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| import datetime
| import time
| import strategy.data_cache
| import gm.api as gmapi
|
| from trade import middle_api_protocol
|
|
| class JueJinHttpApi:
| @classmethod
| def __request(cls, path_str, data_json):
| def deformat_date(val):
| if type(val) == str and val.find('T') > -1 and val.find(':') > -1 and val.find('+') > -1:
| return datetime.datetime.fromisoformat(val)
| return val
|
| fdata = middle_api_protocol.load_juejin(path_str, data_json)
| __start_time = time.time()
| try:
| fdata = middle_api_protocol.request(fdata)
| finally:
| __use_time = time.time() - __start_time
| if fdata:
| if type(fdata) == list:
| for d in fdata:
| if type(d) != dict:
| continue
| for k in d:
| d[k] = deformat_date(d[k])
| elif type(fdata) == dict:
| for k in fdata:
| fdata[k] = deformat_date(fdata[k])
| return fdata
| else:
| return None
|
| @classmethod
| def get_exchanges_codes(cls, exchanges, sec_types, skip_suspended, skip_st, fields):
| return cls.__request("get_instruments",
| {"exchanges": exchanges, "sec_types": sec_types, "skip_suspended": skip_suspended,
| "skip_st": skip_st, "fields": fields})
|
| @classmethod
| def current(cls, symbols, fields):
| return cls.__request("current", {"symbols": symbols, "fields": fields})
|
| @classmethod
| def history_n(cls, symbol, frequency, count, adjust, fields, end_time=None):
| params = {"symbol": symbol, "frequency": frequency, "count": count, "adjust": adjust, "fields": fields}
| if end_time:
| params["end_time"] = end_time
| params["adjust_end_time"] = end_time
| return cls.__request("history_n", params)
|
| @classmethod
| def get_previous_trading_date(cls, exchange, date):
| return cls.__request("get_previous_trading_date", {"exchange": exchange, "date": date})
|
| @classmethod
| def get_next_trading_date(cls, exchange, date):
| return cls.__request("get_next_trading_date", {"exchange": exchange, "date": date})
|
| @classmethod
| def get_trading_dates(cls, exchange, start_date, end_date):
| return cls.__request("get_trading_dates",
| {"exchange": exchange, "start_date": start_date, "end_date": end_date})
|
|
| class JueJinApi:
| # 获取交易所的代码
| @classmethod
| def get_exchanges_codes(cls, exchanges, skip_suspended=True, skip_st=True):
| return JueJinHttpApi.get_exchanges_codes(exchanges=exchanges, sec_types=[1], skip_suspended=skip_suspended,
| skip_st=skip_st,
| fields="symbol,sec_type,sec_id,sec_name,listed_date,sec_level,"
| "is_suspended,pre_close")
|
| @classmethod
| def get_target_codes(cls):
| """
| 获取目标代码
| :return:
| """
| datas = cls.get_exchanges_codes(["SHSE", "SZSE"])
| fdatas = []
| for d in datas:
| if d["sec_level"] != 1:
| continue
| fdatas.append(d)
| return fdatas
|
| # 获取目标股票范围内的开盘价
| @classmethod
| def get_codes_open(cls, symbols, fields):
| current = JueJinHttpApi.current(symbols, fields)
| # print(f"current=={current}")
| # current_datas==[{'symbol': 'SZSE.001288', 'open': 30.27, 'high': 31.77, 'low': 30.27, 'price': 30.77, 'quotes': [{'bid_p': 30.77, 'bid_v': 500, 'ask_p': 30.78, 'ask_v': 3900}, {'bid_p': 30.76, 'bid_v': 800, 'ask_p': 30.79, 'ask_v': 3100}, {'bid_p': 30.75, 'bid_v': 21900, 'ask_p': 30.8, 'ask_v': 22100}, {'bid_p': 30.72, 'bid_v': 1300, 'ask_p': 30.82, 'ask_v': 300}, {'bid_p': 30.7, 'bid_v': 600, 'ask_p': 30.83, 'ask_v': 2700}], 'cum_volume': 2586914, 'cum_amount': 80020708.18, 'trade_type': 8, 'created_at': datetime.datetime(2025, 2, 12, 14, 50, 18, tzinfo=datetime.timezone(datetime.timedelta(seconds=28800)))}]
| return current
|
| # 获取目标股票范围内的日内实时最高价和最低价
| @classmethod
| def get_codes_high_and_low(cls, symbols, fields):
| current = JueJinHttpApi.current(symbols, fields)
| # print(f"current=={current}")
| # current_datas==[{'symbol': 'SZSE.001288', 'open': 30.27, 'high': 31.77, 'low': 30.27, 'price': 30.77, 'quotes': [{'bid_p': 30.77, 'bid_v': 500, 'ask_p': 30.78, 'ask_v': 3900}, {'bid_p': 30.76, 'bid_v': 800, 'ask_p': 30.79, 'ask_v': 3100}, {'bid_p': 30.75, 'bid_v': 21900, 'ask_p': 30.8, 'ask_v': 22100}, {'bid_p': 30.72, 'bid_v': 1300, 'ask_p': 30.82, 'ask_v': 300}, {'bid_p': 30.7, 'bid_v': 600, 'ask_p': 30.83, 'ask_v': 2700}], 'cum_volume': 2586914, 'cum_amount': 80020708.18, 'trade_type': 8, 'created_at': datetime.datetime(2025, 2, 12, 14, 50, 18, tzinfo=datetime.timezone(datetime.timedelta(seconds=28800)))}]
| return current
|
| @classmethod
| def history_n(cls, symbol, frequency, count, adjust, fields):
| return JueJinHttpApi.history_n(symbol, frequency, count, adjust, fields)
|
| @classmethod
| def history_tick_n(cls, symbol, count, end_time, adjust, fields=None, local_dwonload=True):
| if local_dwonload:
| gmapi.set_token("6c1dbe95191fb77cced9d805cb9c853805551ddb")
| return gmapi.history_n(symbol, 'tick', count, end_time=end_time, adjust_end_time=end_time, adjust=adjust, fields=fields)
| else:
| return JueJinHttpApi.history_n(symbol, 'tick', count, adjust, fields, end_time=end_time)
|
| @classmethod
| def get_previous_trading_date(cls, date):
| return JueJinHttpApi.get_previous_trading_date("SHSE", date)
|
| # 返回指定日期的下个交易日
| @classmethod
| def get_next_trading_date(cls, date):
| return JueJinHttpApi.get_next_trading_date("SHSE", date)
|
| @classmethod
| def get_trading_dates(cls, start_date, end_date):
| return JueJinHttpApi.get_trading_dates("SHSE", start_date, end_date)
|
| # if __name__ == '__main__':
| # datas = JueJinApi.history_n("SHSE.000300", "1d", 10, 1, "high")
| # print(datas)
|
| # 获取目标代码（获取目标票）
| # print(f"JueJinApi.get_exchanges_codes==={JueJinApi.get_exchanges_codes(['SHSE', 'SZSE'])}")
| # symbols = ['SZSE.001288', 'SZSE.000042']
| # fields = 'symbol,open'
| # JueJinApi.get_codes_open(symbols, fields)
| #
| # strategy.data_cache.all_stocks = JueJinApi.get_exchanges_codes(["SHSE", "SZSE"])
| # current = JueJinHttpApi.current(symbols, fields)
| # print(current)
| # print(f"JueJinApi.get_exchanges_codes(['SHSE', 'SZSE'])=={len(JueJinApi.get_exchanges_codes(['SHSE', 'SZSE']))}")
|
|
