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@@ -1,6 +1,7 @@
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"""大盘行情总览(主页展示)——两层结构。
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- live 层:腾讯免费实时行情(qt.gtimg.cn,一次 GET 拿全部指数现价/涨跌幅),
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- live 层:腾讯免费实时行情(qt.gtimg.cn,一次 GET 拿 A股/美股指数现价/涨跌幅)+
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东财 push2(日韩指数,腾讯 s_ 前缀不覆盖,实测 s_jp*/s_kr* 均无符号),
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进程内缓存 30s(成功)/ 15s 负缓存(失败,防止接口抖动持续拖慢请求)。
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- EOD 层:tushare 收盘数据 —— A 股指数 pro.index_daily、全球指数 pro.index_global
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(45 日 spark 走势)+ 两市统计/成交额历史 pro.daily_info。收盘数据一天一变,
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@@ -28,7 +29,7 @@ from ..config import settings
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from .sync_utils import d8_iso, f_clean
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# (tushare代码, 名称, 地区, 腾讯符号) —— 展示顺序即列表顺序
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# 首页聚焦中美(港股/国际指数在 /indexes 国际指数页);标普500 腾讯符号是 s_usINX(不是 s_usSPX)
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# 首页聚焦中美 + 日韩(其余国际指数在 /indexes 国际指数页);标普500 腾讯符号是 s_usINX(不是 s_usSPX)
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MARKET_INDEXES: list[tuple[str, str, str, str]] = [
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("000001.SH", "上证指数", "cn", "s_sh000001"),
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("399001.SZ", "深证成指", "cn", "s_sz399001"),
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@@ -37,20 +38,36 @@ MARKET_INDEXES: list[tuple[str, str, str, str]] = [
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("DJI", "道琼斯", "us", "s_usDJI"),
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("IXIC", "纳斯达克", "us", "s_usIXIC"),
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("SPX", "标普500", "us", "s_usINX"),
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("N225", "日经225", "apac", ""), # 日韩实时走东财(_APAC_SECIDS),腾讯符号留空
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("KS11", "韩国KOSPI", "apac", ""),
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]
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# 深证综指:不展示,仅取其 f[7](深市全市成交额,万元)
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_TENCENT_SZ_TOTAL = "s_sz399106"
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_TENCENT_MAP = {ts_code: sym for ts_code, _, _, sym in MARKET_INDEXES}
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_TENCENT_MAP = {ts_code: sym for ts_code, _, _, sym in MARKET_INDEXES if sym}
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_TENCENT_URL = "http://qt.gtimg.cn/q=" + ",".join([*_TENCENT_MAP.values(), _TENCENT_SZ_TOTAL])
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# 日韩指数实时源:东财 push2 ulist 一次 GET(主站 + 延迟镜像双 host)。腾讯 s_ 前缀不
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# 覆盖日韩(实测均返回 pv_none_match);新浪 int_kospi 为空且 int_* 行情明显滞后
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# (实测 DJI 差价 ~6000 点),故不用。
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_APAC_SECIDS = {"N225": "100.N225", "KS11": "100.KS11"}
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_EM_HEADERS = {"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 "
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"(KHTML, like Gecko) Chrome/126.0.0.0 Safari/537.36"} # 同 etf_provider
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_EM_HOSTS = ["https://push2.eastmoney.com", "https://push2delay.eastmoney.com"]
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_EM_PATH = ("/api/qt/ulist.np/get?fltt=2&invt=2&fields=f2,f3,f4,f12,f14&secids="
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+ ",".join(_APAC_SECIDS.values()))
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# 指数 code -> live 行情键(em: 前缀与腾讯符号隔离),merge 时查表
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_LIVE_SYM_MAP: dict[str, str] = {**_TENCENT_MAP, **{c: f"em:{c}" for c in _APAC_SECIDS}}
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_SPARK_DAYS = 45 # 迷你走势取最近 45 个交易日收盘
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_HISTORY_DAYS = 150 # 日历日窗口(约 100 个交易日,够取 spark)
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_CALL_INTERVAL = 0.12 # 顺序调用间隔(秒),对 tushare 控频
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_EOD_KEY = "market_overview:eod:v3" # v3:首页列表移除港股(移入国际指数页),与 v2 隔离
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_EOD_KEY = "market_overview:eod:v4" # v4:新增日韩指数(N225/KS11),与 v3 隔离
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_AMOUNT_HIST_CAL_DAYS = 190 # 成交额历史的日历日窗口(≈128 交易日)
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_AMOUNT_HIST_BARS = 120 # 输出的柱数(取尾部)
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_LIVE_FAIL_TTL = 15.0 # live 层失败负缓存(秒)
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_LIVE_FAIL_TTL = 15.0 # 腾讯 live 层失败负缓存(秒)
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_EM_FAIL_TTL = 90.0 # 东财日韩失败负缓存(秒):长于 live 缓存 30s,
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# 持续故障时最多每 90s 才有一次超时等待,其余刷新直接跳过
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class MarketOverviewError(RuntimeError):
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@@ -69,7 +86,9 @@ def _get_pro():
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# ======================= live 层:腾讯实时行情 =======================
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_live: dict = {"at": 0.0, "quotes": None} # 进程内缓存(monotonic 时钟)
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_live_error: str | None = None # 最近一次实时拉取失败的原因(成功后清空)
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_live_error: str | None = None # 最近一次腾讯实时拉取失败的原因(成功后清空)
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_live_em_error: str | None = None # 最近一次东财日韩实时拉取失败的原因(成功后清空)
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_em_state: dict = {"at": 0.0, "ok": None, "host": 0} # 东财日韩负缓存 + 最近成功 host 索引
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async def _fetch_live_http() -> dict[str, dict]:
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@@ -112,23 +131,91 @@ async def _fetch_live_http() -> dict[str, dict]:
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return quotes
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def _parse_em_ulist(payload: dict) -> dict[str, dict]:
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"""ulist JSON -> {em:code: {name, price, change, pct, amount_wan}}。fltt=2 下 f2/f3/f4
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直接是浮点;未开盘等场景字段是 "-",解析为 None。"""
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diff = (payload.get("data") or {}).get("diff") or []
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quotes: dict[str, dict] = {}
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for row in diff:
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code = str(row.get("f12") or "")
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if code not in _APAC_SECIDS:
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continue
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def _num(v) -> float | None:
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try:
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return float(v)
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except (TypeError, ValueError):
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return None
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quotes[f"em:{code}"] = {
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"name": row.get("f14"),
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"price": _num(row.get("f2")),
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"change": _num(row.get("f4")),
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"pct": _num(row.get("f3")),
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"amount_wan": None, # 日韩成交额口径不同且未使用,不取
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}
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if not quotes:
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raise RuntimeError("东财日韩行情响应为空或无法解析")
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return quotes
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async def _fetch_live_apac_http() -> dict[str, dict]:
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"""日韩指数实时(东财 ulist 一次 GET,主站/延迟镜像按序重试,粘住最近成功的 host)。
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坑(同 etf_provider 实测):push2 主站短连发几次会直接断连,push2delay 镜像稳;
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本机 v2rayN 系统代理(127.0.0.1:10808)对 push2 的 https CONNECT 隧道断连(curl -x
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同样失败,腾讯 http:// 却正常)——必须带浏览器 UA 且 trust_env=False 直连。"""
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start = _em_state.get("host", 0)
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last_err: Exception | None = None
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for i in range(len(_EM_HOSTS)):
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url = _EM_HOSTS[(start + i) % len(_EM_HOSTS)] + _EM_PATH
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try:
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async with httpx.AsyncClient(
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timeout=settings.tencent_quote_timeout, headers=_EM_HEADERS, trust_env=False,
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) as client:
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resp = await client.get(url)
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resp.raise_for_status()
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payload = resp.json()
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quotes = _parse_em_ulist(payload)
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_em_state["host"] = (start + i) % len(_EM_HOSTS) # 粘住成功 host
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return quotes
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except Exception as e: # noqa: BLE001 —— 换镜像整重来
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last_err = e
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raise RuntimeError(f"东财日韩行情双镜像均失败: {str(last_err)[:60]}")
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async def _fetch_live() -> dict[str, dict] | None:
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"""实时行情(进程内缓存);任何失败返回 None,上层降级 EOD。"""
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global _live_error
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"""实时行情(进程内缓存);腾讯与东财各自独立降级,全失败返回 None,上层降级 EOD。
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东财有独立负缓存(_EM_FAIL_TTL):持续故障时后续刷新直接跳过,不吃超时等待。"""
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global _live_error, _live_em_error
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now = time.monotonic()
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age = now - _live["at"]
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if _live["quotes"] is not None and age < settings.market_live_ttl:
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return _live["quotes"]
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if _live["quotes"] is None and _live["at"] > 0 and age < _LIVE_FAIL_TTL:
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return None # 负缓存:刚失败过,短时间内不再打腾讯
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return None # 负缓存:刚失败过,短时间内不再打行情接口
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quotes: dict[str, dict] = {}
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try:
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quotes = await _fetch_live_http()
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quotes.update(await _fetch_live_http())
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_live_error = None
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except Exception as e: # noqa: BLE001 —— 实时层是锦上添花,失败不拖垮整包
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_live.update(at=now, quotes=None)
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_live_error = f"实时行情: {str(e)[:60]}"
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if _em_state["ok"] is False and now - _em_state["at"] < _EM_FAIL_TTL:
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pass # 东财刚失败过:负缓存期内跳过(_live_em_error 保留上次原因)
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else:
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try:
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quotes.update(await _fetch_live_apac_http())
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_live_em_error = None
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_em_state.update(at=now, ok=True)
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except Exception as e: # noqa: BLE001
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_live_em_error = f"日韩实时行情: {str(e)[:60]}"
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_em_state.update(at=now, ok=False)
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if not quotes:
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_live.update(at=now, quotes=None)
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return None
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_live.update(at=now, quotes=quotes)
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_live_error = None
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return quotes
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@@ -315,7 +402,7 @@ async def fetch_overview(is_trading_day: bool | None = None) -> dict:
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indexes: list[dict] = []
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for it in eod["indexes"]:
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out = dict(it)
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sym = _TENCENT_MAP.get(it["code"])
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sym = _LIVE_SYM_MAP.get(it["code"])
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q = live.get(sym) if (live and sym) else None
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if q and q.get("price") is not None:
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# spark 永远来自 EOD(末点是上一收盘点,与实时价并存是已知的装饰性差异,不改历史序列)
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@@ -345,6 +432,8 @@ async def fetch_overview(is_trading_day: bool | None = None) -> dict:
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errors.append(_eod_refresh_error)
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if _live_error:
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errors.append(_live_error)
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if _live_em_error:
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errors.append(_live_em_error)
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return {
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"updated_at": datetime.now().isoformat(),
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