mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-11-30 02:48:57 +08:00
249 lines
8.8 KiB
Python
249 lines
8.8 KiB
Python
# coding:utf-8
|
||
#
|
||
# The MIT License (MIT)
|
||
#
|
||
# Copyright (c) 2010-2019 fasiondog/hikyuu
|
||
#
|
||
# Permission is hereby granted, free of charge, to any person obtaining a copy
|
||
# of this software and associated documentation files (the "Software"), to deal
|
||
# in the Software without restriction, including without limitation the rights
|
||
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
||
# copies of the Software, and to permit persons to whom the Software is
|
||
# furnished to do so, subject to the following conditions:
|
||
#
|
||
# The above copyright notice and this permission notice shall be included in all
|
||
# copies or substantial portions of the Software.
|
||
#
|
||
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
||
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
||
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
||
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
||
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
||
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
||
# SOFTWARE.
|
||
|
||
import requests
|
||
import re
|
||
import akshare as ak
|
||
import pandas as pd
|
||
import datetime
|
||
from hikyuu.util import *
|
||
|
||
|
||
class MARKET:
|
||
SH = 'SH'
|
||
SZ = 'SZ'
|
||
BJ = 'BJ'
|
||
|
||
|
||
g_market_list = [MARKET.SH, MARKET.SZ, MARKET.BJ]
|
||
|
||
|
||
class MARKETID:
|
||
SH = 1
|
||
SZ = 2
|
||
BJ = 3
|
||
|
||
|
||
class STOCKTYPE:
|
||
BLOCK = 0 # 板块
|
||
A = 1 # A股
|
||
INDEX = 2 # 指数
|
||
B = 3 # B股
|
||
FUND = 4 # 基金（非ETF）
|
||
ETF = 5 # ETF
|
||
ND = 6 # 国债
|
||
BOND = 7 # 其他债券
|
||
GEM = 8 # 创业板
|
||
START = 9 # 科创板
|
||
A_BJ = 11 # 北交所A股
|
||
|
||
|
||
def get_a_stktype_list():
|
||
"""获取A股市场证券类型元组，含B股"""
|
||
return (STOCKTYPE.A, STOCKTYPE.INDEX, STOCKTYPE.B, STOCKTYPE.GEM, STOCKTYPE.START, STOCKTYPE.A_BJ)
|
||
|
||
|
||
def get_stktype_list(quotations=None):
|
||
"""
|
||
根据行情类别获取股票类别元组
|
||
|
||
:param quotations: 'stock'（股票） | 'fund'（基金） | 'bond'（债券）
|
||
:rtype: tuple
|
||
:return: 股票类别元组
|
||
"""
|
||
if not quotations:
|
||
return (1, 2, 3, 4, 5, 6, 7, 8, 9, 11)
|
||
|
||
result = []
|
||
for quotation in quotations:
|
||
new_quotation = quotation.lower()
|
||
if new_quotation == 'stock':
|
||
result += list(get_a_stktype_list())
|
||
elif new_quotation == 'fund':
|
||
result += [STOCKTYPE.FUND, STOCKTYPE.ETF]
|
||
elif new_quotation == 'bond':
|
||
result += [STOCKTYPE.ND, STOCKTYPE.BOND]
|
||
else:
|
||
print('Unknow quotation: {}'.format(quotation))
|
||
|
||
return tuple(result)
|
||
|
||
|
||
@hku_catch(ret=[], trace=True)
|
||
@timeout(30)
|
||
def get_stk_code_name_list(market: str) -> list:
|
||
"""
|
||
获取指定证券交易所股票代码与名称列表
|
||
:return: 代码名称对组成的列表：[{'code': 'code1': 'name': 'name1'}, ...]
|
||
"""
|
||
# 获取深圳股票代码表
|
||
if market == MARKET.SZ:
|
||
ind_list = ["A股列表", "B股列表"]
|
||
df = None
|
||
for ind in ind_list:
|
||
tmp_df = ak.stock_info_sz_name_code(ind)
|
||
tmp_df.rename(columns={'A股代码': 'code', 'A股简称': 'name'}, inplace=True)
|
||
df = pd.concat([df, tmp_df]) if df is not None else tmp_df
|
||
hku_info("获取深圳证券交易所股票数量: {}", len(df) if df is not None else 0)
|
||
return df[['code', 'name']].to_dict(orient='records') if df is not None else []
|
||
|
||
# 获取上证股票代码表
|
||
if market == MARKET.SH:
|
||
ind_list = ["主板A股", "主板B股", "科创板"]
|
||
df = None
|
||
for ind in ind_list:
|
||
tmp_df = ak.stock_info_sh_name_code(ind)
|
||
tmp_df.rename(columns={'证券代码': 'code', '证券简称': 'name'}, inplace=True)
|
||
df = pd.concat([df, tmp_df]) if df is not None else tmp_df
|
||
hku_info("获取上海证券交易所股票数量: {}", len(df) if df is not None else 0)
|
||
return df[['code', 'name']].to_dict(orient='records') if df is not None else []
|
||
|
||
# 获取北京股票代码表
|
||
if market == MARKET.BJ:
|
||
df = ak.stock_info_bj_name_code()
|
||
df.rename(columns={'证券代码': 'code', '证券简称': 'name'}, inplace=True)
|
||
hku_info("获取北京证券交易所股票数量: {}", len(df) if df is not None else 0)
|
||
return df[['code', 'name']].to_dict(orient='records') if df is not None else []
|
||
|
||
|
||
@hku_catch(ret=[], trace=True)
|
||
@timeout(60)
|
||
def get_index_code_name_list() -> list:
|
||
"""
|
||
获取所有股票指数代码名称列表
|
||
从新浪获取，多次频繁调用会被封禁IP，需10分钟后再试
|
||
|
||
:return: [{'market_code': 'SHxxx'}, ...]
|
||
"""
|
||
if hasattr(ak, 'stock_zh_index_spot_sina'):
|
||
df = ak.stock_zh_index_spot_sina()
|
||
elif hasattr(ak, 'stock_zh_index_spot_em'):
|
||
df = ak.stock_zh_index_spot_em()
|
||
else:
|
||
df = ak.stock_zh_index_spot()
|
||
res = [{'market_code': df.loc[i]['代码'].upper(), 'name': df.loc[i]['名称']} for i in range(len(df))]
|
||
ret = [v for v in res if len(v['market_code']) == 8]
|
||
return ret
|
||
|
||
|
||
g_fund_code_name_list = {}
|
||
for market in g_market_list:
|
||
g_fund_code_name_list[market] = []
|
||
g_last_get_fund_code_name_list_date = datetime.date(1990, 12, 9)
|
||
|
||
|
||
@hku_catch(ret=[], trace=True)
|
||
@timeout(60)
|
||
def get_fund_code_name_list(market: str) -> list:
|
||
"""
|
||
获取基金代码名称列表 (来源: sina)
|
||
"""
|
||
# 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
|
||
global g_last_get_fund_code_name_list_date
|
||
now = datetime.date.today()
|
||
if now <= g_last_get_fund_code_name_list_date:
|
||
return g_fund_code_name_list[market]
|
||
|
||
ind_list = "封闭式基金", "ETF基金", "LOF基金"
|
||
for ind in ind_list:
|
||
df = ak.fund_etf_category_sina(ind)
|
||
for i in range(len(df)):
|
||
loc = df.loc[i]
|
||
try:
|
||
code, name = str(loc['代码']), str(loc['名称'])
|
||
g_fund_code_name_list[code[:2].upper()].append(dict(code=code[2:], name=name))
|
||
except Exception as e:
|
||
hku_error("{}! {}", str(e), loc)
|
||
hku_info("获取基金列表数量: {}", len(g_fund_code_name_list[market]))
|
||
g_last_get_fund_code_name_list_date = now
|
||
return g_fund_code_name_list[market]
|
||
|
||
|
||
@hku_catch(ret=[], trace=True)
|
||
def get_new_holidays():
|
||
"""获取新的交易所休假日历"""
|
||
res = requests.get('https://www.tdx.com.cn/url/holiday/', timeout=60)
|
||
res.encoding = res.apparent_encoding
|
||
ret = re.findall(r'<textarea id="data" style="display:none;">([\s\w\d\W]+)</textarea>', res.text, re.M)[0].strip()
|
||
day = [d.split('|')[:4] for d in ret.split('\n')]
|
||
return [v[0] for v in day if len(v) >= 3 and v[2] == '中国']
|
||
|
||
|
||
@hku_catch(ret=[], trace=True)
|
||
@timeout(60)
|
||
def get_china_bond10_rate(start_date="19901219"):
|
||
"""获取中国国债收益率10年"""
|
||
bond_zh_us_rate_df = ak.bond_zh_us_rate(start_date)
|
||
df = bond_zh_us_rate_df[['中国国债收益率10年', '日期']].dropna()
|
||
return [(v[1].strftime('%Y%m%d'), int(v[0]*10000)) for v in df.values]
|
||
|
||
|
||
def modifiy_code(code):
|
||
if code.startswith(('0', '3')):
|
||
return 'SZ' + code
|
||
if code.startswith(('4', '8', '92')):
|
||
return 'BJ' + code
|
||
if code.startswith('6'):
|
||
return 'SH' + code
|
||
else:
|
||
hku_warn("Unknow code: {}", code)
|
||
return None
|
||
|
||
|
||
def historyfinancialreader(filepath):
|
||
"""
|
||
读取解析通达信目录的历史财务数据（来源: onefish, 公众号：一鱼策略）
|
||
:param filepath: 字符串类型。传入文件路径
|
||
:return: DataFrame格式。返回解析出的财务文件内容
|
||
"""
|
||
import struct
|
||
|
||
cw_file = open(filepath, 'rb')
|
||
header_pack_format = '<1hI1H3L'
|
||
header_size = struct.calcsize(header_pack_format)
|
||
stock_item_size = struct.calcsize("<6s1c1L")
|
||
data_header = cw_file.read(header_size)
|
||
stock_header = struct.unpack(header_pack_format, data_header)
|
||
max_count = stock_header[2]
|
||
file_date = stock_header[1]
|
||
print(file_date)
|
||
report_size = stock_header[4]
|
||
report_fields_count = int(report_size / 4)
|
||
report_pack_format = '<{}f'.format(report_fields_count)
|
||
results = []
|
||
for stock_idx in range(0, max_count):
|
||
cw_file.seek(header_size + stock_idx * struct.calcsize("<6s1c1L"))
|
||
si = cw_file.read(stock_item_size)
|
||
stock_item = struct.unpack("<6s1c1L", si)
|
||
code = stock_item[0].decode("utf-8")
|
||
foa = stock_item[2]
|
||
cw_file.seek(foa)
|
||
info_data = cw_file.read(struct.calcsize(report_pack_format))
|
||
cw_info = list(struct.unpack(report_pack_format, info_data))
|
||
report_date = int(cw_info[313]) # 财务公告日期
|
||
report_date = 19000000 + report_date if report_date > 800000 else 20000000 + report_date
|
||
results.append((file_date, modifiy_code(code), report_date, info_data))
|
||
cw_file.close()
|
||
return results
|