from jqdatasdk import * from sqlalchemy import create_engine import pandas as pd from datetime import datetime as dt import datetime auth('18616891214', 'Ea?*7f68nD.dafcW34d!') stocks = list(get_all_securities(['stock'], date=dt.today().strftime('%Y-%m-%d')).index) engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/stocks?charset=utf8') for fre in ['1d', '30m']: print('ready to write to mysql %s' % fre) for stock in stocks: print(stock) try: index_len = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine).iloc[-1, 0] if fre == '1d': startdate = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine).iloc[-1, 1] + datetime.timedelta( days=1) elif fre == '30m': startdate = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine).iloc[-1, 1] + datetime.timedelta( minutes=5) print(startdate) df_stock = get_price(stock, start_date=startdate, end_date=dt.today().strftime('%Y-%m-%d %H:%M:%S'), frequency=fre, fields=['open', 'close', 'high', 'low', 'volume', 'money'], skip_paused=False, fq='pre', count=None, panel=False) df_stock = df_stock.dropna(axis=0) df_stock.reset_index(inplace=True) df_stock.rename(columns={'index': 'date'}, inplace=True) df_stock.index = df_stock.index + index_len + 1 df_stock.to_sql('stk%s_%s' % (stock, fre), con=engine, index=True, if_exists='append') except BaseException: df_stock = get_price(stock, start_date='2008-01-01 00:00:00', end_date=dt.today().strftime('%Y-%m-%d %H:%M:%S'), frequency=fre, fields=['open', 'close', 'high', 'low', 'volume', 'money'], skip_paused=False, fq='pre', count=None, panel=False) df_stock = df_stock.dropna(axis=0) df_stock.reset_index(inplace=True) df_stock.rename(columns={'index': 'date'}, inplace=True) df_stock.to_sql('stk%s_%s' % (stock, fre), con=engine, index=True, if_exists='append') with engine.connect() as con: con.execute("ALTER TABLE `stk%s_%s` ADD PRIMARY KEY (`date`);" % (stock, fre))