mns-common 1.5.1.8__py3-none-any.whl → 1.5.1.9__py3-none-any.whl

mns_common/api/em/real_time/real_time/east_money_stock_hk_api.py

@@ -0,0 +1,469 @@
+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 numpy as np
+import mns_common.component.proxies.proxy_common_api as proxy_common_api
+import concurrent.futures
+from concurrent.futures import ThreadPoolExecutor
+from threading import Lock
+import mns_common.utils.data_frame_util as data_frame_util
+import json
+import mns_common.component.cookie.cookie_info_service as cookie_info_service
+
+# 最大返回条数
+max_number = 4500
+# 最小返回条数
+min_number = 4400
+# 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")
+
+
+def hk_real_time_quotes_page_df(cookie, pn, proxies):
+    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=50000'
+                   '&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)
+        else:
+            r = requests.get(url_new, headers=headers, proxies=proxies)
+        result = r.content.decode("utf-8")
+
+        if pn == 1:
+            try:
+                begin_index_total = result.index('"total":')
+
+                end_index_total = result.index('"diff"')
+                global max_number
+                max_number = int(result[begin_index_total + 8:end_index_total - 1])
+            except Exception as e:
+                logger.error(f"获取第{pn}页港股列表异常: {e}")
+                return pd.DataFrame()
+
+        startIndex = result.index('"diff"')
+        endIndex = result.index('}]}')
+
+        result = result[startIndex + 7:endIndex + 2]
+
+        data_json = json.loads(result)
+
+        temp_df = pd.DataFrame(data_json)
+
+        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",
+            "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
+    except Exception as e:
+        logger.error("获取港股列表,实时行情异常:{}", e)
+        return pd.DataFrame()
+
+
+def thread_pool_executor(cookie, proxies):
+    """
+       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(hk_real_time_quotes_page_df, cookie, pn, proxies)
+                   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_hk_real_time_quotes(cookie, proxies):
+    # 获取第一页数据
+    page_one_df = hk_real_time_quotes_page_df(cookie, 1, proxies)
+    # 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.drop_duplicates('symbol', keep='last', inplace=True)
+        return page_one_df
+    else:
+        page_df = thread_pool_executor(cookie, proxies)
+        page_df.drop_duplicates('symbol', keep='last', inplace=True)
+        return page_df
+
+
+# 获取港股通名单 todo 被封以后替换
+def stock_hk_ggt_components_em(cookie, pn, proxies, page_size, time_out) -> pd.DataFrame:
+    """
+    东方财富网-行情中心-港股市场-港股通成份股
+    https://quote.eastmoney.com/center/gridlist.html#hk_components
+    :return: 港股通成份股
+    :rtype: pandas.DataFrame
+    """
+    headers = {
+        'Cookie': cookie
+    }
+    url = "https://33.push2.eastmoney.com/api/qt/clist/get"
+    params = {
+        "pn": str(pn),
+        "pz": str(page_size),
+        "po": "1",
+        "np": "2",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "fid": "f3",
+        "fs": "b:DLMK0146,b:DLMK0144",
+        "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f19,f20,f21,f23,f24,"
+                  "f25,f26,f22,f33,f11,f62,f128,f136,f115,f152",
+        "_": "1639974456250",
+    }
+    try:
+        if proxies is None:
+            r = requests.get(url, params=params, timeout=time_out, headers=headers)
+        else:
+            r = requests.get(url, params=params, proxies=proxies, timeout=time_out, headers=headers)
+
+        data_json = r.json()
+        temp_df = pd.DataFrame(data_json["data"]["diff"]).T
+        temp_df.reset_index(inplace=True)
+        temp_df["index"] = temp_df.index + 1
+        return temp_df
+    except Exception as e:
+        logger.error("获取港股通列表:{}", e)
+
+
+def rename_hg_ggt(temp_df):
+    temp_df.columns = [
+        "序号",
+        "-",
+        "最新价",
+        "涨跌幅",
+        "涨跌额",
+        "成交量",
+        "成交额",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "代码",
+        "-",
+        "名称",
+        "最高",
+        "最低",
+        "今开",
+        "昨收",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+    ]
+    temp_df = temp_df[
+        [
+            "序号",
+            "代码",
+            "名称",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "今开",
+            "最高",
+            "最低",
+            "昨收",
+            "成交量",
+            "成交额",
+        ]
+    ]
+
+    temp_df = temp_df.rename(columns={
+        "序号": "index",
+        "代码": "symbol",
+        "名称": "name",
+        "最新价": "now_price",
+        "涨跌额": "range",
+        "涨跌幅": "chg",
+        "今开": "open",
+        "最高": "high",
+        "最低": "low",
+        "昨收": "yesterday_price",
+        "成交额": "amount",
+        "成交量": "volume",
+    })
+
+    return temp_df
+
+
+def get_stock_hk_ggt_components_em_count(cookie, pn, proxies, page_size, time_out):
+    headers = {
+        'Cookie': cookie
+    }
+    url = "https://33.push2.eastmoney.com/api/qt/clist/get"
+    current_timestamp = str(int(round(time.time() * 1000, 0)))
+    params = {
+        "pn": str(pn),
+        "pz": str(page_size),
+        "po": "1",
+        "np": "2",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+        "fltt": "2",
+        "fid": "f3",
+        "fs": "b:DLMK0146,b:DLMK0144",
+        "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f19,f20,f21,f23,f24,"
+                  "f25,f26,f22,f33,f11,f62,f128,f136,f115,f152",
+        "_": str(current_timestamp),
+    }
+    try:
+        if proxies is None:
+            r = requests.get(url, params, timeout=time_out, headers=headers)
+        else:
+            r = requests.get(url, params, proxies=proxies, timeout=time_out, headers=headers)
+        data_json = r.json()
+        total_number = int(data_json['data']['total'])
+        return total_number
+    except Exception as e:
+        logger.error("获取港股通列表,实时行情异常:{}", e)
+        return 0
+
+
+def repeated_acquisition_ask_hk_gtt_async(em_cookie, time_out, max_number, num_threads, pages_per_thread):
+    per_page = page_number
+    total_pages = (max_number + per_page - 1) // per_page  # 向上取整
+    result_df = pd.DataFrame()
+
+    # 创建线程锁以确保线程安全
+    df_lock = Lock()
+
+    # 计算每个线程处理的页数范围
+    def process_page_range(start_page, end_page, thread_id):
+        nonlocal result_df
+        local_df = pd.DataFrame()
+        current_page = start_page
+        proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
+
+        while current_page <= end_page and current_page <= total_pages:
+            proxies = {"https": proxy_ip, "http": proxy_ip}
+            try:
+                page_df = stock_hk_ggt_components_em(em_cookie, current_page, proxies, page_number, time_out)
+                if data_frame_util.is_not_empty(page_df):
+                    local_df = pd.concat([local_df, page_df])
+                    logger.info("线程{}获取页面数据成功: {}", thread_id, current_page)
+                    current_page += 1
+                else:
+                    time.sleep(0.2)
+                    proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
+                    logger.info("线程{}获取页面数据失败: {}", thread_id, current_page)
+            except BaseException as e:
+                time.sleep(1)
+                proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
+                logger.error("线程{}处理页面{}时发生错误: {}", thread_id, current_page, e)
+
+        with df_lock:
+            result_df = pd.concat([result_df, local_df])
+        return len(local_df)
+
+    # 计算每个线程的页面范围
+    page_ranges = []
+    for i in range(num_threads):
+        start_page = i * pages_per_thread + 1
+        end_page = (i + 1) * pages_per_thread
+        if start_page > total_pages:
+            break
+        page_ranges.append((start_page, end_page, i + 1))
+
+    # 使用线程池执行任务
+    with concurrent.futures.ThreadPoolExecutor(max_workers=num_threads) as executor:
+        # 提交所有任务
+        futures = [
+            executor.submit(process_page_range, start, end, tid)
+            for start, end, tid in page_ranges
+        ]
+
+        # 等待所有任务完成并获取结果
+        results = []
+        for future in concurrent.futures.as_completed(futures):
+            try:
+                result = future.result()
+                results.append(result)
+            except Exception as e:
+                logger.error("线程执行出错: {}", e)
+
+    return rename_hg_ggt(result_df)
+
+
+# 港股通
+
+
+def get_ggt_real_time_quotes(em_cookie, time_out, pages_per_thread):
+    try_numer = 3
+    while try_numer > 0:
+        proxy_ip = proxy_common_api.generate_proxy_ip_api(1)
+        proxies = {"https": proxy_ip,
+                   "http": proxy_ip}
+
+        max_number = get_stock_hk_ggt_components_em_count(em_cookie, 1, proxies, 20, time_out)
+        if max_number > 0:
+            break
+        try_numer = try_numer - 1
+    if max_number == 0:
+        return pd.DataFrame()
+
+    total_pages = (max_number + page_number - 1) // page_number  # 向上取整
+
+    num_threads = int((total_pages / pages_per_thread) + 1)
+    return repeated_acquisition_ask_hk_gtt_async(em_cookie, time_out, max_number, num_threads, pages_per_thread)
+
+
+if __name__ == '__main__':
+    em_cookie = cookie_info_service.get_em_cookie()
+    test_df = get_ggt_real_time_quotes(em_cookie, 30, 6)
+    print(test_df)