mns-common 1.5.1.7__py3-none-any.whl → 1.5.1.8__py3-none-any.whl
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- {mns_common-1.5.1.7.dist-info → mns_common-1.5.1.8.dist-info}/METADATA +1 -1
- {mns_common-1.5.1.7.dist-info → mns_common-1.5.1.8.dist-info}/RECORD +4 -23
- mns_common/api/akshare/__init__.py +0 -7
- mns_common/api/akshare/k_line_api.py +0 -123
- mns_common/api/akshare/stock_bid_ask_api.py +0 -94
- mns_common/api/akshare/stock_dt_pool.py +0 -47
- mns_common/api/akshare/stock_zb_pool.py +0 -48
- mns_common/api/akshare/stock_zt_pool_api.py +0 -47
- mns_common/api/akshare/yjyg_sync_api.py +0 -98
- mns_common/api/em/concept/__init__.py +0 -7
- mns_common/api/em/concept/em_concept_index_api.py +0 -230
- mns_common/api/em/gd/__init__.py +0 -7
- mns_common/api/em/gd/east_money_stock_gdfx_free_top_10_api.py +0 -252
- mns_common/api/em/real_time/__init__.py +0 -7
- mns_common/api/em/real_time/east_money_debt_api.py +0 -306
- mns_common/api/em/real_time/east_money_etf_api.py +0 -374
- mns_common/api/em/real_time/east_money_stock_a_api.py +0 -303
- mns_common/api/em/real_time/east_money_stock_a_v2_api.py +0 -296
- mns_common/api/em/real_time/east_money_stock_hk_api.py +0 -337
- mns_common/api/em/real_time/east_money_stock_us_api.py +0 -234
- mns_common/api/em/real_time/real_time_quotes_repeat_api.py +0 -363
- {mns_common-1.5.1.7.dist-info → mns_common-1.5.1.8.dist-info}/WHEEL +0 -0
- {mns_common-1.5.1.7.dist-info → mns_common-1.5.1.8.dist-info}/top_level.txt +0 -0
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import sys
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import os
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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') + 14
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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 json
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import requests
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import time
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import akshare as ak
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import numpy as np
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# 最大返回条数
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max_number = 600
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# 最小返回条数
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min_number = 500
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# 分页条数
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page_number = 100
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# 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" \
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# ",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" \
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# ",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" \
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# ",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"
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#
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#
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# url = https://push2.eastmoney.com/api/qt/clist/get?cb=jQuery34103608466964799838_1718163189869&pn=1&np=1&ut
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# =8a086bfc3570bdde64a6a1c585cccb35&fltt=1&invt=1&fs=m:0+e:11,m:1+e:11,m:1+e:11+s:4194304,
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# m:0+e:11+s:8388608&dpt=zqsc.zpg&fields=f1,f2,f3,f4,f5,f6,f8,f10,f12,f13,f14,f18,f22,f152,
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# f237&wbp2u=|0|0|0|wap&fid=f3&po=1&pz=2000&_=1718163189870
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def get_debt_page_data(fields, pn, proxies) -> pd.DataFrame:
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current_timestamp = str(int(round(time.time() * 1000, 0)))
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url = "https://push2.eastmoney.com/api/qt/clist/get"
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params = {
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"cb": "jQuery34103608466964799838_" + current_timestamp,
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"pn": str(pn),
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"np": 3,
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"ut": "8a086bfc3570bdde64a6a1c585cccb35",
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"fltt": 1,
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"invt": 1,
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"fs": "m:0+e:11,m:1+e:11,m:1+e:11+s:4194304,m:0+e:11+s:8388608",
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"dpt": "zqsc.zpg",
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"fields": fields,
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"wbp2u": "|0|0|0|wap",
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"fid": "f12",
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"po": 1,
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"pz": 2000,
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"_": current_timestamp
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}
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try:
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if proxies is None:
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r = requests.get(url, params)
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else:
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r = requests.get(url, params, proxies=proxies)
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data_text = r.text
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if pn == 1:
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try:
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begin_index_total = data_text.index('"total":')
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end_index_total = data_text.index('"diff"')
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global max_number
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max_number = int(data_text[begin_index_total + 8:end_index_total - 1])
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except Exception as e:
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logger.error(f"获取第{pn}页可转债列表异常: {e}")
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return pd.DataFrame()
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begin_index = data_text.index('[')
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end_index = data_text.index(']')
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data_json = data_text[begin_index:end_index + 1]
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data_json = json.loads(data_json)
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if data_json is None:
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return pd.DataFrame()
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else:
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return pd.DataFrame(data_json)
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except Exception as e:
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logger.error("获取可转债列表,实时行情异常:{}", e)
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return pd.DataFrame()
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def all_debt_ticker_data(fields, proxies) -> pd.DataFrame:
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"""
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使用多线程获取所有债券数据
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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(get_debt_page_data, fields, pn, proxies)
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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_debt_real_time_quotes(proxies):
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fields = ("f352,f2,f3,f5,f6,f8,f10,f11,f22,f12,f14,f15,f16,f17,f18,f20,f21,f26,f33,f34,f35,f62,f66,f69,f72,f184,"
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"f211,f212,f232,f233,f234")
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# 获取第一页数据
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page_one_df = get_debt_page_data(fields, 1, proxies)
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# 数据接口正常返回5600以上的数量
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if page_one_df.shape[0] > min_number:
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page_one_df = rename_real_time_quotes_df(page_one_df)
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page_one_df.drop_duplicates('symbol', keep='last', inplace=True)
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return page_one_df
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else:
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page_df = all_debt_ticker_data(fields, proxies)
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page_df = rename_real_time_quotes_df(page_df)
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page_df.drop_duplicates('symbol', keep='last', inplace=True)
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return page_df
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def rename_real_time_quotes_df(temp_df):
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temp_df = temp_df.rename(columns={
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"f2": "now_price",
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"f3": "chg",
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"f5": "volume",
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"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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"f12": "symbol",
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"f14": "name",
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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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# "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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"f232": "stock_symbol",
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"f234": "stock_name",
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"f233": "market"
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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["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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# 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, 2)
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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['now_price'] = round(temp_df['now_price'] / 1000, 3)
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temp_df['chg'] = round(temp_df['chg'] / 100, 2)
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temp_df['exchange'] = round(temp_df['exchange'] / 100, 2)
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temp_df['quantity_ratio'] = round(temp_df['quantity_ratio'] / 100, 2)
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temp_df['up_speed'] = round(temp_df['up_speed'] / 100, 2)
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temp_df['up_speed_05'] = round(temp_df['up_speed_05'] / 100, 2)
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temp_df['high'] = round(temp_df['high'] / 1000, 2)
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temp_df['low'] = round(temp_df['low'] / 1000, 2)
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temp_df['open'] = round(temp_df['open'] / 1000, 2)
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temp_df['yesterday_price'] = round(temp_df['yesterday_price'] / 1000, 2)
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|
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temp_df['wei_bi'] = round(temp_df['wei_bi'] / 100, 2)
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|
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temp_df['super_large_order_net_inflow_ratio'] = round(temp_df['super_large_order_net_inflow_ratio'] / 100, 2)
|
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|
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temp_df['today_main_net_inflow_ratio'] = round(temp_df['today_main_net_inflow_ratio'] / 100, 2)
|
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|
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temp_df['average_price'] = round(temp_df['average_price'] / 1000, 2)
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|
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|
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temp_df.loc[:, 'reference_main_inflow'] = round(
|
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|
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(temp_df['flow_mv'] * (1 / 1000)), 2)
|
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|
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251
|
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temp_df.loc[:, 'main_inflow_multiple'] = round(
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(temp_df['today_main_net_inflow'] / temp_df['reference_main_inflow']), 2)
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|
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|
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temp_df.loc[:, 'super_main_inflow_multiple'] = round(
|
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|
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(temp_df['super_large_order_net_inflow'] / temp_df['reference_main_inflow']), 2)
|
|
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|
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temp_df['large_inflow_multiple'] = round(
|
|
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|
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(temp_df['large_order_net_inflow'] / temp_df['reference_main_inflow']), 2)
|
|
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|
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|
|
259
|
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# 债权是10
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|
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|
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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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|
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"average_price"] * 10,
|
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|
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2)
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|
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|
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temp_df['disk_diff_amount_exchange'] = round(
|
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|
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(temp_df['disk_diff_amount'] / temp_df['reference_main_inflow']), 2)
|
|
267
|
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temp_df.loc[:, 'sum_main_inflow_disk'] = temp_df['main_inflow_multiple'] + \
|
|
268
|
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temp_df['disk_diff_amount_exchange']
|
|
269
|
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temp_df.replace([np.inf, -np.inf], 0, inplace=True)
|
|
270
|
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temp_df = temp_df.fillna(0)
|
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|
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return temp_df
|
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|
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|
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274
|
-
# 可转债信息
|
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|
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def get_kzz_bond_info():
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|
276
|
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try:
|
|
277
|
-
bond_zh_cov_info_ths_df = ak.bond_zh_cov_info_ths()
|
|
278
|
-
bond_zh_cov_info_ths_df = bond_zh_cov_info_ths_df.rename(columns={
|
|
279
|
-
"债券代码": "symbol",
|
|
280
|
-
"债券简称": "name",
|
|
281
|
-
"申购日期": "apply_date",
|
|
282
|
-
"申购代码": "apply_code",
|
|
283
|
-
"原股东配售码": "config_code",
|
|
284
|
-
"每股获配额": "per_share_limit",
|
|
285
|
-
"计划发行量": "planned_circulation",
|
|
286
|
-
"实际发行量": "actual_circulation",
|
|
287
|
-
"中签公布日": "winning_date",
|
|
288
|
-
"中签号": "winning_number",
|
|
289
|
-
"上市日期": "list_date",
|
|
290
|
-
"正股代码": "stock_code",
|
|
291
|
-
"正股简称": "stock_name",
|
|
292
|
-
"转股价格": "conversion_price",
|
|
293
|
-
"到期时间": "due_date",
|
|
294
|
-
"中签率": "lot_winning_rate"
|
|
295
|
-
})
|
|
296
|
-
return bond_zh_cov_info_ths_df
|
|
297
|
-
except BaseException as e:
|
|
298
|
-
logger.error("获取可转债信息异常:{}", e)
|
|
299
|
-
|
|
300
|
-
|
|
301
|
-
if __name__ == '__main__':
|
|
302
|
-
info_df = get_kzz_bond_info()
|
|
303
|
-
print(info_df)
|
|
304
|
-
while True:
|
|
305
|
-
df = get_debt_real_time_quotes(None)
|
|
306
|
-
logger.info(df)
|
|
@@ -1,374 +0,0 @@
|
|
|
1
|
-
import sys
|
|
2
|
-
import os
|
|
3
|
-
|
|
4
|
-
file_path = os.path.abspath(__file__)
|
|
5
|
-
end = file_path.index('mns') + 16
|
|
6
|
-
project_path = file_path[0:end]
|
|
7
|
-
sys.path.append(project_path)
|
|
8
|
-
|
|
9
|
-
from concurrent.futures import ThreadPoolExecutor
|
|
10
|
-
import pandas as pd
|
|
11
|
-
from loguru import logger
|
|
12
|
-
import requests
|
|
13
|
-
import time
|
|
14
|
-
import numpy as np
|
|
15
|
-
|
|
16
|
-
# 最大返回条数
|
|
17
|
-
max_number = 1200
|
|
18
|
-
# 最小返回条数
|
|
19
|
-
min_number = 1000
|
|
20
|
-
# 分页条数
|
|
21
|
-
page_number = 100
|
|
22
|
-
|
|
23
|
-
|
|
24
|
-
def get_fund_etf_page_df(pn, proxies) -> pd.DataFrame:
|
|
25
|
-
"""
|
|
26
|
-
东方财富-ETF 实时行情
|
|
27
|
-
https://quote.eastmoney.com/center/gridlist.html#fund_etf
|
|
28
|
-
:return: ETF 实时行情
|
|
29
|
-
:rtype: pandas.DataFrame
|
|
30
|
-
"""
|
|
31
|
-
current_timestamp = str(int(round(time.time() * 1000, 0)))
|
|
32
|
-
url = "https://88.push2.eastmoney.com/api/qt/clist/get"
|
|
33
|
-
params = {
|
|
34
|
-
"pn": str(pn),
|
|
35
|
-
"pz": "5000",
|
|
36
|
-
"po": "1",
|
|
37
|
-
"np": "3",
|
|
38
|
-
"ut": "bd1d9ddb04089700cf9c27f6f7426281",
|
|
39
|
-
"fltt": "2",
|
|
40
|
-
"invt": "2",
|
|
41
|
-
"wbp2u": "|0|0|0|web",
|
|
42
|
-
"fid": "f12",
|
|
43
|
-
"fs": "b:MK0021,b:MK0022,b:MK0023,b:MK0024",
|
|
44
|
-
"fields": (
|
|
45
|
-
"f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,"
|
|
46
|
-
"f12,f13,f14,f15,f16,f17,f18,f20,f21,"
|
|
47
|
-
"f23,f24,f25,f26,f22,f11,f30,f31,f32,f33,"
|
|
48
|
-
"f34,f35,f38,f62,f63,f64,f65,f66,f69,"
|
|
49
|
-
"f72,f75,f78,f81,f84,f87,f115,f124,f128,"
|
|
50
|
-
"f136,f152,f184,f297,f402,f441"
|
|
51
|
-
),
|
|
52
|
-
"_": str(current_timestamp),
|
|
53
|
-
}
|
|
54
|
-
try:
|
|
55
|
-
if proxies is None:
|
|
56
|
-
r = requests.get(url, params)
|
|
57
|
-
else:
|
|
58
|
-
r = requests.get(url, params, proxies=proxies)
|
|
59
|
-
data_json = r.json()
|
|
60
|
-
if pn == 1:
|
|
61
|
-
try:
|
|
62
|
-
global max_number
|
|
63
|
-
max_number = int(data_json['data']['total'])
|
|
64
|
-
except Exception as e:
|
|
65
|
-
logger.error(f"获取第{pn}页ETF列表异常: {e}")
|
|
66
|
-
return pd.DataFrame()
|
|
67
|
-
|
|
68
|
-
temp_df = pd.DataFrame(data_json["data"]["diff"])
|
|
69
|
-
temp_df.rename(
|
|
70
|
-
columns={
|
|
71
|
-
"f26": "上市时间",
|
|
72
|
-
"f12": "代码",
|
|
73
|
-
"f14": "名称",
|
|
74
|
-
"f2": "最新价",
|
|
75
|
-
"f4": "涨跌额",
|
|
76
|
-
"f3": "涨跌幅",
|
|
77
|
-
"f5": "成交量",
|
|
78
|
-
"f6": "成交额",
|
|
79
|
-
"f7": "振幅",
|
|
80
|
-
"f17": "开盘价",
|
|
81
|
-
"f15": "最高价",
|
|
82
|
-
"f16": "最低价",
|
|
83
|
-
"f18": "昨收",
|
|
84
|
-
"f8": "换手率",
|
|
85
|
-
"f10": "量比",
|
|
86
|
-
"f30": "现手",
|
|
87
|
-
"f31": "买一",
|
|
88
|
-
"f32": "卖一",
|
|
89
|
-
"f33": "委比",
|
|
90
|
-
"f34": "外盘",
|
|
91
|
-
"f35": "内盘",
|
|
92
|
-
"f62": "主力净流入-净额",
|
|
93
|
-
"f184": "主力净流入-净占比",
|
|
94
|
-
"f66": "超大单净流入-净额",
|
|
95
|
-
"f69": "超大单净流入-净占比",
|
|
96
|
-
"f72": "大单净流入-净额",
|
|
97
|
-
"f75": "大单净流入-净占比",
|
|
98
|
-
"f78": "中单净流入-净额",
|
|
99
|
-
"f81": "中单净流入-净占比",
|
|
100
|
-
"f84": "小单净流入-净额",
|
|
101
|
-
"f87": "小单净流入-净占比",
|
|
102
|
-
"f38": "最新份额",
|
|
103
|
-
"f21": "流通市值",
|
|
104
|
-
"f20": "总市值",
|
|
105
|
-
"f402": "基金折价率",
|
|
106
|
-
"f441": "IOPV实时估值",
|
|
107
|
-
"f297": "数据日期",
|
|
108
|
-
"f124": "更新时间",
|
|
109
|
-
"f13": "market"
|
|
110
|
-
},
|
|
111
|
-
inplace=True,
|
|
112
|
-
)
|
|
113
|
-
temp_df = temp_df[
|
|
114
|
-
[
|
|
115
|
-
"代码",
|
|
116
|
-
"名称",
|
|
117
|
-
"最新价",
|
|
118
|
-
"IOPV实时估值",
|
|
119
|
-
"基金折价率",
|
|
120
|
-
"涨跌额",
|
|
121
|
-
"涨跌幅",
|
|
122
|
-
"成交量",
|
|
123
|
-
"成交额",
|
|
124
|
-
"开盘价",
|
|
125
|
-
"最高价",
|
|
126
|
-
"最低价",
|
|
127
|
-
"昨收",
|
|
128
|
-
"振幅",
|
|
129
|
-
"换手率",
|
|
130
|
-
"量比",
|
|
131
|
-
"委比",
|
|
132
|
-
"外盘",
|
|
133
|
-
"内盘",
|
|
134
|
-
"主力净流入-净额",
|
|
135
|
-
"主力净流入-净占比",
|
|
136
|
-
"超大单净流入-净额",
|
|
137
|
-
"超大单净流入-净占比",
|
|
138
|
-
"大单净流入-净额",
|
|
139
|
-
"大单净流入-净占比",
|
|
140
|
-
"中单净流入-净额",
|
|
141
|
-
"中单净流入-净占比",
|
|
142
|
-
"小单净流入-净额",
|
|
143
|
-
"小单净流入-净占比",
|
|
144
|
-
"现手",
|
|
145
|
-
"买一",
|
|
146
|
-
"卖一",
|
|
147
|
-
"最新份额",
|
|
148
|
-
"流通市值",
|
|
149
|
-
"总市值",
|
|
150
|
-
"数据日期",
|
|
151
|
-
"更新时间",
|
|
152
|
-
"market",
|
|
153
|
-
"上市时间"
|
|
154
|
-
]
|
|
155
|
-
]
|
|
156
|
-
temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
|
|
157
|
-
temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
|
|
158
|
-
temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
|
|
159
|
-
temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
|
|
160
|
-
temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
|
|
161
|
-
temp_df["开盘价"] = pd.to_numeric(temp_df["开盘价"], errors="coerce")
|
|
162
|
-
temp_df["最高价"] = pd.to_numeric(temp_df["最高价"], errors="coerce")
|
|
163
|
-
temp_df["最低价"] = pd.to_numeric(temp_df["最低价"], errors="coerce")
|
|
164
|
-
temp_df["昨收"] = pd.to_numeric(temp_df["昨收"], errors="coerce")
|
|
165
|
-
temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
|
|
166
|
-
temp_df["量比"] = pd.to_numeric(temp_df["量比"], errors="coerce")
|
|
167
|
-
temp_df["委比"] = pd.to_numeric(temp_df["委比"], errors="coerce")
|
|
168
|
-
temp_df["外盘"] = pd.to_numeric(temp_df["外盘"], errors="coerce")
|
|
169
|
-
temp_df["内盘"] = pd.to_numeric(temp_df["内盘"], errors="coerce")
|
|
170
|
-
temp_df["流通市值"] = pd.to_numeric(temp_df["流通市值"], errors="coerce")
|
|
171
|
-
temp_df["总市值"] = pd.to_numeric(temp_df["总市值"], errors="coerce")
|
|
172
|
-
temp_df["振幅"] = pd.to_numeric(temp_df["振幅"], errors="coerce")
|
|
173
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temp_df["现手"] = pd.to_numeric(temp_df["现手"], errors="coerce")
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174
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temp_df["买一"] = pd.to_numeric(temp_df["买一"], errors="coerce")
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175
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temp_df["卖一"] = pd.to_numeric(temp_df["卖一"], errors="coerce")
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176
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temp_df["最新份额"] = pd.to_numeric(temp_df["最新份额"], errors="coerce")
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177
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temp_df["IOPV实时估值"] = pd.to_numeric(temp_df["IOPV实时估值"], errors="coerce")
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178
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temp_df["基金折价率"] = pd.to_numeric(temp_df["基金折价率"], errors="coerce")
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179
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temp_df["主力净流入-净额"] = pd.to_numeric(
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180
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temp_df["主力净流入-净额"], errors="coerce"
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181
|
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)
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182
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temp_df["主力净流入-净占比"] = pd.to_numeric(
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183
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temp_df["主力净流入-净占比"], errors="coerce"
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184
|
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)
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185
|
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temp_df["超大单净流入-净额"] = pd.to_numeric(
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186
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temp_df["超大单净流入-净额"], errors="coerce"
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187
|
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)
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188
|
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temp_df["超大单净流入-净占比"] = pd.to_numeric(
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189
|
-
temp_df["超大单净流入-净占比"], errors="coerce"
|
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190
|
-
)
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191
|
-
temp_df["大单净流入-净额"] = pd.to_numeric(
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192
|
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temp_df["大单净流入-净额"], errors="coerce"
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193
|
-
)
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194
|
-
temp_df["大单净流入-净占比"] = pd.to_numeric(
|
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195
|
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temp_df["大单净流入-净占比"], errors="coerce"
|
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196
|
-
)
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197
|
-
temp_df["中单净流入-净额"] = pd.to_numeric(
|
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198
|
-
temp_df["中单净流入-净额"], errors="coerce"
|
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199
|
-
)
|
|
200
|
-
temp_df["中单净流入-净占比"] = pd.to_numeric(
|
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201
|
-
temp_df["中单净流入-净占比"], errors="coerce"
|
|
202
|
-
)
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|
203
|
-
temp_df["小单净流入-净额"] = pd.to_numeric(
|
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204
|
-
temp_df["小单净流入-净额"], errors="coerce"
|
|
205
|
-
)
|
|
206
|
-
temp_df["小单净流入-净占比"] = pd.to_numeric(
|
|
207
|
-
temp_df["小单净流入-净占比"], errors="coerce"
|
|
208
|
-
)
|
|
209
|
-
temp_df["数据日期"] = pd.to_datetime(
|
|
210
|
-
temp_df["数据日期"], format="%Y%m%d", errors="coerce"
|
|
211
|
-
)
|
|
212
|
-
temp_df["更新时间"] = (
|
|
213
|
-
pd.to_datetime(temp_df["更新时间"], unit="s", errors="coerce")
|
|
214
|
-
.dt.tz_localize("UTC")
|
|
215
|
-
.dt.tz_convert("Asia/Shanghai")
|
|
216
|
-
)
|
|
217
|
-
|
|
218
|
-
return temp_df
|
|
219
|
-
except Exception as e:
|
|
220
|
-
logger.error("获取ETF列表,实时行情异常:{}", e)
|
|
221
|
-
return pd.DataFrame()
|
|
222
|
-
|
|
223
|
-
|
|
224
|
-
def thread_pool_executor(proxies):
|
|
225
|
-
"""
|
|
226
|
-
使用多线程获取所有ETF数据
|
|
227
|
-
"""
|
|
228
|
-
# 计算总页数,假设总共有1000条数据,每页200条
|
|
229
|
-
|
|
230
|
-
per_page = page_number
|
|
231
|
-
total_pages = (max_number + per_page - 1) // per_page # 向上取整
|
|
232
|
-
|
|
233
|
-
# 创建线程池
|
|
234
|
-
with ThreadPoolExecutor(max_workers=3) as executor:
|
|
235
|
-
# 提交任务,获取每页数据
|
|
236
|
-
futures = [executor.submit(get_fund_etf_page_df, pn, proxies)
|
|
237
|
-
for pn in range(1, total_pages + 1)]
|
|
238
|
-
|
|
239
|
-
# 收集结果
|
|
240
|
-
results = []
|
|
241
|
-
for future in futures:
|
|
242
|
-
result = future.result()
|
|
243
|
-
if not result.empty:
|
|
244
|
-
results.append(result)
|
|
245
|
-
|
|
246
|
-
# 合并所有页面的数据
|
|
247
|
-
if results:
|
|
248
|
-
return pd.concat(results, ignore_index=True)
|
|
249
|
-
else:
|
|
250
|
-
return pd.DataFrame()
|
|
251
|
-
|
|
252
|
-
|
|
253
|
-
def rename_etf(fund_etf_spot_em_df):
|
|
254
|
-
fund_etf_spot_em_df = fund_etf_spot_em_df.rename(columns={
|
|
255
|
-
"上市时间": "list_date",
|
|
256
|
-
"最新价": "now_price",
|
|
257
|
-
"涨跌幅": "chg",
|
|
258
|
-
"基金折价率": "fund_discount_rate",
|
|
259
|
-
"振幅": "pct_chg",
|
|
260
|
-
"涨跌额": "range",
|
|
261
|
-
"成交额": "amount",
|
|
262
|
-
"成交量": "volume",
|
|
263
|
-
"换手率": "exchange",
|
|
264
|
-
"量比": "quantity_ratio",
|
|
265
|
-
"代码": "symbol",
|
|
266
|
-
"名称": "name",
|
|
267
|
-
"最高价": "high",
|
|
268
|
-
"最低价": "low",
|
|
269
|
-
"开盘价": "open",
|
|
270
|
-
"昨收": "yesterday_price",
|
|
271
|
-
"总市值": "total_mv",
|
|
272
|
-
"流通市值": "flow_mv",
|
|
273
|
-
"委比": "wei_bi",
|
|
274
|
-
"外盘": "outer_disk",
|
|
275
|
-
"内盘": "inner_disk",
|
|
276
|
-
"主力净流入-净额": "today_main_net_inflow",
|
|
277
|
-
"超大单净流入-净额": "super_large_order_net_inflow",
|
|
278
|
-
"超大单净流入-净占比": "super_large_order_net_inflow_ratio",
|
|
279
|
-
"大单净流入-净额": "large_order_net_inflow",
|
|
280
|
-
# "f78": "medium_order_net_inflow",
|
|
281
|
-
# "f84": "small_order_net_inflow",
|
|
282
|
-
# "f103": "concept",
|
|
283
|
-
"主力净流入-净占比": "today_main_net_inflow_ratio",
|
|
284
|
-
"买一": "buy_1_num",
|
|
285
|
-
"卖一": "sell_1_num",
|
|
286
|
-
"最新份额": "latest_share",
|
|
287
|
-
"数据日期": "data_time",
|
|
288
|
-
"更新时间": "update_time"
|
|
289
|
-
})
|
|
290
|
-
|
|
291
|
-
fund_etf_spot_em_df = fund_etf_spot_em_df[[
|
|
292
|
-
"now_price",
|
|
293
|
-
"chg",
|
|
294
|
-
"fund_discount_rate",
|
|
295
|
-
"pct_chg",
|
|
296
|
-
"range",
|
|
297
|
-
"amount",
|
|
298
|
-
"volume",
|
|
299
|
-
"exchange",
|
|
300
|
-
"quantity_ratio",
|
|
301
|
-
"symbol",
|
|
302
|
-
"name",
|
|
303
|
-
"high",
|
|
304
|
-
"low",
|
|
305
|
-
"open",
|
|
306
|
-
"yesterday_price",
|
|
307
|
-
"total_mv",
|
|
308
|
-
"flow_mv",
|
|
309
|
-
"wei_bi",
|
|
310
|
-
"outer_disk",
|
|
311
|
-
"inner_disk",
|
|
312
|
-
"today_main_net_inflow",
|
|
313
|
-
"super_large_order_net_inflow",
|
|
314
|
-
"super_large_order_net_inflow_ratio",
|
|
315
|
-
"large_order_net_inflow",
|
|
316
|
-
"today_main_net_inflow_ratio",
|
|
317
|
-
"buy_1_num",
|
|
318
|
-
"sell_1_num",
|
|
319
|
-
"latest_share",
|
|
320
|
-
"data_time",
|
|
321
|
-
"update_time",
|
|
322
|
-
"market",
|
|
323
|
-
'list_date'
|
|
324
|
-
]]
|
|
325
|
-
|
|
326
|
-
fund_etf_spot_em_df['disk_ratio'] = round(
|
|
327
|
-
(fund_etf_spot_em_df['outer_disk'] - fund_etf_spot_em_df['inner_disk']) / fund_etf_spot_em_df['inner_disk'], 2)
|
|
328
|
-
|
|
329
|
-
fund_etf_spot_em_df.loc[:, 'reference_main_inflow'] = round(
|
|
330
|
-
(fund_etf_spot_em_df['flow_mv'] * (1 / 1000)), 2)
|
|
331
|
-
|
|
332
|
-
fund_etf_spot_em_df.loc[:, 'main_inflow_multiple'] = round(
|
|
333
|
-
(fund_etf_spot_em_df['today_main_net_inflow'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
|
|
334
|
-
|
|
335
|
-
fund_etf_spot_em_df.loc[:, 'super_main_inflow_multiple'] = round(
|
|
336
|
-
(fund_etf_spot_em_df['super_large_order_net_inflow'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
|
|
337
|
-
fund_etf_spot_em_df['large_inflow_multiple'] = round(
|
|
338
|
-
(fund_etf_spot_em_df['large_order_net_inflow'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
|
|
339
|
-
|
|
340
|
-
fund_etf_spot_em_df['disk_diff_amount'] = round(
|
|
341
|
-
(fund_etf_spot_em_df['outer_disk'] - fund_etf_spot_em_df['inner_disk']) * fund_etf_spot_em_df[
|
|
342
|
-
"now_price"] * 100,
|
|
343
|
-
2)
|
|
344
|
-
|
|
345
|
-
fund_etf_spot_em_df['disk_diff_amount_exchange'] = round(
|
|
346
|
-
(fund_etf_spot_em_df['disk_diff_amount'] / fund_etf_spot_em_df['reference_main_inflow']), 2)
|
|
347
|
-
fund_etf_spot_em_df.loc[:, 'sum_main_inflow_disk'] = fund_etf_spot_em_df['main_inflow_multiple'] + \
|
|
348
|
-
fund_etf_spot_em_df['disk_diff_amount_exchange']
|
|
349
|
-
fund_etf_spot_em_df = fund_etf_spot_em_df.fillna(0)
|
|
350
|
-
|
|
351
|
-
fund_etf_spot_em_df.replace([np.inf, -np.inf], 0, inplace=True)
|
|
352
|
-
return fund_etf_spot_em_df
|
|
353
|
-
|
|
354
|
-
|
|
355
|
-
def get_etf_real_time_quotes(proxies):
|
|
356
|
-
# 获取第一页数据
|
|
357
|
-
page_one_df = get_fund_etf_page_df(1, proxies)
|
|
358
|
-
# 数据接口正常返回5600以上的数量
|
|
359
|
-
if page_one_df.shape[0] > min_number:
|
|
360
|
-
page_one_df = rename_etf(page_one_df)
|
|
361
|
-
page_one_df.drop_duplicates('symbol', keep='last', inplace=True)
|
|
362
|
-
return page_one_df
|
|
363
|
-
else:
|
|
364
|
-
page_df = thread_pool_executor(proxies)
|
|
365
|
-
page_df = rename_etf(page_df)
|
|
366
|
-
page_df.drop_duplicates('symbol', keep='last', inplace=True)
|
|
367
|
-
return page_df
|
|
368
|
-
|
|
369
|
-
|
|
370
|
-
if __name__ == '__main__':
|
|
371
|
-
fund_etf_df = get_etf_real_time_quotes(None)
|
|
372
|
-
fund_etf_df = fund_etf_df.sort_values(by=['amount'], ascending=False)
|
|
373
|
-
fund_etf_df = fund_etf_df.fillna(0)
|
|
374
|
-
print(fund_etf_df)
|