mns-common 1.3.3.5__py3-none-any.whl → 1.5.7.2__py3-none-any.whl

mns_common/api/em/real_time/east_money_stock_common_api.py

@@ -0,0 +1,174 @@
+import pandas as pd
+import mns_common.utils.data_frame_util as data_frame_util
+import requests
+from loguru import logger
+import datetime
+
+fs = "m:0 t:6,m:0 t:80,m:1 t:2,m:1 t:23,m:0 t:81 s:2048"
+fields = ("f2,f3,f5,f6,f8,"
+          "f9,f10,f22,f12,f13,"
+          "f14,f15,f16,f17,f18,"
+          "f20,f21,f23,f26,f33,"
+          "f34,f35,f37,f38,f39,"
+          "f62,f64,f65,f67,f68,"
+          "f66,f69,f70,f71,f72,"
+          "f76,f77,f78,f82,f83,"
+          "f84,f102,f184,f100,f103,"
+          "f352,f191,f193,f24,f25")
+
+
+# 获取所有股票实时行情数据    f33,委比
+def rename_real_time_quotes_df(temp_df):
+    temp_df = temp_df.rename(columns={
+        "f2": "now_price",
+        "f3": "chg",
+        "f5": "volume",
+        "f6": "amount",
+        "f8": "exchange",
+        "f10": "quantity_ratio",
+        "f22": "up_speed",
+        "f11": "up_speed_05",
+        "f12": "symbol",
+        "f14": "name",
+        "f15": "high",
+        "f16": "low",
+        "f17": "open",
+        "f18": "yesterday_price",
+        "f20": "total_mv",
+        "f21": "flow_mv",
+        "f26": "list_date",
+        "f33": "wei_bi",
+        "f34": "outer_disk",
+        "f35": "inner_disk",
+        "f62": "today_main_net_inflow",
+        "f66": "super_large_order_net_inflow",
+        "f69": "super_large_order_net_inflow_ratio",
+        "f72": "large_order_net_inflow",
+        # "f78": "medium_order_net_inflow",
+        # "f84": "small_order_net_inflow",
+        "f100": "industry",
+        # "f103": "concept",
+        "f184": "today_main_net_inflow_ratio",
+        "f352": "average_price",
+        "f211": "buy_1_num",
+        "f212": "sell_1_num"
+    })
+    if data_frame_util.is_empty(temp_df):
+        return pd.DataFrame()
+    else:
+        temp_df.loc[temp_df['buy_1_num'] == '-', 'buy_1_num'] = 0
+        temp_df.loc[temp_df['sell_1_num'] == '-', 'sell_1_num'] = 0
+        temp_df.loc[temp_df['up_speed_05'] == '-', 'up_speed_05'] = 0
+        temp_df.loc[temp_df['up_speed'] == '-', 'up_speed'] = 0
+        temp_df.loc[temp_df['average_price'] == '-', 'average_price'] = 0
+        temp_df.loc[temp_df['wei_bi'] == '-', 'wei_bi'] = 0
+        temp_df.loc[temp_df['yesterday_price'] == '-', 'yesterday_price'] = 0
+        temp_df.loc[temp_df['now_price'] == '-', 'now_price'] = 0
+        temp_df.loc[temp_df['chg'] == '-', 'chg'] = 0
+        temp_df.loc[temp_df['volume'] == '-', 'volume'] = 0
+        temp_df.loc[temp_df['amount'] == '-', 'amount'] = 0
+        temp_df.loc[temp_df['exchange'] == '-', 'exchange'] = 0
+        temp_df.loc[temp_df['quantity_ratio'] == '-', 'quantity_ratio'] = 0
+        temp_df.loc[temp_df['high'] == '-', 'high'] = 0
+        temp_df.loc[temp_df['low'] == '-', 'low'] = 0
+        temp_df.loc[temp_df['open'] == '-', 'open'] = 0
+        temp_df.loc[temp_df['total_mv'] == '-', 'total_mv'] = 0
+        temp_df.loc[temp_df['flow_mv'] == '-', 'flow_mv'] = 0
+        temp_df.loc[temp_df['inner_disk'] == '-', 'inner_disk'] = 0
+        temp_df.loc[temp_df['outer_disk'] == '-', 'outer_disk'] = 0
+        temp_df.loc[temp_df['today_main_net_inflow_ratio'] == '-', 'today_main_net_inflow_ratio'] = 0
+        temp_df.loc[temp_df['today_main_net_inflow'] == '-', 'today_main_net_inflow'] = 0
+        temp_df.loc[temp_df['super_large_order_net_inflow'] == '-', 'super_large_order_net_inflow'] = 0
+        temp_df.loc[temp_df['super_large_order_net_inflow_ratio'] == '-', 'super_large_order_net_inflow_ratio'] = 0
+        temp_df.loc[temp_df['large_order_net_inflow'] == '-', 'large_order_net_inflow'] = 0
+        # temp_df.loc[temp_df['medium_order_net_inflow'] == '-', 'medium_order_net_inflow'] = 0
+        # temp_df.loc[temp_df['small_order_net_inflow'] == '-', 'small_order_net_inflow'] = 0
+
+        temp_df["list_date"] = pd.to_numeric(temp_df["list_date"], errors="coerce")
+        temp_df["wei_bi"] = pd.to_numeric(temp_df["wei_bi"], errors="coerce")
+        temp_df["average_price"] = pd.to_numeric(temp_df["average_price"], errors="coerce")
+        temp_df["yesterday_price"] = pd.to_numeric(temp_df["yesterday_price"], errors="coerce")
+        temp_df["now_price"] = pd.to_numeric(temp_df["now_price"], errors="coerce")
+        temp_df["chg"] = pd.to_numeric(temp_df["chg"], errors="coerce")
+        temp_df["volume"] = pd.to_numeric(temp_df["volume"], errors="coerce")
+        temp_df["amount"] = pd.to_numeric(temp_df["amount"], errors="coerce")
+        temp_df["exchange"] = pd.to_numeric(temp_df["exchange"], errors="coerce")
+        temp_df["quantity_ratio"] = pd.to_numeric(temp_df["quantity_ratio"], errors="coerce")
+        temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+        temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+        temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+        temp_df["total_mv"] = pd.to_numeric(temp_df["total_mv"], errors="coerce")
+        temp_df["flow_mv"] = pd.to_numeric(temp_df["flow_mv"], errors="coerce")
+        temp_df["outer_disk"] = pd.to_numeric(temp_df["outer_disk"], errors="coerce")
+        temp_df["inner_disk"] = pd.to_numeric(temp_df["inner_disk"], errors="coerce")
+        temp_df["today_main_net_inflow"] = pd.to_numeric(temp_df["today_main_net_inflow"], errors="coerce")
+        temp_df["super_large_order_net_inflow"] = pd.to_numeric(temp_df["super_large_order_net_inflow"],
+                                                                errors="coerce")
+        temp_df["super_large_order_net_inflow_ratio"] = pd.to_numeric(temp_df["super_large_order_net_inflow_ratio"],
+                                                                      errors="coerce")
+        temp_df["large_order_net_inflow"] = pd.to_numeric(temp_df["large_order_net_inflow"],
+                                                          errors="coerce")
+        # temp_df["medium_order_net_inflow"] = pd.to_numeric(temp_df["medium_order_net_inflow"],
+        #                                                    errors="coerce")
+        # temp_df["small_order_net_inflow"] = pd.to_numeric(temp_df["small_order_net_inflow"], errors="coerce")
+
+        # 大单比例
+        temp_df['large_order_net_inflow_ratio'] = round((temp_df['large_order_net_inflow'] / temp_df['amount']) * 100,
+                                                        2)
+
+        # 外盘是内盘倍数
+        temp_df['disk_ratio'] = round((temp_df['outer_disk'] - temp_df['inner_disk']) / temp_df['inner_disk'], 2)
+        # 只有外盘没有内盘
+        temp_df.loc[temp_df["inner_disk"] == 0, ['disk_ratio']] = 1688
+        temp_df = temp_df.sort_values(by=['chg'], ascending=False)
+        return temp_df
+
+
+def get_stocks_num(pn, proxies, page_number, time_out):
+    """
+    获取单页股票数据
+    """
+    # 获取当前日期和时间
+    current_time = datetime.datetime.now()
+
+    # 将当前时间转换为时间戳（以毫秒为单位）
+    current_timestamp_ms = int(current_time.timestamp() * 1000)
+
+    url = "https://13.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "cb": "jQuery1124046660442520420653_" + str(current_timestamp_ms),
+        "pn": str(pn),
+        "pz": str(page_number),  # 每页最大200条
+        "po": "1",
+        "np": "3",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "invt": "2",
+        "wbp2u": "|0|0|0|web",
+        "fid": "f3",
+        "fs": fs,
+        "fields": fields,
+        "_": current_timestamp_ms
+    }
+    try:
+        if proxies is None:
+            r = requests.get(url, params, timeout=time_out)
+        else:
+            r = requests.get(url, params, proxies=proxies, timeout=time_out)
+        data_text = r.text
+
+        begin_index_total = data_text.index('"total":')
+        end_index_total = data_text.index('"diff"')
+        return int(data_text[begin_index_total + 8:end_index_total - 1])
+
+    except Exception as e:
+        logger.error("获取股票数量异常:{}", str(e))
+        return 0
+
+
+import mns_common.component.proxies.proxy_common_api as proxy_common_api
+
+if __name__ == '__main__':
+    proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
+    proxies = {"https": proxy_ip}
+    get_stocks_num(1, proxies, 100, 30)

mns_common/api/em/real_time/east_money_stock_hk_api.py

@@ -0,0 +1,288 @@
+import os
+import sys
+
+file_path = os.path.abspath(__file__)
+end = file_path.index('mns') + 16
+project_path = file_path[0:end]
+sys.path.append(project_path)
+import pandas as pd
+from loguru import logger
+import requests
+import time
+import mns_common.component.proxies.proxy_common_api as proxy_common_api
+from concurrent.futures import ThreadPoolExecutor
+import json
+import mns_common.component.cookie.cookie_info_service as cookie_info_service
+
+# 分页条数
+page_number = 100
+
+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,f103,f383")
+
+
+def get_hk_stock_count(pn, proxies, page_size, cookie, time_out):
+    try:
+        headers = {
+            'Cookie': cookie
+        }
+        current_timestamp = str(int(round(time.time() * 1000, 0)))
+
+        url_new = ('https://push2.eastmoney.com/api/qt/clist/get?cb=jQuery371026074131356896413_' + str(
+            current_timestamp) +
+                   '&np=1'
+                   '&fltt=1'
+                   '&invt=2'
+                   '&fs=m:128+t:3,m:128+t:4,m:128+t:1,m:128+t:2'
+                   '&fields=' + fields +
+                   '&fid=f12'
+                   '&pn=' + str(pn) +
+                   '&pz=' + str(page_size) +
+                   '&po=1'
+                    '&dect=1'
+                   '&ut=fa5fd1943c7b386f172d6893dbfba10b'
+                   '&wbp2u=4253366368931142|0|1|0|web'
+                   '&_' + str(current_timestamp))
+
+        if proxies is None:
+            r = requests.get(url_new, headers=headers, timeout=time_out)
+        else:
+            r = requests.get(url_new, headers=headers, proxies=proxies, timeout=time_out)
+        result = r.content.decode("utf-8")
+        begin_index_total = result.index('"total":')
+        end_index_total = result.index('"diff"')
+        return int(result[begin_index_total + 8:end_index_total - 1])
+    except Exception as e:
+        logger.error("获取港股股票列表,实时行情异常:{}", e)
+        return 0
+
+
+def get_hk_real_time_quotes_page_df(pn, proxies, page_size, cookie, time_out):
+    try:
+        headers = {
+            'Cookie': cookie
+        }
+        current_timestamp = str(int(round(time.time() * 1000, 0)))
+        url_new = ('https://61.push2.eastmoney.com/api/qt/clist/get?cb=jQuery112409497467688484127_' + str(
+            current_timestamp) +
+                   '&pn=' + str(pn) +
+                   '&pz=' + str(page_size) +
+                   '&po=1'
+                   '&np=3'
+                   '&ut=bd1d9ddb04089700cf9c27f6f7426281'
+                   '&fltt=2'
+                   '&invt=2'
+                   '&wbp2u=4253366368931142|0|1|0|web'
+                   '&fid=f12'
+                   '&fs=m:116+t:3,m:116+t:4,m:116+t:1,m:116+t:2'
+                   '&fields=' + fields +
+                   '&_=' + str(current_timestamp))
+
+        if proxies is None:
+            r = requests.get(url_new, headers=headers, timeout=time_out)
+        else:
+            r = requests.get(url_new, headers=headers, proxies=proxies, timeout=time_out)
+        result = r.content.decode("utf-8")
+        startIndex = result.index('"diff"')
+        endIndex = result.index('}]}')
+        result = result[startIndex + 7:endIndex + 2]
+        data_json = json.loads(result)
+        temp_df = pd.DataFrame(data_json)
+        return temp_df
+    except Exception as e:
+        logger.error("获取港股列表,实时行情异常:{}", e)
+        return pd.DataFrame()
+
+
+# 改名
+def rename_hk_field(temp_df):
+    temp_df = temp_df.rename(columns={
+        "f12": "symbol",
+        "f14": "name",
+        "f3": "chg",
+        "f2": "now_price",
+        "f5": "volume",
+        "f6": "amount",
+        "f8": "exchange",
+        "f10": "quantity_ratio",
+        "f22": "up_speed",
+        "f11": "up_speed_05",
+        "f15": "high",
+        "f16": "low",
+        "f17": "open",
+        "f18": "yesterday_price",
+        "f20": "total_mv",
+        "f21": "flow_mv",
+        "f26": "list_date",
+        "f33": "wei_bi",
+        "f34": "outer_disk",
+        "f35": "inner_disk",
+        "f62": "today_main_net_inflow",
+        "f66": "super_large_order_net_inflow",
+        "f69": "super_large_order_net_inflow_ratio",
+        "f72": "large_order_net_inflow",
+        # "f78": "medium_order_net_inflow",
+        # "f84": "small_order_net_inflow",
+        "f100": "industry",
+        "f103": "concept_name_str",
+        "f383": "concept_code_str",
+        "f184": "today_main_net_inflow_ratio",
+        "f352": "average_price",
+        "f211": "buy_1_num",
+        "f212": "sell_1_num"
+    })
+    temp_df.loc[temp_df['buy_1_num'] == '-', 'buy_1_num'] = 0
+    temp_df.loc[temp_df['sell_1_num'] == '-', 'sell_1_num'] = 0
+    temp_df.loc[temp_df['up_speed_05'] == '-', 'up_speed_05'] = 0
+    temp_df.loc[temp_df['up_speed'] == '-', 'up_speed'] = 0
+    temp_df.loc[temp_df['average_price'] == '-', 'average_price'] = 0
+    temp_df.loc[temp_df['wei_bi'] == '-', 'wei_bi'] = 0
+    temp_df.loc[temp_df['yesterday_price'] == '-', 'yesterday_price'] = 0
+    temp_df.loc[temp_df['now_price'] == '-', 'now_price'] = 0
+    temp_df.loc[temp_df['chg'] == '-', 'chg'] = 0
+    temp_df.loc[temp_df['volume'] == '-', 'volume'] = 0
+    temp_df.loc[temp_df['amount'] == '-', 'amount'] = 0
+    temp_df.loc[temp_df['exchange'] == '-', 'exchange'] = 0
+    temp_df.loc[temp_df['quantity_ratio'] == '-', 'quantity_ratio'] = 0
+    temp_df.loc[temp_df['high'] == '-', 'high'] = 0
+    temp_df.loc[temp_df['low'] == '-', 'low'] = 0
+    temp_df.loc[temp_df['open'] == '-', 'open'] = 0
+    temp_df.loc[temp_df['total_mv'] == '-', 'total_mv'] = 0
+    temp_df.loc[temp_df['flow_mv'] == '-', 'flow_mv'] = 0
+    temp_df.loc[temp_df['inner_disk'] == '-', 'inner_disk'] = 0
+    temp_df.loc[temp_df['outer_disk'] == '-', 'outer_disk'] = 0
+    temp_df.loc[temp_df['today_main_net_inflow_ratio'] == '-', 'today_main_net_inflow_ratio'] = 0
+    temp_df.loc[temp_df['today_main_net_inflow'] == '-', 'today_main_net_inflow'] = 0
+    temp_df.loc[temp_df['super_large_order_net_inflow'] == '-', 'super_large_order_net_inflow'] = 0
+    temp_df.loc[temp_df['super_large_order_net_inflow_ratio'] == '-', 'super_large_order_net_inflow_ratio'] = 0
+    temp_df.loc[temp_df['large_order_net_inflow'] == '-', 'large_order_net_inflow'] = 0
+    # temp_df.loc[temp_df['medium_order_net_inflow'] == '-', 'medium_order_net_inflow'] = 0
+    # temp_df.loc[temp_df['small_order_net_inflow'] == '-', 'small_order_net_inflow'] = 0
+
+    temp_df["list_date"] = pd.to_numeric(temp_df["list_date"], errors="coerce")
+    temp_df["wei_bi"] = pd.to_numeric(temp_df["wei_bi"], errors="coerce")
+    temp_df["average_price"] = pd.to_numeric(temp_df["average_price"], errors="coerce")
+    temp_df["yesterday_price"] = pd.to_numeric(temp_df["yesterday_price"], errors="coerce")
+    temp_df["now_price"] = pd.to_numeric(temp_df["now_price"], errors="coerce")
+    temp_df["chg"] = pd.to_numeric(temp_df["chg"], errors="coerce")
+    temp_df["volume"] = pd.to_numeric(temp_df["volume"], errors="coerce")
+    temp_df["amount"] = pd.to_numeric(temp_df["amount"], errors="coerce")
+    temp_df["exchange"] = pd.to_numeric(temp_df["exchange"], errors="coerce")
+    temp_df["quantity_ratio"] = pd.to_numeric(temp_df["quantity_ratio"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["total_mv"] = pd.to_numeric(temp_df["total_mv"], errors="coerce")
+    temp_df["flow_mv"] = pd.to_numeric(temp_df["flow_mv"], errors="coerce")
+    temp_df["outer_disk"] = pd.to_numeric(temp_df["outer_disk"], errors="coerce")
+    temp_df["inner_disk"] = pd.to_numeric(temp_df["inner_disk"], errors="coerce")
+    temp_df["today_main_net_inflow"] = pd.to_numeric(temp_df["today_main_net_inflow"], errors="coerce")
+    temp_df["super_large_order_net_inflow"] = pd.to_numeric(temp_df["super_large_order_net_inflow"],
+                                                            errors="coerce")
+    temp_df["super_large_order_net_inflow_ratio"] = pd.to_numeric(temp_df["super_large_order_net_inflow_ratio"],
+                                                                  errors="coerce")
+    temp_df["large_order_net_inflow"] = pd.to_numeric(temp_df["large_order_net_inflow"],
+                                                      errors="coerce")
+    # temp_df["medium_order_net_inflow"] = pd.to_numeric(temp_df["medium_order_net_inflow"],
+    #                                                    errors="coerce")
+    # temp_df["small_order_net_inflow"] = pd.to_numeric(temp_df["small_order_net_inflow"], errors="coerce")
+
+    # 大单比例
+    temp_df['large_order_net_inflow_ratio'] = round((temp_df['large_order_net_inflow'] / temp_df['amount']) * 100,
+                                                    2)
+
+    # 外盘是内盘倍数
+    temp_df['disk_ratio'] = round((temp_df['outer_disk'] - temp_df['inner_disk']) / temp_df['inner_disk'], 2)
+    # 只有外盘没有内盘
+    temp_df.loc[temp_df["inner_disk"] == 0, ['disk_ratio']] = 1688
+    temp_df['disk_diff_amount'] = round(
+        (temp_df['outer_disk'] - temp_df['inner_disk']) * temp_df[
+            "average_price"],
+        2)
+    return temp_df
+
+
+def all_hk_stock_ticker_data_new(initial_proxies, time_out, em_cookie, max_number) -> pd.DataFrame:
+    """
+    使用多线程获取所有股票数据，失败页面会使用新IP重试，最多使用10个IP
+    """
+    per_page = page_number
+    total_pages = (max_number + per_page - 1) // per_page  # 向上取整
+    all_pages = set(range(1, total_pages + 1))  # 所有需要获取的页码
+    success_pages = set()  # 成功获取的页码
+    results = []  # 存储成功获取的数据
+    used_ip_count = 1  # 已使用IP计数器（初始IP算第一个）
+    MAX_IP_LIMIT = 10  # IP使用上限
+
+    # 循环处理直到所有页面成功或达到IP上限
+    while (all_pages - success_pages) and (used_ip_count < MAX_IP_LIMIT):
+        # 获取当前需要处理的失败页码
+        current_failed_pages = all_pages - success_pages
+        if used_ip_count > 1:
+            logger.info("当前需要处理的失败页码: {}, 已使用IP数量: {}/{}", current_failed_pages, used_ip_count,
+                        MAX_IP_LIMIT)
+
+        # 首次使用初始代理，后续获取新代理
+        if len(success_pages) == 0:
+            proxies = initial_proxies
+        else:
+            # 每次重试前获取新代理并计数
+            # logger.info("获取新代理IP处理失败页面")
+            new_proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
+            proxies = {"https": new_proxy_ip}
+            # logger.info("新代理IP: {}, 已使用IP数量: {}/{}", new_proxy_ip, used_ip_count + 1, MAX_IP_LIMIT)
+            used_ip_count += 1  # 增加IP计数器
+
+        # 创建线程池处理当前失败的页码
+        with ThreadPoolExecutor(max_workers=10) as executor:
+            futures = {
+                executor.submit(get_hk_real_time_quotes_page_df, pn, proxies,
+                                per_page, em_cookie, time_out): pn
+                for pn in current_failed_pages
+            }
+
+            # 收集结果并记录成功页码
+            for future, pn in futures.items():
+                try:
+                    result = future.result()
+                    if not result.empty:
+                        results.append(result)
+                        success_pages.add(pn)
+                    # else:
+                    #     logger.warning("页码 {} 未返回有效数据", pn)
+                except Exception as e:
+                    continue
+                    # logger.error("页码 {} 处理异常: {}", pn, str(e))
+
+    # 检查是否达到IP上限
+    if used_ip_count >= MAX_IP_LIMIT and (all_pages - success_pages):
+        remaining_pages = all_pages - success_pages
+        logger.warning("已达到最大IP使用限制({}个)，剩余未获取页码: {}, 返回现有数据", MAX_IP_LIMIT, remaining_pages)
+
+    # 合并所有成功获取的数据
+    if results:
+        return pd.concat(results, ignore_index=True)
+    else:
+        return pd.DataFrame()
+
+
+def get_hk_real_time_quotes(time_out, em_cookie):
+    try_numer = 3
+    while try_numer > 0:
+        proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
+        initial_proxies = {"https": proxy_ip,
+                           "http": proxy_ip}
+
+        max_number = get_hk_stock_count(1, initial_proxies, 20, em_cookie, time_out)
+        if max_number > 0:
+            break
+        try_numer = try_numer - 1
+    if max_number == 0:
+        return pd.DataFrame()
+    all_hk_stock_ticker_data_new_df = all_hk_stock_ticker_data_new(initial_proxies, time_out, em_cookie, max_number)
+    return rename_hk_field(all_hk_stock_ticker_data_new_df)
+
+
+if __name__ == '__main__':
+    em_cookie_test = cookie_info_service.get_em_cookie()
+    get_hk_real_time_quotes(30, em_cookie_test)