260 lines
8.9 KiB
Python
260 lines
8.9 KiB
Python
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from __future__ import annotations
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import json
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import subprocess
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import time
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from typing import Any
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from urllib.parse import urlencode
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from urllib.request import Request, urlopen
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class EastmoneyClient:
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HISTORY_ENDPOINT = "https://datacenter-web.eastmoney.com/api/data/v1/get"
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KAMT_ENDPOINT = "https://push2.eastmoney.com/api/qt/kamt/get"
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KAMT_BSMIN_ENDPOINT = "https://push2.eastmoney.com/api/qt/kamtbs.rtmin/get"
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CLIST_ENDPOINT = "https://push2.eastmoney.com/api/qt/clist/get"
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QUOTE_ENDPOINT = "https://push2.eastmoney.com/api/qt/stock/get"
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STOCK_TRENDS_ENDPOINT = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
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STOCK_KLINE_ENDPOINT = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
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FFLOW_DAYKLINE_ENDPOINT = "https://push2his.eastmoney.com/api/qt/stock/fflow/daykline/get"
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FFLOW_MINUTE_KLINE_ENDPOINT = "https://push2.eastmoney.com/api/qt/stock/fflow/kline/get"
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def __init__(self) -> None:
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self.default_headers = {
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"User-Agent": "Mozilla/5.0",
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"Accept-Language": "zh-CN,zh;q=0.9",
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"Referer": "https://data.eastmoney.com/hsgt/hsgtV2.html",
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}
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@staticmethod
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def _parse_json_payload(content: str) -> dict[str, Any]:
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payload = content.strip()
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if payload.startswith("{"):
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return json.loads(payload)
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left = payload.find("(")
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right = payload.rfind(")")
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if left != -1 and right != -1 and right > left:
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return json.loads(payload[left + 1 : right])
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raise ValueError("unexpected eastmoney payload")
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def _get_json(
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self,
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url: str,
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params: dict[str, Any],
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*,
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headers: dict[str, str] | None = None,
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) -> dict[str, Any]:
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full_url = f"{url}?{urlencode(params)}"
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request_headers = {**self.default_headers, **(headers or {})}
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last_error: Exception | None = None
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for attempt in range(5):
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request = Request(full_url, headers=request_headers)
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try:
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with urlopen(request, timeout=20) as response:
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content = response.read().decode("utf-8", "ignore")
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return self._parse_json_payload(content)
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except Exception as exc:
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last_error = exc
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if attempt < 4:
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time.sleep(attempt + 1)
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if last_error is not None:
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raise last_error
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raise RuntimeError("东方财富接口请求失败")
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def fetch_realtime_overview(self) -> dict[str, Any]:
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return self._get_json(
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self.KAMT_ENDPOINT,
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{
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"fields1": "f1,f2,f3,f4",
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"fields2": "f51,f52,f53,f54,f56,f60,f61,f62,f63,f65,f66",
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"ut": "fa5fd1943c7b386f172d6893dbfba10b",
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},
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)
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def fetch_intraday_timeline(self) -> dict[str, Any]:
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return self._get_json(
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self.KAMT_BSMIN_ENDPOINT,
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{
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"fields1": "f1,f2,f3,f4",
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"fields2": "f51,f54,f52,f58,f53,f62,f56,f57,f60,f61",
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"ut": "b2884a393a59ad64002292a3e90d46a5",
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},
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)
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def fetch_history(self, start_date: str, page_size: int = 500) -> list[dict[str, Any]]:
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page_number = 1
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pages = 1
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rows: list[dict[str, Any]] = []
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while page_number <= pages:
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response = self._get_json(
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self.HISTORY_ENDPOINT,
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{
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"reportName": "RPT_MUTUAL_DEAL_HISTORY",
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"columns": "ALL",
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"pageNumber": page_number,
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"pageSize": page_size,
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"sortColumns": "TRADE_DATE",
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"sortTypes": "-1",
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"source": "WEB",
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"client": "WEB",
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"filter": f'(MUTUAL_TYPE in ("002","004"))(TRADE_DATE>=\'{start_date}\')',
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},
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)
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result = response.get("result") or {}
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pages = result.get("pages") or 0
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rows.extend(result.get("data") or [])
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page_number += 1
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return rows
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def fetch_sector_realtime_page(
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self,
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*,
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sector_type_fs: str,
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page_number: int = 1,
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page_size: int = 100,
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) -> dict[str, Any]:
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timestamp = int(time.time() * 1000)
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params = {
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"cb": f"jQuery11230{timestamp}",
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"pn": page_number,
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"pz": page_size,
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"po": 1,
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"np": 1,
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"fltt": 2,
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"invt": 2,
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"fid": "f62",
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"ut": "b2884a393a59ad64002292a3e90d46a5",
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"fs": sector_type_fs,
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"fields": "f12,f14,f2,f3,f62,f184,f66,f69,f72,f75,f78,f81,f84,f87,f124,f204,f205,f206",
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"_": str(timestamp),
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}
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headers = {"Referer": "https://data.eastmoney.com/bkzj/hy.html"}
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try:
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return self._get_json(self.CLIST_ENDPOINT, params, headers=headers)
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except Exception:
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return self._get_json_via_curl(self.CLIST_ENDPOINT, params, headers=headers)
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def _get_json_via_curl(
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self,
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url: str,
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params: dict[str, Any],
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*,
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headers: dict[str, str] | None = None,
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) -> dict[str, Any]:
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request_headers = {**self.default_headers, **(headers or {})}
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full_url = f"{url}?{urlencode(params)}"
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command = [
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"curl.exe",
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"--silent",
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"--show-error",
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"--connect-timeout",
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"20",
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"--max-time",
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"30",
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full_url,
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]
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for key, value in request_headers.items():
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command.extend(["-H", f"{key}: {value}"])
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last_error: Exception | None = None
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for attempt in range(3):
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try:
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completed = subprocess.run(command, capture_output=True, text=True, check=True)
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return self._parse_json_payload(completed.stdout)
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except Exception as exc:
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last_error = exc
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if attempt < 2:
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time.sleep(attempt + 1)
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if last_error is not None:
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raise last_error
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raise RuntimeError("curl fallback failed")
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def fetch_all_sector_realtime(self, *, sector_type_fs: str, page_size: int = 100) -> list[dict[str, Any]]:
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page_number = 1
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pages = 1
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rows: list[dict[str, Any]] = []
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while page_number <= pages:
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response = self.fetch_sector_realtime_page(
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sector_type_fs=sector_type_fs,
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page_number=page_number,
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page_size=page_size,
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)
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data = response.get("data") or {}
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page_rows = data.get("diff") or []
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total = int(data.get("total") or 0)
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pages = max((total + page_size - 1) // page_size, 1)
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rows.extend(page_rows)
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if not page_rows:
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break
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time.sleep(0.15)
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page_number += 1
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return rows
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def fetch_quote(self, secid: str) -> dict[str, Any]:
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return self._get_json(
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self.QUOTE_ENDPOINT,
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{
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"secid": secid,
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"fields": "f57,f58,f43,f169,f170,f62,f184,f66,f69,f72,f75,f78,f81,f84,f87",
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},
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)
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def fetch_stock_trends(self, secid: str, *, ndays: int = 1) -> dict[str, Any]:
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return self._get_json(
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self.STOCK_TRENDS_ENDPOINT,
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{
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"secid": secid,
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"fields1": "f1,f2,f3,f4,f5,f6,f7,f8",
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"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
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"iscr": 0,
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"ndays": ndays,
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},
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)
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def fetch_stock_kline(self, secid: str, *, limit: int = 120, klt: int = 101) -> dict[str, Any]:
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return self._get_json(
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self.STOCK_KLINE_ENDPOINT,
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{
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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,f58,f59,f60,f61",
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"klt": klt,
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"fqt": 0,
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"lmt": limit,
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"end": "20500101",
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},
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)
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def fetch_fund_flow_daykline(self, secid: str, *, limit: int = 600) -> dict[str, Any]:
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return self._get_json(
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self.FFLOW_DAYKLINE_ENDPOINT,
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{
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"lmt": limit,
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"klt": 101,
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"secid": secid,
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"fields1": "f1,f2,f3,f7",
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"fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63",
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},
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)
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def fetch_fund_flow_minute_kline(self, secid: str, *, limit: int = 1) -> dict[str, Any]:
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return self._get_json(
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self.FFLOW_MINUTE_KLINE_ENDPOINT,
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{
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"lmt": limit,
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"klt": 1,
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"secid": secid,
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"fields1": "f1,f2,f3,f7",
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"fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63",
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},
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)
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