@watsonserve/stock-base 0.1.4 → 0.1.6

package/history-loader.js

@@ -1,4 +1,4 @@
-import { EnMarket } from './stock.js';
+import { EnCurrency, EnMarket } from './stock.js';
 import { getMarketCloseTime } from './close-time.js';
 import WebRequest from './web-request.js';
 import { sleep, splitFullNc } from './helper.js';
@@ -6,12 +6,12 @@ import { sleep, splitFullNc } from './helper.js';
 export default class HistoryLoader extends WebRequest {
     async __getHKOrUSAHistory(market, nc) {
         let cntry = EnMarket.USA === market ? 'us' : 'hk';
-        await this.goto(`https://quote.eastmoney.com/${cntry}/${nc}.html`);
+        await super.goto(`https://quote.eastmoney.com/${cntry}/${nc}.html`);
         let secid = `116.${nc}`;
         if (EnMarket.USA === market) {
             await sleep(500);
             // secid = await this.get_em_code(nc);
-            secid = await this.read('quotecode');
+            secid = await super.read('quotecode');
         }
         const params = {
             fields1: 'f1,f2,f3,f4,f5,f6',
@@ -24,7 +24,7 @@ export default class HistoryLoader extends WebRequest {
             // ut: 'bd1d9ddb04089700cf9c27f6f7426281',
             // lmt: 1000000,
         };
-        if (this.isDebug) {
+        if (super.isDebug) {
             await sleep(5000);
         }
         const resp = await super.get('https://push2his.eastmoney.com/api/qt/stock/kline/get', params);
@@ -52,7 +52,10 @@ export default class HistoryLoader extends WebRequest {
         });
     }
     async loadFxHistory() {
-        const fxs = await Promise.all(['USDHKD', 'USDSGD', 'USDCNY'].map(code => this.get('https://finance.pae.baidu.com/vapi/v1/getquotation', { group: 'huilv_kline', ktype: 'day', code, finClientType: 'pc' })));
+        await super.goto('https://finance.baidu.com');
+        await sleep(500);
+        const fxs = await Promise.all([EnCurrency.SGD, EnCurrency.HKD, EnCurrency.CNY].map(code => super.parisFetch('https://finance.pae.baidu.com/vapi/v1/getquotation', 'GET', { group: 'huilv_kline', ktype: 'day', code: `USD${code}`, count: 204, finClientType: 'pc' })));
+        await super.goto('about:blank');
         const [hk, sg, cn] = fxs.map(body => body.Result.newMarketData.marketData.split(';'));
         const base = new Map(hk.map(line => {
             const [_0, date, _1, c] = line.split(',');

package/package.json

@@ -1,13 +1,10 @@
 {
   "name": "@watsonserve/stock-base",
-  "version": "0.1.4",
+  "version": "0.1.6",
   "description": "",
   "type": "module",
   "main": "index.js",
   "types": "./types/index.d.ts",
-  "scripts": {
-    "build": "rm -rf ./dist && tsc && node ./build.mjs"
-  },
   "keywords": [],
   "author": "",
   "license": "ISC",

package/price-loader.js

@@ -1,14 +1,15 @@
 import { EnCurrency, EnMarket } from './stock.js';
 import { getMarketCloseTime } from './close-time.js';
 import HistoryLoader from './history-loader.js';
+import { sleep } from './helper.js';
 export default class PriceLoader extends HistoryLoader {
     // 匯率
     async __loadFx(ncs) {
         try {
             const data = new Map();
             for (const nc of ncs) {
-                const body = await this.get('https://finance.pae.baidu.com/selfselect/sug', { wd: `USD${nc}`, skip_login: 1, finClientType: 'pc' });
-                const fx = body.Result.stock[0];
+                const body = await this.parisFetch('https://finance.pae.baidu.com/vapi/v1/sug', 'GET', { wd: `USD${nc}`, skip_login: 1, finClientType: 'pc' });
+                const fx = body.Result.list[0];
                 data.set(nc, +fx.price);
             }
             return Object.fromEntries(data.entries());
@@ -18,7 +19,10 @@ export default class PriceLoader extends HistoryLoader {
         }
     }
     async loadFx() {
+        await this.goto('https://finance.baidu.com');
+        await sleep(500);
         const fxs = await this.__loadFx([EnCurrency.SGD, EnCurrency.HKD, EnCurrency.CNY]);
+        await this.goto('about:blank');
         const stamp = getMarketCloseTime(EnMarket.FX);
         return { ...fxs, stamp };
     }
@@ -76,7 +80,7 @@ export default class PriceLoader extends HistoryLoader {
             pn, rn,
         };
         try {
-            const resp = await this.get('https://finance.pae.baidu.com/sapi/v1/constituents', params);
+            const resp = await this.parisFetch('https://finance.pae.baidu.com/sapi/v1/constituents', 'GET', params);
             const stocklist = resp.Result.list.body;
             return stocklist.map(item => {
                 const { code: nc, name: n, rawData } = item;
@@ -91,6 +95,8 @@ export default class PriceLoader extends HistoryLoader {
     async sp500() {
         let pn = 0, rn = 100;
         let sts = [];
+        await this.goto('https://finance.baidu.com');
+        await sleep(500);
         while (true) {
             const _sts = await this.__sp500(pn, rn);
             const _len = _sts.length;
@@ -99,6 +105,7 @@ export default class PriceLoader extends HistoryLoader {
                 break;
             pn += _len;
         }
+        await this.goto('about:blank');
         return sts;
     }
     async loadPrice(market) {

package/types/web-request.d.ts

@@ -17,6 +17,7 @@ export default class WebRequest {
     protected fetch(url: string, method?: string, params?: Record<string, any>, headers?: Record<string, any>): Promise<any>;
     protected get(url: string, params?: Record<string, any>, headers?: Record<string, any>): Promise<any>;
     protected goto(pageUrl: string): Promise<import("playwright").Response | null>;
+    protected parisFetch<T>(url: string, method?: string, params?: Record<string, any>): Promise<T>;
     protected read<T>(key: string): Promise<T>;
     protected _loadHkexToken(): Promise<string>;
 }

package/types/yahoo-finance-loader.d.ts

@@ -0,0 +1,17 @@
+import { type IDiv, type IFx, type IStockPoint } from './stock.js';
+export default class YahooFinanceLoader {
+    private getJson;
+    private getChart;
+    loadHistory(fullNc: string): Promise<IStockPoint[]>;
+    loadFxHistory(): Promise<{
+        result: IFx[];
+        remain: IFx[];
+    }>;
+    loadFx(): Promise<IFx>;
+    loadUSDividend(fullNc: string): Promise<{
+        fullNc: string;
+        nc: string;
+        dps: IDiv[];
+        bps: IDiv[];
+    }>;
+}

package/us-holiday.js

@@ -1,11 +1,4 @@
-import { A_DAY_S } from "./close-time.js";
-// ==================== 工具函数 ====================
-function formatDate(d) {
-    const y = d.getFullYear();
-    const m = String(d.getMonth() + 1).padStart(2, '0');
-    const day = String(d.getDate()).padStart(2, '0');
-    return `${y}${m}${day}`;
-}
+import { A_DAY_S } from './close-time.js';
 // 获取第N个周X
 function getNthWeekday(y, m, n, weekday) {
     const first = new Date(y, m - 1, 1);
@@ -42,17 +35,6 @@ function getGoodFriday(y) {
     goodFriday.setDate(easter.getDate() - 2);
     return goodFriday;
 }
-function createEvent(uid, dateStr, summary, description) {
-    return `BEGIN:VEVENT
-UID:${uid}-${dateStr}@usstockmarket
-DTSTART;VALUE=DATE:${dateStr}
-DTEND;VALUE=DATE:${dateStr}
-SUMMARY:${summary}
-DESCRIPTION:${description}
-STATUS:CONFIRMED
-END:VEVENT
-`;
-}
 function toUTCs(d) {
     return ~~(Date.UTC(d.getFullYear(), d.getMonth(), d.getDate()) / 1000);
 }

package/web-request.js

@@ -102,6 +102,12 @@ export default class WebRequest {
     goto(pageUrl) {
         return this.page.goto(pageUrl);
     }
+    async parisFetch(url, method = 'GET', params) {
+        if (new URL(this.page.url()).origin !== 'https://finance.baidu.com')
+            throw new Error('Not on finance.baidu.com');
+        const token = await this.page.evaluate(() => new Promise(r => window['paris_2108'].getAcsToken(r)));
+        return this.fetch(url, method, params, { 'Acs-Token': token });
+    }
     read(key) {
         return this.page.evaluate(async (conf) => {
             return window[conf.key];

package/yahoo-finance-loader.js

@@ -0,0 +1,168 @@
+import { getMarketCloseTime } from './close-time.js';
+import { splitFullNc, ttm } from './helper.js';
+import { EnCurrency, EnMarket } from './stock.js';
+function toDivPoint(fullNc, div) {
+    const { annc, ex, paid, ...another } = div;
+    return {
+        ...another,
+        nc: fullNc,
+        annc: ~~(annc.getTime() / 1000),
+        ex: ~~(ex.getTime() / 1000),
+        paid: ~~(paid.getTime() / 1000),
+        amount: div.amount || 0,
+    };
+}
+function toYahooSymbol(nc, market) {
+    switch (market) {
+        case EnMarket.USA:
+            return nc.replace(/\./g, '-');
+        case EnMarket.HKEX:
+            return `${nc.padStart(4, '0')}.HK`;
+        case EnMarket.SGX:
+            return `${nc}.SI`;
+        default:
+    }
+    throw new Error(`unsupported market ${market}`);
+}
+function getMarketFromCode(code) {
+    return {
+        US: EnMarket.USA,
+        HK: EnMarket.HKEX,
+        SG: EnMarket.SGX,
+    }[code];
+}
+export default class YahooFinanceLoader {
+    async getJson(url, params) {
+        const uri = new URL(url);
+        if (params) {
+            uri.search = new URLSearchParams(Object.entries(params).reduce((pre, [k, v]) => {
+                pre[k] = `${v}`;
+                return pre;
+            }, {})).toString();
+        }
+        const resp = await fetch(uri.toString());
+        if (!resp.ok)
+            throw new Error(`HTTP ${resp.status}`);
+        return await resp.json();
+    }
+    async getChart(symbol, params) {
+        const resp = await this.getJson(`https://query1.finance.yahoo.com/v8/finance/chart/${encodeURIComponent(symbol)}`, params);
+        const error = resp.chart?.error;
+        if (error?.description) {
+            throw new Error(error.description);
+        }
+        const data = resp.chart?.result?.[0];
+        if (!data)
+            throw new Error(`empty chart data for ${symbol}`);
+        return data;
+    }
+    async loadHistory(fullNc) {
+        const { nc, market } = splitFullNc(fullNc);
+        if (!market)
+            throw new Error(`unsupported market in ${fullNc}`);
+        const symbol = toYahooSymbol(nc, market);
+        const chart = await this.getChart(symbol, { range: 'max', interval: '1d', events: 'history' });
+        const timestamps = chart.timestamp || [];
+        const quote = chart.indicators?.quote?.[0];
+        if (!quote)
+            return [];
+        return timestamps.reduce((pre, ts, idx) => {
+            const c = quote.close?.[idx];
+            if ('number' !== typeof c)
+                return pre;
+            pre.push({
+                market,
+                timestamp: getMarketCloseTime(market, ts * 1000),
+                st: {
+                    nc,
+                    n: '',
+                    o: quote.open?.[idx] || 0,
+                    c,
+                    h: quote.high?.[idx] || c,
+                    l: quote.low?.[idx] || c,
+                    v: quote.volume?.[idx] || 0,
+                },
+            });
+            return pre;
+        }, []);
+    }
+    async loadFxHistory() {
+        const symbols = [
+            { symbol: 'USDHKD=X', currency: EnCurrency.HKD },
+            { symbol: 'USDSGD=X', currency: EnCurrency.SGD },
+            { symbol: 'USDCNY=X', currency: EnCurrency.CNY },
+        ];
+        const historyList = await Promise.all(symbols.map(async ({ symbol, currency }) => {
+            const chart = await this.getChart(symbol, { range: 'max', interval: '1d', events: 'history' });
+            const timestamps = chart.timestamp || [];
+            const quote = chart.indicators?.quote?.[0];
+            const close = quote?.close || [];
+            return { currency, lines: timestamps.map((ts, idx) => ({ ts, c: close[idx] })) };
+        }));
+        const base = new Map();
+        historyList.forEach(({ currency, lines }) => {
+            lines.forEach(({ ts, c }) => {
+                if ('number' !== typeof c)
+                    return;
+                const stamp = getMarketCloseTime(EnMarket.FX, ts * 1000);
+                const fx = base.get(stamp) || {};
+                fx[currency] = c;
+                base.set(stamp, fx);
+            });
+        });
+        const result = [];
+        const remain = [];
+        [...base.entries()].forEach(([stamp, fx]) => {
+            const data = { stamp, ...fx };
+            if (!fx.HKD || !fx.SGD || !fx.CNY) {
+                remain.push(data);
+            }
+            else {
+                result.push(data);
+            }
+        });
+        return { result, remain };
+    }
+    async loadFx() {
+        const resp = await this.getJson('https://query1.finance.yahoo.com/v7/finance/quote', { symbols: 'USDHKD=X,USDSGD=X,USDCNY=X' });
+        const rows = resp.quoteResponse?.result || [];
+        const values = rows.reduce((pre, item) => {
+            const sym = item.symbol || '';
+            const nc = sym.slice(3, 6);
+            if (item.regularMarketPrice)
+                pre[nc] = item.regularMarketPrice;
+            return pre;
+        }, {});
+        return {
+            stamp: getMarketCloseTime(EnMarket.FX),
+            HKD: values.HKD || 0,
+            SGD: values.SGD || 0,
+            CNY: values.CNY || 0,
+        };
+    }
+    async loadUSDividend(fullNc) {
+        const marketCode = fullNc.substring(fullNc.length - 2);
+        if ('US' !== marketCode)
+            throw new Error(`unsupported market in ${fullNc}`);
+        const nc = fullNc.substring(0, fullNc.length - 3);
+        const market = getMarketFromCode(marketCode);
+        const symbol = toYahooSymbol(nc, market);
+        const chart = await this.getChart(symbol, { range: 'max', interval: '1d', events: 'div' });
+        const dividendMap = chart.events?.dividends || {};
+        const dividends = Object.values(dividendMap)
+            .sort((a, b) => (b.date || 0) - (a.date || 0))
+            .map(item => {
+            const ts = (item.date || 0) * 1000;
+            const date = new Date(ts);
+            return {
+                currency: EnCurrency.USD,
+                amount: item.amount || 0,
+                annc: date,
+                ex: date,
+                paid: date,
+            };
+        });
+        const dps = ttm('ex', dividends).map(item => toDivPoint(fullNc, item));
+        return { fullNc, nc, dps, bps: [] };
+    }
+}