238 lines
9.1 KiB
Python
238 lines
9.1 KiB
Python
"""腾讯实时行情 API 客户端
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通过 qt.gtimg.cn 获取 A 股实时报价数据，无需认证。
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用于补充 Tushare 的实时行情数据。
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"""
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import logging
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import httpx
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from app.data.cache import cache
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from app.config import settings
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from app.data.code_utils import normalize_ts_code, split_ts_code
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from app.data.models import StockQuote
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from app.db.error_logger import log_error
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logger = logging.getLogger(__name__)
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TENCENT_API_URL = "http://qt.gtimg.cn/q="
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HEADERS = {
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"Referer": "http://finance.qq.com",
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"User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36",
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}
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def _ts_code_to_tencent(ts_code: str) -> str:
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"""600519.SH -> sh600519"""
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code, market = split_ts_code(ts_code)
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return f"{market.lower()}{code}"
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def _parse_tencent_response(raw: str) -> dict | None:
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"""解析腾讯行情接口返回的 GBK 编码、~分隔字段"""
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try:
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data_start = raw.find('"')
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data_end = raw.rfind('"')
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if data_start == -1 or data_end == -1:
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return None
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content = raw[data_start + 1:data_end]
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fields = content.split("~")
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if len(fields) < 48:
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return None
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return {
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"name": fields[1],
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"code": fields[2],
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"price": float(fields[3]) if fields[3] else 0,
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"pre_close": float(fields[4]) if fields[4] else 0,
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"open": float(fields[5]) if fields[5] else 0,
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"volume": float(fields[6]) if fields[6] else 0, # 手
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"bid_volume": float(fields[7]) if fields[7] else 0, # 外盘
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"ask_volume": float(fields[8]) if fields[8] else 0, # 内盘
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"pct_chg": float(fields[32]) if fields[32] else 0, # %
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"high": float(fields[33]) if fields[33] else 0,
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"low": float(fields[34]) if fields[34] else 0,
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"amount": float(fields[37]) if fields[37] else 0, # 万元
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"turnover_rate": float(fields[38]) if fields[38] else 0, # %
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"pe": float(fields[39]) if fields[39] else None,
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"amplitude": float(fields[43]) if fields[43] else 0, # %
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"circ_mv": float(fields[44]) if fields[44] else None, # 亿
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"total_mv": float(fields[45]) if fields[45] else None, # 亿
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"pb": float(fields[46]) if fields[46] else None,
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"limit_up": float(fields[47]) if fields[47] else None,
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"limit_down": float(fields[48]) if fields[48] else None,
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"volume_ratio": float(fields[49]) if len(fields) > 49 and fields[49] else None,
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}
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except (IndexError, ValueError) as e:
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logger.warning(f"腾讯行情解析失败: {e}")
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return None
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async def get_realtime_quote(ts_code: str) -> StockQuote | None:
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"""获取单只股票实时行情"""
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ts_code = normalize_ts_code(ts_code)
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cache_key = f"rt_quote:{ts_code}"
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cached = cache.get(cache_key)
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if cached is not None:
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return cached
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symbol = _ts_code_to_tencent(ts_code)
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try:
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async with httpx.AsyncClient() as client:
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resp = await client.get(
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f"{TENCENT_API_URL}{symbol}",
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headers=HEADERS,
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timeout=10
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)
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resp.encoding = "gbk"
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data = _parse_tencent_response(resp.text)
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if not data or data["price"] == 0:
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return None
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quote = StockQuote(
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ts_code=ts_code,
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name=data["name"],
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price=data["price"],
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pct_chg=data["pct_chg"],
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volume=data["volume"],
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amount=data["amount"],
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turnover_rate=data["turnover_rate"],
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pe=data["pe"],
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pb=data["pb"],
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circ_mv=data["circ_mv"],
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total_mv=data["total_mv"],
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volume_ratio=data["volume_ratio"],
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high=data["high"],
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low=data["low"],
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open=data["open"],
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pre_close=data["pre_close"],
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limit_up=data["limit_up"],
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limit_down=data["limit_down"],
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amplitude=data["amplitude"],
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)
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cache.set(cache_key, quote, settings.cache_ttl_realtime)
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return quote
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except Exception as e:
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logger.error(f"腾讯行情获取失败 {ts_code}: {e}")
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await log_error("tencent", f"腾讯行情获取失败 {ts_code}: {e}")
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return None
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async def get_realtime_quotes_batch(ts_codes: list[str]) -> dict[str, StockQuote]:
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"""批量获取实时行情（腾讯支持逗号拼接多只）"""
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results = {}
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uncached = []
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ts_codes = [normalize_ts_code(code) for code in ts_codes if normalize_ts_code(code)]
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for code in ts_codes:
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cached = cache.get(f"rt_quote:{code}")
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if cached is not None:
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results[code] = cached
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else:
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uncached.append(code)
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if not uncached:
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return results
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# 腾讯支持批量查询，但单次不宜太多，分批（每批最多50只）
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batch_size = 50
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for i in range(0, len(uncached), batch_size):
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batch = uncached[i:i + batch_size]
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symbols = ",".join(_ts_code_to_tencent(c) for c in batch)
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try:
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async with httpx.AsyncClient() as client:
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resp = await client.get(
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f"{TENCENT_API_URL}{symbols}",
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headers=HEADERS,
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timeout=15
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)
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resp.encoding = "gbk"
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lines = resp.text.strip().split("\n")
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for j, line in enumerate(lines):
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if j >= len(batch):
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break
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data = _parse_tencent_response(line)
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if data and data["price"] > 0:
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ts_code = batch[j]
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quote = StockQuote(
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ts_code=ts_code,
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name=data["name"],
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price=data["price"],
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pct_chg=data["pct_chg"],
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volume=data["volume"],
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amount=data["amount"],
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turnover_rate=data["turnover_rate"],
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pe=data["pe"],
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pb=data["pb"],
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circ_mv=data["circ_mv"],
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total_mv=data["total_mv"],
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volume_ratio=data["volume_ratio"],
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high=data["high"],
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low=data["low"],
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open=data["open"],
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pre_close=data["pre_close"],
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limit_up=data["limit_up"],
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limit_down=data["limit_down"],
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amplitude=data["amplitude"],
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)
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cache.set(f"rt_quote:{ts_code}", quote, settings.cache_ttl_realtime)
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results[ts_code] = quote
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except Exception as e:
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logger.error(f"腾讯批量行情获取失败: {e}")
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await log_error(
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"tencent",
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f"腾讯批量行情获取失败: {e}",
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detail=f"batch_size={len(batch)}",
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)
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return results
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async def get_index_realtime(index_codes: list[str] = None) -> dict[str, dict]:
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"""获取指数实时行情
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index_codes: Tushare 格式的指数代码，如 ["000001.SH", "399001.SZ"]
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默认返回上证、深证、创业板
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"""
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if not index_codes:
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index_codes = ["000001.SH", "399001.SZ", "399006.SZ"]
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index_codes = [normalize_ts_code(code) for code in index_codes if normalize_ts_code(code)]
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results = {}
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symbols = ",".join(_ts_code_to_tencent(c) for c in index_codes)
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try:
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async with httpx.AsyncClient() as client:
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resp = await client.get(
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f"{TENCENT_API_URL}{symbols}",
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headers=HEADERS,
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timeout=10
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)
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resp.encoding = "gbk"
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lines = resp.text.strip().split("\n")
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for i, line in enumerate(lines):
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if i >= len(index_codes):
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break
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data = _parse_tencent_response(line)
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if data and data["price"] > 0:
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ts_code = index_codes[i]
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results[ts_code] = {
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"ts_code": ts_code,
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"name": data["name"],
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"price": data["price"],
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"pct_chg": data["pct_chg"],
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"volume": data["volume"],
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"amount": data["amount"],
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"high": data["high"],
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"low": data["low"],
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"open": data["open"],
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"pre_close": data["pre_close"],
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}
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except Exception as e:
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logger.error(f"腾讯指数行情获取失败: {e}")
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await log_error(
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"tencent",
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f"腾讯指数行情获取失败: {e}",
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detail=f"indices={','.join(index_codes)}",
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)
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return results
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