JQData数据提取及MySQL简单操作——基于Python

  1 # -*- coding: utf-8 -*-
  2 """
  3 Created on Sat May 26 19:50:50 2018
  4 
  5 @author: Luove
  6 """
  7 
  8 from jqdatasdk import *#平台给的包，务必加载，地址：https://github.com/JoinQuant/jqdatasdk/archive/master.zip
  9 import numpy as np
 10 import pandas as pd
 11 import csv
 12 auth(‘***‘,‘***‘)#依次输入账号、密码，链接到平台数据库
 13 
 14 # 市场整体数据获取
 15 #get_all_securities(types=‘stock‘,date)
 16 #types，为列表，可以为stock/fund/index/futures/etf/lof/fja(分级A)/fjb,为空时返回所有股票不含基金指数期货；date日期表获取这一日期还在上市的股票默认None表获取所有日期股票
 17 #上海证券交易所     .XSHG     ‘600519.XSHG’     贵州茅台
 18 #深圳证券交易所     .XSHE     ‘000001.XSHE’     平安银行
 19 #中金所     .CCFX     ‘IC9999.CCFX’     中证500主力合约
 20 #大商所     .XDCE     ‘A9999.XDCE’     豆一主力合约
 21 #上期所     .XSGE     ‘AU9999.XSGE’     黄金主力合约
 22 #郑商所     .XZCE     ‘CY8888.XZCE’     棉纱期货指数
 23 #上海国际能源期货交易所     .XINE     ‘SC9999.XINE’     原油主力合约
 24 index = get_all_securities(types=‘index‘)
 25 stock = get_all_securities()
 26 df = get_all_securities([‘fund‘])
 27 get_all_securities(date=‘2015-10-24‘)[:5]
 28 
 29 stock[:2]
 30 len(stock)
 31 type(stock)
 32 
 33 
 34 # 单个标的信息采集
 35 get_security_info(‘000001.XSHG‘).type
 36 assert get_security_info(‘502050.XSHG‘).parent == ‘502048.XSHG‘
 37 
 38 # return component stocks,list
 39 hs300 = get_index_stocks(‘000300.XSHG‘)  # hs300 component stocks
 40 
 41 # 股票代码格式转化,转化为XSHG/XSHE
 42 #normalize_code(code)
 43 for code in (‘000001‘, ‘SZ000001‘, ‘000001SZ‘, ‘000001.sz‘, ‘000001.XSHE‘):
 44         print(normalize_code(code))
 45 # 融资融券标的（股票列表）
 46 get_margincash_stocks()
 47 get_marginsec_stocks()
 48 
 49 
 50 
 51 # 交易行情获取
 52 # 获取交易日，都那天交易
 53 get_trade_days(start_date=‘2018-01-01‘,end_date=‘2018-05-05‘)
 54 
 55 #get_price(security, start_date=None, end_date=None, frequency=‘daily‘, fields=None, skip_paused=False, fq=‘pre‘, count=None)
 56 #获取一支或者多只股票的行情数据, 按天或者按分钟，这里在使用时注意 end_date 的设置， 不要引入未来的数据
 57 get_price()
 58 hsdata = get_price(‘000300.XSHG‘,start_date=‘2013-01-01‘,end_date=‘2016-10-31‘,frequency=‘5m‘,skip_paused=True)
 59 zxbdata = get_price(‘399005.XSHE‘,start_date=‘2013-01-01‘,end_date=‘2016-10-31‘,frequency=‘5m‘,skip_paused=True)
 60 cybdata = get_price(‘399006.XSHE‘,start_date=‘2013-01-01‘,end_date=‘2016-10-31‘,frequency=‘5m‘,skip_paused=True)
 61 
 62 #hsdata = pd.DataFrame(hsdata)
 63 #zxbdata = pd.DataFrame(zxbdata)
 64 #cybdata = pd.DataFrame(cybdata)
 65 # pandas 文件输出输入操作
 66 # save as csv file/pandas.DataFrame.to_excel/csv
 67 test.to_csv(‘D:/Analyze/Python Matlab/Python/DataLib Py/test.csv‘)
 68 hsdata.to_csv(‘D:/Analyze/Python Matlab/Pyxlrdthon/DataLib Py/hs.csv‘)
 69 zxbdata.to_csv(‘D:/Analyze/Python Matlab/Python/DataLib Py/zxb.csv‘)
 70 cybdata.to_csv(‘D:/Analyze/Python Matlab/Python/DataLib Py/cyb.csv‘)
 71 
 72 #defaults to ‘,‘ for read_csv(), \t for read_table()
 73 
 74 c = pd.read_csv(‘D:/Analyze/Python Matlab/Python/DataLib Py/test.csv‘)
 75 
 76 
 77 # save as excel file
 78 writer = pd.ExcelWriter(‘output.xlsx‘)
 79 test.to_excel(writer,‘Sheet1‘)
 80 writer.save()       
 81 
 82 b = pd.read_excel(‘output.xlsx‘, sheet_name=‘Sheet1‘)
 83 
 84 # 操作DataFrame行列名
 85 c.columns.values.tolist()
 86 c1=c.rename(columns={‘Unnamed: 0‘:‘date‘})
 87 c.rename(columns={‘Unnamed: 0‘:‘date‘},inplace=True)  # inpalce表示改变自身而非另外生成一个拷贝
 88 c.columns.values.tolist()
 89 c1.columns.values.tolist()
 90 
 91 
 92 # 链接MySQL
 93 import pymysql
 94 # 查询，需要事先熟悉数据库
 95 ##host=‘127.0.0.1‘,user=‘***‘,password=‘***‘,db=‘test‘；星号号处填上数据库的对应口令即可，test是你要预先MySql中建立的库
 96 db = pymysql.connect(host=‘127.0.0.1‘,user=‘***‘,password=‘***‘,db=‘test‘)
 97 cur=db.cursor()
 98 
 99 sq1=‘select * from test_table‘
100 try:
101     cur.execute(sq1)
102     results=cur.fetchall()
103     print(‘date‘,‘height‘,‘weight‘,‘bmi‘)
104     for row in results:
105         date=row[0]
106         height=row[1]
107         weight=row[2]
108         bmi=row[3]
109         print(date,height,weight,bmi)
110 except Exception as e:
111     raise e
112 finally:
113     db.close()
114 
115 # 创建表
116 # creat a table,named hs5
117 # 存在则先删除
118 #cur.execute(‘DROP TABLE IF EXISTS hs5‘) #和下面效果一致
119 #cur.execute("drop table if exists hs5")  # 无此句，若已存在，会报错
120 sq2=‘‘‘create table hs5(date datetime,open float(16),close float(16),high float(16),low float(16),volume float(16),money float(16)) engine=innodb charset utf8‘‘‘
121 cur.execute(sq2)
122 
123 # 插入表
124 
125 from sqlalchemy import create_engine
126 #conn = create_engine(‘mysql+mysqldb://root:password@localhost:3306/databasename?charset=utf8‘)  
127 engine = create_engine(‘mysql+pymysql://root:1024@localhost:3306/test‘)
128 hsdata.to_sql(‘hs5‘,con=engine,if_exists=‘replace‘)
129 zxbdata.to_sql(‘zxb‘,con=engine,if_exists=‘replace‘)
130 cybdata.to_sql(‘cyb‘,con=engine,if_exists=‘replace‘)
131 
132 db.close()  #用完close好习惯