64 lines
1.9 KiB
Python
64 lines
1.9 KiB
Python
from __future__ import annotations
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from datetime import datetime
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import akshare as ak
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import pandas as pd
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from market.provider_base import MarketDataProvider
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class AkshareCnProvider(MarketDataProvider):
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@property
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def provider_name(self) -> str:
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return "akshare"
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@property
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def channel(self) -> str:
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return "cn"
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def fetch_spot(self) -> pd.DataFrame:
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df = ak.stock_zh_a_spot_em()
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if df.empty:
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raise RuntimeError("未获取到 A 股实时行情数据")
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return df
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def search_spot(self, query: str, limit: int) -> pd.DataFrame:
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q = query.strip().lower()
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if not q:
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return pd.DataFrame()
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df = self.fetch_spot()
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code = df["代码"].astype(str).str.lower()
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name = df["名称"].astype(str).str.lower()
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exact = df[(code == q) | (name == q)]
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if not exact.empty:
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return exact.head(limit)
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starts = df[code.str.startswith(q) | name.str.startswith(q)]
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if not starts.empty:
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return starts.head(limit)
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return df[code.str.contains(q, na=False) | name.str.contains(q, na=False)].head(limit)
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def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
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hist = ak.stock_zh_a_hist(
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symbol=code,
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period="daily",
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start_date=start.strftime("%Y%m%d"),
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end_date=end.strftime("%Y%m%d"),
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adjust="qfq",
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)
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if hist.empty:
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raise RuntimeError(f"未获取到 K 线数据: {code}")
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frame = pd.DataFrame(
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{
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"date": pd.to_datetime(hist["日期"]),
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"close": pd.to_numeric(hist["收盘"], errors="coerce"),
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"volume": pd.to_numeric(hist["成交量"], errors="coerce"),
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}
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).dropna()
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return frame.sort_values("date").reset_index(drop=True)
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