hikyuu 2.6.3__py3-none-win_amd64.whl → 2.6.6__py3-none-win_amd64.whl

hikyuu/fetcher/stock/zh_block_em.py

@@ -6,8 +6,12 @@
 
 import requests
 import math
+import time
+import random
 import akshare as ak
 import pandas as pd
+import re
+from functools import lru_cache
 from hikyuu.util import *
 
 em_num_per_page = 100
@@ -42,6 +46,7 @@ def get_hybk_names():
             continue
         tmp = [(v['f12'], v['f14']) for v in data_json["data"]["diff"]]
         ret.extend(tmp)
+        time.sleep(random.uniform(1, 3))
     return ret
 
 
@@ -73,6 +78,7 @@ def get_hybk_cons_code(blk_code):
         if data_json["data"] is None:
             continue
         tmp = [v['f12'] for v in data_json["data"]['diff']]
+        time.sleep(random.uniform(1, 3))
         ret.extend(tmp)
     return ret
 
@@ -90,15 +96,350 @@ def get_all_hybk_info(code_market_dict, sep=""):
     return ret
 
 
+def get_tqdm(enable: bool = True):
+    """
+    返回适用于当前环境的 tqdm 对象。
+
+    Args:
+        enable (bool): 是否启用进度条。默认为 True。
+
+    Returns:
+        tqdm 对象。
+    """
+    if not enable:
+        # 如果进度条被禁用，返回一个不显示进度条的 tqdm 对象
+        return lambda iterable, *args, **kwargs: iterable
+
+    try:
+        # 尝试检查是否在 jupyter notebook 环境中，有利于退出进度条
+        # noinspection PyUnresolvedReferences
+        shell = get_ipython().__class__.__name__
+        if shell == "ZMQInteractiveShell":
+            from tqdm.notebook import tqdm
+        else:
+            from tqdm import tqdm
+    except (NameError, ImportError):
+        # 如果不在 Jupyter 环境中，就使用标准 tqdm
+        from tqdm import tqdm
+
+    return tqdm
+
+
+def fetch_paginated_data(url: str, base_params: dict, timeout: int = 15):
+    """
+    东方财富-分页获取数据并合并结果
+    https://quote.eastmoney.com/f1.html?newcode=0.000001
+    :param url: 股票代码
+    :type url: str
+    :param base_params: 基础请求参数
+    :type base_params: dict
+    :param timeout: 请求超时时间
+    :type timeout: str
+    :return: 合并后的数据
+    :rtype: pandas.DataFrame
+    """
+    # 复制参数以避免修改原始参数
+    params = base_params.copy()
+    # 获取第一页数据，用于确定分页信息
+    r = requests.get(url, params=params, timeout=timeout)
+    data_json = r.json()
+    # 计算分页信息
+    per_page_num = len(data_json["data"]["diff"])
+    total_page = math.ceil(data_json["data"]["total"] / per_page_num)
+    # 存储所有页面数据
+    temp_list = []
+    # 添加第一页数据
+    temp_list.append(pd.DataFrame(data_json["data"]["diff"]))
+    # 获取进度条
+    tqdm = get_tqdm()
+    # 获取剩余页面数据
+    for page in tqdm(range(2, total_page + 1), leave=False):
+        params.update({"pn": page})
+        r = requests.get(url, params=params, timeout=timeout)
+        data_json = r.json()
+        inner_temp_df = pd.DataFrame(data_json["data"]["diff"])
+        temp_list.append(inner_temp_df)
+        time.sleep(random.uniform(1, 3))
+    # 合并所有数据
+    temp_df = pd.concat(temp_list, ignore_index=True)
+    temp_df["f3"] = pd.to_numeric(temp_df["f3"], errors="coerce")
+    temp_df.sort_values(by=["f3"], ascending=False, inplace=True, ignore_index=True)
+    temp_df.reset_index(inplace=True)
+    temp_df["index"] = temp_df["index"].astype(int) + 1
+    return temp_df
+
+
+def stock_board_concept_name_em() -> pd.DataFrame:
+    """
+    from akshare
+    东方财富网-行情中心-沪深京板块-概念板块-名称
+    https://quote.eastmoney.com/center/boardlist.html#concept_board
+    :return: 概念板块-名称
+    :rtype: pandas.DataFrame
+    """
+    url = "https://59.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": "100",
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f12",
+        "fs": "m:90 t:3 f:!50",
+        "fields": "f2,f3,f4,f8,f12,f14,f15,f16,f17,f18,f20,f21,f24,f25,f22,f33,f11,f62,f128,f124,f107,f104,f105,f136",
+    }
+    temp_df = fetch_paginated_data(url, params)
+    temp_df.columns = [
+        "排名",
+        "最新价",
+        "涨跌幅",
+        "涨跌额",
+        "换手率",
+        "_",
+        "板块代码",
+        "板块名称",
+        "_",
+        "_",
+        "_",
+        "_",
+        "总市值",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "上涨家数",
+        "下跌家数",
+        "_",
+        "_",
+        "领涨股票",
+        "_",
+        "_",
+        "领涨股票-涨跌幅",
+    ]
+    temp_df = temp_df[
+        [
+            "排名",
+            "板块名称",
+            "板块代码",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "总市值",
+            "换手率",
+            "上涨家数",
+            "下跌家数",
+            "领涨股票",
+            "领涨股票-涨跌幅",
+        ]
+    ]
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["总市值"] = pd.to_numeric(temp_df["总市值"], errors="coerce")
+    temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
+    temp_df["上涨家数"] = pd.to_numeric(temp_df["上涨家数"], errors="coerce")
+    temp_df["下跌家数"] = pd.to_numeric(temp_df["下跌家数"], errors="coerce")
+    temp_df["领涨股票-涨跌幅"] = pd.to_numeric(
+        temp_df["领涨股票-涨跌幅"], errors="coerce"
+    )
+    return temp_df
+
+
+@lru_cache()
+def __stock_board_concept_name_em() -> pd.DataFrame:
+    """
+    东方财富网-行情中心-沪深京板块-概念板块-名称
+    https://quote.eastmoney.com/center/boardlist.html#concept_board
+    :return: 概念板块-名称
+    :rtype: pandas.DataFrame
+    """
+    url = "https://79.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": "100",
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f12",
+        "fs": "m:90 t:3 f:!50",
+        "fields": "f2,f3,f4,f8,f12,f14,f15,f16,f17,f18,f20,f21,f24,f25,f22,f33,f11,f62,f128,f124,f107,f104,f105,f136",
+    }
+    temp_df = fetch_paginated_data(url, params)
+    temp_df.columns = [
+        "排名",
+        "最新价",
+        "涨跌幅",
+        "涨跌额",
+        "换手率",
+        "_",
+        "板块代码",
+        "板块名称",
+        "_",
+        "_",
+        "_",
+        "_",
+        "总市值",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "上涨家数",
+        "下跌家数",
+        "_",
+        "_",
+        "领涨股票",
+        "_",
+        "_",
+        "领涨股票-涨跌幅",
+    ]
+    temp_df = temp_df[
+        [
+            "排名",
+            "板块名称",
+            "板块代码",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "总市值",
+            "换手率",
+            "上涨家数",
+            "下跌家数",
+            "领涨股票",
+            "领涨股票-涨跌幅",
+        ]
+    ]
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["总市值"] = pd.to_numeric(temp_df["总市值"], errors="coerce")
+    temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
+    temp_df["上涨家数"] = pd.to_numeric(temp_df["上涨家数"], errors="coerce")
+    temp_df["下跌家数"] = pd.to_numeric(temp_df["下跌家数"], errors="coerce")
+    temp_df["领涨股票-涨跌幅"] = pd.to_numeric(
+        temp_df["领涨股票-涨跌幅"], errors="coerce"
+    )
+    return temp_df
+
+
+def stock_board_concept_cons_em(symbol: str = "融资融券") -> pd.DataFrame:
+    """
+    东方财富-沪深板块-概念板块-板块成份
+    https://quote.eastmoney.com/center/boardlist.html#boards-BK06551
+    :param symbol: 板块名称或者板块代码
+    :type symbol: str
+    :return: 板块成份
+    :rtype: pandas.DataFrame
+    """
+    if re.match(pattern=r"^BK\d+", string=symbol):
+        stock_board_code = symbol
+    else:
+        stock_board_concept_em_map = __stock_board_concept_name_em()
+        stock_board_code = stock_board_concept_em_map[
+            stock_board_concept_em_map["板块名称"] == symbol
+        ]["板块代码"].values[0]
+    url = "https://29.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": "1",
+        "pz": "100",
+        "po": "1",
+        "np": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "fid": "f12",
+        "fs": f"b:{stock_board_code} f:!50",
+        "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,"
+        "f24,f25,f22,f11,f62,f128,f136,f115,f152,f45",
+    }
+    temp_df = fetch_paginated_data(url, params)
+    temp_df.columns = [
+        "序号",
+        "_",
+        "最新价",
+        "涨跌幅",
+        "涨跌额",
+        "成交量",
+        "成交额",
+        "振幅",
+        "换手率",
+        "市盈率-动态",
+        "_",
+        "_",
+        "代码",
+        "_",
+        "名称",
+        "最高",
+        "最低",
+        "今开",
+        "昨收",
+        "_",
+        "_",
+        "_",
+        "市净率",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+    ]
+    temp_df = temp_df[
+        [
+            "序号",
+            "代码",
+            "名称",
+            "最新价",
+            "涨跌幅",
+            "涨跌额",
+            "成交量",
+            "成交额",
+            "振幅",
+            "最高",
+            "最低",
+            "今开",
+            "昨收",
+            "换手率",
+            "市盈率-动态",
+            "市净率",
+        ]
+    ]
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
+    temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
+    temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
+    temp_df["振幅"] = pd.to_numeric(temp_df["振幅"], errors="coerce")
+    temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
+    temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
+    temp_df["今开"] = pd.to_numeric(temp_df["今开"], errors="coerce")
+    temp_df["昨收"] = pd.to_numeric(temp_df["昨收"], errors="coerce")
+    temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
+    temp_df["市盈率-动态"] = pd.to_numeric(temp_df["市盈率-动态"], errors="coerce")
+    temp_df["市净率"] = pd.to_numeric(temp_df["市净率"], errors="coerce")
+    return temp_df
+
+
 @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']
+    blk_names = 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)
+    for i, blk_name in enumerate(blk_names):
+        stk_codes = 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)}")
+        hku_info(f"{i} 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
@@ -133,6 +474,7 @@ def get_dybk_names():
         data_json = r.json()
         if data_json["data"] is not None:
             ret.extend([(v["f12"], v["f14"]) for v in data_json["data"]["diff"]])
+        time.sleep(random.uniform(1, 3))
     return ret
 
 
@@ -179,6 +521,7 @@ def get_all_dybk_info(code_market_dict, sep=""):
             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])
+            time.sleep(random.uniform(1, 3))
         hku_info(f'获取地域板块{blk_name}成分: {len(ret[blk_name])}')
 
     return ret
@@ -214,5 +557,6 @@ def get_all_zsbk_info(code_market_dict, sep=""):
 
 
 if __name__ == "__main__":
-    blks = get_hybk_cons_code('BK0475')
+    blks = get_hybk_names()
+    # blks = get_hybk_cons_code('BK0480')
     print(blks)

hikyuu/fetcher/stock/zh_stock_a_pytdx.py

@@ -41,30 +41,19 @@ def parse_one_result(quotes):
     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'])
+
+    result['bid'] = [float(quotes['bid1']), float(quotes['bid2']), float(
+        quotes['bid3']), float(quotes['bid4']), float(quotes['bid5'])]
+    result['bid_amount'] = [float(quotes['bid_vol1']), float(quotes['bid_vol2']), float(
+        quotes['bid_vol3']), float(quotes['bid_vol4']), float(quotes['bid_vol5'])]
+    result['ask'] = [float(quotes['ask1']), float(quotes['ask2']), float(
+        quotes['ask3']), float(quotes['ask4']), float(quotes['ask5'])]
+    result['ask_amount'] = [float(quotes['ask_vol1']), float(quotes['ask_vol2']), float(
+        quotes['ask_vol3']), float(quotes['ask_vol4']), float(quotes['ask_vol5'])]
     return result
 
 
-@ hku_catch(ret=[], trace=True)
+@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)
@@ -103,6 +92,7 @@ def inner_get_spot(stocklist, ip, port, batch_func=None):
                 batch_func(phase_result)
         else:
             err_list.extend(tmplist)
+    api.disconnect()
     return result, err_list
 
 

hikyuu/fetcher/stock/zh_stock_a_qmt.py

@@ -33,11 +33,10 @@ try:
         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]
+        result['bid'] = data['bidPrice']
+        result['bid_amount'] = data['bidVol']
+        result['ask'] = data['askPrice']
+        result['ask_amount'] = data['askVol']
         return result
 
     def get_spot(stocklist, unused1=None, unused2=None, batch_func=None):

hikyuu/fetcher/stock/zh_stock_a_sina_qq.py

@@ -80,26 +80,21 @@ def parse_one_result_qq(resultstr):
     # result['amount'] = float(a[6])  # 成交量
     # 7: 外盘 ？
     # 8：内盘 ？
-    result['bid1'] = float(a[9])  # “买一”报价
-    result['bid1_amount'] = float(a[10])  # “买一”申请4695股，即47手
-    result['bid2'] = float(a[11])
-    result['bid2_amount'] = float(a[12])
-    result['bid3'] = float(a[13])
-    result['bid3_amount'] = float(a[14])
-    result['bid4'] = float(a[15])
-    result['bid4_amount'] = float(a[16])
-    result['bid5'] = float(a[17])
-    result['bid5_amount'] = float(a[18])
-    result['ask1'] = float(a[19])  # “卖一”报价
-    result['ask1_amount'] = float(a[20])  # “卖一”申报3100股，即31手
-    result['ask2'] = float(a[21])
-    result['ask2_amount'] = float(a[22])
-    result['ask3'] = float(a[23])
-    result['ask3_amount'] = float(a[24])
-    result['ask4'] = float(a[25])
-    result['ask4_amount'] = float(a[26])
-    result['ask5'] = float(a[27])
-    result['ask5_amount'] = float(a[28])
+    bid = []
+    bid_amount = []
+    for i in range(9, 18, 2):
+        bid.append(float(a[i]))
+        bid_amount.append(float(a[i + 1]))
+    result['bid'] = bid
+    result['bid_amount'] = bid_amount
+    ask = []
+    ask_amount = []
+    for i in range(19, 28, 2):
+        ask.append(float(a[i]))
+        ask_amount.append(float(a[i + 1]))
+    result['ask'] = ask
+    result['ask_amount'] = ask_amount
+
     # result['最近逐笔成交'] = float(a[29])
     x = a[30]
     result['datetime'] = datetime.datetime(
@@ -139,46 +134,6 @@ def request_data(querystr, parse_one_result, use_proxy=False):
     return result
 
 
-def get_spotV1(stocklist, source='qq', use_proxy=False, batch_func=None):
-    """获取实时数据，获取失败时，抛出异常
-
-    :param list stocklist: 股票名称列表，股票名称示例：sh000001, sz000001
-    :param str source: 使用 sina 还是 qq 作为数据来源
-    :param boolean: use_proxy: 是否使用代理
-    :param function batch_func: 当网络请求返回一个批次数据时，调用该函数，通常用于向数据库写入数据
-    """
-    if source == 'sina':
-        queryStr = "http://hq.sinajs.cn/list="
-        max_size = 140
-        parse_one_result = parse_one_result_sina
-        hku_error("新浪接口已不再支持！")
-    else:
-        queryStr = "http://qt.gtimg.cn/q="
-        max_size = 60
-        parse_one_result = parse_one_result_qq
-    count = 0
-    tmpstr = queryStr
-    result = []
-    for stock in stocklist:
-        tmpstr += ("%s,") % (stock)
-        count += 1
-        if count >= max_size:
-            phase_result = request_data(tmpstr, parse_one_result, use_proxy)
-            if phase_result:
-                result.extend(phase_result)
-                if batch_func:
-                    batch_func(phase_result)
-            count = 0
-            tmpstr = queryStr
-    if tmpstr != queryStr:
-        phase_result = request_data(tmpstr, parse_one_result, use_proxy)
-        if phase_result:
-            result.extend(phase_result)
-            if batch_func:
-                batch_func(phase_result)
-    return result
-
-
 def get_spot(stocklist, source='sina', use_proxy=False, batch_func=None):
     """并发网络请求获取实时数据，获取失败时，抛出异常
 
@@ -188,6 +143,7 @@ def get_spot(stocklist, source='sina', use_proxy=False, batch_func=None):
     :param function batch_func: 当网络请求返回一个批次数据时，调用该函数，通常用于向数据库写入数据
     """
     if source == 'sina':
+        raise Exception("新浪数据源已不支持")
         queryStr = "http://hq.sinajs.cn/list="
         max_size = 140
         parse_one_result = parse_one_result_sina