fix(HEL-487): 盘中当天看板在 rt_k 无权限时降级到免费实时源
rt_k 失败、无权限、超时或空结果时改用东财全市场快照，再失败则用腾讯批量行情；两者都失败仍不退回昨天。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
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总工
co-authored by
Cursor
multica-agent
Cursor
multica-agent
parent
a043bc9eb1
commit
dd89a09643
@@ -20,7 +20,17 @@ class RealtimeAggregateError(RuntimeError):
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EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get"
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EASTMONEY_SECTOR_URL = "https://push2.eastmoney.com/api/qt/clist/get"
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EASTMONEY_A_SHARE_BOARDS = (
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"m:0+t:6",
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"m:0+t:80",
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"m:1+t:2",
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"m:1+t:23",
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"m:0+t:81",
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)
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EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124"
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EASTMONEY_MARKET_PAGE_SIZE = 100
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TENCENT_INDEX_URL = "https://qt.gtimg.cn/q=sh000001,sz399001,sz399006"
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TENCENT_QUOTE_URL = "https://qt.gtimg.cn/q="
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THS_LIMIT_URL = "https://data.10jqka.com.cn/dataapi/limit_up/limit_up_pool"
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XGB_POOL_URL = "https://flash-api.xuangubao.cn/api/pool/detail"
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BROWSER_USER_AGENT = (
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@@ -134,6 +144,145 @@ class WebRealtimeAggregator:
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raise RealtimeAggregateError(f"Eastmoney returned {len(result)}/3 indices")
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return result
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def eastmoney_market_quotes(self, expected_date: str = "") -> list[dict[str, Any]]:
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"""Full A-share snapshot via Eastmoney clist, used when Tushare rt_k is unavailable."""
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now = time.time()
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cache_key = "assembled:eastmoney_market"
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with self._response_cache_lock:
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cached = self._response_cache.get(cache_key)
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cache_age = now - float((cached or {}).get("created_at") or 0)
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if cached and cache_age <= min(20, self.response_cache_ttl_seconds):
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quotes = list(cached.get("payload") or [])
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return self._filter_quotes_by_date(quotes, expected_date)
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rows: list[dict[str, Any]] = []
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board_errors: list[str] = []
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for board in EASTMONEY_A_SHARE_BOARDS:
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try:
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rows.extend(self._eastmoney_board_quotes(board))
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except Exception as exc:
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board_errors.append(f"{board}:{exc}")
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quotes = []
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seen: set[str] = set()
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for row in rows:
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quote = _normalize_eastmoney_quote(row)
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ts_code = str((quote or {}).get("ts_code") or "")
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if not quote or ts_code in seen:
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continue
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seen.add(ts_code)
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quotes.append(quote)
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if len(quotes) < 200:
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detail = f"；{'; '.join(board_errors)}" if board_errors else ""
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raise RealtimeAggregateError(
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f"Eastmoney market snapshot too small: {len(quotes)}{detail}"
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)
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quotes = self._filter_quotes_by_date(quotes, expected_date)
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with self._response_cache_lock:
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self._response_cache[cache_key] = {"created_at": now, "payload": quotes}
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return quotes
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def _eastmoney_board_quotes(self, board: str) -> list[dict[str, Any]]:
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first = self._eastmoney_market_page(board, 1)
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data = first.get("data") or {}
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rows = _diff_rows(data)
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total = int(_number(data.get("total")))
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page_count = 1
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if total > 0:
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page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE)
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for page in range(2, min(page_count, 40) + 1):
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payload = self._eastmoney_market_page(board, page)
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rows.extend(_diff_rows(payload.get("data") or {}))
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return rows
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def _eastmoney_market_page(self, board: str, page: int) -> dict[str, Any]:
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return self._get_json(
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EASTMONEY_SECTOR_URL,
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{
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"pn": str(page),
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"pz": str(EASTMONEY_MARKET_PAGE_SIZE),
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"po": "1",
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"np": "1",
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"fltt": "2",
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"invt": "2",
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"fid": "f12",
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"fs": board,
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"fields": EASTMONEY_QUOTE_FIELDS,
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},
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referer="https://quote.eastmoney.com/center/gridlist.html",
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)
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def _filter_quotes_by_date(
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self,
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quotes: list[dict[str, Any]],
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expected_date: str,
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) -> list[dict[str, Any]]:
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want = str(expected_date or "").replace("-", "")
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if not want or not quotes:
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return quotes
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dated = [item for item in quotes if str(item.get("quote_date") or "") == want]
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if dated and len(dated) >= max(100, int(len(quotes) * 0.2)):
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return dated
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if dated:
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return dated
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if all(not item.get("quote_date") for item in quotes):
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return quotes
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raise RealtimeAggregateError(f"Eastmoney quotes are not for {want}")
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def tencent_market_quotes(
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self,
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codes: list[str],
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expected_date: str = "",
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) -> list[dict[str, Any]]:
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symbols: list[str] = []
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seen: set[str] = set()
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for raw in codes:
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ts = str(raw or "").strip().upper()
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if not ts:
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continue
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symbol = ts.split(".")[0]
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if not symbol.isdigit() or len(symbol) != 6 or symbol in seen:
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continue
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seen.add(symbol)
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if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")):
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symbols.append(f"sh{symbol}")
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elif ts.endswith(".BJ") or symbol.startswith(("4", "8")):
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symbols.append(f"bj{symbol}")
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else:
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symbols.append(f"sz{symbol}")
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if not symbols:
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raise RealtimeAggregateError("No stock codes available for Tencent quotes")
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quotes: list[dict[str, Any]] = []
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batch_size = 80
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def load_batch(batch: list[str]) -> list[dict[str, Any]]:
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raw, _cache_age = self._get_text(
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f"{TENCENT_QUOTE_URL}{','.join(batch)}",
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referer="https://gu.qq.com/",
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encoding="gb18030",
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)
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return [
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quote
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for line in raw.splitlines()
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if (quote := _parse_tencent_stock_quote(line))
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]
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batches = [symbols[index:index + batch_size] for index in range(0, len(symbols), batch_size)]
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errors: list[str] = []
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with ThreadPoolExecutor(max_workers=4) as executor:
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for result in executor.map(self._capture, [lambda batch=batch: load_batch(batch) for batch in batches]):
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rows, status = result
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if status.get("ok") and rows:
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quotes.extend(rows)
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elif not status.get("ok"):
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errors.append(str(status.get("error") or "batch failed"))
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if len(quotes) < 200:
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detail = f"；{'; '.join(errors[:3])}" if errors else ""
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raise RealtimeAggregateError(
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f"Tencent market snapshot too small: {len(quotes)}{detail}"
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)
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return self._filter_quotes_by_date(quotes, expected_date)
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def tencent_indices(self) -> list[dict[str, Any]]:
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raw, cache_age = self._get_text(
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TENCENT_INDEX_URL,
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@@ -397,6 +546,94 @@ class WebRealtimeAggregator:
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) from last_error
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def _diff_rows(data: dict[str, Any]) -> list[dict[str, Any]]:
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diff = data.get("diff") or []
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if isinstance(diff, dict):
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return [row for row in diff.values() if isinstance(row, dict)]
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return [row for row in diff if isinstance(row, dict)]
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def _parse_tencent_stock_quote(line: str) -> dict[str, Any] | None:
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if '="' not in line:
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return None
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prefix, payload = line.split('="', 1)
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fields = payload.rsplit('";', 1)[0].split("~")
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if len(fields) < 38:
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return None
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symbol = fields[2]
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if not symbol.isdigit() or len(symbol) != 6:
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return None
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close = _number(fields[3])
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previous_close = _number(fields[4])
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if close <= 0 or previous_close <= 0:
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return None
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marker = prefix.lower()
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if "sh" in marker:
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ts_code = f"{symbol}.SH"
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elif "bj" in marker:
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ts_code = f"{symbol}.BJ"
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else:
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ts_code = f"{symbol}.SZ"
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try:
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quote_time = datetime.strptime(fields[30], "%Y%m%d%H%M%S")
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quote_date = quote_time.strftime("%Y%m%d")
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epoch = int(quote_time.timestamp())
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except ValueError:
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quote_date = ""
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epoch = 0
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return {
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"ts_code": ts_code,
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"name": fields[1] or symbol,
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"pre_close": previous_close,
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"open": _number(fields[5]),
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"high": _number(fields[33]),
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"low": _number(fields[34]),
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"close": close,
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"vol": _number(fields[6]) * 100,
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"amount": _number(fields[37]) * 10000,
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"num": 0,
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"quote_date": quote_date,
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"quote_time_epoch": epoch,
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"source": "tencent_qt",
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}
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def _normalize_eastmoney_quote(row: dict[str, Any]) -> dict[str, Any] | None:
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symbol = str(row.get("f12") or "").strip()
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if not symbol.isdigit() or len(symbol) != 6:
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return None
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close = _number(row.get("f2"))
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previous_close = _number(row.get("f18"))
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if close <= 0 or previous_close <= 0:
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return None
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market = int(_number(row.get("f13")))
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if market == 1 or symbol.startswith(("5", "6", "9")):
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ts_code = f"{symbol}.SH"
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elif symbol.startswith(("4", "8")):
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ts_code = f"{symbol}.BJ"
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else:
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ts_code = f"{symbol}.SZ"
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epoch = int(_number(row.get("f124")))
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quote_date = ""
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if epoch > 0:
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quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d")
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return {
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"ts_code": ts_code,
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"name": row.get("f14") or symbol,
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"pre_close": previous_close,
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"open": _number(row.get("f17")),
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"high": _number(row.get("f15")),
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"low": _number(row.get("f16")),
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"close": close,
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"vol": _number(row.get("f5")) * 100,
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"amount": _number(row.get("f6")),
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"num": 0,
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"quote_date": quote_date,
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"quote_time_epoch": epoch,
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"source": "eastmoney_clist",
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}
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def _normalize_sector(value: Any) -> str:
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text = str(value or "").strip().replace(" ", "")
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for suffix in ("板块", "概念", "行业", "Ⅱ", "Ⅲ", "(A股)", "（A股）"):
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