akshare-one 0.2.1__py3-none-any.whl → 0.2.3__py3-none-any.whl

akshare_one/modules/eastmoney/client.py

@@ -0,0 +1,88 @@
+import requests
+from typing import Dict, Any
+
+
+class EastMoneyClient:
+    """
+    A client for interacting directly with EastMoney's data APIs.
+    This class handles session management, request signing, and API calls.
+    """
+
+    def __init__(self):
+        self.session = requests.Session()
+        self.session.headers.update(
+            {
+                "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/132.0.0.0 Safari/537.36",
+                "Referer": "https://quote.eastmoney.com/",
+                "Accept": "application/json, text/plain, */*",
+                "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
+            }
+        )
+
+    def _get_security_id(self, symbol: str) -> str:
+        """
+        Converts a stock symbol to EastMoney's internal secid format.
+        e.g., '600519' -> '1.600519', '000001' -> '0.000001'
+        """
+        symbol = symbol.upper()
+        if symbol.startswith("SZ"):
+            market = "0"
+            code = symbol[2:]
+        elif symbol.startswith("SH"):
+            market = "1"
+            code = symbol[2:]
+        elif symbol.startswith("HK"):
+            market = "116"
+            code = symbol[2:]
+        elif len(symbol) == 6:
+            if symbol.startswith(("000", "001", "002", "003", "300")):
+                market = "0"
+            elif symbol.startswith(("600", "601", "603", "605", "688")):
+                market = "1"
+            else:
+                market = "0"  # Default to SZ for ambiguity
+            code = symbol
+        elif len(symbol) == 5:  # HK Market
+            market = "116"
+            code = symbol
+        else:
+            market = "0"
+            code = symbol
+        return f"{market}.{code}"
+
+    def fetch_historical_klines(
+        self, symbol: str, klt: str, fqt: str, start_date: str, end_date: str
+    ) -> Dict[str, Any]:
+        """
+        Fetches historical K-line (candlestick) data.
+        """
+        url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
+        secid = self._get_security_id(symbol)
+        params = {
+            "fields1": "f1,f2,f3,f4,f5,f6",
+            "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61",
+            "klt": klt,
+            "fqt": fqt,
+            "secid": secid,
+            "beg": start_date,
+            "end": end_date,
+        }
+        response = self.session.get(url, params=params)
+        response.raise_for_status()
+        return response.json()
+
+    def fetch_realtime_quote(self, symbol: str) -> Dict[str, Any]:
+        """
+        Fetches real-time quote data for a single stock.
+        """
+        url = "https://push2.eastmoney.com/api/qt/stock/get"
+        secid = self._get_security_id(symbol)
+        params = {
+            "invt": "2",
+            "fltt": "2",
+            "fields": "f43,f57,f58,f169,f170,f46,f60,f44,f51,f168,f47,f164,f163,f116,f60,f45,f52,f50,f48,f167,f117,f71,f161,f49,f530",
+            "secid": secid,
+        }
+        response = self.session.get(url, params=params)
+        response.raise_for_status()
+        return response.json()

akshare_one/modules/eastmoney/utils.py

@@ -0,0 +1,104 @@
+import pandas as pd
+from typing import Dict, Any
+
+
+def parse_kline_data(data: Dict[str, Any]) -> pd.DataFrame:
+    """
+    Parses K-line data from the API response into a pandas DataFrame.
+    """
+    klines = data.get("data", {}).get("klines", [])
+    if not klines:
+        return pd.DataFrame(
+            columns=["timestamp", "open", "high", "low", "close", "volume"]
+        )
+
+    records = []
+    for kline in klines:
+        parts = kline.split(",")
+        if len(parts) >= 6:
+            records.append(
+                {
+                    "timestamp": parts[0],
+                    "open": float(parts[1]),
+                    "close": float(parts[2]),
+                    "high": float(parts[3]),
+                    "low": float(parts[4]),
+                    "volume": int(parts[5]),
+                }
+            )
+
+    df = pd.DataFrame(records)
+    if not df.empty:
+        df["timestamp"] = pd.to_datetime(df["timestamp"])
+        df["timestamp"] = (
+            df["timestamp"].dt.tz_localize("Asia/Shanghai").dt.tz_convert("UTC")
+        )
+        df = df[["timestamp", "open", "high", "low", "close", "volume"]]
+    return df
+
+
+def parse_realtime_data(data: Dict[str, Any]) -> pd.DataFrame:
+    """
+    Parses real-time quote data from the API response into a pandas DataFrame.
+    """
+    stock_data = data.get("data")
+    if not stock_data:
+        return pd.DataFrame()
+
+    df = pd.DataFrame(
+        [
+            {
+                "symbol": stock_data.get("f57"),
+                "price": stock_data.get("f43"),
+                "change": stock_data.get("f169"),
+                "pct_change": stock_data.get("f170"),
+                "volume": stock_data.get("f47"),
+                "amount": stock_data.get("f48"),
+                "open": stock_data.get("f46"),
+                "high": stock_data.get("f44"),
+                "low": stock_data.get("f45"),
+                "prev_close": stock_data.get("f60"),
+            }
+        ]
+    )
+    df["timestamp"] = pd.Timestamp.now(tz="Asia/Shanghai").tz_convert("UTC")
+    return df
+
+
+def resample_historical_data(
+    df: pd.DataFrame, interval: str, multiplier: int
+) -> pd.DataFrame:
+    """
+    Resamples historical data to a specified frequency.
+    """
+    if df.empty or multiplier <= 1:
+        return df
+
+    df = df.set_index("timestamp")
+
+    freq_map = {
+        "day": f"{multiplier}D",
+        "week": f"{multiplier}W-MON",
+        "month": f"{multiplier}MS",
+        "year": f"{multiplier * 12}MS",
+    }
+    freq = freq_map.get(interval)
+
+    if not freq:
+        return df.reset_index()
+
+    resampled = (
+        df.resample(freq)
+        .agg(
+            {
+                "open": "first",
+                "high": "max",
+                "low": "min",
+                "close": "last",
+                "volume": "sum",
+            }
+        )
+        .dropna()
+    )
+
+    return resampled.reset_index()

akshare_one/modules/historical/eastmoney_direct.py

@@ -0,0 +1,79 @@
+import pandas as pd
+from cachetools import cached
+from .base import HistoricalDataProvider
+from ..cache import CACHE_CONFIG
+from ..eastmoney.client import EastMoneyClient
+from ..eastmoney.utils import parse_kline_data, resample_historical_data
+
+
+class EastMoneyDirectHistorical(HistoricalDataProvider):
+    """Direct implementation for EastMoney historical stock data API"""
+
+    def __init__(self, *args, **kwargs):
+        super().__init__(*args, **kwargs)
+        self.client = EastMoneyClient()
+
+    @cached(
+        cache=CACHE_CONFIG["hist_data_cache"],
+        key=lambda self: f"eastmoney_direct_hist_{self.symbol}_{self.interval}_{self.interval_multiplier}_{self.adjust}",
+    )
+    def get_hist_data(self) -> pd.DataFrame:
+        """Fetches EastMoney historical market data directly from API"""
+        self.interval = self.interval.lower()
+        self._validate_interval_params()
+
+        try:
+            klt = self._get_kline_type()
+            fqt = self._get_adjust_type()
+            start_date = self.start_date.replace("-", "")
+            end_date = self.end_date.replace("-", "")
+
+            raw_data = self.client.fetch_historical_klines(
+                symbol=self.symbol,
+                klt=klt,
+                fqt=fqt,
+                start_date=start_date,
+                end_date=end_date,
+            )
+
+            if raw_data.get("rc") != 0:
+                raise ValueError(f"API returned error: {raw_data.get('msg')}")
+
+            df = parse_kline_data(raw_data)
+
+            df = resample_historical_data(df, self.interval, self.interval_multiplier)
+
+            return df
+
+        except Exception as e:
+            raise ValueError(f"Failed to fetch historical data for {self.symbol}: {e}")
+
+    def _get_kline_type(self) -> str:
+        """Get K-line type based on interval."""
+        kline_map = {
+            "minute": "1",
+            "hour": "60",
+            "day": "101",
+            "week": "102",
+            "month": "103",
+            "year": "103",
+        }
+
+        base_klt = kline_map.get(self.interval, "101")
+
+        if self.interval == "minute" and self.interval_multiplier in [5, 15, 30, 60]:
+            return str(self.interval_multiplier)
+
+        return base_klt
+
+    def _get_adjust_type(self) -> str:
+        """Get adjustment type."""
+        adjust_map = {"none": "0", "qfq": "1", "hfq": "2"}
+        return adjust_map.get(self.adjust, "0")
+
+    def _validate_interval_params(self) -> None:
+        """Validates the interval and multiplier."""
+        if self.interval not in self.get_supported_intervals():
+            raise ValueError(f"Unsupported interval: {self.interval}")
+        if self.interval in ["minute", "hour"] and self.interval_multiplier < 1:
+            raise ValueError("Interval multiplier must be >= 1 for minute/hour.")

akshare_one/modules/historical/factory.py

@@ -1,5 +1,6 @@
 from .base import HistoricalDataProvider
 from .eastmoney import EastMoneyHistorical
+from .eastmoney_direct import EastMoneyDirectHistorical
 from .sina import SinaHistorical
 
 
@@ -10,6 +11,7 @@ class HistoricalDataFactory:
 
     _providers = {
         "eastmoney": EastMoneyHistorical,
+        "eastmoney_direct": EastMoneyDirectHistorical,
         "sina": SinaHistorical,
     }
 

akshare_one/modules/realtime/eastmoney_direct.py

@@ -0,0 +1,37 @@
+import pandas as pd
+from cachetools import cached
+from .base import RealtimeDataProvider
+from ..cache import CACHE_CONFIG
+from ..eastmoney.client import EastMoneyClient
+from ..eastmoney.utils import parse_realtime_data
+
+
+class EastMoneyDirectRealtime(RealtimeDataProvider):
+    """Direct implementation for EastMoney realtime stock data API"""
+
+    def __init__(self, symbol: str):
+        super().__init__(symbol)
+        self.client = EastMoneyClient()
+
+    @cached(
+        cache=CACHE_CONFIG["realtime_cache"],
+        key=lambda self: f"eastmoney_direct_realtime_{self.symbol}",
+    )
+    def get_current_data(self) -> pd.DataFrame:
+        """Get real-time stock data"""
+        try:
+            raw_data = self.client.fetch_realtime_quote(self.symbol)
+
+            if raw_data.get("rc") != 0:
+                raise ValueError(f"API returned error: {raw_data.get('msg')}")
+
+            df = parse_realtime_data(raw_data)
+
+            # Ensure the output matches the base class definition
+            if self.symbol:
+                df = df[df["symbol"] == self.symbol].reset_index(drop=True)
+
+            return df
+
+        except Exception as e:
+            raise ValueError(f"Failed to get real-time data for {self.symbol}: {e}")

akshare_one/modules/realtime/factory.py

@@ -1,6 +1,7 @@
 from .eastmoney import EastmoneyRealtime
 from .xueqiu import XueQiuRealtime
 from .base import RealtimeDataProvider
+from .eastmoney_direct import EastMoneyDirectRealtime
 
 
 class RealtimeDataFactory:
@@ -11,6 +12,7 @@ class RealtimeDataFactory:
     _providers = {
         "eastmoney": EastmoneyRealtime,
         "xueqiu": XueQiuRealtime,
+        "eastmoney_direct": EastMoneyDirectRealtime,
     }
 
     @classmethod

akshare_one/stock.py

@@ -28,7 +28,7 @@ def get_hist_data(
         start_date: 开始日期 (YYYY-MM-DD)
         end_date: 结束日期 (YYYY-MM-DD)
         adjust: 复权类型 ('none','qfq','hfq')
-        source: 数据源 ('eastmoney', 'sina') (default: 'eastmoney')
+        source: 数据源 ('eastmoney', 'eastmoney_direct', 'sina') (default: 'eastmoney')
 
     Returns:
         pd.DataFrame:
@@ -58,7 +58,7 @@ def get_realtime_data(
 
     Args:
         symbol: 股票代码 (如 "600000")
-        source: 数据源 ('eastmoney', 'xueqiu')
+        source: 数据源 ('eastmoney', 'eastmoney_direct', 'xueqiu')
 
     Returns:
         pd.DataFrame:

{akshare_one-0.2.1.dist-info → akshare_one-0.2.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akshare-one
-Version: 0.2.1
+Version: 0.2.3
 Summary: Standardized interface for Chinese financial market data, built on AKShare with unified data formats and simplified APIs
 License-Expression: MIT
 Project-URL: Homepage, https://github.com/zwldarren/akshare-one
@@ -9,8 +9,8 @@ Keywords: akshare,financial-data,stock-data,quant
 Requires-Python: >=3.12
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: akshare>=1.16.98
-Requires-Dist: cachetools>=6.0.0
+Requires-Dist: akshare>=1.17.5
+Requires-Dist: cachetools>=6.1.0
 Dynamic: license-file
 
 <div align="center">

{akshare_one-0.2.1.dist-info → akshare_one-0.2.3.dist-info}/RECORD

@@ -2,15 +2,18 @@ akshare_one/__init__.py,sha256=M4eXCnBzGqa5FihT-q7DHaluTvidnqwVF7AgPgCikKU,878
 akshare_one/financial.py,sha256=XAsonRzGK8akKtW2Q7LUrew4OFRnRAfZm0nw0JY73Jc,1426
 akshare_one/insider.py,sha256=fM6wvlLSGm7a2NkQFvxEK2PkhN5WudrO-V0BboVz2Bo,1092
 akshare_one/news.py,sha256=yrYeCaKTgCGP-TSyOfOou9gMw8185qiWrg380fD9-f8,669
-akshare_one/stock.py,sha256=7Suh8SWbn9LPO-dylu1oKnb25iFadiTL5lxLYC-uvDs,2226
+akshare_one/stock.py,sha256=kldPmfggrgUH8pEcU8HGR5ofsxzYXJiUqj8GXCM5pBk,2266
 akshare_one/modules/cache.py,sha256=47A80Xtfr4gkKvEfBQrT8Dz8hNFR769rBa2gU6ew25s,373
 akshare_one/modules/utils.py,sha256=H4nrGf8m4_ezTiW5-OcNPxpV-neTYfffEfaOLDFLY9Y,323
+akshare_one/modules/eastmoney/client.py,sha256=_fOXtvAbs65WHY3s2Ge1bsCTpVDbfkNj9yaVErF6GoU,3104
+akshare_one/modules/eastmoney/utils.py,sha256=KzT0x6dF8y6wgc9Wzewr450NCee1i_dK2EhocBJQc5g,2896
 akshare_one/modules/financial/base.py,sha256=qj_XeujG7Tn2oO1niuIG4s7lMH3xg5zERDbcj75DUnU,536
 akshare_one/modules/financial/factory.py,sha256=GqzFp6LoHWj7t5VwtZJkLFxBuaAW_0b__bduBrmlcOg,1301
 akshare_one/modules/financial/sina.py,sha256=Hf6fVeN0gClS9GU2N9Hg6QJ1f8X4mecpEA6KWVgiwTc,10914
 akshare_one/modules/historical/base.py,sha256=UeKfMU_k8SgazXn27M1FVNaYJ5vBNgUB0jVBDpgXnz8,980
 akshare_one/modules/historical/eastmoney.py,sha256=2bYXobIwlrd5vG8pHlUZVE6edjQqn8AEGCVFGcWCCKk,8248
-akshare_one/modules/historical/factory.py,sha256=adxNNo_-PT180QXRUNwkdiN5x0lDJpPCt6rNFZcJ0ps,1389
+akshare_one/modules/historical/eastmoney_direct.py,sha256=QRgGrY6NhAB2NAWCh_H3G0q2wKnSEnYQBRjMq-GjXGM,2814
+akshare_one/modules/historical/factory.py,sha256=K1JwhScNPvuP-wR33C5VnosJYXJ3u1RykJuaMU6-3ls,1500
 akshare_one/modules/historical/sina.py,sha256=R-5hBOP5zslDuC0qfzw5zNhQyWmbmkmqB2sI2WhKVgI,7249
 akshare_one/modules/insider/base.py,sha256=xOhBDzMtZd1DutsHaJWe931P17fgW7dlivo1vz5ZflI,949
 akshare_one/modules/insider/factory.py,sha256=om51vX-GTXknpptZGvmDD9m10FfgEVmy402xZ3bBsNM,1280
@@ -20,10 +23,11 @@ akshare_one/modules/news/eastmoney.py,sha256=efVT4plk03s8TbSfhAhRLWgMLlR5G_2G0xG
 akshare_one/modules/news/factory.py,sha256=Em6c7m46K760iwIX3GZ15HdFu7pXT2w-n4QsjwHezjY,1264
 akshare_one/modules/realtime/base.py,sha256=XtD-4L1pCrMtfbwtZR7tP_BhWB_eMWtpQr89rAdX7P4,702
 akshare_one/modules/realtime/eastmoney.py,sha256=7IR35dwPr5xj0ErdBajYwyBivEoi55wd1Q5c0DEjUAI,1650
-akshare_one/modules/realtime/factory.py,sha256=SxDvJJvp6VutRqLUGYRnrUBtJEOE0N7vVh5Rw-vJ6NY,1373
+akshare_one/modules/realtime/eastmoney_direct.py,sha256=yFH1fNcZRieyxFN5YzX7Gcw5-CR-dUEgUHSeR0NPD0g,1238
+akshare_one/modules/realtime/factory.py,sha256=qHdCDY6dA7ck4JgK3yUDqcne9WrruAA6XzbRT69kT2w,1480
 akshare_one/modules/realtime/xueqiu.py,sha256=LKu0fW0EMt3c2m1w2kqBbEt9s2TcHUeBFpbFtueJgbU,2241
-akshare_one-0.2.1.dist-info/licenses/LICENSE,sha256=Gg6A1GNSJCZWQ73aHJ7TXOa0i8RQ3FejZCTZ6Db07cU,1066
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-akshare_one-0.2.1.dist-info/top_level.txt,sha256=kNiucyLVAGa89wmUSpXbBLWD7pF_RuahuiaOfLHZSyw,12
-akshare_one-0.2.1.dist-info/RECORD,,
+akshare_one-0.2.3.dist-info/licenses/LICENSE,sha256=Gg6A1GNSJCZWQ73aHJ7TXOa0i8RQ3FejZCTZ6Db07cU,1066
+akshare_one-0.2.3.dist-info/METADATA,sha256=jDbWls7NZNuJd6jOpSl8oGguxl4NLBCLGo16aL89VKw,1896
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+akshare_one-0.2.3.dist-info/top_level.txt,sha256=kNiucyLVAGa89wmUSpXbBLWD7pF_RuahuiaOfLHZSyw,12
+akshare_one-0.2.3.dist-info/RECORD,,