557 lines
16 KiB
Python
557 lines
16 KiB
Python
"""
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Tushare高级数据服务
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充分利用5000+积分，获取财务数据、资金流向、新闻公告等
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"""
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import tushare as ts
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import pandas as pd
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from typing import Optional, List, Dict, Any
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from datetime import datetime, timedelta
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from app.config import get_settings
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from app.utils.logger import logger
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from app.utils.validators import normalize_stock_code
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class TushareAdvancedService:
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"""Tushare高级数据服务类（需要5000+积分）"""
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def __init__(self):
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"""初始化Tushare服务"""
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settings = get_settings()
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if not settings.tushare_token:
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logger.warning("Tushare token未配置")
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self.pro = None
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else:
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ts.set_token(settings.tushare_token)
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self.pro = ts.pro_api()
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logger.info("Tushare高级服务初始化成功")
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# ==================== 财务数据 ====================
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def get_income_statement(
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self,
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stock_code: str,
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period: str = None,
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start_date: str = None,
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end_date: str = None
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) -> Optional[Dict[str, Any]]:
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"""
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获取利润表数据
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Args:
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stock_code: 股票代码
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period: 报告期（YYYYMMDD），如20231231
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start_date: 开始日期
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end_date: 结束日期
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Returns:
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利润表数据
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"""
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if not self.pro:
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logger.error("Tushare服务未初始化")
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return None
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try:
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ts_code = normalize_stock_code(stock_code)
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if not ts_code:
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return None
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# 默认获取最近4个季度的数据
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if not period and not start_date:
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end_date = datetime.now().strftime('%Y%m%d')
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start_date = (datetime.now() - timedelta(days=400)).strftime('%Y%m%d')
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df = self.pro.income(
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ts_code=ts_code,
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period=period,
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start_date=start_date,
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end_date=end_date,
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fields='ts_code,ann_date,f_ann_date,end_date,report_type,comp_type,'
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'total_revenue,revenue,operating_profit,total_profit,n_income,'
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'n_income_attr_p,basic_eps,diluted_eps'
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)
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if df.empty:
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logger.warning(f"未找到利润表数据: {ts_code}")
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return None
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# 转换为字典列表，按日期降序
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df = df.sort_values('end_date', ascending=False)
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return {
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'ts_code': ts_code,
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'data': df.to_dict('records')
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}
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except Exception as e:
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logger.error(f"获取利润表失败: {e}")
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return None
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def get_balance_sheet(
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self,
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stock_code: str,
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period: str = None,
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start_date: str = None,
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end_date: str = None
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) -> Optional[Dict[str, Any]]:
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"""
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获取资产负债表数据
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Args:
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stock_code: 股票代码
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period: 报告期
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start_date: 开始日期
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end_date: 结束日期
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Returns:
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资产负债表数据
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"""
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if not self.pro:
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return None
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try:
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ts_code = normalize_stock_code(stock_code)
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if not ts_code:
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return None
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if not period and not start_date:
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end_date = datetime.now().strftime('%Y%m%d')
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start_date = (datetime.now() - timedelta(days=400)).strftime('%Y%m%d')
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df = self.pro.balancesheet(
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ts_code=ts_code,
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period=period,
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start_date=start_date,
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end_date=end_date,
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fields='ts_code,ann_date,f_ann_date,end_date,report_type,'
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'total_assets,total_liab,total_hldr_eqy_exc_min_int,'
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'total_cur_assets,total_cur_liab,money_cap'
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)
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if df.empty:
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return None
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df = df.sort_values('end_date', ascending=False)
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return {
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'ts_code': ts_code,
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'data': df.to_dict('records')
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}
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except Exception as e:
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logger.error(f"获取资产负债表失败: {e}")
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return None
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def get_financial_indicators(
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self,
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stock_code: str,
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period: str = None
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) -> Optional[Dict[str, Any]]:
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"""
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获取财务指标数据（ROE、ROA、毛利率等）
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Args:
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stock_code: 股票代码
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period: 报告期
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Returns:
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财务指标数据
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"""
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if not self.pro:
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return None
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try:
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ts_code = normalize_stock_code(stock_code)
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if not ts_code:
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return None
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# 获取最近一期的财务指标
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df = self.pro.fina_indicator(
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ts_code=ts_code,
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period=period,
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fields='ts_code,end_date,eps,dt_eps,total_revenue_ps,revenue_ps,'
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'capital_rese_ps,undist_profit_ps,extra_item,profit_dedt,'
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'gross_margin,current_ratio,quick_ratio,roe,roe_waa,'
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'roe_dt,roa,npta,roic,debt_to_assets,assets_to_eqt'
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)
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if df.empty:
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return None
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# 取最新一期
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latest = df.sort_values('end_date', ascending=False).iloc[0]
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return {
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'ts_code': ts_code,
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'end_date': latest['end_date'],
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'indicators': latest.to_dict()
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}
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except Exception as e:
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logger.error(f"获取财务指标失败: {e}")
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return None
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# ==================== 估值数据 ====================
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def get_daily_basic(
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self,
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stock_code: str,
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trade_date: str = None
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) -> Optional[Dict[str, Any]]:
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"""
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获取每日指标（PE、PB、PS、市值、换手率等）
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Args:
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stock_code: 股票代码
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trade_date: 交易日期（YYYYMMDD）
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Returns:
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每日指标数据
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"""
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if not self.pro:
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return None
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try:
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ts_code = normalize_stock_code(stock_code)
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if not ts_code:
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return None
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if not trade_date:
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trade_date = datetime.now().strftime('%Y%m%d')
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df = self.pro.daily_basic(
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ts_code=ts_code,
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trade_date=trade_date,
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fields='ts_code,trade_date,close,turnover_rate,turnover_rate_f,'
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'volume_ratio,pe,pe_ttm,pb,ps,ps_ttm,'
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'dv_ratio,dv_ttm,total_share,float_share,free_share,'
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'total_mv,circ_mv'
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)
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if df.empty:
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return None
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return {
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'ts_code': ts_code,
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'data': df.iloc[0].to_dict()
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}
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except Exception as e:
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logger.error(f"获取每日指标失败: {e}")
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return None
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# ==================== 资金流向 ====================
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def get_money_flow(
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self,
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stock_code: str,
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start_date: str = None,
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end_date: str = None
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) -> Optional[Dict[str, Any]]:
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"""
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获取资金流向数据
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Args:
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stock_code: 股票代码
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start_date: 开始日期
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end_date: 结束日期
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Returns:
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资金流向数据
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"""
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if not self.pro:
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return None
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try:
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ts_code = normalize_stock_code(stock_code)
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if not ts_code:
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return None
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if not start_date:
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start_date = (datetime.now() - timedelta(days=30)).strftime('%Y%m%d')
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if not end_date:
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end_date = datetime.now().strftime('%Y%m%d')
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df = self.pro.moneyflow(
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ts_code=ts_code,
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start_date=start_date,
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end_date=end_date,
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fields='ts_code,trade_date,buy_sm_vol,buy_sm_amount,'
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'sell_sm_vol,sell_sm_amount,buy_md_vol,buy_md_amount,'
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'sell_md_vol,sell_md_amount,buy_lg_vol,buy_lg_amount,'
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'sell_lg_vol,sell_lg_amount,buy_elg_vol,buy_elg_amount,'
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'sell_elg_vol,sell_elg_amount,net_mf_vol,net_mf_amount'
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)
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if df.empty:
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return None
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df = df.sort_values('trade_date', ascending=False)
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return {
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'ts_code': ts_code,
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'data': df.to_dict('records')
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}
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except Exception as e:
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logger.error(f"获取资金流向失败: {e}")
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return None
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# ==================== 新闻公告 ====================
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def get_news(
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self,
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stock_code: str = None,
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start_date: str = None,
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end_date: str = None,
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src: str = None
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) -> Optional[List[Dict[str, Any]]]:
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"""
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获取新闻资讯
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Args:
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stock_code: 股票代码（可选）
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start_date: 开始日期
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end_date: 结束日期
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src: 新闻来源
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Returns:
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新闻列表
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"""
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if not self.pro:
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return None
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try:
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ts_code = None
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if stock_code:
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ts_code = normalize_stock_code(stock_code)
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if not start_date:
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start_date = (datetime.now() - timedelta(days=7)).strftime('%Y%m%d')
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if not end_date:
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end_date = datetime.now().strftime('%Y%m%d')
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# 使用news接口（需要5000积分）
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try:
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df = self.pro.query('news',
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src=src,
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start_date=start_date,
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end_date=end_date,
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fields='datetime,content,title,channels,score'
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)
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except Exception as api_error:
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# 如果接口不可用（积分不足或接口名称问题），返回None
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logger.warning(f"新闻接口不可用（可能需要更高积分权限）: {api_error}")
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return None
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if df is None or df.empty:
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return None
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# 如果指定了股票代码，过滤相关新闻
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if ts_code:
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try:
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# 简单的关键词过滤
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stock_info = self.pro.stock_basic(ts_code=ts_code, fields='name,symbol')
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if not stock_info.empty:
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name = stock_info.iloc[0]['name']
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symbol = stock_info.iloc[0]['symbol']
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df = df[
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df['title'].str.contains(name, na=False) |
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df['content'].str.contains(name, na=False) |
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df['title'].str.contains(symbol, na=False)
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]
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except Exception as filter_error:
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logger.warning(f"新闻过滤失败: {filter_error}")
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# 继续返回未过滤的新闻
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df = df.sort_values('datetime', ascending=False)
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return df.head(10).to_dict('records')
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except Exception as e:
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logger.warning(f"获取新闻失败: {e}")
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return None
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# ==================== 市场特色数据 ====================
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def get_margin_detail(
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self,
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stock_code: str,
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start_date: str = None,
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end_date: str = None
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) -> Optional[Dict[str, Any]]:
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"""
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获取融资融券详情
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Args:
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stock_code: 股票代码
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start_date: 开始日期
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end_date: 结束日期
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Returns:
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融资融券数据
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"""
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if not self.pro:
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return None
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try:
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ts_code = normalize_stock_code(stock_code)
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if not ts_code:
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return None
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if not start_date:
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start_date = (datetime.now() - timedelta(days=30)).strftime('%Y%m%d')
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if not end_date:
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end_date = datetime.now().strftime('%Y%m%d')
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df = self.pro.margin_detail(
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ts_code=ts_code,
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start_date=start_date,
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end_date=end_date,
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fields='ts_code,trade_date,rzye,rqye,rzmre,rqyl,'
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'rzche,rqchl,rqmcl,rzrqye'
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)
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if df.empty:
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return None
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df = df.sort_values('trade_date', ascending=False)
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return {
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'ts_code': ts_code,
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'data': df.to_dict('records')
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}
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except Exception as e:
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logger.error(f"获取融资融券失败: {e}")
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return None
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def get_block_trade(
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self,
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stock_code: str,
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start_date: str = None,
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end_date: str = None
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) -> Optional[List[Dict[str, Any]]]:
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"""
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获取大宗交易数据
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Args:
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stock_code: 股票代码
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start_date: 开始日期
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end_date: 结束日期
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Returns:
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大宗交易列表
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"""
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if not self.pro:
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return None
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try:
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ts_code = normalize_stock_code(stock_code)
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if not ts_code:
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return None
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if not start_date:
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start_date = (datetime.now() - timedelta(days=90)).strftime('%Y%m%d')
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if not end_date:
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end_date = datetime.now().strftime('%Y%m%d')
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df = self.pro.block_trade(
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ts_code=ts_code,
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start_date=start_date,
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end_date=end_date,
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fields='ts_code,trade_date,price,vol,amount,buyer,seller'
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)
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if df.empty:
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return None
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df = df.sort_values('trade_date', ascending=False)
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return df.to_dict('records')
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except Exception as e:
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logger.error(f"获取大宗交易失败: {e}")
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return None
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def get_top_list(
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self,
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trade_date: str = None
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) -> Optional[Dict[str, Any]]:
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"""
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获取龙虎榜数据
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Args:
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trade_date: 交易日期
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Returns:
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龙虎榜数据
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"""
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if not self.pro:
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return None
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try:
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if not trade_date:
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trade_date = datetime.now().strftime('%Y%m%d')
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df = self.pro.top_list(
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trade_date=trade_date,
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fields='trade_date,ts_code,name,close,pct_change,turnover_rate,'
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'amount,l_sell,l_buy,l_amount,net_amount,net_rate,'
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'amount_rate,float_values,reason'
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)
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if df.empty:
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return None
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return {
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'trade_date': trade_date,
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'data': df.to_dict('records')
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}
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except Exception as e:
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logger.error(f"获取龙虎榜失败: {e}")
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return None
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# ==================== 指数数据 ====================
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def get_index_daily(
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self,
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ts_code: str,
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start_date: str = None,
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end_date: str = None
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) -> Optional[List[Dict[str, Any]]]:
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"""
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获取指数日线行情
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Args:
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ts_code: 指数代码（如000001.SH=上证指数）
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start_date: 开始日期
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end_date: 结束日期
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Returns:
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指数行情数据
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"""
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if not self.pro:
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return None
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try:
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if not start_date:
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start_date = (datetime.now() - timedelta(days=180)).strftime('%Y%m%d')
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if not end_date:
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end_date = datetime.now().strftime('%Y%m%d')
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df = self.pro.index_daily(
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ts_code=ts_code,
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start_date=start_date,
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end_date=end_date,
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fields='ts_code,trade_date,close,open,high,low,pre_close,'
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'change,pct_chg,vol,amount'
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)
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if df.empty:
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return None
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df = df.sort_values('trade_date')
|
||
return df.to_dict('records')
|
||
|
||
except Exception as e:
|
||
logger.error(f"获取指数数据失败: {e}")
|
||
return None
|
||
|
||
|
||
# 创建全局实例
|
||
tushare_advanced_service = TushareAdvancedService()
|