2018-11-06 01:25:52 +08:00
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# coding:utf-8
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#
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# The MIT License (MIT)
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#
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2019-02-24 19:36:47 +08:00
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# Copyright (c) 2010-2019 fasiondog/hikyuu
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2018-11-06 01:25:52 +08:00
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#
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# Permission is hereby granted, free of charge, to any person obtaining a copy
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# of this software and associated documentation files (the "Software"), to deal
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# in the Software without restriction, including without limitation the rights
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# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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# copies of the Software, and to permit persons to whom the Software is
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# furnished to do so, subject to the following conditions:
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#
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# The above copyright notice and this permission notice shall be included in all
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# copies or substantial portions of the Software.
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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2018-10-21 01:56:30 +08:00
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2022-08-16 01:30:50 +08:00
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import requests
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import re
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2022-08-15 01:41:25 +08:00
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import akshare as ak
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2022-08-19 22:48:32 +08:00
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import pandas as pd
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2022-08-20 01:05:20 +08:00
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import datetime
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2022-08-19 22:48:32 +08:00
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from hikyuu.util import *
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2022-08-15 01:41:25 +08:00
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2021-06-05 02:08:25 +08:00
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2018-11-06 01:25:52 +08:00
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class MARKET:
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SH = 'SH'
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SZ = 'SZ'
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2022-08-15 01:41:25 +08:00
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BJ = 'BJ'
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2018-10-21 01:56:30 +08:00
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2021-06-05 02:08:25 +08:00
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2022-08-16 01:30:50 +08:00
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g_market_list = [MARKET.SH, MARKET.SZ, MARKET.BJ]
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2018-11-06 01:25:52 +08:00
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class MARKETID:
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SH = 1
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SZ = 2
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2022-08-15 01:41:25 +08:00
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BJ = 3
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2018-11-06 01:25:52 +08:00
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2021-06-05 02:08:25 +08:00
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2018-11-06 01:25:52 +08:00
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class STOCKTYPE:
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2018-11-25 16:46:07 +08:00
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BLOCK = 0 #板块
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A = 1 #A股
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2018-11-06 01:25:52 +08:00
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INDEX = 2 #指数
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B = 3 #B股
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FUND = 4 #基金(非ETF)
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ETF = 5 #ETF
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ND = 6 #国债
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BOND = 7 #其他债券
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GEM = 8 #创业板
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START = 9 #科创板
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2018-10-21 01:56:30 +08:00
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2018-11-04 11:23:07 +08:00
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def get_stktype_list(quotations=None):
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2018-11-06 01:25:52 +08:00
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"""
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根据行情类别获取股票类别元组
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:param quotations: 'stock'(股票) | 'fund'(基金) | 'bond'(债券)
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:rtype: tuple
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:return: 股票类别元组
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"""
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2018-11-04 11:23:07 +08:00
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if not quotations:
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2018-10-21 01:56:30 +08:00
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return (1, 2, 3, 4, 5, 6, 7, 8, 9)
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2018-11-04 11:23:07 +08:00
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result = []
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for quotation in quotations:
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new_quotation = quotation.lower()
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if new_quotation == 'stock':
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result += [STOCKTYPE.A, STOCKTYPE.INDEX, STOCKTYPE.B, STOCKTYPE.GEM, STOCKTYPE.START]
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2018-11-04 11:23:07 +08:00
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elif new_quotation == 'fund':
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result += [STOCKTYPE.FUND, STOCKTYPE.ETF]
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2018-11-04 11:23:07 +08:00
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elif new_quotation == 'bond':
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result += [STOCKTYPE.ND, STOCKTYPE.BOND]
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2018-11-04 11:23:07 +08:00
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else:
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print('Unknow quotation: {}'.format(quotation))
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2022-08-15 01:41:25 +08:00
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return tuple(result)
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2022-08-19 22:48:32 +08:00
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@hku_catch(ret=[], trace=True)
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2023-08-22 23:46:04 +08:00
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@timeout(120)
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def get_stk_code_name_list(market: str) -> list:
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"""
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获取指定证券交易所股票代码与名称列表
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:return: 代码名称对组成的列表:[{'code': 'code1': 'name': 'name1'}, ...]
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"""
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# 获取深圳股票代码表
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if market == MARKET.SZ:
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ind_list = ["A股列表", "B股列表"]
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df = None
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for ind in ind_list:
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tmp_df = ak.stock_info_sz_name_code(ind)
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tmp_df.rename(columns={'A股代码': 'code', 'A股简称': 'name'}, inplace=True)
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df = pd.concat([df, tmp_df]) if df is not None else tmp_df
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hku_info("获取深圳证券交易所股票数量: {}", len(df) if df is not None else 0)
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return df[['code', 'name']].to_dict(orient='records') if df is not None else []
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2022-08-15 01:41:25 +08:00
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# 获取上证股票代码表
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if market == MARKET.SH:
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ind_list = ["主板A股", "主板B股", "科创板"]
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df = None
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for ind in ind_list:
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tmp_df = ak.stock_info_sh_name_code(ind)
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tmp_df.rename(columns={'证券代码': 'code', '证券简称': 'name'}, inplace=True)
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df = pd.concat([df, tmp_df]) if df is not None else tmp_df
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hku_info("获取上海证券交易所股票数量: {}", len(df) if df is not None else 0)
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return df[['code', 'name']].to_dict(orient='records') if df is not None else []
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2022-08-15 01:41:25 +08:00
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# 获取北京股票代码表
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if market == MARKET.BJ:
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df = ak.stock_info_bj_name_code()
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df.rename(columns={'证券代码': 'code', '证券简称': 'name'}, inplace=True)
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2022-08-19 22:48:32 +08:00
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hku_info("获取北京证券交易所股票数量: {}", len(df) if df is not None else 0)
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return df[['code', 'name']].to_dict(orient='records') if df is not None else []
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2022-08-15 01:41:25 +08:00
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2022-08-19 22:48:32 +08:00
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@hku_catch(ret=[], trace=True)
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2023-08-22 23:46:04 +08:00
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@timeout(120)
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2022-08-15 01:41:25 +08:00
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def get_index_code_name_list() -> list:
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"""
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获取所有股票指数代码名称列表
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从新浪获取,多次频繁调用会被封禁IP,需10分钟后再试
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:return: [{'market_code': 'SHxxx'}, ...]
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"""
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df = ak.stock_zh_index_spot()
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return [{'market_code': df.loc[i]['代码'].upper(), 'name': df.loc[i]['名称']} for i in range(len(df))]
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2022-08-16 01:30:50 +08:00
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2022-08-20 01:05:20 +08:00
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g_fund_code_name_list = {}
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for market in g_market_list:
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g_fund_code_name_list[market] = []
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g_last_get_fund_code_name_list_date = datetime.date(1990, 12, 9)
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@hku_catch(ret=[], trace=True)
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2023-08-22 23:46:04 +08:00
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@timeout(60)
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2022-08-20 01:05:20 +08:00
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def get_fund_code_name_list(market: str) -> list:
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2022-08-19 23:15:41 +08:00
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"""
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获取基金代码名称列表 (来源: sina)
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"""
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2022-08-20 01:05:20 +08:00
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# 保证一天只获取一次基金股票代码表,防止对 sina 的频繁访问
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global g_last_get_fund_code_name_list_date
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now = datetime.date.today()
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if now <= g_last_get_fund_code_name_list_date:
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return g_fund_code_name_list[market]
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2022-08-19 23:15:41 +08:00
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ind_list = "封闭式基金", "ETF基金", "LOF基金"
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for ind in ind_list:
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df = ak.fund_etf_category_sina(ind)
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2022-08-20 01:05:20 +08:00
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for i in range(len(df)):
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loc = df.loc[i]
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try:
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code, name = str(loc['代码']), str(loc['名称'])
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g_fund_code_name_list[code[:2].upper()].append(dict(code=code[2:], name=name))
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except Exception as e:
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hku_error("{}! {}", str(e), loc)
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hku_info("获取基金列表数量: {}", len(g_fund_code_name_list[market]))
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g_last_get_fund_code_name_list_date = now
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return g_fund_code_name_list[market]
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2022-08-19 22:48:32 +08:00
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@hku_catch(ret=[], trace=True)
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2022-08-16 01:30:50 +08:00
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def get_new_holidays():
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"""获取新的交易所休假日历"""
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2023-08-22 23:46:04 +08:00
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res = requests.get('https://www.tdx.com.cn/url/holiday/', timeout=60)
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2022-08-16 01:30:50 +08:00
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res.encoding = res.apparent_encoding
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ret = re.findall(r'<textarea id="data" style="display:none;">([\s\w\d\W]+)</textarea>', res.text, re.M)[0].strip()
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day = [d.split('|')[:4] for d in ret.split('\n')]
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return [v[0] for v in day if v[2] == '中国']
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