1c2f2ac057
正式页面以 8766 为主线路，旧接口只作故障备用；compose 钉死全部 DATAHUB_READ_*，避免现网残留 0 造成假完成。 Co-authored-by: Cursor <cursoragent@cursor.com> Co-authored-by: multica-agent <github@multica.ai>
383 lines
15 KiB
Python
383 lines
15 KiB
Python
from __future__ import annotations
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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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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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TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
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HIS_TRENDS_URL = "https://push2his.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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if codes:
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return self.fetch_quotes(list(codes))
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return self.fetch_market_quotes()
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if dataset in {"quotes_market", "market_quotes"}:
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return self.fetch_market_quotes()
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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_market_quotes(self) -> list[dict[str, Any]]:
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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._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: list[dict[str, Any]] = []
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seen: set[str] = set()
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for row in rows:
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quote = _normalize_market_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 AdapterError(f"Eastmoney market snapshot too small: {len(quotes)}{detail}")
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return quotes
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def _board_quotes(self, board: str) -> list[dict[str, Any]]:
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first = self._market_page(board, 1)
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data = first.get("data") or {}
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rows = list(data.get("diff") or [])
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total = int(finite_number(data.get("total")) or 0)
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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._market_page(board, page)
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rows.extend(list((payload.get("data") or {}).get("diff") or []))
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return rows
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def _market_page(self, board: str, page: int) -> dict[str, Any]:
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return self._get_json(
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EASTMONEY_CLIST_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 fetch_intraday(self, ts_code: str, date: 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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params = {
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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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}
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data: dict[str, Any] = {}
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points: list[dict[str, Any]] = []
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last_error: Exception | None = None
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for url, ndays in ((TRENDS_URL, "1"), (TRENDS_URL, "5"), (HIS_TRENDS_URL, "5")):
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try:
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payload = self._get_json(
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url,
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{**params, "ndays": ndays},
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referer="https://quote.eastmoney.com/",
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)
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except AdapterError as exc:
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last_error = exc
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continue
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data = payload.get("data") or {}
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parsed = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
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points = _preferred_session(parsed, date)
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if points:
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break
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if not points:
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raise AdapterError("No intraday chart data returned") from last_error
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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 _preferred_session(points: list[dict[str, Any]], preferred_date: str = "") -> list[dict[str, Any]]:
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if not points:
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return []
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want = ""
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digits = str(preferred_date or "").replace("-", "")[:8]
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if len(digits) == 8 and digits.isdigit():
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want = f"{digits[:4]}-{digits[4:6]}-{digits[6:8]}"
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if want:
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matched = [point for point in points if str(point.get("date") or "") == want]
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if matched:
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return matched
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latest = max(str(point.get("date") or "") for point in points)
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if not latest:
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return points
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return [point for point in points if str(point.get("date") or "") == latest]
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def _normalize_market_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 = round4(finite_number(row.get("f2")))
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previous_close = round4(finite_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(finite_number(row.get("f13")) or 0)
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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(finite_number(row.get("f124")) or 0)
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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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"previous_close": previous_close,
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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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"close": close,
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"price": close,
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"pct_chg": round4(finite_number(row.get("f3"))),
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"vol": round4(finite_number(row.get("f5")) * 100),
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"volume": round4(finite_number(row.get("f5")) * 100),
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"amount": round4(finite_number(row.get("f6"))),
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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 _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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close = round4(finite_number(parts[2]))
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if close <= 0:
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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": close,
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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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