# -*- coding: utf-8 -*-
# This file is part of fintie.
# Copyright (C) 2018-present qytz <hhhhhf@foxmail.com>
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""获取市场行情一览
信息获取通道包括：
* https://xueqiu.com/stock/cata/stocklist.json
* https://xueqiu.com/fund/quote/list.json
加载已保存的数据::
import pandas as pd
from pathlib import Path
df = pd.read_json(Path('20181018165415.json')
df.set_index(["symbol"], inplace=True)
# df.drop_duplicates(inplace=True)
df.apply(pd.to_numeric, errors="coerce") # convert to numertic types
# df['day'] = date.today()
# df["day"] = datetime.now().replace(hour=16, minute=0, second=0, microsecond=0)
# set index
# df.set_index(["symbol", "day"], inplace=True)
"""
import os
import time
import json
import copy
import asyncio
import logging
from pathlib import Path
from datetime import datetime
import click
import pandas as pd
from .cli import stock_cli_group, MODULE_DATA_DIR
from ..config import get_config
from ..env import _init_in_session
from ..utils import fetch_http_data, add_doc
logger = logging.getLogger(__file__)
__all__ = ["async_get_list_qutes", "get_list_quotes"]
async def _init(session, force=False):
if force or not _init_in_session.get("xueqiu"):
_init_in_session["xueqiu"] = True
await session.get("https://xueqiu.com")
return True
[文档]async def async_get_list_qutes(
session, data_type="stock", data_path=None, return_df=True
):
"""
获取每日行情概览信息，只能获取当天的
返回一个 pd.DataFrame
出错，返回 None
:param session: `aiohttp.ClientSession` 对象，同步接口不需要传
:param symbol: 股票代码
:param data_type: stock: 沪深股票 cb: 可转债 eft: ETF基金 fenji: 分级基金
:param data_path: 数据保存路径
:param return_df: 是否返回 `pandas.DataFrame` 对象，False 返回原始数据
:returns: 行情原始数据或带有行情数据的 `pandas.DataFrame` 对象，见 return_df 参数
"""
await _init(session)
quotes = []
page_size = 90
curr_page = page_cnt = 1
params = {
"_": 0,
"order": "desc",
"orderby": "percent",
"page": curr_page,
"size": page_size,
}
quotes_url = "https://xueqiu.com/stock/cata/stocklist.json"
if data_type == "stock":
params["type"] = "11,12"
elif data_type == "cb":
params["exchange"] = "CN"
params["industry"] = "可转债"
elif data_type == "etf":
params["parent_type"] = 13
params["type"] = 135
params["orderBy"] = "percent"
quotes_url = "https://xueqiu.com/fund/quote/list.json"
elif data_type == "fenji":
params["parent_type"] = 1
params["type"] = 14
params["orderBy"] = "percent"
quotes_url = "https://xueqiu.com/fund/quote/list.json"
logger.info("start download live quotes from xueqiu for %s...", data_type)
async def fetch_one_page(url, params):
async with session.get(url, params=params) as resp:
if resp.status != 200:
logger.warning(
"Download list_quotes from url %s failed: http %s", url, resp.status
)
return None
return await resp.json()
def process_one_page(resp_json, quotes):
if not resp_json:
return 0
if data_type in ("stock", "cb"):
if not resp_json["success"]:
logger.error("Get daily quotes for %s failed: %s", data_type, resp_json)
total_cnt = resp_json["count"]["count"]
elif data_type in ("etf",):
if "error_code" in resp_json:
logger.error("Get daily quotes for %s failed: %s", data_type, resp_json)
total_cnt = resp_json["count"]
elif data_type in ("fenji",):
if "error_code" in resp_json:
logger.error("Get daily quotes for %s failed: %s", data_type, resp_json)
total_cnt = resp_json["count"]
quotes.extend(resp_json["stocks"])
return total_cnt
aws = []
while curr_page <= page_cnt:
params["page"] = curr_page
params["_"] = int(time.time() * 1000)
logger.info("Fetching first page")
resp_json = await fetch_one_page(quotes_url, params)
total_cnt = process_one_page(resp_json, quotes)
page_cnt = total_cnt // page_size + 1 if total_cnt % page_size != 0 else 0
logger.info("First page process finish, total_page: %s page_cnt")
curr_page += 1
if page_cnt > 2:
for index in range(curr_page, page_cnt + 1):
new_params = copy.copy(params)
new_params["page"] = index
aws.append(fetch_one_page(quotes_url, new_params))
curr_page = index + 1
if aws:
pages = await asyncio.gather(*aws, return_exceptions=True)
for page in pages:
if not isinstance(page, Exception):
process_one_page(page, quotes)
if not quotes:
logger.warn("no data downloaded for %s, return None", data_type)
logger.info("download xueqiu daily quotes for %s finish", data_type)
if data_path:
data_path = Path(data_path) / MODULE_DATA_DIR / "list_quotes"
os.makedirs(data_path, exist_ok=True)
data_fname = data_type + "-" + datetime.now().strftime("%Y%m%d%H%M%S") + ".json"
data_file = data_path / data_fname
with data_file.open("w", encoding="utf-8") as dataf:
json.dump(quotes, dataf, indent=4, ensure_ascii=False)
if not return_df:
return quotes
df = pd.DataFrame(quotes)
# df['day'] = date.today()
# df["day"] = datetime.now().replace(hour=16, minute=0, second=0, microsecond=0)
# set index
# df.set_index(["symbol", "day"], inplace=True)
df.set_index(["symbol"], inplace=True)
df.drop_duplicates(inplace=True)
# convert to numertic types
df.apply(pd.to_numeric, errors="ignore")
return df
[文档]@add_doc(async_get_list_qutes.__doc__)
def get_list_quotes(*args, **kwargs):
ret = fetch_http_data(async_get_list_qutes, *args, **kwargs)
if isinstance(ret, Exception):
raise ret
return ret
@click.option("-t", "--data-type", default="stock", show_default=True)
@click.option(
"-f",
"--save-path",
type=click.Path(exists=False)
)
@click.option("-p/-np", "--print/--no-print", "show", default=True)
@stock_cli_group.command("list-quotes")
@click.pass_context
def list_quotes_cli(ctx, data_type, save_path, show):
"""从雪球获取最新的行情快照
对于交易时间，可以获取实时的数据；
非交易时间则获取上一交易日的数据。
\b
data_type
stock: 沪深股票
cb: 可转债
eft: ETF基金
fenji: 分级基金
"""
if not save_path:
save_path = ctx.obj["data_path"]
data = get_list_quotes(data_type, save_path)
if show:
click.echo(data)
if __name__ == "__main__":
list_quotes_cli()