[python]沪深龙虎榜数据进一步处理，计算日后5日的涨跌幅

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('
','')+',"一天后","二天后","三天后","四天后","五天后"
'
 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('
')
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('
','')+',"'+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+'
')
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
文件地址：'+path+'/'+f.name.replace('[wait]','[处理完了]'))
148     else:
149         continue