rquote 0.2.4__py3-none-any.whl

rquote/__init__.py

@@ -0,0 +1,14 @@
+'''
+rquote
+
+A stock history data api and related tools
+
+Copyright (c) 2021 Roi ZHAO
+
+'''
+
+from .main import get_price, get_stock_concepts, get_concept_stocks, get_bk_stocks
+from .main import get_all_concepts, get_all_industries
+from .main import get_cn_stock_list, get_hk_stocks_hsi, get_hk_stocks_ggt
+from .utils import WebUtils, BasicFactors
+from .plots import PlotUtils

rquote/main.py

@@ -0,0 +1,423 @@
+# -*- coding: utf-8 -*-
+
+import json
+import time
+import re
+import base64
+import pandas as pd
+from .utils import WebUtils, hget, logger
+
+
+def make_tgts(mkts=['ch', 'hk', 'us', 'fund', 'future'], money_min=2e8) -> []:
+    cands = []
+
+
+def get_cn_stock_list(money_min=2e8):
+    '''
+    Return sorted stock list ordered by latest amount of money, cut at `money_min`
+    item in returned list are [code, name, change, amount, mktcap]
+    '''
+    a = hget(
+        base64.b64decode('aHR0cDovLzM4LnB1c2gyLmVhc3Rtb25leS5jb20vYXBpL3F0L2Ns'+
+            'aXN0L2dldD9jYj1qUXVlcnkxMTI0MDk0NTg3NjE4NDQzNzQ4MDFfMTYyNzI4ODQ4O'+
+            'Tk2MSZwbj0xJnB6PTEwMDAwJnBvPTEmbnA9MSZ1dD1iZDFkOWRkYjA0MDg5NzAwY2'+
+            'Y5YzI3ZjZmNzQyNjI4MSZmbHR0PTImaW52dD0yJmZpZD1mNiZmcz1tOjArdDo2LG0'+
+            '6MCt0OjgwLG06MSt0OjIsbToxK3Q6MjMmZmllbGRzPWYxMixmMTQsZjMsZjYsZjIxJl89'
+            ).decode() + str(int(time.time()*1e3))
+    )
+    if a:
+        a = json.loads(a.text.split(
+            'jQuery112409458761844374801_1627288489961(')[1][:-2])
+
+    # cdir = os.path.dirname(__file__)
+    # with open(os.path.join(cdir, 'ranka'), 'wb') as f:
+    #     f.write(a.content)
+    # a = pd.read_excel(os.path.join(cdir, 'ranka'), header=1)
+    # os.remove(os.path.join(cdir, 'ranka'))
+    # a.columns = ['code', 'name', 'close', 'p_change', 'change', '_', '_', '_',
+    #              'money', 'open', 'yest_close', 'high', 'low']
+    # a = a[a.money > money_min]
+    a = [ ['sh'+i['f12'] if i['f12'][0]=='6' else 'sz'+i['f12'],
+         i['f14'], i['f3'], i['f6'], i['f21']] for i in a['data']['diff']
+        if i['f6']!='-' and float(i['f6']) > money_min]
+    #cands=[(i.code,i.name) for i in a[['code','name']].itertuples()]
+    return a
+
+
+# def get_hk_stocks_hotest80():
+#     a = hget(
+#         'http://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php' +
+#         '/Market_Center.getHKStockData?page=1&num=80&sort=amount&asc=0&node=' +
+#         'qbgg_hk&_s_r_a=sort').text
+#     if a:
+#         a = [['hk'+i['symbol'], i['name'], i['changepercent'], i['amount'],
+#             i['market_value']] for i in json.loads(a)]
+#     return a
+
+
+def get_us_stocks_biggest(k=60):
+    # return list of [symbol, name, price, volume, mktcap, pe]
+    uscands = []
+    a = hget(
+        "https://stock.finance.sina.com.cn/usstock/api/jsonp.php/IO.XSRV2."+
+        "CallbackList['f0j3ltzVzdo2Fo4p']/US_CategoryService.getList?page=1"+
+        "&num=60&sort=&asc=0&market=&id=", headers=WebUtils.headers()).text
+    if a:
+        uslist = json.loads(a.split('(',1)[1][:-2])['data']
+        # Warning: symbol not fitted
+        uscands = [('us' + i['symbol'], i['name'], i['price'], i['volume'],
+            i['mktcap']) for i in uslist]
+    return uscands
+
+
+def get_cn_fund_list():
+    '''
+    Return sorted etf list (ordered by latest amount of money),
+        of [code, name, change, amount, price]
+    '''
+    a = hget(base64.b64decode('aHR0cDovL3ZpcC5zdG9jay5maW5hbmNlLnNpbmEuY29tL'+
+        'mNuL3F1b3Rlc19zZXJ2aWNlL2FwaS9qc29ucC5waHAvSU8uWFNSVjIuQ2FsbGJhY2tMaX'+
+        'N0WydrMldhekswNk5Rd2xoeVh2J10vTWFya2V0X0NlbnRlci5nZXRIUU5vZGVEYXRhU2l'+
+        'tcGxlP3BhZ2U9MSZudW09MTAwMCZzb3J0PWFtb3VudCZhc2M9MCZub2RlPWV0Zl9ocV9m'+
+        'dW5kJiU1Qm9iamVjdCUyMEhUTUxEaXZFbGVtZW50JTVEPXhtNGkw').decode()).text
+    if a:
+        fundcands = [[i['symbol'], i['name'], i['changepercent'], i['amount'], i['trade']]
+                     for i in json.loads(a.split('k2WazK06NQwlhyXv')[1][3:-2])]
+    return fundcands
+
+
+def get_cn_future_list():
+    '''
+    Return cn future id list, with prefix of `fu`
+    e.g. ['fuSC2109',
+          'fuRB2110',
+          'fuHC2110',
+          'fuFU2109',
+          ...]
+    '''
+    a = hget('https://finance.sina.com.cn/futuremarket/').text
+    if a:
+        futurelist_active = [
+            'fu' + i for i in re.findall(r'quotes/(.*?\d+).shtml', a)]
+    return futurelist_active
+
+
+def get_price(i, sdate='', edate='', freq='day', days=320, fq='qfq',
+              dd=None) -> (str, str, pd.DataFrame):
+    '''
+    Args:
+        sdate: start date
+        edate: end date
+        dd: data dictionary, any local cache with get/put methods
+        days: day length of fetching, overwriting sdate
+        fq: qfq for non
+    '''
+    if dd is not None:
+        a = dd.get(i)
+        if a:
+            n, d = a
+            logger.debug('loading price from dd {}'.format(i))
+            return i, n, d
+    logger.debug('fetching price of {}'.format(i))
+    qtimg_stock = 'http://web.ifzq.gtimg.cn/appstock/app/newfqkline/get?param=' + \
+            '{},{},{},{},{},{}'
+    qtimg_stock_hk = 'http://web.ifzq.gtimg.cn/appstock/app/hkfqkline/get?' + \
+            'param={},{},{},{},{},{}'
+    qtimg_stock_us = 'http://web.ifzq.gtimg.cn/appstock/app/usfqkline/get?' + \
+            'param={},{},{},{},{},{}'
+    sina_future_d = 'https://stock2.finance.sina.com.cn/futures/api/jsonp.php/' + \
+            'var%20t1nf_{}=/InnerFuturesNewService.getDailyKLine?symbol={}'
+    sina_btc = 'https://quotes.sina.cn/fx/api/openapi.php/BtcService.getDayKLine?' + \
+        'symbol=btcbtcusd'
+
+    # sina_future_d.format('FB0','FB0')
+
+    if i[:2] == 'BK':
+        try:
+            a = hget(base64.b64decode('aHR0cDovL3B1c2gyaGlzLmVhc3' +
+                               'Rtb25leS5jb20vYXBpL3F0L3N0b2NrL2tsaW5lL2dldD9jYj1qUX' +
+                               'VlcnkxMTI0MDIyNTY2NDQ1ODczNzY2OTcyXzE2MTc4NjQ1NjgxMz' +
+                               'Emc2VjaWQ9OTAu').decode() + i +
+                          '&fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5' +
+                          '&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf56%2Cf57%2Cf58' +
+                          '&klt=101&fqt=0&beg=19900101&end=20990101&_=1',
+                          headers=WebUtils.headers())
+            if not a:
+                logger.warning('{} hget failed: {}'.format(i, a))
+                return i, 'None', pd.DataFrame([])
+            a = json.loads(a.text.split(
+                'jQuery1124022566445873766972_1617864568131(')[1][:-2])
+            if not a['data']:
+                logger.warning('{} data empty: {}'.format(i, a))
+                return i, 'None', pd.DataFrame([])
+            name = a['data']['name']
+            d = pd.DataFrame([i.split(',') for i in a['data']['klines']], columns=[
+                             'date', 'open', 'close', 'high', 'low', 'vol', 'money', 'p'])
+            d = d.set_index(['date']).astype(float)
+            # d.index = pd.DatetimeIndex(d.index)
+            return i, name, d
+        except Exception as e:
+            logger.warning('error fetching {}, err: {}'.format(i, e))
+            return i, 'None', pd.DataFrame([])
+
+    if i[:2] == 'fu':
+        try:
+            ix = i[2:] if i[-1]=='0' else i[2:-4]
+            if ix == 'btc' or ix == 'BTC':
+                url = sina_btc
+                d = json.loads(hget(url).text)['result']['data'].split('|')
+                d = pd.DataFrame([i.split(',') for i in d], 
+                                 columns=['date', 'open', 'high', 'low', 'close', 'vol', 'amount'])
+                return i, 'BTC', d
+            else:
+                d = pd.DataFrame(json.loads(hget(sina_future_d.format(
+                        ix, ix)).text.split('(')[1][:-2]))
+                d.columns = ['date', 'open', 'high', 'low', 'close', 'vol', 'p', 's']
+            d = d.set_index(['date']).astype(float)
+            # d.index = pd.DatetimeIndex(d.index)
+            return i, ix, d
+        except Exception as e:
+            logger.warning('error get price {}, err {}'.format(i[2:-4], e))
+            return i, 'None', pd.DataFrame([])
+
+    if i[0] in ['0', '1', '3', '5', '6']:
+        i = 'sh'+i if i[0] in ['5', '6'] else 'sz'+i
+    if i[:2] in ['sh', 'sz']:
+        url = qtimg_stock.format(i, freq, sdate, edate, days, fq)
+    elif i[:2] == 'hk':
+        url = qtimg_stock_hk.format(i, freq, sdate, edate, days, fq)
+    elif i[:2] == 'us':
+        url = qtimg_stock_us.format(i, freq, sdate, edate, days, fq)
+    else:
+        raise ValueError('target market not supported')
+    a = hget(url)
+    #a = json.loads(a.text.replace('kline_dayqfq=', ''))['data'][i]
+    print('=====',url,a)
+    a = json.loads(a.text)['data'][i]
+    name = ''
+    try:
+        for tkt in ['day', 'qfqday', 'hfqday', 'week', 'qfqweek', 'hfqweek',
+                    'month', 'qfqmonth', 'hfqmonth']:
+            if tkt in a:
+                tk = tkt
+                break
+        b = pd.DataFrame([j[:6] for j in a[tk]],
+                         columns=['date',
+                                  'open',
+                                  'close',
+                                  'high',
+                                  'low',
+                                  'vol']).set_index(['date']).astype(float)
+        if 'qt' in a:
+            name = a['qt'][i][1]
+    except Exception as e:
+        logger.warning('error fetching {}, err: {}'.format(i, e))
+    return i, name, b
+
+
+def get_price_longer(i, l=2, dd={}):
+    # default get price 320 day, l as years
+    _, name, a = get_price(i, dd=dd)
+    d1 = a.index.format()[0]
+    for y in range(1, l):
+        d0 = str(int(d1[:4]) - 1) + d1[4:]
+        a = pd.concat((get_price(i, d0, d1)[2], a), 0).drop_duplicates()
+        d1 = d0
+    return i, name, a
+
+
+def get_tick(tgts=[]):
+    '''
+    Get quotes of a tick
+    tgt list format:
+        us stocks like gb_symbol, e.g. gb_aapl, gb_goog
+    Return list of dict of given symbols for current timestamp
+    '''
+    if not tgts:
+        return []
+    sina_tick = 'https://hq.sinajs.cn/?list='
+    head_row = ['name', 'price', 'price_change_rate', 'timesec',
+        'price_change', '_', '_', '_', '_', '_', 'volume', '_', '_',
+         '_', '_', '_', '_', '_', '_', '_', '_', '_', '_', '_', '_',
+         '_', 'last_close', '_', '_', '_', 'turnover', '_', '_', '_', '_']
+
+    if type(tgts) == list:
+        tgts = ['gb_' + i.lower() for i in tgts]
+    elif type(tgts) == str:
+        tgts = ['gb_' + tgts]
+    else:
+        raise ValueError('tgt should be list or str, e.g. APPL,')
+
+    a = hget(sina_tick + ','.join(tgts))
+    if not a:
+        logger.warning('hget failed {}'.format(tgts))
+        return []
+
+    try:
+        dat = [i.split('"')[1].split(',') for i in a.text.split(';\n') if ',' in i]
+        dat_trim = [{k:i[j] for j,k in enumerate(head_row) if k!='_'} for i in dat]
+    except Exception as e:
+        logger.warming('data not complete, check tgt be code str or list without'+
+            ' prefix, your given: {}'.format(tgts))
+    return dat_trim
+
+
+def get_stock_concepts(i) -> []:
+    '''
+    Return concept id(start with `BK`) list of a stock, from eastmoney
+    '''
+    f10url = base64.b64decode('aHR0cDovL2YxMC5lYXN0bW9uZXkuY29tLy9Db3JlQ29uY2V' +
+                              'wdGlvbi9Db3JlQ29uY2VwdGlvbkFqYXg/Y29kZT0=').decode()
+    #drop_cons = ['融资融券', '创业板综', '深股通', '沪股通', '深成500', '长江三角']
+    #drop_tails = ['板块', '概念', '0_', '成份', '重仓']
+    url = f10url + i
+    try:
+        concepts = json.loads(hget(url).text)[
+            'hxtc'][0]['ydnr'].split()
+    except Exception as e:
+        logger.error(str(e))
+        concepts = ['']
+    #concepts = [i for i in concepts if i not in drop_cons]
+    #concepts = [i for i in concepts if i[-2:] not in drop_tails]
+    #concepts = [i for i in concepts if '股' not in i]
+    return concepts
+
+
+def get_concept_stocks(bkid, dc=None):
+    '''
+    Return stocks of input bkid, e.g. BK0420, BK0900
+    dc : dictionary of concepts, local cache with get/put
+    '''
+    if dc is not None:
+        a = dc.get(bkid)
+        if a:
+            return a
+    bkid = bkid if isinstance(bkid, str) else 'BK' + str(bkid).zfill(4)
+    a = hget(
+        base64.b64decode('aHR0cDovL3B1c2gyLmVhc3Rtb25leS5jb20vYXBpL3F0L2NsaXN0' +
+                         'L2dldD9jYj1qUXVlcnkxMTIzMDQwNTcwNTM4NTY5NDcwMTA1XzE2MTgwNDc5OTA2O' +
+                         'TAmZmlkPWY2MiZwbz0xJnB6PTUwMCZwbj0xJm5wPTEmZmx0dD0yJmludnQ9MiZmcz' +
+                         '1iJTNB').decode() +
+        bkid +
+        '&fields=f3%2Cf6%2Cf12%2Cf14%2Cf21').text
+    a = json.loads(
+        a.split('jQuery1123040570538569470105_1618047990690(')[1][:-2])['data']['diff']
+    logger.debug('get fresh conc {}'.format(bkid))
+    a = [ ['sh'+i['f12'] if i['f12'][0]=='6' else 'sz'+i['f12'],
+         i['f14'], i['f3'], i['f6'], i['f21']] for i in a]
+    return a
+
+
+def _east_list_fmt(burl, api_name):
+    '''
+    formatter of eastmoney api
+    Return list of list:
+        [sid, name, rise, amount, mkt]
+    '''
+    a = hget(base64.b64decode(burl).decode() +
+        str(int(time.time()*1e3)))
+    if a:
+        a = a.text
+    else:
+        return
+    a = json.loads(a.split(api_name+'(')[1][:-2])['data']['diff']
+    a = [ [i['f12'],i['f14'], i['f3'], i['f6'], i['f20']] for i in a]
+    return a
+
+
+def get_all_industries():
+    '''
+    Return sorted industry item list ordered by latest amount of money,
+    item in returned list are [code, name, change, amount, price]
+    '''
+    a = _east_list_fmt('aHR0cHM6Ly84Ny5wdXNoMi5lYXN0bW9uZXkuY29tL2FwaS9xdC9jbGl'+
+        'zdC9nZXQ/Y2I9alF1ZXJ5MTEyNDAzNzExNzU2NTU3MTk3MTM0NV8xNjI3MDQ3MTg4NTk5'+
+        'JnBuPTEmcHo9MTAwJnBvPTEmbnA9MSZ1dD1iZDFkOWRkYjA0MDg5NzAwY2Y5YzI3ZjZmN'+
+        'zQyNjI4MSZmbHR0PTImaW52dD0yJmZpZD1mMyZmcz1tOjkwK3Q6MitmOiE1MCZmaWVsZH'+
+        'M9ZjMsZjYsZjEyLGYxNCxmMjAsZjEwNCxmMTA1Jl89',
+        'jQuery1124037117565571971345_1627047188599')
+    logger.debug('get industries {}'.format(len(a)))
+    return a
+
+
+def get_all_concepts():
+    '''
+    Return sorted concept item list ordered by latest amount of money,
+    item in returned list are [code, name, change, amount, price]
+    '''
+    a = _east_list_fmt('aHR0cHM6Ly8yMi5wdXNoMi5lYXN0bW9uZXkuY29tL2FwaS9xdC9jbGl'+
+        'zdC9nZXQ/Y2I9alF1ZXJ5MTEyNDA3MzI5ODQxOTMwNzY4OTc5XzE2MjcxMDk0NjA2MzMm'+
+        'cG49MSZwej00MDAmcG89MSZucD0xJnV0PWJkMWQ5ZGRiMDQwODk3MDBjZjljMjdmNmY3N'+
+        'DI2MjgxJmZsdHQ9MiZpbnZ0PTImZmlkPWYzJmZzPW06OTArdDozK2Y6ITUwJmZpZWxkcz'+
+        '1mMyxmNixmMTIsZjE0LGYyMCxmMTA0LGYxMDUmXz0='
+        ,'jQuery112407329841930768979_1627109460633')
+    logger.debug('get concepts {}'.format(len(a)))
+    return a
+
+
+def get_bk_stocks(bkid):
+    '''
+    Return stock item list of given bk id,
+    item in returned list are [code, name, change, amount, price]
+    '''
+    url = base64.b64decode('aHR0cDovLzgyLnB1c2gyLmVhc3Rtb25leS5jb20vYXBpL3F0L2'+
+        'NsaXN0L2dldD9jYj1qUXVlcnkxMTI0MDQ4Njk5NjMwMDk1MTM3NzE0XzE2Mjc0Nzc0OTU'+
+        'wNjQmcG49MSZwej0yMDAwJnBvPTAmbnA9MSZ1dD1iZDFkOWRkYjA0MDg5NzAwY2Y5YzI3'+
+        'ZjZmNzQyNjI4MSZmbHR0PTImaW52dD0yJmZpZD1mNiZmcz1iOg==').decode()+ \
+        bkid + '+f:!50&fields=f3,f6,f12,f14,f20&_='
+    a = _east_list_fmt(base64.b64encode(bytes(url, encoding='utf-8')),
+        'jQuery1124048699630095137714_1627477495064')
+    logger.debug('get bk stocks {}'.format(len(a)))
+    return a
+
+
+def get_industry_stocks(bkid):
+    '''
+    Return sorted industry item list ordered by latest amount of money,
+    item in returned list are [code, name, change, amount, price]
+    '''
+    url = base64.b64decode('aHR0cHM6Ly82Mi5wdXNoMi5lYXN0bW9uZXkuY29tL2FwaS9xdC'+
+        '9jbGlzdC9nZXQ/Y2I9alF1ZXJ5MTEyNDA4Mzc4MjAwMDc0NDQ0MzA5XzE2Mjc4MjQ2MDM'+
+        '1NjImcG49MSZwej0yMDAwJnBvPTAmbnA9MSZ1dD1iZDFkOWRkYjA0MDg5NzAwY2Y5YzI3'+
+        'ZjZmNzQyNjI4MSZmbHR0PTImaW52dD0yJmZpZD1mNiZmcz1iOg==').decode()+ \
+        bkid + '+f:!50&fields=f3,f6,f12,f14,f20&_='
+    a = _east_list_fmt(base64.b64encode(bytes(url, encoding='utf-8')),
+        'jQuery112408378200074444309_1627824603562')
+    logger.debug('get industry stocks {}'.format(len(a)))
+    return a
+
+
+def get_hk_stocks_ggt():
+    '''
+    Return sorted stock item list in GangGuTong, ordered by amount of money,
+    item in returned list are [code, name, change, amount, price]
+    '''
+    a = _east_list_fmt('aHR0cHM6Ly8yLnB1c2gyLmVhc3Rtb25leS5jb20vYXBpL3F0L2NsaX'+
+        'N0L2dldD9jYj1qUXVlcnkxMTI0MDI0MzYyMzA4OTA2NjE1MDgyXzE2MjgyNTg5MzEyMjQ'+
+        'mcG49MSZwej0xMDAwJnBvPTAmbnA9MSZ1dD1iZDFkOWRkYjA0MDg5NzAwY2Y5YzI3ZjZm'+
+        'NzQyNjI4MSZmbHR0PTImaW52dD0yJmZpZD1mNiZmcz1iOkRMTUswMTQ2LGI6RExNSzAxN'+
+        'DQmZmllbGRzPWYzLGY2LGYxMixmMTQsZjIwJl89',
+        'jQuery1124024362308906615082_1628258931224')
+    a = [ ['hk'+i[0], i[1], i[2], i[3], i[4]] for i in a]
+    logger.debug('get hk stocks GangGuTong {}'.format(len(a)))
+    return a
+
+
+def get_hk_stocks_hsi():
+    '''
+    Return sorted stock item list in HSI, ordered by amount of money,
+    item in returned list are [code, name, change, amount, price]
+    '''
+    a = _east_list_fmt('aHR0cHM6Ly81Ni5wdXNoMi5lYXN0bW9uZXkuY29tL2FwaS9xdC9jbG'+
+        'lzdC9nZXQ/Y2I9alF1ZXJ5MTEyNDA3ODg4ODY4NDU5NDc5NzkyXzE2MjgyNTk1NjQ2NzE'+
+        'mcG49MSZwej0xMDAwJnBvPTEmbnA9MSZ1dD1iZDFkOWRkYjA0MDg5NzAwY2Y5YzI3ZjZm'+
+        'NzQyNjI4MSZmbHR0PTImaW52dD0yJmZpZD1mNiZmcz1iOkRMTUswMTQxJmZpZWxkcz1mM'+
+        'yxmNixmMTIsZjE0LGYyMCZfPQ==',
+        'jQuery112407888868459479792_1628259564671')
+    a = [ ['hk'+i[0], i[1], i[2], i[3], i[4]] for i in a]
+    logger.debug('get hk stocks HSI {}'.format(len(a)))
+    return a
+
+
+
+

rquote/plots.py

@@ -0,0 +1,71 @@
+# -*- coding: utf-8 -*-
+
+from .main import get_price
+
+
+class PlotUtils:
+
+    def plot_candle(i, sdate='', edate='', dsh=False, vol=True):
+
+        import plotly.graph_objs as go
+        '''
+            Plot candles of i
+            Input: id
+            Output: plotting data and default layout
+        '''
+        layout = go.Layout(
+            barmode = 'stack',
+            xaxis = dict(
+                        type = 'category',
+                        rangeslider = dict(visible=False),
+                        spikemode = 'toaxis+across+marker',
+                        ),
+        )
+        
+        dt = []
+        icolor, dcolor = 'red', 'green'
+        _, n, v = get_price(i, sdate=sdate, edate=edate)
+        v = (v - v.low.min()) * 10 / (v.high.max() - v.low.min()) + 2
+        v = v.round(3) # compress html data
+        
+        dt += [
+                go.Candlestick(
+                        x=v.index.to_series(),
+                        open=v.open,
+                        high=v.high,
+                        low=v.low,
+                        close=v.close,
+                        opacity=0.5,
+                        hoverinfo='none',
+                        name=n,
+                        increasing={'line':{'color':icolor}},
+                        decreasing={'line':{'color':dcolor}}
+                        ),
+            ]
+        
+        if vol:
+            vvol = v.vol / v.vol.max()
+            vvol *= 2
+            dt += [go.Bar(x = v.index.to_series(), y=vvol, name='vol', opacity=0.5)]
+            
+        icolor, dcolor = 'cyan', 'gray'
+        if dsh:
+            _, _, dsh = get_price('sh000001', sdate=sdate, edate=edate)
+            dsh = (dsh / dsh.iloc[0,0] - 1) * 10
+            dt += [
+                    go.Candlestick(
+                            x=dsh.index.to_series(),
+                            open=dsh.open,
+                            high=dsh.high,
+                            low=dsh.low,
+                            close=dsh.close,
+                            opacity=0.5,
+                            hoverinfo='none',
+                            name='sh',
+                            increasing={'line':{'color':icolor}},
+                            decreasing={'line':{'color':dcolor}}
+                            ),
+                ]
+            
+        return dt, layout
+

rquote/utils.py

@@ -0,0 +1,197 @@
+# -*- coding: utf-8 -*-
+
+import time
+import random
+import logging
+import httpx
+import numpy as np
+import pandas as pd
+import uuid
+
+def setup_logger():
+    logger = logging.getLogger('rquote')
+    if not logger.handlers:
+        logger.setLevel(logging.INFO)
+        file_handler = logging.FileHandler('/tmp/rquote.log')
+        
+        formatter = logging.Formatter('%(asctime)-15s:%(lineno)s %(message)s')
+        file_handler.setFormatter(formatter)
+        
+        logger.addHandler(file_handler)
+        logger.addHandler(logging.StreamHandler())
+    
+    return logger
+
+logger = setup_logger()
+
+
+class WebUtils:
+    @staticmethod
+    def ua():
+        ua_list = [
+            'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/30.0.1599.101',
+            'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/38.0.2125.122',
+            'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71',
+            'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.95',
+            'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.1 (KHTML, like Gecko) Chrome/21.0.1180.71',
+            'Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; SV1; QQDownload 732; .NET4.0C; .NET4.0E)',
+            'Mozilla/5.0 (Windows NT 5.1; U; en; rv:1.8.1) Gecko/20061208 Firefox/2.0.0 Opera 9.50',
+            'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:34.0) Gecko/20100101 Firefox/34.0',
+            'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_3) AppleWebKit/534.55.3 (KHTML, like Gecko) Version/5.1.5 Safari/534.55.3',
+            'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.114 Safari/537.36',
+            'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.114 Safari/521.61'
+        ]
+        return random.choice(ua_list)
+
+    @classmethod
+    def headers(cls):
+        header = {
+            'referer': str(uuid.uuid4()),
+            'user-agent': cls.ua()
+            }
+        return header
+
+    @classmethod
+    def reqget(cls, url, headers, method, proxy=None):
+        '''
+        request.get() wrapper
+        '''
+        headers['user-agent'] = cls.ua
+        try:
+            r = httpx.get(url, allow_redirects=True)
+        except Exception as e:
+            logger.error('Fetch url {} err: {}'.format(url, e))
+            return None
+        if r:
+            if method == 'text':
+                return r.text
+            elif method == 'content':
+                return r.content
+
+    @classmethod
+    def test_proxy(cls, proxy: str):
+        '''
+        proxy format 'ip:port'
+        test baidu.com for cn
+        # test google.com for non-cn (not effective due to DNS hijacking)
+        '''
+        try:
+            with httpx.Client(proxies=proxy) as client:
+                r = client.get('https://baidu.com', timeout=2)
+                if r.ok:
+                    return 1
+                else:
+                    return 0
+        except Exception as e:
+            logger.info(f'test proxy {proxy} negative')
+            return 0
+        if r.ok:
+            logger.info(f'test proxy {proxy} positive')
+            return 1
+
+
+class BasicFactors:
+
+    @staticmethod
+    def break_rise(d) -> float:
+        if d.open[-1] / d.close[-2] > 1.002 and d.close[-1] > d.open[-1]:
+            return round((d.open[-1] - d.close[-2]) / d.close[-2], 2)
+        else:
+            return 0
+
+    @staticmethod
+    def min_resist(d) -> float:
+        sup, pre, pcur = 0, 0, d.close[-1]
+        for i in d.iterrows():
+            p = (i[1].open + i[1].close) / 2
+            if p > pcur:
+                pre += i[1].vol
+            if p < pcur:
+                sup += i[1].vol
+        minres = (sup - pre) / (sup + pre)
+        if abs(minres - 1) < .01 and d.close[-2] < max(d.close[:-2]):
+            minres += .2
+        minres = round(minres, 2)
+        return minres
+
+    @staticmethod
+    def vol_extreme(d):
+        d = d.vol
+        v60max = d.rolling(60).max()
+        v60min = d.rolling(60).min()
+        # any in last 3days
+        for i in range(1, 3):
+            if d[-i] > v60max[-i - 1]:
+                return round(d[-i] / v60max[-i - 1], 2)
+            if d[-i] < v60min[-i - 1]:
+                return round(-d[-i] / v60min[-i - 1], 2)
+            else:
+                return 0
+
+    @staticmethod
+    def bias_rate_over_ma60(d):
+        r60 = d.close - d.close.rolling(60).mean()
+        if r60[-1] > 0:
+            return round(r60[-1] / r60.rolling(60).max()[-1], 2)
+        else:
+            return round(-r60[-1] / r60.rolling(60).min()[-1], 2)
+
+    @staticmethod
+    def op_ma(d) -> float:
+        ''' op: ma score'''
+        if len(d) < 22:
+            return
+        d['mv5'] = d.close.rolling(5).mean()
+        d['mv10'] = d.close.rolling(10).mean()
+        d['mv20'] = d.close.rolling(20).mean()
+        d['mv60'] = d.close.rolling(60).mean()
+
+        def ma20(d):
+            ret = 0
+            # .2 for over ma60
+            if d.close[-1] > d.mv60[-1]:
+                ret += 0.2
+            # .2 for all upwards ma's
+            if (d.mv5[-1] > d.mv5[-2] and d.mv10[-1] >
+                    d.mv10[-2] and d.mv20[-1] > d.mv20[-2]):
+                ret += 0.2
+                for j in range(1, 3):
+                    if not (d.close[-j] > d.mv5[-j] and d.close[-j]
+                            > d.mv10[-j] and d.close[-j] > d.mv20[-j]):
+                        return ret
+                for j in range(3, 5):
+                    if (d.close[-j] > d.mv5[-j] and d.close[-j] >
+                            d.mv10[-j] and d.close[-j] > d.mv20[-j]):
+                        return ret
+                # .2 for just rush over ma's (fresh score)
+                ret += 0.2
+            return ret
+        return ma20(d)
+
+    @staticmethod
+    def op_cnt(d, cont_min=3) -> (int):
+        ''' op: count continous bulling days over index'''
+        d.index = pd.DatetimeIndex(d.index)
+        td = (d.p_change_on_sh.rolling(cont_min).min() > 0).astype(int) * \
+            (d.p_change.rolling(cont_min).min() > 0).astype(int)
+        ret = 0 if td[-1] <= 0 else td[-1]
+        # is_first_day = True if td[-2] <= 0 else False
+        return ret
+
+
+class hget:
+    '''
+    class version request.get wrapper
+    '''
+    def __init__(self, url, *args, **kwargs):
+        self.url = url
+        try:
+            r = httpx.get(
+                self.url, follow_redirects=True, *args, **kwargs)
+            self.text = r.text
+            self.content = r.content
+        except Exception as e:
+            logger.error(f'fetch {self.url} err: {e}')
+            self.text = ''
+            self.content = b''
+

rquote-0.2.4.dist-info/METADATA

@@ -0,0 +1,39 @@
+Metadata-Version: 2.4
+Name: rquote
+Version: 0.2.4
+Summary: Mostly day quotes of cn/hk/us/fund/future markets, side with quote list fetch
+Home-page: https://github.com/kids/rquote
+Author: Roizhao
+Author-email: roizhao@gmail.com
+Requires-Python: >=3.4.0
+Description-Content-Type: text/markdown
+Requires-Dist: httpx>=0.20.0
+Requires-Dist: pandas>=1.0.0
+Requires-Dist: setuptools>=59.6.0
+Dynamic: author
+Dynamic: author-email
+Dynamic: home-page
+Dynamic: requires-python
+
+# rquote
+
+`get_price`方法提供 A股/港股/美股/ETF基金/期货 日线历史数据获取 
+
+使用新浪/腾讯的id形式，如`sh000001`表示上证指数，`sz000001`表示深市000001股票`平安银行`，`sh510050`表示上证50指数ETF，`hk00700`表示港股腾讯。  
+期货代码需加`fu`前缀，如`fuAP2110`，美股需加对应交易所后缀，如`usBABA.N`，`usC.N`，`usAAPL.OQ`等  
+BTC/USD也放在fu下面，i.d.`fuBTC`  
+
+e.g.
+```
+from rquote import get_price
+sid, nm, df = get_price('sh000001')
+df.head() # 数据为pandas dataframe
+```
+>                open    close     high      low          vol  
+> date  
+> 2024-02-06  2680.48  2789.49  2802.93  2669.67  502849313.0  
+> 2024-02-07  2791.51  2829.70  2829.70  2770.53  547117439.0  
+> 2024-02-08  2832.49  2865.90  2867.47  2827.90  531108893.0  
+> 2024-02-19  2886.59  2910.54  2910.54  2867.71  458967704.0  
+> 2024-02-20  2902.88  2922.73  2927.31  2887.47  350138735.0  
+

rquote-0.2.4.dist-info/RECORD

@@ -0,0 +1,8 @@
+rquote/__init__.py,sha256=kduE8uV71sC878gc4HpRqlzfAJc4cHEKk6HsQkHQ52s,373
+rquote/main.py,sha256=CoZ1EBGSbSJ1422wotxWKXAjaGjVAZwMDnmIsz9iAeE,17108
+rquote/plots.py,sha256=N8uvD6ju9tow0DllPQiXiM7EoPC2bK8X7QF6NQainKs,2342
+rquote/utils.py,sha256=ztDIlW9UyJQHPO_Q-DCzp0sOsKT24sFdHhpizw3P9x8,6781
+rquote-0.2.4.dist-info/METADATA,sha256=fgz-6BYaAoNPavmoT_N3kTelOOa7N8Z1-vugUtQPJtM,1429
+rquote-0.2.4.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+rquote-0.2.4.dist-info/top_level.txt,sha256=CehAiaZx7Fo8HGoV2zd5GhILUW1jQEN8YS-cWMlrK9Y,7
+rquote-0.2.4.dist-info/RECORD,,

rquote-0.2.4.dist-info/WHEEL

@@ -0,0 +1,5 @@
+Wheel-Version: 1.0
+Generator: setuptools (80.9.0)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

rquote-0.2.4.dist-info/top_level.txt

@@ -0,0 +1 @@
+rquote