mns-common 1.3.3.5__py3-none-any.whl → 1.5.7.2__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- mns_common/api/akshare/__init__.py +0 -1
- mns_common/api/akshare/k_line_api.py +20 -82
- mns_common/api/akshare/stock_bid_ask_api.py +22 -97
- mns_common/api/akshare/stock_zb_pool.py +2 -0
- mns_common/api/akshare/stock_zt_pool_api.py +1 -1
- mns_common/api/em/gd/__init__.py +7 -0
- mns_common/api/em/{east_money_stock_gdfx_free_top_10_api.py → gd/east_money_stock_gdfx_free_top_10_api.py} +64 -9
- mns_common/api/em/real_time/__init__.py +7 -0
- mns_common/api/em/{east_money_debt_api.py → real_time/east_money_debt_api.py} +154 -69
- mns_common/api/em/{east_money_etf_api.py → real_time/east_money_etf_api.py} +149 -27
- mns_common/api/em/real_time/east_money_stock_a_api.py +301 -0
- mns_common/api/em/real_time/east_money_stock_a_v2_api.py +340 -0
- mns_common/api/em/real_time/east_money_stock_common_api.py +174 -0
- mns_common/api/em/real_time/east_money_stock_hk_api.py +288 -0
- mns_common/api/em/real_time/east_money_stock_hk_gtt_api.py +260 -0
- mns_common/api/em/real_time/east_money_stock_multi_thread_api_v3.py +154 -0
- mns_common/api/em/{east_money_stock_us_api.py → real_time/east_money_stock_us_api.py} +149 -72
- mns_common/api/em/real_time/real_time_quotes_repeat_api.py +195 -0
- mns_common/api/k_line/stock_k_line_data_api.py +11 -1
- mns_common/api/k_line/stock_minute_data_api.py +1 -0
- mns_common/api/kpl/common/kpl_common_api.py +35 -0
- mns_common/api/kpl/symbol/symbol_his_quotes_api.py +1 -1
- mns_common/api/proxies/__init__.py +7 -0
- mns_common/api/proxies/liu_guan_proxy_api.py +115 -0
- mns_common/api/ths/company/company_product_area_industry_index_query.py +46 -0
- mns_common/api/ths/company/ths_company_info_api.py +13 -9
- mns_common/api/ths/company/ths_company_info_web.py +159 -0
- mns_common/api/ths/concept/app/ths_concept_index_app.py +3 -1
- mns_common/api/ths/wen_cai/ths_wen_cai_api.py +10 -7
- mns_common/api/ths/zt/ths_stock_zt_pool_api.py +21 -4
- mns_common/api/ths/zt/ths_stock_zt_pool_v2_api.py +111 -40
- mns_common/api/xueqiu/__init__.py +7 -0
- mns_common/api/xueqiu/xue_qiu_k_line_api.py +83 -0
- mns_common/component/__init__.py +1 -1
- mns_common/component/classify/symbol_classify_api.py +7 -7
- mns_common/component/common_service_fun_api.py +66 -6
- mns_common/component/company/company_common_service_api.py +21 -1
- mns_common/component/company/company_common_service_new_api.py +4 -1
- mns_common/component/cookie/cookie_enum.py +15 -0
- mns_common/component/cookie/cookie_info_service.py +9 -4
- mns_common/component/data/data_init_api.py +13 -8
- mns_common/component/deal/deal_service_api.py +70 -8
- mns_common/component/deal/deal_service_v2_api.py +167 -0
- mns_common/component/em/__init__.py +7 -0
- mns_common/component/em/em_real_time_quotes_api.py +56 -0
- mns_common/component/em/em_stock_info_api.py +48 -0
- mns_common/component/exception/ExceptionMonitor.py +86 -0
- mns_common/component/exception/__init__.py +7 -0
- mns_common/component/k_line/common/k_line_common_service_api.py +4 -0
- mns_common/component/main_line/__init__.py +7 -0
- mns_common/component/main_line/main_line_zt_reason_service.py +237 -0
- mns_common/component/proxies/__init__.py +7 -0
- mns_common/component/proxies/proxy_common_api.py +252 -0
- mns_common/component/self_choose/__init__.py +13 -0
- mns_common/component/tfp/stock_tfp_api.py +82 -12
- mns_common/component/us/__init__.py +7 -0
- mns_common/component/us/us_stock_etf_info_api.py +125 -0
- mns_common/constant/__init__.py +1 -0
- mns_common/constant/db_name_constant.py +65 -34
- mns_common/constant/extra_income_db_name.py +154 -0
- mns_common/constant/strategy_classify.py +72 -0
- mns_common/db/MongodbUtil.py +2 -1
- mns_common/db/MongodbUtilLocal.py +1 -0
- mns_common/db/v2/MongodbUtilV2.py +0 -4
- mns_common-1.5.7.2.dist-info/METADATA +4 -0
- {mns_common-1.3.3.5.dist-info → mns_common-1.5.7.2.dist-info}/RECORD +70 -45
- {mns_common-1.3.3.5.dist-info → mns_common-1.5.7.2.dist-info}/WHEEL +1 -1
- mns_common/api/em/east_money_stock_api.py +0 -222
- mns_common/api/em/east_money_stock_hk_api.py +0 -318
- mns_common/api/em/east_money_stock_v2_api.py +0 -219
- mns_common/api/ths/concept/web/ths_company_info_web.py +0 -163
- mns_common/component/qmt/qmt_buy_service.py +0 -172
- mns_common-1.3.3.5.dist-info/METADATA +0 -4
- /mns_common/{component/qmt → api/em/concept}/__init__.py +0 -0
- /mns_common/api/em/{em_concept_index_api.py → concept/em_concept_index_api.py} +0 -0
- {mns_common-1.3.3.5.dist-info → mns_common-1.5.7.2.dist-info}/top_level.txt +0 -0
|
@@ -1,42 +1,76 @@
|
|
|
1
1
|
import sys
|
|
2
2
|
import os
|
|
3
3
|
|
|
4
|
-
import sys
|
|
5
|
-
import os
|
|
6
|
-
|
|
7
4
|
file_path = os.path.abspath(__file__)
|
|
8
5
|
end = file_path.index('mns') + 14
|
|
9
6
|
project_path = file_path[0:end]
|
|
10
7
|
sys.path.append(project_path)
|
|
11
|
-
|
|
8
|
+
|
|
9
|
+
import json
|
|
10
|
+
import akshare as ak
|
|
12
11
|
import pandas as pd
|
|
13
12
|
from loguru import logger
|
|
14
|
-
import json
|
|
15
13
|
import requests
|
|
16
14
|
import time
|
|
17
|
-
import akshare as ak
|
|
18
15
|
import numpy as np
|
|
16
|
+
import mns_common.component.proxies.proxy_common_api as proxy_common_api
|
|
17
|
+
from concurrent.futures import ThreadPoolExecutor
|
|
18
|
+
from threading import Lock
|
|
19
|
+
import concurrent.futures
|
|
20
|
+
import mns_common.utils.data_frame_util as data_frame_util
|
|
19
21
|
|
|
20
|
-
# 最大返回条数
|
|
21
|
-
max_number = 600
|
|
22
|
-
# 最小返回条数
|
|
23
|
-
min_number = 500
|
|
24
22
|
# 分页条数
|
|
25
23
|
page_number = 100
|
|
26
24
|
|
|
25
|
+
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,"
|
|
26
|
+
"f211,f212,f232,f233,f234")
|
|
27
|
+
|
|
28
|
+
|
|
29
|
+
def get_kzz_count(pn, proxies, page_size, time_out):
|
|
30
|
+
current_timestamp = str(int(round(time.time() * 1000, 0)))
|
|
31
|
+
url = "https://push2.eastmoney.com/api/qt/clist/get"
|
|
32
|
+
|
|
33
|
+
params = {
|
|
34
|
+
"cb": "jQuery34103608466964799838_" + current_timestamp,
|
|
35
|
+
"pn": str(pn),
|
|
36
|
+
"np": 3,
|
|
37
|
+
"ut": "8a086bfc3570bdde64a6a1c585cccb35",
|
|
38
|
+
"fltt": 1,
|
|
39
|
+
"invt": 1,
|
|
40
|
+
"fs": "m:0+e:11,m:1+e:11,m:1+e:11+s:4194304,m:0+e:11+s:8388608",
|
|
41
|
+
"dpt": "zqsc.zpg",
|
|
42
|
+
"fields": fields,
|
|
43
|
+
"wbp2u": "|0|0|0|wap",
|
|
44
|
+
"fid": "f12",
|
|
45
|
+
"po": 1,
|
|
46
|
+
"pz": str(page_size),
|
|
47
|
+
"_": current_timestamp
|
|
48
|
+
}
|
|
49
|
+
try:
|
|
50
|
+
if proxies is None:
|
|
51
|
+
r = requests.get(url, params, timeout=time_out)
|
|
52
|
+
else:
|
|
53
|
+
r = requests.get(url, params, proxies=proxies, timeout=time_out)
|
|
54
|
+
data_text = r.text
|
|
55
|
+
|
|
56
|
+
begin_index_total = data_text.index('"total":')
|
|
57
|
+
|
|
58
|
+
end_index_total = data_text.index('"diff"')
|
|
59
|
+
max_number = int(data_text[begin_index_total + 8:end_index_total - 1])
|
|
60
|
+
return max_number
|
|
61
|
+
|
|
62
|
+
|
|
63
|
+
except Exception as e:
|
|
64
|
+
logger.error("获取可转债列表,实时行情异常:{}", e)
|
|
65
|
+
return 0
|
|
27
66
|
|
|
28
|
-
# 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" \
|
|
29
|
-
# ",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" \
|
|
30
|
-
# ",f209,f210,f211,f212,f213,f214,f215,f216,f217,f218,f219,f220,f221,f222,f223,f224,f225,f226,f227,f228,f229,f230,f231,f232,f233,f234,f235,f236,f237,f238,f239,f240,f241,f242,f243,f244,f245,f246,f247,f248,f249,f250,f251,f252,f253,f254,f255,f256,f257,f258,f259,f260,f261,f262,f263,f264,f265,f266,f267,f268,f269,f270,f271,f272,f273,f274,f275,f276,f277,f278,f279,f280,f281,f282,f283,f284,f285,f286,f287,f288,f289,f290,f291,f292,f293,f294,f295,f296,f297,f298,f299,f300" \
|
|
31
|
-
# ",f309,f310,f312,f313,f314,f315,f316,f317,f318,f319,f320,f321,f322,f323,f324,f325,f326,f327,f328,f329,f330,f331,f332,f333,f334,f335,f336,f337,f338,f339,f340,f341,f342,f343,f344,f345,f346,f347,f348,f349,f350,f351,f352,f353,f354,f355,f356,f357,f358,f359,f360,f361,f362,f363,f364,f365,f366,f367,f368,f369,f370,f371,f372,f373,f374,f375,f376,f377,f378,f379,f380,f381,f382,f383,f384,f385,f386,f387,f388,f389,f390,f391,f392,f393,f394,f395,f396,f397,f398,f399,f401"
|
|
32
|
-
#
|
|
33
67
|
|
|
34
68
|
#
|
|
35
69
|
# url = https://push2.eastmoney.com/api/qt/clist/get?cb=jQuery34103608466964799838_1718163189869&pn=1&np=1&ut
|
|
36
70
|
# =8a086bfc3570bdde64a6a1c585cccb35&fltt=1&invt=1&fs=m:0+e:11,m:1+e:11,m:1+e:11+s:4194304,
|
|
37
71
|
# m:0+e:11+s:8388608&dpt=zqsc.zpg&fields=f1,f2,f3,f4,f5,f6,f8,f10,f12,f13,f14,f18,f22,f152,
|
|
38
72
|
# f237&wbp2u=|0|0|0|wap&fid=f3&po=1&pz=2000&_=1718163189870
|
|
39
|
-
def get_debt_page_data(
|
|
73
|
+
def get_debt_page_data(pn, proxies, page_size, time_out) -> pd.DataFrame:
|
|
40
74
|
current_timestamp = str(int(round(time.time() * 1000, 0)))
|
|
41
75
|
url = "https://push2.eastmoney.com/api/qt/clist/get"
|
|
42
76
|
|
|
@@ -53,12 +87,27 @@ def get_debt_page_data(fields, pn) -> pd.DataFrame:
|
|
|
53
87
|
"wbp2u": "|0|0|0|wap",
|
|
54
88
|
"fid": "f12",
|
|
55
89
|
"po": 1,
|
|
56
|
-
"pz":
|
|
90
|
+
"pz": str(page_size),
|
|
57
91
|
"_": current_timestamp
|
|
58
92
|
}
|
|
59
93
|
try:
|
|
60
|
-
|
|
94
|
+
if proxies is None:
|
|
95
|
+
r = requests.get(url, params, timeout=time_out)
|
|
96
|
+
else:
|
|
97
|
+
r = requests.get(url, params, proxies=proxies, timeout=time_out)
|
|
61
98
|
data_text = r.text
|
|
99
|
+
|
|
100
|
+
if pn == 1:
|
|
101
|
+
try:
|
|
102
|
+
begin_index_total = data_text.index('"total":')
|
|
103
|
+
|
|
104
|
+
end_index_total = data_text.index('"diff"')
|
|
105
|
+
global max_number
|
|
106
|
+
max_number = int(data_text[begin_index_total + 8:end_index_total - 1])
|
|
107
|
+
except Exception as e:
|
|
108
|
+
logger.error(f"获取第{pn}页可转债列表异常: {e}")
|
|
109
|
+
return pd.DataFrame()
|
|
110
|
+
|
|
62
111
|
begin_index = data_text.index('[')
|
|
63
112
|
end_index = data_text.index(']')
|
|
64
113
|
data_json = data_text[begin_index:end_index + 1]
|
|
@@ -72,52 +121,6 @@ def get_debt_page_data(fields, pn) -> pd.DataFrame:
|
|
|
72
121
|
return pd.DataFrame()
|
|
73
122
|
|
|
74
123
|
|
|
75
|
-
def all_debt_ticker_data(fields) -> pd.DataFrame:
|
|
76
|
-
"""
|
|
77
|
-
使用多线程获取所有债券数据
|
|
78
|
-
"""
|
|
79
|
-
# 计算总页数,假设总共有1000条数据,每页200条
|
|
80
|
-
|
|
81
|
-
per_page = page_number
|
|
82
|
-
total_pages = (max_number + per_page - 1) // per_page # 向上取整
|
|
83
|
-
|
|
84
|
-
# 创建线程池
|
|
85
|
-
with ThreadPoolExecutor(max_workers=3) as executor:
|
|
86
|
-
# 提交任务,获取每页数据
|
|
87
|
-
futures = [executor.submit(get_debt_page_data, fields, pn)
|
|
88
|
-
for pn in range(1, total_pages + 1)]
|
|
89
|
-
|
|
90
|
-
# 收集结果
|
|
91
|
-
results = []
|
|
92
|
-
for future in futures:
|
|
93
|
-
result = future.result()
|
|
94
|
-
if not result.empty:
|
|
95
|
-
results.append(result)
|
|
96
|
-
|
|
97
|
-
# 合并所有页面的数据
|
|
98
|
-
if results:
|
|
99
|
-
return pd.concat(results, ignore_index=True)
|
|
100
|
-
else:
|
|
101
|
-
return pd.DataFrame()
|
|
102
|
-
|
|
103
|
-
|
|
104
|
-
def get_debt_real_time_quotes():
|
|
105
|
-
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,"
|
|
106
|
-
"f211,f212,f232,f233,f234")
|
|
107
|
-
# 获取第一页数据
|
|
108
|
-
page_one_df = get_debt_page_data(fields, 1)
|
|
109
|
-
# 数据接口正常返回5600以上的数量
|
|
110
|
-
if page_one_df.shape[0] > min_number:
|
|
111
|
-
page_one_df = rename_real_time_quotes_df(page_one_df)
|
|
112
|
-
page_one_df.drop_duplicates('symbol', keep='last', inplace=True)
|
|
113
|
-
return page_one_df
|
|
114
|
-
else:
|
|
115
|
-
page_df = all_debt_ticker_data(fields)
|
|
116
|
-
page_df = rename_real_time_quotes_df(page_df)
|
|
117
|
-
page_df.drop_duplicates('symbol', keep='last', inplace=True)
|
|
118
|
-
return page_df
|
|
119
|
-
|
|
120
|
-
|
|
121
124
|
def rename_real_time_quotes_df(temp_df):
|
|
122
125
|
temp_df = temp_df.rename(columns={
|
|
123
126
|
"f2": "now_price",
|
|
@@ -283,9 +286,91 @@ def get_kzz_bond_info():
|
|
|
283
286
|
logger.error("获取可转债信息异常:{}", e)
|
|
284
287
|
|
|
285
288
|
|
|
289
|
+
def repeated_acquisition_ask_etf_async(time_out, max_number, num_threads, pages_per_thread):
|
|
290
|
+
per_page = page_number
|
|
291
|
+
total_pages = (max_number + per_page - 1) // per_page # 向上取整
|
|
292
|
+
result_df = pd.DataFrame()
|
|
293
|
+
|
|
294
|
+
# 创建线程锁以确保线程安全
|
|
295
|
+
df_lock = Lock()
|
|
296
|
+
|
|
297
|
+
# 计算每个线程处理的页数范围
|
|
298
|
+
def process_page_range(start_page, end_page, thread_id):
|
|
299
|
+
nonlocal result_df
|
|
300
|
+
local_df = pd.DataFrame()
|
|
301
|
+
current_page = start_page
|
|
302
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
303
|
+
|
|
304
|
+
while current_page <= end_page and current_page <= total_pages:
|
|
305
|
+
proxies = {"https": proxy_ip, "http": proxy_ip}
|
|
306
|
+
try:
|
|
307
|
+
page_df = get_debt_page_data(current_page, proxies, page_number, time_out)
|
|
308
|
+
if data_frame_util.is_not_empty(page_df):
|
|
309
|
+
local_df = pd.concat([local_df, page_df])
|
|
310
|
+
logger.info("线程{}获取页面数据成功: {}", thread_id, current_page)
|
|
311
|
+
current_page += 1
|
|
312
|
+
else:
|
|
313
|
+
time.sleep(0.2)
|
|
314
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
315
|
+
logger.info("线程{}获取页面数据失败: {}", thread_id, current_page)
|
|
316
|
+
except BaseException as e:
|
|
317
|
+
time.sleep(1)
|
|
318
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
319
|
+
logger.error("线程{}处理页面{}时发生错误: {}", thread_id, current_page, e)
|
|
320
|
+
|
|
321
|
+
with df_lock:
|
|
322
|
+
result_df = pd.concat([result_df, local_df])
|
|
323
|
+
return len(local_df)
|
|
324
|
+
|
|
325
|
+
# 计算每个线程的页面范围
|
|
326
|
+
page_ranges = []
|
|
327
|
+
for i in range(num_threads):
|
|
328
|
+
start_page = i * pages_per_thread + 1
|
|
329
|
+
end_page = (i + 1) * pages_per_thread
|
|
330
|
+
if start_page > total_pages:
|
|
331
|
+
break
|
|
332
|
+
page_ranges.append((start_page, end_page, i + 1))
|
|
333
|
+
|
|
334
|
+
# 使用线程池执行任务
|
|
335
|
+
with concurrent.futures.ThreadPoolExecutor(max_workers=num_threads) as executor:
|
|
336
|
+
# 提交所有任务
|
|
337
|
+
futures = [
|
|
338
|
+
executor.submit(process_page_range, start, end, tid)
|
|
339
|
+
for start, end, tid in page_ranges
|
|
340
|
+
]
|
|
341
|
+
|
|
342
|
+
# 等待所有任务完成并获取结果
|
|
343
|
+
results = []
|
|
344
|
+
for future in concurrent.futures.as_completed(futures):
|
|
345
|
+
try:
|
|
346
|
+
result = future.result()
|
|
347
|
+
results.append(result)
|
|
348
|
+
except Exception as e:
|
|
349
|
+
logger.error("线程执行出错: {}", e)
|
|
350
|
+
|
|
351
|
+
return rename_real_time_quotes_df(result_df)
|
|
352
|
+
|
|
353
|
+
|
|
354
|
+
def get_kzz_real_time_quotes(time_out, pages_per_thread):
|
|
355
|
+
try_numer = 3
|
|
356
|
+
while try_numer > 0:
|
|
357
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
358
|
+
proxies = {"https": proxy_ip,
|
|
359
|
+
"http": proxy_ip}
|
|
360
|
+
|
|
361
|
+
max_number = get_kzz_count(1, proxies, 20, time_out)
|
|
362
|
+
if max_number > 0:
|
|
363
|
+
break
|
|
364
|
+
try_numer = try_numer - 1
|
|
365
|
+
if max_number == 0:
|
|
366
|
+
return pd.DataFrame()
|
|
367
|
+
|
|
368
|
+
total_pages = (max_number + page_number - 1) // page_number # 向上取整
|
|
369
|
+
|
|
370
|
+
num_threads = int((total_pages / pages_per_thread) + 1)
|
|
371
|
+
return repeated_acquisition_ask_etf_async(time_out, max_number, num_threads, pages_per_thread)
|
|
372
|
+
|
|
373
|
+
|
|
286
374
|
if __name__ == '__main__':
|
|
287
|
-
|
|
288
|
-
print(
|
|
289
|
-
while True:
|
|
290
|
-
df = get_debt_real_time_quotes()
|
|
291
|
-
logger.info(df)
|
|
375
|
+
test_df = get_kzz_real_time_quotes(30, 6)
|
|
376
|
+
print(test_df)
|
|
@@ -6,22 +6,22 @@ end = file_path.index('mns') + 16
|
|
|
6
6
|
project_path = file_path[0:end]
|
|
7
7
|
sys.path.append(project_path)
|
|
8
8
|
|
|
9
|
-
from concurrent.futures import ThreadPoolExecutor
|
|
10
9
|
import pandas as pd
|
|
11
10
|
from loguru import logger
|
|
12
11
|
import requests
|
|
13
12
|
import time
|
|
14
13
|
import numpy as np
|
|
14
|
+
import mns_common.component.proxies.proxy_common_api as proxy_common_api
|
|
15
|
+
import concurrent.futures
|
|
16
|
+
from concurrent.futures import ThreadPoolExecutor
|
|
17
|
+
from threading import Lock
|
|
18
|
+
import mns_common.utils.data_frame_util as data_frame_util
|
|
15
19
|
|
|
16
|
-
# 最大返回条数
|
|
17
|
-
max_number = 1200
|
|
18
|
-
# 最小返回条数
|
|
19
|
-
min_number = 1000
|
|
20
20
|
# 分页条数
|
|
21
21
|
page_number = 100
|
|
22
22
|
|
|
23
23
|
|
|
24
|
-
def
|
|
24
|
+
def get_etf_count(pn, proxies, page_size, time_out):
|
|
25
25
|
"""
|
|
26
26
|
东方财富-ETF 实时行情
|
|
27
27
|
https://quote.eastmoney.com/center/gridlist.html#fund_etf
|
|
@@ -32,7 +32,7 @@ def get_fund_etf_page_df(pn) -> pd.DataFrame:
|
|
|
32
32
|
url = "https://88.push2.eastmoney.com/api/qt/clist/get"
|
|
33
33
|
params = {
|
|
34
34
|
"pn": str(pn),
|
|
35
|
-
"pz":
|
|
35
|
+
"pz": str(page_size),
|
|
36
36
|
"po": "1",
|
|
37
37
|
"np": "3",
|
|
38
38
|
"ut": "bd1d9ddb04089700cf9c27f6f7426281",
|
|
@@ -52,8 +52,62 @@ def get_fund_etf_page_df(pn) -> pd.DataFrame:
|
|
|
52
52
|
"_": str(current_timestamp),
|
|
53
53
|
}
|
|
54
54
|
try:
|
|
55
|
-
|
|
55
|
+
if proxies is None:
|
|
56
|
+
r = requests.get(url, params, timeout=time_out)
|
|
57
|
+
else:
|
|
58
|
+
r = requests.get(url, params, proxies=proxies, timeout=time_out)
|
|
56
59
|
data_json = r.json()
|
|
60
|
+
total_number = int(data_json['data']['total'])
|
|
61
|
+
return total_number
|
|
62
|
+
except Exception as e:
|
|
63
|
+
logger.error("获取ETF列表,实时行情异常:{}", e)
|
|
64
|
+
return 0
|
|
65
|
+
|
|
66
|
+
|
|
67
|
+
def get_fund_etf_page_df(pn, proxies, page_size, time_out) -> pd.DataFrame:
|
|
68
|
+
"""
|
|
69
|
+
东方财富-ETF 实时行情
|
|
70
|
+
https://quote.eastmoney.com/center/gridlist.html#fund_etf
|
|
71
|
+
:return: ETF 实时行情
|
|
72
|
+
:rtype: pandas.DataFrame
|
|
73
|
+
"""
|
|
74
|
+
current_timestamp = str(int(round(time.time() * 1000, 0)))
|
|
75
|
+
url = "https://88.push2.eastmoney.com/api/qt/clist/get"
|
|
76
|
+
params = {
|
|
77
|
+
"pn": str(pn),
|
|
78
|
+
"pz": str(page_size),
|
|
79
|
+
"po": "1",
|
|
80
|
+
"np": "3",
|
|
81
|
+
"ut": "bd1d9ddb04089700cf9c27f6f7426281",
|
|
82
|
+
"fltt": "2",
|
|
83
|
+
"invt": "2",
|
|
84
|
+
"wbp2u": "|0|0|0|web",
|
|
85
|
+
"fid": "f12",
|
|
86
|
+
"fs": "b:MK0021,b:MK0022,b:MK0023,b:MK0024",
|
|
87
|
+
"fields": (
|
|
88
|
+
"f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,"
|
|
89
|
+
"f12,f13,f14,f15,f16,f17,f18,f20,f21,"
|
|
90
|
+
"f23,f24,f25,f26,f22,f11,f30,f31,f32,f33,"
|
|
91
|
+
"f34,f35,f38,f62,f63,f64,f65,f66,f69,"
|
|
92
|
+
"f72,f75,f78,f81,f84,f87,f115,f124,f128,"
|
|
93
|
+
"f136,f152,f184,f297,f402,f441"
|
|
94
|
+
),
|
|
95
|
+
"_": str(current_timestamp),
|
|
96
|
+
}
|
|
97
|
+
try:
|
|
98
|
+
if proxies is None:
|
|
99
|
+
r = requests.get(url, params, timeout=time_out)
|
|
100
|
+
else:
|
|
101
|
+
r = requests.get(url, params, proxies=proxies, timeout=time_out)
|
|
102
|
+
data_json = r.json()
|
|
103
|
+
if pn == 1:
|
|
104
|
+
try:
|
|
105
|
+
global max_number
|
|
106
|
+
max_number = int(data_json['data']['total'])
|
|
107
|
+
except Exception as e:
|
|
108
|
+
logger.error("获取第{}页ETF列表异常:{}", page_size, str(e))
|
|
109
|
+
return pd.DataFrame()
|
|
110
|
+
|
|
57
111
|
temp_df = pd.DataFrame(data_json["data"]["diff"])
|
|
58
112
|
temp_df.rename(
|
|
59
113
|
columns={
|
|
@@ -210,7 +264,7 @@ def get_fund_etf_page_df(pn) -> pd.DataFrame:
|
|
|
210
264
|
return pd.DataFrame()
|
|
211
265
|
|
|
212
266
|
|
|
213
|
-
def thread_pool_executor():
|
|
267
|
+
def thread_pool_executor(proxies):
|
|
214
268
|
"""
|
|
215
269
|
使用多线程获取所有ETF数据
|
|
216
270
|
"""
|
|
@@ -222,7 +276,7 @@ def thread_pool_executor():
|
|
|
222
276
|
# 创建线程池
|
|
223
277
|
with ThreadPoolExecutor(max_workers=3) as executor:
|
|
224
278
|
# 提交任务,获取每页数据
|
|
225
|
-
futures = [executor.submit(get_fund_etf_page_df, pn)
|
|
279
|
+
futures = [executor.submit(get_fund_etf_page_df, pn, proxies)
|
|
226
280
|
for pn in range(1, total_pages + 1)]
|
|
227
281
|
|
|
228
282
|
# 收集结果
|
|
@@ -341,23 +395,91 @@ def rename_etf(fund_etf_spot_em_df):
|
|
|
341
395
|
return fund_etf_spot_em_df
|
|
342
396
|
|
|
343
397
|
|
|
344
|
-
def
|
|
345
|
-
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
|
|
349
|
-
|
|
350
|
-
|
|
351
|
-
|
|
352
|
-
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
|
|
356
|
-
|
|
398
|
+
def repeated_acquisition_ask_etf_async(time_out, max_number, num_threads, pages_per_thread):
|
|
399
|
+
per_page = page_number
|
|
400
|
+
total_pages = (max_number + per_page - 1) // per_page # 向上取整
|
|
401
|
+
result_df = pd.DataFrame()
|
|
402
|
+
|
|
403
|
+
# 创建线程锁以确保线程安全
|
|
404
|
+
df_lock = Lock()
|
|
405
|
+
|
|
406
|
+
# 计算每个线程处理的页数范围
|
|
407
|
+
def process_page_range(start_page, end_page, thread_id):
|
|
408
|
+
nonlocal result_df
|
|
409
|
+
local_df = pd.DataFrame()
|
|
410
|
+
current_page = start_page
|
|
411
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
412
|
+
|
|
413
|
+
while current_page <= end_page and current_page <= total_pages:
|
|
414
|
+
proxies = {"https": proxy_ip, "http": proxy_ip}
|
|
415
|
+
try:
|
|
416
|
+
page_df = get_fund_etf_page_df(current_page, proxies, page_number, time_out)
|
|
417
|
+
if data_frame_util.is_not_empty(page_df):
|
|
418
|
+
local_df = pd.concat([local_df, page_df])
|
|
419
|
+
logger.info("线程{}获取页面数据成功: {}", thread_id, current_page)
|
|
420
|
+
current_page += 1
|
|
421
|
+
else:
|
|
422
|
+
time.sleep(0.2)
|
|
423
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
424
|
+
logger.info("线程{}获取页面数据失败: {}", thread_id, current_page)
|
|
425
|
+
except BaseException as e:
|
|
426
|
+
time.sleep(1)
|
|
427
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
428
|
+
logger.error("线程{}处理页面{}时发生错误: {}", thread_id, current_page, e)
|
|
429
|
+
|
|
430
|
+
with df_lock:
|
|
431
|
+
result_df = pd.concat([result_df, local_df])
|
|
432
|
+
return len(local_df)
|
|
433
|
+
|
|
434
|
+
# 计算每个线程的页面范围
|
|
435
|
+
page_ranges = []
|
|
436
|
+
for i in range(num_threads):
|
|
437
|
+
start_page = i * pages_per_thread + 1
|
|
438
|
+
end_page = (i + 1) * pages_per_thread
|
|
439
|
+
if start_page > total_pages:
|
|
440
|
+
break
|
|
441
|
+
page_ranges.append((start_page, end_page, i + 1))
|
|
442
|
+
|
|
443
|
+
# 使用线程池执行任务
|
|
444
|
+
with concurrent.futures.ThreadPoolExecutor(max_workers=num_threads) as executor:
|
|
445
|
+
# 提交所有任务
|
|
446
|
+
futures = [
|
|
447
|
+
executor.submit(process_page_range, start, end, tid)
|
|
448
|
+
for start, end, tid in page_ranges
|
|
449
|
+
]
|
|
450
|
+
|
|
451
|
+
# 等待所有任务完成并获取结果
|
|
452
|
+
results = []
|
|
453
|
+
for future in concurrent.futures.as_completed(futures):
|
|
454
|
+
try:
|
|
455
|
+
result = future.result()
|
|
456
|
+
results.append(result)
|
|
457
|
+
except Exception as e:
|
|
458
|
+
logger.error("线程执行出错: {}", e)
|
|
459
|
+
|
|
460
|
+
return rename_etf(result_df)
|
|
461
|
+
|
|
462
|
+
|
|
463
|
+
def get_etf_real_time_quotes(time_out, pages_per_thread):
|
|
464
|
+
try_numer = 3
|
|
465
|
+
while try_numer > 0:
|
|
466
|
+
proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
|
|
467
|
+
proxies = {"https": proxy_ip,
|
|
468
|
+
"http": proxy_ip}
|
|
469
|
+
|
|
470
|
+
max_number = get_etf_count(1, proxies, 20, time_out)
|
|
471
|
+
if max_number > 0:
|
|
472
|
+
break
|
|
473
|
+
try_numer = try_numer - 1
|
|
474
|
+
if max_number == 0:
|
|
475
|
+
return pd.DataFrame()
|
|
476
|
+
|
|
477
|
+
total_pages = (max_number + page_number - 1) // page_number # 向上取整
|
|
478
|
+
|
|
479
|
+
num_threads = int((total_pages / pages_per_thread) + 1)
|
|
480
|
+
return repeated_acquisition_ask_etf_async(time_out, max_number, num_threads, pages_per_thread)
|
|
357
481
|
|
|
358
482
|
|
|
359
483
|
if __name__ == '__main__':
|
|
360
|
-
|
|
361
|
-
|
|
362
|
-
fund_etf_df = fund_etf_df.fillna(0)
|
|
363
|
-
print(fund_etf_df)
|
|
484
|
+
test_df = get_etf_real_time_quotes(30, 6)
|
|
485
|
+
print(test_df)
|