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kdbcn
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‎q/sethdb.q‎

Lines changed: 27 additions & 27 deletions
Original file line numberDiff line numberDiff line change
@@ -14,8 +14,8 @@ getcsasyms:{select sym:necode2sym each code,`$name from update `$code from {lowe
1414
getcsisyms:{ /ex: getcsisyms[] or getcsisyms[`SH] or getcsisyms[`SZ]
1515
qrystr:$[null x;qs:"CODE:_in_0000001,0000016,0000300,0000905,0000906,0000852,1399001,1399005,1399006,1399106";x=`SH;"IS_INDEX:true;EXCHANGE:CNSESH";x=`SZ;"IS_INDEX:true;EXCHANGE:CNSESZ";qs]; select sym:necode2sym each`$code,`$name from {lower[cols x]xcol x}.j.k[.Q.hg"http://quotes.money.163.com/hs/service/hsindexrank.php?host=/hs/service/hsindexrank.php&page=0&query=",qrystr,"&fields=no,SYMBOL,NAME&sort=SYMBOL&order=asc&count=5000&type=query"]`list};
1616

17-
/读A股、指数的日行情: getcsbar1d[`000001.SH;.z.D-3;.z.D]
18-
getcsbar1d:{[mysym;startdate;enddate]`date xasc update sym:mysym,open:?[open>0;open;prevclose],high:?[high>0;high;prevclose],low:?[low>0;low;prevclose],close:?[close>0;close;prevclose],0f^mv,0f^fmv from `date`sym`prevclose`open`high`low`close`volume`amount`mv`fmv xcol("DS FFFFFFFFF";enlist",")0: .Q.hg "http://quotes.money.163.com/service/chddata.html?code=",string[sym2necode mysym],"&start=",ssr[string[startdate];".";""],"&end=",ssr[string enddate;".";""],"&fields=LCLOSE;TOPEN;HIGH;LOW;TCLOSE;VOTURNOVER;VATURNOVER;TCAP;MCAP"};
17+
/读A股、指数的日行情: getcsbar[`000001.SH;.z.D-3;.z.D]
18+
getcsbar:{[mysym;startdate;enddate]`date xasc update sym:mysym,open:?[open>0;open;prevclose],high:?[high>0;high;prevclose],low:?[low>0;low;prevclose],close:?[close>0;close;prevclose],0f^mv,0f^fmv from `date`sym`prevclose`open`high`low`close`volume`amount`mv`fmv xcol("DS FFFFFFFFF";enlist",")0: .Q.hg "http://quotes.money.163.com/service/chddata.html?code=",string[sym2necode mysym],"&start=",ssr[string[startdate];".";""],"&end=",ssr[string enddate;".";""],"&fields=LCLOSE;TOPEN;HIGH;LOW;TCLOSE;VOTURNOVER;VATURNOVER;TCAP;MCAP"};
1919

2020
/读A股最新行情: prevclose昨收价,open开盘价,high最高价,low最低价,close最新价,volume成交量,amount成交金额,mv总市值,fmv流通市值,eps每股收益,zdf涨跌幅,zf震幅,hsl换手率,pe市盈率
2121
getcsataq:{ /ex: getcsataq[] or getcsataq `000001.SZ or getcsataq `600036.SH
@@ -26,31 +26,31 @@ getcsitaq:{ /ex: getcsitaq[] or getcsitaq[`000001.SH] or getcsitaq[`399001.SZ]
2626
qrystr:$[null x;qs:"CODE:_in_0000001,0000016,0000300,0000905,0000906,0000852,1399001,1399005,1399006,1399106";-11h=type[x];"CODE:_in_",string[sym2necode x];qs]; select dt:"Z"$time,sym:necode2sym each`$code,name,prevclose:yestclose,open,high,low,close:price,volume,amount:turnover,mv:0f,fmv:0f,eps:0f,zdf:percent,zf:zhenfu,hsl:0f,pe:0f from {lower[cols x]xcol x}.j.k[.Q.hg"http://quotes.money.163.com/hs/service/hsindexrank.php?host=/hs/service/hsindexrank.php&page=0&query=",qrystr,"&fields=no,TIME,SYMBOL,NAME,PRICE,UPDOWN,PERCENT,zhenfu,VOLUME,TURNOVER,YESTCLOSE,OPEN,HIGH,LOW&sort=SYMBOL&order=asc&count=25&type=query"]`list};
2727

2828
/中金所行情
29-
getcfebar1d:{[mydate]if[-14h<>type mydate;:`error_para];et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
29+
getcfebar:{[mydate]if[-14h<>type mydate;:`error_para];et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
3030
if[mydate<2010.04.16;:et];datestr:string[mydate]_/ 4 6;monthstr:6#datestr;daystr:-2#datestr;
3131
`date xcols update date:mydate from{update {`$string[x],".CFE"}each sym,0f^open,0f^high,0f^low,0f^close,amount*10000.0 from select from x where sym like "*[0-9]"}
3232
`sym`open`high`low`close xcols`sym`open`high`low`volume`amount`openint`close xcol("S",7#"F";enlist",")0:
3333
.Q.hg"http://www.cffex.com.cn/sj/hqsj/rtj/",monthstr,"/",daystr,"/",datestr,"_1.csv"};
3434

3535
/上期所行情
36-
getshfbar1d:{[mydate]if[-14h<>type mydate;:`error_para];et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
37-
r:@[.j.k;.Q.hg"http://www.shfe.com.cn/data/dailydata/kx/kx",(string[mydate]_/4 6),".dat";`];
36+
getshfbar:{[mydate]if[-14h<>type mydate;:`error_para];et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
37+
r:@[.j.k;ssr[;":\"\",";":0,"].Q.hg"http://www.shfe.com.cn/data/dailydata/kx/kx",(string[mydate]_/4 6),".dat";`];
3838
:$[99h=type r;
39-
{select from x where sym like "*[0-9].SHF"}select date:mydate,sym:(`$(upper -2_/:trim PRODUCTID),'DELIVERYMONTH,\:".SHF"),open:{$[y~"";0f;y]}\[OPENPRICE],high:{$[y~"";0f;y]}\[HIGHESTPRICE],low:{$[y~"";0f;y]}\[LOWESTPRICE],close:{$[y~"";0f;y]}\[CLOSEPRICE],volume:{$[y~"";0f;y]}\[VOLUME],amount:0f,openint:{$[y~"";0f;y]}\[OPENINTEREST] from r`o_curinstrument;
39+
{select from x where sym like "*[0-9].SHF"}select date:mydate,sym:(`$(upper -2_/:trim PRODUCTID),'DELIVERYMONTH,\:".SHF"),open:OPENPRICE,high:HIGHESTPRICE,low:LOWESTPRICE,close:CLOSEPRICE,volume:VOLUME,amount:0f,openint:OPENINTEREST from select from r[`o_curinstrument] where (10h=type each DELIVERYMONTH)&10h=type each PRODUCTID;
4040
et];
4141
};
4242

4343
/上期能源行情
44-
getinebar1d:{[mydate]if[-14h<>type mydate;:`error_para];et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
44+
getinebar:{[mydate]if[-14h<>type mydate;:`error_para];et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
4545
if[mydate<2018.03.26;:et];
46-
r:@[.j.k;.Q.hg"http://www.ine.cn/data/dailydata/kx/kx",(string[mydate]_/4 6),".dat";`];
46+
r:@[.j.k;ssr[;":\"\",";":0,"] .Q.hg"http://www.ine.cn/data/dailydata/kx/kx",(string[mydate]_/4 6),".dat";`];
4747
:$[99h=type r;
48-
{select from x where sym like "*[0-9].INE"}select date:mydate,sym:(`$(upper -2_/:trim PRODUCTID),'DELIVERYMONTH,\:".INE"),open:{$[y~"";0f;y]}\[OPENPRICE],high:{$[y~"";0f;y]}\[HIGHESTPRICE],low:{$[y~"";0f;y]}\[LOWESTPRICE],close:{$[y~"";0f;y]}\[CLOSEPRICE],volume:{$[y~"";0f;y]}\[VOLUME],amount:0f,openint:{$[y~"";0f;y]}\[OPENINTEREST] from r`o_curinstrument;
48+
{select from x where sym like "*[0-9].INE"}select date:mydate,sym:(`$(upper -2_/:trim PRODUCTID),'DELIVERYMONTH,\:".INE"),open:OPENPRICE,high:HIGHESTPRICE,low:LOWESTPRICE,close:CLOSEPRICE,volume:VOLUME,amount:0f,openint:OPENINTEREST from select from r[`o_curinstrument] where (10h=type each DELIVERYMONTH)&10h=type each PRODUCTID;
4949
et];
5050
};
5151

5252
/大商所行情
53-
getdcebar1d:{[mydate]if[-14h<>type mydate;:`error_para];
53+
getdcebar:{[mydate]if[-14h<>type mydate;:`error_para];
5454
dceprod:`name xkey select `$ssr[;"[0-9]";""]each sym,`$ssr[;"[0-9]";""]each name from
5555
{select from x where sym like "*[0-9][0-9][0-9][0-9]"}flip`sym`name`id!flip last last .j.k 1_-2_
5656
.Q.hg"http://webftcn.hermes.hexun.com/shf/sortlist?block=431&number=1000&title=1&commodityid=0&direction=0&start=0&column=code,name"; /大商所品种及其名称
@@ -65,7 +65,7 @@ czchttp:{[path] r:`:http://www.czce.com.cn "GET ",path," HTTP/1.1\r\nHost: www.c
6565
r:`:http://www.czce.com.cn "GET ",path," HTTP/1.1\r\nHost: www.czce.com.cn\r\nAccept-Encoding: identity\r\n",(.czce.Cookie::4_first ck),"\r\n\r\n"];
6666
:(vs[" ";first "\r\n" vs first["\r\n\r\n" vs r]][1]; (first[ss[r;"\r\n\r\n"]]+4)_r); /(status;body)
6767
};
68-
getczcbar1d:{[mydate]if[-14h<>type mydate;:`error_para];dstr:string[mydate]_/4 6; et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
68+
getczcbar:{[mydate]if[-14h<>type mydate;:`error_para];dstr:string[mydate]_/4 6; et:flip`date`sym`open`high`low`close`volume`amount`openint!"DSFFFFFFF"$\:();
6969
:`date xcols update date:mydate from{[mydate;x]select {[d;s]s:string[s];i:0;while[(i<9)&(`month$d)>"M"$"20",yymm:string[i],(-3#s);i+:1];`$(-3_s),yymm,".CZC"}[mydate]each sym,open,high,low,close,volume,amount*10000f,openint from x where sym like "*[0-9]"}[mydate]
7070
$[mydate>2015.09.18;
7171
[r:czchttp["/cn/DFSStaticFiles/Future/",(4#dstr),"/",dstr,"/FutureDataDaily.txt"];
@@ -101,44 +101,44 @@ gethxbar:{[mysym;startdate;num;bartype] /"num:x or -x,x<=1000; bartype:`1m`5m`
101101
select date:"D"$8#/:string[`long$time],sym:mysym,time:`timespan$"T"$-6#/:string[`long$time],prevclose:lastclose%rr[4],open%rr[4],high%rr[4],low%rr[4],close%rr[4],volume,amount,openint:openinterest from rrr];
102102
};
103103

104-
/下载数据并以分列表形式保存在hdb : setcsbar1d[]
105-
setcsbar1d:{0N!(.z.T;`start...);
104+
/下载数据并以分列表形式保存在hdb : setcsbar[]
105+
setcsbar:{0N!(.z.T;`start...);
106106
hdbpath:hsym `$hdbp:ssr[getenv`QHOME;"\\";"/"],"/../hdb"; /hdb路径，如果没有定义QHOME需要修改
107107
@[.Q.chk;hdbpath;`];@[system;"l ",hdbp;`];
108-
newdatelist:exec date from gettrddt[;.z.D] 1+$[`csbar1d in key `.;2010.01.01^exec last date from select max date from csbar1d;2010.01.01];
108+
newdatelist:exec date from gettrddt[;.z.D] 1+$[`csbar in key `.;2010.01.01^exec last date from select max date from csbar;2010.01.01];
109109
if[0=count newdatelist;:`no.upd.required];
110110
dt:exec first dt from getcsitaq[`000001.SH];
111111
if[(1=count[newdatelist])&(last[newdatelist]=`date$dt)&(15:01:00<`time$dt);
112112
t:select date:`date$dt,sym,prevclose,open,high,low,close,volume,amount,mv,fmv from getcsataq[],getcsitaq[];
113-
if[(98h=type t)&(0<count t);(` sv (hdbpath;`csbar1d;`) ) upsert .Q.en[hdbpath] `sym xasc t;0N!(.z.T;`date$dt;`updated.)];
113+
if[(98h=type t)&(0<count t);(` sv (hdbpath;`csbar;`) ) upsert .Q.en[hdbpath] `sym xasc t;0N!(.z.T;`date$dt;`updated.)];
114114
0N!(.z.T;`stop.);
115115
:()];
116116
{[mysym;firstdate;lastdate;hdbpath]0N!(.z.T;mysym;firstdate;lastdate);
117-
(` sv (hdbpath;`csbar1d;`) ) upsert .Q.en[hdbpath]select date,sym,prevclose,open,high,low,close,volume,amount,mv,fmv from getcsbar1d[mysym;firstdate;lastdate];
117+
(` sv (hdbpath;`csbar;`) ) upsert .Q.en[hdbpath]select date,sym,prevclose,open,high,low,close,volume,amount,mv,fmv from getcsbar[mysym;firstdate;lastdate];
118118
}[;first newdatelist;last newdatelist;hdbpath]each asc distinct exec sym from getcsisyms[],getcsasyms[];
119-
@[` sv (hdbpath;`csbar1d;`);`date`sym;`g#];
119+
@[` sv (hdbpath;`csbar;`);`date`sym;`g#];
120120
0N!(.z.T;`stop.);
121121
};
122122

123-
/将分列表csbar1d保存为分区表csbar1dp(..p=partitioned)
124-
setcsbar1dp:{[startdate;enddate]0N!(.z.T;`start...);
123+
/将分列表csbar保存为分区表csbarp(..p=partitioned)
124+
setcsbarp:{[startdate;enddate]0N!(.z.T;`start...);
125125
hdbpath:hsym `$hdbp:ssr[getenv`QHOME;"\\";"/"],"/../hdb"; /hdb路径，如果没有定义QHOME需要修改
126126
.Q.chk hdbpath;system "l ",hdbp;
127127
{[dt;hdbpath]0N!(.z.T;dt;hdbpath);
128-
(` sv (hdbpath;`$string dt;`csbar1dp;`) ) set .Q.en[hdbpath]`sym xasc select sym,prevclose,open,high,low,close,volume,amount,mv,fmv from csbar1d where date=dt;
129-
}[;hdbpath]each exec distinct date from csbar1d where date within (startdate;enddate);
128+
(` sv (hdbpath;`$string dt;`csbarp;`) ) set .Q.en[hdbpath]`sym xasc select sym,prevclose,open,high,low,close,volume,amount,mv,fmv from csbar where date=dt;
129+
}[;hdbpath]each exec distinct date from csbar where date within (startdate;enddate);
130130
};
131131

132-
/下载期货行情数据并以分列表形式保存在hdb : setcfbar1d[]
133-
setcfbar1d:{0N!(.z.T;`start...);
132+
/下载期货行情数据并以分列表形式保存在hdb : setcfbar[]
133+
setcfbar:{0N!(.z.T;`start...);
134134
hdbpath:hsym `$hdbp:ssr[getenv`QHOME;"\\";"/"],"/../hdb"; /hdb路径，如果没有定义QHOME需要修改
135135
@[.Q.chk;hdbpath;`];@[system;"l ",hdbp;`];
136-
newdatelist:exec date from gettrddt[;.z.D] 1+$[`cfbar1d in key `.;2010.01.01^exec last date from select max date from cfbar1d;2010.01.01];
136+
newdatelist:exec date from gettrddt[;.z.D] 1+$[`cfbar in key `.;2010.01.01^exec last date from select max date from cfbar;2010.01.01];
137137
if[0=count newdatelist;:`no.upd.required];
138138
{[dt;hdbpath]0N!(.z.T;dt;hdbpath);
139-
(` sv (hdbpath;`cfbar1d;`) ) upsert .Q.en[hdbpath]`sym xasc select date,sym,open,high,low,close,volume,amount,openint from
140-
getcfebar1d[dt],getshfbar1d[dt],getinebar1d[dt],getdcebar1d[dt],getczcbar1d[dt];
139+
(` sv (hdbpath;`cfbar;`) ) upsert .Q.en[hdbpath]`sym xasc select date,sym,open,high,low,close,volume,amount,openint from
140+
getcfebar[dt],getshfbar[dt],getinebar[dt],getdcebar[dt],getczcbar[dt];
141141
}[;hdbpath]each newdatelist;
142-
@[` sv (hdbpath;`cfbar1d;`);`date`sym;`g#];
142+
@[` sv (hdbpath;`cfbar;`);`date`sym;`g#];
143143
0N!(.z.T;`stop.);
144144
};

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