quantcli 0.1.0__py3-none-any.whl

quantcli/datasources/akshare.py

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+"""AKShare 数据源适配器
+
+使用稳定的接口：
+- 日线数据: stock_zh_a_hist_tx (腾讯)
+- 股票列表: stock_info_a_code_name
+- 交易日历: tool_trade_date_hist_sina (新浪)
+- 指数日线: stock_zh_index_daily_tx (腾讯)
+
+文档: https://akshare.xyz/
+"""
+
+from datetime import date
+from typing import List, Optional, Dict, Any
+import pandas as pd
+
+from ..utils import get_logger, format_date
+from .base import DataSource, DataSourceConfig, StockInfo
+from .cache import PriceCache, StockListCache, TradingCalendarCache
+
+logger = get_logger(__name__)
+
+
+class AkshareDataSource(DataSource):
+    """AKShare 数据源实现（稳定版本）"""
+
+    name = "akshare"
+
+    def __init__(self, use_cache: bool = True):
+        """初始化
+
+        Args:
+            use_cache: 是否使用缓存，默认 True
+        """
+        super().__init__(DataSourceConfig(name=self.name, use_cache=use_cache))
+
+        try:
+            import akshare as ak
+            self._ak = ak
+        except ImportError:
+            raise ImportError("akshare not installed. Run: pip install akshare")
+
+        # 缓存实例
+        self._price_cache = PriceCache(enabled=use_cache)
+        self._stocklist_cache = StockListCache(enabled=use_cache)
+        self._calendar_cache = TradingCalendarCache(enabled=use_cache)
+
+    # ==================== 工具方法 ====================
+
+    def _to_tx_symbol(self, symbol: str) -> str:
+        """转换为腾讯股票代码格式"""
+        symbol = symbol.replace(".SH", "").replace(".SZ", "")
+        return f"sh{symbol}" if symbol.startswith(("6", "5", "9")) else f"sz{symbol}"
+
+    def _to_index_tx_symbol(self, symbol: str) -> str:
+        """转换为腾讯指数代码格式"""
+        symbol = symbol.replace(".SH", "").replace(".SZ", "")
+        return f"sh{symbol}" if symbol.startswith(("6", "5", "9")) else f"sz{symbol}"
+
+    def _market_filter(
+        self,
+        df: pd.DataFrame,
+        market: str
+    ) -> pd.DataFrame:
+        """过滤股票市场"""
+        if market == "all":
+            return df
+
+        is_sh = df["symbol"].str.startswith(("6", "5", "9"))
+        if market == "上海":
+            return df[is_sh]
+        return df[~is_sh]
+
+    # ==================== 核心接口 ====================
+
+    def get_daily(
+        self,
+        symbol: str,
+        start_date,
+        end_date,
+        fields: Optional[List[str]] = None
+    ) -> pd.DataFrame:
+        """获取A股日线数据（腾讯接口）"""
+        start_str = format_date(start_date, "%Y-%m-%d")
+        end_str = format_date(end_date, "%Y-%m-%d")
+        cache_key = f"{symbol}_{start_str}_{end_str}"
+
+        # 1. 尝试缓存
+        if self.config.use_cache:
+            cached = self._price_cache.get(cache_key)
+            if cached is not None:
+                return self._filter_fields(cached, fields) if fields else cached
+
+        # 2. API 调用
+        tx_symbol = self._to_tx_symbol(symbol)
+        df = self._ak.stock_zh_a_hist_tx(
+            symbol=tx_symbol,
+            start_date=format_date(start_date, "%Y%m%d"),
+            end_date=format_date(end_date, "%Y%m%d")
+        )
+
+        if df.empty:
+            return df
+
+        df["date"] = pd.to_datetime(df["date"]).dt.date
+
+        # 3. 写入缓存
+        if self.config.use_cache:
+            self._price_cache.set(cache_key, df)
+
+        return self._filter_fields(df, fields) if fields else df
+
+    def get_index_daily(
+        self,
+        symbol: str,
+        start_date,
+        end_date
+    ) -> pd.DataFrame:
+        """获取指数日线数据（腾讯接口）"""
+        start_str = format_date(start_date, "%Y-%m-%d")
+        end_str = format_date(end_date, "%Y-%m-%d")
+        cache_key = f"idx_{symbol}_{start_str}_{end_str}"
+
+        if self.config.use_cache:
+            cached = self._price_cache.get(cache_key)
+            if cached is not None:
+                return cached
+
+        tx_symbol = self._to_index_tx_symbol(symbol)
+        df = self._ak.stock_zh_index_daily_tx(symbol=tx_symbol)
+
+        if df.empty:
+            return df
+
+        df["date"] = pd.to_datetime(df["date"]).dt.date
+
+        if self.config.use_cache:
+            self._price_cache.set(cache_key, df)
+
+        return df
+
+    def get_intraday(
+        self,
+        symbol: str,
+        start_date: Optional[date] = None,
+        end_date: Optional[date] = None,
+        period: str = "5"
+    ) -> pd.DataFrame:
+        """获取分钟级数据
+
+        Args:
+            symbol: 股票代码，如 "600519"
+            start_date: 开始日期
+            end_date: 结束日期
+            period: 分钟周期，支持 "1", "5", "15", "30", "60"
+
+        Returns:
+            DataFrame with columns: [date, open, high, low, close, volume]
+        """
+        import akshare as ak
+        from datetime import datetime, timedelta
+
+        # 默认获取最近5个交易日
+        if end_date is None:
+            end_date = date.today()
+        if start_date is None:
+            start_date = end_date - timedelta(days=10)
+
+        try:
+            # 使用 akshare 获取分钟数据
+            df = ak.stock_zh_a_hist_min_em(
+                symbol=symbol,
+                period=period,
+                start_date=start_date.strftime("%Y%m%d"),
+                end_date=end_date.strftime("%Y%m%d"),
+                adjust="qfq"
+            )
+
+            if df.empty:
+                return pd.DataFrame(columns=['date', 'open', 'high', 'low', 'close', 'volume'])
+
+            # 标准化列名
+            df = df.rename(columns={
+                "时间": "date",
+                "开盘": "open",
+                "最高": "high",
+                "最低": "low",
+                "收盘": "close",
+                "成交量": "volume",
+                "成交额": "amount"
+            })
+
+            # 转换日期格式
+            df["date"] = pd.to_datetime(df["date"])
+
+            # 确保数值列是数值类型
+            numeric_cols = ['open', 'high', 'low', 'close', 'volume', 'amount']
+            for col in numeric_cols:
+                if col in df.columns:
+                    df[col] = pd.to_numeric(df[col], errors='coerce')
+
+            return df
+
+        except Exception as e:
+            logger.warning(f"Failed to get intraday data for {symbol}: {e}")
+            return pd.DataFrame(columns=['date', 'open', 'high', 'low', 'close', 'volume'])
+
+    def get_stock_list(self, market: str = "all") -> pd.DataFrame:
+        """获取A股股票列表
+
+        Returns:
+            DataFrame(columns=['symbol', 'name', 'exchange', 'market'])
+        """
+        if self.config.use_cache:
+            cached = self._stocklist_cache.get_list(market)
+            if cached is not None:
+                return cached
+
+        df = self._ak.stock_info_a_code_name()
+        if df.empty:
+            return pd.DataFrame(columns=['symbol', 'name', 'exchange', 'market'])
+
+        # 转换格式：akshare 可能返回中文列名
+        df = df.rename(columns={"代码": "symbol", "名称": "name"})
+        # 兼容旧版本可能返回英文列名
+        if "symbol" not in df.columns:
+            df = df.rename(columns={"code": "symbol", "name": "name"})
+        df["exchange"] = df["symbol"].apply(
+            lambda x: "SSE" if x.startswith(("6", "5", "9")) else "SZSE"
+        )
+        df["market"] = df["exchange"].apply(lambda x: "上海" if x == "SSE" else "深圳")
+
+        # 过滤
+        df = self._market_filter(df, market)
+
+        if self.config.use_cache:
+            self._stocklist_cache.set_list(market, df)
+
+        return df
+
+    def get_trading_calendar(self, exchange: str = "SSE") -> List[date]:
+        """获取交易日历"""
+        if self.config.use_cache:
+            cached = self._calendar_cache.get_calendar(exchange)
+            if cached is not None:
+                return sorted(pd.to_datetime(cached["trade_date"]).dt.date.tolist())
+
+        df = self._ak.tool_trade_date_hist_sina()
+        if df.empty:
+            return []
+
+        trading_dates = pd.to_datetime(df["trade_date"]).dt.date.tolist()
+
+        if self.config.use_cache:
+            self._calendar_cache.set_calendar(exchange, df)
+
+        return sorted(trading_dates)
+
+    # ==================== 辅助方法 ====================
+
+    def _filter_fields(
+        self,
+        df: pd.DataFrame,
+        fields: Optional[List[str]]
+    ) -> pd.DataFrame:
+        """过滤字段"""
+        if not fields:
+            return df
+        available = ["date", "open", "high", "low", "close", "volume", "amount"]
+        return df[[f for f in fields if f in available]]
+
+    def health_check(self) -> Dict[str, Any]:
+        """健康检查"""
+        try:
+            self._ak.tool_trade_date_hist_sina()
+            return {
+                "status": "ok",
+                "source": self.name,
+                "cache": self.config.use_cache
+            }
+        except Exception as e:
+            return {"status": "error", "source": self.name, "error": str(e)}
+
+    # ==================== 不支持的接口 ====================
+
+    def get_fundamental(
+        self,
+        symbols: List[str],
+        date,
+        indicators: Optional[List[str]] = None
+    ) -> pd.DataFrame:
+        """基本面数据请使用 baostock 数据源"""
+        raise NotImplementedError(
+            "Use baostock datasource for fundamental data: "
+            "create_datasource('baostock') or create_datasource('mixed')"
+        )
+
+    def get_fina_indicator(
+        self,
+        symbols: List[str],
+        report_type: str = "latest"
+    ) -> pd.DataFrame:
+        raise NotImplementedError(
+            "Use baostock datasource for financial indicators"
+        )
+
+    def get_valuation(
+        self,
+        symbols: List[str],
+        date
+    ) -> pd.DataFrame:
+        raise NotImplementedError(
+            "Use baostock datasource for valuation data"
+        )