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wind_crawl.py 29.44 KB
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# -*- encoding=utf-8 -*-
from WindPy import *
import datetime
import os
import copy
import paramiko
import base64
import configparser
import time
config = configparser.ConfigParser()
config.read('wind.ini')
HOST = config['FTP']['host']
PORT = int(config['FTP']['port'])
USER = config['FTP']['user']
PASSWORD = config['FTP']['password']
TIMEOUT = int(config['FTP']['timeout'])
LOCAL_PATH = config['FTP']['local_path']
SERVER_PATH = config['FTP']['server_path']
WIND_USERNAME = config['WIND']['username']
WIND_PASSWORD = config['WIND']['password']
log_file = config['LOG']['log_file']
class FtpUtil:
def __init__(self, host, port, user, passwd, timeout=10):
self.server_path = ''
self.local_path = ''
_ = paramiko.Transport((host, port))
_.banner_timeout = timeout
_.connect(username=user, password=passwd)
self.sftp = paramiko.SFTPClient.from_transport(_)
def set_server_path(self, p):
self.server_path = p
def set_local_path(self, p):
self.local_path = p
def download(self, fname):
server_path = self.server_path + '/' + fname
local_path = os.path.join(self.local_path,fname)
self.sftp.get(server_path, local_path)
def downloads(self, l):
for item in l:
self.download(item)
def upload(self, fname):
server_path = self.server_path + '/' + fname
local_path = os.path.join(self.local_path,fname)
self.sftp.put(local_path, server_path)
def log(msg):
timestamp = time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(time.time()))
thread_name = threading.current_thread().getName()
f = open(log_file, 'a')
f.write('[' + timestamp + '][' + thread_name + ']' + msg + '\n')
f.close()
fields_config = {
"stock": {
"type": "stock",
"fields":"windcode,sec_name,volume,amt,turn,open,high,low,pre_close",
"output": "WDPYTHON_STOCK_YYYYMMDD.txt",
"len": 9
},
"fund":{
"type": "fund",
"fields": "windcode,fund_fullname,name_official,fund_type,nav,fund_navcur,nav_acc,fund_benchmark",
"output": "WDPYTHON_FUND_YYYYMMDD.txt",
"len": 8
},
"bond":{
"type": "bond",
"fields": "windcode,fullname,sec_name,exch_city,windl1type,windl2type,chinabondl1type,chinabondl2type,shclearl1type,yield_cnbd,net_cnbd,dirty_cnbd,yield_csi1,net_csi1,dirty_csi1",
"output": "WDPYTHON_BOND_YYYYMMDD.txt",
"len": 15
},
"rating": {
"type": "rating",
"fields": "windcode,issuerupdated,comp_name,registernumber,organizationcode,trade_code,amount,rate_latest,rate_changesofrating,rate_style,latestissurercreditrating,latestissurercreditratingdate,latestissurercreditratingtype",
"output": "WDPYTHON_BOND_RATING_YYYYMMDD.txt",
"len":13
},
"house": {
"type": "house",
"codes": 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"cities": [{'code': '110100', 'name': '北京'}, {'code': '120100', 'name': '天津'}, {'code': '130100', 'name': '石家庄'}, {'code': '140100', 'name': '太原'}, {'code': '150100', 'name': '呼和浩特'}, {'code': '210100', 'name': '沈阳'}, {'code': '210200', 'name': '大连'}, {'code': '220100', 'name': '长春'}, {'code': '230100', 'name': '哈尔滨'}, {'code': '310100', 'name': '上海'}, {'code': '320100', 'name': '南京'}, {'code': '330100', 'name': '杭州'}, {'code': '330200', 'name': '宁波'}, {'code': '340100', 'name': '合肥'}, {'code': '350100', 'name': '福州'}, {'code': '350200', 'name': '厦门'}, {'code': '360100', 'name': '南昌'}, {'code': '370100', 'name': '济南'}, {'code': '370200', 'name': '青岛'}, {'code': '410100', 'name': '郑州'}, {'code': '420100', 'name': '武汉'}, {'code': '430100', 'name': '长沙'}, {'code': '440100', 'name': '广州'}, {'code': '440300', 'name': '深圳'}, {'code': '450100', 'name': '南宁'}, {'code': '460100', 'name': '海口'}, {'code': '510100', 'name': '成都'}, {'code': '520100', 'name': '贵阳'}, {'code': '530100', 'name': '昆明'}, {'code': '500100', 'name': '重庆'}, {'code': '610100', 'name': '西安'}, {'code': '620100', 'name': '兰州'}, {'code': '630100', 'name': '西宁'}, {'code': '640100', 'name': '银川'}, {'code': '650100', 'name': '乌鲁木齐'}, {'code': '130200', 'name': '唐山'}, {'code': '130300', 'name': '秦皇岛'}, {'code': '150200', 'name': '包头'}, {'code': '210600', 'name': '丹东'}, {'code': '210700', 'name': '锦州'}, {'code': '220200', 'name': '吉林'}, {'code': '231000', 'name': '牡丹江'}, {'code': '320200', 'name': '无 锡'}, {'code': '321000', 'name': '扬州'}, {'code': '320300', 'name': '徐州'}, {'code': '330300', 'name': '温州'}, {'code': '330700', 'name': '金华'}, {'code': '340300', 'name': '蚌埠'}, {'code': '340800', 'name': '安庆'}, {'code': '350500', 'name': '泉州'}, {'code': '360400', 'name': '九江'}, {'code': '360700', 'name': '赣州'}, {'code': '370600', 'name': '烟台'}, {'code': '370800', 'name': '济宁'}, {'code': '410300', 'name': '洛阳'}, {'code': '410400', 'name': '平顶山'}, {'code': '420500', 'name': '宜昌'}, {'code': '420600', 'name': '襄阳'}, {'code': '430600', 'name': '岳阳'}, {'code': '430700', 'name': '常德'}, {'code': '441300', 'name': '惠州'}, {'code': '440800', 'name': '湛江'}, {'code': '440200', 'name': '韶关'}, {'code': '450300', 'name': '桂林'}, {'code': '450500', 'name': '北海'}, {'code': '460200', 'name': '三亚'}, {'code': '510500', 'name': '泸州'}, {'code': '511300', 'name': '南充'}, {'code': '520300', 'name': '遵义'}, {'code': '532900', 'name': '大理'}],
"output": "WDPYTHON_HOUSE_YYYYMMDD.txt"
}
}
'''
['S0147356', 'S0147425'] -- 90平以下新建住宅当月同比
['S0147426', 'S0147495'] -- 90平以下新建住宅环比
['S0147496', 'S0147565'] -- 90平以下新建住宅定基
['S0147566', 'S0147635'] -- 90~144平新建住宅当月同比
['S0147636', 'S0147705'] -- 90~144平新建住宅环比
['S0147706', 'S0147775'] -- 90~144平新建住宅定基
['S0147776', 'S0147845'] -- 144平以上新建住宅当月同比
['S0147846', 'S0147915'] -- 144平以上新建住宅环比
['S0147916', 'S0147985'] -- 144平以上新建住宅定基
['S0148056', 'S0148125'] -- 90平以下二手房当月同比
['S0148126', 'S0148195'] -- 90平以下二手房环比
['S0148196', 'S0148265'] -- 90平以下二手房定基
['S0148266', 'S0148335'] -- 90~144平二手房当月同比
['S0148336', 'S0148405'] -- 90~144平二手房环比
['S0148406', 'S0148475'] -- 90~144平二手房定基
['S0148476', 'S0148545'] -- 144平以上二手房当月同比
['S0148546', 'S0148615'] -- 144平以上二手房环比
['S0148616', 'S0148685'] -- 144平以上二手房定基
'''
def exec_m_house(exec_date):
codes = ','.join(fields_config['house']['codes'])
date = datetime.datetime.strptime(exec_date, '%Y%m%d').strftime('%Y-%m-%d')
try_times = 0
ret = None
while True:
try_times = try_times + 1
log('第{}次尝试获取edb数据'.format(str(try_times)))
ret = w.edb(codes, date, date,"Fill=Previous")
if ret.ErrorCode == 0:
break
time.sleep(5)
if try_times >= 5:
log('获取edb数据异常,请联系管理员')
break
data = ret.Data[0]
cities_new = copy.deepcopy(fields_config['house']['cities'])
cities_old = copy.deepcopy(fields_config['house']['cities'])
output_name = fields_config['house']['output'].replace('YYYYMMDD', exec_date)
for i in range(70):
cities_new[i]['90_tongbi'] = data[i]
cities_new[i]['90_huanbi'] = data[i+70]
cities_new[i]['90_dingji'] = data[i+140]
cities_new[i]['90_144_tongbi'] = data[i+210]
cities_new[i]['90_144_huanbi'] = data[i+280]
cities_new[i]['90_144_dingji'] = data[i+350]
cities_new[i]['144_tongbi'] = data[i+420]
cities_new[i]['144_huanbi'] = data[i+490]
cities_new[i]['144_dingji'] = data[i+560]
cities_old[i]['90_tongbi'] = data[i+630]
cities_old[i]['90_huanbi'] = data[i+700]
cities_old[i]['90_dingji'] = data[i+770]
cities_old[i]['90_144_tongbi'] = data[i+840]
cities_old[i]['90_144_huanbi'] = data[i+910]
cities_old[i]['90_144_dingji'] = data[i+980]
cities_old[i]['144_tongbi'] = data[i+1050]
cities_old[i]['144_huanbi'] = data[i+1120]
cities_old[i]['144_dingji'] = data[i+1190]
# 最终待写入数据
rows = []
for city in cities_new:
row = [exec_date, city['code'], '100500',
str(city['90_tongbi']), str(city['90_144_tongbi']), str(city['144_tongbi']),
str(city['90_huanbi']), str(city['90_144_huanbi']), str(city['144_huanbi']),
str(city['90_dingji']), str(city['90_144_dingji']), str(city['144_dingji'])]
rows.append('|'.join(row))
for city in cities_old:
row = [exec_date, city['code'], '100100',
str(city['90_tongbi']), str(city['90_144_tongbi']), str(city['144_tongbi']),
str(city['90_huanbi']), str(city['90_144_huanbi']), str(city['144_huanbi']),
str(city['90_dingji']), str(city['90_144_dingji']), str(city['144_dingji'])]
rows.append('|'.join(row))
write_file(output_name, rows)
'''
调用wind接口获取耵市数据
'''
def exec_m_data(exec_date):
input_list = get_input(exec_date)
if input_list == None:
log('exec_m_data input is None')
return
for key in input_list.keys():
t = input_list[key]['type']
codes = input_list[key]['codes']
date = input_list[key]['date']
fields = fields_config[key]['fields']
fields_len = fields_config[key]['len']
output_name = fields_config[key]['output'].replace('YYYYMMDD', exec_date)
try_times = 0
ret = None
while True:
try_times = try_times + 1
log('第{}次尝试获取wss数据'.format(str(try_times)))
ret = w.wss(codes, fields, options='tradeDate={};credibility=1'.format(date))
if ret.ErrorCode == 0:
break
time.sleep(5)
if try_times >= 5:
log('获取wss数据异常,请联系管理员')
break
data = ret.Data
data_converted = data_convert(date, data)
write_file(output_name, data_converted)
time.sleep(4)
'''
抓取债券信用评级数据
'''
def exec_rating_data(date):
# 要抓取的债券列表
codes = get_input_rating_codes(date)
if codes == '' or codes == None:
log('exec_rating_data input is empty')
return
# 信用评级的相关字段
fields = fields_config['rating']['fields']
# 调用wind接口
try_times = 0
ret = None
while True:
try_times = try_times + 1
log('第{}次尝试获取edb数据'.format(str(try_times)))
ret = w.wss(codes, fields)
if ret.ErrorCode == 0:
break
time.sleep(5)
if try_times >= 5:
log('获取edb数据异常,请联系管理员')
break
data = ret.Data
#数据转换
data_converted = data_convert(date, data)
#将记录写入文件
output_name = fields_config['rating']['output'].replace('YYYYMMDD', date)
write_file(output_name, data_converted)
'''
数据格式转换公共方法
'''
def data_convert(date, data):
# 记录数
row_len = len(data[0])
# 每条记录的字段数
fields_len = len(data)
# 转换后的数据
rows = []
for i in range(row_len):
row = []
row.append(date)
for j in range(fields_len):
value = data[j][i]
if value == None:value = ''
if isinstance(value, float) or isinstance(value, int):
value = str(round(value,6))
if isinstance(value, datetime.datetime):
try:
value = value.strftime('%y%m%d')
except:
value = '19000101'
value = value.replace('|', '')
row.append(value)
if row[1] == '':
log('skip blank code')
continue
log('|'.join(row))
rows.append('|'.join(row))
return rows
'''
将记录写入文件
'''
def write_file(output_name, rows):
local_abs_path = os.path.join(LOCAL_PATH, output_name)
if os.path.exists(local_abs_path):
timestamp = datetime.datetime.now().strftime('%y%m%d%I%M%S')
os.rename(local_abs_path, os.path.join(local_path, 'bak_' + output_name + '_' + timestamp))
f = open(local_abs_path, 'a')
for line in rows:
log(line)
line += '\n'
f.write(line)
f.close()
'''
读取配置文件获债券信用评级的输入证券列表
'''
def get_input_rating_codes(date):
fname = os.path.join(LOCAL_PATH, "RWMS_BONDLIST_YYYYMMDD.txt".replace('YYYYMMDD', date))
if not os.path.exists(fname):
raise FileNotFoundError('未找到文件')
codes = [code2wincode(x.strip(), 'bond') for x in open(fname).readlines() if x.strip() != '']
return codes
'''
读取配置文件获取耵市数据的输入证券列表
'''
def get_input(date):
fname = os.path.join(LOCAL_PATH, "CMS_MARK_TO_MARKET_YYYYMMDD.txt".replace('YYYYMMDD', date))
if not os.path.exists(fname):
raise FileNotFoundError('未找到配置文件')
input_list = [x.strip().split('|') for x in open(fname).readlines() if x.strip() != '']
ret = {}
ret['stock'] = {}
ret['stock']['type'] = 'stock'
ret['stock']['codes'] = []
ret['stock']['date'] = ''
ret['fund'] = {}
ret['fund']['type'] = 'fund'
ret['fund']['codes'] = []
ret['fund']['date'] = ''
ret['bond'] = {}
ret['bond']['type'] = 'bond'
ret['bond']['codes'] = []
ret['bond']['date'] = ''
for item in input_list:
#todo: 根据item[0],item[1]进行转换
wincode = code2wincode(item[1], item[0])
#ret[item[0]]['codes'].append(item[1])
ret[item[0]]['codes'].append(wincode)
ret[item[0]]['date'] = item[2]
ret['stock']['codes'] = ','.join(ret['stock']['codes'])
ret['fund']['codes'] = ','.join(ret['fund']['codes'])
ret['bond']['codes'] = ','.join(ret['bond']['codes'])
return ret
'''
将不带后缀的证券编码根据类型转换为带后缀的证券编码
举例: 1111111 --> 111111.SH
'''
def code2wincode(code, t):
if code.find('.') >= 0:
return code
elif t == 'stock':
return w.htocode(code, "stocka").Data[0][0]
elif t == 'bond':
return w.htocode(code, "bond").Data[0][0]
elif t == 'fund':
return w.htocode(code, "fund").Data[0][0]
def main(date):
# 下载输入文件
util = FtpUtil(HOST, PORT, USER, PASSWORD, TIMEOUT)
util.set_local_path(LOCAL_PATH)
util.set_server_path(SERVER_PATH)
files = ['CMS_MARK_TO_MARKET_YYYYMMDD.txt', 'RWMS_BONDLIST_YYYYMMDD.txt']
files = [x.replace('YYYYMMDD', date) for x in files]
util.downloads(files)
# 抓取耵市数据
exec_m_data(date)
# 抓取债券评级数据
exec_rating_data(date)
# 抓取房地产数据
exec_m_house(date)
# 上传输出文件
list = ['WDPYTHON_BOND_YYYYMMDD.txt',
'WDPYTHON_BOND_RATING_YYYYMMDD.txt',
'WDPYTHON_FUND_YYYYMMDD.txt',
'WDPYTHON_HOUSE_YYYYMMDD.txt',
'WDPYTHON_STOCK_YYYYMMDD.txt',]
list = [ x.replace('YYYYMMDD', date) for x in list]
for item in list:
abs_local_path = os.path.join(LOCAL_PATH, item)
if not os.path.exists(abs_local_path):
log('{0} not created,please check.'.format(abs_local_path))
continue
util.upload(item)
if __name__ == '__main__':
date = datetime.datetime.today().strftime("%Y%m%d")
if len(sys.argv) == 2:
date = sys.argv[1].strip()
print(date)
log(date)
username = str(base64.b64decode(WIND_USERNAME), 'UTF-8')
password = str(base64.b64decode(WIND_PASSWORD), 'UTF-8')
w.start(username=username, password=password)
time.sleep(5)
main(date)
#w.close()
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https://gitee.com/cjb/python-learn.git
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python-learn
python-learn
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