Module: Tushare::Stock::Trading

Extended by:
Util
Defined in:
lib/tushare/stock/trading.rb

Class Method Summary collapse

Methods included from Util

_code_to_symbol, _write_console, _write_head, check_quarter, check_year, fetch_ftp_file, holiday?, trade_cal

Class Method Details

._get_index_url(index, code, qt) ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 542

def _get_index_url(index, code, qt)
  if index
    format(HIST_INDEX_URL, P_TYPE['http'], DOMAINS['vsf'], code, qt[0],
           qt[1])
  else
    format(HIST_FQ_URL, P_TYPE['http'], DOMAINS['vsf'], code, qt[0],
           qt[1])
  end
end

._get_k_data(url, dataflag = '', symbol = '', code = '', index = false, ktype = '') ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 481

def _get_k_data(url, dataflag = '', symbol = '', code = '', index = false, ktype = '')
  response = HTTParty.get(url)
  return [] if response.length < 100
  response = response.split('=')[1]
  response.gsub!(/,{"nd.*?}/, '')
  js = JSON.parse(response)
  dataflag = js['data'][symbol].keys.include?(dataflag) ? dataflag : TT_K_TYPE[ktype.upcase]
  return [] if js['data'][symbol][dataflag].length == 0
  data = []
  cols = KLINE_TT_COLS
  if (js['data'][symbol][dataflag][0].length) == 6
    cols = KLINE_TT_COLS_MINS
  end
  js['data'][symbol][dataflag].each do |datum|
    object = { 'code' => index ? symbol : code }
    datum.each_with_index do |v, i|
      if (cols[i] != 'date')
        object[cols[i]] = v.to_f
      else
        object[cols[i]] = v
      end
    end
    data.push(object)
  end
  data
end

._parse_fq_data(url, index) ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 527

def _parse_fq_data(url, index)
  html = Nokogiri::HTML(open(url), nil, 'gbk')
  columns = index ? HIST_FQ_COLS[0..7] : HIST_FQ_COLS
  result = []
  html.css('table#FundHoldSharesTable tr').drop(2).each do |tr|
    object = {}
    tr.css('td').each_with_index do |td, i|
      next if columns[i].nil?
      object[columns[i]] = td.text.strip
    end
    result << object
  end
  result
end

._parse_fq_factor(code, start_date, end_date) ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 508

def _parse_fq_factor(code, start_date, end_date)
  symbol = _code_to_symbol(code)
  url = format(HIST_FQ_FACTOR_URL, P_TYPE['http'], DOMAINS['vsf'],
               symbol)
  resp = HTTParty.get(url)
  string = resp.body[1..-2].gsub('{_', '{"')
                           .gsub!('total', '"total"')
                           .gsub!('data', '"data"')
                           .gsub!(':"', '":"')
                           .gsub!('",_', '","')
                           .tr!('_', '-')
  json = JSON.parse(string)
  result = []
  json['data'].each_pair do |key, value|
    result << { 'date' => key, 'factor' => value.to_f }
  end
  result.uniq { |object| object['date'] }
end

._parsing_dayprice_json(pageNum = 1) ⇒ Object

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# File 'lib/tushare/stock/trading.rb', line 572

def _parsing_dayprice_json(pageNum = 1)
  _write_console
  url = format(SINA_DAY_PRICE_URL, P_TYPE['http'], DOMAINS['vsf'], PAGES['jv'], pageNum)

  resp = HTTParty.get(url)
  if resp.code.to_s == '200'
    val = resp.body.encode('utf-8', 'gbk')
    return nil if val == 'null'
    hs   = eval(val)
    cols = DAY_TRADING_COLUMNS.clone
    cols.delete('symbol')
    hs.map { |x| t = {}; cols.each { |c| t[c.to_sym] = x[c.to_sym] };  t }

  else
    nil
  end
end

._random(n = 13) ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 597

def _random(n = 13)
  start_int = 10 ** (n - 1)
  end_int = (10 ** n) -1
  rand(start_int..end_int).to_s
end

._today_ticks(symbol, tdate, pageNo, ticks) ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 552

def _today_ticks(symbol, tdate, pageNo, ticks)
  url = format(TODAY_TICKS_URL, P_TYPE['http'], DOMAINS['vsf'], PAGES['t_ticks'], symbol, tdate, pageNo)
  doc = Nokogiri::HTML(open(url), nil, 'gbk')
  doc.css('table#datatbl > tbody > tr').each do |tr|
    items = []
    tr.children.each do |td|
      items << td.content.gsub(/\s+/, '').gsub('--', '0').gsub('%', '')
    end
    ticks << Hash[TODAY_TICK_COLUMNS.zip(items)] unless items.empty?
  end
end

.code_to_symbol(code) ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 590

def code_to_symbol(code)
  return INDEX_LIST[code] if INDEX_LABELS.include? code
  return '' if code.length != 6
  return "sh#{code}" if %w(5 6 9).include? code[0]
  return "sz#{code}"
end

.get_h_data(code, start_date = nil, end_date = nil, autype = 'qfq', index = false, drop_factor = true) ⇒ Object

获取历史复权数据Parameters

code:string

return

DataFrame
    date 


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# File 'lib/tushare/stock/trading.rb', line 273

def get_h_data(code, start_date = nil, end_date = nil, autype = 'qfq',
               index = false, drop_factor = true)
  start_date = if start_date.nil?
                 Date.today.prev_year
               else
                 Date.strptime(start_date, '%F')
               end
  end_date = if end_date.nil?
               Date.today
             else
               Date.strptime(end_date, '%F')
             end
  qs = start_date.step(end_date)
                 .map { |d| [d.year, (d.month + 2) / 3] }
                 .uniq
  _write_head
  result = _parse_fq_data(_get_index_url(index, code, qs[0]), index)
  if qs.length > 1
    1.upto(qs.length - 1).each do |i|
      _write_console
      result.concat _parse_fq_data(_get_index_url(index, code, qs[i]),
                                   index)
    end
  end
  return [] if result.empty?
  sorted_result = result.sort_by { |object| Date.strptime(object['date'], '%F') }
  last_date = sorted_result.last['date']
  result = result.uniq { |object| object['date'] }.select do |object|
    date = Date.strptime(object['date'], '%F')
    date >= start_date && date <= end_date
  end
  if index
    return result.sort_by { |object| Date.strptime(object['date'], '%F') }
  end
  # 判断复权
  if autype == 'hfq'
    result.map do |object|
      object.delete 'factor' if drop_factor
      %w(open high close low).each do |key|
        object[key] = object[key].to_f.round(2)
      end
    end
    if index
      return result.sort_by { |object| Date.strptime(object['date'], '%F') }
    end
    result
  elsif autype == 'qfq'
    result.map { |object| object.delete 'factor' } if drop_factor
    fq_factors = _parse_fq_factor(code, start_date, end_date)
    fq_factors.sort_by! { |object| Date.strptime(object['date'], '%F') }
    frow = fq_factors.select { |object| object['date'] == last_date }.first
    rt = get_realtime_quotes(code)
    return nil if rt.empty?
    pre_close = if rt.first['high'].to_f == 0 && rt.first['low'].to_f == 0
                  rt.first['pre_close'].to_f
                elsif holiday? Date.today
                  rt.first['price'].to_f
                elsif Time.now.hour > 9 && Time.now.hour < 18
                  rt.first['pre_close'].to_f
                else
                  rt.first['price'].to_f
                end
    rate = frow['factor'].to_f / pre_close
    result.each do |object|
      %w(open high low close).each do |key|
        object[key] = (object[key].to_f / rate).round(2)
      end
    end
    result.sort_by { |object| Date.strptime(object['date'], '%F') }
  else
    result.each do |object|
      %w(open high low close).each do |key|
        object[key] = (object[key].to_f / object['factor'].to_f).round(2)
      end
      object.delete 'factor' if drop_factor
    end
    result.sort_by { |object| Date.strptime(object['date'], '%F') }
  end
end

.get_hist_data(code, options = {}) ⇒ Object

获取个股历史交易记录

Parameters
------
  code:string
              


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# File 'lib/tushare/stock/trading.rb', line 25

def get_hist_data(code, options = {})

  symbol_code = _code_to_symbol(code)

  raise 'invalid code' if symbol_code == ''

  options = { start_date: '', end_date: '', ktype: 'D', ascending: false }.merge(options)

  if K_LABELS.include?(options[:ktype].upcase)
    url = format(DAY_PRICE_URL,
                 P_TYPE['http'],
                 DOMAINS['ifeng'],
                 K_TYPE[options[:ktype].upcase],
                 symbol_code)
  elsif K_MIN_LABELS.include?(options[:ktype])
    url = format(DAY_PRICE_MIN_URL,
                 P_TYPE['http'],
                 DOMAINS['ifeng'],
                 symbol_code,
                 options[:ktype])
  else
    raise 'ktype input error.'
  end

  cols = INDEX_LABELS.include?(code) ? INX_DAY_PRICE_COLUMNS : DAY_PRICE_COLUMNS

  resp = HTTParty.get(url)
  if resp.code.to_s == '200'
    records = JSON.parse(resp.body)['record']
    unless records.empty?
      cols = INX_DAY_PRICE_COLUMNS if records.first.size == 14

      records.reverse! if options[:ascending] == false
      if options[:start_date] != '' && options[:end_date] != ''
        records = records.select { |x| Time.parse(x[0]) <= Time.parse("#{options[:end_date]} 23:59") && Time.parse(x[0]) >= Time.parse("#{options[:start_date]} 00:00") }
      end

      records.map { |r| Hash[cols.zip(r)] }
    end
  else
    []
  end
end

.get_hists(symbols, start_date: '', end_date: '', ktype: 'D') ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 392

def get_hists(symbols, start_date: '', end_date: '', ktype: 'D')
  if  symbols.respond_to? :each
    result = []
    symbols.each do |symbol|
      data = get_hist_data(symbol, start_date: start_date,
                                   end_date: end_date,
                                   ktype: ktype)
      data.map { |object| object['code'] = symbol }
      result.concat data
    end
    result
  else
    nil
  end
end

.get_index ⇒ Object

获取大盘指数行情return

DataFrame
    code:


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# File 'lib/tushare/stock/trading.rb', line 367

def get_index
  url = format(INDEX_HQ_URL, P_TYPE['http'], DOMAINS['sinahq'])
  resp = HTTParty.get(url)
  string = resp.body.encode('utf-8', 'gbk')
               .delete('var hq_str_sh')
               .delete('var hq_str_sz')
               .delete('";')
               .delete('"')
               .tr!('=', ',')
  csv = CSV.new(string)
  result = []
  headers = INDEX_HEADER.split(',')
  csv.each do |row|
    object = {}
    row.each_with_index do |value, index|
      next unless INDEX_COLS.include? headers[index]
      object[headers[index]] = value
    end
    object['change'] = ((object['close'].to_f / object['preclose'].to_f - 1) * 100).round(2)
    object['amount'] = (object['amount'].to_f / 100_000_000).round(4)
    result << object
  end
  result
end

.get_k_data(code = nil, start_date = '', end_date = '', ktype = 'D', autype = 'qfq', index = false) ⇒ Object

获取k线数据

Parameters:

code:string

return

DataFrame
    date 


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# File 'lib/tushare/stock/trading.rb', line 437

def get_k_data(code = nil, start_date = '', end_date = '', ktype = 'D', autype = 'qfq', index = false)
  symbol = index ? INDEX_SYMBOL[code] : _code_to_symbol(code)
  dataflag = ''
  autype = autype.nil? ? '' : autype
  if !start_date.nil? && start_date != ''
    end_date = end_date.nil? || end_date == '' ? Date.today.strftime('%Y-%m-%d') : end_date
  end
  if K_LABELS.include?(ktype.upcase)
    fq = !autype.nil? ? autype : ''
    fq = '' if %w(1 5).include?(code[0]) || index
    kline = autype.nil? ? '' : 'fq'
    if (start_date.nil? || start_date == '') && (end_date.nil? || end_date == '')
      urls = [format(KLINE_TT_URL, P_TYPE['http'], DOMAINS['tt'], kline, fq, symbol, TT_K_TYPE[ktype.upcase], start_date, end_date, fq, _random(17))]
    else
      years = tt_dates(start_date, end_date)
      urls = []
      years.each do |year|
        urls.push(format(KLINE_TT_URL, P_TYPE['http'], DOMAINS['tt'], kline, "#{fq}#{year}", symbol, TT_K_TYPE[ktype.upcase], "#{year}-01-01", "#{year + 1}-12-31", fq, _random(17)))
      end
    end
    dataflag = format('%s%s', fq, TT_K_TYPE[ktype.upcase])
  elsif K_MIN_LABELS.include?(ktype)
    urls = [format(KLINE_TT_MIN_URL, P_TYPE['http'], DOMAINS['tt'], symbol, ktype, ktype, _random(16))]
    dataflag = format('m%s', ktype)
  else
    throw TypeError.new('ktype input error.')
  end
  data = []
  urls.each do |url|
    data = data.concat(_get_k_data(url, dataflag, symbol, code, index, ktype))
  end
  if !K_MIN_LABELS.include?(ktype) && (!start_date.nil? && start_date != '') && (!end_date.nil? && end_date != '') && !data.empty?
    start_date = Date.strptime(start_date, '%Y-%m-%d')
    end_date = Date.strptime(end_date, '%Y-%m-%d')
    data.select! do |datum|
      date = Date.strptime(datum['date'], '%Y-%m-%d')
      start_date <= date && date <= end_date
    end
  end
  data
end

.get_realtime_quotes(symbols = nil) ⇒ Object

获取实时交易数据 getting real time quotes data 用于跟踪交易情况（本次执行的结果-上一次执行的数据）Parameters

symbols : string, array-like object (list, tuple, Series).

return

DataFrame 


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# File 'lib/tushare/stock/trading.rb', line 229

def get_realtime_quotes(symbols = nil)
  symbols = [symbols] if symbols.is_a?(String)
  symbols_list = (symbols || []).map { |code| code_to_symbol(code) }
                                .join(',')
  url = format(LIVE_DATA_URL, P_TYPE['http'], DOMAINS['sinahq'],
               _random, symbols_list)
  resp = HTTParty.get(url)
  resp_string = resp.body.encode('utf-8', 'gbk')
  result = []
  resp_string.scan(/\="(.*)";/).each_with_index do |match_array, match_index|
    string = match_array.first
    object = { 'code' => symbols[match_index] }
    string.split(',').each_with_index do |s, index|
      next if LIVE_DATA_COLS[index] == 's'
      object[LIVE_DATA_COLS[index]] = s
    end
    result << object
  end
  result
end

.get_sina_dd(code, options = {}) ⇒ Object

”‘

    


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# File 'lib/tushare/stock/trading.rb', line 115

def get_sina_dd(code, options = {})
  return nil if code.nil? || code.size != 6
  symbol_code = _code_to_symbol(code)
  raise 'invalid code' if symbol_code == ''

  options = { date: Time.now.strftime('%Y-%m-%d'), vol: 400 }.merge(options)

  vol = options[:vol] * 100
  url = format(SINA_DD, P_TYPE['http'], DOMAINS['vsf'], PAGES['sinadd'], symbol_code, vol, options[:date])
  resp = HTTParty.get(url)
  if resp.code.to_s == '200'
    val = resp.body.encode('utf-8', 'gbk')
    CSV.new(val, headers: :first_row, encoding: 'utf-8', col_sep: ',').map do |a|
      fields = a.fields
      fields[0] = fields[0][2..-1]
      Hash[SINA_DD_COLS.zip(fields)]
    end
  else
    []
  end
end

.get_tick_data(code, date = '') ⇒ Object

”‘

    


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# File 'lib/tushare/stock/trading.rb', line 81

def get_tick_data(code, date = '')
  return nil if code.nil? || code.size != 6 || date == ''

  symbol_code = _code_to_symbol(code)

  raise 'invalid code' if symbol_code == ''

  url = format(TICK_PRICE_URL, P_TYPE['http'], DOMAINS['sf'], PAGES['dl'], date, symbol_code)

  resp = HTTParty.get(url)
  if resp.code.to_s == '200'
    tb_value = resp.body.encode('utf-8', 'gbk')
    CSV.new(tb_value, headers: :first_row, encoding: 'utf-8', col_sep: ' ').map { |a| Hash[TICK_COLUMNS.zip(a.fields)] }
  else
    []
  end
end

.get_today_all ⇒ Object

”‘

    


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# File 'lib/tushare/stock/trading.rb', line 181

def get_today_all
  _write_head
  all_data = []
  data = _parsing_dayprice_json(1)
  unless data.nil?
    all_data << data
    (2...PAGE_NUM[0]).each do |page|
      nd = _parsing_dayprice_json(page)
      all_data << nd unless nd.nil?
    end
    all_data.flatten!
  end
  all_data
end

.get_today_ticks(code) ⇒ Object

”‘

    


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# File 'lib/tushare/stock/trading.rb', line 151

def get_today_ticks(code)
  return nil if code.nil? || code.size != 6
  symbol_code = _code_to_symbol(code)
  raise 'invalid code' if symbol_code == ''

  all_ticks = []

  url = format(TODAY_TICKS_PAGE_URL, P_TYPE['http'], DOMAINS['vsf'], PAGES['jv'], Time.now.strftime('%Y-%m-%d'), symbol_code)
  resp = HTTParty.get(url)
  if resp.code.to_s == '200'
    val = eval(resp.body[1..-2])
    pages = val[:detailPages].sort { |x, y| x[:page] <=> y[:page] }
    date  = Time.now.strftime('%Y-%m-%d')
    _write_head
    pages.each do |page|
      _write_console
      _today_ticks(symbol_code, date, page[:page], all_ticks)
    end
    all_ticks
  else
    []
  end
end

.tt_dates(start_date = '', end_date = '') ⇒ Object 



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# File 'lib/tushare/stock/trading.rb', line 603

def tt_dates(start_date = '', end_date = '')
  start_year = start_date[0...4].to_i
  end_year = end_date[0...4].to_i
  (start_year..(end_year + 1)).step(2).to_a
end