rebuild(stage-5): establish market data gateway and charts

2026-07-30 02:35:42 +08:00
parent 40ad5d6836
commit cf0ab7026f
45 changed files with 2701 additions and 46 deletions
@@ -0,0 +1,105 @@
+from __future__ import annotations
+
+import json
+import urllib.error
+import urllib.parse
+import urllib.request
+from datetime import datetime
+from zoneinfo import ZoneInfo
+
+from backend.data.contracts import (
+    DataSource,
+    DataUsage,
+    ObservationMetadata,
+    ProviderResult,
+    SnapshotState,
+)
+from backend.data.providers.base import ProviderError
+
+SHANGHAI = ZoneInfo("Asia/Shanghai")
+INDEX_CODES = {"000001.SH": "1.000001", "399001.SZ": "0.399001", "399006.SZ": "0.399006"}
+
+
+class EastmoneyProvider:
+    source = DataSource.EASTMONEY
+    url = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
+
+    def __init__(self, timeout: int = 6) -> None:
+        self._timeout = timeout
+
+    @property
+    def configured(self) -> bool:
+        return True
+
+    def calendar(self, start_date: str, end_date: str) -> ProviderResult:
+        raise ProviderError("The display provider is not a calendar authority")
+
+    def entities(self) -> ProviderResult:
+        raise ProviderError("The display provider is not an entity authority")
+
+    def daily(self, entity_type: str, identifier: str, end_date: str) -> ProviderResult:
+        raise ProviderError("The display provider does not supply canonical daily bars")
+
+    def minute(self, entity_type: str, identifier: str, trade_date: str) -> ProviderResult:
+        secid = self._secid(entity_type, identifier)
+        params = urllib.parse.urlencode(
+            {
+                "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",
+                "ndays": "1",
+            }
+        )
+        request = urllib.request.Request(
+            f"{self.url}?{params}",
+            headers={"Accept": "application/json", "User-Agent": "XiaobaiReview/2"},
+        )
+        try:
+            with urllib.request.urlopen(request, timeout=self._timeout) as response:
+                payload = json.loads(response.read().decode("utf-8"))
+        except (urllib.error.URLError, TimeoutError, OSError, json.JSONDecodeError) as exc:
+            raise ProviderError("展示行情请求失败") from exc
+        data = payload.get("data") or {}
+        rows = []
+        for raw in data.get("trends") or []:
+            fields = str(raw).split(",")
+            if len(fields) < 8 or " " not in fields[0]:
+                continue
+            date, time = fields[0].split(" ", 1)
+            if date != trade_date or not "09:30" <= time[:5] <= "15:00":
+                continue
+            rows.append(
+                {
+                    "time": fields[0],
+                    "open": fields[1],
+                    "close": fields[2],
+                    "high": fields[3],
+                    "low": fields[4],
+                    "volume": fields[5],
+                    "amount": fields[6],
+                    "avgPrice": fields[7],
+                    "preClose": data.get("preClose"),
+                }
+            )
+        metadata = ObservationMetadata(
+            source=self.source,
+            observed_at=datetime.now(SHANGHAI),
+            unit="yuan/share",
+            adjustment="unadjusted",
+            freshness_seconds=0,
+            coverage=1 if rows else 0,
+            state=SnapshotState.REALTIME,
+            usage=DataUsage.DISPLAY,
+        )
+        return ProviderResult(tuple(rows), metadata)
+
+    @staticmethod
+    def _secid(entity_type: str, identifier: str) -> str:
+        if entity_type == "index" and identifier in INDEX_CODES:
+            return INDEX_CODES[identifier]
+        code = identifier.split(".")[0]
+        if entity_type == "stock" and len(code) == 6 and code.isdigit():
+            market = "1" if code.startswith(("5", "6", "9")) else "0"
+            return f"{market}.{code}"
+        raise ProviderError("该标的暂无展示分时数据")