def yieldbacktest(self, query, start_date, end_date, stock_hold,
upper_income, lower_income, period, fall_income,
day_buy_stock_num):
payload = {
"query": query,
"start_date": start_date,
"end_date": end_date,
"period": period,
"stock_hold": stock_hold,
"upper_income": upper_income,
"lower_income": lower_income,
"fall_income": fall_income,
"day_buy_stock_num": day_buy_stock_num
}
henxin_v = self.obj_cookie.getHexinVByJson(source='backtest')
session = Session(update_headers=WENCAI_HEADERS['backtest'],
hexin_v=henxin_v)
r = session.post(WENCAI_CRAWLER_URL['yieldbacktest'], data=payload)
if r.status_code == 200:
return YieldBackTest(content=r.json(),
cn_col=self.cn_col,
query=query,
hexin_v=henxin_v,
execute_path=self.execute_path,
start_date=start_date,
end_date=end_date)
else:
raise Exception(r.content.decode('utf-8'))
def history_detail(self, period, start_date=None, end_date=None):
if start_date is None:
start_date = self.start_date
if end_date is None:
end_date = self.end_date
url = WENCAI_CRAWLER_URL['history_detail'].format(
backtest_id=self.content['id'],
start_date=start_date,
end_date=end_date,
period=period)
context = Session().get_driver(url, execute_path=self.execute_path)
context = re.findall('{"result":(.*?),"errorcode":0,"errormsg":""}',
context)[0]
data = json.loads(context)
data = pd.DataFrame().from_dict(data)
_ = {
'stock_code': '股票代码',
'stock_name': '股票简称',
"start_date": "起始时间",
"end_date": "终止时间",
"start_price": "起始价",
"end_price": "终止价",
"change_rate": "区间涨跌幅",
"stock_market": "股票市场"
}
if self.cn_col:
data = data.rename(columns=_)
return data
def eventbacktest(self, query, index_code, period, start_date, end_date):
payload = {
"query": query,
"start_date": start_date,
"end_date": end_date,
"period": period,
"index_code": index_code
}
henxin_v = self.obj_cookie.getHexinVByJson(source='backtest')
session = Session(update_headers=WENCAI_HEADERS['backtest'],
hexin_v=henxin_v)
r = session.post(WENCAI_CRAWLER_URL['eventbacktest'], data=payload)
if r.status_code == 200:
return EventBackTest(content=r.json(), cn_col=self.cn_col)
else:
raise Exception(r.content.decode('utf-8'))
def backtest(self, query, start_date, end_date, period, benchmark):
payload = {
"query": query,
"start_date": start_date,
"end_date": end_date,
"period": period,
"benchmark": benchmark
}
henxin_v = self.obj_cookie.getHexinVByJson(source='backtest')
session = Session(update_headers=WENCAI_HEADERS['backtest'],
hexin_v=henxin_v)
r = session.post(WENCAI_CRAWLER_URL['backtest'], data=payload)
if r.status_code == 200:
return BackTest(content=r.json(),
cn_col=self.cn_col,
execute_path=self.execute_path,
start_date=start_date,
end_date=end_date)
else:
raise Exception(r.content.decode('utf-8'))
def history_pick(self, trade_date, hold_num=1):
url = WENCAI_CRAWLER_URL['history_pick'].format(trade_date=trade_date,
hold_num=hold_num,
query=self.query)
context = Session().get_driver(url, execute_path=self.execute_path)
context = re.findall('{"result":(.*?),"errorcode":0,"errormsg":""}',
context)[0]
data = json.loads(context)['stocks']
data = pd.DataFrame().from_dict(data)
_ = {
'change_rate': '涨跌幅',
'close_price': '当日收盘价（元)',
'dde': 'dde大单净量（%）',
"equit_scale": "股本规模",
"turnover_rate": "换手率",
"stock_code": "股票代码",
"stock_market": "股票市场",
"stock_name": "股票名称",
}
if self.cn_col:
data = data.rename(columns=_)
return data
def __init__(self, cn_col=False, proxies=None, verify=False):
self.cookies = WencaiCookie()
self.cn_col = cn_col
self.session = Session(proxies=proxies, verify=verify)
class Wencai(object):
logging.basicConfig(
level=logging.WARNING,
format='%(asctime)s [%(levelname)s] %(message)s',
)
def __init__(self, cn_col=False, proxies=None, verify=False):
self.cookies = WencaiCookie()
self.cn_col = cn_col
self.session = Session(proxies=proxies, verify=verify)
def backtest(self, query, start_date, end_date, period, benchmark):
payload = {
"query": query,
"start_date": start_date,
"end_date": end_date,
"period": period,
"benchmark": benchmark
}
r = self.session.post_result(source='backtest',
url=WENCAI_CRAWLER_URL['backtest'],
data=payload)
if r.status_code == 200:
print(r.json())
return BackTest(content=r.json(),
cn_col=self.cn_col,
start_date=start_date,
end_date=end_date,
session=self.session)
else:
raise Exception(r.content.decode('utf-8'))
def yieldbacktest(self, query, start_date, end_date, stock_hold,
upper_income, lower_income, period, fall_income,
day_buy_stock_num):
payload = {
"query": query,
"start_date": start_date,
"end_date": end_date,
"period": period,
"stock_hold": stock_hold,
"upper_income": upper_income,
"lower_income": lower_income,
"fall_income": fall_income,
"day_buy_stock_num": day_buy_stock_num
}
r = self.session.post_result(WENCAI_CRAWLER_URL['yieldbacktest'],
data=payload,
add_headers=WENCAI_HEADERS['backtest'],
source='backtest')
if r.status_code == 200:
return YieldBackTest(content=r.json(),
cn_col=self.cn_col,
query=query,
start_date=start_date,
end_date=end_date,
session=self.session)
else:
raise Exception(r.content.decode('utf-8'))
def eventbacktest(self, query, index_code, period, start_date, end_date):
payload = {
"query": query,
"start_date": start_date,
"end_date": end_date,
"period": period,
"index_code": index_code
}
r = self.session.post_result(WENCAI_CRAWLER_URL['eventbacktest'],
data=payload,
source='eventbacktest')
if r.status_code == 200:
return EventBackTest(content=r.json(), cn_col=self.cn_col)
else:
raise Exception(r.content.decode('utf-8'))
def lastjs(self, code):
r = self.session.get_result(WENCAI_CRAWLER_URL['lastjs'].format(code),
source='lastjs',
add_headers=WENCAI_HEADERS['lastjs'])
if r.status_code == 200:
return LastJs(content=r.text, code=code).get_data
else:
raise Exception(r.content.decode('utf-8'))
def search(self, query_string):
payload = {
"question":
query_string,
"page":
1,
"perpage":
50,
"log_info":
'{"input_type": "typewrite"}',
"source":
"Ths_iwencai_Xuangu",
"version":
2.0,
"secondary_intent":
"",
"query_area":
"",
"block_list":
"",
"add_info":
'{"urp": {"scene": 1, "company": 1, "business": 1}, "contentType": "json", "searchInfo": true}'
}
r = self.session.post_result(url=WENCAI_CRAWLER_URL['search'],
data=payload,
force_cookies=True)
result = r.json()['data']['answer'][0]['txt'][0]['content'][
'components'][0]['data']['datas']
def _re_str(x: str):
_re = re.findall('(.*):前复权', x)
if len(_re) >= 1:
x = _re[-1]
check_date = re.search(r"(\d{4}\d{1,2}\d{1,2})", x)
if check_date is not None:
return x.replace('[{}]'.format(check_date.group()), '')
else:
return x
data = pd.DataFrame().from_dict(result)
if not data.empty:
columns = {i: _re_str(i) for i in data.columns}
data = data.rename(columns=columns)
for col in ['market_code', 'code', '关键词资讯', '涨跌幅']:
if col in data.columns:
del data[col]
return data