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
303 lines
9.4 KiB
Python
303 lines
9.4 KiB
Python
#!/usr/bin/env python
|
|
# -*- coding:utf-8 -*-
|
|
"""
|
|
Date: 2025/3/15 22:30
|
|
Desc: 港股股票指数数据-新浪-东财
|
|
所有指数-实时行情数据和历史行情数据
|
|
https://finance.sina.com.cn/realstock/company/sz399552/nc.shtml
|
|
https://quote.eastmoney.com/gb/zsHSTECF2L.html
|
|
"""
|
|
|
|
import re
|
|
|
|
import pandas as pd
|
|
import requests
|
|
import py_mini_racer
|
|
|
|
from functools import lru_cache
|
|
|
|
from akshare.stock.cons import hk_js_decode
|
|
from akshare.utils.func import fetch_paginated_data
|
|
|
|
|
|
def _replace_comma(x) -> str:
|
|
"""
|
|
去除单元格中的 ","
|
|
:param x: 单元格元素
|
|
:type x: str
|
|
:return: 处理后的值或原值
|
|
:rtype: str
|
|
"""
|
|
if "," in str(x):
|
|
return str(x).replace(",", "")
|
|
else:
|
|
return x
|
|
|
|
|
|
def get_hk_index_page_count() -> int:
|
|
"""
|
|
指数的总页数
|
|
https://vip.stock.finance.sina.com.cn/mkt/#zs_hk
|
|
:return: 需要抓取的指数的总页数
|
|
:rtype: int
|
|
"""
|
|
res = requests.get(
|
|
"https://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getNameCount?node=zs_hk"
|
|
)
|
|
page_count = int(re.findall(re.compile(r"\d+"), res.text)[0]) / 80
|
|
if isinstance(page_count, int):
|
|
return page_count
|
|
else:
|
|
return int(page_count) + 1
|
|
|
|
|
|
def stock_hk_index_spot_sina() -> pd.DataFrame:
|
|
"""
|
|
新浪财经-行情中心-港股指数
|
|
大量采集会被目标网站服务器封禁 IP, 如果被封禁 IP, 请 10 分钟后再试
|
|
https://vip.stock.finance.sina.com.cn/mkt/#zs_hk
|
|
:return: 所有指数的实时行情数据
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
url = (
|
|
"https://hq.sinajs.cn/rn=mtf2t&list=hkCES100,hkCES120,hkCES280,hkCES300,hkCESA80,hkCESG10,"
|
|
"hkCESHKM,hkCSCMC,hkCSHK100,hkCSHKDIV,hkCSHKLC,hkCSHKLRE,hkCSHKMCS,hkCSHKME,hkCSHKPE,hkCSHKSE,"
|
|
"hkCSI300,hkCSRHK50,hkGEM,hkHKL,hkHSCCI,hkHSCEI,hkHSI,hkHSMBI,hkHSMOGI,hkHSMPI,hkHSTECH,hkSSE180,"
|
|
"hkSSE180GV,hkSSE380,hkSSE50,hkSSECEQT,hkSSECOMP,hkSSEDIV,hkSSEITOP,hkSSEMCAP,hkSSEMEGA,hkVHSI"
|
|
)
|
|
headers = {"Referer": "https://vip.stock.finance.sina.com.cn/"}
|
|
r = requests.get(url, headers=headers)
|
|
data_text = r.text
|
|
data_list = [
|
|
item.split('"')[1].split(",")
|
|
for item in data_text.split("\n")
|
|
if len(item.split('"')) > 1
|
|
]
|
|
temp_df = pd.DataFrame(data_list)
|
|
temp_df.columns = [
|
|
"代码",
|
|
"名称",
|
|
"今开",
|
|
"昨收",
|
|
"最高",
|
|
"最低",
|
|
"最新价",
|
|
"涨跌额",
|
|
"涨跌幅",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
]
|
|
temp_df = temp_df[
|
|
[
|
|
"代码",
|
|
"名称",
|
|
"最新价",
|
|
"涨跌额",
|
|
"涨跌幅",
|
|
"昨收",
|
|
"今开",
|
|
"最高",
|
|
"最低",
|
|
]
|
|
]
|
|
temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
|
|
temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
|
|
temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
|
|
temp_df["昨收"] = pd.to_numeric(temp_df["昨收"], errors="coerce")
|
|
temp_df["今开"] = pd.to_numeric(temp_df["今开"], errors="coerce")
|
|
temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
|
|
temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
|
|
return temp_df
|
|
|
|
|
|
def stock_hk_index_daily_sina(symbol: str = "CES100") -> pd.DataFrame:
|
|
"""
|
|
新浪财经-港股指数-历史行情数据
|
|
https://stock.finance.sina.com.cn/hkstock/quotes/CES100.html
|
|
:param symbol: CES100, 港股指数代码
|
|
:type symbol: str
|
|
:return: 历史行情数据
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
url = f"https://finance.sina.com.cn/stock/hkstock/{symbol}/klc2_kl.js"
|
|
params = {"d": "2023_5_01"}
|
|
res = requests.get(url, params=params)
|
|
js_code = py_mini_racer.MiniRacer()
|
|
js_code.eval(hk_js_decode)
|
|
dict_list = js_code.call(
|
|
"d", res.text.split("=")[1].split(";")[0].replace('"', "")
|
|
) # 执行js解密代码
|
|
temp_df = pd.DataFrame(dict_list)
|
|
temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
|
|
temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
|
|
temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
|
|
temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
|
|
temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
|
|
temp_df["volume"] = pd.to_numeric(temp_df["volume"], errors="coerce")
|
|
return temp_df
|
|
|
|
|
|
def stock_hk_index_spot_em() -> pd.DataFrame:
|
|
"""
|
|
东方财富网-行情中心-港股-指数实时行情
|
|
https://quote.eastmoney.com/center/gridlist.html#hk_index
|
|
:return: 指数行情
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
url = "https://15.push2.eastmoney.com/api/qt/clist/get"
|
|
params = {
|
|
"pn": "1",
|
|
"pz": "100",
|
|
"po": "1",
|
|
"np": "1",
|
|
"ut": "bd1d9ddb04089700cf9c27f6f7426281",
|
|
"fltt": "2",
|
|
"invt": "2",
|
|
"wbp2u": "|0|0|0|web",
|
|
"fid": "f3",
|
|
"fs": "m:124,m:125,m:305",
|
|
"fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,f24,f25,"
|
|
"f26,f22,f33,f11,f62,f128,f136,f115,f152",
|
|
}
|
|
temp_df = fetch_paginated_data(url, params)
|
|
temp_df.rename(
|
|
columns={
|
|
"index": "序号",
|
|
"f2": "最新价",
|
|
"f3": "涨跌幅",
|
|
"f4": "涨跌额",
|
|
"f5": "成交量",
|
|
"f6": "成交额",
|
|
"f12": "代码",
|
|
"f13": "内部编号",
|
|
"f14": "名称",
|
|
"f15": "最高",
|
|
"f16": "最低",
|
|
"f17": "今开",
|
|
"f18": "昨收",
|
|
},
|
|
inplace=True,
|
|
)
|
|
temp_df = temp_df[
|
|
[
|
|
"序号",
|
|
"内部编号",
|
|
"代码",
|
|
"名称",
|
|
"最新价",
|
|
"涨跌额",
|
|
"涨跌幅",
|
|
"今开",
|
|
"最高",
|
|
"最低",
|
|
"昨收",
|
|
"成交量",
|
|
"成交额",
|
|
]
|
|
]
|
|
temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
|
|
temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
|
|
temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
|
|
temp_df["今开"] = pd.to_numeric(temp_df["今开"], errors="coerce")
|
|
temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
|
|
temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
|
|
temp_df["昨收"] = pd.to_numeric(temp_df["昨收"], errors="coerce")
|
|
temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
|
|
temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
|
|
return temp_df
|
|
|
|
|
|
@lru_cache()
|
|
def _symbol_code_dict() -> dict:
|
|
"""
|
|
缓存 ak.stock_hk_index_spot_em() 接口中的代码与内部编号
|
|
https://quote.eastmoney.com/center/gridlist.html#hk_index
|
|
:return: 代码与内部编号
|
|
:rtype: dict
|
|
"""
|
|
__stock_hk_index_spot_em_df = stock_hk_index_spot_em()
|
|
symbol_code_dict = dict(
|
|
zip(
|
|
__stock_hk_index_spot_em_df["代码"], __stock_hk_index_spot_em_df["内部编号"]
|
|
)
|
|
)
|
|
return symbol_code_dict
|
|
|
|
|
|
def stock_hk_index_daily_em(symbol: str = "HSTECF2L") -> pd.DataFrame:
|
|
"""
|
|
东方财富网-港股-股票指数数据
|
|
https://quote.eastmoney.com/gb/zsHSTECF2L.html
|
|
:param symbol: 港股指数代码; 可以通过 ak.stock_hk_index_spot_em() 获取
|
|
:type symbol: str
|
|
:return: 指数数据
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
symbol_code_dict = _symbol_code_dict()
|
|
symbol_code_dict.update(
|
|
{
|
|
"HSAHP": "100",
|
|
}
|
|
)
|
|
symbol_str = f"{symbol_code_dict[symbol]}.{symbol}"
|
|
url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
|
|
params = {
|
|
"secid": symbol_str,
|
|
"klt": "101", # 日频率
|
|
"fqt": "1",
|
|
"lmt": "10000",
|
|
"end": "20500000",
|
|
"iscca": "1",
|
|
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8",
|
|
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64",
|
|
"ut": "f057cbcbce2a86e2866ab8877db1d059",
|
|
"forcect": "1",
|
|
}
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
|
|
temp_df.columns = [
|
|
"date",
|
|
"open",
|
|
"latest",
|
|
"high",
|
|
"low",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
]
|
|
temp_df = temp_df[["date", "open", "high", "low", "latest"]]
|
|
temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
|
|
temp_df["latest"] = pd.to_numeric(temp_df["latest"], errors="coerce")
|
|
temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
|
|
temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
|
|
return temp_df
|
|
|
|
|
|
if __name__ == "__main__":
|
|
stock_hk_index_spot_sina_df = stock_hk_index_spot_sina()
|
|
print(stock_hk_index_spot_sina_df)
|
|
|
|
stock_hk_index_daily_sina_df = stock_hk_index_daily_sina(symbol="CES100")
|
|
print(stock_hk_index_daily_sina_df)
|
|
|
|
stock_hk_index_spot_em_df = stock_hk_index_spot_em()
|
|
print(stock_hk_index_spot_em_df)
|
|
|
|
stock_hk_index_daily_em_df = stock_hk_index_daily_em(symbol="HSTECH")
|
|
print(stock_hk_index_daily_em_df)
|