涨停股票封单统计

发布于 2022-02-20 22:26:16 字数 26134 浏览 832 评论 0 收藏 0

import pandas as pd

today = Date.todaysDate()
cal = Calendar('China.SSE')
yesterday = cal.advanceDate(today, '-1B',  BizDayConvention.Following).strftime('%Y%m%d')
allSecList = DataAPI.EquGet(equTypeCD = 'A', field = ['secID'])['secID'].tolist()
precls = {}
uplimit, dnlimit = [], []


for i in range(0, len(allSecList), 200):
    sub = allSecList[i:min(len(allSecList), i+200)]
    df_precls = DataAPI.MktEqudGet(secID = sub, beginDate = yesterday, endDate = yesterday, field = 'secID,closePrice')
    df_lasprx = DataAPI.MktTickRTSnapshotGet(securityID = sub, field = 'shortNM,lastPrice,bidBook,askBook')
    for j in range(len(df_precls)):
        precls[df_precls.at[j,'secID']] = df_precls.at[j,'closePrice']
    for j in range(len(df_lasprx)):
        if df_lasprx.at[j,'lastPrice'] > 0:
            sec = df_lasprx.at[j,'ticker']+'.'+df_lasprx.at[j,'exchangeCD']
            if df_lasprx.at[j,'bidBook_volume1'] == 0 and df_lasprx.at[j,'askBook_volume1'] > 0:
                bang = df_lasprx.at[j,'askBook_volume1'] * df_lasprx.at[j,'askBook_price1']
                dnlimit.append([df_lasprx.at[j,'shortNM'], sec, precls[sec], df_lasprx.at[j,'lastPrice'],df_lasprx.at[j,'askBook_volume1'], bang/10000])
            if df_lasprx.at[j,'askBook_volume1'] == 0 and df_lasprx.at[j,'bidBook_volume1'] > 0:
                bang = df_lasprx.at[j,'bidBook_volume1'] * df_lasprx.at[j,'bidBook_price1']
                uplimit.append([df_lasprx.at[j,'shortNM'], sec, precls[sec], df_lasprx.at[j,'lastPrice'],df_lasprx.at[j,'bidBook_volume1'], bang/10000])

name, sec, precls, latprx, bangvol, bang = zip(*uplimit)
df_uplimit = pd.DataFrame({'简称': name, '代码': sec, '前收': precls, '最新价': latprx,'封单量': bangvol, '封单金额（万）': bang}).sort(columns='封单金额（万）').reset_index()
df_uplimit = df_uplimit.loc[:, ['简称', '代码','前收','最新价','封单量','封单金额（万）']]
print '涨停股票数量：', len(uplimit) , '个， 收盘封单总金额：', df_uplimit.sum()['封单金额（万）']/10000 , '亿'
df_uplimit

涨停股票数量： 1280 个， 收盘封单总金额： 644.57280353 亿

	简称	代码	前收	最新价	封单量	封单金额（万）
0	科达股份	600986.XSHG	24.86	27.35	8095	22.139825
1	*ST夏利	000927.XSHE	7.11	7.47	61912	46.248264
2	宝诚股份	600892.XSHG	35.60	39.16	14200	55.607200
3	*ST古汉	000590.XSHE	17.97	18.87	35228	66.475236
4	永艺股份	603600.XSHG	96.55	106.21	7500	79.657500
5	法拉电子	600563.XSHG	27.52	30.27	27485	83.197095
6	天润乳业	600419.XSHG	37.46	41.21	30361	125.117681
7	光大证券	601788.XSHG	20.09	22.09	65049	143.758290
8	S佳通	600182.XSHG	19.59	20.57	80503	165.594671
9	*ST华锦	000059.XSHE	7.57	7.95	220596	175.373820
10	鄂尔多斯	600295.XSHG	8.40	9.24	248700	229.798800
11	富煌钢构	002743.XSHE	24.32	26.75	91387	244.460225
12	良信电器	002706.XSHE	52.81	58.09	47519	276.037871
13	洋河股份	002304.XSHE	64.26	70.69	41128	290.733832
14	*ST水井	600779.XSHG	9.76	10.25	284700	291.817500
15	滨海能源	000695.XSHE	14.06	15.47	189000	292.383000
16	中钢国际	000928.XSHE	18.03	19.83	167224	331.605192
17	金地集团	600383.XSHG	12.64	13.90	273600	380.304000
18	百花村	600721.XSHG	10.21	11.23	361831	406.336213
19	XD吉林森	600189.XSHG	9.85	10.73	392689	421.355297
20	兖州煤业	600188.XSHG	9.74	10.71	422093	452.061603
21	时代万恒	600241.XSHG	11.14	12.25	381174	466.938150
22	银座股份	600858.XSHG	9.19	10.11	480700	485.987700
23	金山开发	600679.XSHG	11.39	12.53	393526	493.088078
24	远程电缆	002692.XSHE	16.67	18.34	271064	497.131376
25	苏泊尔	002032.XSHE	21.88	24.07	206600	497.286200
26	万向德农	600371.XSHG	15.93	17.52	292926	513.206352
27	洛阳玻璃	600876.XSHG	10.60	11.66	448678	523.158548
28	东方证券	600958.XSHG	23.18	25.50	205700	524.535000
29	东兴证券	601198.XSHG	20.52	22.57	236032	532.724224
...	...	...	...	...	...	...
1250	金龙汽车	600686.XSHG	14.42	15.86	15154357	24034.810202
1251	浩物股份	000757.XSHE	7.43	8.17	30249462	24713.810454
1252	湖北能源	000883.XSHE	5.03	5.53	45428493	25121.956629
1253	上海莱士	002252.XSHE	70.82	77.90	3266870	25448.917300
1254	保利地产	600048.XSHG	9.38	10.32	24812739	25606.746648
1255	贵州百灵	002424.XSHE	46.51	51.16	5007138	25616.518008
1256	掌趣科技	300315.XSHE	9.70	10.67	25399058	27100.794886
1257	万向钱潮	000559.XSHE	11.65	12.82	21612652	27707.419864
1258	东软集团	600718.XSHG	12.09	13.30	21087016	28045.731280
1259	时代新材	600458.XSHG	16.97	18.67	15189697	28359.164299
1260	东方财富	300059.XSHE	45.99	50.59	5819640	29441.558760
1261	紫光股份	000938.XSHE	56.69	62.25	4756189	29607.276525
1262	泛海控股	000046.XSHE	11.00	12.10	24553068	29709.212280
1263	隆平高科	000998.XSHE	18.15	19.97	15137564	30229.715308
1264	五粮液	000858.XSHE	21.92	24.11	12672663	30553.790493
1265	洛阳钼业	603993.XSHG	10.21	11.23	28763738	32301.677774
1266	川投能源	600674.XSHG	8.91	9.80	34759105	34063.922900
1267	大族激光	002008.XSHE	20.09	22.10	16645752	36787.111920
1268	机器人	300024.XSHE	78.20	86.02	4285905	36867.354810
1269	上海电气	601727.XSHG	10.34	11.37	33204217	37753.194729
1270	大唐电信	600198.XSHG	19.88	21.87	17856149	39051.397863
1271	招商证券	600999.XSHG	22.07	24.28	17547853	42606.187084
1272	新大陆	000997.XSHE	17.52	19.27	22280471	42934.467617
1273	同方股份	600100.XSHG	11.48	12.63	37915652	47887.468476
1274	中航动力	600893.XSHG	28.34	31.17	17871582	55705.721094
1275	国泰君安	601211.XSHG	25.88	28.47	19942615	56776.624905
1276	中国重工	601989.XSHG	8.53	9.38	67338975	63163.958550
1277	格力电器	000651.XSHE	19.64	21.60	30817884	66566.629440
1278	中国核电	601985.XSHG	8.20	9.02	76664230	69151.135460
1279	兴业银行	601166.XSHG	15.53	17.08	45921158	78433.337864

1280 rows × 6 columns

nfList = DataAPI.EquGet(equTypeCD = 'A', field = ['secID','nonrestfloatA'])
nf = {}
for j in range(len(nfList)):
    nf[nfList.at[j,'secID']] = nfList.at[j,'nonrestfloatA']

name, sec, precls, latprx, bangvol, bang = zip(*uplimit)
nflist = []
nfrate = []
for j in range(len(sec)):
   nflist.append(nf[sec[j]])
   if nf[sec[j]] > 0:
       nfrate.append(bangvol[j]*1000/nf[sec[j]])
   else:
       nfrate.append(0)

print "按照封单跟流通股本比例排序"
df_uplimit1 = pd.DataFrame({'简称': name, '代码': sec, '前收': precls, '最新价': latprx,'封单量': bangvol, '封单金额（万）': bang, '总流通股本': tuple(nflist), '封单总股本比(千分之n)': tuple(nfrate)}).sort(columns='封单总股本比(千分之n)',ascending=False).reset_index()
df_uplimit1 = df_uplimit1.loc[:, ['简称', '代码','前收','最新价','封单量','封单金额（万）','总流通股本','封单总股本比(千分之n)']]
df_uplimit1

按照封单跟流通股本比例排序

	简称	代码	前收	最新价	封单量	封单金额（万）	总流通股本	封单总股本比(千分之n)
0	光力科技	300480.XSHE	15.35	16.89	5979987	10100.198043	23000000	259
1	万孚生物	300482.XSHE	40.81	44.89	4077275	18302.887475	22000000	185
2	真视通	002771.XSHE	35.85	39.44	3170548	12504.641312	20000000	158
3	恒锋工具	300488.XSHE	39.87	43.86	1950131	8553.274566	12510000	155
4	山河药辅	300452.XSHE	46.62	51.28	1231062	6312.885936	11600000	106
5	浩物股份	000757.XSHE	7.43	8.17	30249462	24713.810454	312802683	96
6	蓝晓科技	300487.XSHE	31.28	34.41	1894400	6518.630400	20000000	94
7	康斯特	300445.XSHE	58.53	64.38	899439	5790.588282	10200000	88
8	天成自控	603085.XSHG	18.55	20.41	2189087	4467.926567	25000000	87
9	中飞股份	300489.XSHE	40.73	44.80	997400	4468.352000	11350000	87
10	杭州高新	300478.XSHE	30.02	33.02	1414810	4671.702620	16670000	84
11	濮阳惠成	300481.XSHE	22.51	24.76	1484372	3675.305072	20000000	74
12	信息发展	300469.XSHE	42.72	46.99	1247892	5863.844508	16700000	74
13	汇洁股份	002763.XSHE	21.98	24.18	3901200	9433.101600	54000000	72
14	三变科技	002112.XSHE	9.63	10.59	13039855	13809.206445	180956458	72
15	康弘药业	002773.XSHE	35.30	38.83	3163996	12285.796468	45600000	69
16	凤形股份	002760.XSHE	23.81	26.19	1531650	4011.391350	22000000	69
17	石大胜华	603026.XSHG	15.09	16.60	3422222	5680.888520	50680000	67
18	三毛派神	000779.XSHE	9.93	10.92	12593170	13751.741640	186441020	67
19	万林股份	603117.XSHG	13.62	14.98	4056942	6077.299116	60000000	67
20	四通股份	603838.XSHG	17.27	19.00	2204115	4187.818500	33340000	66
21	普路通	002769.XSHE	65.41	71.95	1226834	8827.070630	18500000	66
22	威帝股份	603023.XSHG	31.06	34.17	1292499	4416.469083	20000000	64
23	普丽盛	300442.XSHE	40.09	44.10	1587575	7001.205750	25000000	63
24	科迪乳业	002770.XSHE	12.63	13.89	4330037	6014.421393	68400000	63
25	音飞储存	603066.XSHG	21.68	23.85	1558372	3716.717220	25000000	62
26	沃施股份	300483.XSHE	29.04	31.94	947482	3026.257508	15500000	61
27	立霸股份	603519.XSHG	45.17	49.69	1217375	6049.136375	20000000	60
28	东杰智能	300486.XSHE	20.40	22.44	2050203	4600.655532	34720000	59
29	口子窖	603589.XSHG	24.64	27.10	3444728	9335.212880	60000000	57
...	...	...	...	...	...	...	...	...
1250	太平洋	601099.XSHG	9.55	10.51	1577651	1658.111201	3305467026	0
1251	科达股份	600986.XSHG	24.86	27.35	8095	22.139825	335269708	0
1252	中国神华	601088.XSHG	18.84	20.72	266241	551.651352	16491037955	0
1253	中国建筑	601668.XSHG	7.25	7.98	8879800	7086.080400	29853220000	0
1254	华泰证券	601688.XSHG	20.54	22.59	1029106	2324.750454	5443723000	0
1255	际华集团	601718.XSHG	10.10	11.11	1550394	1722.487734	3857000000	0
1256	美的集团	000333.XSHE	30.81	33.89	883331	2993.608759	2263778847	0
1257	万华化学	600309.XSHG	18.45	20.30	282697	573.874910	2162334720	0
1258	西南证券	600369.XSHG	15.81	17.39	1456800	2533.375200	2322554562	0
1259	宁沪高速	600377.XSHG	7.05	7.76	2667199	2069.746424	3797981355	0
1260	金地集团	600383.XSHG	12.64	13.90	273600	380.304000	4491463472	0
1261	天润乳业	600419.XSHG	37.46	41.21	30361	125.117681	80210837	0
1262	荣盛石化	002493.XSHE	13.85	15.24	941374	1434.653976	1019075000	0
1263	立讯精密	002475.XSHE	30.01	33.01	551275	1819.758775	1149687000	0
1264	金隅股份	601992.XSHG	7.51	8.26	2923312	2414.655712	3111402625	0
1265	大唐发电	601991.XSHG	5.84	6.42	3382468	2171.544456	9994360000	0
1266	大秦铁路	601006.XSHG	10.08	11.09	3236323	3589.082207	14866791491	0
1267	中国汽研	601965.XSHG	8.90	9.79	878170	859.728430	961179867	0
1268	中国中车	601766.XSHG	16.09	17.70	10114023	17901.820710	22917692293	0
1269	深高速	600548.XSHG	7.57	8.33	1113968	927.935344	1433270326	0
1270	中国远洋	601919.XSHG	7.10	7.81	5954095	4650.148195	7635674357	0
1271	海信科龙	000921.XSHE	9.76	10.74	693024	744.307776	901717827	0
1272	方正证券	601901.XSHG	9.70	10.67	1558703	1663.136101	6100000000	0
1273	中煤能源	601898.XSHG	6.89	7.58	4670154	3539.976732	9152000400	0
1274	海螺水泥	600585.XSHG	18.48	20.33	2197899	4468.328667	3999702579	0
1275	招商轮船	601872.XSHG	6.83	7.51	4215059	3165.509309	4720921809	0
1276	中海集运	601866.XSHG	5.56	6.12	7863060	4812.192720	7932125000	0
1277	中国交建	601800.XSHG	15.49	17.04	680950	1160.338800	11747235425	0
1278	光大证券	601788.XSHG	20.09	22.09	65049	143.758290	3418000000	0
1279	法拉电子	600563.XSHG	27.52	30.27	27485	83.197095	225000000	0