cfdaily
105 lines
4.7 KiB
Python
105 lines
4.7 KiB
Python
#!/usr/bin/env python3
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"""多源降级管理器 - 日线(akshare→腾讯) + 实时(新浪→东财→腾讯)"""
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import pandas as pd
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import urllib.request
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import json
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import logging
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from datetime import datetime, timedelta
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from typing import Optional
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logging.basicConfig(level=logging.INFO, format='%(asctime)s %(levelname)s %(message)s')
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logger = logging.getLogger(__name__)
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class FallbackManager:
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def __init__(self):
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self._source_used = ""
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def get_source_used(self) -> str:
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return self._source_used
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def get_daily(self, symbol: str, start_date: str, end_date: str) -> pd.DataFrame:
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"""获取日线数据，降级链：akshare → 腾讯K线"""
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# 1. akshare
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try:
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df = self._fetch_akshare_daily(symbol, start_date, end_date)
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if df is not None and not df.empty:
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self._source_used = "akshare"
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return df
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except Exception as e:
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logger.warning(f"akshare日线失败 {symbol}: {e}")
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# 2. 腾讯K线
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try:
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df = self._fetch_tencent_daily(symbol, start_date, end_date)
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if df is not None and not df.empty:
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self._source_used = "tencent_kline"
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return df
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except Exception as e:
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logger.warning(f"腾讯K线失败 {symbol}: {e}")
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raise RuntimeError(f"所有日线数据源失败: {symbol} {start_date}~{end_date}")
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def get_realtime(self, symbol: str) -> dict:
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"""获取实时行情，降级链：新浪→东财→腾讯"""
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from realtime import get_realtime_quote
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result = get_realtime_quote(symbol)
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self._source_used = result.get("source", "unknown")
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return result
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def _fetch_akshare_daily(self, symbol: str, start_date: str, end_date: str) -> Optional[pd.DataFrame]:
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import akshare as ak
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code = symbol.replace("SH", "").replace("SZ", "").replace("sh", "").replace("sz", "")
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s = start_date.replace("-", "")
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e = end_date.replace("-", "")
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df = ak.stock_zh_a_hist(symbol=code, period="daily", start_date=s, end_date=e, adjust="")
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if df is None or df.empty:
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return None
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df = df.rename(columns={"日期": "date", "开盘": "open", "收盘": "close",
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"最高": "high", "最低": "low", "成交量": "volume",
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"成交额": "amount"})
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df["date"] = pd.to_datetime(df["date"]).dt.strftime("%Y-%m-%d")
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for c in ["open", "high", "low", "close", "volume", "amount"]:
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df[c] = pd.to_numeric(df[c], errors="coerce").fillna(0)
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return df[["date", "open", "high", "low", "close", "volume", "amount"]]
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def _fetch_tencent_daily(self, symbol: str, start_date: str, end_date: str) -> Optional[pd.DataFrame]:
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"""腾讯K线API获取日线"""
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code = symbol.replace("SH", "").replace("SZ", "").replace("sh", "").replace("sz", "")
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if code.startswith(("6", "5", "1")):
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prefix = "sh"
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else:
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prefix = "sz"
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tq_symbol = f"{prefix}{code}"
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days = (datetime.strptime(end_date, "%Y-%m-%d") - datetime.strptime(start_date, "%Y-%m-%d")).days + 10
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url = f"https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?param={tq_symbol},day,{start_date},,{days},"
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try:
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import urllib.request, json as _json
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opener = urllib.request.build_opener(urllib.request.ProxyHandler({}))
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req = urllib.request.Request(url, headers={"User-Agent": "Mozilla/5.0"})
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with opener.open(req, timeout=10) as r:
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resp = _json.loads(r.read())
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d = resp.get("data")
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if not isinstance(d, dict):
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return None
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klines = d.get(tq_symbol, {}).get("day", [])
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if not klines:
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return None
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df = pd.DataFrame(klines)
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ncols = len(df.columns)
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if ncols >= 7:
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df.columns = ["date", "open", "close", "high", "low", "volume", "amount"][:ncols]
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else:
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df.columns = ["date", "open", "close", "high", "low", "volume"][:ncols]
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if "amount" not in df.columns:
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df["amount"] = 0.0
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for c in ["open", "close", "high", "low", "volume", "amount"]:
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df[c] = pd.to_numeric(df[c], errors="coerce").fillna(0)
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df["date"] = pd.to_datetime(df["date"]).dt.strftime("%Y-%m-%d")
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mask = (df["date"] >= start_date) & (df["date"] <= end_date)
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return df.loc[mask, ["date", "open", "high", "low", "close", "volume", "amount"]]
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except Exception as e:
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logger.warning(f"腾讯K线请求失败: {e}")
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return None
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