Merge pull request #89 from 1nchaos/dev

fixed
1nchaos · Jul 24, 2024 · 64d4fb4 · 64d4fb4
2 parents 6d33da9 + d62a780
commit 64d4fb4
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Showing 7 changed files with 62 additions and 12 deletions.
diff --git a/adata/__version__.py b/adata/__version__.py
@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 
-VERSION = (2, 5, 0)
+VERSION = (2, 5, 1)
 PRERELEASE = None  # alpha, beta or rc
 REVISION = None
 

diff --git a/adata/common/utils/code_utils.py b/adata/common/utils/code_utils.py
@@ -21,3 +21,16 @@ def compile_exchange_by_stock_code(stock_code):
     if prefix in exchange_suffix:
         return stock_code + exchange_suffix[prefix]
     return stock_code
+
+
+def get_exchange_by_stock_code(stock_code):
+    """根据股票代码补全市场后缀"""
+    exchange_suffix = {
+        '0': 'SZ',
+        '3': 'SZ',
+        '6': 'SH',
+        '9': 'SH',
+        '4': 'BJ',
+        '8': 'BJ'
+    }
+    return exchange_suffix[stock_code[0]]
diff --git a/adata/stock/info/stock_code.py b/adata/stock/info/stock_code.py
@@ -23,6 +23,7 @@
 
 from adata.common.exception.handler import handler_null
 from adata.common.headers import baidu_headers
+from adata.common.utils.code_utils import get_exchange_by_stock_code
 from adata.stock.cache import get_code_csv_path
 
 
@@ -42,7 +43,10 @@ def all_code(self):
         """
         # 拼接股票上市日期
         code = pd.read_csv(get_code_csv_path())[['stock_code', 'list_date2']]
-        res_df = self.__market_rank_baidu()
+        # 请求数据：优先东方财富，其次百度
+        res_df = self.__market_rank_east()
+        if res_df.empty:
+            res_df = self.__market_rank_baidu()
         east = self.__new_sub_east()
         if not east.empty:
             res_df = pd.concat([east, res_df], axis=0, ignore_index=True)
@@ -128,6 +132,35 @@ def __new_sub_east(self):
         result_df['list_date'] = pd.to_datetime(result_df['list_date']).dt.date
         return result_df
 
+    @handler_null
+    def __market_rank_east(self):
+        """
+        东方财富新股申购列表
+        https://quote.eastmoney.com/center/gridlist.html
+        """
+        url = "https://82.push2.eastmoney.com/api/qt/clist/get"
+        params = {
+            "pn": "1", "pz": "50000",
+            "po": "1", "np": "1",
+            "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+            "fltt": "2", "invt": "2", "fid": "f3",
+            "fs": "m:0 t:6,m:0 t:80,m:1 t:2,m:1 t:23,m:0 t:81 s:2048",
+            "fields": "f12,f14",
+            "_": "1623833739532",
+        }
+        # 请求数据
+        r = requests.get(url, timeout=15, params=params)
+        data_json = r.json()
+        if not data_json["data"]["diff"]:
+            return pd.DataFrame()
+        df = pd.DataFrame(data=data_json["data"]["diff"])
+        df.columns = ['stock_code', 'short_name']
+        # 数据etl
+        df['exchange'] = df['stock_code'].apply(lambda x: get_exchange_by_stock_code(x))
+        df['list_date'] = np.nan
+        df.reset_index(inplace=True)
+        return df[self.__CODE_COLUMNS]
+
 
 if __name__ == '__main__':
     print(StockCode().all_code())
diff --git a/adata/stock/market/index_market/market_index.py b/adata/stock/market/index_market/market_index.py
@@ -23,11 +23,11 @@ def get_market_index(self, index_code: str = '000001', start_date='2020-01-01',
         """
         获取指数行情
         """
-        res_df = self.baidu_index.get_market_index(index_code=index_code, start_date=start_date, k_type=k_type)
+        # res_df = self.baidu_index.get_market_index(index_code=index_code, start_date=start_date, k_type=k_type)
+        # if res_df.empty:
+        res_df = self.east_index.get_market_index(index_code=index_code, start_date=start_date, k_type=k_type)
         if res_df.empty:
             res_df = self.ths_index.get_market_index(index_code=index_code, start_date=start_date, k_type=k_type)
-        if res_df.empty:
-            res_df = self.east_index.get_market_index(index_code=index_code, start_date=start_date, k_type=k_type)
         return res_df
 
     def get_market_index_min(self, index_code='000001'):

diff --git a/adata/stock/market/index_market/market_index_east.py b/adata/stock/market/index_market/market_index_east.py
@@ -29,14 +29,15 @@ def get_market_index(self, index_code: str = '000001', start_date='2020-01-01',
         :param k_type: k线类型：1.日；2.周；3.月 默认：1 日k
         :return: k线行情数据 [日期，开，高，低，收,成交量，成交额]
         """
+        sec_id = {'1': '1', '3': '0', '4': '0', '9': '0'}[index_code[0]]
         url = f"https://push2his.eastmoney.com/api/qt/stock/kline/get?" \
-              f"secid=0.{index_code}&fields1=f1,f2,f3,f4,f5,f6&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61&" \
+              f"secid={sec_id}.{index_code}&fields1=f1,f2,f3,f4,f5,f6&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61&" \
               f"klt=10{k_type}&fqt=1&end=20500101&lmt=1000000"
         res_json = requests.request('get', url, headers={}, proxies={}).json()
         # 解析数据
         code = res_json['data']['code']
         if code != index_code:
-            return
+            return pd.DataFrame(data=[], columns=[])
         res_data = res_json['data']['klines']
         data = []
         for _ in res_data:
@@ -128,6 +129,6 @@ def get_market_index_current(self, index_code: str = '000001'):
 
 
 if __name__ == '__main__':
-    print(StockMarketIndexEast().get_market_index(index_code='000001', start_date='2022-12-01'))
-    print(StockMarketIndexEast().get_market_index_min(index_code='000001'))
-    print(StockMarketIndexEast().get_market_index_current(index_code='000001'))
+    print(StockMarketIndexEast().get_market_index(index_code='980072', start_date='2022-12-01'))
+    # print(StockMarketIndexEast().get_market_index_min(index_code='000001'))
+    # print(StockMarketIndexEast().get_market_index_current(index_code='000001'))
diff --git a/adata/stock/market/index_market/market_index_template.py b/adata/stock/market/index_market/market_index_template.py
@@ -12,7 +12,8 @@ class StockMarketIndexTemplate(object):
     """
     _MARKET_INDEX_BASE_COLUMNS = ['trade_time', 'open', 'high', 'low', 'close', 'volume', 'amount', 'change',
                                   'change_pct']
-    _MARKET_INDEX_COLUMNS = ['index_code', 'trade_date'].extend(_MARKET_INDEX_BASE_COLUMNS)
+    _MARKET_INDEX_COLUMNS = ['index_code', 'trade_date', 'trade_time', 'open', 'high', 'low', 'close', 'volume',
+                             'amount', 'change', 'change_pct']
     _MARKET_INDEX_MIN_COLUMNS = ['index_code', 'trade_time', 'trade_date', 'price', 'avg_price', 'volume', 'amount',
                                  'change', 'change_pct']
     _MARKET_INDEX_CURRENT_COLUMNS = ['index_code', 'trade_time', 'trade_date', 'open', 'high', 'low', 'price',

diff --git a/adata/stock/market/stock_market/stock_market_east.py b/adata/stock/market/stock_market/stock_market_east.py
@@ -69,7 +69,9 @@ def get_market(self, stock_code: str = '000001', start_date='1990-01-01', end_da
                            'turnover_ratio', 'pre_close']
         df[numeric_columns] = df[numeric_columns].apply(pd.to_numeric)
         df.reset_index(inplace=True, drop=True)
-        return df
+        return df[
+            ['trade_time', "trade_date", "open", "close", "high", "low", "volume", "amount", "change_pct", "change",
+             "turnover_ratio", "pre_close"]]
 
     def get_market_min(self, stock_code: str = '000001'):
         """