404 lines
13 KiB
Python
404 lines
13 KiB
Python
"""东方财富 API 客户端（资金流向数据）"""
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import asyncio
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import httpx
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import json
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import os
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import re
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from datetime import datetime
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from typing import Optional, List
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from services.cache import get_cache, set_cache
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# ---- API Key 轮询 ----
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_api_keys: List[str] = []
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_key_index: int = -1
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def _load_api_keys() -> List[str]:
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"""收集所有可用 MX API key（支持逗号分隔和 MX_APIKEY_1 编号后缀）"""
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keys: List[str] = []
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seen: set = set()
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def add(k: str):
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k = k.strip()
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if k and k not in seen:
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seen.add(k)
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keys.append(k)
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raw = os.environ.get("MX_APIKEY", "")
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if raw:
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for k in raw.split(","):
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add(k)
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for i in range(1, 10):
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raw = os.environ.get(f"MX_APIKEY_{i}", "")
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if raw:
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for k in raw.split(","):
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add(k)
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return keys
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def _ensure_keys() -> bool:
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global _api_keys, _key_index
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if not _api_keys:
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_api_keys = _load_api_keys()
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if _key_index == -1:
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val = get_cache("_mx_key_index")
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_key_index = int(val) if val else 0
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return bool(_api_keys)
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def _get_key() -> str:
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"""获取当前使用的 API key"""
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if not _ensure_keys():
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return ""
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return _api_keys[_key_index % len(_api_keys)]
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def _rotate_key():
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"""切换到下一个 key 并持久化当前索引"""
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global _key_index
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_key_index += 1
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set_cache("_mx_key_index", str(_key_index), ttl_hours=24)
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# ---- 工具函数 ----
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def get_eastmoney_market(code: str) -> str:
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"""获取东方财富格式的市场标识"""
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if code.startswith("688"):
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return "6"
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if code.startswith("60"):
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return "1"
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return "0"
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def parse_amount(text) -> float:
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"""解析金额文本（支持 1.432亿元, -9915万元, 0元）"""
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if isinstance(text, (int, float)):
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return float(text)
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if not text or not isinstance(text, str):
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return 0
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text = text.strip()
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if not text:
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return 0
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sign = -1 if text.startswith("-") else 1
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clean = text.lstrip("+-").strip()
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m = re.match(r"^([\d.]+)\s*(亿|万|元)?$", clean)
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if not m:
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return 0
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value = float(m.group(1)) if m.group(1) else 0
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unit = m.group(2) or "元"
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if unit == "亿":
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return sign * value * 100000000
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elif unit == "万":
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return sign * value * 10000
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return sign * value
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# ---- MX API ----
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async def _call_mx_api(api_key: str, name: str, days: int) -> Optional[dict]:
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"""执行一次 MX API 调用，返回原始 JSON"""
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url = "https://mkapi2.dfcfs.com/finskillshub/api/claw/query"
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payload = {"toolQuery": f"{name}最近{days}天主力资金流向和成交额"}
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async with httpx.AsyncClient() as client:
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try:
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resp = await client.post(
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url,
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json=payload,
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headers={
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"Content-Type": "application/json",
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"apikey": api_key,
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},
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timeout=15,
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)
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if resp.status_code != 200:
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return None
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return resp.json()
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except Exception as e:
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print(f"[eastmoney] MX API error: {e}")
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return None
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def _parse_mx_response(result: dict) -> Optional[List[dict]]:
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"""解析 MX API 返回，提取资金流向数据列表"""
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if result.get("status") != 0:
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return None
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dto_list = result.get("data", {}).get("data", {}).get("searchDataResultDTO", {}).get("dataTableDTOList", [])
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if not dto_list:
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return None
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dto = dto_list[0]
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name_map = dto.get("nameMap", {})
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raw_table = dto.get("rawTable", {})
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table = dto.get("table", {})
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dates = table.get("headName", [])
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if not dates:
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return None
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name_to_id = {}
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for kid, v in name_map.items():
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if isinstance(v, str):
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name_to_id[v] = kid
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main_net_col = name_to_id.get("(区间)主力净流入资金")
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amount_col = name_to_id.get("区间成交额")
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data_list = []
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for i, date_str in enumerate(dates):
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date_str = str(date_str).strip()
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m1 = re.match(r"^(\d{4})[/-](\d{1,2})[/-](\d{1,2})", date_str)
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if m1:
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date_str = f"{m1.group(1)}-{int(m1.group(2)):02d}-{int(m1.group(3)):02d}"
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else:
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m2 = re.match(r"^(\d{1,2})[/-](\d{1,2})", date_str)
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if m2:
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year = datetime.now().year
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date_str = f"{year}-{int(m2.group(1)):02d}-{int(m2.group(2)):02d}"
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else:
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continue
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main_net = 0
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if main_net_col and raw_table.get(main_net_col) and i < len(raw_table[main_net_col]):
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main_net = parse_amount(raw_table[main_net_col][i])
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amount = 0
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if amount_col and raw_table.get(amount_col) and i < len(raw_table[amount_col]):
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amount = parse_amount(raw_table[amount_col][i])
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data_list.append({"date": date_str, "mainNetInflow": main_net, "amount": amount})
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return data_list
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async def fetch_mx_api(name: str, days: int) -> Optional[List[dict]]:
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"""调用东方财富妙想MX API获取资金流向（缓存6小时，多key轮询）"""
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cache_key = f"mx_fund_flow:{name}:{days}"
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# 缓存命中
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cached = get_cache(cache_key)
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if cached is not None:
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return json.loads(cached)
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# 多 key 轮询：按序尝试，遇到 113(超限) 自动切下一个 key
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if not _ensure_keys():
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return None
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for attempt in range(len(_api_keys)):
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key = _get_key()
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result = await _call_mx_api(key, name, days)
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if result is None:
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_rotate_key()
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continue
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status = result.get("status", -1)
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if status == 113:
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print(f"[eastmoney] key {_key_index % len(_api_keys)} 已达每日上限，切换到下一个")
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_rotate_key()
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continue
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if status == 114:
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print(f"[eastmoney] key {_key_index % len(_api_keys)} 无效(114)，跳过")
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_rotate_key()
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continue
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if status != 0:
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_rotate_key()
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continue
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# 成功
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data_list = _parse_mx_response(result)
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if data_list:
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set_cache(cache_key, json.dumps(data_list, ensure_ascii=False))
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return data_list
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print(f"[eastmoney] 所有 {len(_api_keys)} 个 MX API key 均已耗尽")
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return None
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# ---- 板块数据 ----
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# 东方财富板块类型映射
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SECTOR_TYPE_MAP = {
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"industry": "m:90+t:2", # 行业板块
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"concept": "m:90+t:3", # 概念板块
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}
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# 板块列表字段：f12=代码, f14=名称, f3=涨跌幅%, f62=主力净流入, f184=主力净流入占比
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# f66=超大单净流入, f69=超大单净流入占比, f70=成交额, f78=小单净流入
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SECTOR_FIELDS = "f12,f14,f2,f3,f4,f62,f184,f66,f69,f70,f78"
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# ---- 板块数据（通过 akshare 调用同花顺数据源）----
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import akshare as ak
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import pandas as pd
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async def fetch_sector_list(sector_type: str) -> list[dict]:
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"""
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获取板块资金流向数据
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sector_type: "industry" 或 "concept"
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返回按主力净流入降序排列的板块列表
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编码优先东方财富（BKxxxx），降级同花顺（6位数字）
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"""
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loop = asyncio.get_event_loop()
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def _get_data():
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# 1) 板块编码映射：东方财富 BK 编码 → 降级同花顺编码
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code_map = {}
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try:
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if sector_type == "industry":
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code_df = ak.stock_board_industry_name_em()
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else:
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code_df = ak.stock_board_concept_name_em()
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if code_df is not None and not code_df.empty:
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for _, r in code_df.iterrows():
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code_map[str(r.get("f14", ""))] = str(r.get("f12", ""))
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except Exception:
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try:
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if sector_type == "industry":
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code_df = ak.stock_board_industry_name_ths()
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else:
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code_df = ak.stock_board_concept_name_ths()
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if code_df is not None and not code_df.empty:
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for _, r in code_df.iterrows():
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code_map[str(r.get("name", ""))] = str(r.get("code", ""))
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except Exception:
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pass
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# 2) 资金流向（10jqka 同花顺数据源）
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if sector_type == "industry":
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df = ak.stock_fund_flow_industry()
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else:
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df = ak.stock_fund_flow_concept()
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return code_map, df
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try:
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code_map, df = await loop.run_in_executor(None, _get_data)
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if df is None or df.empty:
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return []
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df = df.sort_values("净额", ascending=False)
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items = []
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for _, row in df.iterrows():
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name = str(row.get("行业", "")).strip()
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items.append({
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"code": code_map.get(name, ""),
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"name": name,
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"level": _safe_float(row.get("行业指数")),
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"changePercent": _safe_float(row.get("行业-涨跌幅")),
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"changeAmount": None,
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"mainNetInflow": _safe_float(row.get("净额", 0)) * 100000000, # 亿→元
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"mainNetInflowPercent": None,
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"superLargeInflow": None,
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"superLargeInflowPercent": None,
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"turnover": _safe_float(row.get("流入资金", 0)) * 100000000 + _safe_float(row.get("流出资金", 0)) * 100000000,
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"smallNetInflow": None,
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})
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return items
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except Exception as e:
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print(f"[eastmoney] 获取{sector_type}板块失败: {e}")
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return []
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def _safe_float(val) -> float:
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if val is None:
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return 0.0
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try:
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return float(val)
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except (ValueError, TypeError):
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return 0.0
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async def fetch_sector_list_direct(sector_type: str) -> list[dict]:
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"""
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直接从东方财富 push2 API 获取板块列表（备用，当 akshare 不可用时）
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"""
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fs = SECTOR_TYPE_MAP.get(sector_type)
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if not fs:
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return []
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url = (
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f"https://push2.eastmoney.com/api/qt/clist/get"
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f"?fs={fs}&fields={SECTOR_FIELDS}"
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f"&fid=f62&po=1&pz=500&pn=1&np=1&fltt=2"
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)
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36",
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"Referer": "https://quote.eastmoney.com/",
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}
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async with httpx.AsyncClient() as client:
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try:
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resp = await client.get(url, headers=headers, timeout=10)
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if resp.status_code != 200:
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return []
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result = resp.json()
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if result.get("rc") != 0:
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return []
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diff = result.get("data", {}).get("diff", [])
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items = []
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for item in diff:
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items.append({
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"code": item.get("f12", ""),
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"name": item.get("f14", ""),
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"level": item.get("f2"),
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"changePercent": item.get("f3"),
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"changeAmount": item.get("f4"),
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"mainNetInflow": item.get("f62", 0),
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"mainNetInflowPercent": item.get("f184", 0),
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"superLargeInflow": item.get("f66", 0),
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"superLargeInflowPercent": item.get("f69", 0),
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"turnover": item.get("f70", 0),
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"smallNetInflow": item.get("f78", 0),
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})
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return items
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except Exception as e:
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print(f"[eastmoney] 获取{sector_type}板块失败: {e}")
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return []
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async def fetch_push2his(code: str, days: int) -> Optional[list]:
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"""回退到东方财富 push2his 接口（自动重试一次）"""
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market = get_eastmoney_market(code)
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secid = f"{market}.{code}"
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url = (
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f"https://push2his.eastmoney.com/api/qt/stock/fflow/daykline/get"
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f"?lmt={days}&fields1=f1,f2,f3,f7"
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f"&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64,f65,f66,f67,f68,f69"
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f"&ut=b2884a393a59ad64002292a3e90d46a5&secid={secid}"
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)
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36",
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"Referer": "https://quote.eastmoney.com/",
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}
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for attempt in range(2):
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async with httpx.AsyncClient() as client:
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try:
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resp = await client.get(url, headers=headers, timeout=10)
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if resp.status_code != 200:
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if attempt == 0:
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continue
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print(f"[eastmoney] push2his HTTP {resp.status_code}")
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return None
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result = resp.json()
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klines = result.get("data", {}).get("klines", [])
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if not klines:
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if attempt == 0:
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continue
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print(f"[eastmoney] push2his no klines in response")
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return None
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return klines
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except Exception as e:
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if attempt == 0:
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continue
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print(f"[eastmoney] push2his error: {e}")
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return None
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return None
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