@watsonserve/stock-base 0.1.5 → 0.1.7

package/dividend-loader.js

@@ -1,167 +0,0 @@
-import { log } from './log.js';
-import PriceLoader from './price-loader.js';
-import { ttm } from './helper.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)
-    };
-}
-const rxDate = /\d+/g;
-function dateCNtoDate(str) {
-    const ymd = str.match(rxDate)?.slice(0, 3).map(i => +i);
-    if (!ymd)
-        return null;
-    if ('number' === typeof ymd?.[1]) {
-        ymd[1] -= 1;
-    }
-    return new Date(Date.UTC.apply(null, ymd));
-}
-export class DividendLoader extends PriceLoader {
-    async __laodIbmCode(nc) {
-        const resp = await super.get(`https://api.sgx.com/marketmetadata/v2?stock-code=${nc}`);
-        return resp.data?.[0]?.ibmCode || '';
-    }
-    async __loadHKDividend(nc) {
-        const token = await super._loadHkexToken();
-        const qid = Date.now();
-        const callback = `jsonp_${qid}`;
-        const params = { sym: +nc, token, lang: 'chi', recperpage: 5, page: 1, qid, callback };
-        const resp = await super.get('https://www1.hkex.com.hk/hkexwidget/data/getequityentitlement', params);
-        const strJson = resp.substring(callback.length + 1, resp.length - 1);
-        const { entitlementlist } = JSON.parse(strJson).data;
-        const list = [];
-        for (const item of entitlementlist) {
-            const { detail, announcement_date, ex_date, payment_date, announcement_URL } = item;
-            const annc = dateCNtoDate(announcement_date);
-            const ex = dateCNtoDate(ex_date);
-            const paid = dateCNtoDate(payment_date);
-            const divid = Array.from(detail.match(/(USD|HKD|GBP) (\d+\.\d+)/g) || [])
-                .reduce((pre, item) => {
-                const [currency, amount] = item.split(' ');
-                pre[currency] = { currency, amount: +amount };
-                return pre;
-            }, {});
-            list.push({ ...(divid['HKD'] || divid['USD'] || divid['GBP']), annc, ex, paid, announcement_URL });
-        }
-        return [ttm('ex', list), []];
-    }
-    async __loadSGDividend(nc) {
-        const ibmcode = await this.__laodIbmCode(nc);
-        const params = {
-            pagesize: 15,
-            pagestart: 0,
-            ibmcode,
-            params: 'id,anncType,dateAnnc,exDate,name,particulars,recDate,datePaid',
-            order: 'desc',
-            orderBy: 'dateAnnc'
-        };
-        const { data } = await super.get('https://api.sgx.com/corporateactions/v1.0', params);
-        const bonus = [];
-        const dividend = [];
-        for (const item of data) {
-            const { anncType, particulars, dateAnnc, exDate, recDate, datePaid } = item;
-            const annc = new Date(dateAnnc);
-            const ex = new Date(exDate);
-            const rec = new Date(recDate); // 登记日
-            const paid = new Date(datePaid);
-            if ('DIVIDEND' === anncType) {
-                const amount = +particulars.match(/SGD (\d+\.\d+)/)?.[1] || 0;
-                const lstIdx = dividend.length - 1;
-                if (dividend[lstIdx]?.ex.getTime() === ex.getTime() && amount) {
-                    dividend[lstIdx].amount += amount;
-                }
-                else {
-                    dividend.push({ currency: 'SGD', amount, annc, ex, rec, paid });
-                }
-                continue;
-            }
-            if ('BONUS' === anncType) { // particulars: 'Ratio: 10:1'
-                const ratio = particulars.match(/Ratio: (\d+:\d+)/);
-                const [foo, bar] = ratio[1].split(':');
-                bonus.push({ currency: 'SGD', ratio: 1 + (+bar) / (+foo), annc, ex, rec, paid });
-                continue;
-            }
-        }
-        return [ttm('ex', dividend), bonus];
-    }
-    async __loadUSDividend(nc) {
-        const params = {
-            reportName: 'RPT_USF10_INFO_DIVIDEND',
-            columns: 'SECUCODE,SECURITY_CODE,SECURITY_NAME_ABBR,SECURITY_INNER_CODE,NOTICE_DATE,ASSIGN_TYPE,PLAN_EXPLAIN,EQUITY_RECORD_DATE,BONUS_PAY_DATE,EX_DIVIDEND_DATE,ASSIGN_PERIOD',
-            // filter: `(SECUCODE="${nc}.N")`,
-            filter: `(SECURITY_CODE="${nc.replace('.', '_')}")`,
-            pageNumber: 1,
-            pageSize: 200,
-            sortTypes: -1,
-            sortColumns: 'EX_DIVIDEND_DATE',
-            source: 'SECURITIES',
-            client: 'PC',
-            v: Math.random().toString().substring(2).padStart(17, '0')
-        };
-        const strResp = await super.get('https://datacenter.eastmoney.com/securities/api/data/v1/get', params);
-        const data = (JSON.parse(strResp).result?.data || []);
-        const dividend = [];
-        for (const item of data) {
-            const { ASSIGN_TYPE, PLAN_EXPLAIN, NOTICE_DATE, EX_DIVIDEND_DATE, BONUS_PAY_DATE } = item;
-            if ('Cash' === ASSIGN_TYPE || 'Special cash' === ASSIGN_TYPE) {
-                const amount = +PLAN_EXPLAIN.match(/(\d*\.?\d+)美元/)[1]; // 每1股派0.82美元股息
-                if (!amount)
-                    console.warn(item);
-                dividend.push({
-                    currency: 'USD',
-                    amount,
-                    annc: new Date(NOTICE_DATE),
-                    ex: new Date(EX_DIVIDEND_DATE),
-                    paid: new Date(BONUS_PAY_DATE),
-                });
-                continue;
-            }
-        }
-        return [ttm('ex', dividend), []];
-    }
-    async loadDividend(fullNc) {
-        const nc = fullNc.substring(0, fullNc.length - 3);
-        const market = fullNc.substring(fullNc.length - 2);
-        let data;
-        log.info(`start loading ${fullNc} dividend...`);
-        switch (market) {
-            case 'SG':
-                data = await this.__loadSGDividend(nc);
-                break;
-            case 'HK':
-                data = await this.__loadHKDividend(nc);
-                break;
-            case 'US':
-                data = await this.__loadUSDividend(nc);
-                break;
-            default:
-                throw new Error(`Unsupported market: ${market}`);
-        }
-        const [div, bonus] = data;
-        const dps = div.map(item => toDivPoint(fullNc, item));
-        const bps = bonus.map(item => toDivPoint(fullNc, item));
-        log.info(`finished loading ${fullNc} dividend`);
-        return { fullNc, nc, dps, bps };
-    }
-    async loadDividends(ncs) {
-        const ign = [];
-        let points = [];
-        const divPool = {};
-        const divs = await Promise.all(ncs.map(fullNc => this.loadDividend(fullNc)));
-        for (const { fullNc, nc, dps, bps } of divs) {
-            if (!dps.length && !bps.length) {
-                ign.push(fullNc);
-            }
-            else {
-                points = points.concat(dps, bps);
-            }
-            divPool[nc] = ttm('ex', dps);
-        }
-        return { ign, points, divPool };
-    }
-}

package/history-loader.js

@@ -1,100 +0,0 @@
-import { EnMarket } from './stock.js';
-import { getMarketCloseTime } from './close-time.js';
-import WebRequest from './web-request.js';
-import { sleep, splitFullNc } from './helper.js';
-// 历史数据
-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`);
-        let secid = `116.${nc}`;
-        if (EnMarket.USA === market) {
-            await sleep(500);
-            // secid = await this.get_em_code(nc);
-            secid = await this.read('quotecode');
-        }
-        const params = {
-            fields1: 'f1,f2,f3,f4,f5,f6',
-            fields2: 'f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61',
-            klt: 101, // 60 hour, 101 day, 102 week, 103 month
-            fqt: 0,
-            secid,
-            beg: 0,
-            end: 20500000,
-            // ut: 'bd1d9ddb04089700cf9c27f6f7426281',
-            // lmt: 1000000,
-        };
-        if (this.isDebug) {
-            await sleep(5000);
-        }
-        const resp = await super.get('https://push2his.eastmoney.com/api/qt/stock/kline/get', params);
-        // const resp = JSON.parse(await fs.readFile(path.join(import.meta.dirname, 'hsbc.json'), 'utf-8'));
-        const { klines } = resp.data;
-        return klines.map(line => {
-            const [date, open, close, hight, low, vol] = line.split(',');
-            return {
-                market,
-                timestamp: getMarketCloseTime(market, new Date(`${date}T15:00:00Z`).getTime()),
-                st: { nc, n: '', o: +open, c: +close, h: +hight, l: +low, v: +vol }
-            };
-        });
-    }
-    async __getSGXHistory(nc) {
-        const rsp = await super.get(`https://api.sgx.com/securities/v1.1/charts/historic/stocks/code/${nc}/5y`, { params: 'trading_time,vl,lt' });
-        const { historic } = rsp.data;
-        return historic.map(st => {
-            const { trading_time, vl: v, lt: c } = st;
-            const fullYear = trading_time.substring(0, 4);
-            const month = trading_time.substring(4, 6);
-            const date = trading_time.substring(6, 8);
-            const timestamp = ~~(new Date(`${fullYear}-${month}-${date}T09:16:00Z`).getTime() / 1000);
-            return { market: EnMarket.SGX, timestamp, st: { nc, n: '', o: 0, c, h: 0, l: 0, v } };
-        });
-    }
-    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' })));
-        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(',');
-            const stamp = getMarketCloseTime(EnMarket.FX, new Date(`${date}T15:00:00Z`).getTime());
-            return [stamp, { date, HKD: +c }];
-        }));
-        sg.forEach(line => {
-            const [_0, date, _1, c] = line.split(',');
-            const stamp = getMarketCloseTime(EnMarket.FX, new Date(`${date}T15:00:00Z`).getTime());
-            const fx = base.get(stamp) || { date };
-            fx.SGD = +c;
-            base.set(stamp, fx);
-        });
-        cn.map(line => {
-            const [_0, date, _1, c] = line.split(',');
-            const stamp = getMarketCloseTime(EnMarket.FX, new Date(`${date}T15:00:00Z`).getTime());
-            const fx = base.get(stamp) || { date };
-            fx.CNY = +c;
-            base.set(stamp, fx);
-        });
-        const result = [];
-        const remain = [];
-        [...base.entries()].forEach(([stamp, fx]) => {
-            const _fx = { stamp, ...fx };
-            if (!fx.HKD || !fx.SGD || !fx.CNY) {
-                remain.push(_fx);
-                return;
-            }
-            result.push(_fx);
-        });
-        return { result, remain };
-    }
-    loadHistory(fullNc) {
-        const { nc, market } = splitFullNc(fullNc);
-        switch (market) {
-            case EnMarket.SGX:
-                return this.__getSGXHistory(nc);
-            case EnMarket.HKEX:
-            case EnMarket.USA:
-                return this.__getHKOrUSAHistory(market, nc);
-            default:
-        }
-        throw new Error(`Unsupported market: ${market}`);
-    }
-}

package/price-loader.js

@@ -1,122 +0,0 @@
-import { EnCurrency, EnMarket } from './stock.js';
-import { getMarketCloseTime } from './close-time.js';
-import HistoryLoader from './history-loader.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/vapi/v1/sug', { wd: `USD${nc}`, skip_login: 1, finClientType: 'pc' });
-                const fx = body.Result.stock[0];
-                data.set(nc, +fx.price);
-            }
-            return Object.fromEntries(data.entries());
-        }
-        catch (err) {
-            throw new Error(`failed to load fx ${err.message}`);
-        }
-    }
-    async loadFx() {
-        const fxs = await this.__loadFx([EnCurrency.SGD, EnCurrency.HKD, EnCurrency.CNY]);
-        const stamp = getMarketCloseTime(EnMarket.FX);
-        return { ...fxs, stamp };
-    }
-    // 新加坡交易所全量股票
-    async sgx() {
-        try {
-            const body = await this.get('https://api.sgx.com/securities/v1.1/stocks', { params: 'nc,lt,ptd,n,o,h,l,vl,trading_time' });
-            const stockList = body.data.prices;
-            return stockList.map(({ trading_time: t, nc, lt: c, n, o, h, l, vl: v }) => ({ t, nc, n, o, c, h, l, v }));
-        }
-        catch (err) {
-            throw new Error(`failed to load sgx ${err.message}`);
-        }
-    }
-    // 香港交易所主板股票
-    async hkex() {
-        try {
-            const token = await this._loadHkexToken();
-            const qid = Date.now();
-            const callback = `jsonp_${qid}`;
-            const params = {
-                lang: 'chi',
-                token,
-                sort: 5,
-                order: 0,
-                all: 1,
-                subcat: 1,
-                market: 'MAIN',
-                qid,
-                callback,
-            };
-            const resp = await this.get('https://www1.hkex.com.hk/hkexwidget/data/getequityfilter', params);
-            const strJson = resp.substring(callback.length + 1, resp.length - 1);
-            const body = JSON.parse(strJson);
-            const { stocklist } = body.data;
-            return stocklist.map(item => {
-                const { sym, nm: n, ls } = item;
-                return { nc: sym.padStart(5, '0'), n, c: +ls };
-            });
-        }
-        catch (err) {
-            throw new Error(`failed to load hkex ${err.message}`);
-        }
-    }
-    // 标普500成份股
-    async __sp500(pn = 0, rn = 100) {
-        const params = {
-            financeType: 'index',
-            market: 'us',
-            code: 'SPX',
-            sortKey: 'marketValue',
-            sortType: 'desc',
-            style: 'tablelist',
-            finClientType: 'pc',
-            pn, rn,
-        };
-        try {
-            const resp = await this.get('https://finance.pae.baidu.com/sapi/v1/constituents', params);
-            const stocklist = resp.Result.list.body;
-            return stocklist.map(item => {
-                const { code: nc, name: n, rawData } = item;
-                const { lastPx: c, volume: v, marketValue: mv } = rawData;
-                return { nc, n, c, v, mv };
-            });
-        }
-        catch (err) {
-            throw new Error(`failed to load s&p ${err.message}`);
-        }
-    }
-    async sp500() {
-        let pn = 0, rn = 100;
-        let sts = [];
-        while (true) {
-            const _sts = await this.__sp500(pn, rn);
-            const _len = _sts.length;
-            sts = sts.concat(_sts);
-            if (_len < rn)
-                break;
-            pn += _len;
-        }
-        return sts;
-    }
-    async loadPrice(market) {
-        const stamp = getMarketCloseTime(market);
-        let sts = Promise.resolve([]);
-        switch (market) {
-            case EnMarket.HKEX:
-                sts = this.hkex();
-                break;
-            case EnMarket.SGX:
-                sts = this.sgx();
-                break;
-            case EnMarket.USA:
-                sts = this.sp500();
-                break;
-            default:
-                throw new Error(`unsupported market ${market}`);
-        }
-        return { sts: await sts, stamp };
-    }
-}

package/types/dividend-loader.d.ts

@@ -1,19 +0,0 @@
-import PriceLoader from './price-loader.js';
-import { type IDiv } from './stock.js';
-export declare class DividendLoader extends PriceLoader {
-    private __laodIbmCode;
-    private __loadHKDividend;
-    private __loadSGDividend;
-    private __loadUSDividend;
-    loadDividend(fullNc: string): Promise<{
-        fullNc: string;
-        nc: string;
-        dps: IDiv[];
-        bps: IDiv[];
-    }>;
-    loadDividends(ncs: string[]): Promise<{
-        ign: string[];
-        points: IDiv[];
-        divPool: Record<string, IDiv[]>;
-    }>;
-}

package/types/history-loader.d.ts

@@ -1,11 +0,0 @@
-import { IFx, type IStockPoint } from './stock.js';
-import WebRequest from './web-request.js';
-export default class HistoryLoader extends WebRequest {
-    private __getHKOrUSAHistory;
-    private __getSGXHistory;
-    loadFxHistory(): Promise<{
-        result: IFx[];
-        remain: IFx[];
-    }>;
-    loadHistory(fullNc: string): Promise<IStockPoint[]>;
-}

package/types/price-loader.d.ts

@@ -1,14 +0,0 @@
-import { EnMarket, type IFx, IStock } from './stock.js';
-import HistoryLoader from './history-loader.js';
-export default class PriceLoader extends HistoryLoader {
-    private __loadFx;
-    loadFx(): Promise<IFx>;
-    protected sgx(): Promise<IStock[]>;
-    protected hkex(): Promise<IStock[]>;
-    private __sp500;
-    protected sp500(): Promise<IStock[]>;
-    loadPrice(market: EnMarket): Promise<{
-        sts: IStock[];
-        stamp: number;
-    }>;
-}