import pandas as pd
import numpy as np
import baostock as bs
import requests
from datetime import datetime, timedelta
import time
# import talib as ta
#使用quant()函数替换
class GP:
def __init__(self):
self.login()
def login(self):
bs.login()
def logout(self):
bs.logout()
def get_history(self,gp_type,code,end_date=False,start_date=False,days=14):
if not end_date:
end_date=datetime.now().strftime("%Y-%m-%d")
if not start_date:
start_date=(datetime.strptime(end_date, "%Y-%m-%d") - timedelta(days)).strftime("%Y-%m-%d")
rs = bs.query_history_k_data_plus(
code=gp_type+"."+str(code),
fields="code,date,open,high,low,close,volume,adjustflag", # 要获取的字段（手动指定，Akshare 自动返回全字段）
start_date=start_date, # 日期格式：必须带横杠（Akshare 可无）
end_date=end_date,
frequency="d", # 周期：d=日线（和 Akshare 的 period="daily" 对应）
adjustflag="2" # 复权：2=前复权（对应 Akshare 的 adjust="qfq"）
)
# 3. 转为DataFrame（核心步骤）
df = rs.get_data()
df = df.replace("", 0) # 把所有空字符串变成 0
# 4. 数据类型转换（避免数值以字符串显示）
df = df.astype({
"code":str,
"open": float,
"high": float,
"low": float,
"close": float,
"volume": float,
"adjustflag": int # 复权标识转整数
})
return df
#股票代码数据
def gp_code(self,code):
str_code=str(code)
if str_code[0] in ['0','1','2','3']:
gp_type='sz'
elif str_code[0] in ['5','6','9']:
gp_type='sh'
elif str_code[0] in ['4','8']:
gp_type='bj'
else:
return False
return [gp_type,str_code]
#当日股票
def get_today(self,gp_type,code):
str_code=str(code)
url="https://qt.gtimg.cn/q="
url=url+gp_type+str_code
headers = {
'User-Agent': "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/133.0.0.0 Safari/537.36"
}
res=requests.get(url,headers=headers)
if res.status_code==200:
if len(res.content)>30:
reb = res.content.decode("gbk")
reb = reb.replace("~~~", "~").replace("~~", "~")
vsx = reb.split('~')
return [
{
"code":gp_type+"."+str_code,
"date":datetime.now().strftime("%Y-%m-%d"),
"open": float(vsx[5]),
"high": float(vsx[32]),
"low": float(vsx[33]),
"close": float(vsx[3]),
"volume": float(vsx[6])*100,
"adjustflag": 2 # 复权标识转整数 统一baostock
},
{
"name":vsx[1],
'money':vsx[42]
}
]
return False
def gupiao(self,gp_type,gp_code,days=180):
#获得最近180天的交易 包括今天 解决baostock 没有今日数据
if datetime.now().strftime('%H:%M')<"17:30":
ma=self.get_today(gp_type,gp_code)
if ma:
if int(ma[0]['volume']) != 0:
df=self.get_history(gp_type,gp_code,days=days)
df = pd.concat([df, pd.DataFrame([ma[0]])], ignore_index=True)
return df
return False
else:
print("user 17:30",gp_type,gp_code)
return self.get_history(gp_type,gp_code,days=days)
def quant(self,df):
#处理量化指标
#VOL MA
df['vol_ma5']=df["volume"].rolling(window=5).mean()
df['vol_ma10']=df["volume"].rolling(window=10).mean()
df['vol_ma20']=df["volume"].rolling(window=20).mean()
df['vol_ma60']=df["volume"].rolling(window=60).mean()
#MA
df['ma5']=df["close"].rolling(window=5).mean()
df['ma10']=df["close"].rolling(window=10).mean()
df['ma20']=df["close"].rolling(window=20).mean()
df['ma60']=df["close"].rolling(window=60).mean()
#ATR
df['hl']=df['high']-df['low']
df['hc']=abs(df['high']-df['close'].shift(1))
df['lc']=abs(df['low']-df['close'].shift(1))
df['tr']=df[['hl','hc','lc']].abs().max(axis=1) #axis=1行计算
df['atr'] = df['tr'].ewm(span=14, adjust=False).mean()
#RSI 14 6
df['delta']=df['close'].diff()
df['gain']=df['delta'].where(df['delta']>0,0)
df['loss']=-df['delta'].where(df['delta']<0,0)
df['avg_gain(14)']=df['gain'].rolling(14).mean()
df['avg_loss(14)']=df['loss'].rolling(14).mean()
df['avg_loss(14)'] = df['avg_loss(14)'].replace(0, 1e-6)
df['rs(14)']=df['avg_gain(14)']/df['avg_loss(14)']
df['rsi(14)']=100-(100/(1+df['rs(14)']))
df['avg_gain(6)']=df['gain'].rolling(6).mean()
df['avg_loss(6)']=df['loss'].rolling(6).mean()
df['avg_loss(6)'] = df['avg_loss(6)'].replace(0, 1e-6)
df['rs(6)']=df['avg_gain(6)']/df['avg_loss(6)']
df['rsi(6)']=100-(100/(1+df['rs(6)']))
#成交 MA5
df['money_ma5']=df['ma5']*df['vol_ma5']
#阳 1 阴 0
df['status']=np.where((df['close']-df['open'])>0,1,0)
return df
#1 10收盘价接近10日最高点 10
# df.iloc[-1]['close']>(8*(df['high'].iloc[-10:].max()-df['high'].iloc[-10:].min())/10+df['high'].iloc[-10:].min())
# #2 收盘价大于MA5 10
# df.iloc[-1]['close']>df.iloc[-1]['ma5']
# #3 今日MA5>昨日MA5 10
# df.iloc[-1]['ma5']>df.iloc[-2]['ma5']
# #4 今日ATR在最近20个交易日内ATR排序 10
# atrr=(df['atr'].iloc[-20:]<df['atr'].iloc[-1]).sum()/20
# atrr>0.2 and atrr<0.8
# #5 平均成交额大于2亿 10
# df.iloc[-1]['money_ma5']>200000000
# #6 RSI 6小于70 10
# df.iloc[-1]['rsi(6)']<70
# df.iloc[-1]['rsi(6)']>30
# #7 收盘价大于MA20 10
# df.iloc[-1]['close']>df.iloc[-1]['ma20']
# #8 今日MA20>昨日MA20 10
# df.iloc[-1]['ma20']>df.iloc[-2]['ma20']
# #9 20日新高点 10
# df.iloc[-1]['high'] > df['high'].iloc[-20:-1].max()
# #10 量价指标 -100 -10 5 15
# p=df.iloc[-1]['close']-df.iloc[-2]['close']
# v=df.iloc[-1]['volume']/df['volume'].iloc[-20:].mean()
#p>0 2>v>1.5 +15
#p>0 v>1 +5
#p>0 v<1 -10 缩量
#p<0 v>2 -100 恐慌抛售
#p<=0 v<1 0 横盘
def score_def(df):
score=0
score_list=[]
atrr=(df['atr'].iloc[-20:]<df['atr'].iloc[-1]).sum()/20
p=df.iloc[-1]['close']-df.iloc[-2]['close']
v=df.iloc[-1]['volume']/df['volume'].iloc[-20:].mean()
if df.iloc[-1]['close']>(8*(df['high'].iloc[-10:].max()-df['high'].iloc[-10:].min())/10+df['high'].iloc[-10:].min()):
score=score+10
score_list.append("收盘价接近10日最高点 +10")
if df.iloc[-1]['close']>df.iloc[-1]['ma5']:
score=score+10
score_list.append("收盘价大于MA5 +10")
if df.iloc[-1]['ma5']>df.iloc[-2]['ma5']:
score=score+10
score_list.append("今日MA5>昨日MA5 +10")
if atrr>0.2 and atrr<0.8:
score=score+10
score_list.append("ATR在20日区间位置位于中部 +10")
if df.iloc[-1]['money_ma5']>200000000:
score=score+10
score_list.append("平均成交额大于2亿 +10")
if df.iloc[-1]['rsi(6)']<70 and df.iloc[-1]['rsi(6)']>30:
score=score+10
score_list.append("RSI6小于70大于30 +10")
if df.iloc[-1]['close']>df.iloc[-1]['ma20']:
score=score+10
score_list.append("收盘价大于MA20 +10")
if df.iloc[-1]['ma20']>df.iloc[-2]['ma20']:
score=score+10
score_list.append("今日MA20>昨日MA20 +10")
if df.iloc[-1]['high'] > df['high'].iloc[-20:-1].max():
score=score+10
score_list.append("20日新高点 +10")
if p > 0: # 上涨
if v > 1.5:
score += 15
score_list.append("健康上涨 +15")
elif v >= 1: # 1 <= v <= 1.5
score += 5
score_list.append("温和放量 +5")
else: # v < 1
score -= 10
score_list.append("缩量背离 -10")
else: # p <= 0 下跌或平盘
if v >= 2:
score -= 20
score_list.append("恐慌下跌 -20")
elif v >= 1: # 1 <= v < 2
score -= 10
score_list.append("放量下跌 -10")
else: # v < 1
score += 0
score_list.append("缩量整理 0")
return [score,score_list,df.iloc[-1].to_dict(),df.iloc[-5:].to_dict('records')]
# gp=GP()
# co=gp.gp_code('601515')
# df=gp.gupiao(co[0],co[1],days=60)
# gp.logout()
# df=gp.quant(df)
# for i in range(10):
# print(score_def(df))
# df=df.drop(df.index[-1])from gp import GP
import pandas as pd
import time
gp=GP()
df=pd.read_csv('all.csv',dtype={'code':str})
for index,row in df.iterrows():
c=time.time()
df=gp.gupiao(row['exchange'],row['code'],days=60)
df.to_csv("csv/"+row['code']+".csv")
print("已完成",row['exchange'],row['code'],"耗时",time.time()-c)
time.sleep(1)
csv文件循环
import numpy as np
import pandas as pd
from pathlib import Path
from gp import GP,score_def
import json
import time
csv_dir = Path("./csv")
gp=GP()
c=time.time()
f=open("20260326.jsonl",'w')
csv_files=list(csv_dir.glob("*.csv"))
for csv_one in csv_files:
df=pd.read_csv(csv_one)
df=gp.quant(df)
vv=score_def(df)
if vv[0]>60:
print(vv[0],vv[2]['code'])
f.write(json.dumps(vv, ensure_ascii=False)+'\n')
else:
# print('NONE')
pass
f.close()
print('DONE',time.time()-c)花费113秒处理全部JSON文件
import json
with open("20260326.jsonl",'r',encoding='utf8') as f:
for line in f:
e=json.loads(line)
print('-'*40)
print(e[0])
print(e[1])
print(e[2])
print(e[3])
print('-'*40)
