hikyuu 2.2.4__py3-none-macosx_11_1_arm64.whl

hikyuu/core.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 20240126
+#    Author: fasiondog
+
+import sys
+
+try:
+    if sys.version_info[1] == 8:
+        from .cpp.core38 import *
+    elif sys.version_info[1] == 9:
+        from .cpp.core39 import *
+    elif sys.version_info[1] == 10:
+        from .cpp.core310 import *
+    elif sys.version_info[1] == 11:
+        from .cpp.core311 import *
+    elif sys.version_info[1] == 12:
+        from .cpp.core312 import *
+    elif sys.version_info[1] == 13:
+        from .cpp.core313 import *
+    else:
+        from .cpp.core import *
+except:
+    from .cpp.core import *
+
+__version__ = get_version()

hikyuu/cpp/__init__.py

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+

hikyuu/data/__init__.py

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+__version__ = "0.0.1"

hikyuu/data/common.py

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+# 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