# -*- 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.
"""本模块负责获取股票的历史交易行情信息。
获取通道包括：
* 基础信息，包含最新行情快照
https://stock.xueqiu.com/v5/stock/quote.json?symbol=SZ002353&extend=detail
* 最近的 100 条成交记录
https://stock.xueqiu.com/v5/stock/history/trade.json?symbol=SZ002353&count=100
* 实时-盘口
https://stock.xueqiu.com/v5/stock/realtime/pankou.json?symbol=SZ002353
数据加载
trades::
import json
from pathlib import Path
import pandas as pd
with Path('SZ002353-trade-20181019201938.json').open(encoding="utf-8") as f:
quotes = json.load(f)
df = pd.DataFrame(data=quotes["items"])
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}
"""
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 fetch_http_data, add_doc
__all__ = [
"async_get_trade_info",
"async_get_pankou",
"async_get_live_info",
"get_trade_info",
"get_pankou",
"get_live_info",
]
logger = logging.getLogger(__file__)
INIT_URLS = ["https://xueqiu.com"]
QUOTE_TYPES = ("pankou", "trades", "live-info")
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_trade_info(session, symbol, data_path=None, return_df=True):
"""获取最近的交易记录
:param session: `aiohttp.ClientSession` 对象，同步接口不需要传
:param symbol: 股票代码
:param data_path: 数据保存路径
:param return_df: 是否返回 `pandas.DataFrame` 对象，False 返回原始数据
:returns: 行情原始数据或带有行情数据的 `pandas.DataFrame` 对象，见 return_df 参数
"""
await _init(session)
url = "https://stock.xueqiu.com/v5/stock/history/trade.json"
params = {"symbol": symbol}
async with session.get(url, params=params) as resp:
if resp.status != 200:
logger.warning("get live trades from %s failed: %s", url, resp.status)
return None
data_json = await resp.json()
if data_json.get("error_code", -1) != 0:
logger.warning(
"get live trades from %s failed, error_code: %s", url, resp.status
)
return None
quotes = data_json["data"]
if data_path:
data_path = Path(data_path) / MODULE_DATA_DIR / symbol / "live_quotes"
os.makedirs(data_path, exist_ok=True)
try:
ref_dt = datetime.fromtimestamp(quotes["items"][0]["timestamp"] / 1000)
except (KeyError, TypeError):
ref_dt = datetime.now()
data_fname = (
"-".join((symbol, "trade", ref_dt.strftime("%Y%m%d%H%M%S"))) + ".json"
)
data_file = data_path / data_fname
with data_file.open("w", encoding="utf-8") as dataf:
json.dump(quotes, dataf, indent=4, ensure_ascii=False)
if not return_df:
return quotes
df = pd.DataFrame(data=quotes["items"])
df.timestamp = pd.to_datetime(df.timestamp, unit="ms")
df.set_index("timestamp", inplace=True)
return df
[文档]async def async_get_pankou(session, symbol, data_path=None):
"""获取最新的盘口数据
:param session: `aiohttp.ClientSession` 对象，同步接口不需要传
:param symbol: 股票代码
:param data_path: 数据保存路径
:returns: 盘口数据 `dict`
"""
await _init(session)
url = "https://stock.xueqiu.com/v5/stock/realtime/pankou.json"
params = {"symbol": symbol}
async with session.get(url, params=params) as resp:
if resp.status != 200:
logger.warning("get live pankou from %s failed: %s", url, resp.status)
return None
data_json = await resp.json()
if data_json.get("error_code", -1) != 0:
logger.warning(
"get live pankou from %s failed, error_code: %s", url, resp.status
)
return None
quotes = data_json["data"]
if data_path:
data_path = Path(data_path) / MODULE_DATA_DIR / symbol / "live_quotes"
os.makedirs(data_path, exist_ok=True)
try:
ref_dt = datetime.fromtimestamp(quotes["timestamp"] / 1000)
except (KeyError, TypeError):
ref_dt = datetime.now()
data_fname = (
"-".join((symbol, "pankou", ref_dt.strftime("%Y%m%d%H%M%S"))) + ".json"
)
data_file = data_path / data_fname
with data_file.open("w", encoding="utf-8") as dataf:
json.dump(quotes, dataf, indent=4, ensure_ascii=False)
return quotes
[文档]async def async_get_live_info(session, symbol, data_path=None):
"""获取最新的基本信息，包括最新价格市值等
:param session: `aiohttp.ClientSession` 对象，同步接口不需要传
:param symbol: 股票代码
:param data_path: 数据保存路径
:returns: 基本信息数据 `dict`
"""
await _init(session)
url = "https://stock.xueqiu.com/v5/stock/quote.json"
params = {"symbol": symbol, "extend": "detail"}
async with session.get(url, params=params) as resp:
if resp.status != 200:
logger.warning("get live trade info from %s failed: %s", url, resp.status)
return None
data_json = await resp.json()
if data_json.get("error_code", -1) != 0:
logger.warning(
"get live trade info from %s failed, error_code: %s", url, resp.status
)
return None
quotes = data_json["data"]
if data_path:
data_path = Path(data_path) / MODULE_DATA_DIR / symbol / "live_quotes"
os.makedirs(data_path, exist_ok=True)
try:
ref_dt = datetime.fromtimestamp(quotes["quote"]["timestamp"] / 1000)
except (KeyError, TypeError):
ref_dt = datetime.now()
data_fname = (
"-".join((symbol, "quotes", ref_dt.strftime("%Y%m%d%H%M%S"))) + ".json"
)
data_file = data_path / data_fname
with data_file.open("w", encoding="utf-8") as dataf:
json.dump(quotes, dataf, indent=4, ensure_ascii=False)
return quotes
[文档]@add_doc(async_get_trade_info.__doc__)
def get_trade_info(*args, **kwargs):
ret = fetch_http_data(async_get_trade_info, *args, **kwargs)
if isinstance(ret, Exception):
raise ret
return ret
[文档]@add_doc(async_get_pankou.__doc__)
def get_pankou(*args, **kwargs):
ret = fetch_http_data(async_get_pankou, *args, **kwargs)
if isinstance(ret, Exception):
raise ret
return ret
[文档]@add_doc(async_get_live_info.__doc__)
def get_live_info(*args, **kwargs):
ret = fetch_http_data(async_get_live_info, *args, **kwargs)
if isinstance(ret, Exception):
raise ret
return ret
@click.option("-s", "--symbol", required=True)
@click.option(
"-t", "--type", "quotes_type", type=click.Choice(QUOTE_TYPES), default="pankou"
)
@click.option(
"-f",
"--save-path",
type=click.Path(exists=False)
)
@click.option("-p/-np", "--print/--no-print", "show", default=True)
@stock_cli_group.command("live-quotes")
@click.pass_context
def live_quotes_cli(ctx, symbol, quotes_type, save_path, show):
"""从雪球获取实时行情"""
if quotes_type == "trades":
data = get_trade_info(symbol, save_path)
elif quotes_type == "info":
data = get_live_info(symbol, save_path)
elif quotes_type == "pankou":
data = get_pankou(symbol, save_path)
else:
click.echo("quote_type invalid: %s", quotes_type)
return -1
if not save_path:
save_path = ctx.obj["data_path"]
if show:
if isinstance(data, (list, dict)):
click.echo(json.dumps(data, indent=4, ensure_ascii=False))
else:
click.echo(data)
if __name__ == "__main__":
live_quotes_cli()