mns-common 1.3.2.6__tar.gz → 1.3.2.7__tar.gz

{mns_common-1.3.2.6 → mns_common-1.3.2.7}/PKG-INFO

@@ -1,3 +1,3 @@
 Metadata-Version: 2.1
 Name: mns_common
-Version: 1.3.2.6
+Version: 1.3.2.7

{mns_common-1.3.2.6 → mns_common-1.3.2.7}/mns_common/api/em/east_money_debt_api.py

@@ -8,7 +8,7 @@ file_path = os.path.abspath(__file__)
 end = file_path.index('mns') + 14
 project_path = file_path[0:end]
 sys.path.append(project_path)
-
+from concurrent.futures import ThreadPoolExecutor
 import pandas as pd
 from loguru import logger
 import json
@@ -17,6 +17,13 @@ import time
 import akshare as ak
 import numpy as np
 
+# 最大返回条数
+max_number = 600
+# 最小返回条数
+min_number = 500
+# 分页条数
+page_number = 200
+
 
 # fields_02 = "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13,f14,f15,f16,f17,f18,f19,f20,f21,f22,f23,f24,f25,f26,f27,f28,f29,f30,f31,f32,f33,f34,f35,f36,f37,f38,f39,f40,f41,f42,f43,f44,f45,f46,f47,f48,f49,f50,f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64,f65,f66,f67,f68,f69,f70,f71,f72,f73,f74,f75,f76,f77,f78,f79,f80,f81,f82,f83,f84,f85,f86,f87,f88,f89,f90,f91,f92,f93,f94,f95,f96,f97,f98,f99,f100,f101,f102,f103,f104,f105,f106,f107,f108" \
 #             ",f109,f110,f111,f112,f113,f114,f115,f116,f117,f118,f119,f120,f121,f122,f123,f124,f125,f126,f127,f128,f129,f130,f131,f132,f133,f134,f135,f136,f137,f138,f139,f140,f141,f142,f143,f144,f145,f146,f147,f148,f149,f150,f151,f152,f153,f154,f155,f156,f157,f158,f159,f160,f161,f162,f163,f164,f165,f166,f167,f168,f169,f170,f171,f172,f173,f174,f175,f176,f177,f178,f179,f180,f181,f182,f183,f184,f185,f186,f187,f188,f189,f190,f191,f192,f193,f194,f195,f196,f197,f198,f199,f200" \
@@ -29,13 +36,13 @@ import numpy as np
 # =8a086bfc3570bdde64a6a1c585cccb35&fltt=1&invt=1&fs=m:0+e:11,m:1+e:11,m:1+e:11+s:4194304,
 # m:0+e:11+s:8388608&dpt=zqsc.zpg&fields=f1,f2,f3,f4,f5,f6,f8,f10,f12,f13,f14,f18,f22,f152,
 # f237&wbp2u=|0|0|0|wap&fid=f3&po=1&pz=2000&_=1718163189870
-def all_debt_ticker_data(fields) -> pd.DataFrame:
+def get_debt_page_data(fields, pn) -> pd.DataFrame:
     current_timestamp = str(int(round(time.time() * 1000, 0)))
     url = "https://push2.eastmoney.com/api/qt/clist/get"
 
     params = {
         "cb": "jQuery34103608466964799838_" + current_timestamp,
-        "pn": 1,
+        "pn": str(pn),
         "np": 3,
         "ut": "8a086bfc3570bdde64a6a1c585cccb35",
         "fltt": 1,
@@ -58,16 +65,58 @@ def all_debt_ticker_data(fields) -> pd.DataFrame:
         data_json = json.loads(data_json)
         if data_json is None:
             return pd.DataFrame()
-        return pd.DataFrame(data_json)
+        else:
+            return pd.DataFrame(data_json)
     except Exception as e:
-        logger.error("获取股票列表,实时行情异常:{}", e)
-        return None
+        logger.error("获取可转债列表,实时行情异常:{}", e)
+        return pd.DataFrame()
+
+
+def all_debt_ticker_data(fields) -> pd.DataFrame:
+    """
+    使用多线程获取所有债券数据
+    """
+    # 计算总页数，假设总共有1000条数据，每页200条
+
+    per_page = page_number
+    total_pages = (max_number + per_page - 1) // per_page  # 向上取整
+
+    # 创建线程池
+    with ThreadPoolExecutor(max_workers=3) as executor:
+        # 提交任务，获取每页数据
+        futures = [executor.submit(get_debt_page_data, fields, pn)
+                   for pn in range(1, total_pages + 1)]
+
+        # 收集结果
+        results = []
+        for future in futures:
+            result = future.result()
+            if not result.empty:
+                results.append(result)
+
+    # 合并所有页面的数据
+    if results:
+        return pd.concat(results, ignore_index=True)
+    else:
+        return pd.DataFrame()
 
 
 def get_debt_real_time_quotes():
     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,f184,"
               "f211,f212,f232,f233,f234")
-    temp_df = all_debt_ticker_data(fields)
+    # 获取第一页数据
+    page_one_df = get_debt_page_data(fields, 1)
+    # 数据接口正常返回5600以上的数量
+    if page_one_df.shape[0] > min_number:
+        page_one_df = rename_real_time_quotes_df(page_one_df)
+        return page_one_df
+    else:
+        page_df = all_debt_ticker_data(fields)
+        page_df = rename_real_time_quotes_df(page_df)
+        return page_df
+
+
+def rename_real_time_quotes_df(temp_df):
     temp_df = temp_df.rename(columns={
         "f2": "now_price",
         "f3": "chg",
@@ -233,5 +282,8 @@ def get_kzz_bond_info():
 
 
 if __name__ == '__main__':
-    print(get_debt_real_time_quotes())
-    get_kzz_bond_info()
+    info_df = get_kzz_bond_info()
+    print(info_df)
+    while True:
+        df = get_debt_real_time_quotes()
+        logger.info(df)

mns_common-1.3.2.7/mns_common/api/em/east_money_etf_api.py

@@ -0,0 +1,361 @@
+import sys
+import os
+
+file_path = os.path.abspath(__file__)
+end = file_path.index('mns') + 16
+project_path = file_path[0:end]
+sys.path.append(project_path)
+
+from concurrent.futures import ThreadPoolExecutor
+import pandas as pd
+from loguru import logger
+import requests
+import time
+import numpy as np
+
+# 最大返回条数
+max_number = 1200
+# 最小返回条数
+min_number = 1000
+# 分页条数
+page_number = 200
+
+
+def get_fund_etf_page_df(pn) -> pd.DataFrame:
+    """
+    东方财富-ETF 实时行情
+    https://quote.eastmoney.com/center/gridlist.html#fund_etf
+    :return: ETF 实时行情
+    :rtype: pandas.DataFrame
+    """
+    current_timestamp = str(int(round(time.time() * 1000, 0)))
+    url = "https://88.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": str(pn),
+        "pz": "5000",
+        "po": "1",
+        "np": "3",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "wbp2u": "|0|0|0|web",
+        "fid": "f3",
+        "fs": "b:MK0021,b:MK0022,b:MK0023,b:MK0024",
+        "fields": (
+            "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,"
+            "f12,f13,f14,f15,f16,f17,f18,f20,f21,"
+            "f23,f24,f25,f26,f22,f11,f30,f31,f32,f33,"
+            "f34,f35,f38,f62,f63,f64,f65,f66,f69,"
+            "f72,f75,f78,f81,f84,f87,f115,f124,f128,"
+            "f136,f152,f184,f297,f402,f441"
+        ),
+        "_": str(current_timestamp),
+    }
+    try:
+        r = requests.get(url, timeout=15, params=params)
+        data_json = r.json()
+        temp_df = pd.DataFrame(data_json["data"]["diff"])
+        temp_df.rename(
+            columns={
+                "f26": "上市时间",
+                "f12": "代码",
+                "f14": "名称",
+                "f2": "最新价",
+                "f4": "涨跌额",
+                "f3": "涨跌幅",
+                "f5": "成交量",
+                "f6": "成交额",
+                "f7": "振幅",
+                "f17": "开盘价",
+                "f15": "最高价",
+                "f16": "最低价",
+                "f18": "昨收",
+                "f8": "换手率",
+                "f10": "量比",
+                "f30": "现手",
+                "f31": "买一",
+                "f32": "卖一",
+                "f33": "委比",
+                "f34": "外盘",
+                "f35": "内盘",
+                "f62": "主力净流入-净额",
+                "f184": "主力净流入-净占比",
+                "f66": "超大单净流入-净额",
+                "f69": "超大单净流入-净占比",
+                "f72": "大单净流入-净额",
+                "f75": "大单净流入-净占比",
+                "f78": "中单净流入-净额",
+                "f81": "中单净流入-净占比",
+                "f84": "小单净流入-净额",
+                "f87": "小单净流入-净占比",
+                "f38": "最新份额",
+                "f21": "流通市值",
+                "f20": "总市值",
+                "f402": "基金折价率",
+                "f441": "IOPV实时估值",
+                "f297": "数据日期",
+                "f124": "更新时间",
+                "f13": "market"
+            },
+            inplace=True,
+        )
+        temp_df = temp_df[
+            [
+                "代码",
+                "名称",
+                "最新价",
+                "IOPV实时估值",
+                "基金折价率",
+                "涨跌额",
+                "涨跌幅",
+                "成交量",
+                "成交额",
+                "开盘价",
+                "最高价",
+                "最低价",
+                "昨收",
+                "振幅",
+                "换手率",
+                "量比",
+                "委比",
+                "外盘",
+                "内盘",
+                "主力净流入-净额",
+                "主力净流入-净占比",
+                "超大单净流入-净额",
+                "超大单净流入-净占比",
+                "大单净流入-净额",
+                "大单净流入-净占比",
+                "中单净流入-净额",
+                "中单净流入-净占比",
+                "小单净流入-净额",
+                "小单净流入-净占比",
+                "现手",
+                "买一",
+                "卖一",
+                "最新份额",
+                "流通市值",
+                "总市值",
+                "数据日期",
+                "更新时间",
+                "market",
+                "上市时间"
+            ]
+        ]
+        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["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["开盘价"] = pd.to_numeric(temp_df["开盘价"], errors="coerce")
+        temp_df["最高价"] = pd.to_numeric(temp_df["最高价"], errors="coerce")
+        temp_df["最低价"] = pd.to_numeric(temp_df["最低价"], 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["量比"] = pd.to_numeric(temp_df["量比"], errors="coerce")
+        temp_df["委比"] = pd.to_numeric(temp_df["委比"], errors="coerce")
+        temp_df["外盘"] = pd.to_numeric(temp_df["外盘"], errors="coerce")
+        temp_df["内盘"] = pd.to_numeric(temp_df["内盘"], errors="coerce")
+        temp_df["流通市值"] = pd.to_numeric(temp_df["流通市值"], errors="coerce")
+        temp_df["总市值"] = pd.to_numeric(temp_df["总市值"], errors="coerce")
+        temp_df["振幅"] = pd.to_numeric(temp_df["振幅"], errors="coerce")
+        temp_df["现手"] = pd.to_numeric(temp_df["现手"], errors="coerce")
+        temp_df["买一"] = pd.to_numeric(temp_df["买一"], errors="coerce")
+        temp_df["卖一"] = pd.to_numeric(temp_df["卖一"], errors="coerce")
+        temp_df["最新份额"] = pd.to_numeric(temp_df["最新份额"], errors="coerce")
+        temp_df["IOPV实时估值"] = pd.to_numeric(temp_df["IOPV实时估值"], errors="coerce")
+        temp_df["基金折价率"] = pd.to_numeric(temp_df["基金折价率"], errors="coerce")
+        temp_df["主力净流入-净额"] = pd.to_numeric(
+            temp_df["主力净流入-净额"], errors="coerce"
+        )
+        temp_df["主力净流入-净占比"] = pd.to_numeric(
+            temp_df["主力净流入-净占比"], errors="coerce"
+        )
+        temp_df["超大单净流入-净额"] = pd.to_numeric(
+            temp_df["超大单净流入-净额"], errors="coerce"
+        )
+        temp_df["超大单净流入-净占比"] = pd.to_numeric(
+            temp_df["超大单净流入-净占比"], errors="coerce"
+        )
+        temp_df["大单净流入-净额"] = pd.to_numeric(
+            temp_df["大单净流入-净额"], errors="coerce"
+        )
+        temp_df["大单净流入-净占比"] = pd.to_numeric(
+            temp_df["大单净流入-净占比"], errors="coerce"
+        )
+        temp_df["中单净流入-净额"] = pd.to_numeric(
+            temp_df["中单净流入-净额"], errors="coerce"
+        )
+        temp_df["中单净流入-净占比"] = pd.to_numeric(
+            temp_df["中单净流入-净占比"], errors="coerce"
+        )
+        temp_df["小单净流入-净额"] = pd.to_numeric(
+            temp_df["小单净流入-净额"], errors="coerce"
+        )
+        temp_df["小单净流入-净占比"] = pd.to_numeric(
+            temp_df["小单净流入-净占比"], errors="coerce"
+        )
+        temp_df["数据日期"] = pd.to_datetime(
+            temp_df["数据日期"], format="%Y%m%d", errors="coerce"
+        )
+        temp_df["更新时间"] = (
+            pd.to_datetime(temp_df["更新时间"], unit="s", errors="coerce")
+            .dt.tz_localize("UTC")
+            .dt.tz_convert("Asia/Shanghai")
+        )
+
+        return temp_df
+    except Exception as e:
+        logger.error("获取ETF列表,实时行情异常:{}", e)
+        return pd.DataFrame()
+
+
+def thread_pool_executor():
+    """
+       使用多线程获取所有ETF数据
+       """
+    # 计算总页数，假设总共有1000条数据，每页200条
+
+    per_page = page_number
+    total_pages = (max_number + per_page - 1) // per_page  # 向上取整
+
+    # 创建线程池
+    with ThreadPoolExecutor(max_workers=3) as executor:
+        # 提交任务，获取每页数据
+        futures = [executor.submit(get_fund_etf_page_df, pn)
+                   for pn in range(1, total_pages + 1)]
+
+        # 收集结果
+        results = []
+        for future in futures:
+            result = future.result()
+            if not result.empty:
+                results.append(result)
+
+    # 合并所有页面的数据
+    if results:
+        return pd.concat(results, ignore_index=True)
+    else:
+        return pd.DataFrame()
+
+
+def rename_etf(fund_etf_spot_em_df):
+    fund_etf_spot_em_df = fund_etf_spot_em_df.rename(columns={
+        "上市时间": "list_date",
+        "最新价": "now_price",
+        "涨跌幅": "chg",
+        "基金折价率": "fund_discount_rate",
+        "振幅": "pct_chg",
+        "涨跌额": "range",
+        "成交额": "amount",
+        "成交量": "volume",
+        "换手率": "exchange",
+        "量比": "quantity_ratio",
+        "代码": "symbol",
+        "名称": "name",
+        "最高价": "high",
+        "最低价": "low",
+        "开盘价": "open",
+        "昨收": "yesterday_price",
+        "总市值": "total_mv",
+        "流通市值": "flow_mv",
+        "委比": "wei_bi",
+        "外盘": "outer_disk",
+        "内盘": "inner_disk",
+        "主力净流入-净额": "today_main_net_inflow",
+        "超大单净流入-净额": "super_large_order_net_inflow",
+        "超大单净流入-净占比": "super_large_order_net_inflow_ratio",
+        "大单净流入-净额": "large_order_net_inflow",
+        # "f78": "medium_order_net_inflow",
+        # "f84": "small_order_net_inflow",
+        # "f103": "concept",
+        "主力净流入-净占比": "today_main_net_inflow_ratio",
+        "买一": "buy_1_num",
+        "卖一": "sell_1_num",
+        "最新份额": "latest_share",
+        "数据日期": "data_time",
+        "更新时间": "update_time"
+    })
+
+    fund_etf_spot_em_df = fund_etf_spot_em_df[[
+        "now_price",
+        "chg",
+        "fund_discount_rate",
+        "pct_chg",
+        "range",
+        "amount",
+        "volume",
+        "exchange",
+        "quantity_ratio",
+        "symbol",
+        "name",
+        "high",
+        "low",
+        "open",
+        "yesterday_price",
+        "total_mv",
+        "flow_mv",
+        "wei_bi",
+        "outer_disk",
+        "inner_disk",
+        "today_main_net_inflow",
+        "super_large_order_net_inflow",
+        "super_large_order_net_inflow_ratio",
+        "large_order_net_inflow",
+        "today_main_net_inflow_ratio",
+        "buy_1_num",
+        "sell_1_num",
+        "latest_share",
+        "data_time",
+        "update_time",
+        "market",
+        'list_date'
+    ]]
+
+    fund_etf_spot_em_df['disk_ratio'] = round(
+        (fund_etf_spot_em_df['outer_disk'] - fund_etf_spot_em_df['inner_disk']) / fund_etf_spot_em_df['inner_disk'], 2)
+
+    fund_etf_spot_em_df.loc[:, 'reference_main_inflow'] = round(
+        (fund_etf_spot_em_df['flow_mv'] * (1 / 1000)), 2)
+
+    fund_etf_spot_em_df.loc[:, 'main_inflow_multiple'] = round(
+        (fund_etf_spot_em_df['today_main_net_inflow'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
+
+    fund_etf_spot_em_df.loc[:, 'super_main_inflow_multiple'] = round(
+        (fund_etf_spot_em_df['super_large_order_net_inflow'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
+    fund_etf_spot_em_df['large_inflow_multiple'] = round(
+        (fund_etf_spot_em_df['large_order_net_inflow'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
+
+    fund_etf_spot_em_df['disk_diff_amount'] = round(
+        (fund_etf_spot_em_df['outer_disk'] - fund_etf_spot_em_df['inner_disk']) * fund_etf_spot_em_df[
+            "now_price"] * 100,
+        2)
+
+    fund_etf_spot_em_df['disk_diff_amount_exchange'] = round(
+        (fund_etf_spot_em_df['disk_diff_amount'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
+    fund_etf_spot_em_df.loc[:, 'sum_main_inflow_disk'] = fund_etf_spot_em_df['main_inflow_multiple'] + \
+                                                         fund_etf_spot_em_df['disk_diff_amount_exchange']
+    fund_etf_spot_em_df = fund_etf_spot_em_df.fillna(0)
+
+    fund_etf_spot_em_df.replace([np.inf, -np.inf], 0, inplace=True)
+    return fund_etf_spot_em_df
+
+
+def get_etf_real_time_quotes():
+    # 获取第一页数据
+    page_one_df = get_fund_etf_page_df(1)
+    # 数据接口正常返回5600以上的数量
+    if page_one_df.shape[0] > min_number:
+        page_one_df = rename_etf(page_one_df)
+        return page_one_df
+    else:
+        page_df = thread_pool_executor()
+        page_df = rename_etf(page_df)
+        return page_df
+
+
+if __name__ == '__main__':
+    fund_etf_df = get_etf_real_time_quotes()
+    fund_etf_df = fund_etf_df.sort_values(by=['amount'], ascending=False)
+    fund_etf_df = fund_etf_df.fillna(0)
+    print(fund_etf_df)