hikyuu 2.5.6__py3-none-macosx_11_0_arm64.whl

hikyuu/fetcher/proxy/proxy.py

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+# coding:utf-8
+#
+# The MIT License (MIT)
+#
+# Created on: 2020-11-29
+#     Author: fasiondog
+
+import requests
+import json
+import datetime
+import time
+from hikyuu.util import hku_warn, hku_info, hku_check
+
+from .zhima import get_proxy
+
+
+def request_with_proxy(url):
+    """通过代理进行请求，访问失败将抛出异常"""
+    # 获取到的 ip 可能无法访问相应的 url，重试10次，以便找到能用的 proxy
+    new = False
+    proxies = {'http': '127.0.0.1'}
+    for i in range(10):  # pylint: disable=unused-variable
+        try:
+            proxy = get_proxy(new)
+            hku_check(proxy, "Failed get proxy!")
+            proxies = {'http': 'http://{}'.format(proxy)}
+            result = requests.get(url, proxies=proxies, timeout=5).text
+            #hku_info("use proxy: {}".format(proxies['http']))
+            return result
+        except Exception as e:
+            if i == 6:
+                new = True
+            time.sleep(2)
+    raise Exception("无法通过代理访问！")
+
+
+def request_with_local(url):
+    """通过本机ip直接获取请求，访问失败将抛出异常"""
+    return requests.get(url).text

hikyuu/fetcher/proxy/zhima.py

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+# coding:utf-8
+#
+# The MIT License (MIT)
+#
+# Created on: 2020-11-29
+#     Author: fasiondog
+
+import requests
+import json
+import datetime
+import threading
+from hikyuu.util import hku_logger, hku_catch, hku_check
+
+# 芝麻 http 代理获取代理 API url，本机ip地址需在芝麻的白名单内
+zhimahttp_url = 'http://webapi.http.zhimacangku.com/getip?num=1&type=2&pro=0&city=0&yys=0&port=1&time=1&ts=1&ys=1&cs=1&lb=1&sb=0&pb=45&mr=2&regions=110000,130000,140000,310000,320000,330000,370000,410000'
+
+
+@hku_catch(retry=10)
+def request_proxy_from_zhima():
+    """从芝麻申请代理IP
+
+    返回格式如下：
+    {'ip': '115.226.137.200',
+    'port': 4223,
+    'expire_time': '2020-12-01 00:12:33'（实际为datetime类型）
+    'city': '浙江省丽水市',
+    'isp': '电信',
+    'request_time': datetime类型，申请时间}
+    """
+    ret = requests.get(zhimahttp_url).text
+    x = json.loads(ret)
+    hku_check(x['success'], "获取代理失败！")
+    x = x['data'][0]
+    x['expire_time'] = datetime.datetime.fromisoformat(x['expire_time'])
+    x['request_time'] = datetime.datetime.now()
+    return x
+
+
+# 多线程时锁住申请
+g_zhima_lock = threading.Lock()
+
+# 最后使用的代理
+g_zhima_last_proxy = None
+
+
+def get_proxy(new=False):
+    """从芝麻获取代理
+
+    :param boolean new: True 强制重新申请 | False 尽可能使用上次获取的代理ip
+    :return: None | 'host ip:port'， 如: '183.164.239.57:4264'
+    """
+    global g_zhima_last_proxy
+    g_zhima_lock.acquire()
+    if new or g_zhima_last_proxy is None:
+        g_zhima_last_proxy = request_proxy_from_zhima()
+    else:
+        current_time = datetime.datetime.now()
+        if current_time >= g_zhima_last_proxy['expire_time']:  # 简单不严格的时间判断，两者时间可能不同步
+            g_zhima_last_proxy = request_proxy_from_zhima()
+    g_zhima_lock.release()
+    return '{}:{}'.format(
+        g_zhima_last_proxy['ip'], g_zhima_last_proxy['port']
+    ) if g_zhima_last_proxy else None

hikyuu/fetcher/stock/__init__.py

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+# coding:utf-8
+#
+# The MIT License (MIT)
+#
+# Created on: 2020-11-29
+#     Author: fasiondog
+
+__version__ = "0.0.1"

hikyuu/fetcher/stock/zh_block_em.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 20240102
+#    Author: fasiondog
+
+import requests
+import math
+import akshare as ak
+import pandas as pd
+from hikyuu.util import *
+
+em_num_per_page = 100
+
+
+@hku_catch(ret=[], trace=True)
+def get_hybk_names():
+    """获取所有行业(板块代码,板块名称)列表"""
+    url = "https://19.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": str(em_num_per_page),
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f3",
+        "fs": "m:90 t:2 f:!50",
+        "fields": "f12,f14",
+        "_": "1626075887768",
+    }
+    r = requests.get(url, params=params, timeout=15)
+    data_json = r.json()
+    ret = [(v['f12'], v['f14']) for v in data_json["data"]["diff"]]
+    total_page = math.ceil(data_json["data"]["total"] / em_num_per_page)
+    for page in range(2, total_page + 1):
+        params["pn"] = page
+        r = requests.get(url, params=params, timeout=15)
+        data_json = r.json()
+        if data_json["data"] is None:
+            continue
+        tmp = [(v['f12'], v['f14']) for v in data_json["data"]["diff"]]
+        ret.extend(tmp)
+    return ret
+
+
+@hku_catch(ret=[], trace=True)
+def get_hybk_cons_code(blk_code):
+    "获取指定行业板块成分代码列表"
+    url = "http://30.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": str(em_num_per_page),
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f3",
+        "fs": f"b:{blk_code} f:!50",
+        "fields": "f12",
+        "_": "1626081702127",
+    }
+    r = requests.get(url, params=params, timeout=15)
+    data_json = r.json()
+    ret = [v['f12'] for v in data_json["data"]["diff"]]
+    total_page = math.ceil(data_json["data"]["total"] / em_num_per_page)
+    for page in range(2, total_page + 1):
+        params["pn"] = page
+        r = requests.get(url, params=params, timeout=15)
+        data_json = r.json()
+        if data_json["data"] is None:
+            continue
+        tmp = [v['f12'] for v in data_json["data"]['diff']]
+        ret.extend(tmp)
+    return ret
+
+
+@hku_catch(ret={}, trace=True)
+def get_all_hybk_info(code_market_dict, sep=""):
+    """获取所有行业板块列表"""
+    blk_list = get_hybk_names()
+    ret = {}
+    for blk in blk_list:
+        stk_codes = get_hybk_cons_code(blk[0])
+        hku_info(f"获取行业板块{blk[1]}成分: {len(stk_codes)}")
+        ret[blk[1]] = [
+            f"{code_market_dict[stk_code]}{sep}{stk_code}" for stk_code in stk_codes if stk_code in code_market_dict]
+    return ret
+
+
+@hku_catch(ret={}, trace=True)
+def get_all_gnbk_info(code_market_dict, sep=""):
+    """获取所有概念版本列表"""
+    blk_names = ak.stock_board_concept_name_em()['板块名称']
+    ret = {}
+    for blk_name in blk_names:
+        stk_codes = ak.stock_board_concept_cons_em(blk_name)
+        stk_codes = stk_codes['代码'].to_list()
+        hku_info(f"获取概念板块{blk_name}成分: {len(stk_codes)}")
+        ret[blk_name] = [
+            f"{code_market_dict[stk_code]}{sep}{stk_code}" for stk_code in stk_codes if stk_code in code_market_dict]
+    return ret
+
+
+@hku_catch(ret=[], trace=True)
+def get_dybk_names():
+    """获取所有地域板块名称列表"""
+    url = "http://13.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": str(em_num_per_page),
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f3",
+        "fs": "m:90+t:1+f:!50",
+        "fields": "f12,f14",
+        "_": "1623833739532",
+    }
+    r = requests.get(url, params=params, timeout=15)
+    data_json = r.json()
+    hku_check(data_json['data'] is not None, "获取地域板块名称列表失败!")
+    ret = [(v["f12"], v["f14"]) for v in data_json["data"]["diff"]]
+
+    total_page = math.ceil(data_json["data"]["total"] / em_num_per_page)
+    for page in range(2, total_page + 1):
+        params["pn"] = page
+        r = requests.get(url, params=params, timeout=15)
+        data_json = r.json()
+        if data_json["data"] is not None:
+            ret.extend([(v["f12"], v["f14"]) for v in data_json["data"]["diff"]])
+    return ret
+
+
+@hku_catch(ret={}, trace=True)
+def get_all_dybk_info(code_market_dict, sep=""):
+    """获取所有地域板块列表"""
+    blk_list = get_dybk_names()
+
+    url = "http://13.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": str(em_num_per_page),
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f3",
+        # "fs": f"b:{stock_board_code} f:!50",
+        "fields": "f12",
+        "_": "1626081702127",
+    }
+
+    ret = {}
+    for v in blk_list:
+        blk_code, blk_name = v[0], v[1]
+        params["fs"] = f"b:{blk_code} f:!50"
+        params["pn"] = 1
+        r = requests.get(url, params=params, timeout=15)
+        data = r.json()
+        if data["data"] is None:
+            continue
+
+        stk_json = r.json()
+        stk_json = stk_json["data"]["diff"]
+        ret[blk_name] = [
+            f"{code_market_dict[v['f12']]}{sep}{v['f12']}" for v in stk_json if v['f12'] in code_market_dict]
+
+        total_page = math.ceil(data["data"]["total"] / em_num_per_page)
+        for page in range(2, total_page + 1):
+            params["pn"] = page
+            r = requests.get(url, params=params, timeout=15)
+            stk_json = r.json()
+            stk_json = stk_json["data"]["diff"]
+            ret[blk_name].extend(
+                [f"{code_market_dict[v['f12']]}{sep}{v['f12']}" for v in stk_json if v["f12"] in code_market_dict])
+        hku_info(f'获取地域板块{blk_name}成分: {len(ret[blk_name])}')
+
+    return ret
+
+
+@hku_catch(ret={}, trace=True)
+def get_all_zsbk_info(code_market_dict, sep=""):
+    """获取所有指数成分股列表"""
+    blk_info = ak.index_stock_info()
+    blk_codes = blk_info["index_code"]
+    blk_names = blk_info["display_name"]
+    ret = {}
+    total = len(blk_codes)
+    for i in range(total):
+        blk_name = blk_names[i]
+        blk_code = blk_codes[i]
+        # print(i, blk_name)
+        # 沪深指数有重复，避免深指覆盖
+        if blk_name in ret:
+            continue
+        try:
+            stk_codes = ak.index_stock_cons_csindex(symbol=blk_code)
+            stk_codes = stk_codes['成分券代码'].to_list()
+            hku_info("{} 获取指数板块{}成分: {}", i, blk_name, len(stk_codes))
+            ret[blk_name] = [
+                f"{code_market_dict[stk_code]}{sep}{stk_code}" for stk_code in stk_codes if stk_code in code_market_dict]
+        except KeyboardInterrupt:
+            break
+        except:
+            # print("Failed!", blk_code, blk_name)
+            pass
+    return ret
+
+
+if __name__ == "__main__":
+    blks = get_hybk_cons_code('BK0475')
+    print(blks)

hikyuu/fetcher/stock/zh_stock_a_huatai.py

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+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2022-08-22
+#    Author: fasiondog
+
+import datetime
+from hikyuu.util import *
+
+
+@hku_catch(trace=True, callback=lambda stk: hku_warn("Failed parse stk: {}", stk))
+def parse_one_result_huatai(stk):
+    result = {}
+    if 'OpenPx' not in stk:
+        return result
+
+    bids = [x / 10000.0 for x in stk['BuyPriceQueue']]
+    bids_amount = [x / 100.0 for x in stk['BuyOrderQtyQueue']]
+    asks = [x / 10000.0 for x in stk['SellPriceQueue']]
+    asks_amount = [x / 100.0 for x in stk['SellOrderQtyQueue']]
+
+    result['market'] = stk['HTSCSecurityID'][7:]
+    result['code'] = stk['HTSCSecurityID'][:6]
+    result['name'] = ''
+    result['open'] = stk['OpenPx'] / 10000.0  # 今日开盘价
+
+    result['yesterday_close'] = stk['PreClosePx'] / 10000.0  # 昨日收盘价
+    result['close'] = stk['ClosePx'] / 10000.0  # 当前价格
+    result['high'] = stk['HighPx'] / 10000.0  # 今日最高价
+    result['low'] = stk['LowPx'] / 10000.0  # 今日最低价
+    result['bid'] = bids[0]  # 竞买价，即“买一”报价
+    result['ask'] = asks[0]  # 竞卖价，即“卖一”报价
+    result['volume'] = stk['TotalVolumeTrade'] / 100.0  # 成交的股票数，由于股票交易以一百股为基本单位，所以在使用时，通常把该值除以一百
+    result['amount'] = stk['TotalValueTrade']  # 成交金额，单位为“元”
+
+    # 买入委托
+    for i in range(len(bids)):
+        result[f'bid{i}'] = bids[i]
+    for i in range(len(bids_amount)):
+        result[f'bid{i}_amount'] = bids_amount[i]
+
+    # 卖出委托
+    for i in range(len(asks)):
+        result[f'ask{i}'] = asks[i]
+    for i in range(len(asks_amount)):
+        result[f'ask{i}_amount'] = asks_amount[i]
+
+    d = str(stk['MDDate'])
+    t = str(stk['MDTime'])
+    result['datetime'] = datetime.datetime(int(d[:4]), int(d[4:6]), int(d[6:8]), int(t[:2]), int(t[2:4]), int(t[4:6]))
+    return result

hikyuu/fetcher/stock/zh_stock_a_pytdx.py

@@ -0,0 +1,139 @@
+# coding:utf-8
+#
+# The MIT License (MIT)
+#
+# Created on: 2020-11-29
+#     Author: fasiondog
+
+import datetime
+from concurrent import futures
+from pytdx.hq import TdxHq_API
+from hikyuu.data.common_pytdx import search_best_tdx
+from hikyuu import get_stock, constant
+from hikyuu.util import *
+
+
+@hku_catch(ret=None, callback=lambda quotes: hku_warn(quotes))
+def parse_one_result(quotes):
+    result = {}
+    hku_check_ignore(quotes, "Invalid input param!")
+    try:
+        result['datetime'] = datetime.datetime.combine(
+            datetime.date.today(), datetime.time.fromisoformat(quotes['servertime'])
+        )
+    except:
+        return None
+
+    result['market'] = 'SH' if quotes['market'] == 1 else 'SZ'
+    result['code'] = quotes['code']
+    result['name'] = ''
+    result['open'] = quotes['open']  # 今日开盘价
+    result['yesterday_close'] = quotes['last_close']  # 昨日收盘价
+    result['close'] = quotes['price']  # 当前价格
+    result['high'] = quotes['high']  # 今日最高价
+    result['low'] = quotes['low']  # 今日最低价
+    result['bid'] = float(quotes['bid1'])  # 竞买价，即“买一”报价
+    result['ask'] = float(quotes['ask1'])  # 竞卖价，即“卖一”报价
+    # 指数 volumn 需要乘以 0.01
+    stk = get_stock(f"{result['market']}{result['code']}")
+    if not stk.is_null() and stk.type == constant.STOCKTYPE_INDEX:
+        result['volume'] = float(quotes['vol']) * 0.01
+    else:
+        result['volume'] = float(quotes['vol'])  # 成交的股票手数
+    result['amount'] = round(quotes['amount'] * 0.0001, 2)  # 成交金额，单位为“元”，若要以“万元”为成交金额的单位，需要把该值除以一万
+    result['bid1_amount'] = float(quotes['bid_vol1'])  # “买一”申请4695股，即47手
+    result['bid1'] = float(quotes['bid1'])  # “买一”报价
+    result['bid2_amount'] = float(quotes['bid_vol2'])
+    result['bid2'] = float(quotes['bid2'])
+    result['bid3_amount'] = float(quotes['bid_vol3'])
+    result['bid3'] = float(quotes['bid3'])
+    result['bid4_amount'] = float(quotes['bid_vol4'])
+    result['bid4'] = float(quotes['bid4'])
+    result['bid5_amount'] = float(quotes['bid_vol5'])
+    result['bid5'] = float(quotes['bid5'])
+    result['ask1_amount'] = float(quotes['ask_vol1'])  # “卖一”申报3100股，即31手
+    result['ask1'] = float(quotes['ask1'])  # “卖一”报价
+    result['ask2_amount'] = float(quotes['ask_vol2'])
+    result['ask2'] = float(quotes['ask2'])
+    result['ask3_amount'] = float(quotes['ask_vol3'])
+    result['ask3'] = float(quotes['ask3'])
+    result['ask4_amount'] = float(quotes['ask_vol4'])
+    result['ask4'] = float(quotes['ask4'])
+    result['ask5_amount'] = float(quotes['ask_vol5'])
+    result['ask5'] = float(quotes['ask5'])
+    return result
+
+
+@ hku_catch(ret=[], trace=True)
+def request_data(api, stklist, parse_one_result):
+    """请求失败将抛出异常"""
+    quotes_list = api.get_security_quotes(stklist)
+    result = [parse_one_result(q) for q in quotes_list] if quotes_list is not None else []
+    return [r for r in result if r is not None]
+
+
+@hku_catch(ret=([], []))
+def inner_get_spot(stocklist, ip, port, batch_func=None):
+    api = TdxHq_API()
+    hku_check(api.connect(ip, port), 'Failed connect tdx ({}:{})!'.format(ip, port))
+
+    count = 0
+    tmplist = []
+    result = []
+    max_size = 80
+    err_list = []
+    for stk in stocklist:
+        tmplist.append((1 if stk.market == 'SH' else 0, stk.code))
+        count += 1
+        if count >= max_size:
+            phase_result = request_data(api, tmplist, parse_one_result)
+            if phase_result:
+                result.extend(phase_result)
+                if batch_func:
+                    batch_func(phase_result)
+            else:
+                err_list.extend(tmplist)
+            count = 0
+            tmplist = []
+    if tmplist:
+        phase_result = request_data(api, tmplist, parse_one_result)
+        if phase_result:
+            result.extend(phase_result)
+            if batch_func:
+                batch_func(phase_result)
+        else:
+            err_list.extend(tmplist)
+    return result, err_list
+
+
+@spend_time
+def get_spot(stocklist, ip, port, batch_func=None):
+    hosts = search_best_tdx()
+    hosts_cnt = len(hosts)
+    num = len(stocklist) // hosts_cnt
+    batchslist = []
+    for i in range(hosts_cnt):
+        batchslist.append([[stk for stk in stocklist[i*num: (i+1)*num]], hosts[i][2], hosts[i][3], batch_func])
+    if len(stocklist) % hosts_cnt != 0:
+        pos = num * hosts_cnt
+        for i in range(hosts_cnt):
+            batchslist[i][0].append(stocklist[pos])
+            pos += 1
+            if pos >= len(stocklist):
+                break
+
+    def do_inner(param):
+        ret = inner_get_spot(param[0], param[1], param[2], param[3])
+        return ret
+
+    with futures.ThreadPoolExecutor() as executor:
+        res = executor.map(do_inner, batchslist, timeout=10)
+
+    result = []
+    errors = []
+    for batch_result in res:
+        if batch_result[0]:
+            result.extend(batch_result[0])
+        if batch_result[1]:
+            errors.extend(batch_result[1])
+    return result, errors

hikyuu/fetcher/stock/zh_stock_a_qmt.py

@@ -0,0 +1,58 @@
+#!/usr/bin/python
+# -*- coding: utf8 -*-
+#
+# Create on: 2024-08-22
+#    Author: fasiondog
+
+from hikyuu import Datetime
+from hikyuu.util import *
+
+try:
+    from xtquant import xtdata
+
+    @hku_catch(trace=True, callback=lambda stk: hku_warn("Failed parse stk: {}", stk))
+    def parse_one_result_qmt(stk_code: str, data: dict):
+        '''将 qmt tick 数据转为 spot 数据
+
+        :param str stk_code: qmt 风格的证券编码，如 000001.SZ
+        :param dict data: 对应的 qmt 全推 tick 数据
+        '''
+        result = {}
+        code, market = stk_code.split('.')
+        result['market'] = market
+        result['code'] = code
+        result['name'] = ''
+        result['datetime'] = Datetime(data['timetag']) if 'timetag' in data else xtdata.timetag_to_datetime(
+            data['time'], "%Y-%m-%d %H:%M:%S")
+
+        result['yesterday_close'] = data['lastClose']
+        result['open'] = data['open']
+        result['high'] = data['high']
+        result['low'] = data['low']
+        result['close'] = data['lastPrice']
+        result['amount'] = data['amount'] * 0.0001  # 转千元
+        result['volume'] = data['pvolume'] * 0.01  # 转手数
+
+        for i in range(5):
+            result[f'bid{i+1}'] = data['bidPrice'][i]
+            result[f'bid{i+1}_amount'] = data['bidVol'][i]
+            result[f'ask{i+1}'] = data['askPrice'][i]
+            result[f'ask{i+1}_amount'] = data['askVol'][i]
+        return result
+
+    def get_spot(stocklist, unused1=None, unused2=None, batch_func=None):
+        code_list = [f'{s.code}.{s.market}' for s in stocklist]
+        full_tick = xtdata.get_full_tick(code_list)
+        records = [parse_one_result_qmt(code, data) for code, data in full_tick.items()]
+        if batch_func is not None:
+            batch_func(records)
+        return records
+
+except:
+    def parse_one_result_qmt(stk_code: str, data: dict):
+        hku_error("Not fount xtquant")
+        return dict()
+
+    def get_spot(stocklist, unused1=None, unused2=None, batch_func=None):
+        hku_error("Not fount xtquant")
+        return list()