财经数据（6）-Python多进程爬虫东方财富个股盘口异动数据

1、先上个图看下网页版数据、mysql结构化数据

 

2、分析思路：

该网页主要采用动态加载来实现的，通过刷新页面查看URL，最终发现想要的数据，在js链接当中，进行头文件分析，构造URL，完成数据获取

数据存储方式上，尝试了Python单条读写mysql、利用Pandas构造DataFrame存储，2种方式，通过实验发现：通过Python读写mysql执行时间为：1477s，而通过Pandas读写

mysql执行时间为：47s，方法2速度几乎是方法1的30倍。在于IO读写上，Python多线程显得非常鸡肋，具体分析可参考：https://cuiqingcai.com/3325.html

 具体代码及数据如下：

Python读写Mysql

# -*- coding: utf-8 -*-
import pandas as pd
import tushare as ts
import pymysql
import time
import requests
import json
from multiprocessing import Pool
import traceback

# ====================东方财富个股盘口异动数据抓取============================================================================================================
def EMydSpider(param_list):
    # 抓取东财个股盘口异动数据：http://quote.eastmoney.com/changes

    # 创建计数器
    success, fail = 0, 0

    # 获取当天日期
    cur_date = time.strftime("%Y%m%d", time.localtime())

    # 创建MySQL连接对象
    conn_mysql = pymysql.connect(user='root', password='123456', database='stock', charset='utf8')
    cursor = conn_mysql.cursor()

    header = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; WOW64) AppleWebKit/537.36 (Khtml, like Gecko) Chrome/70.0.3538.25 Safari/537.36 Core/1.70.3676.400 QQBrowser/10.5.3738.400"}
    url = "http://push2ex.eastmoney.com/getAllStockChanges?type=8201,8202,8193,4,32,64,8207,8209,8211,8213,8215,8204,8203,8194,8,16,128,8208,8210,8212,8214,8216"
    session = requests.Session()
    for param in param_list:
        try:
            html = json.loads(session.get(url=url, params=param, headers=header).text)
            allstock = html['data']['allstock']
            for stock in allstock:
                stk_code = stock['c']  # 股票代码,无后缀
                stk_name = stock['n']  # 股票名称
                chg_time = stock['tm']  # 异动时间
                chg_type = stock['t']  # 异动类型
                chg_value = stock['i']  # 异动值

                try:
                    sql = '''insert into stock_yd_list(stk_code,trade_date,chg_time,chg_type,chg_value) values('%s','%s','%s','%s','%s')''' % (stk_code, cur_date, chg_time, chg_type, chg_value)
                    cursor.execute(sql)
                    conn_mysql.commit()
                    success += 1
                    print("东方财富盘口异动，第%d条数据存储完成......" % success)
                except:
                    conn_mysql.rollback()
                    fail += 1
                    traceback.print_exc()
                    print("东方财富盘口异动，第%d条数据存储失败......" % fail)
        except:
            traceback.print_exc()
            exit()

    cursor.close()
    conn_mysql.close()
    print('当天个股盘口异动数据获取完毕,新入库数据：%d条' % success)
    print('当天个股盘口异动数据获取完毕,入库失败数据：%d条' % fail)

# ====================主函数====================================================================================================================================
if __name__=='__main__':
    print("东财异动程序开始执行")
    start = time.time()
    # 定义空列表
    param_list = []
    for page in range(0,300):
        param = {"pageindex": page, "pagesize": '64', "ut": '7eea3edcaed734bea9cbfc24409ed989', "dpt": 'wzchanges'}
        param_list.append(param)

    # 创建多进程
    pool = Pool(processes=4)

    # 开启多进程爬取东财异动数据
    try:
        pool.map(EMydSpider, (param_list,))
    except:
        print("多进程执行error")
        traceback.print_exc()

    end = time.time()
    print('东财异动程序共执行%0.2f秒.' % ((end - start)))

执行时间：

Pandas读写Mysql

# -*- coding: utf-8 -*-
import pandas as pd
import tushare as ts
import time
import requests
import json
from sqlalchemy import create_engine
from multiprocessing import Pool
from requests.packages.urllib3.exceptions import InsecureRequestWarning

# ====================东方财富个股盘口异动数据抓取============================================================================================================
def EMydSpider(param_list):
    # 抓取东财个股盘口异动数据：http://quote.eastmoney.com/changes

    # 获取当天日期并创建数据库引擎
    cur_date = time.strftime("%Y%m%d", time.localtime()); engine = create_engine('mysql://root:123456@127.0.0.1/quant?charset=utf8')

    # 创建空列表、空DataFrame，分别用于存储html、异动数据
    html_list = []; stock_yd = pd.DataFrame()

    # 分析找到真正能请求到数据的URL
    header = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; WOW64) AppleWebKit/537.36 (Khtml, like Gecko) Chrome/70.0.3538.25 Safari/537.36 Core/1.70.3676.400 QQBrowser/10.5.3738.400"}
    url = "http://push2ex.eastmoney.com/getAllStockChanges?type=8201,8202,8193,4,32,64,8207,8209,8211,8213,8215,8204,8203,8194,8,16,128,8208,8210,8212,8214,8216"

    # 模拟发送get请求，并实例化session对象，维持会话
    session = requests.Session()
    # 禁用安全请求警告
    requests.packages.urllib3.disable_warnings(InsecureRequestWarning)
    for param in param_list:
        try:
            html = json.loads(session.get(url=url, params=param, headers=header).text)
            html_list.append(html)
            print("第%s页东财个股异动数据已抓取" % (param_list.index(param) + 1))
        except Exception as spider_error:
            print("html抓取过程报错，错误信息为：%s" % spider_error)

    print("--------------------------------------")
    print("开始抓取东方财富个股盘口异动网页数据解析")
    for html in html_list:
        try:
            allstock = html['data']['allstock']
            for stock in allstock:
                code = stock['c']       # 股票代码,无后缀
                stk_name = stock['n']   # 股票名称
                chg_time = stock['tm']  # 异动时间
                chg_type = stock['t']   # 异动类型
                chg_value = stock['i']  # 异动值

                dict = {'symbol': code, 'trade_date': cur_date, 'chg_time': chg_time, 'chg_type': chg_type, 'chg_value': chg_value}
                stock_yd = stock_yd.append(dict, ignore_index=True)
        except Exception as parse_error:
            print("html解析过程报错，错误信息为：%s" % parse_error)

    stock_yd = stock_yd[['symbol', 'trade_date', 'chg_time', 'chg_type', 'chg_value']]
    stock_yd.to_sql('disks_change', engine, if_exists='append', index = False)

    print(stock_yd)
    print("本次存储东方财富个股异动数据%s条" % stock_yd.shape[0])


# ====================主函数====================================================================================================================================
if __name__ == '__main__':
    print("东方财富个股异动爬虫程序开始执行")
    print("--------------------------------------")
    start = time.time()

    # 定义空列表
    param_list = []

    # 构建表单
    for page in range(0, 300):
        param = {"pageindex": page, "pagesize": '64', "ut": '7eea3edcaed734bea9cbfc24409ed989', "dpt": 'wzchanges'}
        param_list.append(param)

    # 创建线程池
    pool = Pool(processes=4)

    # 开启多进程爬取东财异动数据
    try:
        pool.map(EMydSpider, (param_list, ))
    except Exception as error:
        print("进程执行过程报错，错误信息为：%s"%error)

    end = time.time()
    print('东方财富个股异动爬虫程序共执行%0.2f秒.' % ((end - start)))
    print("东方财富个股异动爬虫程序执行完成")

　　

　

执行时间：