71 lines
2.4 KiB
Python
71 lines
2.4 KiB
Python
from __future__ import annotations
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import importlib
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import os
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from datetime import datetime
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import pandas as pd
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from market.provider_base import MarketDataProvider
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class CmesCnProvider(MarketDataProvider):
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def __init__(self, token: str | None = None) -> None:
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self._token = token or os.getenv("CMES_TOKEN", "").strip()
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self._module = importlib.import_module("cmesdata")
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self._login_once()
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@property
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def provider_name(self) -> str:
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return "cmesdata"
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@property
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def channel(self) -> str:
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return "cn"
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def _login_once(self) -> None:
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if not self._token:
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raise RuntimeError("CMES_TOKEN 未配置，无法使用 cmesdata 通道")
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self._module.login(self._token)
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@staticmethod
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def _to_prefixed_code(code: str) -> str:
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raw = code.strip().upper().replace(".", "")
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if raw.startswith("SH") or raw.startswith("SZ"):
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return f"{raw[:2]}.{raw[2:]}"
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if raw.isdigit() and len(raw) == 6:
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if raw.startswith(("6", "9")):
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return f"SH.{raw}"
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return f"SZ.{raw}"
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raise RuntimeError("cmesdata 通道仅支持 6 位 A 股代码或 SH./SZ. 前缀代码")
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def fetch_spot(self) -> pd.DataFrame:
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raise RuntimeError("cmesdata 不支持全市场快照拉取，请通过精确代码查询")
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def search_spot(self, query: str, limit: int) -> pd.DataFrame:
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_ = limit
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code = self._to_prefixed_code(query)
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df = self._module.get_real_hq([code])
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if df is None or df.empty:
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raise RuntimeError(f"未获取到实时行情: {code}")
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return df
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def fetch_daily_kline(self, code: str, start: datetime, end: datetime) -> pd.DataFrame:
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prefixed = self._to_prefixed_code(code)
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df = self._module.get_history_data(
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prefixed,
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start.strftime("%Y-%m-%d"),
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end.strftime("%Y-%m-%d"),
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"D",
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)
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if df is None or df.empty:
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raise RuntimeError(f"未获取到历史 K 线: {prefixed}")
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frame = pd.DataFrame(
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{
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"date": pd.to_datetime(df["时间"]),
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"close": pd.to_numeric(df["收盘价"], errors="coerce"),
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"volume": pd.to_numeric(df["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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