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get_stock_data.py 1.85 KB
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wujun1047 提交于 2020-06-29 18:57 . first commit
import baostock as bs
import pandas as pd
import os
OUTPUT = './stockdata'
def mkdir(directory):
if not os.path.exists(directory):
os.makedirs(directory)
class Downloader(object):
def __init__(self,
output_dir,
date_start='1990-01-01',
date_end='2020-03-23'):
self._bs = bs
bs.login()
self.date_start = date_start
# self.date_end = datetime.datetime.now().strftime("%Y-%m-%d")
self.date_end = date_end
self.output_dir = output_dir
self.fields = "date,code,open,high,low,close,volume,amount," \
"adjustflag,turn,tradestatus,pctChg,peTTM," \
"pbMRQ,psTTM,pcfNcfTTM,isST"
def exit(self):
bs.logout()
def get_codes_by_date(self, date):
print(date)
stock_rs = bs.query_all_stock(date)
stock_df = stock_rs.get_data()
print(stock_df)
return stock_df
def run(self):
stock_df = self.get_codes_by_date(self.date_end)
for index, row in stock_df.iterrows():
print(f'processing {row["code"]} {row["code_name"]}')
df_code = bs.query_history_k_data_plus(row["code"], self.fields,
start_date=self.date_start,
end_date=self.date_end).get_data()
df_code.to_csv(f'{self.output_dir}/{row["code"]}.{row["code_name"]}.csv', index=False)
self.exit()
if __name__ == '__main__':
# 获取全部股票的日K线数据
mkdir('./stockdata/train')
downloader = Downloader('./stockdata/train', date_start='1990-01-01', date_end='2019-11-29')
downloader.run()
mkdir('./stockdata/test')
downloader = Downloader('./stockdata/test', date_start='2019-12-01', date_end='2019-12-31')
downloader.run()
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