stock/update_data_tosql.py

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')
fre = '1d'

print('ready to write to mysql')
for stock in stocks[0:80]:
    print(stock)
    try:
        index_len = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine).iloc[-1, 0]
        # 注意修改time delta
        startdate = pd.read_sql_table('stk%s_%s' % (stock, fre), con=engine).iloc[-1, 1] + datetime.timedelta(days=1)
        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='2022-01-01 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))