rquote 0.3.4__py3-none-any.whl → 0.3.5__py3-none-any.whl

rquote/__init__.py

@@ -7,9 +7,57 @@ 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, get_hk_stocks_500
-from .main import get_cn_future_list, get_us_stocks, get_cn_fund_list
-from .utils import WebUtils, BasicFactors
+# API函数
+from .api import (
+    get_price,
+    get_price_longer,
+    get_all_industries,
+    get_stock_concepts,
+    get_stock_industry,
+    get_cn_stock_list,
+    get_hk_stocks_500,
+    get_cn_future_list,
+    get_us_stocks,
+    get_cn_fund_list,
+    get_tick,
+    get_industry_stocks
+)
+
+# 工具类
+from .utils import WebUtils, hget, logger
+from .factors import BasicFactors
 from .plots import PlotUtils
+
+# 新增模块（可选使用）
+from . import config
+from . import exceptions
+from .cache import MemoryCache, Cache
+from .utils.http import HTTPClient
+
+__version__ = '0.3.5'
+
+__all__ = [
+    # API函数
+    'get_price',
+    'get_price_longer',
+    'get_all_industries',
+    'get_stock_concepts',
+    'get_stock_industry',
+    'get_cn_stock_list',
+    'get_hk_stocks_500',
+    'get_cn_future_list',
+    'get_us_stocks',
+    'get_cn_fund_list',
+    'get_tick',
+    'get_industry_stocks',
+    # 工具类
+    'WebUtils',
+    'BasicFactors',
+    'PlotUtils',
+    # 新增模块
+    'config',
+    'exceptions',
+    'MemoryCache',
+    'Cache',
+    'HTTPClient',
+]

rquote/api/__init__.py

@@ -0,0 +1,32 @@
+# -*- coding: utf-8 -*-
+"""
+API层
+"""
+from .price import get_price, get_price_longer
+from .lists import (
+    get_cn_stock_list,
+    get_hk_stocks_500,
+    get_us_stocks,
+    get_cn_fund_list,
+    get_cn_future_list,
+    get_all_industries,
+    get_industry_stocks
+)
+from .tick import get_tick
+from .stock_info import get_stock_concepts, get_stock_industry
+
+__all__ = [
+    'get_price',
+    'get_price_longer',
+    'get_cn_stock_list',
+    'get_hk_stocks_500',
+    'get_us_stocks',
+    'get_cn_fund_list',
+    'get_cn_future_list',
+    'get_tick',
+    'get_stock_concepts',
+    'get_stock_industry',
+    'get_all_industries',
+    'get_industry_stocks'
+]
+

rquote/api/lists.py

@@ -0,0 +1,175 @@
+# -*- coding: utf-8 -*-
+"""
+列表相关API
+"""
+import json
+import re
+import base64
+import time
+from ..utils import hget, logger
+from ..exceptions import HTTPError
+
+
+def get_cn_stock_list(money_min=2e8):
+    """
+    获取A股股票列表
+    
+    Args:
+        money_min: 最小成交额
+    
+    Returns:
+        股票列表
+    """
+    offset = 0
+    count = 200  # max, or error
+    df = []
+    while not df or float(df[-1]['turnover'])*1e4 > money_min:
+        a = hget(
+            'https://proxy.finance.qq.com/cgi/cgi-bin/rank/hs/getBoardRankList?_appver=11.17.0'+
+            f'&board_code=aStock&sort_type=turnover&direct=down&offset={offset}&count={count}'
+        )
+        if a:
+            a = json.loads(a.text)
+            if a['data']['rank_list']:
+                df.extend(a['data']['rank_list'])
+                offset += count
+            else:
+                break
+    return df
+
+
+def get_hk_stocks_500():
+    """
+    获取港股前500只股票列表
+    
+    Returns:
+        股票列表
+    """
+    a = hget(
+        'https://stock.gtimg.cn/data/hk_rank.php?board=main_all&metric=amount&' +
+        'pageSize=500&reqPage=1&order=desc&var_name=list_data')
+    if a:
+        a = [i.split('~') for i in json.loads(a.text.split('list_data=')[1])['data']['page_data']]
+    return a
+
+
+def get_us_stocks(k=100):
+    """
+    获取美股列表
+    
+    Args:
+        k: 获取数量
+    
+    Returns:
+        股票列表
+    """
+    uscands = []
+    page_n = k//20 + 1
+    for page in range(1, page_n+1):
+        a = hget(
+            "https://stock.finance.sina.com.cn/usstock/api/jsonp.php/IO.XSRV2."+
+            f"CallbackList['f0j3ltzVzdo2Fo4p']/US_CategoryService.getList?page={page}"+
+            "&num=20&sort=&asc=0&market=&id=")
+        if a:
+            uslist = json.loads(a.text.split('(',1)[1][:-2])['data']
+            uscands.extend(uslist)
+    return uscands
+
+
+def get_cn_fund_list():
+    """
+    获取A股ETF基金列表
+    
+    Returns:
+        基金列表，格式: [code, name, change, amount, price]
+    """
+    a = hget(base64.b64decode('aHR0cDovL3ZpcC5zdG9jay5maW5hbmNlLnNpbmEuY29tL'+
+        'mNuL3F1b3Rlc19zZXJ2aWNlL2FwaS9qc29ucC5waHAvSU8uWFNSVjIuQ2FsbGJhY2tMaX'+
+        'N0WydrMldhekswNk5Rd2xoeVh2J10vTWFya2V0X0NlbnRlci5nZXRIUU5vZGVEYXRhU2l'+
+        'tcGxlP3BhZ2U9MSZudW09MTAwMCZzb3J0PWFtb3VudCZhc2M9MCZub2RlPWV0Zl9ocV9m'+
+        'dW5kJiU1Qm9iamVjdCUyMEhUTUxEaXZFbGVtZW50JTVEPXhtNGkw').decode())
+    if a:
+        fundcands = [[i['symbol'], i['name'], i['changepercent'], i['amount'], i['trade']]
+                     for i in json.loads(a.text.split('k2WazK06NQwlhyXv')[1][3:-2])]
+    return fundcands
+
+
+def get_cn_future_list():
+    """
+    获取国内期货合约列表
+    
+    Returns:
+        期货代码列表，带fu前缀
+    """
+    a = hget('https://finance.sina.com.cn/futuremarket/')
+    if a:
+        futurelist_active = [
+            'fu' + i for i in re.findall(r'quotes/(.*?\d+).shtml', a.text)]
+    return futurelist_active
+
+
+def get_all_industries():
+    """
+    获取所有行业板块列表
+    
+    Returns:
+        行业列表，格式: [code, name, change, amount, price, sina_sw2_id]
+    """
+    try:
+        url = 'https://proxy.finance.qq.com/cgi/cgi-bin/rank/pt/getRank?board_type=hy2&sort_type=price&direct=down&offset=0&count=200'
+        a = hget(url)
+        if not a:
+            raise HTTPError('Failed to fetch industries from QQ Finance')
+        data = json.loads(a.text)
+        if data.get('code') != 0:
+            logger.warning('API returned error: {}'.format(data.get('msg', 'Unknown error')))
+            return []
+        
+        rank_list = data.get('data', {}).get('rank_list', [])
+        industries = [
+            [item['code'], item['name'], item.get('zdf', '0'), 
+             item.get('zllr', '0'), item.get('zxj', '0')]
+            for item in rank_list
+        ]
+        logger.debug('get industries {}'.format(len(industries)))
+    except Exception as e:
+        logger.warning('Error parsing industries data: {}'.format(e))
+        industries = []
+    
+    try:
+        url = 'https://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQNodes'
+        sina_industries = hget(url)
+        if not sina_industries:
+            raise HTTPError('Failed to fetch industries from Sina Finance')
+        data = json.loads(sina_industries.text)
+        sina_industries = data[1][0][1]
+        sina_sw2 = sina_industries[3][1]
+        sina_sw2_dict = {i[0]:i[2] for i in sina_sw2}
+    except Exception as e:
+        logger.warning(f'Error parsing sina industries data: {e}')
+        sina_sw2_dict = {}
+    
+    # 利用sina_sw2_dict给industries添加sina_sw2_id
+    for industry in industries:
+        industry.append(sina_sw2_dict.get(industry[1], ''))
+    return industries
+
+
+def get_industry_stocks(node):
+    """
+    获取指定行业板块的股票列表
+    
+    Args:
+        node: 行业节点代码
+    
+    Returns:
+        股票列表
+    """
+    url = f'https://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/'+\
+    f'Market_Center.getHQNodeData?page=1&num=40&sort=symbol&asc=1&node={node}&symbol=&_s_r_a=init'
+    a = hget(url)
+    if not a:
+        raise HTTPError('Failed to fetch industry stocks from Sina Finance')
+    data = json.loads(a.text)
+    return data
+

rquote/api/price.py

@@ -0,0 +1,73 @@
+# -*- coding: utf-8 -*-
+"""
+价格相关API
+"""
+from typing import Tuple
+import pandas as pd
+from ..markets import MarketFactory
+from ..cache import Cache
+from ..cache.memory import DictCache as DictCacheAdapter
+from ..utils.date import check_date_format
+from ..exceptions import SymbolError
+
+
+def get_price(i: str, sdate: str = '', edate: str = '', freq: str = 'day', 
+              days: int = 320, fq: str = 'qfq', dd=None) -> Tuple[str, str, pd.DataFrame]:
+    '''
+    获取价格数据
+    
+    Args:
+        i: 股票代码
+        sdate: 开始日期
+        edate: 结束日期
+        dd: data dictionary或Cache对象，任何有get/put方法的本地缓存
+        days: 获取天数，覆盖sdate
+        fq: 复权方式，qfq为前复权
+    
+    Returns:
+        (symbol, name, DataFrame)
+    '''
+    # 处理缓存
+    cache = None
+    if dd is not None:
+        if isinstance(dd, dict):
+            cache = DictCacheAdapter(dd)
+        elif isinstance(dd, Cache):
+            cache = dd
+        elif hasattr(dd, 'get'):
+            cache = DictCacheAdapter(dd)
+    
+    # 检查日期格式
+    try:
+        sdate = check_date_format(sdate) if sdate else ''
+        edate = check_date_format(edate) if edate else ''
+    except ValueError as e:
+        raise SymbolError(f"Invalid date format: {e}")
+    
+    # 使用市场工厂创建对应的市场实例
+    market = MarketFactory.create_from_symbol(i, cache=cache)
+    
+    # 调用市场的get_price方法
+    return market.get_price(i, sdate=sdate, edate=edate, freq=freq, days=days, fq=fq)
+
+
+def get_price_longer(i: str, l: int = 2, dd=None) -> Tuple[str, str, pd.DataFrame]:
+    """
+    获取更长时间的历史数据
+    
+    Args:
+        i: 股票代码
+        l: 年数
+        dd: 缓存对象
+    
+    Returns:
+        (symbol, name, DataFrame)
+    """
+    _, 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, dd=dd)[2], a), 0).drop_duplicates()
+        d1 = d0
+    return i, name, a
+

rquote/api/stock_info.py

@@ -0,0 +1,49 @@
+# -*- coding: utf-8 -*-
+"""
+股票信息相关API
+"""
+import json
+from typing import List
+from ..utils import hget
+from ..exceptions import HTTPError
+
+
+def get_stock_concepts(i: str) -> List[str]:
+    """
+    获取指定股票所属的概念板块
+    
+    Args:
+        i: 股票代码
+    
+    Returns:
+        概念代码列表
+    """
+    url = f'https://proxy.finance.qq.com/ifzqgtimg/appstock/app/stockinfo/plateNew?code={i}&app=wzq&zdf=1'
+    a = hget(url)
+    if not a:
+        raise HTTPError('Failed to fetch concepts from QQ Finance')
+    data = json.loads(a.text)
+    if data.get('code') != 0:
+        raise HTTPError('API returned error: {}'.format(data.get('msg', 'Unknown error')))
+    return data.get('data', {}).get('concept', [])
+
+
+def get_stock_industry(i: str) -> List[str]:
+    """
+    获取指定股票所属的行业板块
+    
+    Args:
+        i: 股票代码
+    
+    Returns:
+        行业代码列表
+    """
+    url = f'https://proxy.finance.qq.com/ifzqgtimg/appstock/app/stockinfo/plateNew?code={i}&app=wzq&zdf=1'
+    a = hget(url)
+    if not a:
+        raise HTTPError('Failed to fetch industry from QQ Finance')
+    data = json.loads(a.text)
+    if data.get('code') != 0:
+        raise HTTPError('API returned error: {}'.format(data.get('msg', 'Unknown error')))
+    return data.get('data', {}).get('plate', [])
+

rquote/api/tick.py

@@ -0,0 +1,47 @@
+# -*- coding: utf-8 -*-
+"""
+实时行情相关API
+"""
+from typing import List, Union
+from ..utils import hget
+from ..exceptions import HTTPError
+
+
+def get_tick(tgts: Union[List[str], str] = []):
+    """
+    获取实时行情数据
+    
+    Args:
+        tgts: 股票代码列表或单个代码（美股需要gb_前缀）
+    
+    Returns:
+        行情数据列表
+    """
+    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 isinstance(tgts, list):
+        tgts = ['gb_' + i.lower() for i in tgts]
+    elif isinstance(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:
+        raise HTTPError('hget failed {}'.format(tgts))
+
+    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:
+        raise HTTPError('data not complete, check tgt be code str or list without'+
+            ' prefix, your given: {}'.format(tgts))
+    return dat_trim
+

rquote/cache/__init__.py

@@ -0,0 +1,9 @@
+# -*- coding: utf-8 -*-
+"""
+缓存模块
+"""
+from .base import Cache
+from .memory import MemoryCache
+
+__all__ = ['Cache', 'MemoryCache']
+

rquote/cache/base.py

@@ -0,0 +1,26 @@
+# -*- coding: utf-8 -*-
+"""
+缓存基类
+"""
+from abc import ABC, abstractmethod
+from typing import Optional, Any
+
+
+class Cache(ABC):
+    """缓存基类"""
+    
+    @abstractmethod
+    def get(self, key: str) -> Optional[Any]:
+        """获取缓存"""
+        pass
+    
+    @abstractmethod
+    def put(self, key: str, value: Any, ttl: Optional[int] = None) -> None:
+        """设置缓存"""
+        pass
+    
+    @abstractmethod
+    def delete(self, key: str) -> None:
+        """删除缓存"""
+        pass
+

rquote/cache/memory.py

@@ -0,0 +1,77 @@
+# -*- coding: utf-8 -*-
+"""
+内存缓存实现
+"""
+import time
+from typing import Optional, Any, Dict
+from .base import Cache
+
+
+class MemoryCache(Cache):
+    """内存缓存实现"""
+    
+    def __init__(self, ttl: int = 3600):
+        """
+        初始化内存缓存
+        
+        Args:
+            ttl: 默认过期时间（秒）
+        """
+        self.ttl = ttl
+        self._cache: Dict[str, tuple] = {}  # {key: (value, expire_time)}
+    
+    def get(self, key: str) -> Optional[Any]:
+        """获取缓存"""
+        if key not in self._cache:
+            return None
+        
+        value, expire_time = self._cache[key]
+        if time.time() > expire_time:
+            del self._cache[key]
+            return None
+        
+        return value
+    
+    def put(self, key: str, value: Any, ttl: Optional[int] = None) -> None:
+        """设置缓存"""
+        ttl = ttl or self.ttl
+        expire_time = time.time() + ttl
+        self._cache[key] = (value, expire_time)
+    
+    def delete(self, key: str) -> None:
+        """删除缓存"""
+        self._cache.pop(key, None)
+    
+    def clear(self) -> None:
+        """清空缓存"""
+        self._cache.clear()
+    
+    def size(self) -> int:
+        """获取缓存大小"""
+        return len(self._cache)
+
+
+class DictCache(Cache):
+    """字典缓存适配器（用于向后兼容旧的dd参数）"""
+    
+    def __init__(self, cache_dict: dict):
+        """
+        初始化字典缓存
+        
+        Args:
+            cache_dict: 字典对象
+        """
+        self._dict = cache_dict
+    
+    def get(self, key: str) -> Optional[Any]:
+        """获取缓存"""
+        return self._dict.get(key)
+    
+    def put(self, key: str, value: Any, ttl: Optional[int] = None) -> None:
+        """设置缓存"""
+        self._dict[key] = value
+    
+    def delete(self, key: str) -> None:
+        """删除缓存"""
+        self._dict.pop(key, None)
+

rquote/config.py

@@ -0,0 +1,42 @@
+# -*- coding: utf-8 -*-
+"""
+配置管理模块
+"""
+from dataclasses import dataclass
+from typing import Optional
+import os
+
+
+@dataclass
+class Config:
+    """配置类"""
+    # HTTP配置
+    http_timeout: int = 10
+    http_retry_times: int = 3
+    http_retry_delay: float = 1.0
+    http_pool_size: int = 10
+    
+    # 缓存配置
+    cache_enabled: bool = True
+    cache_ttl: int = 3600  # 秒
+    
+    # 日志配置
+    log_level: str = "INFO"
+    log_file: Optional[str] = "/tmp/rquote.log"
+    
+    @classmethod
+    def from_env(cls) -> 'Config':
+        """从环境变量创建配置"""
+        return cls(
+            http_timeout=int(os.getenv('RQUOTE_HTTP_TIMEOUT', '10')),
+            http_retry_times=int(os.getenv('RQUOTE_RETRY_TIMES', '3')),
+            cache_enabled=os.getenv('RQUOTE_CACHE_ENABLED', 'true').lower() == 'true',
+            cache_ttl=int(os.getenv('RQUOTE_CACHE_TTL', '3600')),
+            log_level=os.getenv('RQUOTE_LOG_LEVEL', 'INFO'),
+            log_file=os.getenv('RQUOTE_LOG_FILE', '/tmp/rquote.log')
+        )
+
+
+# 全局默认配置
+default_config = Config.from_env()
+

rquote/data_sources/__init__.py

@@ -0,0 +1,10 @@
+# -*- coding: utf-8 -*-
+"""
+数据源模块
+"""
+from .base import DataSource
+from .tencent import TencentDataSource
+from .sina import SinaDataSource
+
+__all__ = ['DataSource', 'TencentDataSource', 'SinaDataSource']
+

rquote/data_sources/base.py

@@ -0,0 +1,21 @@
+# -*- coding: utf-8 -*-
+"""
+数据源基类
+"""
+from abc import ABC, abstractmethod
+from typing import Dict, Any, List
+
+
+class DataSource(ABC):
+    """数据源基类"""
+    
+    @abstractmethod
+    def fetch_kline(self, symbol: str, **kwargs) -> Dict[str, Any]:
+        """获取K线数据"""
+        pass
+    
+    @abstractmethod
+    def fetch_tick(self, symbols: List[str]) -> Dict[str, Any]:
+        """获取实时行情"""
+        pass
+