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longhu_stock.py
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#!/usr/bin/python3
# -*- coding:utf-8 -*-
import pandas as pd
import numpy as np
import longhu_data
import requests
import json
import time
'''
龙虎榜腾讯接口
https://proxy.finance.qq.com/cgi/cgi-bin/longhubang/lhbDetail?&date=2021-04-21 列表,date参数为空表示最新
https://proxy.finance.qq.com/cgi/cgi-bin/longhubang/stockDetail?&stockCode=sz002241 明细
'''
# a = requests.get('https://proxy.finance.qq.com/cgi/cgi-bin/longhubang/stockDetail?&stockCode=sz002241',timeout=(10,5)).text
# print(json.loads(a)['data']['detail'])
# https://data.gtimg.cn/flashdata/hushen/daily/21/sz000750.js
#选股
def xuangu():
date = '2021-04-23' #确定日期，一般是当天或者最近的一个交易日，当天一般下午4点半之后龙虎榜会更新，所以晚上运行程序选股票比较好
youzi = longhu_data.data
dict_stock = {}
list_stock = []
data = requests.get('https://proxy.finance.qq.com/cgi/cgi-bin/longhubang/lhbDetail?&date=%s'%date,timeout=(10,5)).text
for i in json.loads(data)['data']['all']:
if i[0] in list_stock:
continue
list_stock.append(i[0])
if float(i[4]) > 9.0: #只有涨停票才算
share = requests.get('https://proxy.finance.qq.com/cgi/cgi-bin/longhubang/stockDetail?&stockCode=%s'%i[0],timeout=(10,5)).text
for j in json.loads(share)['data']['detail']:
if j['date'] == date:
buy = j['buy']
sell = j['sell']
n = 0
mai = 0
for m in buy:
if '专用' in m[1]:
n = n+1
mai = mai + m[2]
elif m[1] in list(youzi.keys()):
n = n+1
mai = mai + m[2]
else:
pass
if n >= 2:
for g in sell:
if '专用' in g[1]:
n = n-1
elif g[1] in list(youzi.keys()):
n = n-1
if n >= 2:
if mai/sum([q[2] for q in buy]) >= 0.6:
print(mai)
# print(json.loads(share)['data']['detail'][:2])
# print(json.loads(share)['data']['stockCode'],json.loads(share)['data']['stockName'])
print(json.loads(share)['data']['stockCode'],n)
dict_stock[json.loads(share)['data']['stockCode']] = {'attention':n}
print(json.loads(share)['data']['stockName'],'完成')
time.sleep(0.5)
print(dict_stock)
#回测
def huice():
dict_stock = {}
times = requests.get('https://data.gtimg.cn/flashdata/hushen/daily/21/sh000001.js',timeout=(10,5)).text #这里只是通过这个接口获取21年的交易日
times = times.split('\\n\\\n')[1:-1]
for t in times[:-6]:
date_y = t.split(' ')[0]
date = '20'+date_y[:2]+'-'+date_y[2:4]+'-'+date_y[4:]
youzi = longhu_data.data
list_stock = []
data = requests.get('https://proxy.finance.qq.com/cgi/cgi-bin/longhubang/lhbDetail?&date=%s'%date,timeout=(10,5)).text
for i in json.loads(data)['data']['all']:
if i[0] in list_stock:
continue
list_stock.append(i[0])
if float(i[4]) > 9.0: #只有涨停票才算
m = 0
while True:
if m == 5:
break
try:
share = requests.get('https://proxy.finance.qq.com/cgi/cgi-bin/longhubang/stockDetail?&stockCode=%s'%i[0],timeout=(10,5)).text
break
except:
m = m+1
print('网络错误，正在重试')
time.sleep(1)
continue
if m ==5:
continue
for j in json.loads(share)['data']['detail']:
if j['date'] == date:
buy = j['buy']
sell = j['sell']
n = 0
mai = 0
for m in buy:
if '专用' in m[1]:
n = n+1
mai = mai + m[2]
elif m[1] in list(youzi.keys()):
n = n+1
mai = mai + m[2]
else:
pass
if n >= 2:
for g in sell:
if '专用' in g[1]:
n = n-1
elif g[1] in list(youzi.keys()):
n = n-1
if n >= 2:
if mai/sum([q[2] for q in buy]) >= 0.6:
profit = requests.get('https://data.gtimg.cn/flashdata/hushen/daily/21/%s.js'%json.loads(share)['data']['stockCode'],timeout=(10,5)).text
profit = profit.split('\\n\\\n')[1:-1]
for p in range(len(profit)-6):
list_p = profit[p].split(' ')
if list_p[0] == date_y:
open_buy = float(profit[p+1].split(' ')[1])
high_sell = max([float(profit[p+2].split(' ')[3]),float(profit[p+3].split(' ')[3]),float(profit[p+4].split(' ')[3]),float(profit[p+5].split(' ')[3])])
yingli = str(round((high_sell - open_buy)*100/open_buy,2)) + '%'
# print('#####################开盘买入价：',open_buy,'#####################卖出价',high_sell,'#####################')
dict_stock[json.loads(share)['data']['stockCode']+':'+date] = {'attention':n,'t':date,'p':yingli}
print(json.loads(share)['data']['stockCode']+':'+date,yingli,n)
print(json.loads(share)['data']['stockName'],'完成',date)
time.sleep(0.2)
print(dict_stock)
print('负收益：',len([i['p'] for i in list(dict_stock.values()) if i['p'][0]=='-']))
print('正收益：',len([i['p'] for i in list(dict_stock.values()) if i['p'][0]!='-']))
print('最高收益：',max([float(i['p'][:-1]) for i in list(dict_stock.values()) if i['p'][0]!='-']),'%')
print('最低收益：',min([float(i['p'][:-1]) for i in list(dict_stock.values()) if i['p'][0]=='-']),'%')
print('平均收益：',sum([float(i['p'][:-1]) for i in list(dict_stock.values())])/len(dict_stock),'%')
print('成功率：',len([i['p'] for i in list(dict_stock.values()) if i['p'][0]!='-'])*100/len(dict_stock),'%')
print('以上回测数据为2021年至今，回测买卖周期为5个交易日，即以周为单位的短线投资')
# xuangu()
# huice()