Files
backtrader/venv/Lib/site-packages/tushare/stock/minsdata.py
2026-01-17 21:21:30 +08:00

87 lines
2.4 KiB
Python

# -*- coding:utf-8 -*-
import tushare as ts
import pandas as pd
import random
from multiprocessing.dummy import Pool as ThreadPool
class TsData(object):
def __init__(self):
self.url = 'http://file.tushare.org/tsdata/symbols.csv'
self.stocks = self._get_data()
self.cons = None #self._get_cons()
self.data = pd.DataFrame()
def _get_data(self):
df = pd.read_csv(self.url,
dtype={'symbol': object})
return list(df['symbol'].values)
def _get_cons(self):
con1 = ts.get_apis()
con2 = ts.get_apis()
con3 = ts.get_apis()
con4 = ts.get_apis()
con5 = ts.get_apis()
return [con1, con2, con3, con4, con5]
def _get_server(self):
random.shuffle(self.cons)
return self.cons[0]
def _data(self, symbol, start_date='', end_date=''):
try:
conn = self._get_server()
df = ts.bar(symbol, conn=conn, freq='5min')
df = df.reset_index(inplace=True)
df = df[['datetime', 'open', 'close', 'high', 'low', 'volume', 'code']]
self.data = self.data.append(df, ignore_index=True)
return df
except:
return None
def _get_k_data(self, symbol):
try:
df = ts.get_k_data(symbol, ktype='5')
df = df[['date', 'open', 'close', 'high', 'low', 'volume', 'code']]
df.columns = ['datetime', 'open', 'close', 'high', 'low', 'volume', 'code']
return df
except:
return None
def get_m_data(self, symbols):
print(symbols)
df = self._get_k_data(symbols)
if df is None:
if self.cons is None:
self.cons = self._get_cons()
df = self._data(symbols)
self.data = self.data.append(df, ignore_index=True)
def get_data(self, symbols=None):
if symbols is None:
stocks = self._get_data()
pool = ThreadPool(600)
pool.map(self.get_m_data, stocks)
if self.cons is not None:
for con in self.cons:
ts.close_apis(con)
return self.data
if __name__ == '__main__':
api = TsData()
df = api.get_data()
print(df)