dekun
271 lines
11 KiB
Python
271 lines
11 KiB
Python
"""
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期货品种与同花顺代码映射。
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界面展示同花顺格式（如 ag2606、SR609、IF2606），行情通过新浪 API（内部 sina_code）获取。
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"""
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import re
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import time
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from datetime import date
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from typing import Optional
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import requests
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# 品种字母：ths=同花顺展示用，sina=新浪 nf_ 前缀后字母（通常大写）
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PRODUCTS = [
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{"name": "白银", "ths": "ag", "sina": "AG", "exchange": "上期所", "ex": "SHFE"},
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{"name": "黄金", "ths": "au", "sina": "AU", "exchange": "上期所", "ex": "SHFE"},
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{"name": "铜", "ths": "cu", "sina": "CU", "exchange": "上期所", "ex": "SHFE"},
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{"name": "铝", "ths": "al", "sina": "AL", "exchange": "上期所", "ex": "SHFE"},
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{"name": "锌", "ths": "zn", "sina": "ZN", "exchange": "上期所", "ex": "SHFE"},
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{"name": "铅", "ths": "pb", "sina": "PB", "exchange": "上期所", "ex": "SHFE"},
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{"name": "镍", "ths": "ni", "sina": "NI", "exchange": "上期所", "ex": "SHFE"},
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{"name": "锡", "ths": "sn", "sina": "SN", "exchange": "上期所", "ex": "SHFE"},
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{"name": "螺纹钢", "ths": "rb", "sina": "RB", "exchange": "上期所", "ex": "SHFE"},
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{"name": "热卷", "ths": "hc", "sina": "HC", "exchange": "上期所", "ex": "SHFE"},
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{"name": "不锈钢", "ths": "ss", "sina": "SS", "exchange": "上期所", "ex": "SHFE"},
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{"name": "原油", "ths": "sc", "sina": "SC", "exchange": "上期能源", "ex": "INE"},
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{"name": "燃油", "ths": "fu", "sina": "FU", "exchange": "上期所", "ex": "SHFE"},
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{"name": "沥青", "ths": "bu", "sina": "BU", "exchange": "上期所", "ex": "SHFE"},
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{"name": "橡胶", "ths": "ru", "sina": "RU", "exchange": "上期所", "ex": "SHFE"},
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{"name": "纸浆", "ths": "sp", "sina": "SP", "exchange": "上期所", "ex": "SHFE"},
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{"name": "铁矿石", "ths": "i", "sina": "I", "exchange": "大商所", "ex": "DCE"},
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{"name": "焦炭", "ths": "j", "sina": "J", "exchange": "大商所", "ex": "DCE"},
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{"name": "焦煤", "ths": "jm", "sina": "JM", "exchange": "大商所", "ex": "DCE"},
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{"name": "豆粕", "ths": "m", "sina": "M", "exchange": "大商所", "ex": "DCE"},
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{"name": "豆油", "ths": "y", "sina": "Y", "exchange": "大商所", "ex": "DCE"},
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{"name": "棕榈油", "ths": "p", "sina": "P", "exchange": "大商所", "ex": "DCE"},
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{"name": "玉米", "ths": "c", "sina": "C", "exchange": "大商所", "ex": "DCE"},
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{"name": "淀粉", "ths": "cs", "sina": "CS", "exchange": "大商所", "ex": "DCE"},
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{"name": "鸡蛋", "ths": "jd", "sina": "JD", "exchange": "大商所", "ex": "DCE"},
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{"name": "生猪", "ths": "lh", "sina": "LH", "exchange": "大商所", "ex": "DCE"},
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{"name": "聚乙烯", "ths": "l", "sina": "L", "exchange": "大商所", "ex": "DCE"},
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{"name": "聚丙烯", "ths": "pp", "sina": "PP", "exchange": "大商所", "ex": "DCE"},
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{"name": "PVC", "ths": "v", "sina": "V", "exchange": "大商所", "ex": "DCE"},
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{"name": "乙二醇", "ths": "eg", "sina": "EG", "exchange": "大商所", "ex": "DCE"},
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{"name": "苯乙烯", "ths": "eb", "sina": "EB", "exchange": "大商所", "ex": "DCE"},
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{"name": "液化气", "ths": "pg", "sina": "PG", "exchange": "大商所", "ex": "DCE"},
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{"name": "菜粕", "ths": "RM", "sina": "RM", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "菜油", "ths": "OI", "sina": "OI", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "白糖", "ths": "SR", "sina": "SR", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "棉花", "ths": "CF", "sina": "CF", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "甲醇", "ths": "MA", "sina": "MA", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "PTA", "ths": "TA", "sina": "TA", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "玻璃", "ths": "FG", "sina": "FG", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "纯碱", "ths": "SA", "sina": "SA", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "尿素", "ths": "UR", "sina": "UR", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "硅铁", "ths": "SF", "sina": "SF", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "锰硅", "ths": "SM", "sina": "SM", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "苹果", "ths": "AP", "sina": "AP", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "红枣", "ths": "CJ", "sina": "CJ", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "花生", "ths": "PK", "sina": "PK", "exchange": "郑商所", "ex": "CZCE"},
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{"name": "沪深300", "ths": "IF", "sina": "IF", "exchange": "中金所", "ex": "CFFEX"},
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{"name": "上证50", "ths": "IH", "sina": "IH", "exchange": "中金所", "ex": "CFFEX"},
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{"name": "中证500", "ths": "IC", "sina": "IC", "exchange": "中金所", "ex": "CFFEX"},
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{"name": "中证1000", "ths": "IM", "sina": "IM", "exchange": "中金所", "ex": "CFFEX"},
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]
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_MAIN_CACHE: dict[str, tuple[float, dict]] = {}
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_CACHE_TTL = 300 # 5 分钟
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def _sina_headers() -> dict:
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return {"Referer": "https://finance.sina.com.cn"}
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def _fetch_sina_raw(sina_code: str) -> Optional[dict]:
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try:
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url = f"https://hq.sinajs.cn/list={sina_code}"
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resp = requests.get(url, headers=_sina_headers(), timeout=5)
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resp.encoding = "gbk"
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if '"' not in resp.text:
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return None
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body = resp.text.split('"')[1]
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if not body:
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return None
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parts = body.split(",")
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if len(parts) < 9:
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return None
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price = float(parts[8])
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volume = float(parts[14]) if len(parts) > 14 and parts[14] else 0
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return {"name": parts[0], "price": price, "volume": volume, "parts": parts}
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except Exception:
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return None
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def build_ths_code(product: dict, year: int, month: int) -> str:
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"""同花顺合约代码。"""
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ex = product["ex"]
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letters = product["ths"]
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if ex == "CZCE":
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return f"{letters}{year % 10}{month:02d}"
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return f"{letters}{year % 100:02d}{month:02d}"
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def build_sina_code(product: dict, year: int, month: int) -> str:
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"""新浪行情代码（用于拉价）。"""
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ex = product["ex"]
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letters = product["sina"]
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suffix = f"{year % 100:02d}{month:02d}"
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if ex == "CFFEX":
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return f"CFF_RE_{letters}{suffix}"
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return f"nf_{letters}{suffix}"
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def build_sina_main_code(product: dict) -> str:
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"""新浪主力连续代码。"""
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ex = product["ex"]
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letters = product["sina"]
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if ex == "CFFEX":
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return f"CFF_RE_{letters}0"
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return f"nf_{letters}0"
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def ths_to_sina_code(ths_code: str) -> Optional[str]:
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"""将同花顺代码转为新浪代码（用户直接输入合约时使用）。"""
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code = ths_code.strip()
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if not code:
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return None
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# CFFEX / 四位月份: IF2606, ag2606
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m = re.match(r"^([A-Za-z]+)(\d{4})$", code)
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if m:
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letters, digits = m.group(1), m.group(2)
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letters_up = letters.upper()
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for p in PRODUCTS:
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if p["ths"].upper() == letters_up or p["sina"] == letters_up:
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year = 2000 + int(digits[:2])
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month = int(digits[2:])
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if 1 <= month <= 12:
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return build_sina_code(p, year, month)
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if letters_up in ("IF", "IH", "IC", "IM", "T", "TF", "TS"):
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return f"CFF_RE_{letters_up}{digits}"
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# CZCE 3-digit: SR609
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m3 = re.match(r"^([A-Za-z]+)(\d{3})$", code)
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if m3:
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letters, digits = m3.group(1), m3.group(2)
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letters_up = letters.upper()
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y_digit = int(digits[0])
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month = int(digits[1:])
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if 1 <= month <= 12:
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year = date.today().year
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decade = year // 10 * 10
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candidate = decade + y_digit
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if candidate < year - 1:
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candidate += 10
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for p in PRODUCTS:
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if p["ths"].upper() == letters_up or p["sina"] == letters_up:
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return build_sina_code(p, candidate, month)
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return None
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def resolve_main_contract(product: dict) -> Optional[dict]:
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"""按成交量选取当前主力月份合约。"""
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cache_key = product["sina"]
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now = time.time()
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cached = _MAIN_CACHE.get(cache_key)
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if cached and now - cached[0] < _CACHE_TTL:
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return cached[1]
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today = date.today()
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y, m = today.year, today.month
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best = None
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for i in range(14):
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cy, cm = y, m + i
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while cm > 12:
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cm -= 12
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cy += 1
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sina = build_sina_code(product, cy, cm)
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raw = _fetch_sina_raw(sina)
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if raw and raw["volume"] > 0:
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ths = build_ths_code(product, cy, cm)
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item = {
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"name": product["name"],
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"ths_code": ths,
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"sina_code": sina,
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"exchange": product["exchange"],
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"contract": f"主力 {ths}",
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"display": f"{product['name']} 主力 {ths}",
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"volume": raw["volume"],
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}
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if best is None or raw["volume"] > best["volume"]:
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best = item
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if best is None:
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sina_main = build_sina_main_code(product)
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raw = _fetch_sina_raw(sina_main)
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if raw:
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ths_letters = product["ths"]
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ths_main = f"{ths_letters}888" if product["ex"] != "CFFEX" else f"{ths_letters.upper()}888"
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best = {
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"name": product["name"],
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"ths_code": ths_main,
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"sina_code": sina_main,
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"exchange": product["exchange"],
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"contract": f"主力连续 {ths_main}",
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"display": f"{product['name']} 主力连续 {ths_main}",
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"volume": raw.get("volume", 0),
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}
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if best:
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_MAIN_CACHE[cache_key] = (now, best)
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return best
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def search_symbols(query: str) -> list:
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q = query.strip().lower()
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if not q:
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return []
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results = []
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for p in PRODUCTS:
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name = p["name"]
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if q not in name.lower() and q not in p["ths"].lower() and q not in p["sina"].lower():
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continue
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main = resolve_main_contract(p)
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if main:
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results.append(main)
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# 用户直接输入同花顺合约代码
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if not results and len(q) >= 3:
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sina = ths_to_sina_code(query.strip())
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if sina:
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raw = _fetch_sina_raw(sina)
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if raw:
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results.append({
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"name": raw["name"],
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"ths_code": query.strip(),
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"sina_code": sina,
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"exchange": "",
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"contract": query.strip(),
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"display": f"{raw['name']} ({query.strip()})",
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"volume": raw.get("volume", 0),
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})
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return results[:12]
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def get_price(sina_code: str) -> Optional[float]:
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raw = _fetch_sina_raw(sina_code)
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return raw["price"] if raw else None
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def get_by_ths_code(ths_code: str) -> Optional[dict]:
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for p in PRODUCTS:
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main = resolve_main_contract(p)
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if main and main["ths_code"].lower() == ths_code.lower():
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return main
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sina = ths_to_sina_code(ths_code)
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if sina:
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raw = _fetch_sina_raw(sina)
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if raw:
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return {
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"name": raw["name"],
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"ths_code": ths_code,
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"sina_code": sina,
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"exchange": "",
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"contract": ths_code,
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}
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return None
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