from xtquant import xtdata from datetime import datetime as dt import pandas as pd import math from sqlalchemy import create_engine import multiprocessing as mp from apscheduler.schedulers.blocking import BlockingScheduler # pd.set_option('display.max_rows', None) # 设置显示最大行 path = 'C:\\qmt\\userdata_mini' field = ['time', 'open', 'close', 'high', 'low', 'volume', 'amount'] cpu_count = mp.cpu_count() def to_sql(stock_list, eng_back, eng_front): print(dt.now(), '开始循环入库!') for stock in stock_list: print(stock) data = xtdata.get_market_data(field, [stock], '1d', end_time='', count=-1, dividend_type='back') df = pd.concat([data[i].loc[stock].T for i in ['time', 'open', 'high', 'low', 'close', 'volume', 'amount']], axis=1) df.columns = ['time', 'open', 'high', 'low', 'close', 'volume', 'amount'] df['time'] = df['time'].apply(lambda x: dt.fromtimestamp(x / 1000.0)) df.reset_index(drop=True, inplace=True) print(df) df.to_sql('%s_1d' % stock, con=eng_back, index=True, if_exists='append') for stock in stock_list: print(stock) data = xtdata.get_market_data(field, [stock], '1d', end_time='', count=-1, dividend_type='front') df = pd.concat([data[i].loc[stock].T for i in ['time', 'open', 'high', 'low', 'close', 'volume', 'amount']], axis=1) df.columns = ['time', 'open', 'high', 'low', 'close', 'volume', 'amount'] df['time'] = df['time'].apply(lambda x: dt.fromtimestamp(x / 1000.0)) df.reset_index(drop=True, inplace=True) print(df) df.to_sql('%s_1d' % stock, con=eng_front, index=True, if_exists='append') def download_data(stock_list, eng_back, eng_front): print(dt.now(), '开始下载!') xtdata.download_history_data2(stock_list=stock_list, period='1d', start_time='', end_time='') print(dt.now(), '下载完成,准备入库!') to_sql(stock_list, eng_back, eng_front) # def to_df(key, values, engine): # print('to_df') # pass if __name__ == '__main__': stocks = xtdata.get_stock_list_in_sector('沪深A股') field = ['time', 'open', 'close', 'high', 'low', 'volume', 'amount'] cpu_count = mp.cpu_count() stocks.sort() step = math.ceil(len(stocks) / cpu_count) eng_b = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qmt_stocks?charset=utf8') eng_f = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/qmt_stocks_front?charset=utf8') download_data(stocks, eng_b, eng_f) # scheduler = BlockingScheduler() # scheduler.add_job(func=download_data, trigger='cron', hour='15', minute='45', args=[stocks, eng_b, eng_f], # timezone="Asia/Shanghai") # try: # scheduler.start() # except (KeyboardInterrupt, SystemExit): # pass