2025-02-12 00:21:33 +08:00
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{
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"cells": [
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{
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"cell_type": "code",
|
2025-05-06 23:42:40 +08:00
|
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|
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"execution_count": 1,
|
2025-02-12 00:21:33 +08:00
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"id": "18d1d622-b083-4cc4-a6f8-7c1ed2d0edd2",
|
|
|
|
|
|
"metadata": {
|
|
|
|
|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
|
|
|
"end_time": "2025-04-09T14:57:36.913044Z",
|
|
|
|
|
|
"start_time": "2025-04-09T14:57:36.159612Z"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
}
|
|
|
|
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},
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2025-05-06 23:42:40 +08:00
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"outputs": [],
|
2025-02-12 00:21:33 +08:00
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"source": [
|
|
|
|
|
|
"import tushare as ts\n",
|
|
|
|
|
|
"ts.set_token('3a0741c702ee7e5e5f2bf1f0846bafaafe4e320833240b2a7e4a685f')\n",
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|
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"pro = ts.pro_api()"
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2025-05-06 23:42:40 +08:00
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]
|
2025-02-12 00:21:33 +08:00
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},
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{
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2025-02-15 23:33:34 +08:00
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"cell_type": "code",
|
2025-05-13 15:30:06 +08:00
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"execution_count": 2,
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2025-02-15 23:33:34 +08:00
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"id": "14671a7f72de2564",
|
2025-02-12 00:21:33 +08:00
|
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"metadata": {
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|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
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|
"end_time": "2025-04-09T14:57:39.128278Z",
|
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|
"start_time": "2025-04-09T14:57:36.918051Z"
|
2025-02-12 00:21:33 +08:00
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}
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},
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2025-05-06 23:42:40 +08:00
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"outputs": [],
|
2025-02-12 00:21:33 +08:00
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"source": [
|
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"from datetime import datetime\n",
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"import pandas as pd\n",
|
2025-03-31 23:08:03 +08:00
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"import warnings\n",
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"\n",
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"warnings.filterwarnings(\"ignore\")\n",
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"def filter_rows(df):\n",
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" # 按照 name 和 start_date 分组\n",
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" def select_row(group):\n",
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" # 如果有 end_date 不为 NaT 的行,优先保留这些行\n",
|
|
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|
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" valid_rows = group[group['end_date'].notna()]\n",
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|
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|
|
" if not valid_rows.empty:\n",
|
|
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|
|
|
" return valid_rows.iloc[0] # 返回第一个有效行\n",
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" else:\n",
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|
|
" return group.iloc[0] # 如果没有有效行,返回第一行\n",
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"\n",
|
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|
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" filtered_df = df.groupby(['name', 'start_date'], group_keys=False).apply(select_row)\n",
|
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|
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" filtered_df = filtered_df.reset_index(drop=True)\n",
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" return filtered_df\n",
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2025-02-12 00:21:33 +08:00
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"\n",
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|
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"def is_st(name_change_dict, stock_code, target_date):\n",
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" target_date = datetime.strptime(target_date, '%Y%m%d')\n",
|
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|
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" if stock_code not in name_change_dict.keys():\n",
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" return False\n",
|
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" df = name_change_dict[stock_code]\n",
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" for i in range(len(df)):\n",
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" sds = df.iloc[i, 2]\n",
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" eds = df.iloc[i, 3]\n",
|
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|
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" if eds is None or eds is pd.NaT:\n",
|
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" eds = datetime.now()\n",
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" if (target_date - sds).days >= 0 and (target_date - eds).days <= 0:\n",
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" return True\n",
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" return False\n",
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"\n",
|
2025-06-02 22:23:44 +08:00
|
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|
|
"name_change_df = pd.read_hdf('/mnt/d/PyProject/NewStock/data/name_change.h5', key='name_change')\n",
|
2025-02-12 00:21:33 +08:00
|
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"name_change_df = name_change_df.drop_duplicates(keep='first')\n",
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"\n",
|
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"# 确保 name_change_df 的日期格式正确\n",
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"name_change_df['start_date'] = pd.to_datetime(name_change_df['start_date'], format='%Y%m%d')\n",
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"name_change_df['end_date'] = pd.to_datetime(name_change_df['end_date'], format='%Y%m%d', errors='coerce')\n",
|
2025-05-08 15:42:17 +08:00
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"# name_change_df = name_change_df[name_change_df.name.str.contains('ST') ]\n",
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2025-02-12 00:21:33 +08:00
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"name_change_dict = {}\n",
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"for ts_code, group in name_change_df.groupby('ts_code'):\n",
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|
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" # 只保留 'ST' 和 '*ST' 的记录\n",
|
2025-05-06 23:42:40 +08:00
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" # st_data = group[(group['change_reason'] == 'ST') | (group['change_reason'] == '*ST')]\n",
|
2025-05-08 15:42:17 +08:00
|
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" st_data = group[(group['name'].str.contains('ST')) | (group['name'].str.contains('退'))]\n",
|
2025-02-12 00:21:33 +08:00
|
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|
|
" if not st_data.empty:\n",
|
2025-03-31 23:08:03 +08:00
|
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|
|
" name_change_dict[ts_code] = filter_rows(st_data)"
|
2025-05-06 23:42:40 +08:00
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|
]
|
2025-02-12 00:21:33 +08:00
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|
},
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{
|
2025-02-15 23:33:34 +08:00
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|
"cell_type": "code",
|
2025-05-13 15:30:06 +08:00
|
|
|
|
"execution_count": 3,
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"id": "e7f8cce2f80e2f20",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"metadata": {
|
|
|
|
|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
|
|
|
"end_time": "2025-04-09T14:58:09.296046Z",
|
|
|
|
|
|
"start_time": "2025-04-09T14:57:39.339423Z"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
}
|
|
|
|
|
|
},
|
2025-05-06 23:42:40 +08:00
|
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"outputs": [
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{
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|
"name": "stdout",
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|
"output_type": "stream",
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"text": [
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|
"<class 'pandas.core.frame.DataFrame'>\n",
|
2025-11-29 00:23:12 +08:00
|
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|
"Index: 9335158 entries, 0 to 21759\n",
|
2025-05-06 23:42:40 +08:00
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|
"Data columns (total 2 columns):\n",
|
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|
" # Column Dtype \n",
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|
"--- ------ ----- \n",
|
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|
" 0 ts_code object\n",
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|
" 1 trade_date object\n",
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|
|
"dtypes: object(2)\n",
|
2025-11-29 00:23:12 +08:00
|
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|
|
"memory usage: 213.7+ MB\n",
|
2025-05-06 23:42:40 +08:00
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"None\n",
|
2025-11-29 00:23:12 +08:00
|
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|
"20251120\n",
|
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|
|
"20251121\n"
|
2025-05-06 23:42:40 +08:00
|
|
|
|
]
|
|
|
|
|
|
}
|
|
|
|
|
|
],
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"source": [
|
|
|
|
|
|
"import time\n",
|
|
|
|
|
|
"from concurrent.futures import ThreadPoolExecutor, as_completed\n",
|
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|
"\n",
|
2025-06-02 22:23:44 +08:00
|
|
|
|
"h5_filename = '/mnt/d/PyProject/NewStock/data/daily_basic.h5'\n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"key = '/daily_basic'\n",
|
|
|
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|
|
"max_date = None\n",
|
|
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|
|
|
"with pd.HDFStore(h5_filename, mode='r') as store:\n",
|
|
|
|
|
|
" df = store[key][['ts_code', 'trade_date']]\n",
|
|
|
|
|
|
" print(df.info())\n",
|
|
|
|
|
|
" max_date = df['trade_date'].max()\n",
|
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|
"\n",
|
|
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|
|
|
"print(max_date)\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20251220')\n",
|
2025-02-12 00:21:33 +08:00
|
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|
"trade_cal = trade_cal[trade_cal['is_open'] == 1] # 只保留交易日\n",
|
|
|
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|
|
"trade_dates = trade_cal[trade_cal['cal_date'] > max_date]['cal_date'].tolist()\n",
|
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|
|
"start_date = min(trade_dates)\n",
|
|
|
|
|
|
"print(start_date)"
|
2025-05-06 23:42:40 +08:00
|
|
|
|
]
|
2025-04-09 22:57:01 +08:00
|
|
|
|
},
|
|
|
|
|
|
{
|
|
|
|
|
|
"cell_type": "code",
|
2025-05-13 15:30:06 +08:00
|
|
|
|
"execution_count": 4,
|
2025-04-09 22:57:01 +08:00
|
|
|
|
"id": "553cfb36-f560-4cc4-b2bc-68323ccc5072",
|
|
|
|
|
|
"metadata": {
|
|
|
|
|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
|
|
|
"end_time": "2025-04-09T14:58:16.817010Z",
|
|
|
|
|
|
"start_time": "2025-04-09T14:58:09.326485Z"
|
2025-05-06 23:42:40 +08:00
|
|
|
|
},
|
|
|
|
|
|
"scrolled": true
|
2025-04-09 22:57:01 +08:00
|
|
|
|
},
|
2025-05-06 23:42:40 +08:00
|
|
|
|
"outputs": [
|
|
|
|
|
|
{
|
|
|
|
|
|
"name": "stdout",
|
|
|
|
|
|
"output_type": "stream",
|
|
|
|
|
|
"text": [
|
2025-11-29 00:23:12 +08:00
|
|
|
|
"任务 20251219 完成\n",
|
|
|
|
|
|
"任务 20251218 完成\n",
|
|
|
|
|
|
"任务 20251217 完成\n",
|
|
|
|
|
|
"任务 20251216 完成\n",
|
|
|
|
|
|
"任务 20251215 完成\n",
|
|
|
|
|
|
"任务 20251212 完成\n",
|
|
|
|
|
|
"任务 20251211 完成\n",
|
|
|
|
|
|
"任务 20251210 完成\n",
|
|
|
|
|
|
"任务 20251209 完成\n",
|
|
|
|
|
|
"任务 20251208 完成\n",
|
|
|
|
|
|
"任务 20251205 完成\n",
|
|
|
|
|
|
"任务 20251204 完成\n",
|
|
|
|
|
|
"任务 20251203 完成\n",
|
|
|
|
|
|
"任务 20251202 完成\n",
|
|
|
|
|
|
"任务 20251201 完成\n",
|
|
|
|
|
|
"任务 20251128 完成\n",
|
|
|
|
|
|
"任务 20251127 完成\n",
|
|
|
|
|
|
"任务 20251126 完成\n",
|
|
|
|
|
|
"任务 20251125 完成\n",
|
|
|
|
|
|
"任务 20251124 完成\n",
|
|
|
|
|
|
"任务 20251121 完成\n"
|
2025-05-06 23:42:40 +08:00
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|
]
|
|
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|
|
}
|
|
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|
|
|
],
|
2025-02-12 00:21:33 +08:00
|
|
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|
"source": [
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"\n",
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"\n",
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|
|
"# 使用 HDFStore 存储数据\n",
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|
"all_daily_data = []\n",
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"\n",
|
|
|
|
|
|
"# API 调用计数和时间控制变量\n",
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|
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|
|
"api_call_count = 0\n",
|
|
|
|
|
|
"batch_start_time = time.time()\n",
|
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|
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|
"\n",
|
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|
"\n",
|
|
|
|
|
|
"def get_data(trade_date):\n",
|
|
|
|
|
|
" daily_basic_data = pro.daily_basic(ts_code='', trade_date=trade_date)\n",
|
|
|
|
|
|
" if daily_basic_data is not None and not daily_basic_data.empty:\n",
|
|
|
|
|
|
" # 添加交易日期列标识\n",
|
|
|
|
|
|
" daily_basic_data['trade_date'] = trade_date\n",
|
|
|
|
|
|
" daily_basic_data['is_st'] = daily_basic_data.apply(\n",
|
|
|
|
|
|
" lambda row: is_st(name_change_dict, row['ts_code'], row['trade_date']), axis=1\n",
|
|
|
|
|
|
" )\n",
|
|
|
|
|
|
" time.sleep(0.2)\n",
|
|
|
|
|
|
" # print(f\"成功获取并保存 {trade_date} 的每日基础数据\")\n",
|
|
|
|
|
|
" return daily_basic_data\n",
|
|
|
|
|
|
"\n",
|
|
|
|
|
|
"\n",
|
|
|
|
|
|
"# 遍历每个交易日期并获取数据\n",
|
|
|
|
|
|
"with ThreadPoolExecutor(max_workers=2) as executor:\n",
|
|
|
|
|
|
" future_to_date = {executor.submit(get_data, td): td for td in trade_dates}\n",
|
|
|
|
|
|
"\n",
|
|
|
|
|
|
" for future in as_completed(future_to_date):\n",
|
|
|
|
|
|
" trade_date = future_to_date[future] # 获取对应的交易日期\n",
|
|
|
|
|
|
" try:\n",
|
|
|
|
|
|
" result = future.result() # 获取任务执行的结果\n",
|
|
|
|
|
|
" all_daily_data.append(result)\n",
|
|
|
|
|
|
" print(f\"任务 {trade_date} 完成\")\n",
|
|
|
|
|
|
" except Exception as e:\n",
|
|
|
|
|
|
" print(f\"获取 {trade_date} 数据时出错: {e}\")\n",
|
|
|
|
|
|
" # 计数一次 API 调用\n",
|
|
|
|
|
|
" api_call_count += 1\n",
|
|
|
|
|
|
"\n",
|
|
|
|
|
|
" # 每调用 300 次,检查时间是否少于 1 分钟,如果少于则等待剩余时间\n",
|
|
|
|
|
|
" if api_call_count % 150 == 0:\n",
|
|
|
|
|
|
" elapsed = time.time() - batch_start_time\n",
|
|
|
|
|
|
" if elapsed < 60:\n",
|
|
|
|
|
|
" sleep_time = 60 - elapsed\n",
|
|
|
|
|
|
" print(f\"已调用 150 次 API,等待 {sleep_time:.2f} 秒以满足速率限制...\")\n",
|
|
|
|
|
|
" time.sleep(sleep_time)\n",
|
|
|
|
|
|
" # 重置批次起始时间\n",
|
|
|
|
|
|
" batch_start_time = time.time()\n",
|
|
|
|
|
|
"\n"
|
2025-05-06 23:42:40 +08:00
|
|
|
|
]
|
2025-02-12 00:21:33 +08:00
|
|
|
|
},
|
|
|
|
|
|
{
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"cell_type": "code",
|
2025-05-13 15:30:06 +08:00
|
|
|
|
"execution_count": 5,
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"id": "919023c693d7a47a",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"metadata": {
|
|
|
|
|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
|
|
|
"end_time": "2025-04-09T14:58:16.864178Z",
|
|
|
|
|
|
"start_time": "2025-04-09T14:58:16.855084Z"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
}
|
|
|
|
|
|
},
|
|
|
|
|
|
"outputs": [
|
|
|
|
|
|
{
|
|
|
|
|
|
"name": "stdout",
|
|
|
|
|
|
"output_type": "stream",
|
|
|
|
|
|
"text": [
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
|
|
|
|
|
|
"0 000559.SZ 20251121 11.64 4.8762 13.4563 \n",
|
|
|
|
|
|
"1 002981.SZ 20251121 27.84 1.5833 4.5574 \n",
|
|
|
|
|
|
"2 301053.SZ 20251121 32.50 1.0110 2.9907 \n",
|
|
|
|
|
|
"3 603093.SH 20251121 18.29 0.7403 3.2151 \n",
|
|
|
|
|
|
"4 600269.SH 20251121 5.25 0.8423 1.8459 \n",
|
|
|
|
|
|
"... ... ... ... ... ... \n",
|
|
|
|
|
|
"5439 600243.SH 20251121 4.78 1.7524 2.1078 \n",
|
|
|
|
|
|
"5440 300759.SZ 20251121 28.39 1.0514 1.6405 \n",
|
|
|
|
|
|
"5441 600054.SH 20251121 11.10 1.3130 3.1101 \n",
|
|
|
|
|
|
"5442 603579.SH 20251121 23.85 2.2265 4.3412 \n",
|
|
|
|
|
|
"5443 002528.SZ 20251121 3.03 1.9087 4.0726 \n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
|
|
|
|
|
|
"0 1.09 40.5790 38.2942 4.1055 2.9989 2.7785 1.2842 \n",
|
|
|
|
|
|
"1 1.44 33.9003 28.1141 3.4000 2.2070 1.9328 0.9280 \n",
|
|
|
|
|
|
"2 1.24 56.6010 98.7688 4.0251 4.4406 4.0870 0.2389 \n",
|
|
|
|
|
|
"3 1.21 24.3641 24.7359 2.5390 1.9536 5.0927 0.3609 \n",
|
|
|
|
|
|
"4 1.32 9.5849 6.9841 0.6165 2.0486 2.1055 3.0476 \n",
|
|
|
|
|
|
"... ... ... ... ... ... ... ... \n",
|
|
|
|
|
|
"5439 1.37 NaN NaN 3.3110 8.8659 8.4702 0.0000 \n",
|
|
|
|
|
|
"5440 0.86 28.1501 33.3780 3.4547 4.1124 3.7273 0.7056 \n",
|
|
|
|
|
|
"5441 1.53 25.7012 28.5474 1.6912 4.1924 3.9403 1.8829 \n",
|
|
|
|
|
|
"5442 1.23 25.2677 30.2644 1.7649 3.0372 3.0683 3.8598 \n",
|
|
|
|
|
|
"5443 0.61 NaN NaN 35.8962 3.8438 6.1411 0.0000 \n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" dv_ttm total_share float_share free_share total_mv \\\n",
|
|
|
|
|
|
"0 1.5410 331535.8444 331454.4214 120110.9588 3.859077e+06 \n",
|
|
|
|
|
|
"1 0.9187 13748.6115 11941.3915 4148.6777 3.827613e+05 \n",
|
|
|
|
|
|
"2 0.8961 8421.7803 7749.4689 2619.7738 2.737079e+05 \n",
|
|
|
|
|
|
"3 0.4117 61006.5893 61006.5893 14046.4993 1.115811e+06 \n",
|
|
|
|
|
|
"4 3.2381 233540.7014 233540.7014 106564.7107 1.226089e+06 \n",
|
|
|
|
|
|
"... ... ... ... ... ... \n",
|
|
|
|
|
|
"5439 NaN 43885.0000 43885.0000 36485.0000 2.097703e+05 \n",
|
|
|
|
|
|
"5440 0.7045 177819.5525 141938.4613 90967.4278 5.048297e+06 \n",
|
|
|
|
|
|
"5441 1.5495 72937.9440 51330.0000 21670.4250 8.096112e+05 \n",
|
|
|
|
|
|
"5442 1.2636 20335.5564 20335.5564 10429.5044 4.850030e+05 \n",
|
|
|
|
|
|
"5443 NaN 119867.5082 105021.9577 49219.1551 3.631985e+05 \n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" circ_mv is_st \n",
|
|
|
|
|
|
"0 3.858129e+06 False \n",
|
|
|
|
|
|
"1 3.324483e+05 False \n",
|
|
|
|
|
|
"2 2.518577e+05 False \n",
|
|
|
|
|
|
"3 1.115811e+06 False \n",
|
|
|
|
|
|
"4 1.226089e+06 False \n",
|
|
|
|
|
|
"... ... ... \n",
|
|
|
|
|
|
"5439 2.097703e+05 True \n",
|
|
|
|
|
|
"5440 4.029633e+06 False \n",
|
|
|
|
|
|
"5441 5.697630e+05 False \n",
|
|
|
|
|
|
"5442 4.850030e+05 False \n",
|
|
|
|
|
|
"5443 3.182165e+05 True \n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
"[5444 rows x 19 columns]\n"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
]
|
|
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|
|
|
}
|
|
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|
],
|
2025-05-06 23:42:40 +08:00
|
|
|
|
"source": [
|
|
|
|
|
|
"all_daily_data_df = pd.concat(all_daily_data, ignore_index=True)\n",
|
|
|
|
|
|
"print(all_daily_data_df)"
|
|
|
|
|
|
]
|
2025-02-12 00:21:33 +08:00
|
|
|
|
},
|
|
|
|
|
|
{
|
2025-02-15 23:33:34 +08:00
|
|
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|
"cell_type": "code",
|
2025-05-13 15:30:06 +08:00
|
|
|
|
"execution_count": 6,
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"id": "28cb78d032671b20",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"metadata": {
|
|
|
|
|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
|
|
|
"end_time": "2025-04-09T14:58:16.881685Z",
|
|
|
|
|
|
"start_time": "2025-04-09T14:58:16.871184Z"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
}
|
|
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|
},
|
|
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|
"outputs": [
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{
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|
"name": "stdout",
|
|
|
|
|
|
"output_type": "stream",
|
|
|
|
|
|
"text": [
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" ts_code trade_date close turnover_rate turnover_rate_f \\\n",
|
|
|
|
|
|
"55 000909.SZ 20251121 5.63 0.5785 0.9877 \n",
|
|
|
|
|
|
"62 002485.SZ 20251121 4.61 0.9593 3.9009 \n",
|
|
|
|
|
|
"134 300096.SZ 20251121 7.31 1.6490 1.9675 \n",
|
|
|
|
|
|
"154 300343.SZ 20251121 5.48 4.1298 4.7019 \n",
|
|
|
|
|
|
"166 600525.SH 20251121 3.53 1.8869 2.7053 \n",
|
|
|
|
|
|
"... ... ... ... ... ... \n",
|
|
|
|
|
|
"5340 300368.SZ 20251121 14.86 7.3423 10.4878 \n",
|
|
|
|
|
|
"5381 300020.SZ 20251121 3.63 1.9995 2.2386 \n",
|
|
|
|
|
|
"5383 000506.SZ 20251121 11.55 2.5685 3.8339 \n",
|
|
|
|
|
|
"5439 600243.SH 20251121 4.78 1.7524 2.1078 \n",
|
|
|
|
|
|
"5443 002528.SZ 20251121 3.03 1.9087 4.0726 \n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" volume_ratio pe pe_ttm pb ps ps_ttm dv_ratio \\\n",
|
|
|
|
|
|
"55 0.99 NaN NaN 2.4818 7.6504 7.4923 0.0 \n",
|
|
|
|
|
|
"62 0.51 NaN NaN 2.1295 3.0458 3.2777 0.0 \n",
|
|
|
|
|
|
"134 0.81 NaN 50.1694 8.9654 5.6290 6.2215 0.0 \n",
|
|
|
|
|
|
"154 0.72 267.9489 106.2988 3.0411 6.7430 6.5207 0.0 \n",
|
|
|
|
|
|
"166 0.72 NaN NaN 1.2373 0.5912 0.5968 0.0 \n",
|
|
|
|
|
|
"... ... ... ... ... ... ... ... \n",
|
|
|
|
|
|
"5340 0.94 NaN NaN 42.1875 42.9123 57.8502 0.0 \n",
|
|
|
|
|
|
"5381 1.00 NaN NaN 1.0776 5.2649 21.5375 0.0 \n",
|
|
|
|
|
|
"5383 0.78 NaN 239.4225 16.7572 32.2021 20.7023 0.0 \n",
|
|
|
|
|
|
"5439 1.37 NaN NaN 3.3110 8.8659 8.4702 0.0 \n",
|
|
|
|
|
|
"5443 0.61 NaN NaN 35.8962 3.8438 6.1411 0.0 \n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" dv_ttm total_share float_share free_share total_mv \\\n",
|
|
|
|
|
|
"55 NaN 43771.4245 43771.0570 25634.2299 2.464331e+05 \n",
|
|
|
|
|
|
"62 NaN 54400.0000 54400.0000 13377.7333 2.507840e+05 \n",
|
|
|
|
|
|
"134 NaN 43000.0000 43000.0000 36039.3251 3.143300e+05 \n",
|
|
|
|
|
|
"154 NaN 106896.9119 106621.9389 93649.7579 5.857951e+05 \n",
|
|
|
|
|
|
"166 NaN 131878.0152 131878.0152 91981.1744 4.655294e+05 \n",
|
|
|
|
|
|
"... ... ... ... ... ... \n",
|
|
|
|
|
|
"5340 NaN 52894.3475 52894.3475 37030.2475 7.860100e+05 \n",
|
|
|
|
|
|
"5381 NaN 79467.7974 76663.9584 68475.6577 2.884681e+05 \n",
|
|
|
|
|
|
"5383 NaN 92901.7761 92858.4361 62210.1427 1.073016e+06 \n",
|
|
|
|
|
|
"5439 NaN 43885.0000 43885.0000 36485.0000 2.097703e+05 \n",
|
|
|
|
|
|
"5443 NaN 119867.5082 105021.9577 49219.1551 3.631985e+05 \n",
|
2025-06-02 22:23:44 +08:00
|
|
|
|
"\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
" circ_mv is_st \n",
|
|
|
|
|
|
"55 2.464311e+05 True \n",
|
|
|
|
|
|
"62 2.507840e+05 True \n",
|
|
|
|
|
|
"134 3.143300e+05 True \n",
|
|
|
|
|
|
"154 5.842882e+05 True \n",
|
|
|
|
|
|
"166 4.655294e+05 True \n",
|
|
|
|
|
|
"... ... ... \n",
|
|
|
|
|
|
"5340 7.860100e+05 True \n",
|
|
|
|
|
|
"5381 2.782902e+05 True \n",
|
|
|
|
|
|
"5383 1.072515e+06 True \n",
|
|
|
|
|
|
"5439 2.097703e+05 True \n",
|
|
|
|
|
|
"5443 3.182165e+05 True \n",
|
|
|
|
|
|
"\n",
|
|
|
|
|
|
"[186 rows x 19 columns]\n"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
]
|
|
|
|
|
|
}
|
|
|
|
|
|
],
|
2025-05-06 23:42:40 +08:00
|
|
|
|
"source": [
|
|
|
|
|
|
"print(all_daily_data_df[all_daily_data_df['is_st']])"
|
|
|
|
|
|
]
|
2025-02-12 00:21:33 +08:00
|
|
|
|
},
|
|
|
|
|
|
{
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"cell_type": "code",
|
2025-05-13 15:30:06 +08:00
|
|
|
|
"execution_count": 7,
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"id": "692b58674b7462c9",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"metadata": {
|
|
|
|
|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
|
|
|
"end_time": "2025-04-09T14:58:17.773453Z",
|
|
|
|
|
|
"start_time": "2025-04-09T14:58:16.903459Z"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
}
|
|
|
|
|
|
},
|
|
|
|
|
|
"outputs": [
|
|
|
|
|
|
{
|
|
|
|
|
|
"name": "stdout",
|
|
|
|
|
|
"output_type": "stream",
|
|
|
|
|
|
"text": [
|
|
|
|
|
|
"所有每日基础数据获取并保存完毕!\n"
|
|
|
|
|
|
]
|
|
|
|
|
|
}
|
|
|
|
|
|
],
|
2025-05-06 23:42:40 +08:00
|
|
|
|
"source": [
|
|
|
|
|
|
"# 将数据保存为 HDF5 文件(table 格式)\n",
|
|
|
|
|
|
"all_daily_data_df.to_hdf(h5_filename, key='daily_basic', mode='a', format='table', append=True, data_columns=True)\n",
|
|
|
|
|
|
"\n",
|
|
|
|
|
|
"print(\"所有每日基础数据获取并保存完毕!\")\n"
|
|
|
|
|
|
]
|
2025-02-12 00:21:33 +08:00
|
|
|
|
},
|
|
|
|
|
|
{
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"cell_type": "code",
|
2025-05-13 15:30:06 +08:00
|
|
|
|
"execution_count": 8,
|
2025-02-15 23:33:34 +08:00
|
|
|
|
"id": "d7a773fc20293477",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"metadata": {
|
|
|
|
|
|
"ExecuteTime": {
|
2025-04-10 23:17:22 +08:00
|
|
|
|
"end_time": "2025-04-09T14:58:24.305403Z",
|
|
|
|
|
|
"start_time": "2025-04-09T14:58:17.816332Z"
|
2025-02-12 00:21:33 +08:00
|
|
|
|
}
|
|
|
|
|
|
},
|
|
|
|
|
|
"outputs": [
|
|
|
|
|
|
{
|
|
|
|
|
|
"name": "stdout",
|
|
|
|
|
|
"output_type": "stream",
|
|
|
|
|
|
"text": [
|
|
|
|
|
|
"<class 'pandas.core.frame.DataFrame'>\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
"Index: 9340602 entries, 0 to 5443\n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"Data columns (total 3 columns):\n",
|
|
|
|
|
|
" # Column Dtype \n",
|
|
|
|
|
|
"--- ------ ----- \n",
|
|
|
|
|
|
" 0 ts_code object\n",
|
|
|
|
|
|
" 1 trade_date object\n",
|
|
|
|
|
|
" 2 is_st bool \n",
|
|
|
|
|
|
"dtypes: bool(1), object(2)\n",
|
2025-11-29 00:23:12 +08:00
|
|
|
|
"memory usage: 222.7+ MB\n",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"None\n"
|
|
|
|
|
|
]
|
|
|
|
|
|
}
|
|
|
|
|
|
],
|
2025-05-06 23:42:40 +08:00
|
|
|
|
"source": [
|
|
|
|
|
|
"with pd.HDFStore(h5_filename, mode='r') as store:\n",
|
|
|
|
|
|
" df = store[key][['ts_code', 'trade_date', 'is_st']]\n",
|
|
|
|
|
|
" print(df.info())"
|
|
|
|
|
|
]
|
2025-02-12 00:21:33 +08:00
|
|
|
|
}
|
|
|
|
|
|
],
|
|
|
|
|
|
"metadata": {
|
|
|
|
|
|
"kernelspec": {
|
2025-06-02 22:23:44 +08:00
|
|
|
|
"display_name": "stock",
|
2025-02-12 00:21:33 +08:00
|
|
|
|
"language": "python",
|
|
|
|
|
|
"name": "python3"
|
|
|
|
|
|
},
|
|
|
|
|
|
"language_info": {
|
|
|
|
|
|
"codemirror_mode": {
|
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|
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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2025-11-29 00:23:12 +08:00
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"version": "3.12.11"
|
2025-02-12 00:21:33 +08:00
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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