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jisilu.py
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jisilu.py
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# -*-coding=utf-8-*-
__author__ = 'Rocky'
'''
http://30daydo.com
Contact: [email protected]
'''
import re
import time
import datetime
import requests
import pandas as pd
from settings import get_engine, llogger, is_holiday,get_mysql_conn
import six
from send_mail import sender_139
from sqlalchemy import VARCHAR
import os
engine = get_engine('db_jisilu')
logger = llogger('log/'+'jisilu.log')
# 爬取集思录 可转债的数据
class Jisilu(object):
def __init__(self):
self.check_holiday()
# py2
if six.PY2:
self.timestamp = long(time.time() * 1000)
else:
self.timestamp = int(time.time() * 1000)
self.headers = {
'User-Agent': 'User-Agent:Mozilla/5.0 (Windows NT 6.1; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/62.0.3202.94 Safari/537.36',
'X-Requested-With': 'XMLHttpRequest'}
self.url = 'https://www.jisilu.cn/data/cbnew/cb_list/?___jsl=LST___t={}'.format(self.timestamp)
self.pre_release_url = 'https://www.jisilu.cn/data/cbnew/pre_list/?___jsl=LST___t={}'.format(self.timestamp)
def check_holiday(self):
if is_holiday():
logger.info("Holidy")
exit(0)
else:
logger.info("Start")
def download(self, url, data, retry=5):
for i in range(retry):
try:
r = requests.post(url, headers=self.headers, data=data)
if not r.text or r.status_code != 200:
continue
else:
return r
except Exception as e:
logger.info(e)
sender_139('jisilu可转债', '异常信息>>>>{}'.format(e))
continue
return None
def current_data(self, adjust_no_use=True):
post_data = {
'btype': 'C',
'listed': 'Y',
'rp': '50',
'is_search': 'N',
}
js = self.download(self.url, data=post_data)
if not js:
return None
ret = js.json()
bond_list = ret.get('rows', {})
cell_list = []
for item in bond_list:
cell_list.append(pd.Series(item.get('cell')))
df = pd.DataFrame(cell_list)
# 下面的数据暂时不需要
if adjust_no_use:
# del df['active_fl']
# del df['adq_rating']
# del df['list_dt']
# del df['left_put_year']
# del df['owned']
# del df['put_dt']
# del df['real_force_redeem_price']
# del df['redeem_dt']
# del df['apply_cd']
# del df['force_redeem']
# del df['stock_id']
# del df['full_price']
# del df['pre_bond_id']
# del df['ytm_rt']
# del df['ytm_rt_tax']
# del df['repo_cd']
# del df['last_time']
# del df['pinyin']
# del df['put_real_days']
# del df['price_tips']
# del df['btype']
# del df['repo_valid']
# del df['repo_valid_to']
# del df['repo_valid_from']
# del df['repo_discount_rt']
# del df['adjust_tc']
# del df['cpn_desc']
# del df['market']
# del df['stock_net_value']
# 类型转换 部分含有%
df['premium_rt'] = df['premium_rt'].map(lambda x: float(x.replace('%', '')))
df['price'] = df['price'].astype('float64')
df['convert_price'] = df['convert_price'].astype('float64')
df['premium_rt'] = df['premium_rt'].astype('float64')
df['redeem_price'] = df['redeem_price'].astype('float64')
def convert_float(x):
try:
ret_float = float(x)
except:
ret_float = None
return ret_float
def convert_percent(x):
try:
ret = float(x) * 100
except:
ret = None
return ret
def remove_percent(x):
try:
ret = x.replace(r'%', '')
ret = float(ret)
except Exception as e:
ret = None
return ret
df['put_convert_price'] = df['put_convert_price'].map(convert_float)
df['sprice'] = df['sprice'].map(convert_float)
df['ration'] = df['ration'].map(convert_percent)
df['volume'] = df['volume'].map(convert_float)
df['convert_amt_ratio'] = df['convert_amt_ratio'].map(remove_percent)
df['ration_rt'] = df['ration_rt'].map(convert_float)
df['increase_rt']=df['increase_rt'].map(remove_percent)
df['sincrease_rt']=df['sincrease_rt'].map(remove_percent)
rename_columns = {'bond_id': '可转债代码', 'bond_nm': '可转债名称', 'price': '可转债价格', 'stock_nm': '正股名称',
'stock_cd': '正股代码',
'sprice': '正股现价',
'sincrease_rt': '正股涨跌幅',
'convert_price': '最新转股价', 'premium_rt': '溢价率', 'increase_rt': '可转债涨幅',
'put_convert_price': '回售触发价', 'convert_dt': '转股起始日',
'short_maturity_dt': '到期时间', 'volume': '成交额(万元)',
'redeem_price': '强赎价格', 'year_left': '剩余时间',
'next_put_dt': '回售起始日', 'rating_cd': '评级',
# 'issue_dt': '发行时间',
# 'redeem_tc': '强制赎回条款',
# 'adjust_tc': '下修条件',
'adjust_tip': '下修提示',
# 'put_tc': '回售',
'adj_cnt': '下调次数',
# 'ration':'已转股比例'
'convert_amt_ratio': '转债剩余占总市值比',
'curr_iss_amt': '剩余规模', 'orig_iss_amt': '发行规模',
'ration_rt': '股东配售率',
}
df = df.rename(columns=rename_columns)
df = df[list(rename_columns.values())]
df['更新日期'] = datetime.datetime.now().strftime('%Y-%m-%d %H:%M')
# dfx = df[['可转债代码', '可转债名称', '可转债涨幅', '可转债价格', '正股名称', '正股代码',
# '正股涨跌幅', '正股现价', '最新转股价', '溢价率', '评级',
# '转股起始日', '回售起始日', '回售触发价', '剩余时间',
# '更新日期']]
df = df.set_index('可转债代码', drop=True)
try:
df.to_sql('tb_jsl_{}'.format(datetime.datetime.now().strftime('%Y-%m-%d')), engine, if_exists='replace', dtype={'可转债代码': VARCHAR(10)})
engine2=get_engine('db_stock')
df.to_sql('tb_bond_jisilu'.format(datetime.datetime.now().strftime('%Y-%m-%d')), engine2, if_exists='replace', dtype={'可转债代码': VARCHAR(10)})
except Exception as e:
logger.info(e)
# 这个数据最好晚上10点执行
def history_data(self):
conn = get_mysql_conn('db_stock',local='local')
cursor = conn.cursor()
check_table = '''
create table if not exists tb_bond_release (
可转债代码 varchar(10),
可转债名称 varchar(10),
集思录建议 varchar(500),
包销比例 float(6,3),
中签率 float(6,3),
上市日期 varchar(20),
申购户数（万户） int,
单账户中签（顶格） float(6,3),
股东配售率 float(6,3),
评级 varchar(8),
现价比转股价 float(6,3),
抓取时间 datetime
);
'''
try:
cursor.execute(check_table)
conn.commit()
except Exception as e:
logger.error('创建数据库失败{}'.format(e))
post_data = {'cb_type_Y': 'Y',
'progress': '',
'rp': 22,
}
r = self.download(url=self.pre_release_url,data=post_data)
# print(r.json())
js_data = r.json()
rows = js_data.get('rows')
for items in rows:
item= items.get('cell')
single_draw = item.get('single_draw')
if single_draw:
jsl_advise_text = item.get('jsl_advise_text') # 集思录建议
underwriter_rt = self.convert_float(item.get('underwriter_rt')) # 包销比例
bond_nm = item.get('bond_nm')
lucky_draw_rt = self.convert_float(item.get('lucky_draw_rt')) # 中签率
if lucky_draw_rt:
lucky_draw_rt=lucky_draw_rt*100
list_date = item.get('list_date')
valid_apply = self.convert_float(item.get('valid_apply')) # 申购户数（万户）
single_draw = self.convert_float(item.get('single_draw')) # 单账户中签（顶格）
ration_rt = self.convert_float(item.get('ration_rt')) # 股东配售率
rating_cd = item.get('rating_cd') # 评级
bond_id = item.get('bond_id') # 可转债代码
pma_rt = self.convert_float(item.get('pma_rt')) # 现价比转股价
update_time = datetime.datetime.now()
check_exist = '''
select * from tb_bond_release where 可转债代码=%s
'''
try:
cursor.execute(check_exist,(bond_id))
except Exception as e:
logger.error('查询重复数据错误 {}'.format(e))
else:
ret = cursor.fetchall()
# 存在则更新
if ret:
check_update = '''
select * from tb_bond_release where 可转债代码=%s and 包销比例 is null
'''
try:
cursor.execute(check_update, (bond_id))
except Exception as e:
logger.error('查询重复数据错误 {}'.format(e))
else:
ret = cursor.fetchall()
if not ret:
continue
# 更新
else:
update_sql='''
update tb_bond_release set 包销比例=%s , 上市日期=%s ,抓取时间=%s where 可转债代码 = %s
'''
try:
update_v=(underwriter_rt,list_date,update_time,bond_id)
cursor.execute(update_sql,update_v)
conn.commit()
except Exception as e:
logger.error(e)
# 插入
else:
insert_sql = '''
insert into tb_bond_release (可转债代码 , 可转债名称 , 集思录建议 , 包销比例 , 中签率 ,上市日期 ,申购户数（万户）, 单账户中签（顶格）, 股东配售率 ,评级 , 现价比转股价,抓取时间)
values(%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s)
'''
v = (bond_id, bond_nm, jsl_advise_text, underwriter_rt, lucky_draw_rt, list_date, valid_apply,
single_draw, ration_rt, rating_cd, pma_rt, update_time)
try:
cursor.execute(insert_sql, v)
conn.commit()
except Exception as e:
logger.error(e)
conn.rollback()
def convert_float(self,x):
if not x:
return None
if '%' in x:
ration = 100
else:
ration =1
x = re.sub('%','',x)
try:
ret = float(x)*ration
except Exception as e:
logger.error('转换失败{}'.format(e))
ret = None
return ret
#
def main():
logger.info('Start')
obj = Jisilu()
obj.current_data()
# obj.history_data()
if __name__ == '__main__':
if is_holiday():
logger.info("Holidy")
# exit()
main()