{
 "cells": [
  {
   "cell_type": "code",
   "id": "b94bb1f2-5332-485e-ae1b-eea01f938106",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2025-02-11T15:21:54.821950Z",
     "start_time": "2025-02-11T15:21:54.050569Z"
    }
   },
   "source": [
    "import tushare as ts\n",
    "\n",
    "ts.set_token('3a0741c702ee7e5e5f2bf1f0846bafaafe4e320833240b2a7e4a685f')\n",
    "pro = ts.pro_api()"
   ],
   "outputs": [],
   "execution_count": 1
  },
  {
   "metadata": {
    "ExecuteTime": {
     "end_time": "2025-02-11T15:22:32.726905Z",
     "start_time": "2025-02-11T15:22:25.018135Z"
    }
   },
   "cell_type": "code",
   "source": [
    "import pandas as pd\n",
    "import time\n",
    "\n",
    "h5_filename = '../../../data/money_flow.h5'\n",
    "key = '/money_flow'\n",
    "max_date = None\n",
    "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",
    "\n",
    "print(max_date)\n",
    "trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20250220')\n",
    "trade_cal = trade_cal[trade_cal['is_open'] == 1]  # 只保留交易日\n",
    "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}')"
   ],
   "id": "742c29d453b9bb38",
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.frame.DataFrame'>\n",
      "Index: 8153941 entries, 0 to 5120\n",
      "Data columns (total 2 columns):\n",
      " #   Column      Dtype \n",
      "---  ------      ----- \n",
      " 0   ts_code     object\n",
      " 1   trade_date  object\n",
      "dtypes: object(2)\n",
      "memory usage: 186.6+ MB\n",
      "None\n",
      "20250211\n",
      "start_date: 20250212\n"
     ]
    }
   ],
   "execution_count": 6
  },
  {
   "cell_type": "code",
   "id": "679ce40e-8d62-4887-970c-e1d8cbdeee6b",
   "metadata": {
    "scrolled": true,
    "ExecuteTime": {
     "end_time": "2025-02-11T15:22:14.513527Z",
     "start_time": "2025-02-11T15:22:12.973331Z"
    }
   },
   "source": [
    "from concurrent.futures import ThreadPoolExecutor, as_completed\n",
    "\n",
    "all_daily_data = []\n",
    "\n",
    "# API 调用计数和时间控制变量\n",
    "api_call_count = 0\n",
    "batch_start_time = time.time()\n",
    "\n",
    "\n",
    "def get_data(trade_date):\n",
    "    time.sleep(0.1)\n",
    "    money_flow_data = pro.moneyflow(trade_date=trade_date)\n",
    "    if money_flow_data is not None and not money_flow_data.empty:\n",
    "        return money_flow_data\n",
    "\n",
    "\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",
    "\n"
   ],
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "任务 20250219 完成\n",
      "任务 20250220 完成\n",
      "任务 20250218 完成\n",
      "任务 20250217 完成\n",
      "任务 20250214 完成\n",
      "任务 20250213 完成\n",
      "任务 20250212 完成\n",
      "任务 20250211 完成\n"
     ]
    }
   ],
   "execution_count": 3
  },
  {
   "metadata": {
    "ExecuteTime": {
     "end_time": "2025-02-11T15:22:16.656650Z",
     "start_time": "2025-02-11T15:22:16.639271Z"
    }
   },
   "cell_type": "code",
   "source": "all_daily_data_df = pd.concat(all_daily_data, ignore_index=True)\n",
   "id": "9af80516849d4e80",
   "outputs": [],
   "execution_count": 4
  },
  {
   "cell_type": "code",
   "id": "a2b05187-437f-4053-bc43-bd80d4cf8b0e",
   "metadata": {
    "ExecuteTime": {
     "end_time": "2025-02-11T15:22:20.447350Z",
     "start_time": "2025-02-11T15:22:19.145561Z"
    }
   },
   "source": [
    "\n",
    "# 将所有数据合并为一个 DataFrame\n",
    "\n",
    "# 将数据保存为 HDF5 文件（table 格式）\n",
    "all_daily_data_df.to_hdf(h5_filename, key='money_flow', 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": 5
  }
 ],
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