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(data leak)RollingRank-7.0，赚钱

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liaozhaorun
2025-04-09 22:57:01 +08:00
parent dc1e62c77c
commit 8aad47ce33
10 changed files with 3689 additions and 3701 deletions
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135
code/data/update/cyq-perf.ipynb
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@@ -2,55 +2,30 @@
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "f74ce078-f7e8-4733-a14c-14d8815a3626",
"metadata": {
"ExecuteTime": {
"end_time": "2025-04-06T15:33:48.836794Z",
"start_time": "2025-04-06T15:33:48.098706Z"
"end_time": "2025-04-08T13:37:05.760051Z",
"start_time": "2025-04-08T13:37:04.957429Z"
}
},
"outputs": [],
"source": [
"import tushare as ts\n",
"ts.set_token('3a0741c702ee7e5e5f2bf1f0846bafaafe4e320833240b2a7e4a685f')\n",
"pro = ts.pro_api()"
]
],
"outputs": [],
"execution_count": 1
},
{
"cell_type": "code",
"execution_count": 2,
"id": "44dd8d87-e60b-49e5-aed9-efaa7f92d4fe",
"metadata": {
"ExecuteTime": {
"end_time": "2025-04-06T15:33:55.800360Z",
"start_time": "2025-04-06T15:33:49.011404Z"
"end_time": "2025-04-08T13:37:11.825892Z",
"start_time": "2025-04-08T13:37:05.764874Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date\n",
"0 000001.SZ 20250312\n",
"1 000002.SZ 20250312\n",
"2 000004.SZ 20250312\n",
"3 000006.SZ 20250312\n",
"4 000007.SZ 20250312\n",
"... ... ...\n",
"21567 920108.BJ 20250401\n",
"21568 920111.BJ 20250401\n",
"21569 920116.BJ 20250401\n",
"21570 920118.BJ 20250401\n",
"21571 920128.BJ 20250401\n",
"\n",
"[7551938 rows x 2 columns]\n",
"20250403\n",
"start_date: 20250407\n"
]
}
],
"source": [
"import pandas as pd\n",
"import time\n",
@@ -69,36 +44,42 @@
"trade_dates = trade_cal[trade_cal['cal_date'] > max_date]['cal_date'].tolist()\n",
"start_date = min(trade_dates)\n",
"print(f'start_date: {start_date}')"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "747acc47-0884-4f76-90fb-276f6494e31d",
"metadata": {
"ExecuteTime": {
"end_time": "2025-04-06T15:33:57.293636Z",
"start_time": "2025-04-06T15:33:55.806283Z"
}
},
],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"任务 20250417 完成\n",
"任务 20250418 完成\n",
"任务 20250416 完成\n",
"任务 20250415 完成\n",
"任务 20250414 完成\n",
"任务 20250411 完成\n",
"任务 20250410 完成\n",
"任务 20250409 完成\n",
"任务 20250408 完成\n",
"任务 20250407 完成\n"
" ts_code trade_date\n",
"0 000001.SZ 20250312\n",
"1 000002.SZ 20250312\n",
"2 000004.SZ 20250312\n",
"3 000006.SZ 20250312\n",
"4 000007.SZ 20250312\n",
"... ... ...\n",
"5386 920108.BJ 20250407\n",
"5387 920111.BJ 20250407\n",
"5388 920116.BJ 20250407\n",
"5389 920118.BJ 20250407\n",
"5390 920128.BJ 20250407\n",
"\n",
"[7557329 rows x 2 columns]\n",
"20250407\n",
"start_date: 20250408\n"
]
}
],
"execution_count": 2
},
{
"cell_type": "code",
"id": "747acc47-0884-4f76-90fb-276f6494e31d",
"metadata": {
"ExecuteTime": {
"end_time": "2025-04-08T13:37:13.619472Z",
"start_time": "2025-04-08T13:37:12.062668Z"
}
},
"source": [
"from concurrent.futures import ThreadPoolExecutor, as_completed\n",
"\n",
@@ -128,27 +109,35 @@
" except Exception as e:\n",
" print(f\"获取 {trade_date} 数据时出错: {e}\")\n",
"\n"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "c6765638-481f-40d8-a259-2e7b25362618",
"metadata": {
"ExecuteTime": {
"end_time": "2025-04-06T15:33:57.874278Z",
"start_time": "2025-04-06T15:33:57.304371Z"
}
},
],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"所有每日基础数据获取并保存完毕！\n"
"任务 20250417 完成\n",
"任务 20250418 完成\n",
"任务 20250415 完成\n",
"任务 20250416 完成\n",
"任务 20250411 完成\n",
"任务 20250414 完成\n",
"任务 20250409 完成\n",
"任务 20250410 完成\n",
"任务 20250408 完成\n"
]
}
],
"execution_count": 3
},
{
"cell_type": "code",
"id": "c6765638-481f-40d8-a259-2e7b25362618",
"metadata": {
"ExecuteTime": {
"end_time": "2025-04-08T13:37:15.761420Z",
"start_time": "2025-04-08T13:37:13.644113Z"
}
},
"source": [
"all_daily_data_df = pd.concat(all_daily_data, ignore_index=True)\n",
"\n",
@@ -158,7 +147,17 @@
"all_daily_data_df.to_hdf(h5_filename, key=key, 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！\")"
]
],
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"所有每日基础数据获取并保存完毕！\n"
]
}
],
"execution_count": 4
}
],
"metadata": {