110 lines
4.0 KiB
Python
110 lines
4.0 KiB
Python
"""东方财富 ETF 快照（免 token 直连 HTTP，仅用于 etf_basic 列表与规模字段）。
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K 线数据不走这里：统一走 Tushare fund_daily（见 etf_sync / fetcher），
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东财在链路里只承担一件 Tushare quicksync 镜像做不到的事——
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全市场 ETF 名单 + 总市值/流通市值/换手率（镜像上 fund_etf_basic 不存在）。
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接口注意：clist 实测 pz 上限 100（传 50000 也只回 100），必须按 pn 翻页
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拿全 ~1600 只；push2 主站短连发几次会直接断连，push2delay 镜像稳，
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列表/市值用延迟值无妨（价格另有 K 线）。
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"""
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from __future__ import annotations
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import asyncio
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import httpx
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from .symbols import is_etf_symbol
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_HEADERS = {
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"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",
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}
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# 东财 ETF 板块（akshare fund_etf_spot_em 同款集合：股票/混合/债券/货币/商品/跨境等）
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_SPOT_HOSTS = [
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"https://push2delay.eastmoney.com",
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"https://push2.eastmoney.com",
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]
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_SPOT_PARAMS = {
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"pn": "1",
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"pz": "100",
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"po": "1",
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"np": "1",
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"ut": "bd1d9ddb04089700cf9c27f6f7426281",
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"fltt": "2",
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"invt": "2",
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"fid": "f12",
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"fs": "b:MK0021,b:MK0022,b:MK0023,b:MK0024,b:MK0026,b:MK0027,b:MK0028,b:MK0029",
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# f12 代码 / f13 市场(1沪0深) / f14 名称 / f8 换手% / f20 总市值 / f21 流通市值（元）
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"fields": "f12,f13,f14,f8,f20,f21",
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}
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def _num(v) -> float | None:
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"""东财 fltt=2 下停牌/缺数据的字段是 '-' 字符串。"""
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if v is None or isinstance(v, str):
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return None
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f = float(v)
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return None if f != f else f
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def new_client() -> httpx.AsyncClient:
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"""统一构造（超时/UA）；同步工厂，`async with new_client() as c` 使用。"""
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return httpx.AsyncClient(timeout=httpx.Timeout(15.0), headers=_HEADERS)
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async def _fetch_spot_page(client: httpx.AsyncClient, host: str, pn: int):
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params = {**_SPOT_PARAMS, "pn": str(pn)}
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resp = await client.get(f"{host}/api/qt/clist/get", params=params)
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resp.raise_for_status()
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data = resp.json().get("data") or {}
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return data.get("total") or 0, data.get("diff") or []
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async def fetch_etf_spot(client: httpx.AsyncClient) -> list[dict]:
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"""全市场场内 ETF 快照（翻页拿全 ~1600 只）-> [{ts_code, symbol, name, exchange,
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turnover_rate, total_mv, circ_mv}]。空结果视为异常（接口改版/被拦截时宁可不覆盖表）。"""
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diff: list[dict] = []
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for host in _SPOT_HOSTS:
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try:
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total, first = await _fetch_spot_page(client, host, 1)
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diff = first
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pn = 2
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while total and len(diff) < total:
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await asyncio.sleep(0.15) # 翻页间隔，礼貌控频
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_, page = await _fetch_spot_page(client, host, pn)
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if not page:
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break
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diff.extend(page)
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pn += 1
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break # 首个可用 host 拿完即止
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except Exception: # noqa: BLE001 —— 主镜像抖动换备用镜像整重来
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diff = []
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continue
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rows: list[dict] = []
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for d in diff:
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code = str(d.get("f12") or "").strip()
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name = str(d.get("f14") or "").strip()
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market = d.get("f13")
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if not code or not name or market is None:
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continue
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if not is_etf_symbol(code):
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continue # 板块返回里混进的 LOF/封基（16/50/57 开头）不进 ETF 表
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exchange = "SH" if int(market) == 1 else "SZ"
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rows.append({
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"ts_code": f"{code}.{exchange}",
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"symbol": code,
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"name": name,
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"exchange": exchange,
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"turnover_rate": _num(d.get("f8")),
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"total_mv": _num(d.get("f20")),
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"circ_mv": _num(d.get("f21")),
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})
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if not rows:
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raise RuntimeError("东财 ETF 快照为空（接口可能改版或被限流）")
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return rows
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__all__ = ["fetch_etf_spot", "new_client"]
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