"""
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历史K线管理
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"""
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import copy
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import datetime
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import os
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import threading
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import constant
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from code_attribute import gpcode_manager
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from huaxin_client import l1_subscript_codes_manager
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from log_module.log import logger_debug
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from third_data import history_k_data_util
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from third_data.history_k_data_util import HistoryKDatasUtils
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from utils import tool, init_data_util
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def update_history_k_bars():
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"""
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更新历史K线
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@return: 此次更新的数量
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"""
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def update(codes_):
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for code in codes_:
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try:
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datas = init_data_util.get_volumns_by_code(code, 150)
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if datas:
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HistoryKDataManager().save_history_bars(code, datas[0]['bob'].strftime("%Y-%m-%d"), datas)
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except Exception as e:
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logger_debug.exception(e)
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latest_trading_date = history_k_data_util.get_k_bar_dead_date()
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# 刷新目标代码的自由流通量
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codes_sh, codes_sz = l1_subscript_codes_manager.get_codes(False)
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codes = set()
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if codes_sh:
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for code_byte in codes_sh:
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codes.add(code_byte.decode())
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for code_byte in codes_sz:
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codes.add(code_byte.decode())
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# 获取已经更新的数据
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codes_record = HistoryKDataManager().get_history_bars_codes(latest_trading_date)
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codes = codes - codes_record
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threading.Thread(target=lambda: update(codes), daemon=True).start()
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return len(codes)
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def re_set_price_pres(codes, force=False):
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# 通过历史数据缓存获取
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# 获取上一个交易日
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day = HistoryKDatasUtils.get_previous_trading_date_cache(tool.get_now_date_str())
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not_codes = []
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for code in codes:
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if not tool.is_can_buy_code(code):
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continue
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pre_close = HistoryKDataManager().get_pre_close(code, day)
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if pre_close is not None:
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gpcode_manager.CodePrePriceManager.set_price_pre(code, pre_close, force)
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else:
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not_codes.append(code)
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if not_codes:
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init_data_util.re_set_price_pres(not_codes, force)
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class HistoryKDataManager:
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__instance = None
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__db = 0
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__history_k_day_datas = {}
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(HistoryKDataManager, cls).__new__(cls, *args, **kwargs)
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cls.__load_data()
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return cls.__instance
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@classmethod
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def __load_data(cls):
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pass
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def __get_cache_dir(self):
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"""
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获取缓存路径
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@return:
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"""
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dir_path = f"{constant.get_path_prefix()}/datas/k_bars"
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if not os.path.exists(dir_path):
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os.makedirs(dir_path)
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return dir_path
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def __del_outdate_datas(self, code):
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dir_path = self.__get_cache_dir()
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datas = []
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for root, dirs, files in os.walk(dir_path):
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for file in files:
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# 输出文件的绝对路径
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if file.find(code) < 0:
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continue
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path_ = os.path.join(root, file)
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day = file.split("_")[0]
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datas.append((day, path_))
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# 保存最新的一条数据
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if datas:
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datas.sort(key=lambda x: int(x[0].replace("-", "")), reverse=True)
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datas = datas[1:]
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for d in datas:
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os.remove(d[1])
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def save_history_bars(self, code, day, datas, force=False):
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"""
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保存历史K线
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@param code: 代码
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@param day: K线最新的日期（取datas最新一条数据的日期）
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@param datas: 数据
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@return:
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"""
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cache_dir = self.__get_cache_dir()
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file_name = f"{day}_{code}.txt"
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path_str = f"{cache_dir}/{file_name}"
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if os.path.exists(path_str) and not force:
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return
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if day not in self.__history_k_day_datas:
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self.__history_k_day_datas[day] = {}
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if datas:
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self.__history_k_day_datas[day][code] = datas
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# 将日期格式化
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fdatas = []
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for d in datas:
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dd = copy.deepcopy(d)
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for k in dd:
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if type(dd[k]) == datetime.datetime:
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dd[k] = dd[k].strftime("%Y-%m-%d %H:%M:%S")
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fdatas.append(dd)
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with open(path_str, encoding="utf-8", mode='w') as f:
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f.write(f"{fdatas}")
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self.__del_outdate_datas(code)
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def get_history_bars(self, code, day):
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"""
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获取历史K线
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@param code:
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@param day:
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@return:
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"""
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if day in self.__history_k_day_datas and code in self.__history_k_day_datas[day]:
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return self.__history_k_day_datas[day][code]
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cache_dir = self.__get_cache_dir()
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file_name = f"{day}_{code}.txt"
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path_str = f"{cache_dir}/{file_name}"
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if not os.path.exists(path_str):
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return None
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with open(path_str, encoding="utf-8", mode='r') as f:
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line = f.readline()
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if line:
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datas = eval(line)
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# 将日期格式转为datetime
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for d in datas:
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for k in d:
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if type(d[k]) == str and d[k].find("-") > 0 and d[k].find(":") > 0 and d[k].find(" ") > 0:
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d[k] = datetime.datetime.strptime(d[k], "%Y-%m-%d %H:%M:%S")
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return datas
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return None
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def load_data(self):
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"""
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加载数据
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@param day:
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@return:
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"""
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day = HistoryKDatasUtils.get_previous_trading_date_cache(tool.get_now_date_str())
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cache_dir = self.__get_cache_dir()
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if not os.path.exists(cache_dir):
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return
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fs = os.listdir(cache_dir)
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for f in fs:
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if f.find(day) < 0:
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continue
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with open(os.path.join(cache_dir, f), mode='r', encoding='utf-8') as fs:
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line = fs.readline()
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if line:
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datas = eval(line)
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# 将日期格式转为datetime
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for d in datas:
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for k in d:
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if type(d[k]) == str and d[k].find("-") > 0 and d[k].find(":") > 0 and d[k].find(" ") > 0:
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d[k] = datetime.datetime.strptime(d[k], "%Y-%m-%d %H:%M:%S")
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if datas:
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if day not in self.__history_k_day_datas:
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self.__history_k_day_datas[day] = {}
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self.__history_k_day_datas[day][datas[0]['sec_id']] = datas
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def get_pre_close(self, code, day):
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"""
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获取之前的收盘价
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@param code:
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@param day:
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@return:
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"""
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if day in self.__history_k_day_datas and code in self.__history_k_day_datas[day]:
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return self.__history_k_day_datas[day][code][0]["close"]
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return None
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def get_history_bars_codes(self, day):
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"""
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获取某一天的历史K线的代码数据
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@param day:
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@return: 代码集合
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"""
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dir_path = self.__get_cache_dir()
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codes = set()
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for root, dirs, files in os.walk(dir_path):
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for file in files:
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# 输出文件的绝对路径
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if file.find(day) >= 0:
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codes.add(file.split("_")[1][:6])
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return codes
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if __name__ == "__main__":
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print(HistoryKDataManager().get_history_bars_codes("2024-12-31"))
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