# Copyright (c) 2025-2026 马建军. All rights reserved. # 专有软件 — 未经授权禁止复制、传播、转售。 # 严禁用于：带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。 # 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md """ 行情拉取：默认新浪（免费，普通用户可用）。 同花顺 iFinD HTTP 仅面向机构用户，需单独申请 token，可选开启。 """ import os import time import json import logging from typing import Optional import requests logger = logging.getLogger(__name__) THS_TOKEN_URL = "https://quantapi.51ifind.com/api/v1/get_access_token" THS_QUOTE_URL = "https://quantapi.51ifind.com/api/v1/real_time_quotation" # iFinD HTTP 期货交易所后缀 THS_EX_SUFFIX = { "SHFE": "SHFE", "DCE": "DCE", "CZCE": "CZCE", "CFFEX": "CFFEX", "INE": "INE", } _token_cache: dict = {"token": "", "expires": 0.0, "refresh": ""} def _quote_source() -> str: return os.getenv("QUOTE_SOURCE", "sina").strip().lower() def _has_ths_token() -> bool: return bool(_get_refresh_token()) def get_quote_source_label(*, ctp_connected: bool = False) -> str: """界面展示用行情源说明。""" if ctp_connected: return "CTP 柜台（已连接）" source = _quote_source() if source == "sina": return "新浪（CTP 未连接时备用）" if source == "ths": return "同花顺 iFinD" if _has_ths_token() else "同花顺（未配置 token）" if _has_ths_token(): return "同花顺优先，失败回退新浪" return "新浪（CTP 未连接时备用）" def _sina_headers() -> dict: return {"Referer": "https://finance.sina.com.cn"} def _parse_sina_futures_quote(parts: list) -> Optional[dict]: """解析新浪 nf_/CFF_RE_ 期货行情字段。""" if len(parts) < 9: return None price = None for idx in (8, 7, 6, 5): if len(parts) > idx and parts[idx]: try: val = float(parts[idx]) if val > 0: price = val break except ValueError: pass if price is None: price = 0.0 open_interest = 0.0 volume = 0.0 if len(parts) > 13 and parts[13]: try: open_interest = float(parts[13]) except ValueError: pass if len(parts) > 14 and parts[14]: try: volume = float(parts[14]) except ValueError: pass prev_close = None if len(parts) > 9 and parts[9]: try: prev_close = float(parts[9]) except ValueError: pass return { "name": parts[0], "price": price, "volume": volume, "open_interest": open_interest, "prev_close": prev_close, } def _fetch_sina_raw(sina_code: str) -> Optional[dict]: try: url = f"https://hq.sinajs.cn/list={sina_code}" resp = requests.get(url, headers=_sina_headers(), timeout=5) resp.encoding = "gbk" if '"' not in resp.text: return None body = resp.text.split('"')[1] if not body: return None parts = body.split(",") return _parse_sina_futures_quote(parts) except Exception as exc: logger.debug("sina fetch failed %s: %s", sina_code, exc) return None def get_sina_price(sina_code: str) -> Optional[float]: raw = _fetch_sina_raw(sina_code) return raw["price"] if raw else None _runtime_refresh_token: str = "" def set_ths_refresh_token(token: str): global _runtime_refresh_token _runtime_refresh_token = (token or "").strip() def _get_refresh_token() -> str: if _runtime_refresh_token: return _runtime_refresh_token return os.getenv("THS_REFRESH_TOKEN", "").strip() def _get_ths_access_token(refresh_token: str) -> Optional[str]: if not refresh_token: return None now = time.time() if ( _token_cache["token"] and _token_cache["refresh"] == refresh_token and now < _token_cache["expires"] ): return _token_cache["token"] try: resp = requests.post( THS_TOKEN_URL, headers={"Content-Type": "application/json", "refresh_token": refresh_token}, timeout=10, ) data = resp.json() if data.get("errorcode") != 0: logger.warning("THS token error: %s", data.get("errmsg")) return None access = data["data"]["access_token"] _token_cache.update({ "token": access, "refresh": refresh_token, "expires": now + 3600 * 6, }) return access except Exception as exc: logger.warning("THS token request failed: %s", exc) return None def _parse_ths_quote(data: dict) -> Optional[float]: """从同花顺实时行情响应解析最新价。""" try: tables = data.get("tables") or [] for table in tables: t = table.get("table") or {} for key in ("latest", "new", "close", "trade", "last"): val = t.get(key) if val is None: continue if isinstance(val, list) and val: return float(val[0]) if isinstance(val, (int, float, str)) and str(val): return float(val) # 部分响应嵌套在 data 字段 if "data" in data and isinstance(data["data"], dict): return _parse_ths_quote(data["data"]) except Exception as exc: logger.debug("parse ths quote failed: %s", exc) return None def get_ths_price(ths_full_code: str, refresh_token: str = "") -> Optional[float]: """ths_full_code 如 ag2608.SHFE、IF2606.CFFEX""" token = refresh_token or _get_refresh_token() access = _get_ths_access_token(token) if not access: return None try: resp = requests.post( THS_QUOTE_URL, headers={"Content-Type": "application/json", "access_token": access}, json={"codes": ths_full_code, "indicators": "latest"}, timeout=10, ) data = resp.json() if data.get("errorcode") != 0: logger.warning("THS quote error %s: %s", ths_full_code, data.get("errmsg")) return None return _parse_ths_quote(data) except Exception as exc: logger.warning("THS quote failed %s: %s", ths_full_code, exc) return None def get_price(market_code: str, sina_fallback: str = "") -> Optional[float]: """ 统一取价入口。 sina_fallback: 新浪代码 nf_AG2608（普通用户默认使用） market_code: 同花顺完整代码 ag2608.SHFE（仅机构 token 可用时） """ source = _quote_source() # 仅在有 token 且配置为 ths/auto 时才尝试同花顺 use_ths = source == "ths" or (source == "auto" and _has_ths_token()) if use_ths and market_code and "." in market_code: price = get_ths_price(market_code) if price is not None: return price if source == "ths": return None if sina_fallback: return get_sina_price(sina_fallback) if market_code.startswith("nf_") or market_code.startswith("CFF_RE_"): return get_sina_price(market_code) return None def fetch_raw_for_volume(sina_code: str) -> Optional[dict]: """主力合约扫描用（成交量），走新浪。""" return _fetch_sina_raw(sina_code)