# 設置xxxxx pro的token并獲取連接
# 公眾號：信息技術智庫
ts.set_token('xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx')
pro = ts.pro_api()
# 設定獲取日線行情的初始日期和終止日期，其中終止日期設定為昨天。
start_dt = '20100101'
time_temp = datetime.datetime.now() - datetime.timedelta(days=1)
end_dt = time_temp.strftime('%Y%m%d')
# 建立數(shù)據(jù)庫連接,剔除已入庫的部分
db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8')
cursor = db.cursor()
# 設定需要獲取數(shù)據(jù)的股票池
stock_pool = ['603912.SH','300666.SZ','300618.SZ','002049.SZ','300672.SZ']
total = len(stock_pool)
# 循環(huán)獲取單個股票的日線行情
for i in range(len(stock_pool)):
    try:
        df = pro.daily(ts_code=stock_pool[i], start_date=start_dt, end_date=end_dt)
        # 打印進度
        print('Seq: ' + str(i+1) + ' of ' + str(total) + '   Code: ' + str(stock_pool[i]))

class data_collect(object):
     def __init__(self, in_code,start_dt,end_dt):
        ans = self.collectDATA(in_code,start_dt,end_dt) 
    def collectDATA(self,in_code,start_dt,end_dt):
        # 建立數(shù)據(jù)庫連接，獲取日線基礎行情(開盤價，收盤價，最高價，最低價，成交量，成交額)
        db = pymysql.connect(host='127.0.0.1', user='root', passwd='admin', db='stock', charset='utf8')
        cursor = db.cursor()
        sql_done_set = "SELECT * FROM stock_all a where stock_code = '%s' and state_dt >= '%s' and state_dt <= '%s' order by state_dt asc" % (in_code, start_dt, end_dt)
        cursor.execute(sql_done_set)
        done_set = cursor.fetchall()
        if len(done_set) == 0:
            raise Exception
        self.date_seq = []
        self.open_list = []
        self.close_list = []
        self.high_list = []
        self.low_list = []
        self.vol_list = []
        self.amount_list = []
        for i in range(len(done_set)):
            self.date_seq.append(done_set[i][0])
            self.open_list.append(float(done_set[i][2]))
            self.close_list.append(float(done_set[i][3]))
            self.high_list.append(float(done_set[i][4]))
            self.low_list.append(float(done_set[i][5]))
            self.vol_list.append(float(done_set[i][6]))
            self.amount_list.append(float(done_set[i][7]))
        cursor.close()
        db.close()
        # 將日線行情整合為訓練集(其中self.train是輸入集，self.target是輸出集，self.test_case是end_dt那天的單條測試輸入)
        self.data_train = []
        self.data_target = []

model = svm.SVC()               # 建模
model.fit(train, target)        # 訓練
ans2 = model.predict(test_case) # 預測