feat(HEL-463): 接入剩余行情数据到 datahub
扩展盘后正式集(涨跌停/人气/龙虎榜/板块日线)与盘中观察 API(报价/指数/分时),网站 bridge 按开关接入并回退旧链路;问天改为按数据依赖跟随开关,不再整栈强制旧路径。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
This commit is contained in:
co-authored by
Cursor
multica-agent
parent
16ba83ec01
commit
605f97e5df
@@ -1,13 +1,13 @@
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from datahub.adapters.akshare import ADAPTER as akshare
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from datahub.adapters.eastmoney import ADAPTER as eastmoney
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from datahub.adapters.eastmoney import EastmoneyAdapter
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from datahub.adapters.ifind import ADAPTER as ifind
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from datahub.adapters.tencent import ADAPTER as tencent
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from datahub.adapters.tencent import TencentAdapter
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from datahub.adapters.ths import ADAPTER as ths
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from datahub.adapters.xgb import ADAPTER as xgb
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RESERVED = {
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"eastmoney": eastmoney,
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"tencent": tencent,
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"eastmoney": EastmoneyAdapter(),
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"tencent": TencentAdapter(),
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"ths": ths,
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"xgb": xgb,
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"akshare": akshare,
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@@ -1,3 +1,250 @@
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from datahub.adapters.base import ReservedAdapter
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from __future__ import annotations
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ADAPTER = ReservedAdapter("eastmoney")
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import json
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import time
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import urllib.error
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import urllib.parse
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import urllib.request
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from datetime import datetime
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from typing import Any
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from datahub.adapters.base import AdapterError, MarketAdapter
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from datahub.numbers import finite_number, round4
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EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
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EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get"
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TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
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BROWSER_UA = (
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"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
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"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
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)
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INDEX_SECIDS = {
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"000001.SH": "1.000001",
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"399001.SZ": "0.399001",
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"399006.SZ": "0.399006",
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}
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class EastmoneyAdapter(MarketAdapter):
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name = "eastmoney"
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def __init__(self, timeout: int = 8) -> None:
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self.timeout = timeout
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def probe(self) -> dict[str, Any]:
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started = time.perf_counter()
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try:
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rows = self.fetch_indices()
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state = "ok" if len(rows) == 3 else "empty"
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except AdapterError as exc:
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return {
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"provider": self.name,
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"configured": True,
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"state": "error",
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"message": str(exc),
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"latency_ms": round((time.perf_counter() - started) * 1000),
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}
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return {
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"provider": self.name,
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"configured": True,
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"state": state,
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"latency_ms": round((time.perf_counter() - started) * 1000),
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}
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def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
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if dataset in {"indexes_quotes", "index_quotes"}:
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return self.fetch_indices()
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if dataset in {"quotes", "quotes_latest"}:
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codes = params.get("codes") or []
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if isinstance(codes, str):
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codes = [item.strip() for item in codes.split(",") if item.strip()]
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return self.fetch_quotes(list(codes))
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raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
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def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
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return list(rows)
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def fetch_indices(self) -> list[dict[str, Any]]:
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payload = self._get_json(
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EASTMONEY_INDEX_URL,
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{
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"secids": "1.000001,0.399001,0.399006",
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"fltt": "2",
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"invt": "2",
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"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124",
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},
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referer="https://quote.eastmoney.com/",
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)
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rows = list((payload.get("data") or {}).get("diff") or [])
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result = []
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for row in rows:
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code = str(row.get("f12") or "")
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if code not in {"000001", "399001", "399006"}:
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continue
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epoch = int(finite_number(row.get("f124")) or 0)
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ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ"
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if code == "000001":
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ts_code = "000001.SH"
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result.append(
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{
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"ts_code": ts_code,
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"code": code,
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"name": row.get("f14") or code,
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"price": round4(finite_number(row.get("f2"))),
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"pct_chg": round4(finite_number(row.get("f3"))),
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"change_amount": round4(finite_number(row.get("f4"))),
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"open": round4(finite_number(row.get("f17"))),
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"high": round4(finite_number(row.get("f15"))),
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"low": round4(finite_number(row.get("f16"))),
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"previous_close": round4(finite_number(row.get("f18"))),
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"amount": round4(finite_number(row.get("f6"))),
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"quote_time_epoch": epoch,
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"quote_time": (
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datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
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if epoch
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else ""
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),
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"source": "eastmoney_push2",
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}
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)
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if len(result) != 3:
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raise AdapterError(f"Eastmoney returned {len(result)}/3 indices")
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return result
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def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]:
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# Eastmoney clist does not accept arbitrary code lists well; use ulist.np for batches.
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secids = []
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for code in codes:
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ts = str(code or "").upper()
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symbol = ts.split(".")[0]
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if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
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secids.append(f"1.{symbol}")
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else:
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secids.append(f"0.{symbol}")
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if not secids:
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return []
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payload = self._get_json(
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EASTMONEY_INDEX_URL,
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{
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"secids": ",".join(secids[:60]),
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"fltt": "2",
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"invt": "2",
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"fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124",
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},
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referer="https://quote.eastmoney.com/",
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)
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rows = list((payload.get("data") or {}).get("diff") or [])
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result = []
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for row in rows:
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symbol = str(row.get("f12") or "")
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if not symbol:
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continue
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ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ"
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epoch = int(finite_number(row.get("f124")) or 0)
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result.append(
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{
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"ts_code": ts_code,
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"name": row.get("f14") or symbol,
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"price": round4(finite_number(row.get("f2"))),
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"pct_chg": round4(finite_number(row.get("f3"))),
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"change_amount": round4(finite_number(row.get("f4"))),
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"open": round4(finite_number(row.get("f17"))),
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"high": round4(finite_number(row.get("f15"))),
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"low": round4(finite_number(row.get("f16"))),
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"previous_close": round4(finite_number(row.get("f18"))),
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"volume": round4(finite_number(row.get("f5"))),
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"amount": round4(finite_number(row.get("f6"))),
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"turnover_rate": round4(finite_number(row.get("f8"))),
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"quote_time_epoch": epoch,
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"quote_time": (
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datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds")
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if epoch
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else ""
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),
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"source": "eastmoney_push2",
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}
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)
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return result
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def fetch_intraday(self, ts_code: str) -> dict[str, Any]:
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code = str(ts_code or "").upper()
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if code in INDEX_SECIDS:
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secid = INDEX_SECIDS[code]
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entity = "index"
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identifier = code
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else:
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symbol = code.split(".")[0]
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market = "1" if symbol.startswith(("5", "6", "9")) else "0"
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secid = f"{market}.{symbol}"
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entity = "stock"
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identifier = symbol
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payload = self._get_json(
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TRENDS_URL,
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{
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"secid": secid,
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"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
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"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
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"iscr": "0",
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"ndays": "1",
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},
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referer="https://quote.eastmoney.com/",
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)
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data = payload.get("data") or {}
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points = []
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for raw in data.get("trends") or []:
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point = _parse_trend(raw)
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if point:
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points.append(point)
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if not points:
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raise AdapterError("No intraday chart data returned")
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return {
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"entity_type": entity,
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"identifier": identifier,
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"ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}",
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"name": str(data.get("name") or ""),
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"code": str(data.get("code") or identifier),
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"trade_date": points[-1]["date"],
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"previous_close": round4(finite_number(data.get("preClose"))),
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"points": points,
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"source": "eastmoney_trends2",
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}
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def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]:
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request_url = f"{url}?{urllib.parse.urlencode(params)}"
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request = urllib.request.Request(
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request_url,
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headers={
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"Accept": "application/json,text/plain,*/*",
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"User-Agent": BROWSER_UA,
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"Referer": referer,
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},
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method="GET",
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)
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try:
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with urllib.request.urlopen(request, timeout=self.timeout) as response:
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return json.loads(response.read().decode("utf-8"))
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except Exception as exc:
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raise AdapterError(f"eastmoney request failed: {exc}") from exc
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def _parse_trend(raw: Any) -> dict[str, Any] | None:
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text = str(raw or "")
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parts = text.split(",")
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if len(parts) < 8:
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return None
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stamp = parts[0]
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try:
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when = datetime.strptime(stamp, "%Y-%m-%d %H:%M")
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except ValueError:
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return None
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return {
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"time": when.strftime("%H:%M"),
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"date": when.strftime("%Y-%m-%d"),
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"open": round4(finite_number(parts[1])),
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"close": round4(finite_number(parts[2])),
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"high": round4(finite_number(parts[3])),
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"low": round4(finite_number(parts[4])),
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"avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])),
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"volume": round4(finite_number(parts[5])),
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"amount": round4(finite_number(parts[6])),
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}
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@@ -1,3 +1,99 @@
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from datahub.adapters.base import ReservedAdapter
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from __future__ import annotations
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ADAPTER = ReservedAdapter("tencent")
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import time
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import urllib.error
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import urllib.request
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from datetime import datetime
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from typing import Any
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from datahub.adapters.base import AdapterError, MarketAdapter
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from datahub.numbers import finite_number, round4
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TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
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BROWSER_UA = (
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"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
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"AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36"
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)
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class TencentAdapter(MarketAdapter):
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name = "tencent"
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def __init__(self, timeout: int = 8) -> None:
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self.timeout = timeout
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def probe(self) -> dict[str, Any]:
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started = time.perf_counter()
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try:
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rows = self.fetch_indices()
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state = "ok" if len(rows) == 3 else "empty"
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except AdapterError as exc:
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return {
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"provider": self.name,
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"configured": True,
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"state": "error",
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"message": str(exc),
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"latency_ms": round((time.perf_counter() - started) * 1000),
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}
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return {
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"provider": self.name,
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"configured": True,
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"state": state,
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"latency_ms": round((time.perf_counter() - started) * 1000),
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}
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def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
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if dataset in {"indexes_quotes", "index_quotes"}:
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return self.fetch_indices()
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raise AdapterError(f"{self.name} unsupported dataset: {dataset}")
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def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
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return list(rows)
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def fetch_indices(self) -> list[dict[str, Any]]:
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request = urllib.request.Request(
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TENCENT_INDEX_URL,
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headers={"User-Agent": BROWSER_UA, "Referer": "https://gu.qq.com/"},
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method="GET",
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)
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try:
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with urllib.request.urlopen(request, timeout=self.timeout) as response:
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raw = response.read().decode("gb18030", errors="ignore")
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except Exception as exc:
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raise AdapterError(f"tencent request failed: {exc}") from exc
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result = []
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for line in raw.splitlines():
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if '="' not in line:
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continue
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fields = line.split('="', 1)[1].rsplit('";', 1)[0].split("~")
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if len(fields) < 38:
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continue
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code = fields[2]
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if code not in {"000001", "399001", "399006"}:
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continue
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try:
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quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S").astimezone()
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except ValueError as exc:
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raise AdapterError(f"Tencent invalid quote time for {code}") from exc
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ts_code = "000001.SH" if code == "000001" else f"{code}.SZ"
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result.append(
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{
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"ts_code": ts_code,
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"code": code,
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"name": fields[1] or code,
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"price": round4(finite_number(fields[3])),
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"pct_chg": round4(finite_number(fields[32])),
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"change_amount": round4(finite_number(fields[31])),
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"open": round4(finite_number(fields[5])),
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"high": round4(finite_number(fields[33])),
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"low": round4(finite_number(fields[34])),
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"previous_close": round4(finite_number(fields[4])),
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"amount": round4(finite_number(fields[37]) * 10000),
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"quote_time_epoch": int(quote_time.timestamp()),
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"quote_time": quote_time.isoformat(timespec="seconds"),
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"source": "tencent_qt",
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}
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)
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if len(result) != 3:
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raise AdapterError(f"Tencent returned {len(result)}/3 indices")
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return result
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@@ -11,8 +11,12 @@ from datahub.normalize import (
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normalize_auction,
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normalize_calendar,
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normalize_daily,
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normalize_dragon_tiger,
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normalize_index_daily,
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normalize_limit_event,
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normalize_moneyflow,
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normalize_popularity,
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normalize_sector_daily,
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normalize_stock,
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normalize_valuation,
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)
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@@ -31,6 +35,21 @@ TUSHARE_FIELDS = {
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"buy_lg_amount,sell_lg_amount,buy_elg_amount,sell_elg_amount,net_mf_amount"
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),
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"stk_auction": "ts_code,trade_date,vol,price,amount,pre_close,turnover_rate,volume_ratio,float_share",
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"limit_list_d": (
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"trade_date,ts_code,industry,name,close,pct_chg,amount,limit_amount,"
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"float_mv,total_mv,turnover_ratio,fd_amount,first_time,last_time,"
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"open_times,up_stat,limit_times,limit_type"
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),
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"ths_hot": "ts_code,ts_name,hot,rank,pct_change,current_price,concept,data_type,trade_date",
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"dc_hot": "ts_code,ts_name,rank,pct_change,current_price,hot,concept,data_type,trade_date",
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"hm_detail": "trade_date,ts_code,ts_name,buy_amount,sell_amount,net_amount,hm_name,hm_orgs,tag",
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"hm_list": "name,desc,orgs",
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"top_list": "trade_date,ts_code,name,pct_change,reason",
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"top_inst": "trade_date,ts_code,exalter,buy,buy_rate,sell,sell_rate,net_buy,side,reason",
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"ths_index": "ts_code,name,count,exchange,list_date,type",
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"ths_daily": "ts_code,trade_date,open,high,low,close,pre_close,pct_change,vol,turnover_rate",
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"dc_index": "ts_code,trade_date,name,open,high,low,close,pre_close,pct_change,vol,amount,turnover_rate",
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"sw_daily": "ts_code,trade_date,name,open,high,low,close,pct_change,vol,amount",
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}
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|
||||
DATASET_API = {
|
||||
@@ -42,12 +61,15 @@ DATASET_API = {
|
||||
"index_daily": "index_daily",
|
||||
"moneyflow": "moneyflow",
|
||||
"auction": "stk_auction",
|
||||
"limit_events": "limit_list_d",
|
||||
"popularity": "ths_hot",
|
||||
"dragon_tiger": "hm_detail",
|
||||
"sector_daily": "ths_daily",
|
||||
}
|
||||
|
||||
# Website actual index usage: market cards / 90-day charts (SH/SZ/CYB) plus
|
||||
# screener 沪深300 benchmark (lookback up to 260 trading days).
|
||||
WEBSITE_INDEX_CODES = ("000001.SH", "399001.SZ", "399006.SZ", "000300.SH")
|
||||
DEFAULT_INDEX_CODES = WEBSITE_INDEX_CODES
|
||||
LIMIT_TYPES = ("U", "D", "Z")
|
||||
|
||||
|
||||
class TushareAdapter(MarketAdapter):
|
||||
@@ -85,6 +107,14 @@ class TushareAdapter(MarketAdapter):
|
||||
}
|
||||
|
||||
def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]:
|
||||
if dataset == "limit_events":
|
||||
return self.fetch_limit_events(str(params.get("trade_date") or ""))
|
||||
if dataset == "popularity":
|
||||
return self.fetch_popularity(str(params.get("trade_date") or ""))
|
||||
if dataset == "dragon_tiger":
|
||||
return self.fetch_dragon_tiger(str(params.get("trade_date") or ""))
|
||||
if dataset == "sector_daily":
|
||||
return self.fetch_sector_daily(str(params.get("trade_date") or ""))
|
||||
api_name = DATASET_API.get(dataset, dataset)
|
||||
fields = TUSHARE_FIELDS.get(api_name, "")
|
||||
query_params = dict(params)
|
||||
@@ -93,10 +123,67 @@ class TushareAdapter(MarketAdapter):
|
||||
if api_name == "trade_cal" and "exchange" not in query_params:
|
||||
query_params["exchange"] = "SSE"
|
||||
if api_name == "index_daily" and "ts_code" not in query_params:
|
||||
# Caller typically loops codes; a missing code would pull nothing useful.
|
||||
query_params.setdefault("ts_code", DEFAULT_INDEX_CODES[0])
|
||||
return self._query(api_name, query_params, fields)
|
||||
|
||||
def fetch_limit_events(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for limit_type in LIMIT_TYPES:
|
||||
part = self._query(
|
||||
"limit_list_d",
|
||||
{"trade_date": trade_date, "limit_type": limit_type},
|
||||
TUSHARE_FIELDS["limit_list_d"],
|
||||
)
|
||||
for row in part:
|
||||
row = dict(row)
|
||||
row.setdefault("limit_type", limit_type)
|
||||
rows.append(row)
|
||||
return rows
|
||||
|
||||
def fetch_popularity(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, source in (("ths_hot", "ths"), ("dc_hot", "dc")):
|
||||
for row in self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name]):
|
||||
item = dict(row)
|
||||
item["source"] = source
|
||||
item.setdefault("trade_date", trade_date)
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_dragon_tiger(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
details = self._query("hm_detail", {"trade_date": trade_date}, TUSHARE_FIELDS["hm_detail"])
|
||||
top_rows = self._query("top_list", {"trade_date": trade_date}, TUSHARE_FIELDS["top_list"])
|
||||
context = {
|
||||
str(row.get("ts_code") or ""): row
|
||||
for row in top_rows
|
||||
if str(row.get("ts_code") or "")
|
||||
}
|
||||
rows: list[dict[str, Any]] = []
|
||||
for row in details:
|
||||
item = dict(row)
|
||||
stock = context.get(str(item.get("ts_code") or ""), {})
|
||||
if item.get("pct_change") is None and stock.get("pct_change") is not None:
|
||||
item["pct_change"] = stock.get("pct_change")
|
||||
if not item.get("reason") and stock.get("reason"):
|
||||
item["reason"] = stock.get("reason")
|
||||
if not item.get("ts_name") and stock.get("name"):
|
||||
item["ts_name"] = stock.get("name")
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_sector_daily(self, trade_date: str) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for api_name, family in (("ths_daily", "ths"), ("dc_index", "dc"), ("sw_daily", "sw")):
|
||||
try:
|
||||
part = self._query(api_name, {"trade_date": trade_date}, TUSHARE_FIELDS[api_name])
|
||||
except AdapterError:
|
||||
part = []
|
||||
for row in part:
|
||||
item = dict(row)
|
||||
item["family"] = family
|
||||
rows.append(item)
|
||||
return rows
|
||||
|
||||
def fetch_index_daily(self, trade_date: str, codes: tuple[str, ...] = DEFAULT_INDEX_CODES) -> list[dict[str, Any]]:
|
||||
rows: list[dict[str, Any]] = []
|
||||
for ts_code in codes:
|
||||
@@ -104,6 +191,17 @@ class TushareAdapter(MarketAdapter):
|
||||
return rows
|
||||
|
||||
def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]:
|
||||
if dataset in {"limit_events", "limit_list_d"}:
|
||||
return [normalize_limit_event(row) for row in rows]
|
||||
if dataset == "popularity":
|
||||
return [normalize_popularity(row, source=str(row.get("source") or "")) for row in rows]
|
||||
if dataset == "dragon_tiger":
|
||||
return [normalize_dragon_tiger(row) for row in rows]
|
||||
if dataset == "sector_daily":
|
||||
return [
|
||||
normalize_sector_daily(row, family=str(row.get("family") or "ths"))
|
||||
for row in rows
|
||||
]
|
||||
mapping = {
|
||||
"calendar": normalize_calendar,
|
||||
"trade_cal": normalize_calendar,
|
||||
@@ -148,12 +246,11 @@ class TushareAdapter(MarketAdapter):
|
||||
try:
|
||||
with urllib.request.urlopen(request, timeout=self.timeout) as response:
|
||||
result = json.loads(response.read().decode("utf-8"))
|
||||
except json.JSONDecodeError:
|
||||
raise AdapterError("Tushare returned invalid json") from None
|
||||
except (urllib.error.URLError, TimeoutError) as exc:
|
||||
raise AdapterError(f"Tushare request failed: {exc}") from exc
|
||||
if result.get("code") != 0:
|
||||
raise AdapterError(result.get("msg") or "Tushare returned an unknown error")
|
||||
except (urllib.error.URLError, TimeoutError, json.JSONDecodeError) as exc:
|
||||
raise AdapterError(f"Tushare 请求失败: {exc}") from exc
|
||||
if result.get("code") not in (0, "0", None):
|
||||
raise AdapterError(str(result.get("msg") or f"Tushare error {result.get('code')}"))
|
||||
data = result.get("data") or {}
|
||||
columns = data.get("fields") or []
|
||||
return [dict(zip(columns, item)) for item in data.get("items") or []]
|
||||
items = data.get("items") or []
|
||||
fields_list = data.get("fields") or (fields.split(",") if fields else [])
|
||||
return [dict(zip(fields_list, item)) for item in items]
|
||||
|
||||
Reference in New Issue
Block a user