109 lines
4.5 KiB
Python
109 lines
4.5 KiB
Python
#!/usr/bin/env python3
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"""market_data.py — 通用行情数据获取库（2026-08-11 从 mr_scanner 抽取）
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背景：fetch_tx_klines/get_stock_pool 原定义在 mr_scanner.py，
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被 s2_scanner.py import 复用 —— 策略扫描器互相 import 数据函数是坏味道。
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抽取到公共模块，供所有策略扫描器（mr/s2/accumulation/p_oversold）共用。
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"""
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import json
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import sqlite3
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import urllib.request
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from pathlib import Path
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from market_config import kline_symbol, market_for_code
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DB_PATH = Path("/home/hmo/MoFin/data/mofin.db")
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UA = "Mozilla/5.0"
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def fetch_tx_klines(code, datalen=120):
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"""腾讯前复权日K（qfq），与 stock_daily 数据零偏差，返回 [{date,open,close,high,low,volume}]"""
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raw = str(code).strip()
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sym = kline_symbol(raw)
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if sym is None:
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return None
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url = f"http://ifzq.gtimg.cn/appstock/app/fqkline/get?param={sym},day,,,{datalen},qfq"
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try:
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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=8) as r:
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text = r.read().decode("utf-8", errors="replace").strip()
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data = json.loads(text)
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node = data.get("data", {}).get(sym, {})
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bars = node.get("qfqday") or node.get("day") or []
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if not bars or len(bars) < 70:
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return None
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result = []
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for b in bars:
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if len(b) < 6:
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continue
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result.append({
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"date": b[0][:10],
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"open": float(b[1]),
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"close": float(b[2]),
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"high": float(b[3]),
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"low": float(b[4]),
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"volume": float(b[5]), # 手
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})
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return result
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except Exception:
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return None
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# 兼容别名（供外部引用）
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fetch_sina_klines = fetch_tx_klines
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def get_stock_pool(market='a'):
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"""待扫描股票池：按市场参数化（阶段2B 港股接入）
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返回 (pool, existing)：
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- pool: 待扫描股票池
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- existing: 已有策略/持仓代码（供扫描器跳过）
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market：
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- 'a'（默认）: A股池 = stock_daily distinct 6位 code（与回测 run_mr_backtest 完全同口径，
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含300/688，不含301新创业板——数据源未收录）。实盘扫描用同一口径，保证信号
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覆盖的股票都是回测验证过的。
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- 'hk' : 港股池 = hk_connect_stocks 表 is_active=1 的 code（5位）
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+ 港股持仓/自选（holdings/holding_strategies 里 5 位代码）
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- 'all' : A股池 + 港股池 合并
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降级：hk_connect_stocks 表可能不存在（阶段2A 并行开发中）→ try/except
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优雅降级，market='hk' 只返回港股持仓/自选，不报错。
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"""
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conn = sqlite3.connect(str(DB_PATH), timeout=5)
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try:
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existing = set()
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for r in conn.execute("SELECT code FROM holding_strategies WHERE status='active'"):
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existing.add(str(r[0]))
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for r in conn.execute("SELECT code FROM holdings WHERE is_active=1"):
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existing.add(str(r[0]))
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# 与回测完全一致：stock_daily 有K线的股票（回测 universe='a' 排除5位港股）
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all_stocks = [str(r[0]) for r in
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conn.execute("SELECT DISTINCT code FROM stock_daily").fetchall()]
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# 港股通名单（阶段2A hk_connect_list 采集器写入；表可能尚不存在 → 优雅降级）
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hk_connect = set()
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try:
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for r in conn.execute("SELECT code FROM hk_connect_stocks WHERE is_active=1"):
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c = str(r[0])
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if len(c) == 5 and c.isdigit():
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hk_connect.add(c)
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except sqlite3.OperationalError as e:
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if "no such table" not in str(e).lower():
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raise
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# 表不存在（阶段2A 并行开发中）→ 仅港股持仓/自选，不报错
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finally:
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conn.close()
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# 只留 A 股（6位数字），排除港股（5位0开头）—— 与回测 is_hk_code 逻辑一致
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a_stocks = [c for c in all_stocks if len(c) == 6 and c.isdigit()]
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# 港股持仓/自选（5位代码，用 market_for_code 判断）
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hk_existing = sorted(c for c in existing if market_for_code(c) == 'hk')
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hk_pool = sorted(set(hk_connect) | set(hk_existing))
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if market == 'hk':
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return hk_pool, set(hk_existing)
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if market == 'all':
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return sorted(set(a_stocks) | set(hk_pool)), existing
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return a_stocks, existing # market='a'（默认）：与阶段2B 前完全一致
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