lzf_0626
f6bfcc26b3
## 1. 160129 本就不该在场内清单里 `160129`（南方金利定开债券C）是 `160128`（金利定开债券 **A** 类）的 C 类份额， 而 C 类份额只在场外销售、**不在交易所挂牌** —— 行情源对它永远返回空，下单只能走 净值降级（`source=eastmoney_nav_fallback`），既掩盖了"该产品并不交易"这一事实， 又让成交价带上折溢价偏差。 选型依据：把南方基金全部 **882 个代码**逐个问过腾讯行情源（该源只对交易所上市证券 返回数据），确认真实上市交易的只有 **109 个**；其中 R1/R2 的场内产品 （159700、160128、511070、511810）**原先已在清单内**，所以替换品只能来自 R3 及以上。 选定 **`515450` 红利低波50ETF南方**：仍是南方基金旗下、成交额约 1.3 亿元流动性充足、 红利低波定位偏稳健，与它替换掉的债券 LOF 定位最接近；客户风险等级已覆盖 R3 （原有 `510300` 即 R3）。 改动：`hq.py` 的 `FUND_TYPE_GROUPS`、`tools/import_hq_test_products.py` 的场内映射， 两处都留了注释防止被加回来；`docs/42` / `docs/43` 的产品表与费率表同步 （净值 1.4027、管理费 0.50%、托管费 0.10%）；`docs/42` 另加了一条决策记录。 库内用**复用 `fin_product.id = 9100005`** 的方式替换，使 `fin_holding` / `fin_sim_order` / `fin_transaction` / `fin_market_price` 的既有引用自动跟随， 不产生孤儿数据。那笔历史成交保留 `quote_source='eastmoney_nav_fallback'` —— 它确实是当时的事实，不该被粉饰。同时清掉了 `fin_market_price` 里那条净值降级行， 全库净值降级行情行数归零。 ## 2. 种子假行情会盖住真实行情（更严重，且会反复出现） `seed_sim_account_demo.py` 原来按"今天"upsert 一条假行情（510300=4.50、 510500=6.20，`source='eastmoney_demo_seed'`），而真实行情来自行情源、日期是 **最近交易日**。下单按 `trade_date DESC` 取行情，这条种子行**永远排在真实行情前面**； 它的 `source_updated_at` 只是 seed 运行时刻，过了 `MAX_QUOTE_AGE`（15 分钟）就让整个 产品变成 `503 行情已过期` —— 而库里明明躺着一条刚同步好的真实行情。周末尤其明显： `trade_date` 落在**非交易日**，价格还是编的。 实测表现：`tools/seed_demo_data.py` 跑完第 4 步刚同步过真实行情，冒烟脚本的下单仍报 `503`，且本该 4.579 的成交价被查到 4.50。 改为：**已有任何行情行就绝不插手**（真实行情优先，种子不参与竞争）； 一条都没有时才补，且 `trade_date` 退到最近交易日。 验证：`tools/e2e_smoke_test.py` → **40/40**（下单成交价 4.579 = 真实行情）； ruff 通过；mypy 250 文件 0 错；unit+contract 1381 passed / 0 failed。
747 lines
31 KiB
Python
747 lines
31 KiB
Python
"""南方基金指定产品行情模块。"""
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# Public-source adapter retains readable request expressions; line-length checks are not useful here.
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# ruff: noqa: E501
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from __future__ import annotations
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import json
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import logging
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import re
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import threading
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import time
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from datetime import date, datetime
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from datetime import time as clock_time
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from decimal import Decimal, InvalidOperation
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from html import unescape
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from typing import Any
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import httpx
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logger = logging.getLogger(__name__)
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NAV_API = "https://api.fund.eastmoney.com/f10/lsjz"
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RETURN_API = "https://api.fund.eastmoney.com/pinzhong/LJSYLZS"
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QUOTE_API = "https://push2.eastmoney.com/api/qt/ulist.np/get"
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EXCHANGE_HISTORY_API = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
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TENCENT_QUOTE_API = "https://qt.gtimg.cn/q="
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TENCENT_HISTORY_API = "https://proxy.finance.qq.com/ifzqgtimg/appstock/app/newfqkline/get"
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DETAIL_API = "https://fund.eastmoney.com/pingzhongdata/{code}.js"
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SOUTHERN_COMPANY_API = "https://fund.eastmoney.com/company/80000220.html"
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REQUEST_TIMEOUT = 12.0
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EXCHANGE_HISTORY_RETRIES = 2
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EXCHANGE_HISTORY_LOCK = threading.Lock()
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EXCHANGE_HISTORY_MIN_INTERVAL_SECONDS = 1.0
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MAX_FUNDS_PER_CALL = 1000
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FUND_TYPE_GROUPS = {
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"货币型": ("202308", "020480", "511810"),
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# ⚠️ 此处曾含 `160129`（南方金利定开债券C），已移除：C 类份额只在场外销售、
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# **不在交易所挂牌**，行情源对它永远返回空（下单因此走净值降级）。
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# 它的 A 类 `160128` 是上市交易的，已在本组内。
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"债券型": ("007161", "003776", "020281", "511070", "159700", "160128"),
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"混合型": ("018019", "014189", "018020", "160105", "160142", "160143", "501062"),
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"股票型": (
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"020553", "016449", "008854", "008264", "008736", "010592", "160127", "588890",
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"020839", "589700", "159382", "159511", "002900", "021958", "159948", "009059",
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"001421", "510500", "515450",
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),
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"QDII": ("501018", "159329", "159615", "159687"),
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}
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SOUTHERN_FUND_CODES = tuple(
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dict.fromkeys(code for codes in FUND_TYPE_GROUPS.values() for code in codes)
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)
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FUND_TYPE_BY_CODE = {
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code: fund_type for fund_type, codes in FUND_TYPE_GROUPS.items() for code in codes
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}
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HEADERS = {"User-Agent": "Mozilla/5.0", "Referer": "https://fund.eastmoney.com/"}
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_history_date: str | None = None
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_history_cache: dict[str, dict[str, str | None]] = {}
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_name_cache: dict[str, str] = {}
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_last_exchange_history_request_at = 0.0
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class ExchangeQuoteSourceError(RuntimeError):
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"""A public exchange quote provider could not supply a usable response."""
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def is_market_trading_time(now: datetime | None = None) -> bool:
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"""判断中国大陆工作日盘中时段。"""
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current = now or datetime.now()
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if current.weekday() >= 5:
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return False
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current_time = current.time()
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return (clock_time(9, 30) <= current_time <= clock_time(11, 30)
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or clock_time(13, 0) <= current_time <= clock_time(15, 0))
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def get_southern_fund_market(
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target_date: str | None = None,
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limit: int | None = None,
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fund_type: str | None = None,
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fund_codes: list[str] | tuple[str, ...] | None = None,
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) -> list[dict[str, Any]]:
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"""获取指定南方基金的完整行情表。
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每次调用刷新整张表的实时行情；历史收益同一日期只请求一次并保存在进程缓存。
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limit 不传时返回 SOUTHERN_FUND_CODES 中的全部产品。
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"""
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query_date = target_date or date.today().isoformat()
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date.fromisoformat(query_date)
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if fund_type and fund_type not in FUND_TYPE_GROUPS:
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raise ValueError("基金类型不在南方基金白名单内")
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available_codes = FUND_TYPE_GROUPS[fund_type] if fund_type else SOUTHERN_FUND_CODES
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if fund_codes is not None:
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requested = tuple(dict.fromkeys(fund_codes))
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if any(code not in SOUTHERN_FUND_CODES for code in requested):
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raise ValueError("基金代码不在南方基金白名单内")
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available_codes = tuple(code for code in requested if code in available_codes)
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count = len(available_codes) if limit is None else min(max(limit, 1), MAX_FUNDS_PER_CALL)
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codes = list(available_codes[:count])
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names = _get_names(codes)
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history = _get_history(codes, query_date)
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quotes = _get_quotes(codes) if is_market_trading_time() else {}
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now = time.strftime("%Y-%m-%d")
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rows = []
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for code in codes:
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old = history.get(code, {})
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live = quotes.get(code, {})
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rows.append({
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"基金代码": code, "基金名称": names.get(code, f"南方基金 {code}"),
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"基金类型": FUND_TYPE_BY_CODE.get(code, "未分类"),
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"基金净值": live.get("基金净值") or old.get("基金净值"),
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"日期": live.get("日期") or old.get("日期"),
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"日涨幅": live.get("日涨幅") or old.get("日涨幅"),
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"最近半年": old.get("最近半年"), "最近一年": old.get("最近一年"),
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"今年以来": old.get("今年以来"), "成立以来": old.get("成立以来"),
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"行情时间": now,
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"行情来源": "盘中实时行情" if live.get("基金净值") else "收盘后最新净值",
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"是否盘中": is_market_trading_time(),
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})
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return rows
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def get_southern_fund_nav_history(
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fund_code: str, start_date: str, end_date: str
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) -> list[dict[str, str]]:
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"""Return validated historical unit-NAV observations for an allowed fund."""
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if fund_code not in SOUTHERN_FUND_CODES:
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raise ValueError("基金代码不在南方基金白名单内")
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start = date.fromisoformat(start_date)
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end = date.fromisoformat(end_date)
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if start > end:
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raise ValueError("开始日期不能晚于结束日期")
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records: list[dict[str, Any]] = []
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try:
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records = _fetch_nav_records(
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fund_code, start_date=start.isoformat(), end_date=end.isoformat(), all_pages=True
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)
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except (httpx.HTTPError, ValueError, TypeError) as exc:
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logger.warning("东方财富历史净值接口失败 code=%s error=%s", fund_code, type(exc).__name__)
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turnover_by_date: dict[str, str] = {}
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turnover_source_by_date: dict[str, str] = {}
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nav_source_by_date: dict[str, str] = {}
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if not records:
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# Listed funds can use Tencent's exchange close as the historical price when
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# the fund NAV provider is unavailable. Amount remains the provider field.
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fallback_rows = get_southern_fund_exchange_history_tencent(
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fund_code, start_date, end_date
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)
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records = [
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{
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"FSRQ": row["trade_date"],
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"DWJZ": row["close_price"],
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"turnover_amount": row["turnover_amount"],
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"source": "tencent_hq_history",
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}
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for row in fallback_rows
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]
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for row in fallback_rows:
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trade_date = row["trade_date"]
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turnover_by_date[trade_date] = row["turnover_amount"]
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turnover_source_by_date[trade_date] = "tencent_hq_history"
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nav_source_by_date[trade_date] = "tencent_hq_history"
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try:
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if records and not nav_source_by_date:
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for row in get_southern_fund_exchange_history(fund_code, start_date, end_date):
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if row.get("turnover_amount"):
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trade_date = row["trade_date"]
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turnover_by_date[trade_date] = row["turnover_amount"]
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turnover_source_by_date[trade_date] = "eastmoney_hq_nav"
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except (httpx.HTTPError, ValueError, TypeError) as exc:
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logger.warning("历史成交额接口失败 code=%s error=%s", fund_code, type(exc).__name__)
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needed_dates = {
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str(record.get("FSRQ") or "")
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for record in records
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if record.get("FSRQ")
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}
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if needed_dates - turnover_by_date.keys():
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try:
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for row in get_southern_fund_exchange_history_tencent(
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fund_code, start_date, end_date
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):
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trade_date = row["trade_date"]
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if trade_date not in turnover_by_date and row.get("turnover_amount"):
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turnover_by_date[trade_date] = row["turnover_amount"]
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turnover_source_by_date[trade_date] = "eastmoney_hq_nav+tencent_hq_history"
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except (httpx.HTTPError, ValueError, TypeError) as exc:
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logger.warning("腾讯历史成交额接口失败 code=%s error=%s", fund_code, type(exc).__name__)
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observations: list[dict[str, str]] = []
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for record in records:
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value_date = str(record.get("FSRQ") or "")
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nav = str(record.get("DWJZ") or "").strip()
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try:
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parsed_date = date.fromisoformat(value_date)
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if parsed_date < start or parsed_date > end or float(nav) <= 0:
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continue
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except ValueError:
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continue
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row = {
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"fund_code": fund_code,
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"trade_date": value_date,
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"nav": nav,
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"source": nav_source_by_date.get(value_date, "eastmoney_hq_nav"),
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}
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if value_date in turnover_by_date:
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row["turnover_amount"] = turnover_by_date[value_date]
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row["source"] = turnover_source_by_date[value_date]
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observations.append(row)
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return sorted(observations, key=lambda item: item["trade_date"])
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def get_southern_fund_exchange_history(
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fund_code: str, start_date: str, end_date: str
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) -> list[dict[str, str]]:
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"""Return exchange daily close and turnover for a listed fund.
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The NAV endpoint has no trading amount. Eastmoney's exchange K-line
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endpoint exposes amount as field f56, which is the only source accepted
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for historical liquidity calculations here.
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"""
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if fund_code not in SOUTHERN_FUND_CODES:
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raise ValueError("基金代码不在南方基金白名单内")
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start = date.fromisoformat(start_date)
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end = date.fromisoformat(end_date)
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if start > end:
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raise ValueError("开始日期不能晚于结束日期")
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secid = ("1." if fund_code.startswith(("5", "6", "9")) else "0.") + fund_code
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params: dict[str, str | int] = {
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"secid": secid,
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"klt": 101,
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"fqt": 1,
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"beg": start.strftime("%Y%m%d"),
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"end": end.strftime("%Y%m%d"),
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"fields1": "f1,f2,f3,f4,f5,f6",
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"fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61",
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}
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for attempt in range(EXCHANGE_HISTORY_RETRIES + 1):
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try:
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# The public endpoint intermittently resets concurrent connections. Serialize
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# historical requests while keeping product-level async orchestration intact.
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with EXCHANGE_HISTORY_LOCK:
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_pace_exchange_history_request()
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response = httpx.get(
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EXCHANGE_HISTORY_API,
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params=params,
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headers={
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**HEADERS,
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"Accept": "application/json, text/plain, */*",
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"Accept-Language": "zh-CN,zh;q=0.9",
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"Connection": "close",
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},
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timeout=REQUEST_TIMEOUT,
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)
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response.raise_for_status()
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payload = response.json()
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if not isinstance(payload, dict):
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raise ValueError("历史行情响应不是 JSON 对象")
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break
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except (httpx.HTTPError, ValueError, TypeError):
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if attempt == EXCHANGE_HISTORY_RETRIES:
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raise
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time.sleep(0.75 * (2**attempt))
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data = payload.get("data") or {}
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if not isinstance(data, dict):
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raise ValueError("历史行情响应 data 字段格式错误")
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records = data.get("klines") or []
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result: list[dict[str, str]] = []
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for raw in records:
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fields = str(raw).split(",")
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if len(fields) < 7:
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continue
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trade_date, close_price, turnover_amount = fields[0], fields[2], fields[6]
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try:
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parsed_date = date.fromisoformat(trade_date)
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if parsed_date < start or parsed_date > end:
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continue
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if float(close_price) <= 0 or float(turnover_amount) < 0:
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continue
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except ValueError:
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continue
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result.append({
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"fund_code": fund_code,
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"trade_date": trade_date,
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"close_price": close_price,
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"turnover_amount": turnover_amount,
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})
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return result
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def get_southern_fund_exchange_history_tencent(
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fund_code: str, start_date: str, end_date: str
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) -> list[dict[str, str]]:
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"""Return Tencent daily close and turnover as the history fallback.
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Tencent's public response stores turnover in ``day[][8]`` in ten-thousand yuan.
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This function converts that explicitly documented unit to yuan; it never derives
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turnover from volume or price.
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"""
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if fund_code not in SOUTHERN_FUND_CODES:
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raise ValueError("基金代码不在南方基金白名单内")
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start = date.fromisoformat(start_date)
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end = date.fromisoformat(end_date)
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if start > end:
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raise ValueError("开始日期不能晚于结束日期")
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symbol = ("sh" if fund_code.startswith(("5", "6", "9")) else "sz") + fund_code
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result: dict[str, dict[str, str]] = {}
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for year in range(start.year, end.year + 1):
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params = {
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"_var": f"kline_day{year}",
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"param": f"{symbol},day,{year}-01-01,{year + 1}-12-31,640,",
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"r": "0.8205512681390605",
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}
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for attempt in range(EXCHANGE_HISTORY_RETRIES + 1):
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try:
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with EXCHANGE_HISTORY_LOCK:
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_pace_exchange_history_request()
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response = httpx.get(
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TENCENT_HISTORY_API,
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params=params,
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headers={
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"User-Agent": HEADERS["User-Agent"],
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"Referer": "https://gu.qq.com/",
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},
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timeout=REQUEST_TIMEOUT,
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)
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response.raise_for_status()
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payload_text = response.text
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_, separator, payload_text = payload_text.partition("=")
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if not separator:
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raise ValueError("腾讯历史行情响应不是 JSONP")
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payload = json.loads(payload_text)
|
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if not isinstance(payload, dict):
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raise ValueError("腾讯历史行情响应不是 JSON 对象")
|
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break
|
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except (httpx.HTTPError, ValueError, TypeError):
|
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if attempt == EXCHANGE_HISTORY_RETRIES:
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raise
|
||
time.sleep(0.75 * (2**attempt))
|
||
data = payload.get("data") or {}
|
||
if not isinstance(data, dict):
|
||
raise ValueError("腾讯历史行情响应 data 字段格式错误")
|
||
symbol_data = data.get(symbol) or {}
|
||
if not isinstance(symbol_data, dict):
|
||
raise ValueError("腾讯历史行情响应产品字段格式错误")
|
||
rows = symbol_data.get("day") or []
|
||
if not isinstance(rows, list):
|
||
raise ValueError("腾讯历史行情响应 day 字段格式错误")
|
||
for raw in rows:
|
||
if not isinstance(raw, list) or len(raw) < 9:
|
||
continue
|
||
trade_date, close_price, raw_amount = str(raw[0]), str(raw[2]), raw[8]
|
||
try:
|
||
parsed_date = date.fromisoformat(trade_date)
|
||
close = float(close_price)
|
||
amount = Decimal(str(raw_amount)) * Decimal("10000")
|
||
if parsed_date < start or parsed_date > end or close <= 0 or amount < 0:
|
||
continue
|
||
except (InvalidOperation, TypeError, ValueError):
|
||
continue
|
||
result[trade_date] = {
|
||
"fund_code": fund_code,
|
||
"trade_date": trade_date,
|
||
"close_price": close_price,
|
||
"turnover_amount": format(amount, "f"),
|
||
}
|
||
return [result[key] for key in sorted(result)]
|
||
|
||
|
||
def _pace_exchange_history_request() -> None:
|
||
"""Avoid triggering provider-side connection resets during bulk refreshes."""
|
||
global _last_exchange_history_request_at
|
||
now = time.monotonic()
|
||
wait_seconds = (
|
||
EXCHANGE_HISTORY_MIN_INTERVAL_SECONDS
|
||
- (now - _last_exchange_history_request_at)
|
||
)
|
||
if wait_seconds > 0:
|
||
time.sleep(wait_seconds)
|
||
_last_exchange_history_request_at = time.monotonic()
|
||
|
||
|
||
def get_southern_fund_catalog(
|
||
fund_codes: list[str] | tuple[str, ...],
|
||
) -> list[dict[str, Any]]:
|
||
"""Return Southern Fund's public catalogue rows.
|
||
|
||
The company directory supplies fund type and reported asset scale, which are
|
||
needed to select test products. It is reference data only: product risk is
|
||
intentionally not inferred here because the source does not publish a
|
||
channel-independent R1-R5 suitability rating.
|
||
"""
|
||
requested = tuple(dict.fromkeys(fund_codes))
|
||
if not requested:
|
||
return []
|
||
response = httpx.get(SOUTHERN_COMPANY_API, headers=HEADERS, timeout=REQUEST_TIMEOUT)
|
||
response.raise_for_status()
|
||
content = response.content.decode("utf-8")
|
||
scale_as_of_date = _company_scale_as_of_date(content)
|
||
rows = []
|
||
for code in requested:
|
||
row = _company_catalog_row(content, code)
|
||
if row is not None:
|
||
row["scale_as_of_date"] = scale_as_of_date
|
||
rows.append(row)
|
||
return rows
|
||
|
||
|
||
def get_southern_exchange_catalog(
|
||
fund_codes: list[str] | tuple[str, ...],
|
||
) -> list[dict[str, Any]]:
|
||
"""Backward-compatible alias for callers that only request exchange codes."""
|
||
return get_southern_fund_catalog(fund_codes)
|
||
|
||
|
||
def _company_catalog_row(content: str, fund_code: str) -> dict[str, Any] | None:
|
||
marker = f'class="code">{fund_code}</a>'
|
||
position = content.find(marker)
|
||
if position < 0:
|
||
return None
|
||
start = content.rfind("<tr", 0, position)
|
||
end = content.find("</tr>", position)
|
||
if start < 0 or end < 0:
|
||
return None
|
||
row = content[start:end + len("</tr>")]
|
||
name_match = re.search(r'class="name" title="([^"]+)"', row)
|
||
cells = [
|
||
_html_cell_text(match.group(1))
|
||
for match in re.finditer(r"<td[^>]*>(.*?)</td>", row, flags=re.DOTALL)
|
||
]
|
||
if name_match is None or len(cells) < 10:
|
||
return None
|
||
return {
|
||
"fund_code": fund_code,
|
||
"fund_name": unescape(name_match.group(1)).strip(),
|
||
"fund_type": cells[2],
|
||
"nav_date": _catalog_nav_date(cells[3]),
|
||
"nav": cells[4],
|
||
"fund_asset_scale_billion": cells[9],
|
||
"trading_venue": cells[11] if len(cells) > 11 else "场内交易",
|
||
}
|
||
|
||
|
||
def _company_scale_as_of_date(content: str) -> str | None:
|
||
match = re.search(r"(?:数据截止|截止日期)[：:]\s*(20\d{2}-\d{2}-\d{2})", content)
|
||
return match.group(1) if match else None
|
||
|
||
|
||
def _catalog_nav_date(value: str) -> str | None:
|
||
match = re.fullmatch(r"(\d{2})-(\d{2})", value)
|
||
if match is None:
|
||
return None
|
||
return f"{date.today().year}-{match.group(1)}-{match.group(2)}"
|
||
|
||
|
||
def _html_cell_text(value: str) -> str:
|
||
return re.sub(r"\s+", " ", re.sub(r"<[^>]+>", "", unescape(value))).strip()
|
||
|
||
|
||
def _get_names(codes: list[str]) -> dict[str, str]:
|
||
for code in codes:
|
||
if code in _name_cache:
|
||
continue
|
||
try:
|
||
response = httpx.get(DETAIL_API.format(code=code), headers=HEADERS, timeout=REQUEST_TIMEOUT)
|
||
response.raise_for_status()
|
||
match = re.search(r"var\s+fS_name\s*=\s*[\"']([^\"']+)", response.text)
|
||
_name_cache[code] = match.group(1).strip() if match else f"南方基金 {code}"
|
||
except (httpx.HTTPError, UnicodeError) as exc:
|
||
logger.warning("基金名称接口失败 code=%s error=%s", code, type(exc).__name__)
|
||
_name_cache[code] = f"南方基金 {code}"
|
||
return {code: _name_cache.get(code, f"南方基金 {code}") for code in codes}
|
||
|
||
|
||
def _get_quotes(codes: list[str]) -> dict[str, dict[str, str | None]]:
|
||
secids = ",".join(("1." if code.startswith(("5", "6", "9")) else "0.") + code for code in codes)
|
||
try:
|
||
response = httpx.get(QUOTE_API, params={"fltt": 2, "invt": 2, "fields": "f12,f2,f3", "secids": secids}, headers=HEADERS, timeout=REQUEST_TIMEOUT)
|
||
response.raise_for_status()
|
||
items = ((response.json().get("data") or {}).get("diff") or [])
|
||
except (httpx.HTTPError, ValueError, TypeError) as exc:
|
||
logger.warning("实时行情接口失败 count=%s error=%s", len(codes), type(exc).__name__)
|
||
return {}
|
||
return {str(item["f12"]): {"基金净值": str(item["f2"]) if item.get("f2") not in (None, "-") else None, "日期": None, "日涨幅": f"{item.get('f3')}%" if item.get("f3") not in (None, "-") else None} for item in items if item.get("f12")}
|
||
|
||
|
||
def get_southern_exchange_quotes(
|
||
fund_codes: list[str] | tuple[str, ...],
|
||
) -> dict[str, dict[str, str | None]]:
|
||
"""Backward-compatible Eastmoney quote lookup that degrades to an empty result."""
|
||
try:
|
||
return fetch_southern_exchange_quotes_eastmoney(fund_codes)
|
||
except ExchangeQuoteSourceError as exc:
|
||
logger.warning("exchange quote endpoint failed error=%s", type(exc).__name__)
|
||
return {}
|
||
|
||
|
||
def fetch_southern_exchange_quotes_eastmoney(
|
||
fund_codes: list[str] | tuple[str, ...],
|
||
) -> dict[str, dict[str, str | None]]:
|
||
"""Return Eastmoney exchange quotes and raise on a provider-level failure."""
|
||
requested = tuple(dict.fromkeys(fund_codes))
|
||
if any(code not in SOUTHERN_FUND_CODES for code in requested):
|
||
raise ValueError("fund code is not in the Southern Fund whitelist")
|
||
if not requested:
|
||
return {}
|
||
secids = ",".join(
|
||
("1." if code.startswith(("5", "6", "9")) else "0.") + code for code in requested
|
||
)
|
||
try:
|
||
response = httpx.get(
|
||
QUOTE_API,
|
||
params={
|
||
"fltt": 2,
|
||
"invt": 2,
|
||
"fields": "f12,f2,f3,f5,f6,f17,f18",
|
||
"secids": secids,
|
||
},
|
||
headers=HEADERS,
|
||
timeout=REQUEST_TIMEOUT,
|
||
)
|
||
response.raise_for_status()
|
||
items = ((response.json().get("data") or {}).get("diff") or [])
|
||
except (httpx.HTTPError, ValueError, TypeError) as exc:
|
||
raise ExchangeQuoteSourceError("eastmoney quote request failed") from exc
|
||
|
||
def value(item: dict[str, Any], field: str) -> str | None:
|
||
raw = item.get(field)
|
||
return str(raw) if raw not in (None, "-") else None
|
||
|
||
return {
|
||
str(item["f12"]): {
|
||
"last_price": value(item, "f2"),
|
||
"change_pct": value(item, "f3"),
|
||
"volume": value(item, "f5"),
|
||
"turnover_amount": value(item, "f6"),
|
||
"open_price": value(item, "f17"),
|
||
"previous_close": value(item, "f18"),
|
||
}
|
||
for item in items
|
||
if item.get("f12")
|
||
}
|
||
|
||
|
||
def fetch_southern_exchange_quotes_tencent(
|
||
fund_codes: list[str] | tuple[str, ...],
|
||
) -> dict[str, dict[str, str | None]]:
|
||
"""Return Tencent Finance exchange quotes as an independent fallback source.
|
||
|
||
Tencent publishes volume in lots. Turnover is deliberately left unset
|
||
because its payload does not provide a field with compatible semantics.
|
||
"""
|
||
requested = tuple(dict.fromkeys(fund_codes))
|
||
if any(code not in SOUTHERN_FUND_CODES for code in requested):
|
||
raise ValueError("fund code is not in the Southern Fund whitelist")
|
||
if not requested:
|
||
return {}
|
||
symbols = ",".join(
|
||
("sh" if code.startswith(("5", "6", "9")) else "sz") + code
|
||
for code in requested
|
||
)
|
||
try:
|
||
response = httpx.get(
|
||
TENCENT_QUOTE_API + symbols,
|
||
headers={"User-Agent": HEADERS["User-Agent"]},
|
||
timeout=REQUEST_TIMEOUT,
|
||
)
|
||
response.raise_for_status()
|
||
except httpx.HTTPError as exc:
|
||
raise ExchangeQuoteSourceError("tencent quote request failed") from exc
|
||
return _parse_tencent_exchange_quotes(response.content, requested)
|
||
|
||
|
||
def _parse_tencent_exchange_quotes(
|
||
content: bytes, requested: tuple[str, ...],
|
||
) -> dict[str, dict[str, str | None]]:
|
||
try:
|
||
payload = content.decode("gbk")
|
||
except UnicodeDecodeError as exc:
|
||
raise ExchangeQuoteSourceError("tencent quote response decoding failed") from exc
|
||
result: dict[str, dict[str, str | None]] = {}
|
||
for match in re.finditer(r'v_(?:sh|sz)(\d{6})="([^"]*)"', payload):
|
||
code, raw = match.groups()
|
||
if code not in requested:
|
||
continue
|
||
fields = raw.split("~")
|
||
if len(fields) < 7 or not _valid_quote_number(fields[3]):
|
||
continue
|
||
previous_close = fields[4] if _valid_quote_number(fields[4]) else None
|
||
change_pct = fields[33] if len(fields) > 33 and _valid_quote_number(fields[33]) else None
|
||
if change_pct is None and previous_close is not None:
|
||
change_pct = _quote_change_pct(fields[3], previous_close)
|
||
result[code] = {
|
||
"last_price": fields[3],
|
||
"previous_close": previous_close,
|
||
"change_pct": change_pct,
|
||
"volume": fields[6] if _valid_quote_number(fields[6]) else None,
|
||
"turnover_amount": None,
|
||
}
|
||
if not result:
|
||
raise ExchangeQuoteSourceError("tencent quote response had no usable quotes")
|
||
return result
|
||
|
||
|
||
def _valid_quote_number(value: str) -> bool:
|
||
try:
|
||
return float(value) > 0
|
||
except ValueError:
|
||
return False
|
||
|
||
|
||
def _quote_change_pct(last_price: str, previous_close: str) -> str | None:
|
||
try:
|
||
return str(round((float(last_price) / float(previous_close) - 1) * 100, 4))
|
||
except (ValueError, ZeroDivisionError):
|
||
return None
|
||
|
||
|
||
def _get_history(codes: list[str], query_date: str) -> dict[str, dict[str, str | None]]:
|
||
global _history_date, _history_cache
|
||
if _history_date == query_date and all(code in _history_cache for code in codes):
|
||
return _history_cache
|
||
result = {}
|
||
for code in codes:
|
||
try:
|
||
result[code] = _get_history_snapshot(code, query_date)
|
||
except (httpx.HTTPError, ValueError, TypeError) as exc:
|
||
logger.warning("历史净值计算失败 code=%s error=%s", code, type(exc).__name__)
|
||
result[code] = _empty_returns()
|
||
_history_date, _history_cache = query_date, result
|
||
return result
|
||
|
||
|
||
def _get_history_snapshot(fund_code: str, query_date: str) -> dict[str, str | None]:
|
||
"""读取净值与累计收益率快照。"""
|
||
latest_records = _fetch_nav_records(fund_code, all_pages=False)
|
||
valid = _valid_records(latest_records)
|
||
if not valid:
|
||
return _empty_returns()
|
||
target = date.fromisoformat(query_date)
|
||
latest_date, _, latest = next((item for item in valid if item[0] == target), valid[0])
|
||
return {
|
||
"基金净值": latest.get("DWJZ"),
|
||
"日期": latest.get("FSRQ"),
|
||
"日涨幅": _format_percent(latest.get("JZZZL")),
|
||
"最近半年": _fetch_return_rate(fund_code, "6月"),
|
||
"最近一年": _fetch_return_rate(fund_code, "1年"),
|
||
"今年以来": _fetch_return_rate(fund_code, "今年来"),
|
||
"成立以来": _fetch_return_rate(fund_code, "成立来"),
|
||
}
|
||
|
||
|
||
def _fetch_nav_page(fund_code: str, page_index: int = 1, start_date: str | None = None, end_date: str | None = None) -> tuple[list[dict[str, Any]], int | None]:
|
||
"""读取一页历史净值，并返回接口提供的总条数。"""
|
||
response = httpx.get(NAV_API, params={"fundCode": fund_code, "pageIndex": page_index, "pageSize": 30, "startDate": start_date or "", "endDate": end_date or ""}, headers=HEADERS, timeout=REQUEST_TIMEOUT)
|
||
response.raise_for_status()
|
||
data = response.json().get("Data") or {}
|
||
records = data.get("LSJZList") or []
|
||
total = data.get("TotalCount") or data.get("totalCount")
|
||
try:
|
||
total = int(total) if total is not None else None
|
||
except (TypeError, ValueError):
|
||
total = None
|
||
return records, total
|
||
|
||
|
||
def _fetch_nav_records(fund_code: str, start_date: str | None = None, end_date: str | None = None, all_pages: bool = False) -> list[dict[str, Any]]:
|
||
"""调用历史净值接口；区间收益需要时读取完整分页，避免重复使用同一基准日。"""
|
||
records, total = _fetch_nav_page(fund_code, 1, start_date, end_date)
|
||
if not all_pages or (total is not None and total <= len(records)):
|
||
return records
|
||
if not (start_date and end_date):
|
||
return records
|
||
page_size = max(len(records), 1)
|
||
page_count = min((total + page_size - 1) // page_size, 40) if total else 40
|
||
seen_dates = {str(item.get("FSRQ") or "") for item in records}
|
||
for page_index in range(2, page_count + 1):
|
||
page_records, _ = _fetch_nav_page(fund_code, page_index, start_date, end_date)
|
||
if not page_records:
|
||
break
|
||
new_records = [
|
||
item for item in page_records if str(item.get("FSRQ") or "") not in seen_dates
|
||
]
|
||
if not new_records:
|
||
break
|
||
seen_dates.update(str(item.get("FSRQ") or "") for item in new_records)
|
||
records.extend(new_records)
|
||
if len(page_records) < page_size:
|
||
break
|
||
return records
|
||
|
||
|
||
def _fetch_return_rate(fund_code: str, period: str) -> str | None:
|
||
"""通过东方财富累计收益率接口读取指定区间的最新收益率。"""
|
||
period_map = {
|
||
"1月": "m",
|
||
"3月": "q",
|
||
"6月": "hy",
|
||
"1年": "y",
|
||
"3年": "try",
|
||
"5年": "fiy",
|
||
"今年来": "sy",
|
||
"成立来": "se",
|
||
}
|
||
try:
|
||
response = httpx.get(
|
||
RETURN_API,
|
||
params={"fundCode": fund_code, "indexcode": "000300", "type": period_map[period]},
|
||
headers={"Referer": "https://fund.eastmoney.com/"},
|
||
timeout=REQUEST_TIMEOUT,
|
||
)
|
||
response.raise_for_status()
|
||
payload = response.json()
|
||
series = (((payload.get("Data") or [{}])[0]).get("data") or [])
|
||
if not series:
|
||
return None
|
||
latest = series[-1]
|
||
if isinstance(latest, dict):
|
||
value = latest.get("y")
|
||
elif isinstance(latest, (list, tuple)) and len(latest) >= 2:
|
||
value = latest[1]
|
||
else:
|
||
value = None
|
||
if value in (None, ""):
|
||
return None
|
||
return _format_percent(value)
|
||
except (httpx.HTTPError, ValueError, TypeError, KeyError, IndexError) as exc:
|
||
logger.warning("累计收益率接口失败 code=%s period=%s error=%s", fund_code, period, type(exc).__name__)
|
||
return None
|
||
|
||
def _empty_returns() -> dict[str, str | None]:
|
||
return {key: None for key in ("基金净值", "日期", "日涨幅", "最近半年", "最近一年", "今年以来", "成立以来")}
|
||
|
||
|
||
def _valid_records(records: list[dict[str, Any]]) -> list[tuple[date, float, dict[str, Any]]]:
|
||
valid = []
|
||
for item in records:
|
||
try:
|
||
valid.append((date.fromisoformat(item["FSRQ"]), float(item["DWJZ"]), item))
|
||
except (KeyError, TypeError, ValueError):
|
||
continue
|
||
return sorted(valid, key=lambda item: item[0], reverse=True)
|
||
|
||
|
||
def _format_percent(value: Any) -> str | None:
|
||
if value in (None, ""):
|
||
return None
|
||
text = str(value).strip()
|
||
return text if text.endswith("%") else f"{text}%"
|