auto-sync: 2026-05-05 00:03:01

data_platform/daily_all_update.py

@@ -207,6 +207,86 @@ class SourceHealthMonitor:
 
 # ======================== 日线更新 ========================
 
+def get_em_secid(code: str) -> str:
+    """获取东方财富secid: 1.沪市 0.深市"""
+    if code.startswith(("60", "68", "51")):
+        return f"1.{code}"
+    return f"0.{code}"
+
+
+def fetch_eastmoney_daily(code: str, start_date: str, end_date: str) -> Optional[pd.DataFrame]:
+    """东方财富K线API获取日线（主源）
+    
+    特点：
+    - 一次请求可拿多年数据（实测4年1046条）
+    - amount有真实值
+    - 反爬严格：必须Referer+UA+ut，限频3-5s/请求
+    """
+    import requests as _requests
+    import random
+
+    secid = get_em_secid(code)
+    ts = str(int(time.time() * 1000))
+    url = (
+        f"https://push2his.eastmoney.com/api/qt/stock/kline/get?"
+        f"secid={secid}&klt=101&fqt=1&"
+        f"beg={start_date.replace('-', '')}&end={end_date.replace('-', '')}&"
+        f"fields1=f1,f2,f3,f4,f5,f6,f7,f8&"
+        f"fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61&"
+        f"ut=b2884a393a59ad64002292a3e90d46a5&"
+        f"lmt=10000&"
+        f"cb=jQuery_em_{ts}&_={ts}"
+    )
+
+    session = _requests.Session()
+    session.trust_env = False  # 绕过系统代理
+
+    try:
+        r = session.get(url, headers=HEADERS_EM, timeout=15, verify=False)
+        if r.status_code != 200:
+            return None
+        # 解析JSONP
+        text = r.text
+        start_idx = text.index("(") + 1
+        end_idx = text.rindex(")")
+        data = json.loads(text[start_idx:end_idx])
+    except Exception as e:
+        logger.debug("东方财富日线失败 %s: %s", code, e)
+        return None
+
+    if data.get("rc") != 0:
+        return None
+    klines = data.get("data", {}).get("klines", [])
+    if not klines:
+        return None
+
+    # 解析: date,open,close,high,low,volume,amount,amplitude,pct_change,change,turnover_rate
+    rows = []
+    for line in klines:
+        parts = line.split(",")
+        if len(parts) < 7:
+            continue
+        rows.append({
+            "date": parts[0],
+            "open": float(parts[1]),
+            "close": float(parts[2]),
+            "high": float(parts[3]),
+            "low": float(parts[4]),
+            "volume": float(parts[5]),
+            "amount": float(parts[6]),
+        })
+
+    if not rows:
+        return None
+    df = pd.DataFrame(rows)
+    # 东方财富日期格式可能含时间，标准化
+    df["date"] = pd.to_datetime(df["date"]).dt.strftime("%Y-%m-%d")
+    df["date"] = df["date"].astype(str)
+    mask = (df["date"] >= start_date) & (df["date"] <= end_date)
+    result = df.loc[mask, ["date", "open", "high", "low", "close", "volume", "amount"]]
+    return result if not result.empty else None
+
+
 def fetch_tencent_daily(code: str, start_date: str, end_date: str) -> Optional[pd.DataFrame]:
     """腾讯K线API获取日线增量"""
     prefix, clean = get_market_prefix(code)