[62量化交易] tushare下载行情所有数据

# 导入tushare
import tushare as ts
import pymongo
import json
import time
import random
import sys
# 初始化数据库
mongo_client = pymongo.MongoClient('mongodb://localhost:27017/')# 初始化pro接口
pro = ts.pro_api('')
# requests.exceptions.ConnectionError: ('Connection aborted.', ConnectionResetError(10054, '远程主机强迫关闭了一个现有的连接。', None, 10054, None))def Download_Tushare_stock(dates):try:for x in dates:time.sleep(random.randint(3, 6))# 拉取数据df = pro.daily(**{"ts_code": "","trade_date": "","start_date": x,"end_date": x,"offset": "","limit": ""}, fields=["ts_code", "trade_date", "open", "high", "low", "close", "pre_close", "change", "pct_chg", "vol","amount"])print(x)print(df)IsOrEmpty = df.emptyif IsOrEmpty:print("无数据.")else:print("写入数据库")DataTranslation = df2bson(df)DataToDB('TushreDB', str(x), DataTranslation)  # 将股票列表存入mongodb里面except ValueError as e:print('远程主机强迫关闭了一个现有的连接xxxxxxx')print(x)print(sys.exc_info())def ReadMongoDB(DBname, collectionName):all_dates = []mongo_db = mongo_client[DBname]mongo_collection = mongo_db[collectionName]allDate = mongo_collection.find()for eve in allDate:all_dates.append(eve['cal_date'])return all_datesdef GetTradingTime():# 拉取数据df = pro.trade_cal(**{"exchange": "","cal_date": "","start_date": "","end_date": "","is_open": "","limit": "","offset": ""}, fields=["exchange", "cal_date", "is_open", "pretrade_date"])print(df)return dfdef DataToDB(DBname, collectionName, data):mongo_db = mongo_client[DBname]mongo_collection = mongo_db[collectionName]result = mongo_collection.insert_many(data)def df2bson(df):"""DataFrame类型转化为Bson类型"""data = json.loads(df.T.to_json()).values()return datadef GetStockList():# 拉取数据df = pro.stock_basic(**{"ts_code": "","name": "","exchange": "","market": "","is_hs": "","list_status": "","limit": "","offset": ""}, fields=["ts_code", "symbol", "name", "area", "industry", "market", "list_date"])print(df)print(type(df))  # <class 'pandas.core.frame.DataFrame'>return dfdef main():# 获取股票列表# AllStockList = GetStockList()# 数据进行转换# DataTranslation = df2bson(AllStockList)# DataToDB('TushreDB','StockName',DataTranslation) # 将股票列表存入mongodb里面# 获取股市交易时间# AllTradingDateList = GetTradingTime()# DateTransactionsList = df2bson(AllTradingDateList)# DataToDB('TushreDB', 'StockDate', DateTransactionsList)  # 将股票列表存入mongodb里面# 将Tushare数据写入mongodb# 下载数据# 读取MongoDB内容All_A_Stock_Date = ReadMongoDB('TushreDB', 'StockDate')print(All_A_Stock_Date)print(len(All_A_Stock_Date))# 打印列表前十个元素print(All_A_Stock_Date[:10])  # [5:10]  [:10]# 下载数据Download_Tushare_stock(All_A_Stock_Date[11290:])# 将数据存入MongoDB数据库# DataToDB(data)if __name__ == '__main__':main()

# 导入tushare
import tushare as ts
import pymongo
import json# 初始化数据库
mongo_client = pymongo.MongoClient('mongodb://localhost:27017/')# 初始化pro接口
pro = ts.pro_api('')def Download_Tushare_stock(dates):for x in dates:# 拉取数据df = pro.daily(**{"ts_code": "","trade_date": "","start_date": x,"end_date": x,"offset": "","limit": ""}, fields=["ts_code", "trade_date", "open", "high", "low", "close", "pre_close", "change", "pct_chg", "vol","amount"])print(x)print(df)IsOrEmpty = df.emptyif IsOrEmpty:print("无数据.")else:print("写入数据库")DataTranslation = df2bson(df)DataToDB('TushreDB', str(x), DataTranslation)  # 将股票列表存入mongodb里面def ReadMongoDB(DBname, collectionName):all_dates = []mongo_db = mongo_client[DBname]mongo_collection = mongo_db[collectionName]allDate = mongo_collection.find()for eve in allDate:all_dates.append(eve['cal_date'])return all_datesdef GetTradingTime():# 拉取数据df = pro.trade_cal(**{"exchange": "","cal_date": "","start_date": "","end_date": "","is_open": "","limit": "","offset": ""}, fields=["exchange", "cal_date", "is_open", "pretrade_date"])print(df)return dfdef DataToDB(DBname, collectionName, data):mongo_db = mongo_client[DBname]mongo_collection = mongo_db[collectionName]result = mongo_collection.insert_many(data)def df2bson(df):"""DataFrame类型转化为Bson类型"""data = json.loads(df.T.to_json()).values()return datadef GetStockList():# 拉取数据df = pro.stock_basic(**{"ts_code": "","name": "","exchange": "","market": "","is_hs": "","list_status": "","limit": "","offset": ""}, fields=["ts_code", "symbol", "name", "area", "industry", "market", "list_date"])print(df)print(type(df))  # <class 'pandas.core.frame.DataFrame'>return dfdef main():# 获取股票列表# AllStockList = GetStockList()# 数据进行转换# DataTranslation = df2bson(AllStockList)# DataToDB('TushreDB','StockName',DataTranslation) # 将股票列表存入mongodb里面# 获取股市交易时间# AllTradingDateList = GetTradingTime()# DateTransactionsList = df2bson(AllTradingDateList)# DataToDB('TushreDB', 'StockDate', DateTransactionsList)  # 将股票列表存入mongodb里面re = '19911128'# 将Tushare数据写入mongodb# 下载数据# 读取MongoDB内容All_A_Stock_Date = ReadMongoDB('TushreDB', 'StockDate')print(All_A_Stock_Date)print(len(All_A_Stock_Date))Loc = All_A_Stock_Date.index('20211115')print(Loc)print(All_A_Stock_Date[Loc])# print(All_A_Stock_Date[831:])# 打印列表前十个元素# print(All_A_Stock_Date[:10])  # [5:10]  [:10]## # 下载数据# Download_Tushare_stock(All_A_Stock_Date)# # 将数据存入MongoDB数据库# # DataToDB(data)if __name__ == '__main__':main()

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