498 lines
19 KiB
Python
498 lines
19 KiB
Python
from __future__ import annotations
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import http.client
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import json
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import re
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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 dataclasses import dataclass
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from datetime import datetime, time as dt_time, timedelta
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from threading import Lock
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from typing import Any, ClassVar
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from backend.data.providers.ifind_client import IfindError, IfindHttpClient
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class ChartDataError(RuntimeError):
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pass
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TRENDS_URL = "https://push2delay.eastmoney.com/api/qt/stock/trends2/get"
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BOARD_LIST_URL = "https://push2delay.eastmoney.com/api/qt/clist/get"
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BROWSER_USER_AGENT = (
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"Mozilla/5.0 (Windows NT 10.0; Win64; x64) "
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"AppleWebKit/537.36 (KHTML, like Gecko) "
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"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 MarketChartClient:
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"""Prefer iFinD for display charts and retain Eastmoney as a last resort."""
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def __init__(self, ifind: IfindHttpClient, fallback: "EastmoneyChartClient") -> None:
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self.ifind = ifind
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self.fallback = fallback
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def stock_intraday(self, code: str) -> dict[str, Any]:
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normalized = str(code or "").strip()
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if not re.fullmatch(r"\d{6}", normalized):
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raise ChartDataError("Invalid stock code")
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ifind_code = _stock_market_code(normalized)
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try:
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return self._ifind_intraday(ifind_code, "stock", normalized)
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except (IfindError, ChartDataError):
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return self.fallback.stock_intraday(normalized)
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def stock_daily(self, code: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
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normalized = str(code or "").strip()
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if not re.fullmatch(r"\d{6}", normalized):
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raise ChartDataError("Invalid stock code")
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return self._ifind_daily(_stock_market_code(normalized), end_date, limit)
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def index_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
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normalized = str(identifier or "").strip().upper()
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if normalized not in INDEX_SECIDS:
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raise ChartDataError("Unsupported index")
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return self._ifind_daily(normalized, end_date, limit)
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def board_daily(self, identifier: str, end_date: str, limit: int = 90) -> list[dict[str, Any]]:
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normalized = str(identifier or "").strip().upper()
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if not normalized:
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raise ChartDataError("Invalid board code")
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return self._ifind_daily(normalized, end_date, limit)
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def index_intraday(self, identifier: str) -> dict[str, Any]:
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normalized = str(identifier or "").strip().upper()
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if normalized not in INDEX_SECIDS:
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raise ChartDataError("Unsupported index")
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try:
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return self._ifind_intraday(normalized, "index", normalized)
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except (IfindError, ChartDataError):
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return self.fallback.index_intraday(normalized)
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def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
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normalized = str(identifier or "").strip().upper()
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try:
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return self._ifind_intraday(normalized, "board", normalized, name)
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except (IfindError, ChartDataError):
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return self.fallback.board_intraday(normalized, name)
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def _ifind_intraday(
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self,
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ifind_code: str,
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entity_type: str,
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identifier: str,
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name: str = "",
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) -> dict[str, Any]:
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if not self.ifind.configured:
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raise ChartDataError("iFinD is not configured")
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now = datetime.now().astimezone()
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rows: list[dict[str, Any]] = []
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for offset in range(0, 8):
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candidate = now.date() - timedelta(days=offset)
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if candidate.weekday() >= 5:
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continue
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display_date = candidate.isoformat()
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rows = self.ifind.intraday(
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ifind_code,
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f"{display_date} 09:30:00",
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f"{display_date} 15:00:00",
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cache_ttl=20 if offset == 0 else 6 * 60 * 60,
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)
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if rows:
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break
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points = [point for row in rows if (point := _ifind_point(row))]
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if not points:
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raise ChartDataError("No iFinD intraday chart data returned")
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latest_date = points[-1]["date"]
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points = [point for point in points if point["date"] == latest_date]
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previous_close = self._previous_close(ifind_code, latest_date, points[0]["open"])
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return {
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"entity_type": entity_type,
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"identifier": identifier,
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"name": name,
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"code": identifier,
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"trade_date": latest_date,
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"previous_close": previous_close,
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"points": points,
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"source": "ifind",
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}
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def _ifind_daily(
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self, ifind_code: str, end_date: str, limit: int
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) -> list[dict[str, Any]]:
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if not self.ifind.configured:
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raise ChartDataError("iFinD is not configured")
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compact_end = str(end_date or "").replace("-", "")
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if not re.fullmatch(r"\d{8}", compact_end):
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raise ChartDataError("Invalid chart end date")
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end = datetime.strptime(compact_end, "%Y%m%d")
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start = (end - timedelta(days=max(190, limit * 3))).strftime("%Y%m%d")
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try:
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rows = self.ifind.history(
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ifind_code,
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["open", "high", "low", "close", "volume", "amount"],
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start,
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compact_end,
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cache_ttl=300,
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)
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except IfindError as exc:
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raise ChartDataError("No iFinD daily chart data returned") from exc
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normalized = []
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for row in rows:
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stamp = str(row.get("time") or "").strip()
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trade_date = stamp[:10]
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close = _number(row.get("close"))
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if not re.fullmatch(r"\d{4}-\d{2}-\d{2}", trade_date) or close <= 0:
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continue
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normalized.append(
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{
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"trade_date": trade_date,
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"open": _number(row.get("open")),
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"high": _number(row.get("high")),
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"low": _number(row.get("low")),
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"close": close,
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"volume": _number(row.get("volume")),
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"amount_billion": _number(row.get("amount")) / 100_000_000,
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}
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)
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normalized.sort(key=lambda row: row["trade_date"])
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for index, row in enumerate(normalized):
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previous = normalized[index - 1]["close"] if index > 0 else 0
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row["change"] = round((row["close"] / previous - 1) * 100, 4) if previous else 0.0
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market_now = datetime.now().astimezone()
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today = market_now.strftime("%Y%m%d")
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market_open = (
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market_now.weekday() < 5
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and market_now.time().replace(tzinfo=None) >= dt_time(9, 30)
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)
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today_display = market_now.date().isoformat()
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if normalized and normalized[-1]["trade_date"] == today_display:
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current_bar = normalized[-1]
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current_bar_is_valid = (
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current_bar["open"] > 0
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and current_bar["high"] >= max(current_bar["open"], current_bar["close"])
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and 0 < current_bar["low"] <= min(current_bar["open"], current_bar["close"])
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and (current_bar["volume"] > 0 or current_bar["amount_billion"] > 0)
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)
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if not market_open or not current_bar_is_valid:
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normalized.pop()
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if compact_end == today and market_open:
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try:
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quote_rows = self.ifind.real_time(
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ifind_code,
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["open", "high", "low", "latest", "preClose", "volume", "amount"],
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cache_ttl=10,
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)
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quote = quote_rows[0] if quote_rows else {}
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latest = _number(quote.get("latest"))
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previous = _number(quote.get("preClose"))
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open_price = _number(quote.get("open"))
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high = _number(quote.get("high"))
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low = _number(quote.get("low"))
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volume = _number(quote.get("volume"))
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amount = _number(quote.get("amount"))
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quote_date = str(quote.get("time") or "")[:10].replace("-", "")
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quote_is_current = not quote_date or quote_date == today
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has_market_activity = volume > 0 or amount > 0
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if (
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latest > 0
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and open_price > 0
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and high >= max(open_price, latest)
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and 0 < low <= min(open_price, latest)
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and has_market_activity
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and quote_is_current
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):
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realtime = {
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"trade_date": end.strftime("%Y-%m-%d"),
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"open": open_price,
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"high": high,
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"low": low,
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"close": latest,
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"change": round((latest / previous - 1) * 100, 4) if previous else 0.0,
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"volume": volume,
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"amount_billion": amount / 100_000_000,
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"realtime": True,
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}
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if normalized and normalized[-1]["trade_date"] == realtime["trade_date"]:
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normalized[-1] = realtime
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else:
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normalized.append(realtime)
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except IfindError:
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pass
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if not normalized:
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raise ChartDataError("No iFinD daily chart data returned")
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return normalized[-max(20, min(180, int(limit))):]
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def _previous_close(self, code: str, trade_date: str, fallback: float) -> float:
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today = datetime.now().astimezone().date().isoformat()
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if trade_date == today:
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try:
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quote = self.ifind.real_time(code, ["preClose"], cache_ttl=20)
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value = _number((quote[0] if quote else {}).get("preClose"))
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if value > 0:
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return value
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except IfindError:
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pass
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end = datetime.strptime(trade_date, "%Y-%m-%d")
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try:
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rows = self.ifind.history(
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code,
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["close"],
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(end - timedelta(days=12)).strftime("%Y%m%d"),
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end.strftime("%Y%m%d"),
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cache_ttl=6 * 60 * 60,
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)
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closes = [_number(row.get("close")) for row in rows if _number(row.get("close")) > 0]
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if len(closes) >= 2:
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return closes[-2]
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except IfindError:
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pass
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return fallback
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@dataclass
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class EastmoneyChartClient:
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"""Isolated display-only minute chart source.
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The returned data must not be used by market snapshots, scoring, screening,
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or divination. Its only consumer is a chart-rendering endpoint.
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"""
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timeout: int = 6
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cache_ttl_seconds: int = 20
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retry_attempts: int = 2
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_cache: ClassVar[dict[str, dict[str, Any]]] = {}
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_cache_lock: ClassVar[Lock] = Lock()
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_board_catalog: ClassVar[dict[str, dict[str, str]]] = {}
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_board_catalog_at: ClassVar[float] = 0.0
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_board_catalog_lock: ClassVar[Lock] = Lock()
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def stock_intraday(self, code: str) -> dict[str, Any]:
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normalized = str(code or "").strip()
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if not re.fullmatch(r"\d{6}", normalized):
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raise ChartDataError("Invalid stock code")
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market = "1" if normalized.startswith(("5", "6", "9")) else "0"
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return self._intraday(f"{market}.{normalized}", "stock", normalized)
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def index_intraday(self, identifier: str) -> dict[str, Any]:
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normalized = str(identifier or "").strip().upper()
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secid = INDEX_SECIDS.get(normalized)
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if not secid:
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raise ChartDataError("Unsupported index")
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return self._intraday(secid, "index", normalized)
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def board_intraday(self, identifier: str, name: str = "") -> dict[str, Any]:
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normalized = str(identifier or "").strip().upper()
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if re.fullmatch(r"BK\d{4}", normalized):
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board_code = normalized
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else:
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board_code = self._resolve_board_code(name or identifier)
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return self._intraday(f"90.{board_code}", "board", board_code)
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def _intraday(self, secid: str, entity_type: str, identifier: str) -> dict[str, Any]:
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cache_key = f"{entity_type}:{identifier}"
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cached = self._get_cached(cache_key)
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if cached is not None:
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return cached
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payload = self._request_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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"https://quote.eastmoney.com/",
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)
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data = payload.get("data") or {}
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points = [point for raw in data.get("trends") or [] if (point := _parse_trend(raw))]
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if not points:
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raise ChartDataError("No intraday chart data returned")
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result = {
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"entity_type": entity_type,
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"identifier": identifier,
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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": _number(data.get("preClose")),
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"points": points,
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}
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with self._cache_lock:
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self._cache[cache_key] = {"created_at": time.time(), "payload": result}
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return result
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def _get_cached(self, cache_key: str) -> dict[str, Any] | None:
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with self._cache_lock:
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cached = self._cache.get(cache_key)
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if not cached:
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return None
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if time.time() - float(cached.get("created_at") or 0) > self.cache_ttl_seconds:
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with self._cache_lock:
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self._cache.pop(cache_key, None)
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return None
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return dict(cached["payload"])
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def _resolve_board_code(self, name: str) -> str:
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normalized = _normalize_name(name)
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if not normalized:
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raise ChartDataError("Board name is required")
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catalog = self._load_board_catalog()
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item = catalog.get(normalized)
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if not item:
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raise ChartDataError("No matching chart board")
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return item["code"]
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def _load_board_catalog(self) -> dict[str, dict[str, str]]:
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now = time.time()
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with self._board_catalog_lock:
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if self._board_catalog and now - self._board_catalog_at < 6 * 60 * 60:
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return dict(self._board_catalog)
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rows: list[dict[str, Any]] = []
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for board_type in ("1", "2", "3"):
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for page in range(1, 6):
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payload = self._request_json(
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BOARD_LIST_URL,
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{
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"pn": str(page),
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"pz": "100",
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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": "f3",
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"fs": f"m:90+t:{board_type}",
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"fields": "f12,f14",
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},
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"https://quote.eastmoney.com/center/boardlist.html",
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)
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page_rows = (payload.get("data") or {}).get("diff") or []
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rows.extend(page_rows)
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if len(page_rows) < 100:
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break
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catalog: dict[str, dict[str, str]] = {}
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for row in rows:
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code = str(row.get("f12") or "").strip().upper()
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board_name = str(row.get("f14") or "").strip()
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if re.fullmatch(r"BK\d{4}", code) and board_name:
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catalog.setdefault(_normalize_name(board_name), {"code": code, "name": board_name})
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if not catalog:
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raise ChartDataError("Board chart directory is unavailable")
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with self._board_catalog_lock:
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type(self)._board_catalog = catalog
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type(self)._board_catalog_at = now
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return dict(catalog)
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def _request_json(
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self, url: str, params: dict[str, str], referer: str
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) -> dict[str, Any]:
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request_url = f"{url}?{urllib.parse.urlencode(params)}"
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last_error: Exception | None = None
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for attempt in range(max(1, int(self.retry_attempts))):
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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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"Connection": "close",
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"Referer": referer,
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"User-Agent": BROWSER_USER_AGENT,
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},
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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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payload = json.loads(response.read().decode("utf-8"))
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if not isinstance(payload, dict):
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raise ChartDataError("Invalid intraday chart response")
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return payload
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except (
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urllib.error.URLError,
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TimeoutError,
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ConnectionError,
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OSError,
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http.client.HTTPException,
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json.JSONDecodeError,
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ChartDataError,
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) as exc:
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last_error = exc
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if attempt + 1 < self.retry_attempts:
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time.sleep(0.12)
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raise ChartDataError("Intraday chart request failed") from last_error
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def _parse_trend(raw: Any) -> dict[str, Any] | None:
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fields = str(raw or "").split(",")
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if len(fields) < 8 or " " not in fields[0]:
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return None
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stamp = fields[0].strip()
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trade_date, trade_time = stamp.split(" ", 1)
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close = _number(fields[2])
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if close <= 0:
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return None
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return {
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"date": trade_date,
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"time": trade_time[:5],
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"open": _number(fields[1]),
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"close": close,
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"high": _number(fields[3]),
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"low": _number(fields[4]),
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"volume": _number(fields[5]),
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"amount": _number(fields[6]),
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"average": _number(fields[7]),
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}
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def _ifind_point(row: dict[str, Any]) -> dict[str, Any] | None:
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stamp = str(row.get("time") or "").strip()
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if " " not in stamp:
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return None
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trade_date, trade_time = stamp.split(" ", 1)
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close = _number(row.get("close"))
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if close <= 0:
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return None
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return {
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"date": trade_date,
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"time": trade_time[:5],
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"open": _number(row.get("open")),
|
|
"close": close,
|
|
"high": _number(row.get("high")),
|
|
"low": _number(row.get("low")),
|
|
"volume": _number(row.get("volume")),
|
|
"amount": _number(row.get("amount")),
|
|
"average": _number(row.get("avgPrice")),
|
|
}
|
|
|
|
|
|
def _stock_market_code(code: str) -> str:
|
|
if code.startswith(("4", "8", "9")):
|
|
suffix = "BJ"
|
|
elif code.startswith("6"):
|
|
suffix = "SH"
|
|
else:
|
|
suffix = "SZ"
|
|
return f"{code}.{suffix}"
|
|
|
|
|
|
def _number(value: Any) -> float:
|
|
try:
|
|
return float(value or 0)
|
|
except (TypeError, ValueError):
|
|
return 0.0
|
|
|
|
|
|
def _normalize_name(value: Any) -> str:
|
|
normalized = re.sub(r"[\s·・（）()\-_/]", "", str(value or "")).casefold()
|
|
return re.sub(r"(?:概念|行业|[ⅠⅡⅢ])$", "", normalized)
|