标签:
沪深龙虎榜数据进一步处理,计算日后5日的涨跌幅
事前数据:
前面处理得到的csv文件
文件名前加入“[wait]”等待程序处理
python代码从雅虎股票历史数据api获取数据,计算后面5日的涨跌幅
雅虎数据api格式:
priceUrl = ‘http://table.finance.yahoo.com/table.csv?s={%1}&d={%2}&e={%3}&f={%4}&g=d&a={%5}&b={%6}&c={%7}&ignore=.csv‘
# %1:000001.sz
# END: %2:月-1 %3:日 %4:年
# STRAT: %5:月-1 %6:日 %7:年
事前数据截图:
计算后,再用excel的条件格式并另存为excel文件后截图:
代码:
1 #coding=utf-8 2 3 #读取‘[wait]‘开头的csv文件 4 #copyright @ WangXinsheng 5 #http://www.cnblogs.com/wangxinsheng/ 6 import os 7 import gzip 8 import re 9 import http.cookiejar 10 import urllib.request 11 import urllib.parse 12 import time 13 import datetime 14 15 def getOpener(head): 16 # deal with the Cookies 17 cj = http.cookiejar.CookieJar() 18 pro = urllib.request.HTTPCookieProcessor(cj) 19 opener = urllib.request.build_opener(pro) 20 header = [] 21 for key, value in head.items(): 22 elem = (key, value) 23 header.append(elem) 24 opener.addheaders = header 25 return opener 26 27 def ungzip(data): 28 try: # 尝试解压 29 print(‘正在解压.....‘) 30 data = gzip.decompress(data) 31 print(‘解压完毕!‘) 32 except: 33 print(‘未经压缩, 无需解压‘) 34 return data 35 36 #常量 37 header = { 38 #‘Connection‘: ‘Keep-Alive‘, 39 ‘Accept‘: ‘*/*‘, 40 ‘Accept-Language‘: ‘zh-CN,zh;q=0.8‘, 41 ‘User-Agent‘: ‘Mozilla/5.0 (Windows NT 6.2) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/40.0.2214.111 Safari/537.36‘, 42 ‘Accept-Encoding‘: ‘gzip, deflate‘, 43 ‘Host‘: ‘yahoo.com‘, 44 ‘Referer‘ : ‘http://www.yahoo.com‘ 45 } 46 priceUrl = ‘http://table.finance.yahoo.com/table.csv? 47 s={%1}&d={%2}&e={%3} 48 &f={%4}&g=d&a={%5}&b={%6}&c={%7}&ignore=.csv‘ 49 # %1:000001.sz 50 # END: %2:月-1 %3:日-1 %4:年 51 # STRAT: %5:月-1 %6:日 %7:年 52 53 54 path=r‘.‘ 55 files = os.listdir(path) 56 files.sort() 57 out=[] 58 59 for f in files: 60 if(f.startswith(‘[wait]‘) and 61 f.endswith(‘.csv‘)): 62 #读取文件 63 print(‘读取文件:‘+path+‘/‘+f) 64 65 f=open(path+‘/‘+f,‘rt‘) 66 infos = f.readlines() 67 f.close() 68 69 i = 0 70 add = False 71 for info in infos: 72 if(i==0): 73 i=i+1 74 info = info.replace(‘\n‘,‘‘)+‘,"一天后","二天后","三天后","四天后","五天后"\n‘ 75 out.append(info) 76 continue 77 elif(len(info.split(‘,‘))>9): 78 out.append(info) 79 continue 80 else: 81 #确认需要取的数据范围 82 tmp = info.split(‘,‘) 83 try: 84 timeArray = time.strptime(tmp[0], "%Y-%m-%d") 85 except: 86 timeArray = time.strptime(tmp[0], "%Y/%m/%d") 87 timeStamp = int(time.mktime(timeArray)) 88 fromDay = datetime.datetime.utcfromtimestamp(timeStamp) 89 fromDay = fromDay + datetime.timedelta(days = 1) 90 endDay = fromDay + datetime.timedelta(days = 15) 91 code = tmp[1].replace(‘"‘,‘‘).replace("‘","") 92 if(code.startswith(‘6‘)): 93 code = code +‘.ss‘ 94 else: 95 code = code +‘.sz‘ 96 url = priceUrl.replace(‘{%1}‘,code).replace(‘{%2}‘,str(endDay.month-1)) 97 url = url.replace(‘{%3}‘,str(endDay.day)).replace(‘{%4}‘,str(endDay.year)) 98 url = url.replace(‘{%5}‘,str(fromDay.month-1)).replace(‘{%6}‘,str(fromDay.day)) 99 url = url.replace(‘{%7}‘,str(fromDay.year)) 100 print(‘抓取URL: ‘+url) 101 102 #通过雅虎获取价格 103 dd = ‘‘ 104 try: 105 opener = getOpener(header) 106 op = opener.open(url) 107 data = op.read() 108 data = ungzip(data) 109 dd = data.decode() 110 except: 111 print(‘网络抓取失败‘) 112 out.append(info) 113 continue 114 #计算涨跌幅百分比 115 if(dd!=‘‘): 116 dataInfo = dd.split(‘\n‘) 117 j=0 118 dayCount = 0 119 startPrice = 0 120 for x in range(len(dataInfo)-1,0,-1): 121 #处理数据 122 if(dataInfo[x]==‘‘): 123 continue 124 #print(dataInfo[x]) 125 if(dayCount>5): 126 break 127 di = dataInfo[x] 128 if(dayCount==0): 129 startPrice = float(di.split(‘,‘)[4]) 130 elif(int(di.split(‘,‘)[5])!=0): 131 add = True 132 closeP = float(di.split(‘,‘)[4]) 133 info = info.replace(‘\n‘,‘‘)+‘,"‘+str(round((closeP-startPrice)/startPrice*100,2))+‘%[‘+str(closeP)+‘]"‘ 134 #print(info) 135 if(dayCount==0 or int(di.split(‘,‘)[5])!=0): 136 dayCount=dayCount+1 137 138 if(add): 139 out.append(info+‘\n‘) 140 #print(out) 141 continue 142 #输出 143 ff = open(path+‘/‘+f.name.replace(‘[wait]‘,‘[处理完了]‘),‘w‘) 144 for o in out: 145 ff.write(o) 146 ff.close() 147 print(‘处理完了\n文件地址:‘+path+‘/‘+f.name.replace(‘[wait]‘,‘[处理完了]‘)) 148 else: 149 continue
[python]沪深龙虎榜数据进一步处理,计算日后5日的涨跌幅
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原文地址:http://www.cnblogs.com/wangxinsheng/p/4854378.html