70行python代码爬取新浪财经中股票历史成交明细 - 好文

最近在研究股票量化，想从每笔成交的明细着手，但历史数据的获取便是一个大问题，一些股票证券软件又不能批量导出成交数据。所以，我花了两天时间，成功的从新浪财经爬取了我要的数据

下面开始

新浪股票明细数据接口为

http://market.finance.sina.com.cn/transHis.php?symbol=sz000001&date=2018-07-17&page=3

<http://market.finance.sina.com.cn/transHis.php?symbol=sz000001&date=2018-04-27&page=3>

格式不用多说symbol=股票代码 date=日期 page=页码

进去就可以看到一个表格，这其实就是新浪官方网页中展现出来的，但我们在这里比较好爬取，因为没有其他多余的内容，以前好像是可以直接下载下来的，很不幸现在不行了，但没关系，我们开始爬取

1.先获取整个html，这里我加了个超时重试机制，
def getHtml(url): while True: try: html = urllib.request.urlopen(url,
timeout=5).read() break except: print("超时重试") html = html.decode('gbk') return
html
2.获取列名
def getTitle(tableString): s = r'(?<=<thead)>.*?([\s\S]*?)(?=</thead>)' pat =
re.compile(s) code = pat.findall(tableString) s2 =
r'(?<=<tr).*?>([\s\S]*?)(?=</tr>)' pat2 = re.compile(s2) code2 =
pat2.findall(code[0]) s3 = r'(?<=<t[h,d]).*?>([\s\S]*?)(?=</t[h,d]>)' pat3 =
re.compile(s3) code3 = pat3.findall(code2[0]) return code3
3.获取所有记录
def getBody(tableString): s = r'(?<=<tbody)>.*?([\s\S]*?)(?=</tbody>)' pat =
re.compile(s) code = pat.findall(tableString) s2 =
r'(?<=<tr).*?>([\s\S]*?)(?=</tr>)' pat2 = re.compile(s2) code2 =
pat2.findall(code[0]) s3 = r'(?<=<t[h,d]).*?>(?!<)([\s\S]*?)(?=</)[^>]*>' pat3
= re.compile(s3) code3 = [] for tr in code2: code3.append(pat3.findall(tr))
return code3
4.然后用个while把每一页都获取出来，当然还要判断一下是不是到最后一页了，或者其他一些细节
while True: Url = 'http://market.finance.sina.com.cn/transHis.php?symbol=' +
symbol + '&date=' + date + '&page=' + str(page) html = getHtml(Url) table =
getTable(html) if len(table) != 0: tbody = getBody(table[0]) if len(tbody) ==
0: print("结束") break if page == 1: thead = getTitle(table[0]) print(thead) for
tr in tbody: print(tr) else: print("当日无数据") break page += 1
5.输出结果

怎么样，还不错吧，然后导入数据库就可以了

本人学生一枚，自学python没多久，正则表达式也才花了半天时间学的，代码会比较简陋，不足的地方还请多指教

源码：
import urllib.request import re import datetime def getHtml(url): while True:
try: html = urllib.request.urlopen(url, timeout=5).read() break except:
print("超时重试") html = html.decode('gbk') return html def getTable(html): s =
r'(?<=<table class="datatbl" id="datatbl">)([\s\S]*?)(?=</table>)' pat =
re.compile(s) code = pat.findall(html) return code def getTitle(tableString): s
= r'(?<=<thead)>.*?([\s\S]*?)(?=</thead>)' pat = re.compile(s) code =
pat.findall(tableString) s2 = r'(?<=<tr).*?>([\s\S]*?)(?=</tr>)' pat2 =
re.compile(s2) code2 = pat2.findall(code[0]) s3 =
r'(?<=<t[h,d]).*?>([\s\S]*?)(?=</t[h,d]>)' pat3 = re.compile(s3) code3 =
pat3.findall(code2[0]) return code3 def getBody(tableString): s =
r'(?<=<tbody)>.*?([\s\S]*?)(?=</tbody>)' pat = re.compile(s) code =
pat.findall(tableString) s2 = r'(?<=<tr).*?>([\s\S]*?)(?=</tr>)' pat2 =
re.compile(s2) code2 = pat2.findall(code[0]) s3 =
r'(?<=<t[h,d]).*?>(?!<)([\s\S]*?)(?=</)[^>]*>' pat3 = re.compile(s3) code3 = []
for tr in code2: code3.append(pat3.findall(tr)) return code3 # 股票代码 symbol =
'sz000001' # 日期 dateObj = datetime.datetime(2018, 6, 1) date =
dateObj.strftime("%Y-%m-%d") # 页码，因为不止1页，从第一页开始爬取 page = 1 while True: Url =
'http://market.finance.sina.com.cn/transHis.php?symbol=' + symbol + '&date=' +
date + '&page=' + str(page) html = getHtml(Url) table = getTable(html) if
len(table) != 0: tbody = getBody(table[0]) if len(tbody) == 0: print("结束")
break if page == 1: thead = getTitle(table[0]) print(thead) for tr in tbody:
print(tr) else: print("当日无数据") break page += 1

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