101 lines
3.5 KiB
Python
101 lines
3.5 KiB
Python
#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""hk_fundamentals_history_collector.py — 港股历史估值采集（补12维面板 pe_q/pb_q）
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数据源：akshare stock_hk_valuation_baidu（百度股市通，PE(TTM)/市净率 近五年每日历史）
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写入：stock_fundamentals_history（与A股同表，code=5位港股，date+code主键）
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调度：一次性补采 + 每日增量（当日估值）
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限速：0.4s/只，620只×2指标约10分钟。
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"""
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import sqlite3
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import sys
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import time
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import warnings
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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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warnings.filterwarnings("ignore")
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DB_PATH = "/home/hmo/MoFin/data/mofin.db"
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SLEEP = 0.4
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def fetch_hk_valuation(code, indicator, period="近五年"):
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import akshare as ak
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try:
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df = ak.stock_hk_valuation_baidu(symbol=code, indicator=indicator, period=period)
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if df is None or df.empty:
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return []
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out = []
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for _, row in df.iterrows():
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d = str(row.get("date"))[:10]
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v = row.get("value")
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if d and v is not None and str(v) != "nan":
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try:
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out.append((d, float(v)))
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except (ValueError, TypeError):
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pass
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return out
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except Exception:
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return []
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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 stock_fundamentals_history (
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code TEXT NOT NULL, date TEXT NOT NULL,
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pe_ttm REAL, pe_static REAL, pb REAL, mcap_total REAL, mcap_flow 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"港股历史估值采集：{len(codes)} 只（百度接口 PE/PB 近五年）", 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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pe_list = fetch_hk_valuation(code, "市盈率(TTM)")
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pb_list = fetch_hk_valuation(code, "市净率")
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pe_map = dict(pe_list)
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pb_map = dict(pb_list)
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dates = sorted(set(pe_map.keys()) | set(pb_map.keys()))
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if not dates:
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fail += 1
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continue
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n = 0
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for d in dates:
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pe = pe_map.get(d)
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pb = pb_map.get(d)
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if pe is None and pb is None:
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continue
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conn.execute(
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"INSERT OR REPLACE INTO stock_fundamentals_history (code, date, pe_ttm, pb) "
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"VALUES (?,?,?,?)", (code, d, pe, pb))
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n += 1
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ok += 1
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if (idx + 1) % 50 == 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 stock_fundamentals_history WHERE length(code)=5").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"stock_fundamentals_history 港股: {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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