Files
NewStock/main/data/index_and_industry.ipynb
liaozhaorun e407225d29 feat(qmt): 优化定时重连机制避免与健康检查冲突
- 添加 is_scheduled_reconnecting 标志位协调重连逻辑
- 增强定时重连任务的日志前缀便于追踪
- 改进异常处理和资源清理日志
- 优化代码格式和注释
2026-02-09 22:12:14 +08:00

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{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "initial_id",
"metadata": {
"jupyter": {
"is_executing": true
}
},
"outputs": [],
"source": [
"from operator import index\n",
"\n",
"import tushare as ts\n",
"import pandas as pd\n",
"import time\n",
"\n",
"ts.set_token('3a0741c702ee7e5e5f2bf1f0846bafaafe4e320833240b2a7e4a685f')\n",
"pro = ts.pro_api()"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "f448da220816bf98",
"metadata": {
"ExecuteTime": {
"end_time": "2025-07-26T10:23:18.517518100Z",
"start_time": "2025-04-09T14:57:27.392846Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"数据已经成功存储到index_data.h5文件中\n"
]
}
],
"source": [
"# 定义四个指数\n",
"index_list = [\n",
" # '399300.SZ', \n",
" '000905.SH', \n",
" '000852.SH', \n",
" '399006.SZ'\n",
" ]\n",
"\n",
"# 获取并存储数据\n",
"all_data = []\n",
"\n",
"for ts_code in index_list:\n",
" df = pro.index_daily(ts_code=ts_code) # 可根据需要设置日期\n",
" df['ts_code'] = ts_code # 添加ts_code列来区分数据\n",
" # print(df)\n",
" all_data.append(df)\n",
"\n",
"# 合并所有数据\n",
"final_df = pd.concat(all_data, ignore_index=True)\n",
"\n",
"# 存储到H5文件\n",
"final_df.to_hdf('/mnt/d/PyProject/NewStock/data/index_data.h5', key='index_data', mode='w')\n",
"\n",
"print(\"数据已经成功存储到index_data.h5文件中\")"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "907f732d3c397bf",
"metadata": {
"ExecuteTime": {
"end_time": "2025-07-26T10:23:18.552166300Z",
"start_time": "2025-04-09T14:57:37.695917Z"
}
},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
" ts_code trade_date close open high low \\\n",
"0 000905.SH 20260206 8146.4128 8054.2180 8247.2968 8014.6599 \n",
"1 000905.SH 20260205 8146.1073 8203.0627 8224.7847 8081.4283 \n",
"2 000905.SH 20260204 8299.0574 8270.8420 8309.8579 8179.3522 \n",
"3 000905.SH 20260203 8286.7005 8135.8699 8286.7005 8075.3738 \n",
"4 000905.SH 20260202 8037.0456 8279.7152 8324.4341 8032.3500 \n",
"... ... ... ... ... ... ... \n",
"14059 399006.SZ 20100607 1069.4680 1005.0280 1075.2250 1001.7020 \n",
"14060 399006.SZ 20100604 1027.6810 989.6810 1027.6810 986.5040 \n",
"14061 399006.SZ 20100603 998.3940 1002.3550 1026.7020 997.7750 \n",
"14062 399006.SZ 20100602 997.1190 967.6090 997.1190 952.6110 \n",
"14063 399006.SZ 20100601 973.2330 986.0150 994.7930 948.1180 \n",
"\n",
" pre_close change pct_chg vol amount \n",
"0 8146.1073 0.3055 0.0038 2.186421e+08 4.183734e+08 \n",
"1 8299.0574 -152.9501 -1.8430 2.318405e+08 4.352777e+08 \n",
"2 8286.7005 12.3569 0.1491 2.688603e+08 5.018867e+08 \n",
"3 8037.0456 249.6549 3.1063 2.722271e+08 5.432645e+08 \n",
"4 8370.5203 -333.4747 -3.9839 2.996460e+08 5.460557e+08 \n",
"... ... ... ... ... ... \n",
"14059 1027.6810 41.7870 4.0661 2.655275e+06 9.106095e+06 \n",
"14060 998.3940 29.2870 2.9334 1.500295e+06 5.269441e+06 \n",
"14061 997.1190 1.2750 0.1279 1.616805e+06 6.240835e+06 \n",
"14062 973.2330 23.8860 2.4543 1.074628e+06 4.001206e+06 \n",
"14063 1000.0000 -26.7670 -2.6767 1.356285e+06 4.924177e+06 \n",
"\n",
"[14064 rows x 11 columns]\n"
]
}
],
"source": [
"h5_filename = '/mnt/d/PyProject/NewStock/data/index_data.h5'\n",
"key = '/index_data'\n",
"with pd.HDFStore(h5_filename, mode='r') as store:\n",
" df = store[key]\n",
" print(df)\n"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "stock",
"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": "3.12.11"
}
},
"nbformat": 4,
"nbformat_minor": 5
}