129 lines
3.8 KiB
Python
129 lines
3.8 KiB
Python
"""通达信数据源（mootdx TCP直连通达信服务器）
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通过 TCP 协议直连通达信行情服务器，不走 HTTP，不会被限流。
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主要用途：
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- K线数据：主数据源（稳定可靠）
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- 板块数据：东方财富 push2 的降级方案
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"""
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import asyncio
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from typing import Optional, List
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def _get_market(code: str) -> str:
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return "sh" if code.startswith("6") else "sz"
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def _create_client():
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from mootdx.quotes import Quotes
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return Quotes.factory(market="std", multithread=True, heartbeat=True)
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def _sync_fetch_kline(code: str, days: int) -> Optional[list]:
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client = _create_client()
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klines = client.bars(symbol=code, frequency=9, offset=min(days, 800))
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if klines is None or len(klines) == 0:
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return None
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result = []
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prev_close = 0.0
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for bar in reversed(klines):
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close = float(bar.close)
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change_pct = 0
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if prev_close > 0:
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change_pct = (close - prev_close) / prev_close * 100
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result.append(
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{
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"date": (
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bar.datetime.strftime("%Y-%m-%d")
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if hasattr(bar.datetime, "strftime")
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else str(bar.datetime)[:10]
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),
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"open": float(bar.open),
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"close": close,
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"high": float(bar.high),
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"low": float(bar.low),
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"volume": int(bar.vol) if hasattr(bar, "vol") else 0,
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"turnover": (
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float(bar.amount) if hasattr(bar, "amount") and bar.amount else 0
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),
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"changePercent": round(change_pct, 2),
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}
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)
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prev_close = close
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result.sort(key=lambda x: x["date"])
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return result
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async def fetch_kline_history(code: str, days: int = 90) -> Optional[List[dict]]:
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"""获取日K线（TCP直连通达信，主数据源）"""
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try:
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loop = asyncio.get_event_loop()
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return await loop.run_in_executor(None, _sync_fetch_kline, code, days)
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except ImportError:
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return None
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except Exception as e:
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print(f"[mootdx] fetch_kline error: {e}")
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return None
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# ---- 板块数据（东方财富降级方案）----
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def _sync_fetch_sectors(sector_type: str) -> Optional[list]:
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from mootdx.consts import MARKET_SH, MARKET_SZ
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client = _create_client()
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# block() 返回 DataFrame，列：code, name 等
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# 按板块类型过滤
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block_df = client.block()
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if block_df is None or block_df.empty:
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return None
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items = []
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for _, row in block_df.iterrows():
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name = str(row.get("name", "") or row.get("blockname", ""))
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code = str(row.get("code", "") or row.get("blockcode", ""))
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if not code or not name:
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continue
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items.append(
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{
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"code": code,
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"name": name,
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"level": None,
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"changePercent": None,
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"changeAmount": None,
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"mainNetInflow": 0,
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"mainNetInflowPercent": None,
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"superLargeInflow": None,
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"superLargeInflowPercent": None,
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"largeInflow": None,
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"largeInflowPercent": None,
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"mediumInflow": None,
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"mediumInflowPercent": None,
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"smallInflow": None,
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"smallInflowPercent": None,
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"turnover": 0,
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}
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)
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return items if items else None
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async def fetch_sector_list(sector_type: str) -> Optional[List[dict]]:
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"""获取板块列表（东方财富的降级方案，仅含代码和名称）"""
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try:
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loop = asyncio.get_event_loop()
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return await loop.run_in_executor(None, _sync_fetch_sectors, sector_type)
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except ImportError:
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return None
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except Exception as e:
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print(f"[mootdx] fetch_sectors error: {e}")
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return None
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