def batch_fetch(self,
limit=200,
offset=0) -> Tuple[bool, int, List[FUTUStockBaseInfo]]:
"""从 富途 API 批量获取股票基本信息"""
ctx = get_quote_ctx()
ret, ls = ctx.get_stock_filter(Market.SZ,
self.fields,
begin=offset,
num=limit)
result = (bool(ls[0]), ls[1], [])
for obj in ls[2]:
financial = {
key: {}
for key in
["annual", "first_quarter", "interim", "third_quarter"]
}
# 处理财报
for key in obj.__dict__.keys():
if isinstance(key, tuple) and key[1] in [
"annual",
"first_quarter",
"interim",
"third_quarter",
]:
financial[key[1]][key[0]] = obj.__dict__[key]
# update result
result[2].append(
FUTUStockBaseInfo(name=obj.stock_name,
code=obj.stock_code,
pe_annual=obj.pe_annual,
pe_ttm=obj.pe_ttm,
pb_rate=obj.pb_rate,
**financial))
return result
def get_stock_info(cls, code: str) -> StockBaseInfo:
"""获取股票的基本信息"""
if code not in cls.stock_info_maps:
ctx = get_quote_ctx()
ret, data = ctx.get_stock_basicinfo(detect_stock_market(code),
code_list=[code])
info = StockBaseInfo(code=data["code"][0], name=data["name"][0])
cls.stock_info_maps[code] = info
return cls.stock_info_maps[code]
def get_tick(self, code: str) -> StockTick:
ctx = get_quote_ctx()
_, data = ctx.get_market_snapshot([code])
stock_info = self.get_stock_info(code)
return StockTick(
# TODO: 获取名称
name=stock_info.name,
code=stock_info.code,
time=data["update_time"][0],
current=data["last_price"][0],
volume=data["volume"][0],
turnover=data["turnover"][0],
)
def fetch(
self,
stock_code: str,
limit=1000,
ktype: object = constant.KLType.K_DAY,
autype: object = constant.AuType.NONE,
):
# TODO: 获取实时 k 线
ctx = get_quote_ctx()
ret, ls = ctx.get_cur_kline(stock_code,
num=limit,
ktype=ktype,
autype=autype)
def get_tick_batch(self, code_list: List[str]) -> List[StockTick]:
ctx = get_quote_ctx()
_, datas = ctx.get_market_snapshot(code_list)
stock_info_maps = {
code: self.get_stock_info(code)
for code in code_list
}
return [
StockTick(
name=stock_info_maps[data["code"]].name,
code=stock_info_maps[data["code"]].code,
time=data["update_time"],
current=data["last_price"],
volume=data["volume"],
turnover=data["turnover"],
) for idx, data in datas.iterrows()
]
def receive_futu_notify():
ctx = get_quote_ctx()
ctx.set_handler(WeComPriceReminder())