1
"""
2
Author：binxin
3
Date：2023/11/18 14:44
4
"""
5
import os
6
import numpy as np
7
import pandas as pd
8
from iFinDPy import *
9
import datetime
10

11

12
# 登录函数
13
def login(username, password):
14
    thsLogin = THS_iFinDLogin(username, password)
15
    if thsLogin != 0:
16
        print('登录失败')
17
    else:
18
        print('登录成功')
19

20

21
# 获取数据
22
def get_data(edate):
23
    get_str = 'edate=' + edate + ';zqlx=全部'
24
    data_p00868 = THS_DR('p00868', get_str, 'p00868_f027:Y,p00868_f022:Y', 'format:list')
25
    return data_p00868
26

27

28
# 保存数据到Excel
29
def save_to_excel(file_name, str_date, premium):
30
    if not os.path.exists(file_name):
31
        data = {"日期": [str_date], "转股溢价率%": [premium]}
32
        df = pd.DataFrame(data)
33
    else:
34
        df = pd.read_excel(file_name)
35
        new_data = pd.DataFrame({"日期": [str_date], "转股溢价率%": [premium]})
36
        df = pd.concat([df, new_data], ignore_index=True)
37

38
    df.to_excel(file_name, index=False)
39

40

41
# 计算中位数
42
def calculate_median(data):
43
  # 转换价值范围
44
    max_value = 101
45
    min_value = 99
46
    float_values = []
47

48
    data_f022 = data['p00868_f022']
49
    data_f027 = data['p00868_f027']
50

51
    for f027, f022 in zip(data_f027, data_f022):
52
        if '--' in f027 or '--' in f022:
53
            continue
54

55
        f027_value = float(f027)
56
        f022_value = float(f022)
57

58
        if min_value <= f027_value <= max_value:
59
            float_values.append(f022_value)
60

61
    return np.median(float_values) if float_values else None
62

63

64
# 获取数据 - 单日
65
def get_today_data():
66
    today = datetime.date.today()
67
    edate = today.strftime("%Y%m%d")
68
    return get_data(edate)
69

70

71
# 获取数据 - 区间
72
def get_interval_data(start_date, end_date):
73
    delta = datetime.timedelta(days=1)
74
    data_list = []
75

76
    while start_date <= end_date:
77
        edate = start_date.strftime("%Y%m%d")
78
        data = get_data(edate)
79
        if data.data is not None:
80
            data_list.append((start_date.strftime("%Y/%m/%d"), data))
81
        start_date += delta
82

83
    return data_list
84

85
# 主函数
86
def main():
87
    username = "账号"
88
    password = "密码"
89
    login(username, password)
90

91
    # 获取本日数据
92
    # today_data = get_today_data()
93
    # if today_data.data is not None:
94
    #     today_median = calculate_median(today_data.data[0]['table'])
95
    #     if today_median is not None:
96
    #         save_to_excel("转股溢价率记录(转换价值).xlsx", datetime.date.today().strftime("%Y/%m/%d"), today_median)
97

98
    # 获取区间时间内的数据
99
    start_date = datetime.date(2023, 11, 1)
100
    end_date = datetime.date(2023, 11, 18)
101
    interval_data = get_interval_data(start_date, end_date)
102

103
    for date, data in interval_data:
104
        median_value = calculate_median(data.data[0]['table'])
105
        if median_value is not None:
106
            save_to_excel("转股溢价率记录(转换价值).xlsx", date, median_value)
107

108

109
if __name__ == '__main__':
110
    main()