Skip to content

Commit

Permalink
股东信息
Browse files Browse the repository at this point in the history
  • Loading branch information
@Rockyzsu
Rockyzsu committed Feb 13, 2019
1 parent 3eef287 commit 4b24f59
Show file tree
Hide file tree
Showing 3 changed files with 145 additions and 158 deletions.
263 changes: 109 additions & 154 deletions alert_me.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -13,197 +13,90 @@
LOOP_TIME = 60
EXECEPTION_TIME = 1
MARKET_OPENING = 0
ALERT_PERCENTAGE =2
ALERT_PERCENTAGE = 2

ALERT_PERCENT = 5
ALERT_PERCENT_POOL= 2
ALERT_PERCENT_POOL = 2
file = 'D:\OneDrive\Stock\gj_hold.xls'


# 可转债市场的监控 和 自选池

class ReachTarget():

def __init__(self):
self.engine = get_engine('db_stock')
self.cb_code, self.name, self.yjl = self.bond()
self.stocks = dict(zip(self.cb_code, self.name))
self.stocks_yjl = dict(zip(self.cb_code, self.yjl))
self.api = ts.get_apis()

# python3 这个返回的不是list,需要手工转换
self.kzz_code, self.kzz_name, self.zg_code, self.name, self.yjl = self.zg_bond()

self.kzz_stocks = dict(zip(self.kzz_code, self.kzz_name))
self.zg_stocks = dict(zip(self.zg_code, self.name))

self.kzz_code_list = list(self.stocks.keys())
pool_code,pool_name=self.stock_pool()
self.pool_dict = dict(zip(pool_code,pool_name))
self.pool_list= list(self.pool_dict.keys())
self.kzz_stocks_yjl = dict(zip(self.kzz_code, self.yjl))
self.zg_stocks_yjl = dict(zip(self.zg_code, self.yjl))

# 添加一部分持仓数据 或者 监测仓
self.api = ts.get_apis()

self.df = pd.read_table(file, encoding='gbk', dtype={'证券代码': np.str})
del self.df['Unnamed: 15']
code_list = list(self.df['证券代码'].values)
# python3 这个返回的不是list,需要手工转换

# 移除非法证券代码 中签
t = [code_list.remove(i) for i in code_list.copy() if i.startswith('7') or i[:2] == '07']
self.code_lists=code_list
# self.kzz_code_list = list(self.stocks.keys())
# pool_code,pool_name=self.stock_pool()
# self.pool_dict = dict(zip(pool_code,pool_name))
# self.pool_list= list(self.pool_dict.keys())

# 添加一部分持仓数据 或者 监测仓

# self.df = pd.read_table(file, encoding='gbk', dtype={'证券代码': np.str})
# try:
# del self.df['Unnamed: 15']
# except Exception as e:
# logger.error(e)
# logger.error('删除多余列失败')
#
# code_list = list(self.df['证券代码'].values)
#
# # 移除非法证券代码 中签
# t = [code_list.remove(i) for i in code_list.copy() if i.startswith('7') or i[:2] == '07']
#
# self.code_lists=code_list

# 数据库获取模拟股，这个要废弃
def stock_pool(self):
pool_table = 'tb_current_hold'
pool_df = pd.read_sql(pool_table, self.engine, index_col='index')

return list(pool_df[u'代码'].values), list(pool_df[u'名字'].values)

def bond(self):
# 获取市场所有可转债数据个股代码 正股
def zg_bond(self):
bond_table = 'tb_bond_jisilu'

try:
jsl_df = pd.read_sql(bond_table, self.engine)
return list(jsl_df['正股代码'].values), list(jsl_df['正股名称'].values), list(jsl_df['溢价率'].values)

except Exception as e:
logger.info(e)
return None
return [], [], []

else:
return list(jsl_df['可转债代码']), list(jsl_df['可转债名称']), list(jsl_df['正股代码'].values), \
list(
jsl_df['正股名称'].values), list(
jsl_df['溢价率'].values)

# 可转债的监测
def monitor(self):
has_sent_kzz = dict(zip(self.kzz_code, [datetime.datetime.now()] * len(self.kzz_code)))
has_sent_zg = dict(zip(self.zg_code, [datetime.datetime.now()] * len(self.zg_code)))

while 1:

current = trading_time()

if current == MARKET_OPENING:

# 持仓

try:
price_df = ts.quotes(self.code_lists, conn=self.api)
except Exception as e:
logger.error('获取持仓数据异常>>> {}'.format(e))

try:
self.api=ts.get_apis()
except Exception as e:
logger.error('重新启动get_api出错 {}'.format(e))

else:
# 去除不合法的数据

price_df = price_df.dropna()
filter_df = price_df[price_df['last_close'] != 0]
filter_df = filter_df.reset_index(drop=True)
filter_df['percent'] = (filter_df['price'] - filter_df['last_close']) / filter_df[
'last_close'] * 100
filter_df['percent'] = filter_df['percent'].map(lambda x: round(x, 2))
ret_df = filter_df[
(filter_df['percent'] > ALERT_PERCENTAGE) | (filter_df['percent'] < ALERT_PERCENTAGE * -1)]
if len(ret_df)>0:
d = dict(zip(list(self.df['证券代码'].values), list(self.df['证券名称'])))
ret_df['name'] = ret_df['code'].map(lambda x: d.get(x))
ret_df['amount'] = ret_df['amount'].map(lambda x: round(x / 10000, 1))
rename_column = {'code': '证券代码', 'name': '证券名称', 'price': '当前价格', 'percent': '涨幅',
'amount': '成交金额(万)'}

ret_df = ret_df.rename(columns=rename_column)
ret = ret_df[list(rename_column.values())]
ret = ret.reset_index(drop=True)

content = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')+'\n'+ret.to_string()
try:
wechat.send_content(content)
except Exception as e:
logger.error('微信发送失败 {}'.format(e))

# 可转债
try:
price_df = ts.quotes(self.kzz_code_list, conn=self.api)
except Exception as e:
logger.error('获取可转债异常 >>>> {}'.format(e))
try:
self.api = ts.get_apis()
except Exception as e:
logger.error('异常中存在异常{}'.format(e))
# continue

time.sleep(EXECEPTION_TIME)
# continue

else:

if len(price_df)!=0:
# continue

price_df = price_df[price_df['cur_vol'] != 0]
price_df['percent'] = (price_df['price'] - price_df['last_close']) / price_df['last_close'] * 100
price_df['percent'] = price_df['percent'].map(lambda x: round(x, 2))
ret_dt = price_df[(price_df['percent'] > ALERT_PERCENT) | (price_df['percent'] < -1 * ALERT_PERCENT)][
['code', 'price', 'percent']]


if len(ret_dt) > 0:
name_list = []
yjl_list = []

# 只会提醒一次，下次就不会再出来了
for i in ret_dt['code']:
name_list.append(self.stocks[i])
yjl_list.append(self.stocks_yjl[i])
self.kzz_code_list.remove(i)

ret_dt['name'] = name_list
ret_dt[u'溢价率'] = yjl_list
ret_dt = ret_dt.sort_values(by='percent', ascending=False)
ret_dt1 = ret_dt.reset_index(drop=True)

content0 = datetime.datetime.now().strftime(
'%Y-%m-%d %H:%M:%S') + '\n' + ret_dt1.to_string()
try:
wechat.send_content(content0)
except Exception as e:
logger.info('发送微信失败')
logger.info(e)


# 自选池
try:
price_pool = ts.quotes(self.pool_list, conn=self.api)

except Exception as e:
logger.error('获取自选错误 >>> {}'.format(e))
try:
self.api = ts.get_apis()
except Exception as e:
logger.error('异常中出现异常 {}'.format(e))
time.sleep(EXECEPTION_TIME)
# continue

# continue
else:

if len(price_pool)==0:
continue

price_pool = price_pool[price_pool['cur_vol'] != 0]
price_pool['percent'] = (price_pool['price'] - price_pool['last_close']) / price_pool['last_close'] * 100
price_pool['percent'] = price_pool['percent'].map(lambda x: round(x, 2))
ret_dt_pool = price_pool[(price_pool['percent'] > ALERT_PERCENT_POOL) | (price_pool['percent'] < -1 * ALERT_PERCENT_POOL)][
['code', 'price', 'percent']]

if len(ret_dt_pool) > 0:
name_list_pool = []

# 只会提醒一次，下次就不会再出来了
for i in ret_dt_pool['code']:
name_list_pool.append(self.pool_dict[i])
self.pool_list.remove(i)

ret_dt_pool['name'] = name_list_pool
ret_dt_pool = ret_dt_pool.sort_values(by='percent', ascending=False)
ret_dt_pool = ret_dt_pool.reset_index(drop=True)
content1 = datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S')+'\n'+ret_dt_pool.to_string()
try:
wechat.send_content(content1)
if current == MARKET_OPENING:

except Exception as e:
logger.error('微信发送异常{}'.format(e))
self.get_realtime_info(self.kzz_code,has_sent_kzz,'转债',self.kzz_stocks,self.kzz_stocks_yjl)
self.get_realtime_info(self.zg_code,has_sent_zg,'正股',self.zg_stocks,self.zg_stocks_yjl)

time.sleep(LOOP_TIME)

Expand All @@ -218,6 +111,68 @@ def monitor(self):
logger.info('fail to stop monitor {}'.format(datetime.datetime.now()))
logger.info(e)
exit(0)
# 获取实时报价
def get_realtime_info(self,codes,has_sent,types,stock,yjl):

try:
price_df = ts.quotes(codes, conn=self.api)

except Exception as e:
logger.error('获取可转债异常 >>>> {}'.format(e))
try:
self.api = ts.get_apis()
except Exception as e:
logger.error('异常中存在异常{}'.format(e))
# continue

time.sleep(EXECEPTION_TIME)

else:

if len(price_df) != 0:
price_df = price_df[price_df['cur_vol'] != 0]
price_df['percent'] = (price_df['price'] - price_df['last_close']) / price_df[
'last_close'] * 100
price_df['percent'] = price_df['percent'].map(lambda x: round(x, 2))
ret_dt = \
price_df[
(price_df['percent'] > ALERT_PERCENT) | (price_df['percent'] < -1 * ALERT_PERCENT)][
['code', 'price', 'percent']]

if len(ret_dt) > 0:
name_list = []
yjl_list = []

# 提醒一次后，下一次的间隔为5分钟后
sent_list = []
for i in ret_dt['code']:


if has_sent[i] <= datetime.datetime.now():
name_list.append(stock[i])
yjl_list.append(yjl[i])
has_sent[i] = has_sent[i] + datetime.timedelta(minutes=5)
sent_list.append(ret_dt[ret_dt['code'] == i])

if sent_list:
send_df = pd.concat(sent_list)
send_df['名称'] = name_list
send_df['溢价率'] = yjl_list
send_df = send_df.sort_values(by='percent', ascending=False)
# ret_dt1 = send_df.reset_index(drop=True)
ret_dt1 = send_df.set_index('code', drop=True)
content0 = datetime.datetime.now().strftime(
'%Y-%m-%d %H:%M:%S') + '\n' + '{}\n'.format(types) + ret_dt1.to_string()

try:
wechat.send_content(content0)

except Exception as e:
logger.info('发送微信失败')
logger.info(e)

# 获取差价 可转债
def get_price_diff(self,codes):


if __name__ == '__main__':
Expand Down
2 changes: 1 addition & 1 deletion delivery_order.py
View file
Original file line number Diff line number Diff line change
Expand Up @@ -175,7 +175,7 @@ def years_gj(self):

# 单独处理某个文件（单独一个月的数据） 文件格式：国金-保存为xls，然后另存为csv 或者按照天也可以
def years_gj_each_month_day(self):
filename = '1-14_1-15.csv'
filename = '2019-01-28_01-30.csv'
try:
# 根据不同的格式选用不同的函数
# t=pd.read_table(filename,encoding='gbk',dtype={u'证券代码':np.str})
Expand Down
Loading

0 comments on commit 4b24f59

Please sign in to comment.