274 lines
29 KiB
Plaintext
274 lines
29 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": 1,
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"id": "initial_id",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-03-12T15:28:49.275220Z",
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"start_time": "2025-03-12T15:28:48.624632Z"
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}
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},
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"outputs": [],
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"source": [
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"from operator import index\n",
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"\n",
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"import tushare as ts\n",
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"import pandas as pd\n",
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"import time\n",
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"\n",
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"ts.set_token('3a0741c702ee7e5e5f2bf1f0846bafaafe4e320833240b2a7e4a685f')\n",
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"pro = ts.pro_api()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"id": "972a5ac9f79fe373",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-03-12T15:28:49.280632Z",
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"start_time": "2025-03-12T15:28:49.275220Z"
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}
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},
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"outputs": [],
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"source": [
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"\n",
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"# df = pro.cyq_perf(start_date='20220101', end_date='20220429')\n",
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"# print(df)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"id": "f448da220816bf98",
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"metadata": {
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"ExecuteTime": {
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"end_time": "2025-03-12T15:39:50.128089Z",
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"start_time": "2025-03-12T15:28:49.437760Z"
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},
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"scrolled": true
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},
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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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"成功获取并保存 20250228 的每日基础数据\n",
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"成功获取并保存 20250227 的每日基础数据\n",
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"成功获取并保存 20241211 的每日基础数据\n",
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"成功获取并保存 20241104 的每日基础数据\n",
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"成功获取并保存 20241101 的每日基础数据\n",
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"成功获取并保存 20241031 的每日基础数据\n",
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"成功获取并保存 20241030 的每日基础数据\n",
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"成功获取并保存 20241029 的每日基础数据\n",
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"成功获取并保存 20241025 的每日基础数据\n",
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"成功获取并保存 20241024 的每日基础数据\n",
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"成功获取并保存 20241023 的每日基础数据\n",
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"成功获取并保存 20241022 的每日基础数据\n",
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"成功获取并保存 20241021 的每日基础数据\n",
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"成功获取并保存 20241014 的每日基础数据\n",
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"150 1741835004.3988936 1741834982.2357981\n",
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"已调用 150 次 API，等待 37.84 秒以满足速率限制...\n",
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"300 1741835064.0700593 1741835042.2372077\n",
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"已调用 150 次 API，等待 38.17 秒以满足速率限制...\n",
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"450 1741835124.4976892 1741835102.2381623\n",
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"已调用 150 次 API，等待 37.74 秒以满足速率限制...\n"
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]
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},
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{
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"ename": "KeyboardInterrupt",
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"evalue": "",
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"output_type": "error",
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"traceback": [
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"\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
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"\u001b[1;31mKeyboardInterrupt\u001b[0m Traceback (most recent call last)",
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"Cell \u001b[1;32mIn[4], line 22\u001b[0m\n\u001b[0;32m 19\u001b[0m \u001b[38;5;28;01mfor\u001b[39;00m trade_date \u001b[38;5;129;01min\u001b[39;00m trade_dates:\n\u001b[0;32m 20\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[0;32m 21\u001b[0m \u001b[38;5;66;03m# 获取每日基础数据\u001b[39;00m\n\u001b[1;32m---> 22\u001b[0m kpl_concept \u001b[38;5;241m=\u001b[39m pro\u001b[38;5;241m.\u001b[39mkpl_concept(trade_date\u001b[38;5;241m=\u001b[39mtrade_date)\n\u001b[0;32m 23\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m kpl_concept \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m \u001b[38;5;129;01mand\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m kpl_concept\u001b[38;5;241m.\u001b[39mempty:\n\u001b[0;32m 24\u001b[0m all_daily_data\u001b[38;5;241m.\u001b[39mappend(kpl_concept)\n",
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"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\tushare\\pro\\client.py:41\u001b[0m, in \u001b[0;36mDataApi.query\u001b[1;34m(self, api_name, fields, **kwargs)\u001b[0m\n\u001b[0;32m 33\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mquery\u001b[39m(\u001b[38;5;28mself\u001b[39m, api_name, fields\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124m'\u001b[39m, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs):\n\u001b[0;32m 34\u001b[0m req_params \u001b[38;5;241m=\u001b[39m {\n\u001b[0;32m 35\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mapi_name\u001b[39m\u001b[38;5;124m'\u001b[39m: api_name,\n\u001b[0;32m 36\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mtoken\u001b[39m\u001b[38;5;124m'\u001b[39m: \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m__token,\n\u001b[0;32m 37\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mparams\u001b[39m\u001b[38;5;124m'\u001b[39m: kwargs,\n\u001b[0;32m 38\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mfields\u001b[39m\u001b[38;5;124m'\u001b[39m: fields\n\u001b[0;32m 39\u001b[0m }\n\u001b[1;32m---> 41\u001b[0m res \u001b[38;5;241m=\u001b[39m requests\u001b[38;5;241m.\u001b[39mpost(\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;132;01m{\u001b[39;00m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m__http_url\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m/\u001b[39m\u001b[38;5;132;01m{\u001b[39;00mapi_name\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m, json\u001b[38;5;241m=\u001b[39mreq_params, timeout\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m__timeout)\n\u001b[0;32m 42\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m res:\n\u001b[0;32m 43\u001b[0m result \u001b[38;5;241m=\u001b[39m json\u001b[38;5;241m.\u001b[39mloads(res\u001b[38;5;241m.\u001b[39mtext)\n",
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"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\api.py:115\u001b[0m, in \u001b[0;36mpost\u001b[1;34m(url, data, json, **kwargs)\u001b[0m\n\u001b[0;32m 103\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mpost\u001b[39m(url, data\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mNone\u001b[39;00m, json\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mNone\u001b[39;00m, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs):\n\u001b[0;32m 104\u001b[0m \u001b[38;5;250m \u001b[39m\u001b[38;5;124mr\u001b[39m\u001b[38;5;124;03m\"\"\"Sends a POST request.\u001b[39;00m\n\u001b[0;32m 105\u001b[0m \n\u001b[0;32m 106\u001b[0m \u001b[38;5;124;03m :param url: URL for the new :class:`Request` object.\u001b[39;00m\n\u001b[1;32m (...)\u001b[0m\n\u001b[0;32m 112\u001b[0m \u001b[38;5;124;03m :rtype: requests.Response\u001b[39;00m\n\u001b[0;32m 113\u001b[0m \u001b[38;5;124;03m \"\"\"\u001b[39;00m\n\u001b[1;32m--> 115\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m request(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mpost\u001b[39m\u001b[38;5;124m\"\u001b[39m, url, data\u001b[38;5;241m=\u001b[39mdata, json\u001b[38;5;241m=\u001b[39mjson, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs)\n",
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"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\api.py:59\u001b[0m, in \u001b[0;36mrequest\u001b[1;34m(method, url, **kwargs)\u001b[0m\n\u001b[0;32m 55\u001b[0m \u001b[38;5;66;03m# By using the 'with' statement we are sure the session is closed, thus we\u001b[39;00m\n\u001b[0;32m 56\u001b[0m \u001b[38;5;66;03m# avoid leaving sockets open which can trigger a ResourceWarning in some\u001b[39;00m\n\u001b[0;32m 57\u001b[0m \u001b[38;5;66;03m# cases, and look like a memory leak in others.\u001b[39;00m\n\u001b[0;32m 58\u001b[0m \u001b[38;5;28;01mwith\u001b[39;00m sessions\u001b[38;5;241m.\u001b[39mSession() \u001b[38;5;28;01mas\u001b[39;00m session:\n\u001b[1;32m---> 59\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m session\u001b[38;5;241m.\u001b[39mrequest(method\u001b[38;5;241m=\u001b[39mmethod, url\u001b[38;5;241m=\u001b[39murl, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs)\n",
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"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\sessions.py:589\u001b[0m, in \u001b[0;36mSession.request\u001b[1;34m(self, method, url, params, data, headers, cookies, files, auth, timeout, allow_redirects, proxies, hooks, stream, verify, cert, json)\u001b[0m\n\u001b[0;32m 584\u001b[0m send_kwargs \u001b[38;5;241m=\u001b[39m {\n\u001b[0;32m 585\u001b[0m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mtimeout\u001b[39m\u001b[38;5;124m\"\u001b[39m: timeout,\n\u001b[0;32m 586\u001b[0m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mallow_redirects\u001b[39m\u001b[38;5;124m\"\u001b[39m: allow_redirects,\n\u001b[0;32m 587\u001b[0m }\n\u001b[0;32m 588\u001b[0m send_kwargs\u001b[38;5;241m.\u001b[39mupdate(settings)\n\u001b[1;32m--> 589\u001b[0m resp \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39msend(prep, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39msend_kwargs)\n\u001b[0;32m 591\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m resp\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\sessions.py:724\u001b[0m, in \u001b[0;36mSession.send\u001b[1;34m(self, request, **kwargs)\u001b[0m\n\u001b[0;32m 721\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m allow_redirects:\n\u001b[0;32m 722\u001b[0m \u001b[38;5;66;03m# Redirect resolving generator.\u001b[39;00m\n\u001b[0;32m 723\u001b[0m gen \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mresolve_redirects(r, request, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs)\n\u001b[1;32m--> 724\u001b[0m history \u001b[38;5;241m=\u001b[39m [resp \u001b[38;5;28;01mfor\u001b[39;00m resp \u001b[38;5;129;01min\u001b[39;00m gen]\n\u001b[0;32m 725\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m 726\u001b[0m history \u001b[38;5;241m=\u001b[39m []\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\sessions.py:724\u001b[0m, in \u001b[0;36m<listcomp>\u001b[1;34m(.0)\u001b[0m\n\u001b[0;32m 721\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m allow_redirects:\n\u001b[0;32m 722\u001b[0m \u001b[38;5;66;03m# Redirect resolving generator.\u001b[39;00m\n\u001b[0;32m 723\u001b[0m gen \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mresolve_redirects(r, request, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs)\n\u001b[1;32m--> 724\u001b[0m history \u001b[38;5;241m=\u001b[39m [resp \u001b[38;5;28;01mfor\u001b[39;00m resp \u001b[38;5;129;01min\u001b[39;00m gen]\n\u001b[0;32m 725\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m 726\u001b[0m history \u001b[38;5;241m=\u001b[39m []\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\sessions.py:265\u001b[0m, in \u001b[0;36mSessionRedirectMixin.resolve_redirects\u001b[1;34m(self, resp, req, stream, timeout, verify, cert, proxies, yield_requests, **adapter_kwargs)\u001b[0m\n\u001b[0;32m 263\u001b[0m \u001b[38;5;28;01myield\u001b[39;00m req\n\u001b[0;32m 264\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m--> 265\u001b[0m resp \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39msend(\n\u001b[0;32m 266\u001b[0m req,\n\u001b[0;32m 267\u001b[0m stream\u001b[38;5;241m=\u001b[39mstream,\n\u001b[0;32m 268\u001b[0m timeout\u001b[38;5;241m=\u001b[39mtimeout,\n\u001b[0;32m 269\u001b[0m verify\u001b[38;5;241m=\u001b[39mverify,\n\u001b[0;32m 270\u001b[0m cert\u001b[38;5;241m=\u001b[39mcert,\n\u001b[0;32m 271\u001b[0m proxies\u001b[38;5;241m=\u001b[39mproxies,\n\u001b[0;32m 272\u001b[0m allow_redirects\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mFalse\u001b[39;00m,\n\u001b[0;32m 273\u001b[0m \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39madapter_kwargs,\n\u001b[0;32m 274\u001b[0m )\n\u001b[0;32m 276\u001b[0m extract_cookies_to_jar(\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mcookies, prepared_request, resp\u001b[38;5;241m.\u001b[39mraw)\n\u001b[0;32m 278\u001b[0m \u001b[38;5;66;03m# extract redirect url, if any, for the next loop\u001b[39;00m\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\sessions.py:703\u001b[0m, in \u001b[0;36mSession.send\u001b[1;34m(self, request, **kwargs)\u001b[0m\n\u001b[0;32m 700\u001b[0m start \u001b[38;5;241m=\u001b[39m preferred_clock()\n\u001b[0;32m 702\u001b[0m \u001b[38;5;66;03m# Send the request\u001b[39;00m\n\u001b[1;32m--> 703\u001b[0m r \u001b[38;5;241m=\u001b[39m adapter\u001b[38;5;241m.\u001b[39msend(request, \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mkwargs)\n\u001b[0;32m 705\u001b[0m \u001b[38;5;66;03m# Total elapsed time of the request (approximately)\u001b[39;00m\n\u001b[0;32m 706\u001b[0m elapsed \u001b[38;5;241m=\u001b[39m preferred_clock() \u001b[38;5;241m-\u001b[39m start\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\requests\\adapters.py:667\u001b[0m, in \u001b[0;36mHTTPAdapter.send\u001b[1;34m(self, request, stream, timeout, verify, cert, proxies)\u001b[0m\n\u001b[0;32m 664\u001b[0m timeout \u001b[38;5;241m=\u001b[39m TimeoutSauce(connect\u001b[38;5;241m=\u001b[39mtimeout, read\u001b[38;5;241m=\u001b[39mtimeout)\n\u001b[0;32m 666\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[1;32m--> 667\u001b[0m resp \u001b[38;5;241m=\u001b[39m conn\u001b[38;5;241m.\u001b[39murlopen(\n\u001b[0;32m 668\u001b[0m method\u001b[38;5;241m=\u001b[39mrequest\u001b[38;5;241m.\u001b[39mmethod,\n\u001b[0;32m 669\u001b[0m url\u001b[38;5;241m=\u001b[39murl,\n\u001b[0;32m 670\u001b[0m body\u001b[38;5;241m=\u001b[39mrequest\u001b[38;5;241m.\u001b[39mbody,\n\u001b[0;32m 671\u001b[0m headers\u001b[38;5;241m=\u001b[39mrequest\u001b[38;5;241m.\u001b[39mheaders,\n\u001b[0;32m 672\u001b[0m redirect\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mFalse\u001b[39;00m,\n\u001b[0;32m 673\u001b[0m assert_same_host\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mFalse\u001b[39;00m,\n\u001b[0;32m 674\u001b[0m preload_content\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mFalse\u001b[39;00m,\n\u001b[0;32m 675\u001b[0m decode_content\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mFalse\u001b[39;00m,\n\u001b[0;32m 676\u001b[0m retries\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mmax_retries,\n\u001b[0;32m 677\u001b[0m timeout\u001b[38;5;241m=\u001b[39mtimeout,\n\u001b[0;32m 678\u001b[0m chunked\u001b[38;5;241m=\u001b[39mchunked,\n\u001b[0;32m 679\u001b[0m )\n\u001b[0;32m 681\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m (ProtocolError, \u001b[38;5;167;01mOSError\u001b[39;00m) \u001b[38;5;28;01mas\u001b[39;00m err:\n\u001b[0;32m 682\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mConnectionError\u001b[39;00m(err, request\u001b[38;5;241m=\u001b[39mrequest)\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\urllib3\\connectionpool.py:787\u001b[0m, in \u001b[0;36mHTTPConnectionPool.urlopen\u001b[1;34m(self, method, url, body, headers, retries, redirect, assert_same_host, timeout, pool_timeout, release_conn, chunked, body_pos, preload_content, decode_content, **response_kw)\u001b[0m\n\u001b[0;32m 784\u001b[0m response_conn \u001b[38;5;241m=\u001b[39m conn \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m release_conn \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m\n\u001b[0;32m 786\u001b[0m \u001b[38;5;66;03m# Make the request on the HTTPConnection object\u001b[39;00m\n\u001b[1;32m--> 787\u001b[0m response \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_make_request(\n\u001b[0;32m 788\u001b[0m conn,\n\u001b[0;32m 789\u001b[0m method,\n\u001b[0;32m 790\u001b[0m url,\n\u001b[0;32m 791\u001b[0m timeout\u001b[38;5;241m=\u001b[39mtimeout_obj,\n\u001b[0;32m 792\u001b[0m body\u001b[38;5;241m=\u001b[39mbody,\n\u001b[0;32m 793\u001b[0m headers\u001b[38;5;241m=\u001b[39mheaders,\n\u001b[0;32m 794\u001b[0m chunked\u001b[38;5;241m=\u001b[39mchunked,\n\u001b[0;32m 795\u001b[0m retries\u001b[38;5;241m=\u001b[39mretries,\n\u001b[0;32m 796\u001b[0m response_conn\u001b[38;5;241m=\u001b[39mresponse_conn,\n\u001b[0;32m 797\u001b[0m preload_content\u001b[38;5;241m=\u001b[39mpreload_content,\n\u001b[0;32m 798\u001b[0m decode_content\u001b[38;5;241m=\u001b[39mdecode_content,\n\u001b[0;32m 799\u001b[0m \u001b[38;5;241m*\u001b[39m\u001b[38;5;241m*\u001b[39mresponse_kw,\n\u001b[0;32m 800\u001b[0m )\n\u001b[0;32m 802\u001b[0m \u001b[38;5;66;03m# Everything went great!\u001b[39;00m\n\u001b[0;32m 803\u001b[0m clean_exit \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;01mTrue\u001b[39;00m\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\urllib3\\connectionpool.py:534\u001b[0m, in \u001b[0;36mHTTPConnectionPool._make_request\u001b[1;34m(self, conn, method, url, body, headers, retries, timeout, chunked, response_conn, preload_content, decode_content, enforce_content_length)\u001b[0m\n\u001b[0;32m 532\u001b[0m \u001b[38;5;66;03m# Receive the response from the server\u001b[39;00m\n\u001b[0;32m 533\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[1;32m--> 534\u001b[0m response \u001b[38;5;241m=\u001b[39m conn\u001b[38;5;241m.\u001b[39mgetresponse()\n\u001b[0;32m 535\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m (BaseSSLError, \u001b[38;5;167;01mOSError\u001b[39;00m) \u001b[38;5;28;01mas\u001b[39;00m e:\n\u001b[0;32m 536\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_raise_timeout(err\u001b[38;5;241m=\u001b[39me, url\u001b[38;5;241m=\u001b[39murl, timeout_value\u001b[38;5;241m=\u001b[39mread_timeout)\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\site-packages\\urllib3\\connection.py:516\u001b[0m, in \u001b[0;36mHTTPConnection.getresponse\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m 513\u001b[0m _shutdown \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mgetattr\u001b[39m(\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39msock, \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mshutdown\u001b[39m\u001b[38;5;124m\"\u001b[39m, \u001b[38;5;28;01mNone\u001b[39;00m)\n\u001b[0;32m 515\u001b[0m \u001b[38;5;66;03m# Get the response from http.client.HTTPConnection\u001b[39;00m\n\u001b[1;32m--> 516\u001b[0m httplib_response \u001b[38;5;241m=\u001b[39m \u001b[38;5;28msuper\u001b[39m()\u001b[38;5;241m.\u001b[39mgetresponse()\n\u001b[0;32m 518\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[0;32m 519\u001b[0m assert_header_parsing(httplib_response\u001b[38;5;241m.\u001b[39mmsg)\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\http\\client.py:1395\u001b[0m, in \u001b[0;36mHTTPConnection.getresponse\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m 1393\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[0;32m 1394\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[1;32m-> 1395\u001b[0m response\u001b[38;5;241m.\u001b[39mbegin()\n\u001b[0;32m 1396\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mConnectionError\u001b[39;00m:\n\u001b[0;32m 1397\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mclose()\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\http\\client.py:325\u001b[0m, in \u001b[0;36mHTTPResponse.begin\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m 323\u001b[0m \u001b[38;5;66;03m# read until we get a non-100 response\u001b[39;00m\n\u001b[0;32m 324\u001b[0m \u001b[38;5;28;01mwhile\u001b[39;00m \u001b[38;5;28;01mTrue\u001b[39;00m:\n\u001b[1;32m--> 325\u001b[0m version, status, reason \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_read_status()\n\u001b[0;32m 326\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m status \u001b[38;5;241m!=\u001b[39m CONTINUE:\n\u001b[0;32m 327\u001b[0m \u001b[38;5;28;01mbreak\u001b[39;00m\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\http\\client.py:286\u001b[0m, in \u001b[0;36mHTTPResponse._read_status\u001b[1;34m(self)\u001b[0m\n\u001b[0;32m 285\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21m_read_status\u001b[39m(\u001b[38;5;28mself\u001b[39m):\n\u001b[1;32m--> 286\u001b[0m line \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mstr\u001b[39m(\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mfp\u001b[38;5;241m.\u001b[39mreadline(_MAXLINE \u001b[38;5;241m+\u001b[39m \u001b[38;5;241m1\u001b[39m), \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124miso-8859-1\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[0;32m 287\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mlen\u001b[39m(line) \u001b[38;5;241m>\u001b[39m _MAXLINE:\n\u001b[0;32m 288\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m LineTooLong(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mstatus line\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n",
|
||
"File \u001b[1;32mE:\\Python\\anaconda\\envs\\new_trader\\Lib\\socket.py:718\u001b[0m, in \u001b[0;36mSocketIO.readinto\u001b[1;34m(self, b)\u001b[0m\n\u001b[0;32m 716\u001b[0m \u001b[38;5;28;01mwhile\u001b[39;00m \u001b[38;5;28;01mTrue\u001b[39;00m:\n\u001b[0;32m 717\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[1;32m--> 718\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_sock\u001b[38;5;241m.\u001b[39mrecv_into(b)\n\u001b[0;32m 719\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m timeout:\n\u001b[0;32m 720\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_timeout_occurred \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;01mTrue\u001b[39;00m\n",
|
||
"\u001b[1;31mKeyboardInterrupt\u001b[0m: "
|
||
]
|
||
}
|
||
],
|
||
"source": [
|
||
"import tushare as ts\n",
|
||
"import pandas as pd\n",
|
||
"import time\n",
|
||
"\n",
|
||
"\n",
|
||
"# 获取交易日历\n",
|
||
"trade_cal = pro.trade_cal(exchange='', start_date='20170101', end_date='20250301')\n",
|
||
"trade_cal = trade_cal[trade_cal['is_open'] == 1] # 只保留交易日\n",
|
||
"trade_dates = trade_cal['cal_date'].tolist() # 获取所有交易日期列表\n",
|
||
"\n",
|
||
"# 使用 HDFStore 存储数据\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",
|
||
"# 遍历每个交易日期并获取数据\n",
|
||
"for trade_date in trade_dates:\n",
|
||
" try:\n",
|
||
" # 获取每日基础数据\n",
|
||
" kpl_concept = pro.kpl_concept(trade_date=trade_date)\n",
|
||
" if kpl_concept is not None and not kpl_concept.empty:\n",
|
||
" all_daily_data.append(kpl_concept)\n",
|
||
" print(f\"成功获取并保存 {trade_date} 的每日基础数据\")\n",
|
||
"\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",
|
||
" print(api_call_count,time.time(), batch_start_time)\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",
|
||
" except Exception as e:\n",
|
||
" print(f\"获取 {trade_date} 数据时出错: {e}\")\n",
|
||
"\n"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"id": "907f732d3c397bf",
|
||
"metadata": {
|
||
"ExecuteTime": {
|
||
"end_time": "2025-03-12T15:39:50.141920800Z",
|
||
"start_time": "2025-03-12T15:23:41.345460Z"
|
||
}
|
||
},
|
||
"outputs": [],
|
||
"source": [
|
||
"\n",
|
||
"# 将所有数据合并为一个 DataFrame\n",
|
||
"all_daily_data_df = pd.concat(all_daily_data, ignore_index=True)\n",
|
||
"\n",
|
||
"# 将数据保存为 HDF5 文件（table 格式）\n",
|
||
"all_daily_data_df.to_hdf('../../data/kpl_concept.h5', key='kpl_concept', mode='w', format='table', data_columns=True)\n",
|
||
"\n",
|
||
"print(\"所有每日基础数据获取并保存完毕！\")"
|
||
]
|
||
}
|
||
],
|
||
"metadata": {
|
||
"kernelspec": {
|
||
"display_name": "Python 3 (ipykernel)",
|
||
"language": "python",
|
||
"name": "python3"
|
||
},
|
||
"language_info": {
|
||
"codemirror_mode": {
|
||
"name": "ipython",
|
||
"version": 3
|
||
},
|
||
"file_extension": ".py",
|
||
"mimetype": "text/x-python",
|
||
"name": "python",
|
||
"nbconvert_exporter": "python",
|
||
"pygments_lexer": "ipython3",
|
||
"version": "3.11.11"
|
||
}
|
||
},
|
||
"nbformat": 4,
|
||
"nbformat_minor": 5
|
||
}
|