23.项目开发之量化交易抓取数据QuantTradeData(二)

news2024/11/17 11:31:43

后端业务：定时更新“A股日线行情”数据

需求说明

为了获取前一天的最新数据，我们需要每天晚上10点定时刷新daily股票列表基础信息，并将最新数据插入或更新到数据库中。

如果该内容是在当天交易日信息未更新前查询（15~16点之前），会导致一条信息都查不到，返回：
{"msg":"","code":0,"data":{"has_more":false,"fields":["ts_code","trade_date","open","high","low","close","pre_close","change","pct_chg","vol","amount"],"items":[]},"request_id":"10449486502d11ee949207ef2f187cbe"}
这时候在测试时，可以暂时拿昨天的交易信息来测试功能。

股票日线信息表（tb_stock_daily_info）

股票日线信息实体（StockDailyInfo）

import lombok.AllArgsConstructor;
import lombok.Data;
import lombok.NoArgsConstructor;

@Data
@AllArgsConstructor
@NoArgsConstructor
public class StockDailyInfo {
   private Integer id;
   private String thcode;              //股票代码
   private String tradedate;          //交易日期
   private Float stockopen;          //开盘价
   private Float high;                   //最高价
   private Float low;                    //最低价
   private Float stockclose;          //收盘价
   private Float preclose;             //昨收价
   private Float stockchange;      //涨跌额
   private Float pctchg;               //涨跌幅
   private Float vol;                     //成交量
   private Float amount;              //成交额
}

三层搭建

StockDailyInfoMapper：

import org.springframework.stereotype.Repository;

@Repository
public interface StockDailyInfoMapper {
}

StockDailyInfoMapper.xml:


<?xml version="1.0" encoding="UTF-8" ?>
<!DOCTYPE mapper
       PUBLIC "-//mybatis.org//DTD Mapper 3.0//EN"
       "http://mybatis.org/dtd/mybatis-3-mapper.dtd">
<mapper namespace="com.quanttradedata.stock.mapper.StockDailyInfoMapper">

</mapper>

Service



@Service
public class StockService {
   @Autowired
   private StockBasicInfoMapper stockBasicInfoMapper;
   @Autowired
   private TuShareAPI tuShareAPI;
   private SimpleDateFormat sdf1 = new SimpleDateFormat("yyyy-MM-dd");
   @Autowired
   private StockDailyInfoMapper stockDailyInfoMapper;
//其他代码忽略
}

业务实现

StockDailyInfoJob


import com.quanttradedata.stock.service.StockService;
import org.quartz.JobExecutionContext;
import org.quartz.JobExecutionException;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.scheduling.quartz.QuartzJobBean;
import org.springframework.stereotype.Component;

@Component
public class StockDailyInfoJob extends QuartzJobBean {
   @Autowired
   private StockService stockService;
   @Override
   protected void executeInternal(JobExecutionContext jobExecutionContext) throws JobExecutionException {
       System.out.println("更新当日A股日线行情数据....");
       stockService.saveStockDailyInfoFromNet();
   }
}

QuartzConfig
注意，测试时，将时间频率改为15秒一次

import com.quanttradedata.stock.job.StockBasicInfoJob;
import com.quanttradedata.stock.job.StockDailyInfoJob;
import org.quartz.*;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;

@Configuration
public class QuartzConfig {
   //股票基本信息的 任务详情创建 及 触发器创建
   @Bean
   public JobDetail getStockBasicInfoJob(){
       return JobBuilder.newJob(StockBasicInfoJob.class).storeDurably().build();
   }
   @Bean
   public Trigger getStockBasicInfoJobTrigger(JobDetail getStockBasicInfoJob){
       //1、编写cron表达式，指定触发的时间和周期
       //开发执行： 每个工作日的晚上22点
       CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0 0 22 ? * MON-FRI");
       //测试执行： 每15秒执行一次
//        CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0/15 * * * * ? ");
       //2、构建触发器，执行任务
       return TriggerBuilder.newTrigger().forJob(getStockBasicInfoJob).withSchedule(cron).build();
   }

   //A股日线行情基本信息的 任务详情创建 及 触发器创建
   @Bean
   public JobDetail getStockDailyInfoJob(){
       return JobBuilder.newJob(StockDailyInfoJob.class).storeDurably().build();
   }
   @Bean
   public Trigger getStockDailyInfoJobTrigger(JobDetail getStockDailyInfoJob){
       //1、编写cron表达式，指定触发的时间和周期
       //开发执行： 每个工作日的晚上22点
       CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0 0 22 ? * MON-FRI");
       //测试执行： 每15秒执行一次
//        CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0/15 * * * * ? ");
       //2、构建触发器，执行任务
       return TriggerBuilder.newTrigger().forJob(getStockDailyInfoJob).withSchedule(cron).build();
   }
}

StockService
注意：如果当天并非是工作日的15~16点之后，用指定天数据来进行测试

private SimpleDateFormat sdf2 = new SimpleDateFormat("yyyyMMdd");

/**
    * 更新当日的A股日线行情数据
    */
   public void saveStockDailyInfoFromNet() {
       //1、编辑传递给TuShare平台的参数
       Map<String, String> param = new HashMap<>();
       param.put("trade_date",sdf2.format(new Date()));        //当天日期
       //因为老师在写代码时，时间没有超过工作日的16:00，当天日线数据还不存在，为了测试的方便，取前面某天的数据来测试
//        param.put("trade_date","20231018");
       //2、向TuShare平台发出请求，获取json数据
       JSONObject jsonObject = tuShareAPI.get(Const.STOCK_DAILY, param, null);
       //3、解析json数据，解析为List集合
       //3.1、获取日线json数据
       JSONArray jsonArray = jsonObject.getJSONObject("data").getJSONArray("items");
       //3.2、创建List集合，遍历日线Json数据，每遍历一行数据，转为一个StockDailyInfo对象，存入List集合
       List<StockDailyInfo> stockDailyInfos = new ArrayList<>();
       for (int i = 0; i < jsonArray.size(); i++) {
           JSONArray array = jsonArray.getJSONArray(i);
           stockDailyInfos.add(
                   new StockDailyInfo(
                           null,
                           array.getString(0),
                           array.getString(1),
                           array.getFloat(2),
                           array.getFloat(3),
                           array.getFloat(4),
                           array.getFloat(5),
                           array.getFloat(6),
                           array.getFloat(7),
                           array.getFloat(8),
                           array.getFloat(9),
                           array.getFloat(10)
                   )
           );
       }
       /*for (StockDailyInfo sdi : stockDailyInfos) {
           System.out.println(sdi);
       }*/
       //4、直接将List集合整体插入数据库
       if(stockDailyInfos.size()>0){
           int rows = 0;
           try {
               rows = stockDailyInfoMapper.insertStockDailyInfos(stockDailyInfos);
           } catch (Exception e) {
               if(e.getCause() instanceof SQLIntegrityConstraintViolationException && e.getMessage().contains("Duplicate entry")){
                   //说明当天数据已经更新过了
                   System.out.println("当天数据已更新，无需重复更新");
               }
           }
           //5、展示结果
           System.out.println("成功向数据库插入了"+rows+"条日线数据");
       }else{
           System.out.println("当天无日线数据 或 当前时间还未更新日线数据");
       }
   }

StockDailyInfoMapper



import com.quanttradedata.stock.javabean.StockDailyInfo;
import org.apache.ibatis.annotations.Param;
import org.springframework.stereotype.Repository;

import java.util.List;

@Repository
public interface StockDailyInfoMapper {
   /**
    * 向数据库插入多条日线信息
    * @param stockDailyInfos
    * @return
    */
   int insertStockDailyInfos(@Param("list") List<StockDailyInfo> stockDailyInfos);
}

StockDailyInfoMapper.xml


<?xml version="1.0" encoding="UTF-8" ?>
<!DOCTYPE mapper
       PUBLIC "-//mybatis.org//DTD Mapper 3.0//EN"
       "http://mybatis.org/dtd/mybatis-3-mapper.dtd">
<mapper namespace="com.quanttradedata.stock.mapper.StockDailyInfoMapper">
   <insert id="insertStockDailyInfos">
       insert into tb_stock_daily_info (
           thcode,
           tradedate,
           stockopen,
           high,
           low,
           stockclose,
           preclose,
           stockchange,
           pctchg,
           vol,
           amount
       ) values
             <foreach collection="list" item="sdi" separator=",">
                 (
                     #{sdi.thcode},
                     #{sdi.tradedate},
                     #{sdi.stockopen},
                     #{sdi.high},
                     #{sdi.low},
                     #{sdi.stockclose},
                     #{sdi.preclose},
                     #{sdi.stockchange},
                     #{sdi.pctchg},
                     #{sdi.vol},
                     #{sdi.amount}
                 )
             </foreach>
   </insert>
</mapper>