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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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') + 16
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project_path = file_path[0:end]
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sys.path.append(project_path)
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from concurrent.futures import ThreadPoolExecutor
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import pandas as pd
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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 = 12000
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# 最小返回条数
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min_number = 11000
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# 分页条数
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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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def us_real_time_quotes_page_df(cookie, pn):
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try:
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headers = {
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'Cookie': cookie
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}
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current_timestamp = str(int(round(time.time() * 1000, 0)))
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url = "https://72.push2.eastmoney.com/api/qt/clist/get"
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params = {
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"pn": str(pn),
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"pz": "50000",
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"po": "1",
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"np": "2",
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"ut": "bd1d9ddb04089700cf9c27f6f7426281",
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"fltt": "2",
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"invt": "2",
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"fid": "f3",
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"fs": "m:105,m:106,m:107",
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"fields": fields,
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"_": str(current_timestamp),
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}
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r = requests.get(url, params=params, headers=headers, timeout=15)
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data_json = r.json()
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if not data_json["data"]["diff"]:
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return pd.DataFrame()
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temp_df = pd.DataFrame(data_json["data"]["diff"]).T
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return temp_df
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except Exception as e:
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logger.error("获取美股实时行情异常:{}", e)
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return pd.DataFrame()
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def thread_pool_executor(cookie):
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"""
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使用多线程获取所有美股数据
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"""
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# 计算总页数，假设总共有1000条数据，每页200条
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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=3) as executor:
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# 提交任务，获取每页数据
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futures = [executor.submit(us_real_time_quotes_page_df, cookie, pn)
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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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def get_us_stock_real_time_quotes(cookie):
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# 获取第一页数据
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page_one_df = us_real_time_quotes_page_df(cookie, 1)
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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_us_stock(page_one_df)
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return page_one_df
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else:
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page_df = thread_pool_executor(cookie)
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page_df = rename_us_stock(page_df)
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return page_df
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def rename_us_stock(temp_df):
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temp_df = temp_df.rename(columns={
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"f12": "symbol",
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"f14": "name",
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"f3": "chg",
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"f2": "now_price",
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"f5": "volume",
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"f6": "amount",
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"f8": "exchange",
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"f10": "quantity_ratio",
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"f22": "up_speed",
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"f11": "up_speed_05",
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"f15": "high",
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"f16": "low",
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"f17": "open",
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"f18": "yesterday_price",
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"f20": "total_mv",
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"f21": "flow_mv",
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"f26": "list_date",
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"f33": "wei_bi",
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"f34": "outer_disk",
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"f35": "inner_disk",
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"f62": "today_main_net_inflow",
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"f66": "super_large_order_net_inflow",
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"f69": "super_large_order_net_inflow_ratio",
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"f72": "large_order_net_inflow",
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# "f78": "medium_order_net_inflow",
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# "f84": "small_order_net_inflow",
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"f100": "industry",
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# "f103": "concept",
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"f184": "today_main_net_inflow_ratio",
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"f352": "average_price",
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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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temp_df.loc[temp_df['up_speed'] == '-', 'up_speed'] = 0
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temp_df.loc[temp_df['average_price'] == '-', 'average_price'] = 0
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temp_df.loc[temp_df['wei_bi'] == '-', 'wei_bi'] = 0
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temp_df.loc[temp_df['yesterday_price'] == '-', 'yesterday_price'] = 0
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temp_df.loc[temp_df['now_price'] == '-', 'now_price'] = 0
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temp_df.loc[temp_df['chg'] == '-', 'chg'] = 0
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temp_df.loc[temp_df['volume'] == '-', 'volume'] = 0
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temp_df.loc[temp_df['amount'] == '-', 'amount'] = 0
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temp_df.loc[temp_df['exchange'] == '-', 'exchange'] = 0
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temp_df.loc[temp_df['quantity_ratio'] == '-', 'quantity_ratio'] = 0
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temp_df.loc[temp_df['high'] == '-', 'high'] = 0
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temp_df.loc[temp_df['low'] == '-', 'low'] = 0
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temp_df.loc[temp_df['open'] == '-', 'open'] = 0
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temp_df.loc[temp_df['total_mv'] == '-', 'total_mv'] = 0
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temp_df.loc[temp_df['flow_mv'] == '-', 'flow_mv'] = 0
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temp_df.loc[temp_df['inner_disk'] == '-', 'inner_disk'] = 0
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temp_df.loc[temp_df['outer_disk'] == '-', 'outer_disk'] = 0
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temp_df.loc[temp_df['today_main_net_inflow_ratio'] == '-', 'today_main_net_inflow_ratio'] = 0
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temp_df.loc[temp_df['today_main_net_inflow'] == '-', 'today_main_net_inflow'] = 0
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temp_df.loc[temp_df['super_large_order_net_inflow'] == '-', 'super_large_order_net_inflow'] = 0
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temp_df.loc[temp_df['super_large_order_net_inflow_ratio'] == '-', 'super_large_order_net_inflow_ratio'] = 0
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temp_df.loc[temp_df['large_order_net_inflow'] == '-', 'large_order_net_inflow'] = 0
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# temp_df.loc[temp_df['medium_order_net_inflow'] == '-', 'medium_order_net_inflow'] = 0
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# temp_df.loc[temp_df['small_order_net_inflow'] == '-', 'small_order_net_inflow'] = 0
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temp_df["list_date"] = pd.to_numeric(temp_df["list_date"], errors="coerce")
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temp_df["wei_bi"] = pd.to_numeric(temp_df["wei_bi"], errors="coerce")
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temp_df["average_price"] = pd.to_numeric(temp_df["average_price"], errors="coerce")
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temp_df["yesterday_price"] = pd.to_numeric(temp_df["yesterday_price"], errors="coerce")
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temp_df["now_price"] = pd.to_numeric(temp_df["now_price"], errors="coerce")
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temp_df["chg"] = pd.to_numeric(temp_df["chg"], errors="coerce")
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temp_df["volume"] = pd.to_numeric(temp_df["volume"], errors="coerce")
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temp_df["amount"] = pd.to_numeric(temp_df["amount"], errors="coerce")
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temp_df["exchange"] = pd.to_numeric(temp_df["exchange"], errors="coerce")
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temp_df["quantity_ratio"] = pd.to_numeric(temp_df["quantity_ratio"], errors="coerce")
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temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
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temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
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temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
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temp_df["total_mv"] = pd.to_numeric(temp_df["total_mv"], errors="coerce")
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temp_df["flow_mv"] = pd.to_numeric(temp_df["flow_mv"], errors="coerce")
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temp_df["outer_disk"] = pd.to_numeric(temp_df["outer_disk"], errors="coerce")
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temp_df["inner_disk"] = pd.to_numeric(temp_df["inner_disk"], errors="coerce")
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temp_df["today_main_net_inflow"] = pd.to_numeric(temp_df["today_main_net_inflow"], errors="coerce")
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temp_df["super_large_order_net_inflow"] = pd.to_numeric(temp_df["super_large_order_net_inflow"],
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errors="coerce")
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temp_df["super_large_order_net_inflow_ratio"] = pd.to_numeric(temp_df["super_large_order_net_inflow_ratio"],
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errors="coerce")
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temp_df["large_order_net_inflow"] = pd.to_numeric(temp_df["large_order_net_inflow"],
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errors="coerce")
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# temp_df["medium_order_net_inflow"] = pd.to_numeric(temp_df["medium_order_net_inflow"],
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# errors="coerce")
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# temp_df["small_order_net_inflow"] = pd.to_numeric(temp_df["small_order_net_inflow"], errors="coerce")
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# 大单比例
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temp_df['large_order_net_inflow_ratio'] = round((temp_df['large_order_net_inflow'] / temp_df['amount']) * 100,
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# 外盘是内盘倍数
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temp_df['disk_ratio'] = round((temp_df['outer_disk'] - temp_df['inner_disk']) / temp_df['inner_disk'], 2)
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# 只有外盘没有内盘
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temp_df.loc[temp_df["inner_disk"] == 0, ['disk_ratio']] = 1688
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temp_df['disk_diff_amount'] = round(
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(temp_df['outer_disk'] - temp_df['inner_disk']) * temp_df[
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"average_price"],
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2)
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return temp_df
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if __name__ == '__main__':
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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'
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while True:
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us_df = get_us_stock_real_time_quotes(cookie_test)
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us_stock_df = us_df[[
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"name",
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"chg",
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"amount"
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]]
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@@ -2,34 +2,50 @@ import sys
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# 最大返回条数
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max_number = 5800
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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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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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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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"_":
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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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@@ -40,33 +56,68 @@ def all_stock_ticker_data(fields, fs) -> pd.DataFrame:
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56
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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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|
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logger.error("
|
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|
-
return
|
|
62
|
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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()
|
|
47
64
|
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65
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66
|
+
def all_stock_ticker_data_new(fields, fs) -> pd.DataFrame:
|
|
67
|
+
"""
|
|
68
|
+
使用多线程获取所有股票数据
|
|
69
|
+
"""
|
|
70
|
+
|
|
71
|
+
per_page = page_number
|
|
72
|
+
total_pages = (max_number + per_page - 1) // per_page # 向上取整
|
|
73
|
+
|
|
74
|
+
# 创建线程池
|
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75
|
+
with ThreadPoolExecutor(max_workers=10) as executor:
|
|
76
|
+
# 提交任务，获取每页数据
|
|
77
|
+
futures = [executor.submit(get_stock_page_data, pn, fields, fs)
|
|
78
|
+
for pn in range(1, total_pages + 1)]
|
|
55
79
|
|
|
56
|
-
|
|
57
|
-
|
|
80
|
+
# 收集结果
|
|
81
|
+
results = []
|
|
82
|
+
for future in futures:
|
|
83
|
+
result = future.result()
|
|
84
|
+
if not result.empty:
|
|
85
|
+
results.append(result)
|
|
58
86
|
|
|
59
|
-
|
|
87
|
+
# 合并所有页面的数据
|
|
88
|
+
if results:
|
|
89
|
+
return pd.concat(results, ignore_index=True)
|
|
90
|
+
else:
|
|
91
|
+
return pd.DataFrame()
|
|
92
|
+
|
|
93
|
+
|
|
94
|
+
def get_all_real_time_quotes():
|
|
95
|
+
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",
|
|
96
|
+
fs = "m:0 t:6,m:0 t:80,m:1 t:2,m:1 t:23,m:0 t:81 s:2048"
|
|
97
|
+
# 获取第一页数据
|
|
98
|
+
page_one_df = get_stock_page_data(1, fields, fs)
|
|
99
|
+
# 数据接口正常返回5600以上的数量
|
|
100
|
+
if page_one_df.shape[0] > min_number:
|
|
101
|
+
page_one_df = rename_real_time_quotes_df(page_one_df)
|
|
102
|
+
return page_one_df
|
|
103
|
+
else:
|
|
104
|
+
page_df = all_stock_ticker_data_new(fields, fs)
|
|
105
|
+
page_df = rename_real_time_quotes_df(page_df)
|
|
106
|
+
return page_df
|
|
107
|
+
|
|
108
|
+
|
|
109
|
+
# 获取所有股票实时行情数据 f33,委比
|
|
110
|
+
def rename_real_time_quotes_df(temp_df):
|
|
111
|
+
temp_df = temp_df.rename(columns={
|
|
60
112
|
"f2": "now_price",
|
|
61
113
|
"f3": "chg",
|
|
62
114
|
"f5": "volume",
|
|
63
115
|
"f6": "amount",
|
|
64
116
|
"f8": "exchange",
|
|
65
|
-
"f9": "pe_ttm",
|
|
66
117
|
"f10": "quantity_ratio",
|
|
67
118
|
"f22": "up_speed",
|
|
119
|
+
"f11": "up_speed_05",
|
|
68
120
|
"f12": "symbol",
|
|
69
|
-
"f13": "sz_sh",
|
|
70
121
|
"f14": "name",
|
|
71
122
|
"f15": "high",
|
|
72
123
|
"f16": "low",
|
|
@@ -74,42 +125,27 @@ def get_all_real_time_quotes():
|
|
|
74
125
|
"f18": "yesterday_price",
|
|
75
126
|
"f20": "total_mv",
|
|
76
127
|
"f21": "flow_mv",
|
|
77
|
-
"f23": "pb",
|
|
78
128
|
"f26": "list_date",
|
|
79
129
|
"f33": "wei_bi",
|
|
80
130
|
"f34": "outer_disk",
|
|
81
131
|
"f35": "inner_disk",
|
|
82
|
-
"f37": "ROE",
|
|
83
|
-
"f38": "total_share",
|
|
84
|
-
"f39": "flow_share",
|
|
85
132
|
"f62": "today_main_net_inflow",
|
|
86
|
-
"f64": "super_large_order_inflow",
|
|
87
|
-
"f65": "super_large_order_outflow",
|
|
88
|
-
"f67": "super_large_order_inflow_ratio",
|
|
89
|
-
"f68": "super_large_order_outflow_ratio",
|
|
90
|
-
|
|
91
133
|
"f66": "super_large_order_net_inflow",
|
|
92
134
|
"f69": "super_large_order_net_inflow_ratio",
|
|
93
|
-
"f70": "large_order_inflow",
|
|
94
|
-
"f71": "large_order_outflow",
|
|
95
135
|
"f72": "large_order_net_inflow",
|
|
96
|
-
"
|
|
97
|
-
"
|
|
98
|
-
"f78": "medium_order_net_inflow",
|
|
99
|
-
"f82": "small_order_inflow",
|
|
100
|
-
"f83": "small_order_outflow",
|
|
101
|
-
"f84": "small_order_net_inflow",
|
|
102
|
-
"f102": "area",
|
|
103
|
-
"f184": "today_main_net_inflow_ratio",
|
|
136
|
+
# "f78": "medium_order_net_inflow",
|
|
137
|
+
# "f84": "small_order_net_inflow",
|
|
104
138
|
"f100": "industry",
|
|
105
|
-
"
|
|
106
|
-
"
|
|
107
|
-
"
|
|
108
|
-
"
|
|
139
|
+
# "f103": "concept",
|
|
140
|
+
"f184": "today_main_net_inflow_ratio",
|
|
141
|
+
"f352": "average_price",
|
|
142
|
+
"f211": "buy_1_num",
|
|
143
|
+
"f212": "sell_1_num"
|
|
109
144
|
})
|
|
110
|
-
|
|
111
|
-
temp_df.loc[temp_df['
|
|
112
|
-
temp_df.loc[temp_df['
|
|
145
|
+
|
|
146
|
+
temp_df.loc[temp_df['buy_1_num'] == '-', 'buy_1_num'] = 0
|
|
147
|
+
temp_df.loc[temp_df['sell_1_num'] == '-', 'sell_1_num'] = 0
|
|
148
|
+
temp_df.loc[temp_df['up_speed_05'] == '-', 'up_speed_05'] = 0
|
|
113
149
|
temp_df.loc[temp_df['up_speed'] == '-', 'up_speed'] = 0
|
|
114
150
|
temp_df.loc[temp_df['average_price'] == '-', 'average_price'] = 0
|
|
115
151
|
temp_df.loc[temp_df['wei_bi'] == '-', 'wei_bi'] = 0
|
|
@@ -129,24 +165,11 @@ def get_all_real_time_quotes():
|
|
|
129
165
|
temp_df.loc[temp_df['outer_disk'] == '-', 'outer_disk'] = 0
|
|
130
166
|
temp_df.loc[temp_df['today_main_net_inflow_ratio'] == '-', 'today_main_net_inflow_ratio'] = 0
|
|
131
167
|
temp_df.loc[temp_df['today_main_net_inflow'] == '-', 'today_main_net_inflow'] = 0
|
|
132
|
-
temp_df.loc[temp_df['super_large_order_inflow'] == '-', 'super_large_order_inflow'] = 0
|
|
133
|
-
temp_df.loc[temp_df['super_large_order_outflow'] == '-', 'super_large_order_outflow'] = 0
|
|
134
168
|
temp_df.loc[temp_df['super_large_order_net_inflow'] == '-', 'super_large_order_net_inflow'] = 0
|
|
135
|
-
temp_df.loc[temp_df['super_large_order_inflow_ratio'] == '-', 'super_large_order_inflow_ratio'] = 0
|
|
136
|
-
temp_df.loc[temp_df['super_large_order_outflow_ratio'] == '-', 'super_large_order_outflow_ratio'] = 0
|
|
137
169
|
temp_df.loc[temp_df['super_large_order_net_inflow_ratio'] == '-', 'super_large_order_net_inflow_ratio'] = 0
|
|
138
|
-
|
|
139
170
|
temp_df.loc[temp_df['large_order_net_inflow'] == '-', 'large_order_net_inflow'] = 0
|
|
140
|
-
temp_df.loc[temp_df['
|
|
141
|
-
temp_df.loc[temp_df['
|
|
142
|
-
|
|
143
|
-
temp_df.loc[temp_df['medium_order_net_inflow'] == '-', 'medium_order_net_inflow'] = 0
|
|
144
|
-
temp_df.loc[temp_df['medium_order_outflow'] == '-', 'medium_order_outflow'] = 0
|
|
145
|
-
temp_df.loc[temp_df['medium_order_inflow'] == '-', 'medium_order_inflow'] = 0
|
|
146
|
-
|
|
147
|
-
temp_df.loc[temp_df['small_order_inflow'] == '-', 'small_order_inflow'] = 0
|
|
148
|
-
temp_df.loc[temp_df['small_order_outflow'] == '-', 'small_order_outflow'] = 0
|
|
149
|
-
temp_df.loc[temp_df['small_order_net_inflow'] == '-', 'small_order_net_inflow'] = 0
|
|
171
|
+
# temp_df.loc[temp_df['medium_order_net_inflow'] == '-', 'medium_order_net_inflow'] = 0
|
|
172
|
+
# temp_df.loc[temp_df['small_order_net_inflow'] == '-', 'small_order_net_inflow'] = 0
|
|
150
173
|
|
|
151
174
|
temp_df["list_date"] = pd.to_numeric(temp_df["list_date"], errors="coerce")
|
|
152
175
|
temp_df["wei_bi"] = pd.to_numeric(temp_df["wei_bi"], errors="coerce")
|
|
@@ -172,103 +195,25 @@ def get_all_real_time_quotes():
|
|
|
172
195
|
errors="coerce")
|
|
173
196
|
temp_df["large_order_net_inflow"] = pd.to_numeric(temp_df["large_order_net_inflow"],
|
|
174
197
|
errors="coerce")
|
|
175
|
-
temp_df["medium_order_net_inflow"] = pd.to_numeric(temp_df["medium_order_net_inflow"],
|
|
176
|
-
|
|
198
|
+
# temp_df["medium_order_net_inflow"] = pd.to_numeric(temp_df["medium_order_net_inflow"],
|
|
199
|
+
# errors="coerce")
|
|
200
|
+
# temp_df["small_order_net_inflow"] = pd.to_numeric(temp_df["small_order_net_inflow"], errors="coerce")
|
|
177
201
|
|
|
178
|
-
|
|
202
|
+
# 大单比例
|
|
203
|
+
temp_df['large_order_net_inflow_ratio'] = round((temp_df['large_order_net_inflow'] / temp_df['amount']) * 100, 2)
|
|
179
204
|
|
|
180
|
-
|
|
181
|
-
temp_df[
|
|
182
|
-
|
|
205
|
+
# 外盘是内盘倍数
|
|
206
|
+
temp_df['disk_ratio'] = round((temp_df['outer_disk'] - temp_df['inner_disk']) / temp_df['inner_disk'], 2)
|
|
207
|
+
# 只有外盘没有内盘
|
|
208
|
+
temp_df.loc[temp_df["inner_disk"] == 0, ['disk_ratio']] = 1688
|
|
183
209
|
|
|
184
|
-
temp_df["super_large_order_inflow"] = pd.to_numeric(temp_df["super_large_order_inflow"], errors="coerce")
|
|
185
|
-
temp_df["super_large_order_outflow"] = pd.to_numeric(temp_df["super_large_order_outflow"], errors="coerce")
|
|
186
|
-
|
|
187
|
-
temp_df["super_large_order_inflow_ratio"] = pd.to_numeric(temp_df["super_large_order_inflow_ratio"],
|
|
188
|
-
errors="coerce")
|
|
189
|
-
temp_df["super_large_order_outflow_ratio"] = pd.to_numeric(temp_df["super_large_order_outflow_ratio"],
|
|
190
|
-
errors="coerce")
|
|
191
|
-
|
|
192
|
-
temp_df["super_large_order_net_inflow"] = pd.to_numeric(temp_df["super_large_order_net_inflow"], errors="coerce")
|
|
193
|
-
temp_df["super_large_order_net_inflow_ratio"] = pd.to_numeric(temp_df["super_large_order_net_inflow_ratio"],
|
|
194
|
-
errors="coerce")
|
|
195
|
-
|
|
196
|
-
temp_df["medium_order_inflow"] = pd.to_numeric(temp_df["medium_order_inflow"], errors="coerce")
|
|
197
|
-
temp_df["medium_order_outflow"] = pd.to_numeric(temp_df["medium_order_outflow"], errors="coerce")
|
|
198
|
-
|
|
199
|
-
temp_df["small_order_inflow"] = pd.to_numeric(temp_df["small_order_inflow"], errors="coerce")
|
|
200
|
-
temp_df["small_order_outflow"] = pd.to_numeric(temp_df["small_order_outflow"], errors="coerce")
|
|
201
|
-
|
|
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outer_disk = temp_df['outer_disk']
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inner_disk = temp_df['inner_disk']
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disk_ratio = (outer_disk - inner_disk) / inner_disk
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temp_df['disk_ratio'] = round(disk_ratio, 2)
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return temp_df
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#
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# 设置请求URL
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url = 'http://push2.eastmoney.com/api/qt/kamt/get?fields1=f1,f2,f3,f4&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64,f65,f66,f67,f68,f69,f70&ut=b2884a393a59ad640022ce1e1e78431c&deviceid=0&cb=jsonp_1622790712837&_=1622790712926'
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-
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# 发送HTTP请求
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response = requests.get(url, headers=headers, params={"type": "json"})
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# 解析JSON数据
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|
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data = json.loads(response.text.lstrip('jsonp_1622790712837(').rstrip(');'))
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# 处理数据
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226
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|
227
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# 单位(万元)
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# dayNetAmtIn 资金净流入
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229
|
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# dayAmtRemain 当日资金余额
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|
230
|
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# dayAmtThreshold 当日资金限额
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|
231
|
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# monthNetAmtIn 当月净流入
|
|
232
|
-
# yearNetAmtIn 年度净流入
|
|
233
|
-
# allNetAmtIn 总净流入
|
|
234
|
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# buyAmt 当日买入金额
|
|
235
|
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# sellAmt 当日卖出金额
|
|
236
|
-
# buySellAmt 当日买入卖出总金额
|
|
237
|
-
# netBuyAmt 成交净买额
|
|
238
|
-
|
|
239
|
-
# Hongkong to Shanghai
|
|
240
|
-
hk2sh = data['data']['hk2sh']
|
|
241
|
-
hk2sh_df = pd.DataFrame(hk2sh, index=[0])
|
|
242
|
-
# Hongkong to ShenZhen
|
|
243
|
-
hk2sz = data['data']['hk2sz']
|
|
244
|
-
hk2sz_df = pd.DataFrame(hk2sz, index=[0])
|
|
245
|
-
|
|
246
|
-
# Shanghai to Hongkong
|
|
247
|
-
sh2hk = data['data']['sh2hk']
|
|
248
|
-
sh2hk_df = pd.DataFrame(sh2hk, index=[0])
|
|
249
|
-
|
|
250
|
-
# ShenZhen to Hongkong
|
|
251
|
-
sz2hk = data['data']['sz2hk']
|
|
252
|
-
sz2hk_df = pd.DataFrame(sz2hk, index=[0])
|
|
253
|
-
# 北向总额
|
|
254
|
-
sum_north_netBuyAmt = hk2sh_df['netBuyAmt'] + hk2sz_df['netBuyAmt']
|
|
255
|
-
|
|
256
|
-
sum_south_netBuyAmt = sh2hk_df['netBuyAmt'] + sz2hk_df['netBuyAmt']
|
|
257
|
-
|
|
258
|
-
df = pd.DataFrame([[
|
|
259
|
-
list(hk2sh_df['netBuyAmt'])[0],
|
|
260
|
-
list(hk2sz_df['netBuyAmt'])[0],
|
|
261
|
-
list(sum_north_netBuyAmt)[0],
|
|
262
|
-
list(sh2hk_df['netBuyAmt'])[0],
|
|
263
|
-
list(sz2hk_df['netBuyAmt'])[0],
|
|
264
|
-
list(sum_south_netBuyAmt)[0]]],
|
|
265
|
-
columns=['sh_netBuyAmt', 'sz_netBuyAmt', 'sum_north_netBuyAmt',
|
|
266
|
-
'sh_hk_netBuyAmt', 'sz_hk_netBuyAmt', 'sum_south_netBuyAmt'])
|
|
267
|
-
|
|
268
|
-
# 打印结果
|
|
269
|
-
return df
|
|
270
|
-
|
|
271
|
-
|
|
272
|
-
if __name__ == '__main__':
|
|
273
|
-
df = get_all_real_time_quotes()
|
|
274
|
-
print(df)
|
|
213
|
+
# 示例调用
|
|
214
|
+
if __name__ == "__main__":
|
|
215
|
+
while True:
|
|
216
|
+
df = get_all_real_time_quotes()
|
|
217
|
+
print(df)
|
|
218
|
+
zt_df = df.loc[df['wei_bi'] == 100]
|
|
219
|
+
logger.info("涨停数据,{}", zt_df)
|
|
@@ -175,10 +175,14 @@ ONE_MINUTE_K_LINE_BFQ_H = 'one_minute_k_line_bfq_h'
|
|
|
175
175
|
ONE_MINUTE_K_LINE_BFQ_K = 'one_minute_k_line_bfq_k'
|
|
176
176
|
|
|
177
177
|
# 深圳主板分钟集合数据
|
|
178
|
-
|
|
178
|
+
ONE_MINUTE_K_LINE_BFQ_S = 'one_minute_k_line_bfq_s'
|
|
179
179
|
|
|
180
180
|
# 可转债分钟集合数据
|
|
181
181
|
ONE_MINUTE_K_LINE_BFQ_KZZ = 'one_minute_k_line_bfq_kzz'
|
|
182
182
|
|
|
183
183
|
# ETF分钟集合数据
|
|
184
184
|
ONE_MINUTE_K_LINE_BFQ_ETF = 'one_minute_k_line_bfq_etf'
|
|
185
|
+
# 可转债qfq 日k线
|
|
186
|
+
KZZ_QFQ_DAILY = 'kzz_qfq_daily'
|
|
187
|
+
# ETF qfq 日k线
|
|
188
|
+
ETF_QFQ_DAILY = 'etf_qfq_daily'
|