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108 lines
4.6 KiB
108 lines
4.6 KiB
import sys
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import json
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import pandas as pd
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import tushare as ts
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import os
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from tqdm import tqdm
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import time
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import random
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class DataClean(object):
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def __init__(self, end_date="20120101"):
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const_path = sys.path[0].replace("\\clean_data", "")
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f = open(const_path + "\\const.json", "r", encoding="utf8")
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self.consts = json.loads(f.read())
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self.end_date = end_date
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self.tushare_token = self.consts["tushare"]["token"]
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self.day_line_file_prefix = self.consts["day_line_file_prefix"]["netease"]
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self.COUNT_INVALID_DATA = 0
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self.COUNT_INVALID_CODE = 0
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# 处理单只股票
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def handle_one(self, code):
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# handled = self.is_handled(code)
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# if handled: return
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try:
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df = pd.read_csv("%s%s.csv" % (self.day_line_file_prefix, code), encoding="gbk", error_bad_lines=False)
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except:
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print("ERROR While Opening Code %s" % code )
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return
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newData = pd.DataFrame([],columns=df.columns)
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codeInfo = pd.Series([])
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for index,row in df.iterrows():
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if row['日期'] < self.end_date: continue
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flag = True # 标记是否有效
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new_row = row
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# 遍历行中的每一项
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for i,val in row.items():
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if val == "None" or val == "NaN" or (val == 0 and (i[:2] != '涨跌')):
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flag = False
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if codeInfo.empty:
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try:
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codeInfo = pd.read_csv("%s%s.csv"%(self.consts['day_line_file_prefix']['tushare'], code), encoding="gbk")
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except:
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print("打开tushare %s失败" % code)
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invalid_date = "".join(row['日期'].split("-"))
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try:
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tushare_row = codeInfo.loc[codeInfo['trade_date']==invalid_date]
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except:
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tushare_row = pd.Series([])
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if not tushare_row.empty: # tushare 有这一天的数据
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new_row = pd.Series([
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row['日期'], # 日期
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row['股票代码'], # 股票代码
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row['名称'], # 名称
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tushare_row['close'], # 收盘价
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tushare_row['high'], # 最高价
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tushare_row['low'], # 最低价
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tushare_row['open'], # 开盘价
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tushare_row['prev_close'], # 前收盘
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tushare_row['change'], # 涨跌额
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tushare_row['pct_chg'], # 涨跌幅
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0, # 换手率
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tushare_row['vol'], # 成交量
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tushare_row['amount'], # 成交额
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row['总市值'], # 总市值
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row['流通市值'], # 流通市值
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], columns=df.columns)
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newData.loc[len(newData.index)] = new_row
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break # 该行以发现无效数据， 整行处理， 不继续遍历改行的剩余元素
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if (not flag):
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# print("[%s.csv] 在 [%s] 数据无效;" % (code, row['日期']))
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self.COUNT_INVALID_DATA += 1 # 埋点，统计无效的数据数量
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else:
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newData.loc[len(newData.index)] = row
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if not codeInfo.empty: self.COUNT_INVALID_CODE+=1 # 埋点，统计无效的股票数量
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newData.to_csv('%s%s.csv'%(self.consts['day_line_file_prefix']['netease_clean'], code), encoding="gbk")
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def handle_all(self):
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time_start = time.time()
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file_list = os.listdir(self.day_line_file_prefix)
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file_count = len(file_list)
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for i in tqdm(range(file_count)):
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file = file_list[i]
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code = file[0:6]
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self.handle_one(code)
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# time.sleep(1)
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print("无效的数据数量：", self.COUNT_INVALID_DATA)
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print("有无效数据的股票数量：", self.COUNT_INVALID_CODE)
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time_end = time.time()
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time_c= time_end - time_start #运行所花时间
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print('time cost: %s Seconds' % time_c)
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def is_handled(self, code):
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try:
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df = pd.read_csv('%snew\\%s.csv'%(self.consts['day_line_file_prefix']['netease_clean'], code), encoding="gbk")
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return True
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except:
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return False
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if __name__ == "__main__":
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data_clean = DataClean()
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# data_clean.handle_one('000503')
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data_clean.handle_all()
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