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DAY 11
1
Software Development

Python 程式交易 30 天新手入門系列 第 11

Day-11 資料保存:取得 2019 年每日加權指數盤後資訊並繪製線圖

安裝所需套件

使用 pip 安裝

# 繪製圖表
pip install plotly

技術整合

前情提要

  1. Day-05 資料蒐集:取得代理清單
  2. Day-06 資料蒐集:如何避免頻繁存取被封鎖

整理目標

如果能抓取一整年每個交易日的盤後資訊,就能畫出日 K 和日均線作為長期趨勢判斷。

import csv
import datetime
import fractions
import json
import os
import random
import re
import time
import urllib.parse

import js2py
import loguru
import pandas
import plotly.graph_objects
import pyquery
import requests
import requests.exceptions

now = datetime.datetime.now()
proxies = []

proxy = None


class Taiex:
    def __init__(self, date, openPrice, highestPrice, lowestPrice, closePrice):
        # 日期
        self.Date = date
        # 開盤價
        self.OpenPrice = openPrice
        # 最高價
        self.HighestPrice = highestPrice
        # 最低價
        self.LowestPrice = lowestPrice
        # 收盤價
        self.ClosePrice = closePrice
    # 物件表達式
    def __repr__(self):
        return f'class Taiex {{ Date={self.Date}, OpenPrice={self.OpenPrice}, HighestPrice={self.HighestPrice}, LowestPrice={self.LowestPrice}, ClosePrice={self.ClosePrice} }}'

def getProxy():
    global proxies
    if len(proxies) == 0:
        getProxies()
    proxy = random.choice(proxies)
    loguru.logger.debug(f'getProxy: {proxy}')
    proxies.remove(proxy)
    loguru.logger.debug(f'getProxy: {len(proxies)} proxies is unused.')
    return proxy

def reqProxies(hour):
    global proxies
    proxies = proxies + getProxiesFromProxyNova()
    proxies = proxies + getProxiesFromGatherProxy()
    proxies = proxies + getProxiesFromFreeProxyList()
    proxies = list(dict.fromkeys(proxies))
    loguru.logger.debug(f'reqProxies: {len(proxies)} proxies is found.')

def getProxies():
    global proxies
    hour = f'{now:%Y%m%d%H}'
    filename = f'proxies-{hour}.csv'
    filepath = f'{filename}'
    if os.path.isfile(filepath):
        loguru.logger.info(f'getProxies: {filename} exists.')
        loguru.logger.warning(f'getProxies: {filename} is loading...')
        with open(filepath, 'r', newline='', encoding='utf-8-sig') as f:
            reader = csv.DictReader(f)
            for row in reader:
                proxy = row['Proxy']
                proxies.append(proxy)
        loguru.logger.success(f'getProxies: {filename} is loaded.')
    else:
        loguru.logger.info(f'getProxies: {filename} does not exist.')
        reqProxies(hour)
        loguru.logger.warning(f'getProxies: {filename} is saving...')
        with open(filepath, 'w', newline='', encoding='utf-8-sig') as f:
            writer = csv.writer(f)
            writer.writerow([
                'Proxy'
            ])
            for proxy in proxies:
                writer.writerow([
                    proxy
                ])
        loguru.logger.success(f'getProxies: {filename} is saved.')

def getProxiesFromProxyNova():
    proxies = []
    countries = [
        'tw',
        'jp',
        'kr',
        'id',
        'my',
        'th',
        'vn',
        'ph',
        'hk',
        'uk',
        'us'
    ]
    for country in countries:
        url = f'https://www.proxynova.com/proxy-server-list/country-{country}/'
        loguru.logger.debug(f'getProxiesFromProxyNova: {url}')
        loguru.logger.warning(f'getProxiesFromProxyNova: downloading...')
        response = requests.get(url)
        if response.status_code != 200:
            loguru.logger.debug(f'getProxiesFromProxyNova: status code is not 200')
            continue
        loguru.logger.success(f'getProxiesFromProxyNova: downloaded.')
        d = pyquery.PyQuery(response.text)
        table = d('table#tbl_proxy_list')
        rows = list(table('tbody:first > tr').items())
        loguru.logger.warning(f'getProxiesFromProxyNova: scanning...')
        for row in rows:
            tds = list(row('td').items())
            if len(tds) == 1:
                continue
            js = row('td:nth-child(1) > abbr').text()
            js = 'let x = %s; x' % (js[15:-2])
            ip = js2py.eval_js(js).strip()
            port = row('td:nth-child(2)').text().strip()
            proxy = f'{ip}:{port}'
            proxies.append(proxy)
        loguru.logger.success(f'getProxiesFromProxyNova: scanned.')
        loguru.logger.debug(f'getProxiesFromProxyNova: {len(proxies)} proxies is found.')
        time.sleep(1)
    return proxies

def getProxiesFromGatherProxy():
    proxies = []
    countries = [
        'Taiwan',
        'Japan',
        'United States',
        'Thailand',
        'Vietnam',
        'Indonesia',
        'Singapore',
        'Philippines',
        'Malaysia',
        'Hong Kong'
    ]
    for country in countries:
        url = f'http://www.gatherproxy.com/proxylist/country/?c={urllib.parse.quote(country)}'
        loguru.logger.debug(f'getProxiesFromGatherProxy: {url}')
        loguru.logger.warning(f'getProxiesFromGatherProxy: downloading...')
        response = requests.get(url)
        if response.status_code != 200:
            loguru.logger.debug(f'getProxiesFromGatherProxy: status code is not 200')
            continue
        loguru.logger.success(f'getProxiesFromGatherProxy: downloaded.')
        d = pyquery.PyQuery(response.text)
        scripts = list(d('table#tblproxy > script').items())
        loguru.logger.warning(f'getProxiesFromGatherProxy: scanning...')
        for script in scripts:
            script = script.text().strip()
            script = re.sub(r'^gp\.insertPrx\(', '', script)
            script = re.sub(r'\);$', '', script)
            script = json.loads(script)
            ip = script['PROXY_IP'].strip()
            port = int(script['PROXY_PORT'].strip(), 16)
            proxy = f'{ip}:{port}'
            proxies.append(proxy)
        loguru.logger.success(f'getProxiesFromGatherProxy: scanned.')
        loguru.logger.debug(f'getProxiesFromGatherProxy: {len(proxies)} proxies is found.')
        time.sleep(1)
    return proxies

def getProxiesFromFreeProxyList():
    proxies = []
    url = 'https://free-proxy-list.net/'
    loguru.logger.debug(f'getProxiesFromFreeProxyList: {url}')
    loguru.logger.warning(f'getProxiesFromFreeProxyList: downloading...')
    response = requests.get(url)
    if response.status_code != 200:
        loguru.logger.debug(f'getProxiesFromFreeProxyList: status code is not 200')
        return
    loguru.logger.success(f'getProxiesFromFreeProxyList: downloaded.')
    d = pyquery.PyQuery(response.text)
    trs = list(d('table#proxylisttable > tbody > tr').items())
    loguru.logger.warning(f'getProxiesFromFreeProxyList: scanning...')
    for tr in trs:
        tds = list(tr('td').items())
        ip = tds[0].text().strip()
        port = tds[1].text().strip()
        proxy = f'{ip}:{port}'
        proxies.append(proxy)
    loguru.logger.success(f'getProxiesFromFreeProxyList: scanned.')
    loguru.logger.debug(f'getProxiesFromFreeProxyList: {len(proxies)} proxies is found.')
    return proxies

# 取得指定年月內每交易日的盤後資訊
def getTaiexs(year, month):
    global proxy
    taiexs = []
    while True:
        if proxy is None:
            proxy = getProxy()
        url = f'https://www.twse.com.tw/indicesReport/MI_5MINS_HIST?response=json&date={year}{month:02}01'
        loguru.logger.info(f'getTaiexs: month {month} url is {url}')
        loguru.logger.warning(f'getTaiexs: month {month} is downloading...')
        try:
            response = requests.get(
                url,
                proxies={
                    'https': f'https://{proxy}'
                },
                timeout=3
            )
            if response.status_code != 200:
                loguru.logger.success(f'getTaiexs: month {month} status code is not 200.')
                proxy = None
                break
            loguru.logger.success(f'getTaiexs: month {month} is downloaded.')
            body = response.json()
            stat = body['stat']
            if stat != 'OK':
                loguru.logger.error(f'getTaiexs: month {month} responses with error({stat}).')
                break
            records = body['data']
            if len(records) == 0:
                loguru.logger.success(f'getTaiexs: month {month} has no data.')
                break
            for record in records:
                date = record[0].strip()
                parts = date.split('/')
                y = int(parts[0]) + 1911
                m = int(parts[1])
                d = int(parts[2])
                date = f'{y}{m:02d}{d:02d}'
                openPrice = record[1].replace(',', '').strip()
                highestPrice = record[2].replace(',', '').strip()
                lowestPrice = record[3].replace(',', '').strip()
                closePrice = record[4].replace(',', '').strip()
                taiex = Taiex(
                    date=date,
                    openPrice=openPrice,
                    highestPrice=highestPrice,
                    lowestPrice=lowestPrice,
                    closePrice=closePrice
                )
                taiexs.append(taiex)
        except requests.exceptions.ConnectionError:
            loguru.logger.error(f'getTaiexs: proxy({proxy}) is not working (connection error).')
            proxy = None
            continue
        except requests.exceptions.ConnectTimeout:
            loguru.logger.error(f'getTaiexs: proxy({proxy}) is not working (connect timeout).')
            proxy = None
            continue
        except requests.exceptions.ProxyError:
            loguru.logger.error(f'getTaiexs: proxy({proxy}) is not working (proxy error).')
            proxy = None
            continue
        except requests.exceptions.SSLError:
            loguru.logger.error(f'getTaiexs: proxy({proxy}) is not working (ssl error).')
            proxy = None
            continue
        except Exception as e:
            loguru.logger.error(f'getTaiexs: proxy({proxy}) is not working.')
            loguru.logger.error(e)
            proxy = None
            continue
        break
    return taiexs

# 儲存傳入的盤後資訊
def saveTaiexs(filepath, taiexs):
    loguru.logger.info(f'saveTaiexs: {len(taiexs)} taiexs.')
    loguru.logger.warning(f'saveTaiexs: {filepath} is saving...')
    with open(filepath, mode='w', newline='', encoding='utf-8-sig') as f:
        writer = csv.writer(f)
        writer.writerow([
            'Date',
            'OpenPrice',
            'HighestPrice',
            'LowestPrice',
            'ClosePrice'
        ])
        for taiex in taiexs:
            writer.writerow([
                taiex.Date,
                taiex.OpenPrice,
                taiex.HighestPrice,
                taiex.LowestPrice,
                taiex.ClosePrice
            ])
    loguru.logger.success(f'main: {filepath} is saved.')

def main():
    taiexs = []
    # 取得從 2019.01 至 2019.12 的盤後資訊
    for month in range(1, 13):
        taiexs = taiexs + getTaiexs(2019, month)
    filepath = f'taiexs-2019.csv'
    saveTaiexs(filepath, taiexs)

    # 使用 Pandas 讀取下載回來的紀錄檔
    df = pandas.read_csv(filepath)
    # 將 Date 欄位按照格式轉換為 datetime 資料
    df['Date'] = pandas.to_datetime(df['Date'], format='%Y%m%d')
    
    # 建立圖表
    figure = plotly.graph_objects.Figure(
        data=[
            # Line Chart
            # 收盤價
            plotly.graph_objects.Scatter(
                x=df['Date'],
                y=df['ClosePrice'],
                name='收盤價',
                mode='lines',
                line=plotly.graph_objects.scatter.Line(
                    color='#6B99E5'
                )
            ),
            # Candlestick Chart
            # K 棒
            plotly.graph_objects.Candlestick(
                x=df['Date'],
                open=df['OpenPrice'],
                high=df['HighestPrice'],
                low=df['LowestPrice'],
                close=df['ClosePrice'],
                name='盤後資訊',
            )
        ],
        # 設定 XY 顯示格式
        layout=plotly.graph_objects.Layout(
            xaxis=plotly.graph_objects.layout.XAxis(
                tickformat='%Y-%m'
            ),
            yaxis=plotly.graph_objects.layout.YAxis(
                tickformat='.2f'
            )
        )
    )
    figure.show()

if __name__ == '__main__':
    loguru.logger.add(
        f'{datetime.date.today():%Y%m%d}.log',
        rotation='1 day',
        retention='7 days',
        level='DEBUG'
    )
    main()

執行結果
執行結果

Would You Like To Know More?

https://plot.ly/python


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