feat(api): 实现 Flask RESTful API 数据服务
- 新增 Flask 服务提供统一 HTTP 接口 - 支持 6 个 API 端点:health、asset-type、ohlcv、batch、supported-codes - 集成 SSH 隧道自动管理(环境变量配置) - 提供一键启动脚本 start_flask_server.sh - 支持 CORS 跨域访问 - 完善的错误处理和响应格式化
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core/datasource/flask_server.py
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core/datasource/flask_server.py
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"""
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Flask 数据服务 API
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==================
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提供 RESTful API 接口,支持获取各类资产的 K 线数据
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支持的资产类型:
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- A股指数 (000300.SH, 399006.SZ)
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- A股ETF (510300.SH, 159915.SZ)
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- A股股票 (600000.SH, 000001.SZ)
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- 港股指数 (HSI, HSTECH.HK)
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- 美股指数 (NDX, SPX, DJI)
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- 美股股票 (AAPL, MSFT, GOOGL)
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- 期货合约 (AU.SHF, CU.SHF)
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- 加密货币 (BTC, ETH)
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运行:
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python core/datasource/flask_server.py
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API 文档:
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GET /health - 健康检查
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GET /api/v1/asset-type?code=000300.SH - 检测资产类型
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GET /api/v1/ohlcv?code=000300.SH&start=2024-01-01&end=2024-03-31 - 获取K线数据
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POST /api/v1/ohlcv/batch - 批量获取K线数据
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"""
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import os
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import sys
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import json
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from pathlib import Path
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from datetime import datetime, timedelta
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from typing import Optional, Dict, Any, List
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# 添加项目根目录到路径
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project_root = Path(__file__).parent.parent.parent
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sys.path.insert(0, str(project_root))
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from dotenv import load_dotenv
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load_dotenv()
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from flask import Flask, request, jsonify
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from flask_cors import CORS
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import pandas as pd
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from core.datasource.universal_fetcher import (
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UniversalDataFetcher,
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AssetTypeDetector,
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)
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# ============================================================
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# Flask 应用配置
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# ============================================================
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app = Flask(__name__)
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CORS(app) # 启用跨域支持
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# 全局数据获取器实例
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fetcher: Optional[UniversalDataFetcher] = None
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ssh_config: Optional[Dict] = None
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def get_ssh_config() -> Optional[Dict]:
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"""
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从环境变量获取 SSH 配置
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环境变量:
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SSH_ENABLED: 是否启用 SSH 隧道 (true/false)
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SSH_HOST: SSH 服务器地址
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SSH_PORT: SSH 端口 (默认 22)
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SSH_USERNAME: SSH 用户名
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SSH_KEY_PATH: SSH 私钥路径
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SSH_LOCAL_PORT: 本地 SOCKS5 端口 (默认 1080)
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"""
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enabled = os.getenv('SSH_ENABLED', 'false').lower() == 'true'
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if not enabled:
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return None
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return {
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"enabled": True,
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"host": os.getenv('SSH_HOST', ''),
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"port": int(os.getenv('SSH_PORT', '22')),
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"username": os.getenv('SSH_USERNAME', ''),
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"key_path": os.getenv('SSH_KEY_PATH', 'hk_ecs.pem'),
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"local_port": int(os.getenv('SSH_LOCAL_PORT', '1080')),
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}
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def get_fetcher() -> UniversalDataFetcher:
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"""获取或创建数据获取器实例"""
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global fetcher, ssh_config
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if fetcher is None:
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ssh_config = get_ssh_config()
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fetcher = UniversalDataFetcher(ssh_config=ssh_config)
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return fetcher
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def dataframe_to_json(df: pd.DataFrame) -> Dict:
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"""将 DataFrame 转换为 JSON 可序列化的字典"""
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if df is None or len(df) == 0:
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return {"data": [], "count": 0}
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# 重置索引,将日期转为列
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df_reset = df.reset_index()
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# 处理日期列
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if 'date' in df_reset.columns:
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df_reset['date'] = df_reset['date'].dt.strftime('%Y-%m-%d')
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elif 'index' in df_reset.columns:
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df_reset['index'] = pd.to_datetime(df_reset['index']).dt.strftime('%Y-%m-%d')
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df_reset = df_reset.rename(columns={'index': 'date'})
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# 转换为字典列表
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records = df_reset.to_dict(orient='records')
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return {
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"data": records,
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"count": len(records),
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"columns": list(df_reset.columns),
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"date_range": {
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"start": df.index.min().strftime('%Y-%m-%d'),
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"end": df.index.max().strftime('%Y-%m-%d'),
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} if len(df) > 0 else None
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}
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def validate_date(date_str: str) -> bool:
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"""验证日期格式"""
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try:
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datetime.strptime(date_str, '%Y-%m-%d')
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return True
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except ValueError:
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return False
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def get_default_dates() -> tuple:
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"""获取默认日期范围(最近3个月)"""
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end = datetime.now()
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start = end - timedelta(days=90)
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return start.strftime('%Y-%m-%d'), end.strftime('%Y-%m-%d')
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# ============================================================
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# API 路由
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# ============================================================
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@app.route('/')
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def index():
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"""首页 - API 信息"""
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return jsonify({
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"name": "Universal Data Fetcher API",
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"version": "1.0.0",
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"description": "统一数据获取服务,支持A股、港股、美股、期货、加密货币",
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"endpoints": {
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"health": "/health",
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"asset_type": "/api/v1/asset-type?code={code}",
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"ohlcv": "/api/v1/ohlcv?code={code}&start={YYYY-MM-DD}&end={YYYY-MM-DD}",
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"batch": "POST /api/v1/ohlcv/batch",
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},
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"supported_assets": [
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"A股指数 (000300.SH)",
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"A股ETF (510300.SH)",
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"A股股票 (600000.SH)",
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"港股指数 (HSI)",
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"美股指数 (NDX)",
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"美股股票 (AAPL)",
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"期货 (AU.SHF)",
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"加密货币 (BTC)",
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],
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"ssh_status": "enabled" if ssh_config and ssh_config.get('enabled') else "disabled",
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})
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@app.route('/health')
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def health():
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"""健康检查"""
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return jsonify({
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"status": "healthy",
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"timestamp": datetime.now().isoformat(),
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"ssh_configured": ssh_config is not None and ssh_config.get('enabled', False),
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})
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@app.route('/api/v1/asset-type')
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def detect_asset_type():
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"""
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检测资产类型
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Query Parameters:
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code: 标的代码 (required)
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Returns:
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{
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"code": "000300.SH",
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"asset_type": "china_index",
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"description": "A股指数"
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}
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"""
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code = request.args.get('code', '').strip()
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if not code:
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return jsonify({
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"error": "Missing required parameter: code",
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"example": "/api/v1/asset-type?code=000300.SH"
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}), 400
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asset_type = AssetTypeDetector.detect(code)
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# 资产类型描述映射
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descriptions = {
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'china_index': 'A股指数',
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'china_etf': 'A股ETF',
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'china_stock': 'A股股票',
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'hk_index': '港股指数',
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'hk_stock': '港股股票',
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'us_index': '美股指数',
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'us_stock': '美股股票',
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'futures': '期货合约',
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'crypto': '加密货币',
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}
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return jsonify({
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"code": code,
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"asset_type": asset_type,
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"description": descriptions.get(asset_type, '未知类型'),
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})
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@app.route('/api/v1/ohlcv')
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def get_ohlcv():
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"""
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获取单只标的的 OHLCV 数据
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Query Parameters:
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code: 标的代码 (required)
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start: 开始日期,格式 YYYY-MM-DD (optional, 默认90天前)
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end: 结束日期,格式 YYYY-MM-DD (optional, 默认今天)
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retry: 重试次数 (optional, 默认3)
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Returns:
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{
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"code": "000300.SH",
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"asset_type": "china_index",
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"data": [
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{"date": "2024-01-02", "open": 3500.0, "high": 3550.0, ...},
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...
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],
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"count": 58,
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"date_range": {"start": "2024-01-02", "end": "2024-03-29"}
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}
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"""
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code = request.args.get('code', '').strip()
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start = request.args.get('start', '').strip()
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end = request.args.get('end', '').strip()
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retry = request.args.get('retry', '3')
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# 参数验证
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if not code:
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return jsonify({
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"error": "Missing required parameter: code",
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"example": "/api/v1/ohlcv?code=000300.SH&start=2024-01-01&end=2024-03-31"
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}), 400
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# 设置默认日期
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if not start or not end:
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default_start, default_end = get_default_dates()
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start = start or default_start
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end = end or default_end
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# 日期格式验证
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if not validate_date(start) or not validate_date(end):
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return jsonify({
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"error": "Invalid date format. Use YYYY-MM-DD",
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"start": start,
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"end": end,
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}), 400
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try:
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retry_count = int(retry)
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except ValueError:
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retry_count = 3
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# 检测资产类型
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asset_type = AssetTypeDetector.detect(code)
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# 获取数据
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fetcher = get_fetcher()
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try:
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with fetcher:
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df = fetcher.fetch(code, start, end, retry=retry_count)
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if df is None or len(df) == 0:
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return jsonify({
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"code": code,
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"asset_type": asset_type,
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"error": "No data available for the specified code and date range",
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"start": start,
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"end": end,
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}), 404
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result = dataframe_to_json(df)
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result['code'] = code
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result['asset_type'] = asset_type
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return jsonify(result)
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except Exception as e:
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return jsonify({
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"code": code,
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"asset_type": asset_type,
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"error": str(e),
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"start": start,
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"end": end,
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}), 500
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@app.route('/api/v1/ohlcv/batch', methods=['POST'])
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def batch_ohlcv():
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"""
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批量获取多只标的的 OHLCV 数据
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Request Body:
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{
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"codes": ["000300.SH", "NDX", "HSI"],
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"start": "2024-01-01",
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"end": "2024-03-31",
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"retry": 3
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}
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Returns:
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{
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"results": {
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"000300.SH": {"data": [...], "count": 58, ...},
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"NDX": {"data": [...], "count": 61, ...},
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"HSI": {"error": "No data available", ...}
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},
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"success_count": 2,
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"failed_count": 1,
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"total": 3
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}
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"""
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data = request.get_json()
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if not data:
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return jsonify({
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"error": "Missing request body",
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"example": {
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"codes": ["000300.SH", "NDX"],
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"start": "2024-01-01",
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"end": "2024-03-31",
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}
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}), 400
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codes = data.get('codes', [])
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start = data.get('start', '').strip()
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end = data.get('end', '').strip()
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retry = data.get('retry', 3)
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if not codes or not isinstance(codes, list):
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return jsonify({
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"error": "Missing or invalid parameter: codes (must be a list)"
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}), 400
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# 设置默认日期
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if not start or not end:
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default_start, default_end = get_default_dates()
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start = start or default_start
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end = end or default_end
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# 日期格式验证
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if not validate_date(start) or not validate_date(end):
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return jsonify({
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"error": "Invalid date format. Use YYYY-MM-DD",
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"start": start,
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"end": end,
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}), 400
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# 获取数据
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fetcher = get_fetcher()
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results = {}
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success_count = 0
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failed_count = 0
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try:
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with fetcher:
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for code in codes:
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try:
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df = fetcher.fetch(code, start, end, retry=retry)
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if df is not None and len(df) > 0:
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result = dataframe_to_json(df)
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result['code'] = code
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result['asset_type'] = AssetTypeDetector.detect(code)
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results[code] = result
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success_count += 1
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else:
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results[code] = {
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"code": code,
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"asset_type": AssetTypeDetector.detect(code),
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"error": "No data available",
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"data": [],
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"count": 0,
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}
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failed_count += 1
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except Exception as e:
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results[code] = {
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"code": code,
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"asset_type": AssetTypeDetector.detect(code),
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"error": str(e),
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"data": [],
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"count": 0,
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}
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failed_count += 1
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except Exception as e:
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return jsonify({
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"error": f"Batch fetch failed: {str(e)}"
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}), 500
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return jsonify({
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"results": results,
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"success_count": success_count,
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"failed_count": failed_count,
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"total": len(codes),
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"start": start,
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"end": end,
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})
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@app.route('/api/v1/supported-codes')
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def get_supported_codes():
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"""
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获取支持的代码示例
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Returns:
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{
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"china_index": ["000300.SH", "399006.SZ", ...],
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"china_etf": ["510300.SH", "159915.SZ", ...],
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...
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}
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"""
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return jsonify({
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"china_index": {
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"description": "A股指数",
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"examples": ["000300.SH", "399006.SZ", "000016.SH", "H30269.CSI"],
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},
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"china_etf": {
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"description": "A股ETF",
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"examples": ["510300.SH", "159915.SZ", "510500.SH", "513100.SH"],
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},
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"china_stock": {
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"description": "A股股票",
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"examples": ["600000.SH", "000001.SZ"],
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},
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"hk_index": {
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"description": "港股指数",
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"examples": ["HSI", "HSTECH.HK"],
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},
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"us_index": {
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"description": "美股指数",
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"examples": ["NDX", "SPX", "DJI", "N225", "GDAXI"],
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},
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"us_stock": {
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"description": "美股股票",
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"examples": ["AAPL", "MSFT", "GOOGL", "AMZN", "TSLA"],
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},
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"futures": {
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"description": "期货合约",
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"examples": ["AU.SHF", "CU.SHF"],
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},
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"crypto": {
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"description": "加密货币",
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"examples": ["BTC", "ETH"],
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},
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})
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# ============================================================
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# 错误处理
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# ============================================================
|
||||
|
||||
@app.errorhandler(404)
|
||||
def not_found(error):
|
||||
return jsonify({
|
||||
"error": "Endpoint not found",
|
||||
"available_endpoints": [
|
||||
"/",
|
||||
"/health",
|
||||
"/api/v1/asset-type?code={code}",
|
||||
"/api/v1/ohlcv?code={code}&start={YYYY-MM-DD}&end={YYYY-MM-DD}",
|
||||
"/api/v1/ohlcv/batch",
|
||||
"/api/v1/supported-codes",
|
||||
]
|
||||
}), 404
|
||||
|
||||
|
||||
@app.errorhandler(500)
|
||||
def internal_error(error):
|
||||
return jsonify({
|
||||
"error": "Internal server error",
|
||||
"message": str(error)
|
||||
}), 500
|
||||
|
||||
|
||||
# ============================================================
|
||||
# 启动服务
|
||||
# ============================================================
|
||||
|
||||
if __name__ == '__main__':
|
||||
import argparse
|
||||
|
||||
parser = argparse.ArgumentParser(description='Universal Data Fetcher API Server')
|
||||
parser.add_argument('--host', default='0.0.0.0', help='Host to bind (default: 0.0.0.0)')
|
||||
parser.add_argument('--port', type=int, default=5000, help='Port to bind (default: 5000)')
|
||||
parser.add_argument('--debug', action='store_true', help='Enable debug mode')
|
||||
|
||||
args = parser.parse_args()
|
||||
|
||||
# 预加载 SSH 配置
|
||||
ssh_config = get_ssh_config()
|
||||
if ssh_config and ssh_config.get('enabled'):
|
||||
print(f"✓ SSH 隧道已配置: {ssh_config['host']}:{ssh_config['port']}")
|
||||
else:
|
||||
print("✗ SSH 隧道未启用(仅支持A股数据)")
|
||||
|
||||
print(f"\n🚀 启动 Universal Data Fetcher API Server")
|
||||
print(f" Host: {args.host}")
|
||||
print(f" Port: {args.port}")
|
||||
print(f" Debug: {args.debug}")
|
||||
print(f"\n📖 API 文档: http://{args.host}:{args.port}/")
|
||||
print(f" 健康检查: http://{args.host}:{args.port}/health")
|
||||
print(f"\n💡 示例请求:")
|
||||
print(f" curl 'http://{args.host}:{args.port}/api/v1/ohlcv?code=000300.SH&start=2024-01-01&end=2024-03-31'")
|
||||
print(f"\n")
|
||||
|
||||
app.run(host=args.host, port=args.port, debug=args.debug)
|
||||
127
start_flask_server.sh
Executable file
127
start_flask_server.sh
Executable file
@@ -0,0 +1,127 @@
|
||||
#!/bin/bash
|
||||
# Flask API 服务启动脚本
|
||||
# =====================
|
||||
|
||||
# 颜色定义
|
||||
GREEN='\033[0;32m'
|
||||
YELLOW='\033[1;33m'
|
||||
RED='\033[0;31m'
|
||||
NC='\033[0m' # No Color
|
||||
|
||||
echo -e "${GREEN}Universal Data Fetcher API 服务启动脚本${NC}"
|
||||
echo "=========================================="
|
||||
|
||||
# 检查 Python
|
||||
echo -e "\n1. 检查 Python 环境..."
|
||||
if ! command -v python &> /dev/null; then
|
||||
echo -e "${RED}✗ Python 未安装${NC}"
|
||||
exit 1
|
||||
fi
|
||||
echo -e "${GREEN}✓ Python 已安装: $(python --version)${NC}"
|
||||
|
||||
# 检查依赖
|
||||
echo -e "\n2. 检查依赖..."
|
||||
python -c "import flask" 2>/dev/null || {
|
||||
echo -e "${YELLOW}⚠ Flask 未安装,正在安装...${NC}"
|
||||
pip install flask flask-cors
|
||||
}
|
||||
echo -e "${GREEN}✓ 依赖检查完成${NC}"
|
||||
|
||||
# 检查环境变量
|
||||
echo -e "\n3. 检查环境变量..."
|
||||
if [ -z "$TUSHARE_TOKEN" ]; then
|
||||
if [ -f ".env" ]; then
|
||||
echo -e "${YELLOW}⚠ 从 .env 文件加载环境变量${NC}"
|
||||
export $(cat .env | grep -v '^#' | xargs)
|
||||
else
|
||||
echo -e "${RED}✗ TUSHARE_TOKEN 未设置${NC}"
|
||||
echo " 请在 .env 文件中设置 TUSHARE_TOKEN"
|
||||
exit 1
|
||||
fi
|
||||
fi
|
||||
echo -e "${GREEN}✓ 环境变量检查完成${NC}"
|
||||
|
||||
# 检查 SSH 配置
|
||||
echo -e "\n4. 检查 SSH 配置..."
|
||||
if [ -f "hk_ecs.pem" ]; then
|
||||
echo -e "${GREEN}✓ SSH 私钥文件存在 (hk_ecs.pem)${NC}"
|
||||
|
||||
# 检查权限
|
||||
PERM=$(stat -f "%Lp" hk_ecs.pem 2>/dev/null || stat -c "%a" hk_ecs.pem 2>/dev/null)
|
||||
if [ "$PERM" != "600" ]; then
|
||||
echo -e "${YELLOW}⚠ 修复 SSH 私钥权限...${NC}"
|
||||
chmod 600 hk_ecs.pem
|
||||
fi
|
||||
echo -e "${GREEN}✓ SSH 私钥权限正确 (600)${NC}"
|
||||
else
|
||||
echo -e "${YELLOW}⚠ SSH 私钥文件不存在,港美股数据获取将受限${NC}"
|
||||
fi
|
||||
|
||||
# 解析参数
|
||||
HOST="0.0.0.0"
|
||||
PORT="5000"
|
||||
DEBUG=""
|
||||
|
||||
while [[ $# -gt 0 ]]; do
|
||||
case $1 in
|
||||
--host)
|
||||
HOST="$2"
|
||||
shift 2
|
||||
;;
|
||||
--port)
|
||||
PORT="$2"
|
||||
shift 2
|
||||
;;
|
||||
--debug)
|
||||
DEBUG="--debug"
|
||||
shift
|
||||
;;
|
||||
--with-ssh)
|
||||
export SSH_ENABLED=true
|
||||
export SSH_HOST=8.218.167.69
|
||||
export SSH_PORT=22
|
||||
export SSH_USERNAME=root
|
||||
export SSH_KEY_PATH=hk_ecs.pem
|
||||
export SSH_LOCAL_PORT=1080
|
||||
echo -e "${GREEN}✓ SSH 隧道已启用${NC}"
|
||||
shift
|
||||
;;
|
||||
--help)
|
||||
echo ""
|
||||
echo "用法: ./start_flask_server.sh [选项]"
|
||||
echo ""
|
||||
echo "选项:"
|
||||
echo " --host HOST 绑定主机 (默认: 0.0.0.0)"
|
||||
echo " --port PORT 绑定端口 (默认: 5000)"
|
||||
echo " --debug 启用调试模式"
|
||||
echo " --with-ssh 启用 SSH 隧道"
|
||||
echo " --help 显示帮助"
|
||||
echo ""
|
||||
echo "示例:"
|
||||
echo " ./start_flask_server.sh"
|
||||
echo " ./start_flask_server.sh --port 8080"
|
||||
echo " ./start_flask_server.sh --with-ssh"
|
||||
echo " ./start_flask_server.sh --host 127.0.0.1 --port 5000 --debug --with-ssh"
|
||||
exit 0
|
||||
;;
|
||||
*)
|
||||
echo -e "${RED}未知选项: $1${NC}"
|
||||
echo "使用 --help 查看帮助"
|
||||
exit 1
|
||||
;;
|
||||
esac
|
||||
done
|
||||
|
||||
# 启动服务
|
||||
echo -e "\n5. 启动 Flask 服务..."
|
||||
echo -e " 主机: ${YELLOW}$HOST${NC}"
|
||||
echo -e " 端口: ${YELLOW}$PORT${NC}"
|
||||
echo -e " 调试: ${YELLOW}$([ -n "$DEBUG" ] && echo "是" || echo "否")${NC}"
|
||||
echo -e " SSH: ${YELLOW}$([ "$SSH_ENABLED" = "true" ] && echo "启用" || echo "禁用")${NC}"
|
||||
echo ""
|
||||
|
||||
echo -e "${GREEN}✓ 服务启动中...${NC}"
|
||||
echo "=========================================="
|
||||
echo ""
|
||||
|
||||
python core/datasource/flask_server.py --host "$HOST" --port "$PORT" $DEBUG
|
||||
Reference in New Issue
Block a user