forked from Rockyzsu/stock
-
Notifications
You must be signed in to change notification settings - Fork 0
/
jisilu.py
331 lines (290 loc) · 12.7 KB
/
jisilu.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
# -*-coding=utf-8-*-
__author__ = 'Rocky'
'''
http://30daydo.com
Contact: [email protected]
'''
import re
import time
import datetime
import requests
import pandas as pd
from settings import get_engine, llogger, is_holiday,get_mysql_conn
import six
# from send_mail import sender_139
from sqlalchemy import VARCHAR
import os
engine = get_engine('db_jisilu')
logger = llogger('log/'+'jisilu.log')
# 爬取集思录 可转债的数据
class Jisilu(object):
def __init__(self):
self.check_holiday()
self.date = datetime.datetime.now().strftime('%Y-%m-%d')
# self.date = '2020-02-07' # 用于调整时间
# py2
if six.PY2:
self.timestamp = long(time.time() * 1000)
else:
self.timestamp = int(time.time() * 1000)
self.headers = {
'User-Agent': 'User-Agent:Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36',
'X-Requested-With': 'XMLHttpRequest'}
self.url = 'https://www.jisilu.cn/data/cbnew/cb_list/?___jsl=LST___t={}'.format(self.timestamp)
self.pre_release_url = 'https://www.jisilu.cn/data/cbnew/pre_list/?___jsl=LST___t={}'.format(self.timestamp)
def check_holiday(self):
if is_holiday():
logger.info("Holidy")
exit(0)
else:
logger.info("Start")
def download(self, url, data, retry=5):
for i in range(retry):
try:
r = requests.post(url, headers=self.headers, data=data)
if not r.text or r.status_code != 200:
continue
else:
return r
except Exception as e:
logger.info(e)
sender_139('jisilu可转债', '异常信息>>>>{}'.format(e))
continue
return None
def current_data(self, adjust_no_use=True):
post_data = {
'btype': 'C',
'listed': 'Y',
'rp': '50',
'is_search': 'N',
}
js = self.download(self.url, data=post_data)
if not js:
return None
ret = js.json()
bond_list = ret.get('rows', {})
cell_list = []
for item in bond_list:
cell_list.append(pd.Series(item.get('cell')))
df = pd.DataFrame(cell_list)
# 下面的数据暂时不需要
if adjust_no_use:
# del df['active_fl']
# del df['adq_rating']
# del df['list_dt']
# del df['left_put_year']
# del df['owned']
# del df['put_dt']
# del df['real_force_redeem_price']
# del df['redeem_dt']
# del df['apply_cd']
# del df['force_redeem']
# del df['stock_id']
# del df['full_price']
# del df['pre_bond_id']
# del df['ytm_rt']
# del df['ytm_rt_tax']
# del df['repo_cd']
# del df['last_time']
# del df['pinyin']
# del df['put_real_days']
# del df['price_tips']
# del df['btype']
# del df['repo_valid']
# del df['repo_valid_to']
# del df['repo_valid_from']
# del df['repo_discount_rt']
# del df['adjust_tc']
# del df['cpn_desc']
# del df['market']
# del df['stock_net_value']
# 类型转换 部分含有%
df['premium_rt'] = df['premium_rt'].map(lambda x: float(x.replace('%', '')))
df['price'] = df['price'].astype('float64')
df['convert_price'] = df['convert_price'].astype('float64')
df['premium_rt'] = df['premium_rt'].astype('float64')
df['redeem_price'] = df['redeem_price'].astype('float64')
def convert_float(x):
try:
ret_float = float(x)
except:
ret_float = None
return ret_float
def convert_percent(x):
try:
ret = float(x) * 100
except:
ret = None
return ret
def remove_percent(x):
try:
ret = x.replace(r'%', '')
ret = float(ret)
except Exception as e:
ret = None
return ret
df['put_convert_price'] = df['put_convert_price'].map(convert_float)
df['sprice'] = df['sprice'].map(convert_float)
df['ration'] = df['ration'].map(convert_percent)
df['volume'] = df['volume'].map(convert_float)
df['convert_amt_ratio'] = df['convert_amt_ratio'].map(remove_percent)
df['ration_rt'] = df['ration_rt'].map(convert_float)
df['increase_rt']=df['increase_rt'].map(remove_percent)
df['sincrease_rt']=df['sincrease_rt'].map(remove_percent)
rename_columns = {'bond_id': '可转债代码', 'bond_nm': '可转债名称', 'price': '可转债价格', 'stock_nm': '正股名称',
'stock_cd': '正股代码',
'sprice': '正股现价',
'sincrease_rt': '正股涨跌幅',
'convert_price': '最新转股价', 'premium_rt': '溢价率', 'increase_rt': '可转债涨幅',
'put_convert_price': '回售触发价', 'convert_dt': '转股起始日',
'short_maturity_dt': '到期时间', 'volume': '成交额(万元)',
'redeem_price': '强赎价格', 'year_left': '剩余时间',
'next_put_dt': '回售起始日', 'rating_cd': '评级',
# 'issue_dt': '发行时间',
# 'redeem_tc': '强制赎回条款',
# 'adjust_tc': '下修条件',
'adjust_tip': '下修提示',
# 'put_tc': '回售',
'adj_cnt': '下调次数',
# 'ration':'已转股比例'
'convert_amt_ratio': '转债剩余占总市值比',
'curr_iss_amt': '剩余规模', 'orig_iss_amt': '发行规模',
'ration_rt': '股东配售率',
}
df = df.rename(columns=rename_columns)
df = df[list(rename_columns.values())]
df['更新日期'] = datetime.datetime.now().strftime('%Y-%m-%d %H:%M')
# dfx = df[['可转债代码', '可转债名称', '可转债涨幅', '可转债价格', '正股名称', '正股代码',
# '正股涨跌幅', '正股现价', '最新转股价', '溢价率', '评级',
# '转股起始日', '回售起始日', '回售触发价', '剩余时间',
# '更新日期']]
df = df.set_index('可转债代码', drop=True)
try:
df.to_sql('tb_jsl_{}'.format(self.date), engine, if_exists='replace', dtype={'可转债代码': VARCHAR(10)})
engine2=get_engine('db_stock')
df.to_sql('tb_bond_jisilu'.format(self.date), engine2, if_exists='replace', dtype={'可转债代码': VARCHAR(10)})
except Exception as e:
logger.info(e)
# 这个数据最好晚上10点执行
def history_data(self):
conn = get_mysql_conn('db_stock',local='local')
cursor = conn.cursor()
check_table = '''
create table if not exists tb_bond_release (
可转债代码 varchar(10),
可转债名称 varchar(10),
集思录建议 varchar(500),
包销比例 float(6,3),
中签率 float(6,3),
上市日期 varchar(20),
申购户数（万户） int,
单账户中签（顶格） float(6,3),
股东配售率 float(6,3),
评级 varchar(8),
现价比转股价 float(6,3),
抓取时间 datetime
);
'''
try:
cursor.execute(check_table)
conn.commit()
except Exception as e:
logger.error('创建数据库失败{}'.format(e))
post_data = {'cb_type_Y': 'Y',
'progress': '',
'rp': 22,
}
r = self.download(url=self.pre_release_url,data=post_data)
# print(r.json())
js_data = r.json()
rows = js_data.get('rows')
for items in rows:
item= items.get('cell')
single_draw = item.get('single_draw')
if single_draw:
jsl_advise_text = item.get('jsl_advise_text') # 集思录建议
underwriter_rt = self.convert_float(item.get('underwriter_rt')) # 包销比例
bond_nm = item.get('bond_nm')
lucky_draw_rt = self.convert_float(item.get('lucky_draw_rt')) # 中签率
if lucky_draw_rt:
lucky_draw_rt=lucky_draw_rt*100
list_date = item.get('list_date')
valid_apply = self.convert_float(item.get('valid_apply')) # 申购户数（万户）
single_draw = self.convert_float(item.get('single_draw')) # 单账户中签（顶格）
ration_rt = self.convert_float(item.get('ration_rt')) # 股东配售率
rating_cd = item.get('rating_cd') # 评级
bond_id = item.get('bond_id') # 可转债代码
pma_rt = self.convert_float(item.get('pma_rt')) # 现价比转股价
update_time = datetime.datetime.now()
check_exist = '''
select * from tb_bond_release where 可转债代码=%s
'''
try:
cursor.execute(check_exist,(bond_id))
except Exception as e:
logger.error('查询重复数据错误 {}'.format(e))
else:
ret = cursor.fetchall()
# 存在则更新
if ret:
check_update = '''
select * from tb_bond_release where 可转债代码=%s and 包销比例 is null
'''
try:
cursor.execute(check_update, (bond_id))
except Exception as e:
logger.error('查询重复数据错误 {}'.format(e))
else:
ret = cursor.fetchall()
if not ret:
continue
# 更新
else:
update_sql='''
update tb_bond_release set 包销比例=%s , 上市日期=%s ,抓取时间=%s where 可转债代码 = %s
'''
try:
update_v=(underwriter_rt,list_date,update_time,bond_id)
cursor.execute(update_sql,update_v)
conn.commit()
except Exception as e:
logger.error(e)
# 插入
else:
insert_sql = '''
insert into tb_bond_release (可转债代码 , 可转债名称 , 集思录建议 , 包销比例 , 中签率 ,上市日期 ,申购户数（万户）, 单账户中签（顶格）, 股东配售率 ,评级 , 现价比转股价,抓取时间)
values(%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)
'''
v = (bond_id, bond_nm, jsl_advise_text, underwriter_rt, lucky_draw_rt, list_date, valid_apply,
single_draw, ration_rt, rating_cd, pma_rt, update_time)
try:
cursor.execute(insert_sql, v)
conn.commit()
except Exception as e:
logger.error(e)
conn.rollback()
def convert_float(self,x):
if not x:
return None
if '%' in x:
ration = 100
else:
ration =1
x = re.sub('%','',x)
try:
ret = float(x)*ration
except Exception as e:
logger.error('转换失败{}'.format(e))
ret = None
return ret
#
def main():
logger.info('Start')
obj = Jisilu()
obj.current_data()
# obj.history_data()
if __name__ == '__main__':
if is_holiday():
logger.info("Holidy")
# exit()
main()