235 lines
6.7 KiB
Python
235 lines
6.7 KiB
Python
"""
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Akshare 数据封装
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提供 A 股板块、个股行情数据获取接口
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支持概念板块和行业板块
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"""
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import os
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import time
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import akshare as ak
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import pandas as pd
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from typing import Dict, List, Optional
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from datetime import datetime, timedelta
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from app.utils.logger import logger
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# 禁用全局代理设置
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os.environ.pop('HTTP_PROXY', None)
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os.environ.pop('HTTPS_PROXY', None)
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os.environ.pop('http_proxy', None)
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os.environ.pop('https_proxy', None)
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# Monkey patch requests 以禁用代理
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import requests
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_original_session_init = requests.Session.__init__
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def _patched_session_init(self, *args, **kwargs):
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_original_session_init(self, *args, **kwargs)
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self.trust_env = False
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self.proxies = {'http': None, 'https': None}
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requests.Session.__init__ = _patched_session_init
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class AkshareClient:
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"""Akshare 数据客户端"""
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# 缓存数据，避免频繁请求
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_cache = {}
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_cache_time = {}
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_last_request_time = 0
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def __init__(self):
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"""初始化客户端"""
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self.cache_ttl = 60 # 缓存60秒
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self.request_delay = 1.0 # 请求间隔（秒）
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self.max_retries = 3 # 最大重试次数
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def _get_cached(self, key: str, fetch_func) -> pd.DataFrame:
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"""获取缓存数据，支持重试"""
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now = datetime.now()
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# 检查缓存
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if key in self._cache:
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cache_time = self._cache_time.get(key)
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if cache_time and (now - cache_time).seconds < self.cache_ttl:
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logger.debug(f"使用缓存数据: {key}")
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return self._cache[key]
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# 请求限流
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elapsed = now.timestamp() - self._last_request_time
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if elapsed < self.request_delay:
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time.sleep(self.request_delay - elapsed)
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# 重试逻辑
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last_error = None
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for attempt in range(self.max_retries):
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try:
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self._last_request_time = time.time()
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df = fetch_func()
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if df is not None and not df.empty:
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self._cache[key] = df
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self._cache_time[key] = now
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logger.debug(f"获取数据成功: {key}")
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return df
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except Exception as e:
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last_error = e
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error_msg = str(e)
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# 判断错误类型
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if 'Connection' in error_msg or 'RemoteDisconnected' in error_msg:
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# 连接错误，指数退避重试
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if attempt < self.max_retries - 1:
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wait_time = (2 ** attempt) * 2 # 2, 4, 8秒
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logger.warning(
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f"获取数据失败 {key} (尝试 {attempt + 1}/{self.max_retries}): {e}，"
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f"等待 {wait_time}秒后重试..."
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)
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time.sleep(wait_time)
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continue
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# 其他错误或重试次数用尽
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logger.error(f"获取数据失败 {key}: {e}")
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break
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return pd.DataFrame()
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def get_concept_spot(self) -> pd.DataFrame:
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"""
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获取概念板块行情（实时）
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Returns:
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概念板块行情数据
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"""
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def fetch():
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# stock_board_concept_name_em - 东方财富概念板块行情
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return ak.stock_board_concept_name_em()
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return self._get_cached('concept_spot', fetch)
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def get_industry_spot(self) -> pd.DataFrame:
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"""
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获取行业板块行情（实时）
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Returns:
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行业板块行情数据
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"""
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def fetch():
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# stock_board_industry_name_em - 东方财富行业板块行情
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return ak.stock_board_industry_name_em()
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return self._get_cached('industry_spot', fetch)
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def get_concept_stocks(self, sector_name: str) -> pd.DataFrame:
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"""
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获取概念板块成分股
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Args:
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sector_name: 板块名称
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Returns:
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成分股数据
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"""
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def fetch():
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# stock_board_concept_cons_em - 概念板块成分股
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df = ak.stock_board_concept_cons_em(symbol=sector_name)
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return df if df is not None else pd.DataFrame()
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return self._get_cached(f'concept_stocks_{sector_name}', fetch)
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def get_industry_stocks(self, sector_name: str) -> pd.DataFrame:
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"""
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获取行业板块成分股
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Args:
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sector_name: 板块名称
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Returns:
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成分股数据
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"""
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def fetch():
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# stock_board_industry_cons_em - 行业板块成分股
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df = ak.stock_board_industry_cons_em(symbol=sector_name)
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return df if df is not None else pd.DataFrame()
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return self._get_cached(f'industry_stocks_{sector_name}', fetch)
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def get_stock_spot(self) -> pd.DataFrame:
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"""
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获取 A 股实时行情
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Returns:
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A 股实时行情数据
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"""
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def fetch():
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return ak.stock_zh_a_spot_em()
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return self._get_cached('stock_spot', fetch)
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def get_stock_fund_flow(self, symbol: str) -> pd.DataFrame:
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"""
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获取个股资金流向
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Args:
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symbol: 股票代码
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Returns:
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资金流向数据
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"""
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def fetch():
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return ak.stock_individual_fund_flow(
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stock=symbol,
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market="sh" if symbol.startswith('6') else "sz"
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)
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return self._get_cached(f'fund_flow_{symbol}', fetch)
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def get_stock_info(self, symbol: str) -> Dict:
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"""
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获取个股基本信息
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Args:
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symbol: 股票代码
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Returns:
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股票信息字典
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"""
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try:
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info = ak.stock_individual_info_em(symbol=symbol)
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return {
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'name': info.get('股票简称', ''),
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'industry': info.get('行业', ''),
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'market_cap': info.get('总市值', ''),
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'float_cap': info.get('流通市值', ''),
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}
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except Exception as e:
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logger.error(f"获取股票信息失败 {symbol}: {e}")
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return {}
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def get_limit_list_stocks(self) -> pd.DataFrame:
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"""
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获取涨停板股票
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Returns:
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涨停板股票列表
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"""
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def fetch():
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return ak.stock_zt_pool_em(date=datetime.now().strftime('%Y%m%d'))
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return self._get_cached('limit_list', fetch)
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# 全局单例
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_akshare_client: Optional[AkshareClient] = None
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def get_akshare_client() -> AkshareClient:
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"""获取 Akshare 客户端单例"""
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global _akshare_client
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if _akshare_client is None:
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_akshare_client = AkshareClient()
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return _akshare_client
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