增强 common 模块中的配置以支持自定义获取更多属性

Micro-sheep · Jun 19, 2022 · a8bdaa2 · a8bdaa2
1 parent e3ce73c
commit a8bdaa2
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diff --git a/changelog.md b/changelog.md
@@ -1,10 +1,11 @@
 # Changelog
 
-## [Unrelease]
+## v0.4.6(2022-06-19)
 
 ### Changed
 
 - 从 `stock` 模块中抽离出获取证券最新行情的函数
+- 增强 `common` 模块中的配置以支持自定义获取更多属性
 
 ## v0.4.5(2022-06-05)
 
@@ -38,7 +39,7 @@
 ### Changed
 
 - 扩展 `get_quote_history` 函数，支持通过设定 `kwargs` 来指定返回类型
-  
+
 ### Added
 
 - 为 `stock` 模块添加函数 `get_quote_snapshot` 以支持获取沪深市场 3 秒行情快照
@@ -50,10 +51,10 @@
 ### Fiexd
 
 - 修复 fund 模块的命名错误以及其他 bug
-  
+
 ### Added
 
-- 添加对获取北证A股市场行情的支持
+- 添加对获取北证 A 股市场行情的支持
 
 ---
 

diff --git a/efinance/__version__.py b/efinance/__version__.py
@@ -1,5 +1,5 @@
 __title__ = 'efinance'
-__version__ = '0.4.5'
+__version__ = '0.4.6'
 __author__ = 'micro sheep'
 __url__ = 'https://github.com/Micro-sheep/efinance'
 __author_email__ = '[email protected]'

diff --git a/efinance/bond/getter.py b/efinance/bond/getter.py
@@ -189,7 +189,7 @@ def get_all_base_info() -> pd.DataFrame:
 
 @process_dataframe_and_series(remove_columns_and_indexes=['市场编号'])
 @to_numeric
-def get_realtime_quotes() -> pd.DataFrame:
+def get_realtime_quotes(**kwargs) -> pd.DataFrame:
     """
     获取沪深市场全部债券实时行情信息
 
@@ -216,7 +216,7 @@ def get_realtime_quotes() -> pd.DataFrame:
     394  123066  赛意转债   -6.0   193.08  203.999   193.08   203.0  -12.32   323.13   0.22     -   133317   261546032.0   205.4    79660753    79660753  0.123066   深A
 
     """
-    df = get_realtime_quotes_by_fs(FS_DICT['bond'])
+    df = get_realtime_quotes_by_fs(FS_DICT['bond'], **kwargs)
     df.rename(columns={'代码': '债券代码',
                        '名称': '债券名称'},
               inplace=True)

diff --git a/efinance/common/config.py b/efinance/common/config.py
@@ -1,6 +1,12 @@
 from pathlib import Path
 HERE = Path(__file__).parent
 
+
+class MagicConfig:
+    EXTRA_FIELDS = 'extra_fields'
+    QUOTE_ID_MODE = 'quote_id_mode'
+
+
 # 各个市场编号
 MARKET_NUMBER_DICT = {
     '0': '深A',
@@ -108,7 +114,9 @@
     'f18': '昨日收盘',
     'f20': '总市值',
     'f21': '流通市值',
-    'f13': '市场编号'
+    'f13': '市场编号',
+    'f124': '更新时间戳',
+    'f297': '最新交易日',
 }
 
 # 股票、债券历史大单数据表头
@@ -149,4 +157,4 @@
     'f105': '净利润',
     'f186': '毛利率'
 
-}
+}
diff --git a/efinance/common/getter.py b/efinance/common/getter.py
@@ -1,23 +1,23 @@
+from datetime import datetime
 from typing import Dict, List, Union
 
 import multitasking
-import numpy as np
 import pandas as pd
 from jsonpath import jsonpath
 from retry import retry
 from tqdm import tqdm
 
-from efinance.stock.config import EASTMONEY_STOCK_BASE_INFO_FIELDS
-
 from ..common.config import MARKET_NUMBER_DICT
 from ..shared import BASE_INFO_CACHE, session
 from ..utils import get_quote_id, to_numeric
-from .config import (EASTMONEY_BASE_INFO_FIELDS, EASTMONEY_HISTORY_BILL_FIELDS, EASTMONEY_KLINE_FIELDS,
-                     EASTMONEY_QUOTE_FIELDS, EASTMONEY_REQUEST_HEADERS)
+from .config import (EASTMONEY_BASE_INFO_FIELDS, EASTMONEY_HISTORY_BILL_FIELDS,
+                     EASTMONEY_KLINE_FIELDS, EASTMONEY_QUOTE_FIELDS,
+                     EASTMONEY_REQUEST_HEADERS, MagicConfig)
 
 
 @to_numeric
-def get_realtime_quotes_by_fs(fs: str) -> pd.DataFrame:
+def get_realtime_quotes_by_fs(fs: str,
+                              **kwargs) -> pd.DataFrame:
     """
     获取沪深市场最新行情总体情况
 
@@ -28,7 +28,11 @@ def get_realtime_quotes_by_fs(fs: str) -> pd.DataFrame:
 
     """
 
-    fields = ",".join(EASTMONEY_QUOTE_FIELDS.keys())
+    columns = {
+        **EASTMONEY_QUOTE_FIELDS,
+        **kwargs.get(MagicConfig.EXTRA_FIELDS, {})
+    }
+    fields = ",".join(columns.keys())
     params = (
         ('pn', '1'),
         ('pz', '1000000'),
@@ -45,12 +49,17 @@ def get_realtime_quotes_by_fs(fs: str) -> pd.DataFrame:
                                 headers=EASTMONEY_REQUEST_HEADERS,
                                 params=params).json()
     df = pd.DataFrame(json_response['data']['diff'])
-    df = df.rename(columns=EASTMONEY_QUOTE_FIELDS)
-    df = df[EASTMONEY_QUOTE_FIELDS.values()]
-    df['行情ID'] = df['市场编号'].astype(str)+'.'+df['代码'].astype('str')
+    df = df.rename(columns=columns)
+    df: pd.DataFrame = df[columns.values()]
+    df['行情ID'] = df['市场编号'].astype(str)+'.'+df['代码'].astype(str)
     df['市场类型'] = df['市场编号'].astype(str).apply(
         lambda x: MARKET_NUMBER_DICT.get(x))
-
+    df['更新时间'] = df['更新时间戳'].apply(lambda x: str(datetime.fromtimestamp(x)))
+    df['最新交易日'] = pd.to_datetime(df['最新交易日'], format='%Y%m%d').astype(str)
+    tmp = df['最新交易日']
+    del df['最新交易日']
+    df['最新交易日'] = tmp
+    del df['更新时间戳']
     return df
 
 
@@ -69,7 +78,7 @@ def get_quote_history_single(code: str,
     fields = list(EASTMONEY_KLINE_FIELDS.keys())
     columns = list(EASTMONEY_KLINE_FIELDS.values())
     fields2 = ",".join(fields)
-    if kwargs.get('quote_id_mode'):
+    if kwargs.get(MagicConfig.QUOTE_ID_MODE):
         quote_id = code
     else:
         quote_id = get_quote_id(code)
@@ -273,7 +282,6 @@ def get_today_bill(code: str) -> pd.DataFrame:
     DataFrame
         单只股票、债券最新交易日的日内分钟级单子流入流出数据
 
-
     """
     quote_id = get_quote_id(code)
     params = (
@@ -378,7 +386,8 @@ def get_deal_detail(quote_id: str,
 
 
 @to_numeric
-def get_latest_quote(quote_id_list: Union[str, List[str]]) -> pd.DataFrame:
+def get_latest_quote(quote_id_list: Union[str, List[str]],
+                     **kwargs) -> pd.DataFrame:
     """
     获取股票、期货、债券的最新行情
 
@@ -404,7 +413,10 @@ def get_latest_quote(quote_id_list: Union[str, List[str]]) -> pd.DataFrame:
         quote_id_list = [quote_id_list]
     secids: List[str] = quote_id_list
 
-    columns = EASTMONEY_QUOTE_FIELDS
+    columns = {
+        **EASTMONEY_QUOTE_FIELDS,
+        **kwargs.get(MagicConfig.EXTRA_FIELDS, {})
+    }
     fields = ",".join(columns.keys())
     params = (
         ('OSVersion', '14.3'),
@@ -430,4 +442,10 @@ def get_latest_quote(quote_id_list: Union[str, List[str]]) -> pd.DataFrame:
     df['市场类型'] = df['市场编号'].apply(lambda x: MARKET_NUMBER_DICT.get(str(x)))
     df['行情ID'] = df['市场编号'].astype(str) + '.' + df['代码'].astype(str)
     del df['市场编号']
+    df['更新时间'] = df['更新时间戳'].apply(lambda x: str(datetime.fromtimestamp(x)))
+    df['最新交易日'] = pd.to_datetime(df['最新交易日'], format='%Y%m%d').astype(str)
+    tmp = df['最新交易日']
+    del df['最新交易日']
+    df['最新交易日'] = tmp
+    del df['更新时间戳']
     return df
diff --git a/efinance/stock/getter.py b/efinance/stock/getter.py
@@ -257,7 +257,8 @@ def get_quote_history(stock_codes: Union[str, List[str]],
 
 @process_dataframe_and_series(remove_columns_and_indexes=['市场编号'])
 @to_numeric
-def get_realtime_quotes(fs: Union[str, List[str]] = None) -> pd.DataFrame:
+def get_realtime_quotes(fs: Union[str, List[str]] = None,
+                        **kwargs) -> pd.DataFrame:
     """
     获取单个或者多个市场行情的最新状况
 
@@ -368,7 +369,7 @@ def get_realtime_quotes(fs: Union[str, List[str]] = None) -> pd.DataFrame:
         if not fs_list:
             fs_list.append(FS_DICT['stock'])
     fs_str = ','.join(fs_list)
-    df = get_realtime_quotes_by_fs(fs_str)
+    df = get_realtime_quotes_by_fs(fs_str, **kwargs)
     df.rename(columns={'代码': '股票代码',
                        '名称': '股票名称'
                        }, inplace=True)
@@ -458,7 +459,8 @@ def get_today_bill(stock_code: str) -> pd.DataFrame:
     return df
 
 
-def get_latest_quote(stock_codes: Union[str, List[str]]) -> pd.DataFrame:
+def get_latest_quote(stock_codes: Union[str, List[str]],
+                     **kwargs) -> pd.DataFrame:
     """
     获取沪深市场多只股票的实时涨幅情况
 
@@ -493,7 +495,7 @@ def get_latest_quote(stock_codes: Union[str, List[str]]) -> pd.DataFrame:
         stock_codes = [stock_codes]
     secids: List[str] = [get_quote_id(stock_code)
                          for stock_code in stock_codes]
-    df = get_latest_quote_for_stock(secids)
+    df = get_latest_quote_for_stock(secids,**kwargs)
 
     return df