# -*- 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.
"""行情获取模块
本模块负责获取股票的历史交易行情信息。
获取通道包括：
Get https://stock.xueqiu.com/v5/stock/chart/kline.json
params::
"symbol": 代码
"begin": 时间戳
"period": 频率,
"type": 复权类型,
"count": 数量,
"indicator": "kline,ma,macd,kdj,boll,rsi,wr,bias,cci,psy",
加载::
from pathlib import Path
import pandas as pd
with Path('data.json').open(encoding="utf-8") as f:
quotes = json.load(f)
df = pd.DataFrame(data=quotes['item'], column=quotes['column'])
df.timestamp = pd.to_datetime(df.timestamp, unit='ms')
df.set_index('timestamp', inplace=True)
TODO
* add default http headers
headers = {"X-Forwarded-For": ipAddress}
* 163 - 日K线数据
Get http://quotes.money.163.com/service/chddata.html?code=1000333&start=20130918&end=20180803&fields=TCLOSE;HIGH;LOW;TOPEN;LCLOSE;CHG;PCHG;TURNOVER;VOTURNOVER;VATURNOVER;TCAP;MCAP
"""
import os
import json
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 ..env import _init_in_session
from ..utils import parse_dt, fetch_http_data, add_doc
logger = logging.getLogger(__file__)
__all__ = ["async_get_hist_quotes", "get_hist_quotes"]
SUPPORTED_FREQ = (
"1m",
"5m",
"15m",
"30m",
"60m",
"120m",
"day",
"week",
"month",
"quarter",
"year",
)
FQ_TYPE = ("before", "after", "normal")
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_hist_quotes(
session,
symbol,
ref_dt,
count=100,
freq="1m",
fq_type="before",
data_path=None,
return_df=True,
):
"""
小于 day 频率的数据，会有时间限制，只能取最近的数据，请谨慎使用
:param session: `aiohttp.ClientSession` 对象，同步接口不需要传
:param symbol: 股票代码，如 SZ002353
:param ref_dt: 行情数据参考日期，count 传负是截止日期，传正为开始日期
:param count: 要取的行情数据的条数
:param freq: 数据频率：1m/5m/15m/30m/60m/120m/day/week/month/quarter/year
:param fq_type: before/after/normal 前复权、后复权、不复权
: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
"""
assert freq in SUPPORTED_FREQ
await _init(session)
url = "https://stock.xueqiu.com/v5/stock/chart/kline.json"
params = {
"symbol": symbol,
"begin": int(ref_dt.timestamp()) * 1000,
"period": freq,
"type": fq_type,
"count": count,
"indicator": "kline,ma,macd,kdj,boll,rsi,wr,bias,cci,psy",
}
async with session.get(url, params=params) as resp:
if resp.status != 200:
logger.warning("get history quotes from %s failed: %s", url, resp.status)
return None
data = await resp.json()
if data.get("error_code", -1) != 0:
logger.warning("get history quotes from %s failed: %s", url, resp.status)
return None
quotes = data.get("data", {})
if data_path:
file_path = Path(data_path) / MODULE_DATA_DIR / symbol / "hist_quotes"
os.makedirs(file_path, exist_ok=True)
data_fname = (
"-".join(
(symbol, freq, ref_dt.strftime("%Y%m%d%H%M%S"), str(count), fq_type)
)
+ ".json"
)
data_file = file_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(data=quotes["item"], columns=quotes["column"])
df.timestamp = pd.to_datetime(df.timestamp, unit="ms")
df.set_index("timestamp", inplace=True)
return df
[文档]@add_doc(async_get_hist_quotes.__doc__)
def get_hist_quotes(*args, **kwargs):
ret = fetch_http_data(async_get_hist_quotes, *args, **kwargs)
if isinstance(ret, Exception):
raise ret
return ret
@click.option("-s", "--symbol", required=True)
@click.option(
"-ed", "--end-dt", default=str(datetime.now()), show_default=True, help="行情截止时间"
)
@click.option("-c", "--count", default=200, show_default=True, help="行情条数")
@click.option(
"-fq",
"--freq",
default="day",
type=click.Choice(SUPPORTED_FREQ),
show_default=True,
help="行情的频率",
)
@click.option(
"-ft",
"--fq-type",
default="before",
type=click.Choice(FQ_TYPE),
show_default=True,
help="复权类型",
)
@click.option(
"-f",
"--save-path",
type=click.Path(exists=False)
)
@click.option("-p/-np", "--print/--no-print", "show", default=True)
@stock_cli_group.command("hist-quotes")
@click.pass_context
def hist_quotes_cli(ctx, symbol, end_dt, count, freq, fq_type, save_path, show):
"""从雪球获取历史行情数据
day 以下的 freq 会有条数和时间限制，只能获取最近的数据
"""
if not save_path:
save_path = ctx.obj["data_path"]
end_dt = parse_dt(end_dt)
data = get_hist_quotes(symbol, end_dt, -count, freq, fq_type, save_path)
if show:
click.echo(data)
if __name__ == "__main__":
hist_quotes_cli()