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fetch_today_data.py
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
#
# fetch today's data
# do it everyday after market closing
#
import urllib
import json
import codecs
import re
from tool.dao_toolkit import Helper
from tool.dao_toolkit import MetastockHelper
# Exchange: SH,SZ
Market_Data_URL = 'http://quotes.money.163.com/hs/service/diyrank.php?query=STYPE:EQA;EXCHANGE:CNSE{0}&\
fields=SYMBOL,SNAME,PRICE,OPEN,HIGH,LOW,VOLUME,UPDOWN,PERCENT,TURNOVER&sort=SYMBOL&order=asc&page={1}&count={2}&type=query'
def get_market_data(exchange, page_index, page_size):
''' EXCHANGE - SH or SZ
'''
page = urllib.urlopen(Market_Data_URL.format(exchange,page_index, page_size))
content = page.read()
return json.loads(content)
def build_index_data_row(url, symbol, trading_day):
page = urllib.urlopen(url)
content = page.read()
m = re.search(r'{"code":.*?}',content)
# sample json data:
#
# {
# "code": "1399001",
# "percent": 0.006007,
# "high": 8773.18,
# "askvol3": 0,
# "askvol2": 0,
# "askvol5": 0,
# "askvol4": 0,
# "price": 8737.972,
# "open": 8722.425,
# "bid5": 0.0,
# "bid4": 0.0,
# "bid3": 0.0,
# "bid2": 0.0,
# "bid1": 0.0,
# "low": 8661.402,
# "updown": 52.179,
# "type": "SZ",
# "bidvol1": 0,
# "bidvol3": 0,
# "bidvol2": 0,
# "symbol": "399001",
# "update": "2013/10/11 15:04:13",
# "bidvol5": 0,
# "bidvol4": 0,
# "volume": 15098883035,
# "askvol1": 0,
# "ask5": 0.0,
# "ask4": 0.0,
# "ask1": 0.0,
# "name": "\u6df1\u8bc1\u6210\u6307",
# "ask3": 0.0,
# "ask2": 0.0,
# "arrow": "\u2191",
# "time": "2013/10/11 15:04:09",
# "yestclose": 8685.793,
# "turnover": 138750772201.1
# }
if m:
jd = json.loads(m.group())
row = []
row.append(trading_day)
row.append(symbol)
row.append(jd["name"])
row.append(str(jd["price"]))
row.append(str(jd["high"]))
row.append(str(jd["low"]))
row.append(str(jd["open"]))
row.append(str(jd["volume"]/100))
row.append(str(jd["updown"]))
row.append(str(jd["percent"]))
row.append(str(jd["turnover"]))
return ','.join(row) + '\r\n'
else:
return None
def get_index_data(exchange, trading_day):
if exchange == 'SH':
return build_index_data_row('http://api.money.126.net/data/feed/0000001,money.api', '999999', trading_day)
elif exchange == 'SZ':
return build_index_data_row('http://api.money.126.net/data/feed/1399001,money.api', '399001', trading_day)
else:
return None
def get_last_trading_day():
page = urllib.urlopen('http://api.money.126.net/data/feed/0000001,money.api')
content = page.read()
m =re.search(r'(?<=\"time\": \")\d{4}/\d{2}/\d{2}', content)
if m:
return Helper.format_date_string(m.group(), '%Y/%m/%d', '%Y%m%d')
else:
return None
def extract_market_data():
trading_day = get_last_trading_day()
print 'fetch data @{0}'.format(trading_day)
if trading_day:
exchanges = ['SH', 'SZ']
page_size = 300
for exchange in exchanges:
page_index = 0
with codecs.open('output/data-{0}-{1}.txt'.format(trading_day, exchange), mode='w', encoding='gb2312') as w:
w.write(MetastockHelper.FILE_HEADER2)
# write the index
w.write(get_index_data(exchange, trading_day))
while page_index < 10:
json_data = get_market_data(exchange, page_index, page_size)
# sample json data:
# {
# "page": 0,
# "count": 1,
# "order": "asc",
# "total": 998,
# "pagecount": 998,
# "time": "2015-02-02 14:30:11",
# "list": [
# {
# "HIGH": 14.26,
# "LOW": 14.02,
# "OPEN": 14.06,
# "PERCENT": -0.026261,
# "PRICE": 14.09,
# "SNAME": "\u6d66\u53d1\u94f6\u884c",
# "SYMBOL": "600000",
# "TURNOVER": 2330185553,
# "UPDOWN": -0.38,
# "VOLUME": 164672537,
# "NO": 1
# }
# ]
# }
if json_data and len(json_data['list']) > 0:
for l in json_data['list']:
if l['HIGH'] == 0: # ignore stock on non-trading day
continue
rows = []
rows.append(trading_day)
rows.append(l['SYMBOL'])
rows.append(l['SNAME'])
rows.append(str(l['PRICE']))
rows.append(str(l['HIGH']))
rows.append(str(l['LOW']))
rows.append(str(l['OPEN']))
rows.append(str(l['VOLUME']))
rows.append(str(l['UPDOWN']))
rows.append(str(l['PERCENT']))
rows.append(str(l['TURNOVER']))
w.write(','.join(rows) + '\r\n')
page_index += 1
else:
break
print 'done for exchange[%s], has %d pages' % (exchange, page_index)
def main():
extract_market_data()
if __name__ == '__main__':
main()