项目创建及后端业务:定时更新“股票列表基础信息”数据
项目创建
该量化交易数据平台用于数据库的数据抓取、分析等操作。
和QuantTrade使用同一个数据库,无需重新创建
pom.xml
<properties>
<java.version>1.8</java.version>
<project.build.sourceEncoding>UTF-8</project.build.sourceEncoding>
<project.reporting.outputEncoding>UTF-8</project.reporting.outputEncoding>
<spring-boot.version>2.3.12.RELEASE</spring-boot.version>
</properties>
<dependencies>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-web</artifactId>
</dependency>
<dependency>
<groupId>org.mybatis.spring.boot</groupId>
<artifactId>mybatis-spring-boot-starter</artifactId>
<version>2.2.2</version>
</dependency>
<dependency>
<groupId>mysql</groupId>
<artifactId>mysql-connector-java</artifactId>
<version>8.0.33</version>
</dependency>
<dependency>
<groupId>org.projectlombok</groupId>
<artifactId>lombok</artifactId>
<optional>true</optional>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-test</artifactId>
<scope>test</scope>
<exclusions>
<exclusion>
<groupId>org.junit.vintage</groupId>
<artifactId>junit-vintage-engine</artifactId>
</exclusion>
</exclusions>
</dependency>
<dependency>
<groupId>io.springfox</groupId>
<artifactId>springfox-boot-starter</artifactId>
<version>3.0.0</version>
</dependency>
<dependency>
<groupId>com.alibaba</groupId>
<artifactId>fastjson</artifactId>
<version>1.2.17</version>
</dependency>
<dependency>
<groupId>com.opencsv</groupId>
<artifactId>opencsv</artifactId>
<version>5.7.1</version>
</dependency>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-quartz</artifactId>
</dependency>
</dependencies>
<dependencyManagement>
<dependencies>
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-dependencies</artifactId>
<version>${spring-boot.version}</version>
<type>pom</type>
<scope>import</scope>
</dependency>
</dependencies>
</dependencyManagement>
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-compiler-plugin</artifactId>
<version>3.8.1</version>
<configuration>
<source>1.8</source>
<target>1.8</target>
<encoding>UTF-8</encoding>
</configuration>
</plugin>
<plugin>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-maven-plugin</artifactId>
<version>${spring-boot.version}</version>
<configuration>
<mainClass>com.quanttrade_bk.QuantTradeBkApplication</mainClass>
<skip>true</skip>
</configuration>
<executions>
<execution>
<id>repackage</id>
<goals>
<goal>repackage</goal>
</goals>
</execution>
</executions>
</plugin>
</plugins>
</build>
application.properties
# 应用服务 WEB 访问端口
server.port=8082
# 配置数据库连接信息
spring.datasource.driver-class-name=com.mysql.cj.jdbc.Driver
spring.datasource.url=jdbc:mysql://localhost:3380/db_quant?serverTimezone=UTC
spring.datasource.username=root
spring.datasource.password=1234
#配置mapper.xml的路径
mybatis.mapper-locations=classpath:mapper/*/*.xml
Application
import org.springframework.boot.SpringApplication;
import org.springframework.boot.autoconfigure.SpringBootApplication;
import org.springframework.context.annotation.Bean;
import org.springframework.web.client.RestTemplate;
import springfox.documentation.swagger2.annotations.EnableSwagger2;
@SpringBootApplication
@EnableSwagger2
public class QuantTradeDataApplication {
public static void main(String[] args) {
SpringApplication.run(QuantTradeDataApplication.class, args);
}
/**
* 向spring注册RestTemplate工具
* @return
*/
@Bean
public RestTemplate getRestTemplate(){
return new RestTemplate();
}
}
RestObject
import lombok.AllArgsConstructor;
import lombok.Data;
import lombok.NoArgsConstructor;
@Data
@NoArgsConstructor
@AllArgsConstructor
public class RestObject {
private Integer code; //前端的状态码 0:业务失败 1:业务成功
private String msg; //前端需要展示的信息
private Object data; //前端需要的复杂数据
//业务成功的方法----------
/**
* 业务成功,自定义返回msg和返回的数据
* @param msg
* @param data
* @return
*/
public static RestObject OK(String msg,Object data){
return new RestObject(1,msg,data);
}
/**
* 业务成功,自定义返回msg,无返回数据
* @param msg
* @return
*/
public static RestObject OK(String msg){
return OK(msg,null);
}
/**
* 业务成功,自定义返回的数据,无返回msg
* @param data
* @return
*/
public static RestObject OK(Object data){
return OK(null,data);
}
//业务失败的方法----------
/**
* 业务失败,自定义返回msg和返回的数据
* @param msg
* @param data
* @return
*/
public static RestObject ERROR(String msg,Object data){
return new RestObject(0,msg,data);
}
/**
* 业务失败,自定义返回msg,无返回数据
* @param msg
* @return
*/
public static RestObject ERROR(String msg){
return ERROR(msg,null);
}
/**
* 业务失败,自定义返回的数据,无返回msg
* @param data
* @return
*/
public static RestObject ERROR(Object data){
return ERROR(null,data);
}
}
搭建Const和TuShareAPI工具
Const
public interface Const {
//平台地址
String TUSHARE_BASE_URL = "http://api.tushare.pro";
//令牌
String TUSHARE_TOKEN = "自己的token";
//股票基本信息
String STOCK_BASIC = "stock_basic";
//股票日线基本行情
String STOCK_DAILY = "daily";
}
import com.alibaba.fastjson.JSON;
import com.alibaba.fastjson.JSONObject;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.http.HttpEntity;
import org.springframework.http.HttpHeaders;
import org.springframework.http.MediaType;
import org.springframework.stereotype.Component;
import org.springframework.web.client.RestTemplate;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
@Component
public class TuShareAPI {
@Autowired
RestTemplate template;
/**
* 用于向tushare平台发送请求,并接收到响应
* @param api
* @param params
* @param fields
* @return
*/
public JSONObject get(String api, Map<String, String> params, List<String> fields) {
Map<String, Object> allParam = new HashMap<>();
allParam.put("api_name", api);
allParam.put("token", Const.TUSHARE_TOKEN);
// 请求参数
allParam.put("params", params);
// 设置 需要响应回来的字段
if (fields != null && fields.size()>0) {
StringBuffer buffer = new StringBuffer();
int size = fields.size();
for (int i = 0; i <size; i++) {
buffer.append(fields.get(i));
if(i!=size-1){
buffer.append(",");
}
}
allParam.put("fields", buffer.toString());
}
//设置并发送请求,获取并返回响应
HttpHeaders headers = new HttpHeaders();
headers.setContentType(MediaType.APPLICATION_JSON);
HttpEntity<Map> entity = new HttpEntity<>(allParam, headers);
String str = template.postForObject(Const.TUSHARE_BASE_URL,entity, String.class);
JSONObject json = JSON.parseObject(str);
return json;
}
}
启动时,运行: http://localhost:8082/swagger-ui/index.html
后端业务:定时更新“股票列表基础信息”数据
需求说明
为了获取前一天的最新数据,我们需要每个工作日的晚上10点定时刷新stock_basic股票列表基础信息,并将最新数据插入或更新到数据库中,将已经退市的数据删除。
前置知识:Quartz定时框架
Apache提供定时框架Quartz来帮助我们进行定时任务。
依赖
<dependency>
<groupId>org.springframework.boot</groupId>
<artifactId>spring-boot-starter-quartz</artifactId>
</dependency>
其中作业:Job (其中去编写要执行的任务)
作业详情:JobDetail (对任务属性进行调整)
触发器:Trigger(负责执行具体的某个作业)都是执行任务必不可少的组件。
我们将需要执行的任务写入Job,并通过JobBuilder来构建JobDetail。
通过TriggerBuilder来构建触发器,并加入任务与执行周期&频率,让任务执行。
其中,Cron表达式无需独立学习,通过在线构建即可:https://cron.qqe2.com/
Job:
import org.quartz.JobExecutionContext;
import org.quartz.JobExecutionException;
import org.springframework.scheduling.quartz.QuartzJobBean;
import java.util.Date;
public class TestJob1 extends QuartzJobBean {
@Override
protected void executeInternal(JobExecutionContext jobExecutionContext) throws JobExecutionException {
//定时去做什么事情
System.out.println("TestJob1:"+new Date().toLocaleString());
}
}
任务配置:
import org.quartz.*;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;
@Configuration
public class QuartzConfig {
/**
* 构建任务详情
* @return
*/
@Bean
public JobDetail getTestJob1(){
//1、通过构建,获取任务详情并返回
//storeDurably() 脱离Trigger进行独立保存
return JobBuilder.newJob(TestJob1.class).storeDurably().build();
}
@Bean
public Trigger getTestJob1Trigger(JobDetail getTestJob1){
//1、创建Cron表达式
//1秒执行一次
// CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("* * * * * ?");
//从00秒开始 每10秒执行一次
CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0/10 * * * * ? ");
//2、通过构建,完成触发器的创建并返回
return TriggerBuilder.newTrigger().forJob(getTestJob1).withSchedule(cron).build();
}
}
案例:定时点名 每秒定时抽一个学生姓名
1、创建一个Job,读取txt里的数据,随机获取其中一个
import org.quartz.JobExecutionContext;
import org.quartz.JobExecutionException;
import org.springframework.scheduling.quartz.QuartzJobBean;
import org.springframework.util.ResourceUtils;
import java.io.*;
import java.util.ArrayList;
import java.util.List;
import java.util.Random;
public class RandomNameJob extends QuartzJobBean {
private static List<String> names = new ArrayList<>();
static {
//读取txt获取数据
//获取file文件
File file;
try {
file = ResourceUtils.getFile("classpath:test.txt");
} catch (FileNotFoundException e) {
throw new RuntimeException(e);
}
//获取缓冲字符流
try (BufferedReader reader = new BufferedReader(new FileReader(file));){
//读取数据,保存到names
String line = null;
while ((line=reader.readLine())!=null){
names.add(line);
}
} catch (FileNotFoundException e) {
throw new RuntimeException(e);
} catch (IOException e) {
throw new RuntimeException(e);
}
}
private static Random r = new Random();
@Override
protected void executeInternal(JobExecutionContext jobExecutionContext) throws JobExecutionException {
System.out.println("随机点名:"+names.get(r.nextInt(names.size())));
}
}
2、创建JobDetail,创建Trigger 给于cron
import org.quartz.*;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;
@Configuration
public class QuartzConfig {
/**
* 构建任务详情
* @return
*/
@Bean
public JobDetail getTestJob1(){
//1、通过构建,获取任务详情并返回
//storeDurably() 脱离Trigger进行独立保存
return JobBuilder.newJob(TestJob1.class).storeDurably().build();
}
@Bean
public Trigger getTestJob1Trigger(JobDetail getTestJob1){
//1、创建Cron表达式
//1秒执行一次
// CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("* * * * * ?");
//从00秒开始 每10秒执行一次
CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0/10 * * * * ? ");
//2、通过构建,完成触发器的创建并返回
return TriggerBuilder.newTrigger().forJob(getTestJob1).withSchedule(cron).build();
}
/**
* 构建任务详情
* @return
*/
@Bean
public JobDetail getRandomNameJob(){
//1、通过构建,获取任务详情并返回
//storeDurably() 脱离Trigger进行独立保存
return JobBuilder.newJob(RandomNameJob.class).storeDurably().build();
}
@Bean
public Trigger getRandomNameJobTrigger(JobDetail getRandomNameJob){
//1、创建Cron表达式
//1秒执行一次
CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("* * * * * ?");
//2、通过构建,完成触发器的创建并返回
return TriggerBuilder.newTrigger().forJob(getRandomNameJob).withSchedule(cron).build();
}
}
股票列表基础信息表(tb_stock_basic_info)
股票列表基础信息实体(StockBasicInfo)
import lombok.AllArgsConstructor;
import lombok.Data;
import lombok.NoArgsConstructor;
@Data
@NoArgsConstructor
@AllArgsConstructor
public class StockBasicInfo {
private String tscode; //TS代码
private String stockcode; //股票代码
private String stockname; //股票名称
private String stockarea; //地域
private String industry; //所属行业
private String cnspell; //拼音缩写
private String market; //市场类型
private String list_date; //上市日期
private String is_hs; //是否沪深港通标的,N否 H沪股通 S深股通
private String op_date; //操作日期 yyyy-MM-dd
}
三层搭建
StockBasicInfoMapper
import org.springframework.stereotype.Repository;
@Repository
public interface StockBasicInfoMapper {
}
Application
import org.mybatis.spring.annotation.MapperScan;
import org.springframework.boot.SpringApplication;
import org.springframework.boot.autoconfigure.SpringBootApplication;
import org.springframework.context.annotation.Bean;
import org.springframework.web.client.RestTemplate;
import springfox.documentation.swagger2.annotations.EnableSwagger2;
@SpringBootApplication
@EnableSwagger2
@MapperScan("com.quanttradedata.stock.mapper")
public class QuantTradeDataApplication {
public static void main(String[] args) {
SpringApplication.run(QuantTradeDataApplication.class, args);
}
/**
* 向spring注册RestTemplate工具
* @return
*/
@Bean
public RestTemplate getRestTemplate(){
return new RestTemplate();
}
}
StockBasicInfoMapper.xml
<?xml version="1.0" encoding="UTF-8" ?>
<!DOCTYPE mapper
PUBLIC "-//mybatis.org//DTD Mapper 3.0//EN"
"http://mybatis.org/dtd/mybatis-3-mapper.dtd">
<mapper namespace="com.quanttradedata.stock.mapper.StockBasicInfoMapper">
</mapper>
StockService
import com.quanttradedata.stock.mapper.StockBasicInfoMapper;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Service;
@Service
public class StockService {
@Autowired
private StockBasicInfoMapper stockBasicInfoMapper;
}
StockController
import com.quanttradedata.stock.service.StockService;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.web.bind.annotation.CrossOrigin;
import org.springframework.web.bind.annotation.RequestMapping;
import org.springframework.web.bind.annotation.RestController;
@RestController
@RequestMapping("/stock")
@CrossOrigin //跨域在开发环境可以有,在生产环境中尽可能去除
public class StockController {
@Autowired
private StockService stockService;
}
业务实现
StockBasicInfoJob
import com.quanttradedata.stock.service.StockService;
import org.quartz.JobExecutionContext;
import org.quartz.JobExecutionException;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.scheduling.quartz.QuartzJobBean;
import org.springframework.stereotype.Component;
import java.text.SimpleDateFormat;
import java.util.Date;
import java.util.HashMap;
@Component
public class StockBasicInfoJob extends QuartzJobBean {
@Autowired
private StockService stockService;
private SimpleDateFormat sdf1 = new SimpleDateFormat("yyyy-MM-dd");
@Override
protected void executeInternal(JobExecutionContext jobExecutionContext) throws JobExecutionException {
//1、准备需要传递给tuShare 参数
HashMap<String, String> param = new HashMap<>();
param.put("exchange","SSE");
param.put("list_status","L");
//2、请求 SSE上交所的股票基本信息
System.out.println("请求SSE上交所的股票基本信息......");
stockService.saveStockBasicInfoFromNet(param);
//3、请求 SZSE深交所的股票基本信息
System.out.println("请求 SZSE深交所的股票基本信息......");
param.put("exchange","SZSE");
stockService.saveStockBasicInfoFromNet(param);
//4、数据更新完毕,删除退市失效数据
stockService.delStockBasicInfosByOpDate(sdf1.format(new Date()));
}
}
QuartzConfig
import com.quanttradedata.stock.job.StockBasicInfoJob;
import org.quartz.*;
import org.springframework.context.annotation.Bean;
import org.springframework.context.annotation.Configuration;
@Configuration
public class QuartzConfig {
//股票基本信息的 任务详情创建 及 触发器创建
@Bean
public JobDetail getStockBasicInfoJob(){
return JobBuilder.newJob(StockBasicInfoJob.class).storeDurably().build();
}
@Bean
public Trigger getStockBasicInfoJobTrigger(JobDetail getStockBasicInfoJob){
//1、编写cron表达式,指定触发的时间和周期
//开发执行: 每个工作日的晚上22点
//CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0 0 22 ? * MON-FRI");
//测试执行: 每5秒执行一次
CronScheduleBuilder cron = CronScheduleBuilder.cronSchedule("0/5 * * * * ? ");
//2、构建触发器,执行任务
return TriggerBuilder.newTrigger().forJob(getStockBasicInfoJob).withSchedule(cron).build();
}
}
StockService
import com.alibaba.fastjson.JSONArray;
import com.alibaba.fastjson.JSONObject;
import com.quanttradedata.stock.javabean.StockBasicInfo;
import com.quanttradedata.stock.mapper.StockBasicInfoMapper;
import com.quanttradedata.utils.javabean.Const;
import com.quanttradedata.utils.javabean.TuShareAPI;
import org.springframework.beans.factory.annotation.Autowired;
import org.springframework.stereotype.Service;
import java.sql.SQLIntegrityConstraintViolationException;
import java.text.SimpleDateFormat;
import java.util.*;
@Service
public class StockService {
@Autowired
private StockBasicInfoMapper stockBasicInfoMapper;
@Autowired
private TuShareAPI tuShareAPI;
private SimpleDateFormat sdf1 = new SimpleDateFormat("yyyy-MM-dd");
/**
* 根据参数,请求并更新股票列表信息
* @param param
*/
public void saveStockBasicInfoFromNet(HashMap<String, String> param) {
//1、指定TuShare平台需要给项目返回哪些字段数据
List<String> fields = new ArrayList<>();
Collections.addAll(fields,
"ts_code","symbol","name","area","industry","cnspell","market","list_date","is_hs");
//2、向TuShare平台发请求,请求json数据
JSONObject jsonObject = tuShareAPI.get(Const.STOCK_BASIC, param, fields);
//3、解析json数据,转为List集合
List<StockBasicInfo> stockBasicInfos = new ArrayList<>();
//3.1、获取所有的行数据
JSONArray jsonArray = jsonObject.getJSONObject("data").getJSONArray("items");
//3.2、遍历每行数据,每行转为一个StockBasicInfo对象
Date today = new Date();
String todayStr = sdf1.format(today);
for (int i = 0; i < jsonArray.size(); i++) {
JSONArray array = jsonArray.getJSONArray(i);
//3.3、将StockBasicInfo对象保存到List中
stockBasicInfos.add(
new StockBasicInfo(
array.getString(0),
array.getString(1),
array.getString(2),
array.getString(3),
array.getString(4),
array.getString(5),
array.getString(6),
array.getString(7),
array.getString(8),
todayStr
)
);
}
//4、进行数据插入或更新操作
int insertCount=0,updateCount=0;
//插入或更新
if(stockBasicInfos.size()>0){
//有需要插入或更新的数据,开始更新
for (StockBasicInfo sbi : stockBasicInfos) {
try {
int rows = stockBasicInfoMapper.insertStockBasicInfo(sbi);
insertCount+=rows;
} catch (Exception e) {
//1、判断是否为SQLIntegrityConstraintViolationException类型的异常
if(e.getCause() instanceof SQLIntegrityConstraintViolationException){
//2、如果是该类型,判断是否为重复主键错误
String errorMsg = e.getMessage();
//System.out.println(errorMsg);
if(errorMsg.contains("Duplicate entry") && errorMsg.contains("PRIMARY")){
//3、如果是重复主键错误,说明该数据,数据库已经存在了,没必要在Insert,进行该数据的update 即可
int rows = stockBasicInfoMapper.updateStockBasicInfo(sbi);
updateCount+=rows;
}
}
}
}
}
//5、展示结果
System.out.println("插入成功了"+insertCount+"条数据");
System.out.println("更新成功了"+updateCount+"条数据");
}
/**
* 根据今天日期,删除不是今天数据的退市数据
* @param todayStr
*/
public void delStockBasicInfosByOpDate(String todayStr){
//更新完毕后,已经退市的数据要从数据库删除掉
int delCount = stockBasicInfoMapper.delStockBasicInfosByOpDate(todayStr);
System.out.println("删除成功了"+delCount+"条失效数据");
}
}
StockBasicInfoMapper
import com.quanttradedata.stock.javabean.StockBasicInfo;
import org.apache.ibatis.annotations.Param;
import org.springframework.stereotype.Repository;
@Repository
public interface StockBasicInfoMapper {
/**
* 添加一条股票基本信息
* @param sbi
* @return
*/
int insertStockBasicInfo(@Param("sbi") StockBasicInfo sbi);
/**
* 更新一条股票基本信息
* @param sbi
* @return
*/
int updateStockBasicInfo(@Param("sbi") StockBasicInfo sbi);
/**
* 删除不是今天的股票基本信息(删除退市数据)
* @param todayStr
* @return
*/
int delStockBasicInfosByOpDate(@Param("todayStr")String todayStr);
}
StockBasicInfoMapper.xml文章来源:https://www.toymoban.com/news/detail-723722.html
<?xml version="1.0" encoding="UTF-8" ?>
<!DOCTYPE mapper
PUBLIC "-//mybatis.org//DTD Mapper 3.0//EN"
"http://mybatis.org/dtd/mybatis-3-mapper.dtd">
<mapper namespace="com.quanttradedata.stock.mapper.StockBasicInfoMapper">
<insert id="insertStockBasicInfo">
insert into tb_stock_basic_info values (
#{sbi.tscode},
#{sbi.stockcode},
#{sbi.stockname},
#{sbi.stockarea},
#{sbi.industry},
#{sbi.cnspell},
#{sbi.market},
#{sbi.list_date},
#{sbi.is_hs},
#{sbi.op_date}
)
</insert>
<update id="updateStockBasicInfo">
update tb_stock_basic_info set
stockname=#{sbi.stockname},
stockarea=#{sbi.stockarea},
industry=#{sbi.industry},
cnspell=#{sbi.cnspell},
market=#{sbi.market},
list_date=#{sbi.list_date},
is_hs=#{sbi.is_hs},
op_date=#{sbi.op_date}
where stockcode = #{sbi.stockcode}
</update>
<delete id="delStockBasicInfosByOpDate">
delete from tb_stock_basic_info where op_date!=#{todayStr}
</delete>
</mapper>
后端业务:定时更新“股票列表基础信息”数据业务完成!!!
下篇进入项目开发之量化交易抓取数据QuantTradeData(二):后端业务之定时更新“A股日线行情”数据—传送门文章来源地址https://www.toymoban.com/news/detail-723722.html
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