TIANHE
616 lines
23 KiB
Python
616 lines
23 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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class HShareDataSource(BaseDataSource, TencentDataMixin):
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"""港股数据源"""
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name = "HShare"
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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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"""获取港股K线数据"""
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klines = []
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# 方案1: 腾讯财经 (港股日线/周线首选，稳定可靠)
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if timeframe in ('1D', '1W'):
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tencent_symbol = self._to_tencent_symbol(symbol)
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if tencent_symbol:
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# logger.info(f"尝试使用腾讯财经获取港股: {tencent_symbol}")
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klines = self._fetch_tencent_kline(tencent_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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# 方案2: 东方财富 (支持所有周期，但可能有地域限制)
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klines = self._fetch_eastmoney_kline(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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# 方案3: 尝试 yfinance (日线级别备选)
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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 获取港股: {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)} 条港股数据")
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return klines
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# 方案4: 尝试 akshare (日线级别)
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if HAS_AKSHARE and timeframe in ('1D', '1W'):
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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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# 分钟级数据获取失败提示
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if timeframe not in ('1D', '1W'):
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logger.warning(f"HK stock {symbol}: minute-level data is not supported (data source limitations)")
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else:
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logger.warning(f"HK stock {symbol}: data fetch failed (timeframe: {timeframe})")
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return klines
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def _to_tencent_symbol(self, symbol: str) -> str:
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"""转换为腾讯财经格式"""
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# 港股代码补齐到5位
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padded = symbol.zfill(5)
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return f"hk{padded}"
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def _to_yahoo_symbol(self, symbol: str) -> str:
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"""转换为 Yahoo Finance 格式"""
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# 港股代码补齐到4位
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padded = symbol.zfill(4)
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return f"{padded}.HK"
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def _fetch_eastmoney_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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) -> List[Dict[str, Any]]:
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"""使用东方财富获取港股分钟级数据"""
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klines = []
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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',
|
|
'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
|