hmo
04db423416
- 70 skills with code and documentation - Add .gitignore (ignore __pycache__, output/, temp/, venv/) - Clean up test intermediates and caches
273 lines
10 KiB
Python
273 lines
10 KiB
Python
#!/usr/bin/env python3
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"""
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多源股票数据查询工具
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支持Yahoo Finance、Google Finance、东方财富、雪球等多个数据源
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通过交叉验证确保数据准确性
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"""
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import sys
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import json
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import time
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import logging
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from typing import List, Dict, Optional, Tuple
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from datetime import datetime, timedelta
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import requests
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import threading
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from concurrent.futures import ThreadPoolExecutor, as_completed
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class StockDataQuery:
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"""多源股票数据查询类"""
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def __init__(self):
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self.data_sources = {
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"yahoo_finance": self._query_yahoo_finance,
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"google_finance": self._query_google_finance,
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"eastmoney": self._query_eastmoney,
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"xueqiu": self._query_xueqiu,
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}
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self.logger = self._setup_logger()
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def _setup_logger(self):
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"""设置日志"""
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logger = logging.getLogger("StockDataQuery")
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logger.setLevel(logging.INFO)
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if not logger.handlers:
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handler = logging.StreamHandler()
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formatter = logging.Formatter(
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"%(asctime)s - %(name)s - %(levelname)s - %(message)s"
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)
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handler.setFormatter(formatter)
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logger.addHandler(handler)
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return logger
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def standardize_stock_code(self, stock_code: str) -> str:
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"""标准化股票代码"""
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stock_code = stock_code.strip().upper()
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# 如果已经有后缀，直接返回
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if "." in stock_code:
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return stock_code
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# 根据代码特征判断市场
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if len(stock_code) == 5 and stock_code.isdigit():
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return f"{stock_code}.HK" # 港股
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elif len(stock_code) == 6 and stock_code.isdigit():
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if stock_code.startswith(("00", "30")):
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return f"{stock_code}.SZ" # 深圳A股
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else:
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return f"{stock_code}.SS" # 上海A股
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elif stock_code.replace(".", "").replace("-", "").isalpha():
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return stock_code # 美股或其他
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else:
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return f"{stock_code}.HK" # 默认港股
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def _query_yahoo_finance(self, standardized_code: str) -> Optional[Dict]:
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"""查询Yahoo Finance数据"""
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try:
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url = (
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f"https://query1.finance.yahoo.com/v8/finance/chart/{standardized_code}"
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)
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36"
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}
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response = requests.get(url, headers=headers, timeout=10)
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if response.status_code == 200:
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data = response.json()
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if data.get("chart", {}).get("result"):
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result = data["chart"]["result"][0]
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meta = result["meta"]
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return {
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"source": "yahoo_finance",
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"price": float(meta.get("regularMarketPrice", 0)),
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"previous_close": float(meta.get("previousClose", 0)),
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"open": float(meta.get("regularMarketOpen", 0)),
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"high": float(meta.get("regularMarketDayHigh", 0)),
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"low": float(meta.get("regularMarketDayLow", 0)),
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"volume": int(meta.get("regularMarketVolume", 0)),
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"market_cap": meta.get("marketCap"),
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"pe_ratio": meta.get("trailingPE"),
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"currency": meta.get("currency", "USD"),
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"timestamp": datetime.now().isoformat(),
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"success": True,
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}
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self.logger.warning(
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f"Yahoo Finance returned status {response.status_code} for {standardized_code}"
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)
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return None
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except Exception as e:
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self.logger.error(
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f"Yahoo Finance query failed for {standardized_code}: {e}"
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)
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return None
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def _query_google_finance(self, standardized_code: str) -> Optional[Dict]:
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"""查询Google Finance数据（简化版）"""
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try:
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# Google Finance API相对复杂，这里使用备用方案
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# 实际实现中可以使用Google Finance的公开API或网页抓取
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self.logger.info(
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f"Google Finance query not implemented for {standardized_code}"
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)
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return None
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except Exception as e:
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self.logger.error(
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f"Google Finance query failed for {standardized_code}: {e}"
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)
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return None
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def _query_eastmoney(self, standardized_code: str) -> Optional[Dict]:
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"""查询东方财富数据（简化版）"""
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try:
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# 东方财富需要处理中文编码和特定API
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self.logger.info(f"EastMoney query not implemented for {standardized_code}")
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return None
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except Exception as e:
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self.logger.error(f"EastMoney query failed for {standardized_code}: {e}")
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return None
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def _query_xueqiu(self, standardized_code: str) -> Optional[Dict]:
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"""查询雪球数据（简化版）"""
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try:
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# 雪球需要处理特定的API格式
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self.logger.info(f"Xueqiu query not implemented for {standardized_code}")
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return None
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except Exception as e:
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self.logger.error(f"Xueqiu query failed for {standardized_code}: {e}")
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return None
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def _validate_data_consistency(self, results: List[Dict]) -> Dict:
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"""验证数据一致性并生成最终结果"""
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if not results:
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return {"error": "No valid data sources available", "confidence_score": 0}
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if len(results) == 1:
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# 只有一个数据源，置信度较低
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result = results[0].copy()
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result["confidence_score"] = 60
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result["data_sources"] = [results[0]["source"]]
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result["validation_status"] = "single_source"
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return result
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# 多个数据源，进行一致性检查
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prices = [r["price"] for r in results if r.get("price", 0) > 0]
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if not prices:
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return {"error": "No valid price data available", "confidence_score": 0}
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# 计算价格一致性
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avg_price = sum(prices) / len(prices)
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max_deviation = max(abs(p - avg_price) / avg_price for p in prices)
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if max_deviation <= 0.03: # 3%以内认为一致
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confidence_score = 95
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validation_status = "passed"
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elif max_deviation <= 0.05: # 5%以内可接受
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confidence_score = 85
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validation_status = "acceptable"
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else:
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confidence_score = 70
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validation_status = "inconsistent"
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# 使用Yahoo Finance的数据作为基础（如果有）
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yahoo_result = next(
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(r for r in results if r["source"] == "yahoo_finance"), results[0]
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)
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final_result = yahoo_result.copy()
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# 覆盖价格为平均价格
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final_result["price"] = round(avg_price, 2)
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final_result["confidence_score"] = confidence_score
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final_result["data_sources"] = [r["source"] for r in results]
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final_result["validation_status"] = validation_status
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final_result["price_consistency"] = {
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"individual_prices": {r["source"]: r["price"] for r in results},
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"average_price": avg_price,
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"max_deviation_percent": round(max_deviation * 100, 2),
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}
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return final_result
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def get_stock_data(self, stock_code: str, include_validation: bool = False) -> Dict:
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"""获取单只股票数据"""
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standardized_code = self.standardize_stock_code(stock_code)
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self.logger.info(f"Querying stock data for {stock_code} -> {standardized_code}")
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# 并行查询多个数据源
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results = []
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with ThreadPoolExecutor(max_workers=len(self.data_sources)) as executor:
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future_to_source = {
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executor.submit(query_func, standardized_code): source_name
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for source_name, query_func in self.data_sources.items()
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}
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for future in as_completed(future_to_source):
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try:
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result = future.result(timeout=15)
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if result and result.get("success"):
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results.append(result)
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self.logger.info(
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f"Successfully got data from {future_to_source[future]}"
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)
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except Exception as e:
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source_name = future_to_source[future]
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self.logger.error(f"Query failed for {source_name}: {e}")
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# 验证和聚合结果
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final_result = self._validate_data_consistency(results)
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final_result["code"] = stock_code
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final_result["standardized_code"] = standardized_code
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if not include_validation:
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# 移除详细的验证信息以简化输出
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final_result.pop("price_consistency", None)
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return final_result
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def get_batch_stock_data(
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self, stock_codes: List[str], include_validation: bool = False
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) -> List[Dict]:
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"""批量获取股票数据"""
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results = []
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for code in stock_codes:
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result = self.get_stock_data(code, include_validation)
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results.append(result)
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# 避免请求过于频繁
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time.sleep(0.5)
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return results
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def main():
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"""主函数"""
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if len(sys.argv) < 2:
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print("用法:")
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print(" python multi_source_stock_query.py <stock_code>")
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print(
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" python multi_source_stock_query.py --batch <stock_code1>,<stock_code2>,..."
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)
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print("")
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print("示例:")
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print(" python multi_source_stock_query.py 00700.HK")
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print(
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" python multi_source_stock_query.py --batch 00700.HK,09868.HK,001309.SZ"
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)
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sys.exit(1)
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if sys.argv[1] == "--batch" and len(sys.argv) > 2:
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stock_codes = sys.argv[2].split(",")
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query = StockDataQuery()
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results = query.get_batch_stock_data(stock_codes, include_validation=True)
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print(json.dumps(results, indent=2, ensure_ascii=False))
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else:
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stock_code = sys.argv[1]
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query = StockDataQuery()
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result = query.get_stock_data(stock_code, include_validation=True)
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print(json.dumps(result, indent=2, ensure_ascii=False))
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if __name__ == "__main__":
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main()
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