沪深300指数计算(实时)

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python get-pip.py
pip install psycopg2
pip install pandas

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# coding=utf-8
# @huangjie
# 2016.1.13
# hs300.py
import sys
import psycopg2 as pg
import sys
import pandas.io.sql as psql
import pandas
import json
import time
import traceback
from pykafka import KafkaClient
import os

#=====================
# Write data to stdout
#=====================
def send(data):
  sys.stdout.write(data)
  sys.stdout.flush()

#=====================
# HS300 index
#=====================
def hs300(data):
  base_mcap = 12126502796.981754
  try:
    client = KafkaClient(hosts="10.2.29.54:9092, 10.2.29.115:9092")
    topic = client.topics['hs300']
  except:
    error_log = open("/opt/springXD_python_error.txt",'a')
    traceback.print_exc(file = error_log)
    error_log.flush()
    error_log.close()
  try:
  	conn = pg.connect(database="fitl", user="fitl", password="xxxx", host="10.2.28.234", port="5432")
  	cursor = conn.cursor()
  	dataframe = psql.read_sql("SELECT code,cnname,enname,market from hffd.hs300", conn)
  	dic = dataframe.to_dict('list')
  	hs300_list = dic['code']
  	df = psql.read_sql("SELECT tdate,code,lclose,tcap,mcap,cap,rate from hffd.hs300_sample_stocks",conn)
  	df_dic = df.to_dict('list')
  	df_index = df_dic['code']
  	df_300_data = pandas.DataFrame(df_dic,index=df_index,columns=['tdate','code','lclose','tcap','mcap','cap','rate'])
  	js_data = json.loads(data)
  	if js_data:
  	  code = js_data['code']
  	  code = eval(repr(code)[1:]).replace(" ","")
  	  if code in hs300_list:
  	  	df_300_data.set_value(code,'lclose',js_data['price'])
  	  	hs300_index = sum(df_300_data['cap'] * df_300_data['lclose'] * df_300_data['rate']/base_mcap)
  	  	hs300_index = round(hs300_index,2)
                with topic.get_sync_producer() as producer:
                  hs300_js = {'hs300':hs300_index}
                  hs300_js = json.dumps(hs300_js)
                  producer.produce(hs300_js)
                result = time.strftime('%Y-%m-%d %H:%M:%S',time.localtime(time.time())) + "  " + str(hs300_index)
                return result
  except:
    error_log = open("/opt/springXD_python_error.txt",'a')
    traceback.print_exc(file = error_log)
    error_log.flush()
    error_log.close()


#===========================================
# Terminate a message using the default CRLF
#===========================================
def eod():
  send("\r\n")

#===========================
# Main - Echo the input
#===========================

while True:
  try:
    data = raw_input()
    if data:
      result = hs300(data)
      send(result)
      eod()
  except EOFError:
      eod()
      break