# -*- 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
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# 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.
"""提供选股器接口
信息获取通道包括：
* https://xueqiu.com/hq/screener/CN
* https://xueqiu.com/hq/screener/US
沪深选股参数说明
对于不需要过滤但需要返回的字段请传递 `field=ALL` ，否则对应字段的值也不会返回
* 字段一览，参数名为 field
`参考字段一览列表 <../_static/picker_xq_fields.json>`_
获取地址 https://xueqiu.com/stock/screener/fields.json?category=SH
如下字段的参数名为 `filed.period` ，其中 period 为财务报表的结束日期::
财务报表里的所有指标
财务比率里的所有指标
基本指标 - 净资产收益率(%) roediluted.20180630
基本指标 - 净利润(万) netprofit.20180630
基本指标 - 每股净资产 bps.20180630
基本指标 - 每股收益 eps.20180630
* 地域一览，选股参数字段名为 `areacode` ，值为 `keycode`
`参考地域一览列表 <../_static/picker_xq_areas.json>`_
获取地址 https://xueqiu.com/stock/screener/areas.json
* 行业一览，选股参数字段名为 `indcode` ，值为 `level2code`
`参考行业一览列表 <../_static/picker_xq_industries.json>`_
获取地址 https://xueqiu.com/stock/screener/industries.json?category=SH
* 交易所一览，选股参数字段名为 `exchange`
SH/SZ -- 沪市/深市
加载已保存的数据::
import pandas as pd
from pathlib import Path
df = pd.read_json(Path('20181018165415.json')
df.set_index(["symbol"], inplace=True)
# df.drop_duplicates(inplace=True)
df.apply(pd.to_numeric, errors="coerce") # convert to numertic types
# df['day'] = date.today()
# df["day"] = datetime.now().replace(hour=16, minute=0, second=0, microsecond=0)
# set index
# df.set_index(["symbol", "day"], inplace=True)
"""
import os
import time
import json
import copy
import asyncio
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
logger = logging.getLogger(__file__)
__all__ = ["async_pick_stocks", "async_get_field_values", "pick_stocks"]
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_field_values(session, field, return_df=True):
"""
https://xueqiu.com/stock/screener/values.json?category=SH&field=pettm&_=1540617201640
获取该字段值的列表
"""
await _init(session)
url = "https://xueqiu.com/stock/screener/values.json"
params = {"category": "SH", "field": field}
params["_"] = int(time.time() * 1000)
data = []
async with session.get(url, params=params) as resp:
if resp.status != 200:
logger.error("pick stock from %s failed: %s", url, resp.status)
return None
resp_json = await resp.json()
if "list" not in resp_json:
logger.error("pick stocks unknown result: %s", resp_json)
else:
data = resp_json["list"]
if not return_df:
return data
return pd.DataFrame(data, columns=(field,))
[文档]async def async_pick_stocks(session, filter_dict=None, data_path=None, return_df=True):
"""
雪球选股器接口，此接口支持的参数较多，具体请参考 API 文档
返回一个 pd.DataFrame
出错，返回 None
:param session: `aiohttp.ClientSession` 对象，同步接口不需要传
:param filter_dict: 需要的字段及过滤条件，支持的字段名见 `API 文档`
: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
取值方法
GET https://xueqiu.com/stock/screener/screen.json
filter_dict:
* category: SH/US -- 沪深/美股 required
* orderby:symbol -- 排序字段 required
* oder:desc -- 升降排序 required
* exchange: SH/SZ -- 沪市/深市
* areacode: 地域板块
* indcode: 行业
* filter_fileds: min_max
* current:ALL 当前价
* pct:ALL 本日涨跌幅
* volume:ALL 本日成交量
* page:1
* size: 30
* _:timestamp
"""
await _init(session)
page_size = 100000
curr_page = page_cnt = 1
params = {
"category": "SH",
"orderby": "symbol",
"order": "desc",
"current": "ALL", # 当前价
"pct": "ALL", # 本日涨跌幅
"volume": "ALL", # 本日成交量
"page": curr_page,
"size": page_size,
# "exchange": SH/SZ -- 沪市/深市
# "areacode": 地域板块
# "indcode": 行业
# "filter_fileds": min_max
}
if filter_dict:
params.update(filter_dict)
url = "https://xueqiu.com/stock/screener/screen.json"
stock_list = []
logger.info("start pick stocks, params: %s", params)
while curr_page <= page_cnt:
params["page"] = curr_page
params["_"] = int(time.time() * 1000)
logger.info("Fetching first page")
async with session.get(url, params=params) as resp:
if resp.status != 200:
logger.error("pick stock from %s failed: %s", url, resp.status)
return None
resp_json = await resp.json()
total_cnt = resp_json["count"]
if "list" not in resp_json:
logger.error("pick stocks unknown result: %s", resp_json)
break
page_cnt = total_cnt // page_size + 1 if total_cnt % page_size != 0 else 0
if page_cnt != 1:
stock_list.extend(resp_json["list"])
else:
stock_list = resp_json["list"]
curr_page += 1
if not stock_list:
logger.warn("pick stock no result")
logger.info("pick stocks from %s finish", url)
if data_path:
data_path = Path(data_path) / MODULE_DATA_DIR / "picker_xueqiu"
os.makedirs(data_path, exist_ok=True)
data_fname = "picker" + "-" + datetime.now().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(stock_list, dataf, indent=4, ensure_ascii=False)
if not return_df:
return stock_list
df = pd.DataFrame(stock_list)
if stock_list:
df.set_index(["symbol"], inplace=True)
df.dropna(axis="columns", how="all", inplace=True)
# convert to numertic types
# df.apply(pd.to_numeric, errors="ignore")
return df
[文档]@add_doc(async_pick_stocks.__doc__)
def pick_stocks(*args, **kwargs):
ret = fetch_http_data(async_pick_stocks, *args, **kwargs)
if isinstance(ret, Exception):
raise ret
return ret
@click.option(
"-f",
"--save-path",
type=click.Path(exists=False)
)
@click.option("-p/-np", "--print/--no-print", "show", default=True)
@click.argument("fields", nargs=-1)
@stock_cli_group.command("picker-xq")
@click.pass_context
def pick_stocks_cli(ctx, save_path, show, fields):
"""雪球选股器
fields 选股筛选条件，具体支持的字段见API文档描述，
格式为 field=val, 多个字段空格分割: areacode=CN110000 exchange=SH ...
"""
if not save_path:
save_path = ctx.obj["data_path"]
kwargs = {}
for field in fields:
try:
key, val = field.split("=")
except ValueError:
click.echo(f"{field} invalid skipped")
continue
kwargs[key] = val
data = pick_stocks(kwargs, save_path)
if show:
click.echo(data)
if __name__ == "__main__":
pick_stocks_cli()