from pyecharts import options as opts # 全局、系列配置 from pyecharts.charts import Bar, Grid, Line # 柱形图 from pyecharts.globals import ThemeType # 主题风格 from pyecharts.charts import Kline, Line, Bar, Gauge, Pie, Scatter, TreeMap # K线图、线形图、柱状图、仪表盘、饼图、散点图、矩形树图 from pyecharts.charts import Grid, Tab # 组合组件、分页组件 from pyecharts.components import Table # 表格组件 import time # 时间模块 import pandas as pd # Pandas模块 import numpy as np # Numpy模块 from sqlalchemy import create_engine # 数据引擎模块 conn = create_engine('mysql+pymysql://root:[email protected]:3306/quant_db?charset=utf8') # 创建引擎 ########################################################################################################################################################## # 统计数据 # 上证指数 sql01 = ''' SELECT trade_date, -- 交易日期 `open`, -- 开盘价 high, -- 最高价 low, -- 最低价 `close`, -- 收盘价 pct_chg -- 涨跌幅 FROM stock_daily WHERE ts_code = '000001.SH' ''' # 深证指数 sql02 = ''' SELECT trade_date, -- 交易日期 `open`, -- 开盘价 high, -- 最高价 low, -- 最低价 `close`, -- 收盘价 pct_chg -- 涨跌幅 FROM stock_daily WHERE ts_code = '399001.SZ' ''' # 创业板指 sql03 = ''' SELECT trade_date, -- 交易日期 `open`, -- 开盘价 high, -- 最高价 low, -- 最低价 `close`, -- 收盘价 pct_chg -- 涨跌幅 FROM stock_daily WHERE ts_code = '399006.SZ' ''' # shibor sql04 = ''' SELECT date, -- 交易日期 `on` -- shibor利率 FROM shibor ''' # 全市场成交额 sql05 = ''' SELECT trade_date, -- 交易日期 SUM(amount)/100000000 AS 'amount' -- 成交总额,亿 FROM stock_daily WHERE ts_code NOT IN ('000001.SH','399001.SZ','399006.SZ') GROUP BY trade_date ''' # 全市场竞价总额 sql06 = ''' SELECT date, -- 交易日期 sum(money)/100000000 AS money -- 竞价总额,亿 FROM call_auction GROUP BY date ''' # 北向资金 sql07 = ''' SELECT trade_date, -- 交易日期 hgt/100, -- 沪股通,亿 sgt/100, -- 深股通,亿 north_money/100 -- 北向资金,亿 FROM hsgt_moneyflow ''' # 大单流向 sql08 = ''' SELECT trade_date, -- 交易日期 SUM(buy_md_amount-sell_md_amount)/1000, -- 中单净额/亿 SUM(buy_lg_amount-sell_lg_amount)/1000, -- 大单净额/亿 SUM(buy_elg_amount-sell_elg_amount)/1000, -- 超大单净额/亿 SUM(net_mf_amount)/1000 -- 资金净额/亿 FROM stock_moneyflow GROUP BY trade_date ''' # 游资资金流向 sql09 = ''' SELECT date, -- 交易日期 SUM(CASE WHEN (youziicon=1 AND direction='buy') THEN buy ELSE 0 END)/100000000 AS 'yxb', -- 一线游资买入,亿 SUM(CASE WHEN (youziicon=2 AND direction='buy') THEN buy ELSE 0 END)/100000000 AS 'djb', -- 顶级游资买入,亿 SUM(CASE WHEN (youziicon=1 AND direction='buy') THEN buy ELSE 0 END)/100000000 AS 'zmb', -- 知名游资买入,亿 SUM(CASE WHEN (dname='机构专用' AND direction='buy') THEN buy ELSE 0 END)/100000000 AS 'jgb', -- 机构买入,亿 SUM(CASE WHEN (dname LIKE '%股通专用' AND direction='buy') THEN buy ELSE 0 END)/100000000 AS 'wzb', -- 外资买入,亿 SUM(CASE WHEN (youziicon=1 AND direction='sell') THEN sell ELSE 0 END)/100000000 AS 'yxs', -- 一线游资卖出,亿 SUM(CASE WHEN (youziicon=2 AND direction='sell') THEN sell ELSE 0 END)/100000000 AS 'djs', -- 顶级游资卖出,亿 SUM(CASE WHEN (youziicon=1 AND direction='sell') THEN sell ELSE 0 END)/100000000 AS 'zms', -- 知名游资卖出,亿 SUM(CASE WHEN (dname='机构专用' AND direction='sell') THEN sell ELSE 0 END)/100000000 AS 'jgs', -- 机构卖出,亿 SUM(CASE WHEN (dname LIKE '%股通专用' AND direction='sell') THEN sell ELSE 0 END)/100000000 AS 'wzs' -- 外资卖出,亿 FROM lhb_list GROUP BY date ''' # 市场情绪 sql10 = ''' SELECT t1.trade_date, -- 交易日期 t1.zt_fd_amount/100000000, -- 涨停封单/亿 t2.dt_fd_amount/100000000, -- 跌停封单/亿 t3.1b, -- 1板 t3.2b, -- 2板 t3.3b, -- 3板 t3.4b, -- 4板 t3.gdb, -- 高度板 t4.dr, -- 大肉股 t4.dm, -- 大面股 t5.szd5, -- 涨幅大于5% t5.xdd5, -- 跌幅大于5% t6.zrzt, -- 自然涨停 t6.ztzb, -- 自然跌停 t6.szjs, -- 上涨家数 t6.xdjs, -- 下跌家数 t6.zt, -- 涨停家数 t6.dt, -- 跌停家数 t6.zbl, -- 炸板率 t6.cgl, -- 昨日打板成功率 t6.yll -- 昨日打板盈利率 FROM -- 涨停封单金额 (SELECT trade_date,sum(fd_amount) AS 'zt_fd_amount' FROM limit_stock_list WHERE `limit` = 'U' GROUP BY trade_date) t1 LEFT JOIN -- 跌停封单金额 (SELECT trade_date,sum(fd_amount) AS 'dt_fd_amount' FROM limit_stock_list WHERE `limit` = 'D' GROUP BY trade_date) t2 ON t1.trade_date=t2.trade_date LEFT JOIN -- 一字板,2板,3板以上,高度板 (SELECT date,COUNT(DISTINCT CASE WHEN lbc = 1 THEN `code` ELSE 0 END ) AS '1b',COUNT(DISTINCT CASE WHEN lbc = 2 THEN `code` ELSE 0 END ) AS '2b',COUNT(DISTINCT CASE WHEN lbc = 3 THEN `code` ELSE 0 END ) AS '3b',COUNT(DISTINCT CASE WHEN lbc = 4 THEN `code` ELSE 0 END ) AS '4b',COUNT(DISTINCT CASE WHEN lbc > 4 THEN `code` ELSE 0 END ) AS 'gdb' FROM limit_stock_lbc GROUP BY date) t3 ON t1.trade_date=t3.date LEFT JOIN -- 大肉股,大面股 (SELECT trade_date,COUNT(DISTINCT CASE WHEN ((`close`-`open`)/`open`)>=0.12 THEN ts_code ELSE 0 END) AS 'dr',COUNT(DISTINCT CASE WHEN ((`close`-`open`)/`open`)<-0.12 THEN ts_code ELSE 0 END) AS 'dm' FROM stock_daily GROUP BY trade_date) t4 ON t1.trade_date=t4.trade_date LEFT JOIN -- 涨幅5%以上,跌幅5%以上 (SELECT trade_date,COUNT(DISTINCT CASE WHEN pct_chg >= 5 THEN ts_code ELSE 0 END) AS 'szd5',COUNT(DISTINCT CASE WHEN pct_chg <=- 5 THEN ts_code ELSE 0 END) AS 'xdd5' FROM stock_daily GROUP BY trade_date) t5 ON t1.trade_date=t5.trade_date LEFT JOIN -- 自然涨停,涨停炸板,上涨家数,下跌家数,涨停家数,跌停家数,炸板率,昨日打板成功率,昨日打板盈利率 (SELECT `day`,zrzt, ztzb, szjs, xdjs, zt, dt, zbl, cgl, yll FROM scqx) t6 ON t1.trade_date=t6.`day` ORDER BY t1.trade_date DESC ''' # 异动统计 sql11 = ''' SELECT t1.`code`, -- 股票代码 t1.`name`, -- 股票名称 COUNT(CASE WHEN (chg_type IN ('8201', '8202', '8193', '4', '32', '64', '8207', '8209', '8211', '8213', '8215')) THEN t1.`code` ELSE 0 END) AS 'now_df', -- 当天多方异动统计 COUNT(CASE WHEN (chg_type IN ('8204', '8203', '8194', '8', '16', '128', '8208', '8210', '8212', '8214', '8216')) THEN t1.`code` ELSE 0 END) AS 'now_kf', -- 当天空方异动统计 t2.thrity_df, -- 近30日多方异动统计 t2.thrity_kf -- 近30日空方异动统计 FROM stock_change t1 LEFT JOIN ( SELECT `code`, -- 近30日多方异动统计 COUNT(CASE WHEN (chg_type IN ('8201', '8202', '8193', '4', '32', '64', '8207', '8209', '8211', '8213', '8215')) THEN `code` ELSE 0 END)AS 'thrity_df', -- 近30日空方异动统计 COUNT(CASE WHEN (chg_type IN ('8204', '8203', '8194', '8', '16', '128', '8208', '8210', '8212', '8214', '8216')) THEN `code` ELSE 0 END)AS 'thrity_kf' FROM stock_change WHERE date(chg_time) BETWEEN date_SUB(date(NOW()), INTERVAL 30 DAY ) AND date(NOW()) GROUP BY `code` ) t2 ON t1.`code` = t2.`code` WHERE date(chg_time) = date(now()) GROUP BY `code` ''' ########################################################################################################################################################## # 公共数据 # 所属板块 sql13 = ''' SELECT ts_code, -- 股票代码 industry -- 所属行业 FROM stock_basic ''' # 所属概念 sql14 = ''' SELECT ts_code, -- 股票代码 GROUP_CONCAT(concept_name) AS 'concept_name' -- 所属概念 FROM concept_detail GROUP BY ts_code ''' ########################################################################################################################################################## # 明细数据 # 主力净额 sql15 = ''' SELECT t1.trade_date, -- 交易日期 t1.ts_code, -- 股票代码 t3.stk_name, -- 股票名称 t1.`close`, -- 股票价格 t1.pct_chg, -- 涨跌幅 t1.amount/100000 AS 'amount', -- 成交额,亿 t2.net_mf_amount/10000 AS 'net_mf_amount' -- 主力金额,亿 FROM stock_daily t1 LEFT JOIN stock_moneyflow t2 ON t1.ts_code = t2.ts_code AND t1.trade_date = t2.trade_date WHERE t1.ts_code NOT IN ('000001.SH', '399001.SZ', '399006.SZ') AND t1.trade_date = date(NOW()) ORDER BY net_mf_amount DESC ''' # 持股低于5%所有流通股市值 sql16 = ''' SELECT t1.trade_date, -- 交易日期 t1.ts_code, -- 股票代码 t2.stk_name, -- 股票名称 (t1.float_share * 10000- t2.cir_num)/100000000 AS 'flow_share' -- 持股低于5%自有流通股市值,亿 FROM stock_daily_basic t1 LEFT JOIN flow_holder t2 ON t1.ts_code = t2.stk_code WHERE t1.trade_date = date(now()) ''' # 北向资金排行榜明细 sql17 = ''' SELECT t1.date, -- 交易日期 t1.`code`, -- 股票代码 t1.sharesz / 100000000 AS sharesz, -- 今日持股市值,亿 t1.sharesz_chg_one / 100000000 AS sharesz_chg_one, -- 今日增持市值,亿 t2.thrity_sharesz_chg_one / 100000000 AS thrity_sharesz_chg_one -- 近30日增持市值,亿 FROM hsgt_detail t1 LEFT JOIN ( SELECT `code`, SUM( sharesz_chg_one ) AS thrity_sharesz_chg_one FROM hsgt_detail WHERE date BETWEEN date_SUB(date(NOW()), INTERVAL 30 DAY ) AND date(NOW()) GROUP BY `code` ) t2 ON t1.`code` = t2.`code` WHERE date = ( SELECT DISTINCT date FROM hsgt_detail ORDER BY date DESC LIMIT 1, 1 ) ''' # 异动明细 sql18 = ''' SELECT (case when time(chg_time) between '09:00:00' and '10:00:00' then '09:00-10:00' when time(chg_time) between '10:00:00' and '10:30:00' then '10:00-10:30' when time(chg_time) between '10:30:00' and '11:00:00' then '10:30-11:00' when time(chg_time) between '11:00:00' and '11:30:00' then '11:00-11:30' when time(chg_time) between '13:00:00' and '13:30:00' then '13:00-13:30' when time(chg_time) between '13:30:00' and '14:00:00' then '13:30-14:00' when time(chg_time) between '14:00:00' and '14:30:00' then '14:00-14:30' when time(chg_time) between '14:30:00' and '15:00:00' then '14:30-15:00' else 0 end) as 'chg_time', -- 时间区间 t1.`code`, -- 股票代码 t1.`name`, -- 股票名称 COUNT(CASE WHEN (t1.chg_type IN ('8201', '8202', '8193', '4', '32', '64', '8207', '8209', '8211', '8213', '8215')) THEN t1.`code` ELSE 0 END) AS 'now_df', -- 当天多方异动统计 COUNT(CASE WHEN (t1.chg_type IN ('8204', '8203', '8194', '8', '16', '128', '8208', '8210', '8212', '8214', '8216')) THEN t1.`code` ELSE 0 END) AS 'now_kf' -- 当天空方异动统计 FROM stock_change t1 LEFT JOIN change_type t2 ON t1.chg_type = t2.chg_type WHERE date(chg_time)='20200706' GROUP BY chg_time,`code` ''' # 涨停板明细 sql19 = ''' SELECT t1.ts_code, -- 股票代码 t1.`close`, -- 股票价格 t1.pct_chg, -- 涨跌幅 t1.fd_amount/10000, -- 封单金额,万 t1.last_time, -- 最后一次涨停时间 t1.open_times, -- 封单次数 t2.lbc -- 连板数 FROM limit_stock_list t1 LEFT JOIN limit_stock_lbc t2 ON t1.trade_date = t2.date AND t1.ts_code = t2.CODE WHERE t1.trade_date = NOW() AND t1.`limit` = 'U' ''' # 龙虎榜明细 sql19 = ''' SELECT t1.`code`, -- 股票代码 t2.`name`, -- 股票名称 (CASE WHEN youziicon = 1 THEN '一线游资' WHEN youziicon = 2 THEN '顶级游资' WHEN youziicon = 1 THEN '知名游资' WHEN youziicon = 0 AND ( dname = '机构专用' ) THEN '机构' WHEN youziicon = 0 AND ( dname LIKE '%股通专用' ) THEN '外资' ELSE '其他' END) AS 'fund_type', -- 资金类型 groupicon, -- 资金标签 buy/10000 AS 'buy', -- 买入金额,万 sell/10000 AS 'sell' -- 卖出金额,万 FROM lhb_list t1 LEFT JOIN hot_concept t2 ON t1.date=t2.date AND t1.`code`=t2.`code` WHERE t1.date = date(now()) AND buy>=50000000 GROUP BY t1.`code` ''' # 竞价明细 sql20 = ''' SELECT `code`, -- 股票代码 money/10000 AS money -- 竞价总额,万 FROM `call_auction` WHERE date = date(now()) ''' ########################################################################################################################################################## # 图形绘制 data01 = pd.read_sql(sql01,conn) # 1、上证涨跌幅 bar01 = ( Bar(init_opts=opts.InitOpts(theme=ThemeType.DARK)) .add_xaxis(list(data01['trade_date'])) .add_yaxis("涨跌幅", list(data01['pct_chg'])) .set_global_opts(title_opts=opts.TitleOpts(title="上证涨跌幅")) .render("gauge.html") ) # 2、上证指数 line02 = ( Line(init_opts=opts.InitOpts(theme=ThemeType.DARK)) .add_xaxis(list(data01['trade_date'])) .add_yaxis("上证指数", list(data01['close'])) .set_global_opts( yaxis_opts=opts.AxisOpts(min_='dataMin'), title_opts=opts.TitleOpts(title="上证指数") ) .render("gauge.html") ) data03 = pd.read_sql(sql04,conn) # 3、shibor利率 line03 = ( Line(init_opts=opts.InitOpts(theme=ThemeType.DARK)) .add_xaxis(list(data03['date'])) .add_yaxis("shibor利率", list(data01['on'])) .set_global_opts( title_opts=opts.TitleOpts(title="shibor利率") ) .render("gauge.html") ) # 全市场成交额 sql05 = ''' SELECT trade_date, -- 交易日期 SUM(amount)/100000000 AS 'amount' -- 成交总额,亿 FROM stock_daily WHERE ts_code NOT IN ('000001.SH','399001.SZ','399006.SZ') GROUP BY trade_date ''' # 全市场竞价总额 sql06 = ''' SELECT date, -- 交易日期 sum(money)/100000000 AS money -- 竞价总额,亿 FROM call_auction GROUP BY date data04_1 = pd.read_sql(sql05,conn) data04_2 = pd.read_sql(sql06,conn) # 4、竞价及成交总额 line04 = ( Line(init_opts=opts.InitOpts(theme=ThemeType.DARK)) .add_xaxis(list(data03['date'])) .add_yaxis("成交总额",list(data04_1['amount'])) .add_yaxis("竞价总额", list(data04_2['money'])) .set_global_opts( title_opts=opts.TitleOpts(title="shibor利率") ) .render("gauge.html") ) grid = ( Grid() .add(bar, grid_opts=opts.GridOpts(pos_bottom="60%", pos_right='50%')) .add(line, grid_opts=opts.GridOpts(pos_top="60%")) # .render("grid_vertical.html") ) grid1 = ( Grid() .add(bar, grid_opts=opts.GridOpts(pos_bottom="60%", pos_right='50%')) .add(line, grid_opts=opts.GridOpts(pos_top="60%")) # .render("grid_vertical.html") ) tab = Tab() tab.add(grid, "bar-example") # tab.add(line_markpoint(), "line-example") # tab.add(pie_rosetype(), "pie-example") # tab.add(grid_mutil_yaxis(), "grid-example") tab.render("tab_base.html")