知微
fa45d8aa5f
- health_checklist.json: 192.168.1.122→node122
- ocr_client.py: docstring IP→node122
- docs/market-data-requirements.md: IP→node122
- 所有API调用通过ProxyHandler({})绕过系统代理
Privoxy对node122:18003返回500，直连正常
193 lines
6.4 KiB
Python
193 lines
6.4 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2024/2/20 17:00
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Desc: 东方财富网-期货行情
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https://qhweb.eastmoney.com/quote
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"""
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import re
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from functools import lru_cache
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from typing import Tuple, Dict
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import pandas as pd
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import requests
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def __futures_hist_separate_char_and_numbers_em(symbol: str = "焦煤2506") -> tuple:
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"""
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东方财富网-期货行情-交易所品种对照表原始数据
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https://quote.eastmoney.com/qihuo/al2505.html
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:param symbol: 股票代码
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:type symbol: str
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:return: 交易所品种对照表原始数据
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:rtype: pandas.DataFrame
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"""
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char = re.findall(pattern="[\u4e00-\u9fa5a-zA-Z]+", string=symbol)
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numbers = re.findall(pattern=r"\d+", string=symbol)
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return char[0], numbers[0]
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@lru_cache()
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def __fetch_exchange_symbol_raw_em() -> list:
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"""
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东方财富网-期货行情-交易所品种对照表原始数据
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https://quote.eastmoney.com/qihuo/al2505.html
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:return: 交易所品种对照表原始数据
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:rtype: pandas.DataFrame
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"""
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url = "https://futsse-static.eastmoney.com/redis"
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params = {"msgid": "gnweb"}
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r = requests.get(url, params=params)
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data_json = r.json()
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all_exchange_symbol_list = []
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for item in data_json:
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params = {"msgid": str(item["mktid"])}
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r = requests.get(url, params=params)
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inner_data_json = r.json()
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for num in range(1, len(inner_data_json) + 1):
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params = {"msgid": str(item["mktid"]) + f"_{num}"}
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r = requests.get(url, params=params)
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inner_data_json = r.json()
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all_exchange_symbol_list.extend(inner_data_json)
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return all_exchange_symbol_list
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@lru_cache()
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def __get_exchange_symbol_map() -> Tuple[Dict, Dict, Dict, Dict]:
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"""
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东方财富网-期货行情-交易所品种映射
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https://quote.eastmoney.com/qihuo/al2505.html
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:return: 交易所品种映射
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:rtype: pandas.DataFrame
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"""
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all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
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c_contract_mkt = {}
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c_contract_to_e_contract = {}
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e_symbol_mkt = {}
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c_symbol_mkt = {}
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for item in all_exchange_symbol_list:
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c_contract_mkt[item["name"]] = item["mktid"]
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c_contract_to_e_contract[item["name"]] = item["code"]
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e_symbol_mkt[item["vcode"]] = item["mktid"]
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c_symbol_mkt[item["vname"]] = item["mktid"]
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return c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt
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def futures_hist_table_em() -> pd.DataFrame:
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"""
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东方财富网-期货行情-交易所品种对照表
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https://quote.eastmoney.com/qihuo/al2505.html
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:return: 交易所品种对照表
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:rtype: pandas.DataFrame
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"""
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all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
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temp_df = pd.DataFrame(all_exchange_symbol_list)
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temp_df = temp_df[["mktname", "name", "code"]]
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temp_df.columns = ["市场简称", "合约中文代码", "合约代码"]
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return temp_df
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def futures_hist_em(
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symbol: str = "热卷主连",
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period: str = "daily",
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start_date: str = "19900101",
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end_date: str = "20500101",
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) -> pd.DataFrame:
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"""
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东方财富网-期货行情-行情数据
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https://qhweb.eastmoney.com/quote
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:param symbol: 期货代码
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:type symbol: str
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:param period: choice of {'daily', 'weekly', 'monthly'}
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:type period: str
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:param start_date: 开始日期
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:type start_date: str
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:param end_date: 结束日期
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:type end_date: str
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:return: 行情数据
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:rtype: pandas.DataFrame
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"""
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url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
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period_dict = {"daily": "101", "weekly": "102", "monthly": "103"}
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c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt = (
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__get_exchange_symbol_map()
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)
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try:
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sec_id = f"{c_contract_mkt[symbol]}.{c_contract_to_e_contract[symbol]}"
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except KeyError:
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symbol_char, numbers = __futures_hist_separate_char_and_numbers_em(symbol)
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if re.match(pattern="^[\u4e00-\u9fa5]+$", string=symbol_char):
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sec_id = str(c_symbol_mkt[symbol_char]) + "." + symbol
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else:
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sec_id = str(e_symbol_mkt[symbol_char]) + "." + symbol
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params = {
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"secid": sec_id,
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"klt": period_dict[period],
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"fqt": "1",
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"lmt": "10000",
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"end": "20500000",
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"iscca": "1",
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"fields1": "f1,f2,f3,f4,f5,f6,f7,f8",
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"fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64",
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"ut": "7eea3edcaed734bea9cbfc24409ed989",
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"forcect": "1",
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}
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r = requests.get(url, timeout=15, params=params)
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data_json = r.json()
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temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
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if temp_df.empty:
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return temp_df
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temp_df.columns = [
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"时间",
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"开盘",
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"收盘",
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"最高",
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"最低",
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"成交量",
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"成交额",
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"-",
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"涨跌幅",
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"涨跌",
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"_",
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"_",
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"持仓量",
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"_",
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]
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temp_df = temp_df[
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[
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"时间",
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"开盘",
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"最高",
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"最低",
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"收盘",
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"涨跌",
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"涨跌幅",
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"成交量",
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"成交额",
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"持仓量",
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]
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]
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temp_df.index = pd.to_datetime(temp_df["时间"])
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temp_df = temp_df[start_date:end_date]
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temp_df.reset_index(drop=True, inplace=True)
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temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
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temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
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temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
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temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
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temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
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temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
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temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
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temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
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temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"], errors="coerce")
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temp_df["时间"] = pd.to_datetime(temp_df["时间"], errors="coerce").dt.date
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return temp_df
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if __name__ == "__main__":
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futures_hist_table_em_df = futures_hist_table_em()
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print(futures_hist_table_em_df)
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futures_hist_em_df = futures_hist_em(symbol="热卷主连", period="daily")
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print(futures_hist_em_df)
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