增加了先前缺失的现金流量表的导入模块。

This commit is contained in:
2026-08-12 22:13:30 +08:00
parent 9697b59d4f
commit 3684f4e2da
2 changed files with 177 additions and 7 deletions
+125
View File
@@ -933,6 +933,131 @@ def import_financial_statements(
logger.info(" 财务数据导入完成")
def import_cashflow(
ts_code: Optional[str] = None,
period: Optional[str] = None,
start_date: Optional[str] = None,
end_date: Optional[str] = None,
conn=None,
) -> int:
"""
导入现金流量表 (cashflow)
Tushare: cashflow_vip (VIP 接口)
调用方式 (互斥,按优先级生效):
1. 按报告期全市场导入 (推荐,调用次数最少,一次拉取全市场某报告期):
import_cashflow(period="20181231")
对应示例: df2 = pro.cashflow_vip(period='20181231', fields='')
2. 按单只股票导入:
import_cashflow(ts_code="000001.SZ", start_date="2010-01-01", end_date="2025-12-31")
3. 股票批量导入请配合 import_cashflow_batch 使用
返回: 导入的记录数
"""
pro = get_ts_pro()
own_conn = conn is None
if own_conn:
conn = get_pg_connection()
log_desc = ""
try:
# ---- 构建 cashflow_vip 请求参数 ----
kwargs = {}
if period:
# 按报告期 (全市场) 导入,period 形如 20181231 或 2018-12-31
kwargs["period"] = str(period).replace("-", "")
log_desc = f"报告期 {kwargs['period']}"
elif ts_code:
# 按单只股票导入 (报告期范围)
if start_date is None:
start_date = START_DATE
if end_date is None:
end_date = END_DATE
kwargs["ts_code"] = ts_code
kwargs["start_date"] = start_date.replace("-", "")
kwargs["end_date"] = end_date.replace("-", "")
log_desc = f"{ts_code} ({start_date} ~ {end_date})"
else:
logger.warning(
" cashflow: 请指定 period (报告期, 如 '20241231') 或 ts_code (股票代码)"
)
return 0
logger.info("=" * 60)
logger.info(f"[6.1] 导入现金流量表 (cashflow_vip): {log_desc}")
def fetch():
return pro.cashflow_vip(**kwargs)
df = fetch_with_retry(fetch, max_retries=3)
if df is None or df.empty:
logger.warning(f" cashflow ({log_desc}): 未获取到数据")
return 0
df = normalize_columns(df)
# 转换日期列 (YYYYMMDD -> DATE)
for col in ["ann_date", "f_ann_date", "end_date"]:
if col in df.columns:
df[col] = pd.to_datetime(df[col], format="%Y%m%d", errors="coerce")
conflict_cols = ["ts_code", "end_date", "report_type"]
n = batch_insert("cashflow", df, conn, conflict_cols)
return n
finally:
if own_conn:
conn.close()
def import_cashflow_batch(
stock_list: List[str],
start_date: Optional[str] = None,
end_date: Optional[str] = None,
) -> int:
"""
按股票列表批量导入现金流量表 (cashflow)
- 逐只股票调用 cashflow_vip (VIP 接口)
- 适用于按股票维度补数据;全市场按报告期请用 import_cashflow(period=...)
返回: 累计导入的记录数
"""
if start_date is None:
start_date = START_DATE
if end_date is None:
end_date = END_DATE
total = len(stock_list)
logger.info("=" * 60)
logger.info(
f"[6.2] 批量导入现金流量表 (cashflow_vip): {start_date} ~ {end_date}, "
f"{total} 只股票"
)
conn = get_pg_connection()
success = 0
for i, ts_code in enumerate(stock_list, 1):
try:
n = import_cashflow(
ts_code=ts_code,
start_date=start_date,
end_date=end_date,
conn=conn,
)
success += n
except Exception as e:
logger.warning(f" [{ts_code}] 现金流量表导入失败: {e}")
conn.rollback()
if i % 50 == 0 or i == total:
logger.info(f" 进度: {i}/{total}, 累计导入 {success}")
time.sleep(0.3)
conn.close()
logger.info(f" 现金流量表批量导入完成, 共导入 {success}")
return success
# ============================================================
# 7. 导入指数日线行情
# ============================================================
@@ -92,6 +92,8 @@
" import_adj_factor,\n",
" import_adj_factor_batch,\n",
" import_financial_statements,\n",
" import_cashflow,\n",
" import_cashflow_batch,\n",
" import_index_daily,\n",
" get_all_stock_codes,\n",
" get_stock_codes_from_db,\n",
@@ -518,6 +520,49 @@
" end_date=\"2025-12-31\",\n",
")"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"### 7.1 单独导入现金流量表 (cashflow_vip VIP 接口)\n",
"\n",
"`import_cashflow` 使用 Tushare VIP 接口 `cashflow_vip`,支持两种方式:\n",
"- 按报告期全市场导入: `import_cashflow(period=\"20181231\")`,对应示例 `df2 = pro.cashflow_vip(period='20181231', fields='')`\n",
"- 按股票导入: `import_cashflow(ts_code=\"000001.SZ\", start_date=..., end_date=...)`,或批量 `import_cashflow_batch(stock_list, ...)`"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 方式A: 按报告期全市场导入 (推荐,一次拉取全市场某报告期数据,调用次数最少)\n",
"# n = import_cashflow(period=\"20241231\") # 对应 pro.cashflow_vip(period='20241231', fields='')\n",
"# print(f\"导入 20241231 报告期现金流量表: {n} 条\")\n",
"\n",
"# 方式B: 按股票列表批量导入 (适合补单只/部分股票数据)\n",
"if 'stock_list' not in dir():\n",
" stock_list = get_stock_codes_from_db()\n",
"\n",
"import_cashflow_batch(\n",
" stock_list,\n",
" start_date=\"2010-01-01\",\n",
" end_date=\"2025-12-31\",\n",
")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"# 方式C: 导入单只股票的现金流量表\n",
"# n = import_cashflow(ts_code=\"000001.SZ\", start_date=\"2010-01-01\", end_date=\"2025-12-31\")\n",
"# print(f\"导入 000001.SZ 现金流量表: {n} 条\")"
]
},
{
"cell_type": "code",