去包含并保留顶底标记

.idea/modules.xml

@@ -2,7 +2,9 @@
 <project version="4">
   <component name="ProjectModuleManager">
     <modules>
+      <module fileurl="file://$USER_HOME$/Library/CloudStorage/OneDrive-个人/个人/python_stocks/quantify01/.idea/quantify01.iml" filepath="$USER_HOME$/Library/CloudStorage/OneDrive-个人/个人/python_stocks/quantify01/.idea/quantify01.iml" />
       <module fileurl="file://$PROJECT_DIR$/.idea/stock.iml" filepath="$PROJECT_DIR$/.idea/stock.iml" />
+      <module fileurl="file://$USER_HOME$/Library/CloudStorage/OneDrive-个人/个人/python_stocks/stocks_to_sql/.idea/stocks_to_sql.iml" filepath="$USER_HOME$/Library/CloudStorage/OneDrive-个人/个人/python_stocks/stocks_to_sql/.idea/stocks_to_sql.iml" />
     </modules>
   </component>
 </project>

.idea/stock.iml

@@ -4,5 +4,7 @@
     <content url="file://$MODULE_DIR$" />
     <orderEntry type="jdk" jdkName="Python 3.8 (jqdata)" jdkType="Python SDK" />
     <orderEntry type="sourceFolder" forTests="false" />
+    <orderEntry type="module" module-name="stocks_to_sql" />
+    <orderEntry type="module" module-name="quantify01" />
   </component>
 </module>

qbh.py

@@ -0,0 +1,89 @@
+from jqdatasdk import *
+auth('18019403367', 'Qwer4321')
+import pandas as pd
+import pymysql
+from sqlalchemy import create_engine
+import threading
+
+
+
+# 连接数据库
+# db_stk_sql = pymysql.connect(host='localhost',
+#                              user='root',
+#                              port=3307,
+#                              password='r6kEwqWU9!v3',
+#                              database='stocks',
+#                              connect_timeout=600)
+#
+#
+# db_qbh = pymysql.connect(host='localhost',
+#                          user='root',
+#                          port=3307,
+#                          password='r6kEwqWU9!v3',
+#                          database='qbh',
+#                          charset='utf8')
+#
+#
+# cursor = db_qbh.cursor()
+# engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qbh_hlfx?charset=utf8')
+engine2 = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/stocks?charset=utf8')
+
+stocks = list(get_all_securities(['stock'], date='2021-12-31').index)
+# stocks =stocks[0:40]
+
+thd = threading.local()
+
+def qbh(stocks):
+    for stock in stocks:
+        print(stock)
+        thd.new_df = pd.DataFrame(columns=('date', 'open', 'close', 'high', 'low', 'volume', 'money', 'HL'))
+        # print(new_df.head())
+        thd.df_day = stk['stk'+stock[:6]]
+        for i in thd.df_day.index:
+            if i == 0 or i == 1:
+                thd.new_df = pd.concat([thd.new_df, thd.df_day.iloc[[i]]], ignore_index=True)
+            # 不包含
+            elif (thd.new_df.iloc[-1, 3]>thd.df_day.loc[i, 'high'] and thd.new_df.iloc[-1,4] > thd.df_day.loc[i, 'low']) or (thd.new_df.iloc[-1, 3] < thd.df_day.loc[i, 'high'] and thd.new_df.iloc[-1, 4] < thd.df_day.loc[i, 'low']):
+                thd.new_df = pd.concat([thd.new_df, thd.df_day.iloc[[i]]], ignore_index=True)
+            # 包含
+            else: # (new_df.iloc[-1,3]>=df_day.loc[i,'high'] and new_df.iloc[-1,4]<= df_day.loc[i,'low']):
+                if thd.new_df.iloc[-2, 3] > thd.new_df.iloc[-1, 3]: #左高，下降
+                    thd.new_df.iloc[-1, 3] = min(thd.new_df.iloc[-1, 3], thd.df_day.loc[i, 'high'])
+                    thd.new_df.iloc[-1, 4] = min(thd.new_df.iloc[-1, 4], thd.df_day.loc[i, 'low'])
+                else:#右高，上升
+                    thd.new_df.iloc[-1, 3] = max(thd.new_df.iloc[-1, 3], thd.df_day.loc[i, 'high'])
+                    thd.new_df.iloc[-1, 4] = max(thd.new_df.iloc[-1, 4], thd.df_day.loc[i, 'low'])
+
+        thd.new_df.to_sql('stk%s_%s' % (stock[:6], u), con=engine, index=True, if_exists='replace')
+        with engine.connect() as con:
+            con.execute('ALTER TABLE stk%s_%s ADD PRIMARY KEY (`date`);'% (stock[:6], u))
+        print(stock)
+        print("**************")
+
+        # new_df.to_csv('new_df.csv')
+
+        #return new_df
+
+stk = locals()
+engine = locals()
+
+u = '1d'
+# 获取数据存入DataFrame
+
+for stock in stocks:
+    stk['stk'+stock[:6]] = pd.read_sql_query('select date,open,close,high,low,volume,money from stk%s_%s' % (stock[:6], u), engine2)
+    # print(stock, stk['stk'+stock[:6]])
+print("###############################################################################################################"
+      "###############################################################################################################"
+      "###############################################################################################################"
+      "###############################################################################################################"
+      "###############################################################################################################"
+      "###############################################################################################################"
+      "###############################################################################################################")
+
+# 开始去包含
+# qbh(stocks)
+
+for m in range(0, len(stocks), 50):
+    engine[m] = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qbh_hlfx?charset=utf8', pool_recycle=3600)
+    threading.Thread(target=qbh, args=(stocks[m:m + 50], )).start()