97 lines
3.4 KiB
Python
97 lines
3.4 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""hk_flow_collector.py — 港股个股资金流采集（补12维面板 flow5/flow1）
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数据源：东财 push2delay 港股资金流接口（secid=116.{code}，已验证可用）
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https://push2delay.eastmoney.com/api/qt/stock/fflow/kline/get?secid=116.00700&klt=101&lmt=60
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klines 格式: ["2026-08-14,主力流入,主力流出"]
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写入：hk_flow_daily 表（code/date/flow_in/flow_out，主力资金流）
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调度：每日盘后（资金流刷新）
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限速：0.3s/只，620只约5分钟。
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"""
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import json
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import sqlite3
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import sys
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import time
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import urllib.request
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# ── 消息通道统一路由(broadcast/xmpp by delivery) ──
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try:
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from messenger import install_stdio_hook as _msh
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_msh()
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except Exception:
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pass
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DB_PATH = "/home/hmo/MoFin/data/mofin.db"
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UA = "Mozilla/5.0"
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SLEEP = 0.3
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DAYS = 60 # 拉60日资金流（够 flow5/flow1）
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def fetch_hk_flow(code, days=DAYS):
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"""东财港股个股资金流历史（每日主力流入/流出，万元）"""
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url = (f"https://push2delay.eastmoney.com/api/qt/stock/fflow/kline/get?"
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f"lmt={days}&klt=101&secid=116.{code}&fields1=f1,f2,f3&fields2=f51,f52,f53")
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req = urllib.request.Request(url, headers={"User-Agent": UA})
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opener = urllib.request.build_opener(urllib.request.ProxyHandler({}))
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with opener.open(req, timeout=15) as r:
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text = r.read().decode("utf-8", errors="replace")
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data = json.loads(text)
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klines = (data.get("data") or {}).get("klines") or []
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out = []
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for k in klines:
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parts = k.split(",")
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if len(parts) < 3:
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continue
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try:
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out.append((parts[0], float(parts[1]), float(parts[2])))
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except (ValueError, TypeError):
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pass
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return out
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def main():
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conn = sqlite3.connect(DB_PATH, timeout=30)
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conn.execute("PRAGMA busy_timeout=30000")
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conn.execute("""
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CREATE TABLE IF NOT EXISTS hk_flow_daily (
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code TEXT NOT NULL, date TEXT NOT NULL,
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flow_in REAL, flow_out REAL,
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PRIMARY KEY (code, date)
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)""")
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codes = [r[0] for r in conn.execute(
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"SELECT code FROM hk_connect_stocks WHERE is_active=1 ORDER BY code").fetchall()]
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print(f"港股资金流采集：{len(codes)} 只 × {DAYS} 日", flush=True)
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ok = fail = 0
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t0 = time.time()
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for idx, code in enumerate(codes):
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try:
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rows = fetch_hk_flow(code)
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if not rows:
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fail += 1
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continue
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for d, fin, fout in rows:
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conn.execute(
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"INSERT OR REPLACE INTO hk_flow_daily (code, date, flow_in, flow_out) "
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"VALUES (?,?,?,?)", (code, d, fin, fout))
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ok += 1
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if (idx + 1) % 100 == 0:
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conn.commit()
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print(f" [{idx+1}/{len(codes)}] ok={ok} fail={fail} | {time.time()-t0:.0f}s", flush=True)
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except Exception as e:
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fail += 1
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if fail <= 5:
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print(f" FAIL {code}: {str(e)[:60]}", flush=True)
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time.sleep(SLEEP)
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conn.commit()
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n = conn.execute("SELECT COUNT(*), COUNT(DISTINCT code) FROM hk_flow_daily").fetchone()
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conn.close()
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print(f"\n完成：ok={ok} fail={fail} 耗时{time.time()-t0:.0f}s", flush=True)
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print(f"hk_flow_daily: {n[0]} 条, {n[1]} 只", flush=True)
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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