TIANHE
842 lines
33 KiB
Python
842 lines
33 KiB
Python
"""
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CN/HK stock data source.
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Supports A-Share and H-Share with multiple public sources.
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Priority (AShare): Eastmoney (intraday/daily) > yfinance (daily) > akshare (daily, optional).
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Priority (HShare): Tencent (intraday) > Eastmoney/Tencent (daily) > yfinance (daily) > akshare (daily, optional).
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"""
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import json
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from typing import Dict, List, Any, Optional
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from datetime import datetime, timedelta
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import requests
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import yfinance as yf
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from app.data_sources.base import BaseDataSource
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from app.data_sources.us_stock import USStockDataSource
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from app.utils.logger import get_logger
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from app.utils.http import get_retry_session
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logger = get_logger(__name__)
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# Optional dependency: akshare
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try:
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import akshare as ak # type: ignore
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HAS_AKSHARE = True
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logger.debug("akshare is available")
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except ImportError:
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HAS_AKSHARE = False
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# Keep it quiet to avoid noisy startup logs on Windows.
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logger.debug("akshare is not installed; akshare-based features are disabled")
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class TencentDataMixin:
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"""Tencent quote API mixin (mostly for H-Share and legacy fallback)."""
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# 腾讯 K 线周期映射（注意：腾讯分钟级接口不支持240分钟，4H需要特殊处理）
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TENCENT_PERIOD_MAP = {
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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': 'day',
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'1W': 'week'
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}
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def _fetch_tencent_kline(
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self,
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symbol_code: str,
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timeframe: str,
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limit: int
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) -> List[Dict[str, Any]]:
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"""
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使用腾讯财经接口获取K线数据
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Args:
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symbol_code: 腾讯格式的代码 (sh600000, sz000001, hk00700)
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timeframe: 时间周期
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limit: 数据条数
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"""
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klines = []
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# 4H 需要特殊处理：获取1H数据然后聚合
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if timeframe == '4H':
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return self._fetch_and_aggregate_4h(symbol_code, limit)
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try:
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period = self.TENCENT_PERIOD_MAP.get(timeframe)
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if period is None:
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logger.warning(f"Unsupported timeframe: {timeframe}")
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return []
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# 构建请求URL
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if isinstance(period, int):
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# 分钟级数据
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url = f"http://ifzq.gtimg.cn/appstock/app/kline/mkline?param={symbol_code},m{period},,{limit}"
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else:
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# 日线/周线数据
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url = f"http://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param={symbol_code},{period},,,{limit},qfq"
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# logger.info(f"腾讯财经请求: {symbol_code}, 周期: {timeframe}, URL: {url[:80]}...")
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session = get_retry_session()
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response = session.get(url, timeout=10)
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if response.status_code != 200:
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logger.warning(f"Tencent quote returned status: {response.status_code}")
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return []
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data = response.json()
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# 解析响应数据
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if data.get('code') == 0 and 'data' in data:
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stock_data = data['data'].get(symbol_code)
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if stock_data:
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# 分钟级数据格式
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if isinstance(period, int):
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candles = stock_data.get(f'm{period}', [])
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else:
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# 日线/周线数据格式
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candles = stock_data.get('qfqday', stock_data.get('day', []))
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for candle in candles:
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if len(candle) >= 5:
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# 解析时间
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time_str = str(candle[0])
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try:
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if len(time_str) == 12: # 分钟级: 202411301430
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dt = datetime.strptime(time_str, '%Y%m%d%H%M')
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elif len(time_str) == 10: # 日线: 2024-11-30
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dt = datetime.strptime(time_str, '%Y-%m-%d')
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else:
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continue
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klines.append(self.format_kline(
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timestamp=int(dt.timestamp()),
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open_price=float(candle[1]),
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high=float(candle[3]),
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low=float(candle[4]),
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close=float(candle[2]),
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volume=float(candle[5]) if len(candle) > 5 else 0
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))
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except (ValueError, IndexError) as e:
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logger.debug(f"Failed to parse kline candle: {candle}, error: {e}")
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continue
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# logger.info(f"腾讯财经返回 {len(klines)} 条数据")
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else:
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logger.warning(f"Tencent quote returned unexpected data: code={data.get('code')}")
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except Exception as e:
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logger.error(f"Tencent quote fetch failed: {e}")
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import traceback
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logger.error(traceback.format_exc())
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return klines
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def _fetch_and_aggregate_4h(self, symbol_code: str, limit: int) -> List[Dict[str, Any]]:
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"""获取1H数据并聚合为4H"""
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# 获取足够多的1H数据
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hour_klines = self._fetch_tencent_kline(symbol_code, '1H', limit * 4 + 10)
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if not hour_klines:
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return []
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# 按4小时聚合
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aggregated = []
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i = 0
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while i < len(hour_klines):
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# 取4根K线
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batch = hour_klines[i:i+4]
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if len(batch) < 4:
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break
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aggregated.append(self.format_kline(
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timestamp=batch[0]['time'],
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open_price=batch[0]['open'],
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high=max(k['high'] for k in batch),
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low=min(k['low'] for k in batch),
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close=batch[-1]['close'],
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volume=sum(k['volume'] for k in batch)
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))
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i += 4
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# logger.info(f"聚合生成 {len(aggregated)} 条 4H 数据")
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return aggregated[-limit:] if len(aggregated) > limit else aggregated
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class AShareDataSource(BaseDataSource, TencentDataMixin):
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"""A-Share data source."""
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name = "AShare"
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# akshare 时间周期映射
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AKSHARE_PERIOD_MAP = {
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'1D': 'daily',
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'1W': 'weekly'
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}
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# 东方财富 K 线周期映射
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EM_PERIOD_MAP = {
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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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'4H': '240',
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'1D': '101',
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'1W': '102',
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}
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def __init__(self):
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self.us_stock_source = USStockDataSource()
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def get_kline(
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self,
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symbol: str,
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timeframe: str,
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limit: int,
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before_time: Optional[int] = None
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) -> List[Dict[str, Any]]:
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"""Fetch A-Share Kline data."""
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klines = []
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# Prefer Eastmoney (supports most intraday timeframes)
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klines = self._fetch_eastmoney_ashare(symbol, timeframe, limit)
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if klines:
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klines = self.filter_and_limit(klines, limit, before_time)
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self.log_result(symbol, klines, timeframe)
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return klines
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# Fallback: yfinance (daily/weekly)
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if timeframe in ('1D', '1W'):
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yahoo_symbol = self._to_yahoo_symbol(symbol)
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if yahoo_symbol:
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# logger.info(f"尝试使用 yfinance 获取A股: {yahoo_symbol}")
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klines = self.us_stock_source.get_kline(yahoo_symbol, timeframe, limit, before_time)
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if klines:
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# logger.info(f"yfinance 成功获取 {len(klines)} 条A股数据")
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return klines
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# Fallback: akshare (daily/weekly)
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if HAS_AKSHARE and timeframe in self.AKSHARE_PERIOD_MAP:
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klines = self._fetch_akshare(symbol, timeframe, limit, before_time)
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if klines:
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return klines
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logger.warning(f"AShare {symbol} data fetch failed")
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return klines
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def _to_tencent_symbol(self, symbol: str) -> Optional[str]:
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"""转换为腾讯财经格式"""
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if symbol.startswith('6'):
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return f"sh{symbol}"
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elif symbol.startswith('0') or symbol.startswith('3'):
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return f"sz{symbol}"
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elif symbol.startswith('4') or symbol.startswith('8'):
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return f"bj{symbol}" # 北交所
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return None
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def _to_yahoo_symbol(self, symbol: str) -> Optional[str]:
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"""转换为 Yahoo Finance 格式"""
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if symbol.startswith('6'):
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return f"{symbol}.SS"
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elif symbol.startswith('0') or symbol.startswith('3'):
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return f"{symbol}.SZ"
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elif symbol.startswith('4') or symbol.startswith('8'):
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return f"{symbol}.BJ"
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return None
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def _fetch_eastmoney_ashare(
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self,
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symbol: str,
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timeframe: str,
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limit: int
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) -> List[Dict[str, Any]]:
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"""使用东方财富获取A股数据"""
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klines = []
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period = self.EM_PERIOD_MAP.get(timeframe)
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if not period:
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logger.warning(f"Eastmoney unsupported timeframe: {timeframe}")
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return []
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try:
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# 确定市场代码: 上海=1, 深圳=0, 北交所=0
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if symbol.startswith('6'):
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secid = f"1.{symbol}"
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else:
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secid = f"0.{symbol}"
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# 东方财富K线接口
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url = f"https://push2his.eastmoney.com/api/qt/stock/kline/get"
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params = {
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'secid': secid,
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'fields1': 'f1,f2,f3,f4,f5,f6',
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'fields2': 'f51,f52,f53,f54,f55,f56,f57',
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'klt': period,
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'fqt': '1', # 前复权
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'end': '20500101',
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'lmt': limit,
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}
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# logger.info(f"东方财富A股请求: {symbol}, 周期: {timeframe}")
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# 添加浏览器请求头
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headers = {
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'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
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'Referer': 'https://quote.eastmoney.com/',
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'Accept': 'application/json, text/plain, */*',
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'Accept-Language': 'zh-CN,zh;q=0.9,en;q=0.8',
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}
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session = get_retry_session()
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response = session.get(url, params=params, headers=headers, timeout=15)
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if response.status_code != 200:
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logger.warning(f"Eastmoney HTTP status: {response.status_code}")
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return []
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data = response.json()
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# 解析响应
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if data.get('data') and data['data'].get('klines'):
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for line in data['data']['klines']:
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try:
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parts = line.split(',')
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if len(parts) >= 6:
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time_str = parts[0]
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if ' ' in time_str:
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dt = datetime.strptime(time_str, '%Y-%m-%d %H:%M')
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else:
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dt = datetime.strptime(time_str, '%Y-%m-%d')
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klines.append(self.format_kline(
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timestamp=int(dt.timestamp()),
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open_price=float(parts[1]),
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high=float(parts[3]),
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low=float(parts[4]),
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close=float(parts[2]),
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volume=float(parts[5])
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))
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except (ValueError, IndexError) as e:
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logger.debug(f"Failed to parse Eastmoney data line: {line}, error: {e}")
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continue
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# logger.info(f"东方财富返回 {len(klines)} 条A股数据")
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else:
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logger.warning("Eastmoney returned no data")
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except Exception as e:
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logger.error(f"Eastmoney A-share fetch failed: {e}")
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import traceback
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logger.error(traceback.format_exc())
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return klines
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def _fetch_akshare(
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self,
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symbol: str,
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timeframe: str,
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limit: int,
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before_time: Optional[int]
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) -> List[Dict[str, Any]]:
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"""使用 akshare 获取数据"""
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klines = []
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try:
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period = self.AKSHARE_PERIOD_MAP.get(timeframe, 'daily')
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# 计算日期范围
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if before_time:
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end_date = datetime.fromtimestamp(before_time).strftime('%Y%m%d')
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else:
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end_date = datetime.now().strftime('%Y%m%d')
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days = limit * 2 if timeframe == '1D' else limit * 10
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start_date = (datetime.now() - timedelta(days=days)).strftime('%Y%m%d')
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# logger.info(f"使用 akshare 获取A股: {symbol}, 周期: {period}")
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df = ak.stock_zh_a_hist(
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symbol=symbol,
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period=period,
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start_date=start_date,
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end_date=end_date,
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adjust="qfq" # 前复权
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)
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if df is not None and not df.empty:
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df = df.tail(limit)
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for _, row in df.iterrows():
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ts = int(datetime.strptime(str(row['日期']), '%Y-%m-%d').timestamp())
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klines.append(self.format_kline(
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timestamp=ts,
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open_price=row['开盘'],
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high=row['最高'],
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low=row['最低'],
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close=row['收盘'],
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volume=row['成交量']
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))
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# logger.info(f"akshare 返回 {len(klines)} 条A股数据")
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except Exception as e:
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logger.error(f"Akshare A-share fetch failed: {e}")
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import traceback
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logger.error(traceback.format_exc())
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return klines
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def get_ticker(self, symbol: str) -> Dict[str, Any]:
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"""
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获取A股实时报价
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使用东方财富实时行情API获取实时报价
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Returns:
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dict: {
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'last': 当前价格,
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'change': 涨跌额,
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'changePercent': 涨跌幅,
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'high': 最高价,
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'low': 最低价,
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'open': 开盘价,
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'previousClose': 昨收价
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}
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"""
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symbol = (symbol or '').strip()
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# 优先使用东方财富实时行情 API
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try:
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# 判断市场
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if symbol.startswith('6'):
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secid = f"1.{symbol}" # 上海
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elif symbol.startswith('0') or symbol.startswith('3'):
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secid = f"0.{symbol}" # 深圳
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elif symbol.startswith('4') or symbol.startswith('8'):
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secid = f"0.{symbol}" # 北交所
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else:
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secid = f"1.{symbol}"
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# 东方财富实时行情接口
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url = "https://push2.eastmoney.com/api/qt/stock/get"
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params = {
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'secid': secid,
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'fields': 'f43,f44,f45,f46,f47,f48,f57,f58,f60,f169,f170',
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# f43=最新价, f44=最高价, f45=最低价, f46=开盘价
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# f60=昨收价, f169=涨跌额, f170=涨跌幅
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}
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session = get_retry_session()
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response = session.get(url, params=params, timeout=10)
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if response.status_code == 200:
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data = response.json()
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if data and data.get('data'):
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d = data['data']
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last_price = d.get('f43', 0)
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# 东方财富返回的价格是整数（分），需要除以100
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if last_price and last_price > 0:
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divisor = 100 if last_price > 1000 else 1 # 价格超过10元时用分表示
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return {
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'last': last_price / divisor,
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'high': d.get('f44', 0) / divisor,
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'low': d.get('f45', 0) / divisor,
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'open': d.get('f46', 0) / divisor,
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'previousClose': d.get('f60', 0) / divisor,
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'change': d.get('f169', 0) / divisor,
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'changePercent': d.get('f170', 0) / 100 # 涨跌幅是整数（%*100）
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}
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except Exception as e:
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logger.debug(f"Eastmoney ticker failed for {symbol}: {e}")
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# 降级使用腾讯实时报价
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try:
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tencent_symbol = self._to_tencent_symbol(symbol)
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if tencent_symbol:
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url = f"http://qt.gtimg.cn/q={tencent_symbol}"
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response = requests.get(url, timeout=10)
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content = response.content.decode('gbk', errors='ignore')
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if '="' in content:
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data_str = content.split('="')[1].strip('";\n')
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if data_str:
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parts = data_str.split('~')
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if len(parts) > 32:
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return {
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'last': float(parts[3]) if parts[3] else 0,
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'change': float(parts[31]) if parts[31] else 0,
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'changePercent': float(parts[32]) if parts[32] else 0,
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'high': float(parts[33]) if len(parts) > 33 and parts[33] else 0,
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'low': float(parts[34]) if len(parts) > 34 and parts[34] else 0,
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'open': float(parts[5]) if len(parts) > 5 and parts[5] else 0,
|
||
'previousClose': float(parts[4]) if parts[4] else 0
|
||
}
|
||
except Exception as e:
|
||
logger.debug(f"Tencent ticker failed for {symbol}: {e}")
|
||
|
||
# 第三备选: Akshare
|
||
try:
|
||
import akshare as ak
|
||
# 使用 akshare 获取实时行情
|
||
df = ak.stock_zh_a_spot_em()
|
||
if df is not None and not df.empty:
|
||
# 在数据中查找对应股票
|
||
row = df[df['代码'] == symbol]
|
||
if not row.empty:
|
||
row = row.iloc[0]
|
||
return {
|
||
'last': float(row.get('最新价', 0) or 0),
|
||
'change': float(row.get('涨跌额', 0) or 0),
|
||
'changePercent': float(row.get('涨跌幅', 0) or 0),
|
||
'high': float(row.get('最高', 0) or 0),
|
||
'low': float(row.get('最低', 0) or 0),
|
||
'open': float(row.get('今开', 0) or 0),
|
||
'previousClose': float(row.get('昨收', 0) or 0)
|
||
}
|
||
except Exception as e:
|
||
logger.debug(f"Akshare ticker failed for {symbol}: {e}")
|
||
|
||
return {'last': 0, 'symbol': symbol}
|
||
|
||
|
||
class HShareDataSource(BaseDataSource, TencentDataMixin):
|
||
"""港股数据源"""
|
||
|
||
name = "HShare"
|
||
|
||
def __init__(self):
|
||
self.us_stock_source = USStockDataSource()
|
||
|
||
def get_kline(
|
||
self,
|
||
symbol: str,
|
||
timeframe: str,
|
||
limit: int,
|
||
before_time: Optional[int] = None
|
||
) -> List[Dict[str, Any]]:
|
||
"""获取港股K线数据"""
|
||
klines = []
|
||
|
||
# 方案1: 腾讯财经 (港股日线/周线首选，稳定可靠)
|
||
if timeframe in ('1D', '1W'):
|
||
tencent_symbol = self._to_tencent_symbol(symbol)
|
||
if tencent_symbol:
|
||
# logger.info(f"尝试使用腾讯财经获取港股: {tencent_symbol}")
|
||
klines = self._fetch_tencent_kline(tencent_symbol, timeframe, limit)
|
||
if klines:
|
||
klines = self.filter_and_limit(klines, limit, before_time)
|
||
self.log_result(symbol, klines, timeframe)
|
||
return klines
|
||
|
||
# 方案2: 东方财富 (支持所有周期，但可能有地域限制)
|
||
klines = self._fetch_eastmoney_kline(symbol, timeframe, limit)
|
||
if klines:
|
||
klines = self.filter_and_limit(klines, limit, before_time)
|
||
self.log_result(symbol, klines, timeframe)
|
||
return klines
|
||
|
||
# 方案3: 尝试 yfinance (日线级别备选)
|
||
if timeframe in ('1D', '1W'):
|
||
yahoo_symbol = self._to_yahoo_symbol(symbol)
|
||
if yahoo_symbol:
|
||
# logger.info(f"尝试使用 yfinance 获取港股: {yahoo_symbol}")
|
||
klines = self.us_stock_source.get_kline(yahoo_symbol, timeframe, limit, before_time)
|
||
if klines:
|
||
# logger.info(f"yfinance 成功获取 {len(klines)} 条港股数据")
|
||
return klines
|
||
|
||
# 方案4: 尝试 akshare (日线级别)
|
||
if HAS_AKSHARE and timeframe in ('1D', '1W'):
|
||
klines = self._fetch_akshare(symbol, timeframe, limit, before_time)
|
||
if klines:
|
||
return klines
|
||
|
||
# 分钟级数据获取失败提示
|
||
if timeframe not in ('1D', '1W'):
|
||
logger.warning(f"HK stock {symbol}: minute-level data is not supported (data source limitations)")
|
||
else:
|
||
logger.warning(f"HK stock {symbol}: data fetch failed (timeframe: {timeframe})")
|
||
return klines
|
||
|
||
def _to_tencent_symbol(self, symbol: str) -> str:
|
||
"""转换为腾讯财经格式"""
|
||
# 港股代码补齐到5位
|
||
padded = symbol.zfill(5)
|
||
return f"hk{padded}"
|
||
|
||
def _to_yahoo_symbol(self, symbol: str) -> str:
|
||
"""转换为 Yahoo Finance 格式"""
|
||
# 港股代码补齐到4位
|
||
padded = symbol.zfill(4)
|
||
return f"{padded}.HK"
|
||
|
||
def _fetch_eastmoney_kline(
|
||
self,
|
||
symbol: str,
|
||
timeframe: str,
|
||
limit: int
|
||
) -> List[Dict[str, Any]]:
|
||
"""使用东方财富获取港股分钟级数据"""
|
||
klines = []
|
||
|
||
# 东方财富 K 线周期映射
|
||
em_period_map = {
|
||
'1m': '1',
|
||
'5m': '5',
|
||
'15m': '15',
|
||
'30m': '30',
|
||
'1H': '60',
|
||
'4H': '240',
|
||
'1D': '101',
|
||
'1W': '102',
|
||
}
|
||
|
||
period = em_period_map.get(timeframe)
|
||
if not period:
|
||
logger.warning(f"Eastmoney unsupported timeframe: {timeframe}")
|
||
return []
|
||
|
||
try:
|
||
# 港股代码补齐到5位
|
||
hk_symbol = symbol.zfill(5)
|
||
# 东方财富港股代码格式: 116.00700 (116是港股市场代码)
|
||
secid = f"116.{hk_symbol}"
|
||
|
||
# 东方财富K线接口
|
||
url = f"https://push2his.eastmoney.com/api/qt/stock/kline/get"
|
||
params = {
|
||
'secid': secid,
|
||
'fields1': 'f1,f2,f3,f4,f5,f6',
|
||
'fields2': 'f51,f52,f53,f54,f55,f56,f57',
|
||
'klt': period, # K线类型
|
||
'fqt': '1', # 前复权
|
||
'end': '20500101',
|
||
'lmt': limit,
|
||
}
|
||
|
||
# logger.info(f"东方财富港股请求: {hk_symbol}, 周期: {timeframe}")
|
||
|
||
# 添加浏览器请求头，避免被拒绝
|
||
headers = {
|
||
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
|
||
'Referer': 'https://quote.eastmoney.com/',
|
||
'Accept': 'application/json, text/plain, */*',
|
||
'Accept-Language': 'zh-CN,zh;q=0.9,en;q=0.8',
|
||
}
|
||
|
||
session = get_retry_session()
|
||
response = session.get(url, params=params, headers=headers, timeout=15)
|
||
|
||
if response.status_code != 200:
|
||
logger.warning(f"Eastmoney HTTP status: {response.status_code}")
|
||
return []
|
||
|
||
data = response.json()
|
||
|
||
# 解析响应
|
||
if data.get('data') and data['data'].get('klines'):
|
||
for line in data['data']['klines']:
|
||
try:
|
||
# 格式: "2025-11-28 15:00,400.0,401.0,399.0,400.5,1000,100000"
|
||
# 日期,开盘,收盘,最高,最低,成交量,成交额
|
||
parts = line.split(',')
|
||
if len(parts) >= 6:
|
||
time_str = parts[0]
|
||
# 解析时间
|
||
if ' ' in time_str:
|
||
dt = datetime.strptime(time_str, '%Y-%m-%d %H:%M')
|
||
else:
|
||
dt = datetime.strptime(time_str, '%Y-%m-%d')
|
||
|
||
klines.append(self.format_kline(
|
||
timestamp=int(dt.timestamp()),
|
||
open_price=float(parts[1]),
|
||
high=float(parts[3]),
|
||
low=float(parts[4]),
|
||
close=float(parts[2]),
|
||
volume=float(parts[5])
|
||
))
|
||
except (ValueError, IndexError) as e:
|
||
logger.debug(f"Failed to parse Eastmoney data line: {line}, error: {e}")
|
||
continue
|
||
|
||
# logger.info(f"东方财富返回 {len(klines)} 条港股数据")
|
||
else:
|
||
logger.warning("Eastmoney returned no data")
|
||
|
||
except Exception as e:
|
||
logger.error(f"Eastmoney HK stock fetch failed: {e}")
|
||
import traceback
|
||
logger.error(traceback.format_exc())
|
||
|
||
return klines
|
||
|
||
def _fetch_akshare(
|
||
self,
|
||
symbol: str,
|
||
timeframe: str,
|
||
limit: int,
|
||
before_time: Optional[int]
|
||
) -> List[Dict[str, Any]]:
|
||
"""使用 akshare 获取港股数据"""
|
||
klines = []
|
||
|
||
try:
|
||
# 计算日期范围
|
||
if before_time:
|
||
end_date = datetime.fromtimestamp(before_time).strftime('%Y%m%d')
|
||
else:
|
||
end_date = datetime.now().strftime('%Y%m%d')
|
||
|
||
days = limit * 2 if timeframe == '1D' else limit * 10
|
||
start_date = (datetime.now() - timedelta(days=days)).strftime('%Y%m%d')
|
||
|
||
# 港股代码补齐到5位
|
||
hk_symbol = symbol.zfill(5)
|
||
|
||
# logger.info(f"使用 akshare 获取港股: {hk_symbol}")
|
||
|
||
df = ak.stock_hk_hist(
|
||
symbol=hk_symbol,
|
||
period="daily",
|
||
start_date=start_date,
|
||
end_date=end_date,
|
||
adjust="qfq"
|
||
)
|
||
|
||
if df is not None and not df.empty:
|
||
df = df.tail(limit)
|
||
for _, row in df.iterrows():
|
||
ts = int(datetime.strptime(str(row['日期']), '%Y-%m-%d').timestamp())
|
||
klines.append(self.format_kline(
|
||
timestamp=ts,
|
||
open_price=row['开盘'],
|
||
high=row['最高'],
|
||
low=row['最低'],
|
||
close=row['收盘'],
|
||
volume=row['成交量']
|
||
))
|
||
# logger.info(f"akshare 返回 {len(klines)} 条港股数据")
|
||
|
||
except Exception as e:
|
||
logger.error(f"Akshare HK stock fetch failed: {e}")
|
||
import traceback
|
||
logger.error(traceback.format_exc())
|
||
|
||
return klines
|
||
|
||
def get_ticker(self, symbol: str) -> Dict[str, Any]:
|
||
"""
|
||
获取港股实时报价
|
||
|
||
使用腾讯财经实时行情API获取实时报价
|
||
|
||
Returns:
|
||
dict: {
|
||
'last': 当前价格,
|
||
'change': 涨跌额,
|
||
'changePercent': 涨跌幅,
|
||
'high': 最高价,
|
||
'low': 最低价,
|
||
'open': 开盘价,
|
||
'previousClose': 昨收价
|
||
}
|
||
"""
|
||
symbol = (symbol or '').strip()
|
||
|
||
# 使用腾讯财经实时报价
|
||
try:
|
||
tencent_symbol = self._to_tencent_symbol(symbol)
|
||
url = f"http://qt.gtimg.cn/q={tencent_symbol}"
|
||
response = requests.get(url, timeout=10)
|
||
content = response.content.decode('gbk', errors='ignore')
|
||
if '="' in content:
|
||
data_str = content.split('="')[1].strip('";\n')
|
||
if data_str:
|
||
parts = data_str.split('~')
|
||
if len(parts) > 32:
|
||
return {
|
||
'last': float(parts[3]) if parts[3] else 0,
|
||
'change': float(parts[31]) if parts[31] else 0,
|
||
'changePercent': float(parts[32]) if parts[32] else 0,
|
||
'high': float(parts[33]) if len(parts) > 33 and parts[33] else 0,
|
||
'low': float(parts[34]) if len(parts) > 34 and parts[34] else 0,
|
||
'open': float(parts[5]) if len(parts) > 5 and parts[5] else 0,
|
||
'previousClose': float(parts[4]) if parts[4] else 0
|
||
}
|
||
except Exception as e:
|
||
logger.debug(f"Tencent ticker failed for {symbol}: {e}")
|
||
|
||
# 降级使用东方财富
|
||
try:
|
||
hk_symbol = symbol.zfill(5)
|
||
secid = f"116.{hk_symbol}"
|
||
|
||
url = "https://push2.eastmoney.com/api/qt/stock/get"
|
||
params = {
|
||
'secid': secid,
|
||
'fields': 'f43,f44,f45,f46,f47,f48,f57,f58,f60,f169,f170',
|
||
}
|
||
|
||
session = get_retry_session()
|
||
response = session.get(url, params=params, timeout=10)
|
||
if response.status_code == 200:
|
||
data = response.json()
|
||
if data and data.get('data'):
|
||
d = data['data']
|
||
last_price = d.get('f43', 0)
|
||
if last_price and last_price > 0:
|
||
divisor = 1000 if last_price > 10000 else 100 if last_price > 1000 else 1
|
||
return {
|
||
'last': last_price / divisor,
|
||
'high': d.get('f44', 0) / divisor,
|
||
'low': d.get('f45', 0) / divisor,
|
||
'open': d.get('f46', 0) / divisor,
|
||
'previousClose': d.get('f60', 0) / divisor,
|
||
'change': d.get('f169', 0) / divisor,
|
||
'changePercent': d.get('f170', 0) / 100
|
||
}
|
||
except Exception as e:
|
||
logger.debug(f"Eastmoney ticker failed for {symbol}: {e}")
|
||
|
||
# 第三备选: yfinance
|
||
try:
|
||
import yfinance as yf
|
||
# 港股在 yfinance 中的格式是 XXXX.HK
|
||
yf_symbol = f"{symbol.zfill(4)}.HK"
|
||
ticker = yf.Ticker(yf_symbol)
|
||
|
||
# Try fast_info first (faster)
|
||
try:
|
||
info = ticker.fast_info
|
||
if hasattr(info, 'last_price') and info.last_price and info.last_price > 0:
|
||
return {
|
||
'last': float(info.last_price),
|
||
'change': float(info.last_price - info.previous_close) if hasattr(info, 'previous_close') and info.previous_close else 0,
|
||
'changePercent': float((info.last_price - info.previous_close) / info.previous_close * 100) if hasattr(info, 'previous_close') and info.previous_close else 0,
|
||
'high': float(info.day_high) if hasattr(info, 'day_high') and info.day_high else float(info.last_price),
|
||
'low': float(info.day_low) if hasattr(info, 'day_low') and info.day_low else float(info.last_price),
|
||
'open': float(info.open) if hasattr(info, 'open') and info.open else float(info.last_price),
|
||
'previousClose': float(info.previous_close) if hasattr(info, 'previous_close') and info.previous_close else 0
|
||
}
|
||
except Exception:
|
||
pass
|
||
|
||
# Fallback to history
|
||
hist = ticker.history(period="2d")
|
||
if hist is not None and not hist.empty:
|
||
current = float(hist['Close'].iloc[-1])
|
||
prev_close = float(hist['Close'].iloc[-2]) if len(hist) > 1 else current
|
||
return {
|
||
'last': current,
|
||
'change': current - prev_close,
|
||
'changePercent': (current - prev_close) / prev_close * 100 if prev_close else 0,
|
||
'high': float(hist['High'].iloc[-1]),
|
||
'low': float(hist['Low'].iloc[-1]),
|
||
'open': float(hist['Open'].iloc[-1]),
|
||
'previousClose': prev_close
|
||
}
|
||
except Exception as e:
|
||
logger.debug(f"yfinance ticker failed for {symbol}: {e}")
|
||
|
||
return {'last': 0, 'symbol': symbol}
|