from __future__ import annotations import json import time import urllib.error import urllib.parse import urllib.request from datetime import datetime from typing import Any from datahub.adapters.base import AdapterError, MarketAdapter from datahub.numbers import finite_number, round4 EASTMONEY_INDEX_URL = "https://push2.eastmoney.com/api/qt/ulist.np/get" EASTMONEY_CLIST_URL = "https://push2.eastmoney.com/api/qt/clist/get" EASTMONEY_A_SHARE_BOARDS = ( "m:0+t:6", "m:0+t:80", "m:1+t:2", "m:1+t:23", "m:0+t:81", ) EASTMONEY_QUOTE_FIELDS = "f12,f13,f14,f2,f3,f4,f5,f6,f15,f16,f17,f18,f8,f124" EASTMONEY_MARKET_PAGE_SIZE = 100 TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get" HIS_TRENDS_URL = "https://push2his.eastmoney.com/api/qt/stock/trends2/get" BROWSER_UA = ( "Mozilla/5.0 (Windows NT 10.0; Win64; x64) " "AppleWebKit/537.36 (KHTML, like Gecko) Chrome/138.0.0.0 Safari/537.36" ) INDEX_SECIDS = { "000001.SH": "1.000001", "399001.SZ": "0.399001", "399006.SZ": "0.399006", } class EastmoneyAdapter(MarketAdapter): name = "eastmoney" def __init__(self, timeout: int = 8) -> None: self.timeout = timeout def probe(self) -> dict[str, Any]: started = time.perf_counter() try: rows = self.fetch_indices() state = "ok" if len(rows) == 3 else "empty" except AdapterError as exc: return { "provider": self.name, "configured": True, "state": "error", "message": str(exc), "latency_ms": round((time.perf_counter() - started) * 1000), } return { "provider": self.name, "configured": True, "state": state, "latency_ms": round((time.perf_counter() - started) * 1000), } def fetch(self, dataset: str, params: dict[str, Any]) -> list[dict[str, Any]]: if dataset in {"indexes_quotes", "index_quotes"}: return self.fetch_indices() if dataset in {"quotes", "quotes_latest"}: codes = params.get("codes") or [] if isinstance(codes, str): codes = [item.strip() for item in codes.split(",") if item.strip()] if codes: return self.fetch_quotes(list(codes)) return self.fetch_market_quotes() if dataset in {"quotes_market", "market_quotes"}: return self.fetch_market_quotes() raise AdapterError(f"{self.name} unsupported dataset: {dataset}") def normalize(self, dataset: str, rows: list[dict[str, Any]]) -> list[dict[str, Any]]: return list(rows) def fetch_indices(self) -> list[dict[str, Any]]: payload = self._get_json( EASTMONEY_INDEX_URL, { "secids": "1.000001,0.399001,0.399006", "fltt": "2", "invt": "2", "fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f124", }, referer="https://quote.eastmoney.com/", ) rows = list((payload.get("data") or {}).get("diff") or []) result = [] for row in rows: code = str(row.get("f12") or "") if code not in {"000001", "399001", "399006"}: continue epoch = int(finite_number(row.get("f124")) or 0) ts_code = f"{code}.SH" if code.startswith("0") and code == "000001" else f"{code}.SZ" if code == "000001": ts_code = "000001.SH" result.append( { "ts_code": ts_code, "code": code, "name": row.get("f14") or code, "price": round4(finite_number(row.get("f2"))), "pct_chg": round4(finite_number(row.get("f3"))), "change_amount": round4(finite_number(row.get("f4"))), "open": round4(finite_number(row.get("f17"))), "high": round4(finite_number(row.get("f15"))), "low": round4(finite_number(row.get("f16"))), "previous_close": round4(finite_number(row.get("f18"))), "amount": round4(finite_number(row.get("f6"))), "quote_time_epoch": epoch, "quote_time": ( datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds") if epoch else "" ), "source": "eastmoney_push2", } ) if len(result) != 3: raise AdapterError(f"Eastmoney returned {len(result)}/3 indices") return result def fetch_quotes(self, codes: list[str]) -> list[dict[str, Any]]: # Eastmoney ulist.np accepts ~60 secids per request; page remaining codes. secids = [] for code in codes: ts = str(code or "").upper() symbol = ts.split(".")[0] if ts.endswith(".SH") or symbol.startswith(("5", "6", "9")): secids.append(f"1.{symbol}") else: secids.append(f"0.{symbol}") if not secids: return [] result: list[dict[str, Any]] = [] for index in range(0, len(secids), 60): payload = self._get_json( EASTMONEY_INDEX_URL, { "secids": ",".join(secids[index:index + 60]), "fltt": "2", "invt": "2", "fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f5,f6,f8,f124", }, referer="https://quote.eastmoney.com/", ) rows = list((payload.get("data") or {}).get("diff") or []) for row in rows: symbol = str(row.get("f12") or "") if not symbol: continue ts_code = f"{symbol}.SH" if symbol.startswith(("5", "6", "9")) else f"{symbol}.SZ" epoch = int(finite_number(row.get("f124")) or 0) close = round4(finite_number(row.get("f2"))) previous = round4(finite_number(row.get("f18"))) quote_date = ( datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "" ) result.append( { "ts_code": ts_code, "name": row.get("f14") or symbol, "price": close, "close": close, "pct_chg": round4(finite_number(row.get("f3"))), "change_amount": round4(finite_number(row.get("f4"))), "open": round4(finite_number(row.get("f17"))), "high": round4(finite_number(row.get("f15"))), "low": round4(finite_number(row.get("f16"))), "pre_close": previous, "previous_close": previous, "volume": round4(finite_number(row.get("f5"))), "vol": round4(finite_number(row.get("f5")) * 100), "amount": round4(finite_number(row.get("f6"))), "turnover_rate": round4(finite_number(row.get("f8"))), "quote_date": quote_date, "quote_time_epoch": epoch, "quote_time": ( datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds") if epoch else "" ), "source": "eastmoney_push2", } ) return result def fetch_market_quotes(self) -> list[dict[str, Any]]: rows: list[dict[str, Any]] = [] board_errors: list[str] = [] for board in EASTMONEY_A_SHARE_BOARDS: try: rows.extend(self._board_quotes(board)) except Exception as exc: board_errors.append(f"{board}:{exc}") quotes: list[dict[str, Any]] = [] seen: set[str] = set() for row in rows: quote = _normalize_market_quote(row) ts_code = str((quote or {}).get("ts_code") or "") if not quote or ts_code in seen: continue seen.add(ts_code) quotes.append(quote) if len(quotes) < 200: detail = f"；{'; '.join(board_errors)}" if board_errors else "" raise AdapterError(f"Eastmoney market snapshot too small: {len(quotes)}{detail}") return quotes def _board_quotes(self, board: str) -> list[dict[str, Any]]: first = self._market_page(board, 1) data = first.get("data") or {} rows = list(data.get("diff") or []) total = int(finite_number(data.get("total")) or 0) page_count = 1 if total > 0: page_count = max(1, (total + EASTMONEY_MARKET_PAGE_SIZE - 1) // EASTMONEY_MARKET_PAGE_SIZE) for page in range(2, min(page_count, 40) + 1): payload = self._market_page(board, page) rows.extend(list((payload.get("data") or {}).get("diff") or [])) return rows def _market_page(self, board: str, page: int) -> dict[str, Any]: return self._get_json( EASTMONEY_CLIST_URL, { "pn": str(page), "pz": str(EASTMONEY_MARKET_PAGE_SIZE), "po": "1", "np": "1", "fltt": "2", "invt": "2", "fid": "f12", "fs": board, "fields": EASTMONEY_QUOTE_FIELDS, }, referer="https://quote.eastmoney.com/center/gridlist.html", ) def fetch_intraday(self, ts_code: str, date: str = "") -> dict[str, Any]: code = str(ts_code or "").upper() if code in INDEX_SECIDS: secid = INDEX_SECIDS[code] entity = "index" identifier = code elif code.startswith("BK") or code.endswith((".TI", ".SI")): symbol = code.split(".")[0] secid = f"90.{symbol}" entity = "board" identifier = symbol else: symbol = code.split(".")[0] market = "1" if symbol.startswith(("5", "6", "9")) else "0" secid = f"{market}.{symbol}" entity = "stock" identifier = symbol params = { "secid": secid, "fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13", "fields2": "f51,f52,f53,f54,f55,f56,f57,f58", "iscr": "0", } data: dict[str, Any] = {} points: list[dict[str, Any]] = [] last_error: Exception | None = None for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")): try: payload = self._get_json( url, {**params, "ndays": ndays}, referer="https://quote.eastmoney.com/", ) except AdapterError as exc: last_error = exc continue data = payload.get("data") or {} parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))] points = _preferred_session(parsed, date) if points: break if not points: raise AdapterError("No intraday chart data returned") from last_error return { "entity_type": entity, "identifier": identifier, "ts_code": code if "." in code else f"{identifier}.{'SH' if identifier.startswith(('5','6','9')) else 'SZ'}", "name": str(data.get("name") or ""), "code": str(data.get("code") or identifier), "trade_date": points[-1]["date"], "previous_close": round4(finite_number(data.get("preClose"))), "points": points, "source": "eastmoney_trends2", } def fetch_shenwan_quote(self, ts_code: str) -> dict[str, Any]: code = str(ts_code or "").split(".")[0] if not code: raise AdapterError("Invalid Shenwan code") payload = self._get_json( EASTMONEY_INDEX_URL, { "secids": f"90.{code}", "fltt": "2", "invt": "2", "fields": "f12,f14,f2,f3,f4,f15,f16,f17,f18,f6,f8,f104,f105,f128,f136,f140,f124", }, referer="https://quote.eastmoney.com/", ) rows = list((payload.get("data") or {}).get("diff") or []) row = next((item for item in rows if item), None) if not row: raise AdapterError(f"Eastmoney Shenwan quote missing for {code}") epoch = int(finite_number(row.get("f124")) or 0) close = round4(finite_number(row.get("f2"))) previous = round4(finite_number(row.get("f18"))) if close <= 0 or previous <= 0: raise AdapterError(f"Eastmoney Shenwan quote empty for {code}") quote_time = ( datetime.fromtimestamp(epoch).astimezone().isoformat(timespec="seconds") if epoch else "" ) return { "ts_code": f"{code}.SI", "code": f"{code}.SI", "name": row.get("f14") or code, "price": close, "close": close, "pre_close": previous, "previous_close": previous, "open": round4(finite_number(row.get("f17"))), "high": round4(finite_number(row.get("f15"))), "low": round4(finite_number(row.get("f16"))), "change": round4(finite_number(row.get("f3"))), "pct_change": round4(finite_number(row.get("f3"))), "pct_chg": round4(finite_number(row.get("f3"))), "amount": round4(finite_number(row.get("f6"))), "leader": row.get("f128") or "--", "leader_code": row.get("f140") or "", "leading_pct": round4(finite_number(row.get("f136"))), "up_count": int(finite_number(row.get("f104")) or 0), "down_count": int(finite_number(row.get("f105")) or 0), "quote_time": quote_time, "trade_time": quote_time, "quote_date": datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") if epoch else "", "quote_time_epoch": epoch, "source": "eastmoney_sw", } def fetch_limit_pool(self, trade_date: str = "") -> list[dict[str, Any]]: day = str(trade_date or "").replace("-", "") rows: list[dict[str, Any]] = [] for url, limit_type in ( ("https://push2ex.eastmoney.com/getTopicZTPool", "U"), ("https://push2ex.eastmoney.com/getTopicZBPool", "Z"), ): params = { "ut": "7eea3edcaed734bea9cbfc24409ed989", "dpt": "wz.ztzt", "PageIndex": "0", "PageSize": "200", "sort": "fbt:asc", "stat": "1", } if day: params["date"] = day try: payload = self._get_json(url, params, referer="https://quote.eastmoney.com/") except AdapterError: continue pool = ((payload.get("data") or {}).get("pool") or []) if isinstance(payload.get("data"), dict) else [] for item in pool: code = str(item.get("c") or item.get("code") or "") if not code: continue market = str(item.get("m") or item.get("market") or "") suffix = "SH" if market in {"1", "SH"} or code.startswith(("5", "6", "9")) else "SZ" first = str(item.get("fbt") or item.get("first_time") or "") last = str(item.get("lbt") or item.get("last_time") or "") rows.append( { "ts_code": f"{code}.{suffix}", "limit_type": limit_type, "first_time": first, "last_time": last, "fd_amount": item.get("fund") or item.get("fd_amount"), "open_times": item.get("zbc") or item.get("open_times"), "limit_times": item.get("lbc") or item.get("limit_times"), "turnover_ratio": item.get("hs") or item.get("turnover_ratio"), "source": "eastmoney_zt_pool", } ) if not rows: raise AdapterError("Eastmoney limit pool empty") return rows def _get_json(self, url: str, params: dict[str, str], referer: str) -> dict[str, Any]: request_url = f"{url}?{urllib.parse.urlencode(params)}" request = urllib.request.Request( request_url, headers={ "Accept": "application/json,text/plain,*/*", "User-Agent": BROWSER_UA, "Referer": referer, }, method="GET", ) try: with urllib.request.urlopen(request, timeout=self.timeout) as response: return json.loads(response.read().decode("utf-8")) except Exception as exc: raise AdapterError(f"eastmoney request failed: {exc}") from exc def _preferred_session(points: list[dict[str, Any]], preferred_date: str = "") -> list[dict[str, Any]]: if not points: return [] want = "" digits = str(preferred_date or "").replace("-", "")[:8] if len(digits) == 8 and digits.isdigit(): want = f"{digits[:4]}-{digits[4:6]}-{digits[6:8]}" if want: matched = [point for point in points if str(point.get("date") or "") == want] if matched: return matched latest = max(str(point.get("date") or "") for point in points) if not latest: return points return [point for point in points if str(point.get("date") or "") == latest] def _normalize_market_quote(row: dict[str, Any]) -> dict[str, Any] | None: symbol = str(row.get("f12") or "").strip() if not symbol.isdigit() or len(symbol) != 6: return None close = round4(finite_number(row.get("f2"))) previous_close = round4(finite_number(row.get("f18"))) if close <= 0 or previous_close <= 0: return None market = int(finite_number(row.get("f13")) or 0) if market == 1 or symbol.startswith(("5", "6", "9")): ts_code = f"{symbol}.SH" elif symbol.startswith(("4", "8")): ts_code = f"{symbol}.BJ" else: ts_code = f"{symbol}.SZ" epoch = int(finite_number(row.get("f124")) or 0) quote_date = "" if epoch > 0: quote_date = datetime.fromtimestamp(epoch).astimezone().strftime("%Y%m%d") return { "ts_code": ts_code, "name": row.get("f14") or symbol, "pre_close": previous_close, "previous_close": previous_close, "open": round4(finite_number(row.get("f17"))), "high": round4(finite_number(row.get("f15"))), "low": round4(finite_number(row.get("f16"))), "close": close, "price": close, "pct_chg": round4(finite_number(row.get("f3"))), "vol": round4(finite_number(row.get("f5")) * 100), "volume": round4(finite_number(row.get("f5")) * 100), "amount": round4(finite_number(row.get("f6"))), "quote_date": quote_date, "quote_time_epoch": epoch, "source": "eastmoney_clist", } def _parse_trend(raw: Any) -> dict[str, Any] | None: text = str(raw or "") parts = text.split(",") if len(parts) < 8: return None stamp = parts[0] try: when = datetime.strptime(stamp, "%Y-%m-%d %H:%M") except ValueError: return None close = round4(finite_number(parts[2])) if close <= 0: return None return { "time": when.strftime("%H:%M"), "date": when.strftime("%Y-%m-%d"), "open": round4(finite_number(parts[1])), "close": close, "high": round4(finite_number(parts[3])), "low": round4(finite_number(parts[4])), "avg_price": round4(finite_number(parts[7] if len(parts) > 7 else parts[2])), "volume": round4(finite_number(parts[5])), "amount": round4(finite_number(parts[6])), }