#!/usr/bin/env python
import baostock as bs
import pandas as pd
import time
import os
def download_factor(start_date,end_date,stock_df):
rs_list = []
file_w = pathsave + "\\" + "list.csv"
stock_df.to_csv(file_w, sep=",", index=False, header=True)
result_factor = pd.DataFrame()
for code in stock_df["code"]:
print("Downloading factor:" + code)
rs_factor = bs.query_adjust_factor(code=code, start_date=start_date, end_date=end_date)
while (rs_factor.error_code == ‘0‘) & rs_factor.next():
rs_list.append(rs_factor.get_row_data())
result_factor = pd.DataFrame(rs_list, columns=rs_factor.fields)
print(result_factor)
return result_factor
def download_data(start_date,end_date,code):
# 获取指定日期的指数、股票数据
data_df = pd.DataFrame()
#print("Downloading :" + code)
k_rs = bs.query_history_k_data_plus(code, "date,code,open,high,low,close,volume,amount,turn,pctChg,peTTM,pbMRQ,psTTM,pcfNcfTTM",
start_date=start_date, end_date=end_date,adjustflag= "2",frequency="d")
data_df = data_df.append(k_rs.get_data())
return data_df
def conpare_list():
stock_rs = bs.query_all_stock(end_date)
stock_df = stock_rs.get_data()
file_name = pathsave + "\\" + "all.csv"
stock_read = pd.read_csv(file_name)
#print(stock_read.columns)
#print(stock_read[220:240])
for code in stock_df["code"]:
#print(code)
flag_t = stock_read.loc[stock_read["code"] == code,"flag"]
flag_t = flag_t.reset_index(drop=True)
flag_t = pd.DataFrame(flag_t)
t = ‘‘
if flag_t.empty:
t = "new"
else:
t = flag_t.loc[0,"flag"]
stock_df.loc[stock_df["code"] == code,"flag"] = t
return stock_df
def add_data(end_date,stock_df):
stock_df = stock_df.drop_duplicates(subset=["code"], keep="last", inplace=False)
stock_df["code2"] = stock_df["code"].str.replace("sh.", "SH")
stock_df["code2"] = stock_df["code2"].str.replace("sz.", "SZ")
stock_df = stock_df.set_index("code")
#print(stock_df)
for code in stock_df.index:
file = pathsave + "\\" + stock_df.loc[code,"flag"] +"\\"+ stock_df.loc[code,"code2"]+".csv"
print(file)
df_old = pd.DataFrame()
if os.path.isfile(file):
df_old = pd.read_csv(file)
df_all = download_data(stock_df.loc[code,"start_date"],end_date,code)
df_all["code"] = df_all["code"].str.replace("sh.", "SH")
df_all["code"] = df_all["code"].str.replace("sz.", "SZ")
df_all["date"] = df_all["date"].str.replace("-", "")
df_old = df_old.append(df_all)
#df_new = df_old.reset_index(drop=True)
df_old["date"] = df_old["date"].astype(str)
df_old = df_old.drop_duplicates(subset=["date"], keep="last", inplace=False)
df_old.to_csv(file,sep=",",encoding="gbk", index=False)
if __name__ == ‘__main__‘:
# 获取指定日期全部股票的日K线数据
print("hello")
lg = bs.login()
print(‘login respond error_code:‘+lg.error_code)
print(‘login respond error_msg:‘+lg.error_msg)
pathsave = ‘G:\\datas of status\\python codes\\baostock‘ # 设定临时文件存放位置
ori_date = "2018-01-01"#设定最初日期数据
start_date = "2020-05-16" #常设,设定这次要下载的数据开始日期
end_date = "2020-06-01" #常设,设定这次要下载的数据结束日期
print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))
stock_df = conpare_list() #分清指数,上证,深证
df_factor = download_factor(start_date,end_date,stock_df) #分清有无复权,若有则设定开初下载数据时间有最初日期,然后再重新下载数据
df_factor = df_factor.drop_duplicates(subset=["code"], keep="last", inplace=False)
stock_df["start_date"] = start_date
for code in df_factor["code"]:
stock_df.loc[stock_df["code"] == code,"start_date"] = ori_date
#print(stock_df[220:240])
print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))
add_data(end_date,stock_df)
print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))
#print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()))
bs.logout()
原文:https://www.cnblogs.com/rongye/p/13027738.html