量化分析之（四）股票暴涨行情不错过之买持股基金
股票暴涨行情不错过之买持股基金。
有时在行情暴涨时，出现某些股票买进不了（天天一字板，看着非常的眼馋），怎么办呢？只能曲线买基金，那怎么买呢？
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
# @license : (C) Copyright 2017-2020.
# @Time : 2020/6/14 15:20
# @File : etf.py
# @Software: PyCharm
# @desc :
import requests
from bs4 import BeautifulSoup
import re
import pandas as pd
import json
FUND_COLUMNS = ['SCode', 'SName', 'RDate', 'SHCode', 'SHName', 'IndtCode',
'InstSName', 'TypeCode', 'Type', 'ShareHDNum', 'Vposition',
'TabRate', 'TabProRate', 'BuyState']
REQUEST_HEADER = {
'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_14_2) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/78.0.3904.97 Safari/537.36'}
def read_csv(path):
"""
read data frame
:param path: file path
:return: data frame
"""
with open(path, 'r') as f:
p = re.search(r'\[.+\]', f.read().replace(r"\/", ""))
if p:
text = p.group(0)
jstr = json.dumps(text)
js = json.loads(jstr)
df = pd.DataFrame(pd.read_json(js, dtype={'code': object}),
columns=FUND_COLUMNS)
return df
def get_fund_list(symbol, date):
"""
get fund list
:param symbol: code
:param date: date
:return: data frame
"""
stock_url = 'http://data.eastmoney.com/zlsj/detail.aspx?type=ajax&sr=-1&p=1&ps=1000&stat=0&code=%s&date=%s&rt=52763434'
try:
url = stock_url % (symbol, date)
web_source = requests.get(url, headers=REQUEST_HEADER, timeout=5)
path = f'./data/{symbol}.txt'
open(path, 'wb').write(web_source.content)
df = read_csv(path)
df['SHCode'] = df['SHCode'].astype('str')
except Exception as e:
raise e
return df
def get_stock_fundlist(symbol, date='2020-03-31'):
"""
查询股票被持有的基金及持仓占比
:param symbol: 股票代码，例如: SZ000001
:param date: 报告日期，例如：2019-12-31，2019-03-31
:return:
"""
fund_url = 'http://fund.eastmoney.com/f10/FundArchivesDatas.aspx?type=jjcc&code=%s&topline=15'
df = get_fund_list(symbol, date)
etf_list = [x for x in list(df.SHCode) if len(x)==6]
results = {}
for code in etf_list[:]:
web_source = requests.get(fund_url % code, headers=REQUEST_HEADER, timeout=5)
html_source = web_source.content.decode()
html_source = html_source.split("\"")[1]
soup = BeautifulSoup(html_source, 'lxml')
items = soup.select(".tzxq")[0].select('tr')
for item in items[1:]:
if symbol[2:] not in item.text:
continue
fields = item.select('td')
record = [field.text.strip() for field in fields if
field.text.strip() != '' and '变动' not in field.text]
results[code] = record[3][:-1]
break
return sorted(results.items(), key=lambda kv: kv[1], reverse=True)
测试代码：
以【三七互娱】为例，选择前10名，当然还可以以新基建或5G等等，都是可以的：
if __name__ == '__main__':
etf = get_stock_fundlist('002555', '2020-03-31')
for code, ratio in etf[:10]:
print(code, ratio)
获取数据：
512980 9.43
164818 9.04
160629 9.03
160522 8.91
160512 7.75
161036 7.51
163805 7.18
240009 6.85
161605 6.63
160519 6.56这时就可以上天天基金或者支付宝上买基金了。