121 lines
3.9 KiB
Python
121 lines
3.9 KiB
Python
"""东方财富数据源（A 股 / 指数，直连 push2his HTTP API，无需第三方库）。"""
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from __future__ import annotations
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from datetime import datetime, timezone
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from web.data_sources.base import Bar, DataSource, DataSourceUnavailable
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# 项目周期 -> 东财 klt
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_KLT = {
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"1m": "1",
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"5m": "5",
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"15m": "15",
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"30m": "30",
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"1h": "60",
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"1d": "101",
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"1w": "102",
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"1M": "103",
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}
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_PRESETS = ["600519", "000001", "300750", "601318", "000858", "sh000300", "sz399006"]
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_KLINE_URL = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
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def _secid(symbol: str) -> str:
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"""把 A 股代码转成东财 secid（1.=上交所, 0.=深交所）。"""
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s = symbol.strip().lower()
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if s.startswith("sh"):
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return f"1.{s[2:]}"
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if s.startswith("sz"):
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return f"0.{s[2:]}"
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code = s
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if not code.isdigit() or len(code) != 6:
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raise DataSourceUnavailable("A 股代码需为 6 位数字，或 sh/sz 前缀的指数代码")
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# 6/5/9 开头（含指数 000xxx 需前缀 sh）→ 上交所；0/3 → 深交所
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if code[0] in ("6", "5", "9") or code.startswith("11") or code.startswith("13"):
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return f"1.{code}"
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return f"0.{code}"
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def _parse_dt(s: str) -> int:
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for fmt in ("%Y-%m-%d %H:%M", "%Y-%m-%d"):
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try:
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return int(datetime.strptime(s, fmt).replace(tzinfo=timezone.utc).timestamp())
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except ValueError:
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continue
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return 0
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class EastMoneySource(DataSource):
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kind = "eastmoney"
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label = "东方财富"
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def available(self) -> tuple[bool, str]:
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try:
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import requests # noqa: F401
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except ImportError:
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return (False, "未安装 requests：pip install requests")
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return (True, "A 股 / 指数 · 6 位代码或 sh/sz 指数")
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def supported_timeframes(self) -> list[str]:
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return list(_KLT.keys())
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def preset_symbols(self) -> list[str]:
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return list(_PRESETS)
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def fetch_bars(
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self, symbol: str, timeframe: str, n: int, drop_forming: bool = True
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) -> list[Bar]:
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if timeframe not in _KLT:
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raise DataSourceUnavailable(f"东方财富不支持周期 {timeframe}")
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try:
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import requests
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except ImportError as exc:
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raise DataSourceUnavailable("未安装 requests") from exc
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secid = _secid(symbol)
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lmt = n + 2 if drop_forming else n + 1
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params = {
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"secid": secid,
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"klt": _KLT[timeframe],
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"fqt": "1", # 前复权
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"fields1": "f1,f2,f3,f4,f5",
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"fields2": "f51,f52,f53,f54,f55,f56,f57",
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"beg": "0",
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"end": "20500101",
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"lmt": str(lmt),
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}
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headers = {"User-Agent": "Mozilla/5.0", "Referer": "https://quote.eastmoney.com/"}
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try:
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resp = requests.get(_KLINE_URL, params=params, headers=headers, timeout=8)
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resp.raise_for_status()
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payload = resp.json()
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except Exception as exc:
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raise DataSourceUnavailable(f"东方财富拉取失败: {exc}") from exc
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klines = (payload.get("data") or {}).get("klines") or []
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if not klines:
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raise DataSourceUnavailable(f"东方财富无数据：{symbol}")
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bars: list[Bar] = []
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for line in klines:
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# date,open,close,high,low,volume,amount
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parts = line.split(",")
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if len(parts) < 6:
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continue
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bars.append(
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Bar(
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ts=_parse_dt(parts[0]),
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open=float(parts[1]),
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close=float(parts[2]),
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high=float(parts[3]),
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low=float(parts[4]),
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volume=float(parts[5]),
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)
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)
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# 已升序；剔除最后一根（盘中为正在形成的 bar）
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if drop_forming and len(bars) > 1:
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bars = bars[:-1]
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return bars[-n:]
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