stock/z_jq_his/get_history_futures.py

from jqdatasdk import *
auth('18616891214','Ea?*7f68nD.dafcW34d!')
from sqlalchemy import create_engine
import pandas as pd
import datetime

engine = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/hlfx_pool?charset=utf8')
fre = '1d'
pool =pd.read_sql_table('%s' % fre, con=engine).iloc[-1,2]
stock_pool = pool.split(",")
print(type(pool),pool)
print(item for item in pool)
print(type(stock_pool),stock_pool)
print(item for item in stock_pool)
# 22
# 11
# 1234
# 33


# futures = ['IF9999.CCFX', 'IC9999.CCFX','IH9999.CCFX', 'IM9999.CCFX', 'FU9999.XSGE', 'RB9999.XSGE', 'MA9999.XZCE', 'TA9999.XZCE', 'SA9999.XZCE', 'M9999.XDCE', 'LH9999.XDCE']
#
# for fre in ['30m','1d','5m']:
#     for future in futures:
#         df_future = get_price(future, start_date='2015-01-01', end_date='2022-09-25', frequency=fre, fields=None, skip_paused=False, fq='pre' ,panel=True)
#
#         # 去除无数据日
#         df_future = df_future.dropna(axis=0)
#         # 重置index
#         df_future.reset_index(inplace=True)
#         # 保留日期数据
#         df_future.rename(columns={'index': 'date'}, inplace=True)
#         print(df_future)
#         # 写入数据库
#         df_future.to_sql('%s_%s' % (future, fre), con=engine, if_exists='append')
#         with engine.connect() as con:
#             con.execute("ALTER TABLE `%s_%s` ADD PRIMARY KEY (`date`);" % (future, fre))