] flag_t = flag_t.reset_index(drop=True) flag_t = pd.DataFrame(flag_t) t = '' if flag_t.empty: t = "new" else: t = flag_t.loc[0,"flag"] stock_df.loc[stock_df["code"] == code,"flag"] = t return stock_df def add_data(end_date,stock_df): stock_df = stock_df.drop_duplicates(subset=["code"], keep="last", inplace=False) stock_df["code2"] = stock_df["code"].str.replace("sh.", "SH") stock_df["code2"] = stock_df["code2"].str.replace("sz.", "SZ") stock_df = stock_df.set_index("code") #print(stock_df) for code in stock_df.index: file = pathsave + "\\" + stock_df.loc[code,"flag"] +"\\"+ stock_df.loc[code,"code2"]+".csv" print(file) df_old = pd.DataFrame() if os.path.isfile(file): df_old = pd.read_csv(file) df_all = download_data(stock_df.loc[code,"start_date"],end_date,code) df_all["code"] = df_all["code"].str.replace("sh.", "SH") df_all["code"] = df_all["code"].str.replace("sz.", "SZ") df_all["date"] = df_all["date"].str.replace("-", "") df_old = df_old.append(df_all) #df_new = df_old.reset_index(drop=True) df_old["date"] = df_old["date"].astype(str) df_old = df_old.drop_duplicates(subset=["date"], keep="last", inplace=False) df_old.to_csv(file,sep=",",encoding="gbk", index=False) if __name__ == '__main__': # 获取指定日期全部股票的日K线数据 print("hello") lg = bs.login() print('login respond error_code:'+lg.error_code) print('login respond error_msg:'+lg.error_msg) pathsave = 'G:\\datas of status\\python codes\\baostock' # 设定临时文件存放位置 ori_date = "2018-01-01"#设定最初日期数据 start_date = "2020-05-16" #常设,设定这次要下载的数据开始日期 end_date = "2020-06-01" #常设,设定这次要下载的数据结束日期 print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) stock_df = conpare_list() #分清指数,上证,深证 df_factor = download_factor(start_date,end_date,stock_df) #分清有无复权,若有则设定开初下载数据时间有最初日期,然后再重新下载数据 df_factor = df_factor.drop_duplicates(subset=["code"], keep="last", inplace=False) stock_df["start_date"] = start_date for code in df_factor["code"]: stock_df.loc[stock_df["code"] == code,"start_date"] = ori_date #print(stock_df[220:240]) print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) add_data(end_date,stock_df) print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) #print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime())) bs.logout()