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SaveStockTick.m
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391 lines (340 loc) · 13.9 KB
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function [SaveLog,ProbList,NewList] = SaveStockTick(StockList,DateList,PList,CheckFlag)
% 获取股票每日交易明细数据并存储至本地
% by LiYang_faruto
% Email:farutoliyang@foxmail.com
% 2014/12/12
%% 输入输出预处理
if nargin < 4 || isempty(CheckFlag)
CheckFlag = 0;
end
if nargin < 3 || isempty(PList)
PList = [];
end
if nargin < 2 || isempty(DateList)
DtempEnd = datenum(datestr(date,'yyyymmdd'),'yyyymmdd');
DtempStart = datenum('20050101', 'yyyymmdd');
Dtemp = (DtempStart:DtempEnd)';
DateList = str2num( datestr(Dtemp,'yyyymmdd') );
end
if nargin < 1 || isempty(StockList)
load StockList.mat;
end
Len = size(StockList, 1);
StockCode = StockList(:,2);
StockName = StockList(:,1);
SaveLog = [];
ProbList = cell(Len,3);
NewList = cell(Len,3);
ProbDateList = [];
%% 获取数据-CheckFlag = 0
if 0 == CheckFlag
FolderStrD = ['./DataBase/Stock/Day_ExDividend_mat'];
ticID = tic;
for i = 1:Len
% disp('======')
RunIndex = i;
Scode = StockCode{i};
Sname = StockName{i};
% disp('============')
ProbDateList = [];
ProbList{i,1} = Sname;
ProbList{i,2} = Scode;
ProbList{i,3} = [];
% % 获取上市日期
FolderStr_StockInfo = ['./DataBase/Stock/StockInfo_mat'];
FileString_StockInfo = [FolderStr_StockInfo,'/',StockCode{i},'_StockInfo.mat'];
if exist(FileString_StockInfo, 'file') == 2
str = ['load ',FileString_StockInfo];
eval(str);
if ~isempty( StockInfo.IPOdate )
temp = StockInfo.IPOdate;
DtempStart = datenum(num2str(temp), 'yyyymmdd');
DtempEnd = datenum(datestr(date,'yyyymmdd'),'yyyymmdd');
Dtemp = (DtempStart:DtempEnd)';
DateList = str2num( datestr(Dtemp,'yyyymmdd') );
end
end
DLen = size( DateList,1 );
for j = 1:DLen
DateTemp = DateList(j,1);
if DateTemp<20050101
continue;
end
% % % debug block
Debug_OnOff = 0;
if 1 == Debug_OnOff
if DateTemp<20130318
continue;
end
end
disp('======')
RunIndex = i
Scode = StockCode{i}
Sname = StockName{i}
DIndex = j
str = ['日期:',num2str( DateTemp )];
disp(str);
disp('============')
FolderStr = ['./DataBase/Stock/Tick_mat/',StockCode{i},'_Tick'];
if ~isdir( FolderStr )
mkdir( FolderStr );
end
BeginDate = num2str( DateTemp );
FileString = [FolderStr,'/',StockCode{i},'_Tick_',BeginDate,'.mat'];
FileExist = 0;
if exist(FileString, 'file') == 2
FileExist = 1;
end
% % 本地数据存在,进行尾部更新添加
if 1 == FileExist
try
str = ['load ',FileString];
eval(str);
if ~isempty(StockTick)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 本地数据已存在' ];
disp(str);
% % % 数据异常监测
Pcheck = StockTick(:,2);
Zsum = sum( Pcheck == 0 );
if Zsum == length(Pcheck)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 本地数据价格列存在异常,需重新下载!' ];
disp(str);
FileExist = 0;
end
else % % 本地数据存在,但为空
NewList{i,1} = Sname;
NewList{i,2} = Scode;
StockCodeInput = Scode;
BeginDate = num2str( DateTemp );
SaveFlag = 0;
[StockTick,Header,StatusStr] = GetStockTick_Web(StockCodeInput,BeginDate,SaveFlag);
if isempty(StockTick)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 数据获取失败,请检查!' ];
disp(str);
ProbDateList = [ProbDateList;DateTemp];
ProbList{i,1} = Sname;
ProbList{i,2} = Scode;
continue;
end
save(FileString,'StockTick','Header','-v7.3');
end
catch
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 数据载入失败,将重新下载数据!' ];
disp(str);
FileExist = 0;
end
end
% % 本地数据不存在
if 0 == FileExist
NewList{i,1} = Sname;
NewList{i,2} = Scode;
StockCodeInput = Scode;
BeginDate = num2str( DateTemp );
SaveFlag = 0;
[StockTick,Header,StatusStr] = GetStockTick_Web(StockCodeInput,BeginDate,SaveFlag);
if isempty(StockTick)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 数据获取失败,请检查!' ];
disp(str);
ProbDateList = [ProbDateList;DateTemp];
ProbList{i,1} = Sname;
ProbList{i,2} = Scode;
continue;
end
save(FileString,'StockTick','Header','-v7.3');
end
NewListLen = size(NewList)
ProbListLen = size(ProbList)
DateListLen = size(ProbDateList)
elapsedTimeTemp = toc(ticID);
str = [ '循环已经累计耗时', num2str(elapsedTimeTemp), ' seconds(',num2str(elapsedTimeTemp/60), ' minutes)',...
'(',num2str(elapsedTimeTemp/60/60), ' hours)',];
disp(str);
end
ProbList{i,3} = ProbDateList;
end
end
%% 获取数据-CheckFlag = 1
if 1 == CheckFlag && ~isempty(PList)
StockList = PList(:,1:2);
Len = size(StockList, 1);
StockCode = StockList(:,2);
StockName = StockList(:,1);
SaveLog = [];
ProbList = cell(Len,3);
NewList = cell(Len,3);
ticID = tic;
for i = 1:Len
% disp('======')
RunIndex = i;
Scode = StockCode{i};
Sname = StockName{i};
% disp('============')
temp = PList{i,1};
if isempty( temp )
continue;
end
temp = PList{i,3};
if isempty( temp )
continue;
end
ProbDateList = [];
ProbList{i,1} = Sname;
ProbList{i,2} = Scode;
ProbList{i,3} = [];
% % 获取上市日期
FolderStr_StockInfo = ['./DataBase/Stock/StockInfo_mat'];
FileString_StockInfo = [FolderStr_StockInfo,'/',StockCode{i},'_StockInfo.mat'];
DtempStart = [];
if exist(FileString_StockInfo, 'file') == 2
str = ['load ',FileString_StockInfo];
eval(str);
if ~isempty( StockInfo.IPOdate )
temp = StockInfo.IPOdate;
DtempStart = temp;
end
end
DListNew = PList{i,3};
if ~isempty( DtempStart )
ind = find( DListNew(:,1)<=DtempStart );
if ~isempty(ind)
DListNew = DListNew(ind(end):end,:);
end
end
temp = DListNew;
DLen = size( temp,1 );
DateData = temp;
for j = 1:DLen
DateTemp = DateData(j,1);
if DateTemp<20050101
continue;
end
disp('======')
RunIndex = i
Scode = StockCode{i}
Sname = StockName{i}
DIndex = j
str = ['日期:',num2str( DateTemp )];
disp(str);
disp('============')
FolderStr = ['./DataBase/Stock/Tick_mat/',StockCode{i},'_Tick'];
if ~isdir( FolderStr )
mkdir( FolderStr );
end
BeginDate = num2str( DateTemp );
FileString = [FolderStr,'/',StockCode{i},'_Tick_',BeginDate,'.mat'];
FileExist = 0;
if exist(FileString, 'file') == 2
FileExist = 1;
end
% % 本地数据存在,进行尾部更新添加
if 1 == FileExist
try
str = ['load ',FileString];
eval(str);
if ~isempty(StockTick)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 本地数据已存在' ];
disp(str);
% 异常数据监测
Pcheck = StockTick(:,2);
Zsum = sum(Pcheck == 0);
if Zsum == length(Pcheck)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 本地数据价格列有问题,需重新获取!' ];
disp(str);
FileExist = 0;
end
else % % 本地数据存在,但为空
NewList{i,1} = Sname;
NewList{i,2} = Scode;
StockCodeInput = Scode;
DateTemp = DateData(j,1);
BeginDate = num2str( DateTemp );
SaveFlag = 0;
[StockTick,Header,StatusStr] = GetStockTick_Web(StockCodeInput,BeginDate,SaveFlag);
if isempty(StockTick)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 数据获取失败,请检查!' ];
disp(str);
ProbDateList = [ProbDateList;DateTemp];
ProbList{i,1} = Sname;
ProbList{i,2} = Scode;
continue;
end
save(FileString,'StockTick','Header','-v7.3');
end
catch
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 数据载入失败,将重新下载数据!' ];
disp(str);
FileExist = 0;
end
end
% % 本地数据不存在
if 0 == FileExist
NewList{i,1} = Sname;
NewList{i,2} = Scode;
StockCodeInput = Scode;
DateTemp = DateData(j,1);
BeginDate = num2str( DateTemp );
SaveFlag = 0;
[StockTick,Header,StatusStr] = GetStockTick_Web(StockCodeInput,BeginDate,SaveFlag);
if isempty(StockTick)
str = [ StockCode{i},'-',StockName{i}, ...
' 日期:',num2str( DateTemp ),' 数据获取失败,请检查!' ];
disp(str);
ProbDateList = [ProbDateList;DateTemp];
ProbList{i,1} = Sname;
ProbList{i,2} = Scode;
continue;
end
save(FileString,'StockTick','Header','-v7.3');
end
NewListLen = size(NewList)
ProbListLen = size(ProbList)
DateListLen = size(ProbDateList)
elapsedTimeTemp = toc(ticID);
str = [ '循环已经累计耗时', num2str(elapsedTimeTemp), ' seconds(',num2str(elapsedTimeTemp/60), ' minutes)',...
'(',num2str(elapsedTimeTemp/60/60), ' hours)',];
disp(str);
end
ProbList{i,3} = ProbDateList;
end
end
%% 发送邮件通知
% str = datestr(now,'yyyy-mm-dd HH:MM:SS');
% if AdjFlag == 1
% subject = [str,' 股票日线数据(前复权)更新完毕'];
% else
% subject = [str,' 股票日线数据(不复权)更新完毕'];
% end
%
% content = [];
% content{1,1} = [str,' 股票日线数据更新完毕'];
%
% Temp = StockD.DataCell;
% Temp = Temp(end,1);
% if iscell(Temp)
% Temp = Temp{1};
% end
% str = [ '股票日线数据已更新至', num2str(Temp) ];
% content{length(content)+1,1} = str;
% if ~isempty(IndNew)
% content{length(content)+1,1} = '新增加个股:';
% for i = 1: length(IndNew);
% content{length(content)+1,1} = cell2mat( StockList(IndNew(i),:) );
% end
% end
% str = [ '共耗时', num2str(elapsedTime), ' seconds(',num2str(elapsedTime/60), ' minutes)', ...
% '(',num2str(elapsedTime/60/60), ' hours)'];
% content{length(content)+1,1} = str;
% str = [ '个股数量为', num2str(length(StockList)) ];
% content{length(content)+1,1} = str;
%
% TargetAddress = 'faruto@foxmail.com'; %目标邮箱地址
% MatlabSentMail(subject, content, TargetAddress);