mns-common 1.3.2.5__py3-none-any.whl → 1.3.2.7__py3-none-any.whl
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- mns_common/api/em/east_money_debt_api.py +61 -9
- mns_common/api/em/east_money_etf_api.py +212 -161
- mns_common/api/em/east_money_stock_api.py +81 -40
- mns_common/api/em/east_money_stock_hk_api.py +202 -143
- mns_common/api/em/east_money_stock_us_api.py +219 -0
- mns_common/api/em/east_money_stock_v2_api.py +106 -161
- mns_common/constant/db_name_constant.py +5 -1
- mns_common/constant/east_money_stock_api.py +156 -0
- {mns_common-1.3.2.5.dist-info → mns_common-1.3.2.7.dist-info}/METADATA +1 -1
- {mns_common-1.3.2.5.dist-info → mns_common-1.3.2.7.dist-info}/RECORD +12 -10
- {mns_common-1.3.2.5.dist-info → mns_common-1.3.2.7.dist-info}/WHEEL +0 -0
- {mns_common-1.3.2.5.dist-info → mns_common-1.3.2.7.dist-info}/top_level.txt +0 -0
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@@ -2,39 +2,50 @@ import sys
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import os
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file_path = os.path.abspath(__file__)
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end = file_path.index('mns') +
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end = file_path.index('mns') + 16
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project_path = file_path[0:end]
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sys.path.append(project_path)
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import requests
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"""
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东方财富网 数据接口 获取单个股票行情数据
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http://quote.eastmoney.com/sz002497.html
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"""
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import json
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import pandas as pd
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from concurrent.futures import ThreadPoolExecutor
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import datetime
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from loguru import logger
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import json
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# 最大返回条数
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max_number = 5700
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# 最小返回条数
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min_number = 5600
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# 分页条数
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page_number = 200
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def get_stock_page_data(pn, fields, fs):
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"""
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获取单页股票数据
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"""
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# 获取当前日期和时间
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current_time = datetime.datetime.now()
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# 将当前时间转换为时间戳（以毫秒为单位）
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current_timestamp_ms = int(current_time.timestamp() * 1000)
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def all_stock_ticker_data_new(fields, fs) -> pd.DataFrame:
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url = "https://13.push2.eastmoney.com/api/qt/clist/get"
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# url = "https://push2.eastmoney.com/api/qt/clist/get?cb=jQuery112303212778189608789_1645434416300&fid=f62&po=1&pz=6000&pn=1&np=1&fltt=2&invt=2&ut=b2884a393a59ad64002292a3e90d46a5&fs=m%3A0%2Bt%3A6%2Bf%3A!2%2Cm%3A0%2Bt%3A13%2Bf%3A!2%2Cm%3A0%2Bt%3A80%2Bf%3A!2%2Cm%3A1%2Bt%3A2%2Bf%3A!2%2Cm%3A1%2Bt%3A23%2Bf%3A!2%2Cm%3A0%2Bt%3A7%2Bf%3A!2%2Cm%3A1%2Bt%3A3%2Bf%3A!2&fields=f12%2Cf14%2Cf2%2Cf3%2Cf62%2Cf184%2Cf66%2Cf69%2Cf72%2Cf75%2Cf78%2Cf81%2Cf84%2Cf87%2Cf204%2Cf205%2Cf124%2Cf1%2Cf13"
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params = {
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"cb": "
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"pn":
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"pz": "10000",
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"cb": "jQuery1124046660442520420653_" + str(current_timestamp_ms),
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"pn": str(pn),
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"pz": "10000", # 每页最大200条
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"po": "1",
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"np": "3",
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"ut": "
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"ut": "bd1d9ddb04089700cf9c27f6f7426281",
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"fltt": "2",
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"invt": "2",
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"wbp2u": "|0|0|0|web",
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"fid": "f3",
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"fs": fs,
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"fields": fields,
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"_":
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"_": current_timestamp_ms
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}
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try:
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r = requests.get(url, params)
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data_json = json.loads(data_json)
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if data_json is None:
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return pd.DataFrame()
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else:
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return pd.DataFrame(data_json)
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except Exception as e:
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logger.error("
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return
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logger.error(f"获取第{pn}页股票列表异常: {e}")
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return pd.DataFrame()
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def all_stock_ticker_data_new(fields, fs) -> pd.DataFrame:
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"""
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使用多线程获取所有股票数据
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"""
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#
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per_page = page_number
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total_pages = (max_number + per_page - 1) // per_page # 向上取整
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# 创建线程池
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with ThreadPoolExecutor(max_workers=10) as executor:
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# 提交任务，获取每页数据
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futures = [executor.submit(get_stock_page_data, pn, fields, fs)
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for pn in range(1, total_pages + 1)]
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# 收集结果
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results = []
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for future in futures:
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result = future.result()
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if not result.empty:
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results.append(result)
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# 合并所有页面的数据
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if results:
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return pd.concat(results, ignore_index=True)
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else:
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return pd.DataFrame()
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# 获取所有股票实时行情数据 f33,委比
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def get_real_time_quotes_all_stocks():
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fields = "f352,f2,f3,f5,f6,f8,f10,f11,f22,f12,f14,f15,f16,f17,f18,f20,f21,f26,f33,f34,f35,f62,f66,f69,f72,f100,f184,f211,f212",
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fs = "m:0 t:6,m:0 t:80,m:1 t:2,m:1 t:23,m:0 t:81 s:2048"
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# 获取第一页数据
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page_one_df = get_stock_page_data(1, fields, fs)
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# 数据接口正常返回5600以上的数量
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if page_one_df.shape[0] > min_number:
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page_one_df = rename_real_time_quotes_df(page_one_df)
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return page_one_df
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else:
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page_df = all_stock_ticker_data_new(fields, fs)
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page_df = rename_real_time_quotes_df(page_df)
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return page_df
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# 获取所有股票实时行情数据 f33,委比
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def rename_real_time_quotes_df(temp_df):
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temp_df = temp_df.rename(columns={
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"f2": "now_price",
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"f3": "chg",
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"f5": "volume",
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@@ -105,6 +142,7 @@ def get_real_time_quotes_all_stocks():
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"f211": "buy_1_num",
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"f212": "sell_1_num"
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})
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temp_df.loc[temp_df['buy_1_num'] == '-', 'buy_1_num'] = 0
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temp_df.loc[temp_df['sell_1_num'] == '-', 'sell_1_num'] = 0
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temp_df.loc[temp_df['up_speed_05'] == '-', 'up_speed_05'] = 0
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return temp_df
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# 示例调用
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if __name__ == "__main__":
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while True:
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df = get_real_time_quotes_all_stocks()
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print(df)
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zt_df = df.loc[df['wei_bi'] == 100]
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logger.info("涨停数据,{}", zt_df)
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from loguru import logger
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import requests
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import time
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# 最大返回条数
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max_number = 4600
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# 最小返回条数
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min_number = 4400
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page_number = 200
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fields = ("f352,f2,f3,f5,f6,f8,f10,f11,f22,f12,f14,f15,f16,f17,f18,f20,f21,f26,"
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"f33,f34,f35,f62,f66,f69,f72,f100,f184,f211,f212")
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headers = {
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current_timestamp = str(int(round(time.time() * 1000, 0)))
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url_new = ('https://61.push2.eastmoney.com/api/qt/clist/get?cb=jQuery112409497467688484127_' + str(
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'&wbp2u=4253366368931142|0|1|0|web'
|
|
44
|
+
'&fid=f3'
|
|
45
|
+
'&fs=m:116+t:3,m:116+t:4,m:116+t:1,m:116+t:2'
|
|
46
|
+
'&fields=' + fields +
|
|
47
|
+
'&_=' + str(current_timestamp))
|
|
48
|
+
|
|
49
|
+
r = requests.get(url_new, headers=headers)
|
|
50
|
+
result = r.content.decode("utf-8")
|
|
51
|
+
|
|
52
|
+
startIndex = result.index('"diff"')
|
|
53
|
+
endIndex = result.index('}]}')
|
|
54
|
+
|
|
55
|
+
result = result[startIndex + 7:endIndex + 2]
|
|
56
|
+
|
|
57
|
+
data_json = json.loads(result)
|
|
58
|
+
|
|
59
|
+
temp_df = pd.DataFrame(data_json)
|
|
60
|
+
|
|
61
|
+
temp_df = temp_df.rename(columns={
|
|
62
|
+
|
|
63
|
+
"f12": "symbol",
|
|
64
|
+
"f14": "name",
|
|
65
|
+
"f3": "chg",
|
|
66
|
+
"f2": "now_price",
|
|
67
|
+
"f5": "volume",
|
|
68
|
+
"f6": "amount",
|
|
69
|
+
"f8": "exchange",
|
|
70
|
+
"f10": "quantity_ratio",
|
|
71
|
+
"f22": "up_speed",
|
|
72
|
+
"f11": "up_speed_05",
|
|
73
|
+
|
|
74
|
+
"f15": "high",
|
|
75
|
+
"f16": "low",
|
|
76
|
+
"f17": "open",
|
|
77
|
+
"f18": "yesterday_price",
|
|
78
|
+
"f20": "total_mv",
|
|
79
|
+
"f21": "flow_mv",
|
|
80
|
+
"f26": "list_date",
|
|
81
|
+
"f33": "wei_bi",
|
|
82
|
+
"f34": "outer_disk",
|
|
83
|
+
"f35": "inner_disk",
|
|
84
|
+
"f62": "today_main_net_inflow",
|
|
85
|
+
"f66": "super_large_order_net_inflow",
|
|
86
|
+
"f69": "super_large_order_net_inflow_ratio",
|
|
87
|
+
"f72": "large_order_net_inflow",
|
|
88
|
+
# "f78": "medium_order_net_inflow",
|
|
89
|
+
# "f84": "small_order_net_inflow",
|
|
90
|
+
"f100": "industry",
|
|
91
|
+
# "f103": "concept",
|
|
92
|
+
"f184": "today_main_net_inflow_ratio",
|
|
93
|
+
"f352": "average_price",
|
|
94
|
+
"f211": "buy_1_num",
|
|
95
|
+
"f212": "sell_1_num"
|
|
96
|
+
})
|
|
97
|
+
temp_df.loc[temp_df['buy_1_num'] == '-', 'buy_1_num'] = 0
|
|
98
|
+
temp_df.loc[temp_df['sell_1_num'] == '-', 'sell_1_num'] = 0
|
|
99
|
+
temp_df.loc[temp_df['up_speed_05'] == '-', 'up_speed_05'] = 0
|
|
100
|
+
temp_df.loc[temp_df['up_speed'] == '-', 'up_speed'] = 0
|
|
101
|
+
temp_df.loc[temp_df['average_price'] == '-', 'average_price'] = 0
|
|
102
|
+
temp_df.loc[temp_df['wei_bi'] == '-', 'wei_bi'] = 0
|
|
103
|
+
temp_df.loc[temp_df['yesterday_price'] == '-', 'yesterday_price'] = 0
|
|
104
|
+
temp_df.loc[temp_df['now_price'] == '-', 'now_price'] = 0
|
|
105
|
+
temp_df.loc[temp_df['chg'] == '-', 'chg'] = 0
|
|
106
|
+
temp_df.loc[temp_df['volume'] == '-', 'volume'] = 0
|
|
107
|
+
temp_df.loc[temp_df['amount'] == '-', 'amount'] = 0
|
|
108
|
+
temp_df.loc[temp_df['exchange'] == '-', 'exchange'] = 0
|
|
109
|
+
temp_df.loc[temp_df['quantity_ratio'] == '-', 'quantity_ratio'] = 0
|
|
110
|
+
temp_df.loc[temp_df['high'] == '-', 'high'] = 0
|
|
111
|
+
temp_df.loc[temp_df['low'] == '-', 'low'] = 0
|
|
112
|
+
temp_df.loc[temp_df['open'] == '-', 'open'] = 0
|
|
113
|
+
temp_df.loc[temp_df['total_mv'] == '-', 'total_mv'] = 0
|
|
114
|
+
temp_df.loc[temp_df['flow_mv'] == '-', 'flow_mv'] = 0
|
|
115
|
+
temp_df.loc[temp_df['inner_disk'] == '-', 'inner_disk'] = 0
|
|
116
|
+
temp_df.loc[temp_df['outer_disk'] == '-', 'outer_disk'] = 0
|
|
117
|
+
temp_df.loc[temp_df['today_main_net_inflow_ratio'] == '-', 'today_main_net_inflow_ratio'] = 0
|
|
118
|
+
temp_df.loc[temp_df['today_main_net_inflow'] == '-', 'today_main_net_inflow'] = 0
|
|
119
|
+
temp_df.loc[temp_df['super_large_order_net_inflow'] == '-', 'super_large_order_net_inflow'] = 0
|
|
120
|
+
temp_df.loc[temp_df['super_large_order_net_inflow_ratio'] == '-', 'super_large_order_net_inflow_ratio'] = 0
|
|
121
|
+
temp_df.loc[temp_df['large_order_net_inflow'] == '-', 'large_order_net_inflow'] = 0
|
|
122
|
+
# temp_df.loc[temp_df['medium_order_net_inflow'] == '-', 'medium_order_net_inflow'] = 0
|
|
123
|
+
# temp_df.loc[temp_df['small_order_net_inflow'] == '-', 'small_order_net_inflow'] = 0
|
|
124
|
+
|
|
125
|
+
temp_df["list_date"] = pd.to_numeric(temp_df["list_date"], errors="coerce")
|
|
126
|
+
temp_df["wei_bi"] = pd.to_numeric(temp_df["wei_bi"], errors="coerce")
|
|
127
|
+
temp_df["average_price"] = pd.to_numeric(temp_df["average_price"], errors="coerce")
|
|
128
|
+
temp_df["yesterday_price"] = pd.to_numeric(temp_df["yesterday_price"], errors="coerce")
|
|
129
|
+
temp_df["now_price"] = pd.to_numeric(temp_df["now_price"], errors="coerce")
|
|
130
|
+
temp_df["chg"] = pd.to_numeric(temp_df["chg"], errors="coerce")
|
|
131
|
+
temp_df["volume"] = pd.to_numeric(temp_df["volume"], errors="coerce")
|
|
132
|
+
temp_df["amount"] = pd.to_numeric(temp_df["amount"], errors="coerce")
|
|
133
|
+
temp_df["exchange"] = pd.to_numeric(temp_df["exchange"], errors="coerce")
|
|
134
|
+
temp_df["quantity_ratio"] = pd.to_numeric(temp_df["quantity_ratio"], errors="coerce")
|
|
135
|
+
temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
|
|
136
|
+
temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
|
|
137
|
+
temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
|
|
138
|
+
temp_df["total_mv"] = pd.to_numeric(temp_df["total_mv"], errors="coerce")
|
|
139
|
+
temp_df["flow_mv"] = pd.to_numeric(temp_df["flow_mv"], errors="coerce")
|
|
140
|
+
temp_df["outer_disk"] = pd.to_numeric(temp_df["outer_disk"], errors="coerce")
|
|
141
|
+
temp_df["inner_disk"] = pd.to_numeric(temp_df["inner_disk"], errors="coerce")
|
|
142
|
+
temp_df["today_main_net_inflow"] = pd.to_numeric(temp_df["today_main_net_inflow"], errors="coerce")
|
|
143
|
+
temp_df["super_large_order_net_inflow"] = pd.to_numeric(temp_df["super_large_order_net_inflow"],
|
|
144
|
+
errors="coerce")
|
|
145
|
+
temp_df["super_large_order_net_inflow_ratio"] = pd.to_numeric(temp_df["super_large_order_net_inflow_ratio"],
|
|
146
|
+
errors="coerce")
|
|
147
|
+
temp_df["large_order_net_inflow"] = pd.to_numeric(temp_df["large_order_net_inflow"],
|
|
148
|
+
errors="coerce")
|
|
149
|
+
# temp_df["medium_order_net_inflow"] = pd.to_numeric(temp_df["medium_order_net_inflow"],
|
|
150
|
+
# errors="coerce")
|
|
151
|
+
# temp_df["small_order_net_inflow"] = pd.to_numeric(temp_df["small_order_net_inflow"], errors="coerce")
|
|
152
|
+
|
|
153
|
+
# 大单比例
|
|
154
|
+
temp_df['large_order_net_inflow_ratio'] = round((temp_df['large_order_net_inflow'] / temp_df['amount']) * 100,
|
|
155
|
+
2)
|
|
156
|
+
|
|
157
|
+
# 外盘是内盘倍数
|
|
158
|
+
temp_df['disk_ratio'] = round((temp_df['outer_disk'] - temp_df['inner_disk']) / temp_df['inner_disk'], 2)
|
|
159
|
+
# 只有外盘没有内盘
|
|
160
|
+
temp_df.loc[temp_df["inner_disk"] == 0, ['disk_ratio']] = 1688
|
|
161
|
+
temp_df['disk_diff_amount'] = round(
|
|
162
|
+
(temp_df['outer_disk'] - temp_df['inner_disk']) * temp_df[
|
|
163
|
+
"average_price"],
|
|
164
|
+
2)
|
|
165
|
+
return temp_df
|
|
166
|
+
except Exception as e:
|
|
167
|
+
logger.error("获取ETF列表,实时行情异常:{}", e)
|
|
168
|
+
return pd.DataFrame()
|
|
169
|
+
|
|
170
|
+
|
|
171
|
+
def thread_pool_executor(cookie):
|
|
172
|
+
"""
|
|
173
|
+
使用多线程获取所有ETF数据
|
|
174
|
+
"""
|
|
175
|
+
# 计算总页数，假设总共有1000条数据，每页200条
|
|
176
|
+
|
|
177
|
+
per_page = page_number
|
|
178
|
+
total_pages = (max_number + per_page - 1) // per_page # 向上取整
|
|
179
|
+
|
|
180
|
+
# 创建线程池
|
|
181
|
+
with ThreadPoolExecutor(max_workers=3) as executor:
|
|
182
|
+
# 提交任务，获取每页数据
|
|
183
|
+
futures = [executor.submit(hk_real_time_quotes_page_df, cookie, pn)
|
|
184
|
+
for pn in range(1, total_pages + 1)]
|
|
185
|
+
|
|
186
|
+
# 收集结果
|
|
187
|
+
results = []
|
|
188
|
+
for future in futures:
|
|
189
|
+
result = future.result()
|
|
190
|
+
if not result.empty:
|
|
191
|
+
results.append(result)
|
|
192
|
+
|
|
193
|
+
# 合并所有页面的数据
|
|
194
|
+
if results:
|
|
195
|
+
return pd.concat(results, ignore_index=True)
|
|
196
|
+
else:
|
|
197
|
+
return pd.DataFrame()
|
|
198
|
+
|
|
199
|
+
|
|
200
|
+
def get_etf_real_time_quotes(cookie):
|
|
201
|
+
# 获取第一页数据
|
|
202
|
+
page_one_df = hk_real_time_quotes_page_df(cookie, 1)
|
|
203
|
+
# 数据接口正常返回5600以上的数量
|
|
204
|
+
if page_one_df.shape[0] > min_number:
|
|
205
|
+
return page_one_df
|
|
206
|
+
else:
|
|
207
|
+
page_df = thread_pool_executor(cookie)
|
|
208
|
+
return page_df
|
|
151
209
|
|
|
152
210
|
|
|
153
211
|
if __name__ == '__main__':
|
|
154
|
-
|
|
155
|
-
|
|
156
|
-
|
|
157
|
-
|
|
158
|
-
|
|
159
|
-
|
|
160
|
-
|
|
161
|
-
|
|
212
|
+
cookie_test = 'qgqp_b_id=1e0d79428176ed54bef8434efdc0e8c3; mtp=1; ct=QVRY_s8Tiag1WfK2tSW2n03qpsX-PD8aH_rIjKVooawX8K33UVnpIofK088lD1lguWlE_OEIpQwn3PJWFPhHvSvyvYr4Zka3l4vxtZfH1Uikjtyy9z1H4Swo0rQzMKXncVzBXiOo5TjE-Dy9fcoG3ZF7UVdQ35jp_cFwzOlpK5Y; ut=FobyicMgeV51lVMr4ZJXvn-72bp0oeSOvtzifFY_U7kBFtR6og4Usd-VtBM5XBBvHq0lvd9xXkvpIqWro9EDKmv6cbKOQGyawUSMcKVP57isZCaM7lWQ6jWXajvTfvV4mIR-W_MZNK8VY0lL9W4qNMniJ6PBn_gkJsSAJCadmsyI9cxmjx--gR4m54pdF_nie_y4iWHys83cmWR2R7Bt1KKqB25OmkfCQTJJqIf7QsqangVGMUHwMC39Z9QhrfCFHKVNrlqS503O6b9GitQnXtvUdJhCmomu; pi=4253366368931142%3Bp4253366368931142%3B%E8%82%A1%E5%8F%8B9x56I87727%3BYNigLZRW%2FzMdGgVDOJbwReDWnTPHl51dB0gQLiwaCf1XY98mlJYx6eJbsoYr5Nie%2BX1L%2BzaMsec99KkX%2BT29Ds1arfST7sIBXxjUQ3dp11IPUnXy64PaBFRTHzMRWnCFJvvhc%2FAI41rXSGXolC8YMxI%2BvyPS%2BuErwgOVjC5vvsIiKeO7TLyKkhqqQJPX%2F7RWC5Sf3QLh%3Bdwjn4Xho10%2FKjqOgTWs%2FJF4%2FkdKzeuBwM8sz9aLvJovejAkCAyGMyGYA6AE67Xk2Ki7x8zdfBifF2DG%2Fvf2%2BXAYN8ZVISSEWTIXh32Z5MxEacK4JBTkqyiD93e1vFBOFQ82BqaiVmntUq0V6FrTUHGeh1gG5Sg%3D%3D; uidal=4253366368931142%e8%82%a1%e5%8f%8b9x56I87727; sid=170711377; vtpst=|; quote_lt=1; websitepoptg_api_time=1715777390466; emshistory=%5B%22%E8%BD%AC%E5%80%BA%E6%A0%87%22%2C%22%E8%BD%AC%E5%80%BA%E6%A0%87%E7%9A%84%22%5D; st_si=00364513876913; st_asi=delete; HAList=ty-116-00700-%u817E%u8BAF%u63A7%u80A1%2Cty-1-688695-%u4E2D%u521B%u80A1%u4EFD%2Cty-1-600849-%u4E0A%u836F%u8F6C%u6362%2Cty-1-603361-%u6D59%u6C5F%u56FD%u7965%2Cty-1-603555-ST%u8D35%u4EBA%2Cty-0-000627-%u5929%u8302%u96C6%u56E2%2Cty-0-002470-%u91D1%u6B63%u5927%2Cty-0-832876-%u6167%u4E3A%u667A%u80FD%2Cty-0-300059-%u4E1C%u65B9%u8D22%u5BCC%2Cty-107-CWB-%u53EF%u8F6C%u503AETF-SPDR; st_pvi=26930719093675; st_sp=2024-04-28%2017%3A27%3A05; st_inirUrl=https%3A%2F%2Fcn.bing.com%2F; st_sn=23; st_psi=20240517111108288-113200301321-2767127768'
|
|
213
|
+
while True:
|
|
214
|
+
df_hk_df = get_etf_real_time_quotes(cookie_test)
|
|
215
|
+
df_hk_df = df_hk_df[[
|
|
216
|
+
"symbol",
|
|
217
|
+
"name",
|
|
218
|
+
"chg", "amount"
|
|
219
|
+
]]
|
|
220
|
+
logger.info('test')
|