dekun
528d9811e3
系统设置可开关五类导航；手续费默认从 CTP 查询同步，本地/AKShare 作离线兜底；补充 FEES.md。 Co-authored-by: Cursor <cursoragent@cursor.com>
87 lines
3.2 KiB
Python
87 lines
3.2 KiB
Python
"""从第三方（AKShare）同步交易所参考手续费，并按倍率写入本地表。"""
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import re
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from typing import Any, Optional
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from contract_specs import get_contract_spec
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from fee_specs import get_fee_multiplier, upsert_fee_rate
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def _to_float(val: Any) -> float:
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if val is None:
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return 0.0
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s = str(val).strip().replace(",", "")
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if not s or s in ("-", "None", "nan"):
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return 0.0
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try:
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return float(s)
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except ValueError:
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return 0.0
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def _parse_akshare_row(row: dict, multiplier: float) -> Optional[dict]:
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code = str(row.get("合约代码") or row.get("代码") or "").strip()
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if not code:
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return None
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m = re.match(r"^([A-Za-z]+)", code)
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if not m:
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return None
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product = m.group(1).lower()
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open_ratio = _to_float(row.get("手续费标准-开仓-万分之")) / 10000.0
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open_fixed = _to_float(row.get("手续费标准-开仓-元"))
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if open_fixed == 0 and row.get("开仓"):
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open_fixed = _to_float(row.get("开仓"))
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close_y_ratio = _to_float(row.get("手续费标准-平昨-万分之")) / 10000.0
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close_y_fixed = _to_float(row.get("手续费标准-平昨-元"))
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if close_y_fixed == 0 and row.get("平昨"):
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close_y_fixed = _to_float(row.get("平昨"))
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close_t_ratio = _to_float(row.get("手续费标准-平今-万分之")) / 10000.0
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close_t_fixed = _to_float(row.get("手续费标准-平今-元"))
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if close_t_fixed == 0 and row.get("平今"):
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close_t_fixed = _to_float(row.get("平今"))
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mult = int(get_contract_spec(code)["mult"])
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exchange = str(row.get("交易所名称") or row.get("交易所") or "").strip()
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return {
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"product": product,
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"exchange": exchange,
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"mult": mult,
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"open_fixed": round(open_fixed * multiplier, 6),
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"open_ratio": round(open_ratio * multiplier, 8),
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"close_yesterday_fixed": round(close_y_fixed * multiplier, 6),
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"close_yesterday_ratio": round(close_y_ratio * multiplier, 8),
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"close_today_fixed": round(close_t_fixed * multiplier, 6),
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"close_today_ratio": round(close_t_ratio * multiplier, 8),
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"source": "akshare",
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}
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def sync_fees_from_akshare(multiplier: Optional[float] = None) -> tuple[int, str]:
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multiplier = multiplier if multiplier is not None else get_fee_multiplier()
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try:
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import akshare as ak
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except ImportError:
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return 0, "未安装 akshare，请执行 pip install akshare 后重试，或使用默认费率表"
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try:
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df = ak.futures_comm_info(symbol="所有")
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except Exception as exc:
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return 0, f"拉取第三方数据失败: {exc}"
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if df is None or df.empty:
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return 0, "第三方返回空数据"
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seen: set[str] = set()
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count = 0
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for _, series in df.iterrows():
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row = series.to_dict()
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parsed = _parse_akshare_row(row, multiplier)
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if not parsed or parsed["product"] in seen:
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continue
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seen.add(parsed["product"])
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upsert_fee_rate(parsed["product"], parsed)
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count += 1
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return count, f"已同步 {count} 个品种（标准费率 × {multiplier}）"
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