增强获取行情的函数

Micro-sheep · Mar 4, 2024 · 12e07a8 · 12e07a8
1 parent abf4d83
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diff --git a/changelog.md b/changelog.md
@@ -1,5 +1,11 @@
 # Changelog
 
+## v0.5.1(2024-02-22)
+
+### Added
+
+- 增加用于检索股票市场的参数
+
 ## v0.5.0(2023-01-08)
 
 ### Added

diff --git a/efinance/__init__.py b/efinance/__init__.py
@@ -6,7 +6,9 @@
     bond,
     fund,
     futures,
-    stock,
+    stock
 )
 
-__all__ = ['stock', 'fund', 'bond', 'futures']
+from efinance import utils
+
+__all__ = ['stock', 'fund', 'bond', 'futures', 'utils']
diff --git a/efinance/__version__.py b/efinance/__version__.py
@@ -1,5 +1,5 @@
 __title__ = 'efinance'
-__version__ = '0.5.0'
+__version__ = '0.5.1'
 __author__ = 'micro sheep'
 __url__ = 'https://github.com/Micro-sheep/efinance'
 __author_email__ = '[email protected]'

diff --git a/efinance/common/config.py b/efinance/common/config.py
@@ -1,11 +1,33 @@
+import enum
 from pathlib import Path
 
 HERE = Path(__file__).parent
 
 
+class MarketType(enum.Enum):
+    A_stock = "AStock"  # A股
+    A_stock_index = "Index" # A股指数
+    B_stock = "BStock"  # B股
+    index = "Index" # 沪深京指数
+    STAR_market = "23"  # 科创板
+    CSI_free_float = "24" # 中证系列指数
+    NEEQ = "NEEQ"   # 京A，新三板（全国中小企业股份转让系统）
+    BK = "BK"   # 板块
+    Hongkong = "HK" # 港股
+    US_stock = "UsStock"    # 美股
+    London_stock = "LSE"   # 英股
+    London_stock_IOB = "LSEIOB"   # 伦敦交易所国际挂盘册
+    universal_index = "UniversalIndex"  # 国外指数
+    SIX_Swiss = "SIX" # SIX瑞士股市
+
+    @classmethod
+    def has_value(cls, value):
+        return value in cls._value2member_map_ 
+
 class MagicConfig:
     EXTRA_FIELDS = 'extra_fields'
     QUOTE_ID_MODE = 'quote_id_mode'
+    QUOTE_SYMBOL_MODE = 'quote_symbol_mode'
     RETURN_DF = 'return_df'
 
 

diff --git a/efinance/common/getter.py b/efinance/common/getter.py
@@ -5,27 +5,21 @@
 import pandas as pd
 from jsonpath import jsonpath
 from retry import retry
-from tqdm import tqdm
+from tqdm.auto import tqdm
 import time
 
-from ..common.config import MARKET_NUMBER_DICT
+from ..common.config import MARKET_NUMBER_DICT, MarketType
 from ..shared import BASE_INFO_CACHE, session, MAX_CONNECTIONS
 from ..utils import get_quote_id, to_numeric
-from .config import (
-    EASTMONEY_BASE_INFO_FIELDS,
-    EASTMONEY_HISTORY_BILL_FIELDS,
-    EASTMONEY_KLINE_FIELDS,
-    EASTMONEY_KLINE_NDAYS_FIELDS,
-    EASTMONEY_QUOTE_FIELDS,
-    EASTMONEY_REQUEST_HEADERS,
-    MagicConfig,
-)
-
-import warnings
-warnings.filterwarnings("once")
+from .config import (EASTMONEY_BASE_INFO_FIELDS, EASTMONEY_HISTORY_BILL_FIELDS,
+                     EASTMONEY_KLINE_FIELDS, EASTMONEY_KLINE_NDAYS_FIELDS,
+                     EASTMONEY_QUOTE_FIELDS, EASTMONEY_REQUEST_HEADERS,
+                     MagicConfig)
+
 
 @to_numeric
-def get_realtime_quotes_by_fs(fs: str, **kwargs) -> pd.DataFrame:
+def get_realtime_quotes_by_fs(fs: str,
+                              **kwargs) -> pd.DataFrame:
     """
     获取沪深市场最新行情总体情况
 
@@ -36,7 +30,10 @@ def get_realtime_quotes_by_fs(fs: str, **kwargs) -> pd.DataFrame:
 
     """
 
-    columns = {**EASTMONEY_QUOTE_FIELDS, **kwargs.get(MagicConfig.EXTRA_FIELDS, {})}
+    columns = {
+        **EASTMONEY_QUOTE_FIELDS,
+        **kwargs.get(MagicConfig.EXTRA_FIELDS, {})
+    }
     fields = ",".join(columns.keys())
     params = (
         ('pn', '1'),
@@ -47,12 +44,12 @@ def get_realtime_quotes_by_fs(fs: str, **kwargs) -> pd.DataFrame:
         ('invt', '2'),
         ('fid', 'f3'),
         ('fs', fs),
-        ('fields', fields),
+        ('fields', fields)
     )
     url = 'http://push2.eastmoney.com/api/qt/clist/get'
-    json_response = session.get(
-        url, headers=EASTMONEY_REQUEST_HEADERS, params=params
-    ).json()
+    json_response = session.get(url,
+                                headers=EASTMONEY_REQUEST_HEADERS,
+                                params=params).json()
     df = pd.DataFrame(json_response['data']['diff'])
     df = df.rename(columns=columns)
     df: pd.DataFrame = df[columns.values()]
@@ -74,7 +71,10 @@ def get_quote_history_single(
     end: str = '20500101',
     klt: int = 101,
     fqt: int = 1,
-    **kwargs,
+    market_type: Union[MarketType, None] = None,
+    suppress_error: bool = False,
+    use_id_cache: bool = True,
+    **kwargs
 ) -> pd.DataFrame:
     """
     获取单只股票、债券 K 线数据
@@ -87,7 +87,13 @@ def get_quote_history_single(
     if kwargs.get(MagicConfig.QUOTE_ID_MODE):
         quote_id = code
     else:
-        quote_id = get_quote_id(code)
+        quote_id = get_quote_id(
+            stock_code=code,
+            market_type=market_type,
+            use_local=use_id_cache,
+            suppress_error=suppress_error,
+            **kwargs
+        )
     params = (
         ('fields1', 'f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13'),
         ('fields2', fields2),
@@ -127,7 +133,10 @@ def get_quote_history_multi(
     klt: int = 101,
     fqt: int = 1,
     tries: int = 3,
-    **kwargs,
+    market_type: Union[MarketType, None] = None,
+    suppress_error: bool = False,
+    use_id_cache: bool = True,
+    **kwargs
 ) -> Dict[str, pd.DataFrame]:
     """
     获取多只股票、债券历史行情信息
@@ -141,8 +150,15 @@ def get_quote_history_multi(
     @retry(tries=tries, delay=1)
     def start(code: str):
         _df = get_quote_history_single(
-            code, beg=beg, end=end, klt=klt, fqt=fqt, **kwargs
-        )
+            code,
+            beg=beg,
+            end=end,
+            klt=klt,
+            fqt=fqt,
+            market_type=market_type,
+            suppress_error=suppress_error,
+            use_id_cache=use_id_cache,
+            **kwargs)
         dfs[code] = _df
         pbar.update(1)
         pbar.set_description_str(f'Processing => {code}')
@@ -152,20 +168,24 @@ def start(code: str):
         if len(multitasking.get_active_tasks()) > MAX_CONNECTIONS:
             time.sleep(3)
         start(code)
+
     multitasking.wait_for_tasks()
     pbar.close()
+
     if kwargs.get(MagicConfig.RETURN_DF):
         return pd.concat(dfs, axis=0, ignore_index=True)
     return dfs
 
 
-def get_quote_history(
-    codes: Union[str, List[str]],
-    beg: str = '19000101',
-    end: str = '20500101',
-    klt: int = 101,
-    fqt: int = 1,
-    **kwargs,
+def get_quote_history(codes: Union[str, List[str]],
+                      beg: str = '19000101',
+                      end: str = '20500101',
+                      klt: int = 101,
+                      fqt: int = 1,
+                      market_type: Union[MarketType, None] = None,
+                      suppress_error: bool = False,
+                      use_id_cache: bool = True,
+                      **kwargs
 ) -> Union[pd.DataFrame, Dict[str, pd.DataFrame]]:
     """
     获取股票、ETF、债券的 K 线数据
@@ -197,6 +217,19 @@ def get_quote_history(
         - ``1`` : 前复权
         - ``2`` : 后复权
 
+    market_type : MarketType, optional
+        市场类型，目前可筛选A股，港股，美股和英股。默认不筛选，可选示例如下
+
+        - ``A_stock`` : A股
+        - ``Hongkong`` : 香港
+        - ``London_stock_exchange`` : 英股
+        - ``US_stock`` : 美股
+
+    suppress_error : bool, optional
+        遇到错误的股票代码，是否不报错，返回空的DataFrame
+    use_id_cache : bool, optional
+        是否使用本地缓存的东方财富股票行情ID
+
     Returns
     -------
     Union[DataFrame, Dict[str, DataFrame]]
@@ -208,16 +241,30 @@ def get_quote_history(
     """
 
     if isinstance(codes, str):
-        return get_quote_history_single(
-            codes, beg=beg, end=end, klt=klt, fqt=fqt, **kwargs
-        )
+        return get_quote_history_single(codes,
+                                        beg=beg,
+                                        end=end,
+                                        klt=klt,
+                                        fqt=fqt,
+                                        market_type=market_type,
+                                        suppress_error=suppress_error,
+                                        use_id_cache=use_id_cache,
+                                        **kwargs)
 
     elif hasattr(codes, '__iter__'):
         codes = list(codes)
-        return get_quote_history_multi(
-            codes, beg=beg, end=end, klt=klt, fqt=fqt, **kwargs
-        )
-    raise TypeError('代码数据类型输入不正确！')
+        return get_quote_history_multi(codes,
+                                       beg=beg,
+                                       end=end,
+                                       klt=klt,
+                                       fqt=fqt,
+                                       market_type=market_type,
+                                       suppress_error=suppress_error,
+                                       use_id_cache=use_id_cache,
+                                       **kwargs)
+    raise TypeError(
+        '代码数据类型输入不正确！'
+    )
 
 
 @to_numeric

diff --git a/efinance/fund/getter.py b/efinance/fund/getter.py
@@ -11,7 +11,7 @@
 import rich
 from jsonpath import jsonpath
 from retry import retry
-from tqdm import tqdm
+from tqdm.auto import tqdm
 import time
 
 from ..utils import to_numeric

diff --git a/efinance/stock/getter.py b/efinance/stock/getter.py
@@ -13,15 +13,15 @@
 import rich
 from jsonpath import jsonpath
 from retry import retry
-from tqdm import tqdm
+from tqdm.auto import tqdm
 
 from ..common import get_base_info as get_base_info_for_stock
 from ..common import get_deal_detail as get_deal_detail_for_stock
 from ..common import get_history_bill as get_history_bill_for_stock
 from ..common import get_quote_history as get_quote_history_for_stock
 from ..common import get_realtime_quotes_by_fs
 from ..common import get_today_bill as get_today_bill_for_stock
-from ..common.config import EASTMONEY_REQUEST_HEADERS, FS_DICT, MagicConfig
+from ..common.config import EASTMONEY_REQUEST_HEADERS, FS_DICT, MagicConfig, MarketType
 from ..common.getter import get_latest_quote as get_latest_quote_for_stock
 from ..shared import session
 from ..utils import (
@@ -44,6 +44,7 @@
 if python_version >= (3, 10):
     requests.packages.urllib3.util.ssl_.DEFAULT_CIPHERS = 'ALL:@SECLEVEL=1'
 
+requests.packages.urllib3.disable_warnings()
 
 @to_numeric
 def get_base_info_single(stock_code: str) -> pd.Series:
@@ -163,6 +164,9 @@ def get_quote_history(
     end: str = '20500101',
     klt: int = 101,
     fqt: int = 1,
+    market_type: Union[MarketType, None] = None,
+    suppress_error: bool = False,
+    use_id_cache: bool = True,
     **kwargs,
 ) -> Union[pd.DataFrame, Dict[str, pd.DataFrame]]:
     """
@@ -195,6 +199,19 @@ def get_quote_history(
         - ``1`` : 前复权
         - ``2`` : 后复权
 
+    market_type : MarketType, optional
+        市场类型，目前可筛选A股，港股，美股和英股。默认不筛选，可选示例如下
+
+        - ``A_stock`` : A股
+        - ``Hongkong`` : 香港
+        - ``London_stock_exchange`` : 英股
+        - ``US_stock`` : 美股
+
+    suppress_error : bool, optional
+        遇到未查到的股票代码，是否不报错，返回空的DataFrame
+    use_id_cache : bool, optional
+        是否使用本地缓存的东方财富股票行情ID
+
     Returns
     -------
     Union[DataFrame, Dict[str, DataFrame]]
@@ -241,12 +258,46 @@ def get_quote_history(
     4759  贵州茅台  600519  2021-07-28  1703.00  1768.90  1788.20  1682.12   85369  1.479247e+10  6.19  3.27  56.01   0.68
     4760  贵州茅台  600519  2021-07-29  1810.01  1749.79  1823.00  1734.34   63864  1.129957e+10  5.01 -1.08 -19.11   0.51
 
+    >>> # 关键字查询'PG'，默认优先返回拼音缩写匹配项
+    >>> ef.stock.get_quote_history('PG')
+     股票名称  股票代码          日期      开盘      收盘      最高      最低        成交量           成交额    振幅   涨跌幅   涨跌额   换手率
+    0      苹果  AAPL  1984-09-07   -7.91   -7.91   -7.90   -7.91    2981600  0.000000e+00  0.00  0.00  0.00  0.02
+    1      苹果  AAPL  1984-09-10   -7.91   -7.91   -7.90   -7.91    2346400  0.000000e+00 -0.13  0.00  0.00  0.02
+    2      苹果  AAPL  1984-09-11   -7.90   -7.90   -7.90   -7.90    5444000  0.000000e+00  0.00  0.13  0.01  0.04
+    3      苹果  AAPL  1984-09-12   -7.90   -7.91   -7.90   -7.91    4773600  0.000000e+00 -0.13 -0.13 -0.01  0.03
+    4      苹果  AAPL  1984-09-13   -7.90   -7.90   -7.90   -7.90    7429600  0.000000e+00  0.00  0.13  0.01  0.05
+    ...   ...   ...         ...     ...     ...     ...     ...        ...           ...   ...   ...   ...   ...
+    
+    >>> # 关键字查询'PG'，限定股市为A股
+    >>> from efinance.utils import MarketType
+    >>> ef.stock.get_quote_history('PG', market_type=MarketType.A_stock)
+          股票名称    股票代码          日期     开盘     收盘     最高     最低     成交量          成交额      振幅      涨跌幅   涨跌额    换手率
+    0     平高电气  600312  2001-02-21   1.20   1.30   1.32   1.06  391577  738479000.0 -650.00  3350.00  1.34  65.26
+    1     平高电气  600312  2001-02-22   1.24   1.27   1.35   1.23  104905  202688000.0    9.23    -2.31 -0.03  17.48
+    2     平高电气  600312  2001-02-23   1.28   1.25   1.30   1.16   56734  108086000.0   11.02    -1.57 -0.02   9.46
+    3     平高电气  600312  2001-02-26   1.26   1.33   1.40   1.23   69886  136875000.0   13.60     6.40  0.08  11.65
+    4     平高电气  600312  2001-02-27   1.32   1.32   1.35   1.27   27719   53969000.0    6.02    -0.75 -0.01   4.62
+    ...   ...   ...         ...     ...     ...     ...     ...        ...           ...   ...   ...   ...   ...
+    
+    >>> # 精确匹配股票代码模式：`quote_symbol_mode`
+    >>> # 同时设置`use_id_cache=False`以防止直接使用过去相同关键字查询到的结果缓存
+    >>> ef.stock.get_quote_history('PG', quote_symbol_mode=True, use_id_cache=False)
+            股票名称  股票代码          日期      开盘      收盘      最高      最低        成交量           成交额    振幅   涨跌幅   涨跌额   换手率
+    0      宝洁   PG  1986-01-02  -51.15  -51.18  -51.15  -51.22  3772800  0.000000e+00  0.00  0.00  0.00  0.16
+    1      宝洁   PG  1986-01-03  -51.19  -51.15  -51.13  -51.19  3652800  0.000000e+00 -0.12  0.06  0.03  0.16
+    2      宝洁   PG  1986-01-06  -51.17  -51.18  -51.15  -51.19  1708800  0.000000e+00 -0.08 -0.06 -0.03  0.07
+    3      宝洁   PG  1986-01-07  -51.20  -51.20  -51.13  -51.20  7260800  0.000000e+00 -0.14 -0.04 -0.02  0.31
+    4      宝洁   PG  1986-01-08  -51.18  -51.35  -51.18  -51.39  5556800  0.000000e+00 -0.41 -0.29 -0.15  0.24
+    ...   ...   ...         ...     ...     ...     ...     ...        ...           ...   ...   ...   ...   ...
+
     """
+
     df = get_quote_history_for_stock(
-        stock_codes, beg=beg, end=end, klt=klt, fqt=fqt, **kwargs
+        stock_codes, beg=beg, end=end, klt=klt, fqt=fqt,
+        market_type=market_type, suppress_error=suppress_error, use_id_cache=use_id_cache,
+        **kwargs
     )
     if isinstance(df, pd.DataFrame):
-
         df.rename(columns={'代码': '股票代码', '名称': '股票名称'}, inplace=True)
     elif isinstance(df, dict):
         for stock_code in df.keys():