aszer/etf
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

过滤当天更新的指数并计算天和周cci

Browse Source
This commit is contained in:
aszerW
2025-10-30 21:56:02 +08:00
parent f0205ec146
commit b84cfc6b02
3 changed files with 27 additions and 128 deletions
Download Patch File Download Diff File Expand all files Collapse all files

1
em_browser_state.json
View File

@@ -1 +0,0 @@
{"cookies": [{"name": "fullscreengg", "value": "1", "domain": ".eastmoney.com", "path": "/", "expires": -1, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "fullscreengg2", "value": "1", "domain": ".eastmoney.com", "path": "/", "expires": -1, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "qgqp_b_id", "value": "3998be81d9d8e920bf1a47e9d7b68329", "domain": ".eastmoney.com", "path": "/", "expires": 1796311917.296861, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_nvi", "value": "pcDSsW8vzKoZZ2lzT5Z2i07df", "domain": ".eastmoney.com", "path": "/", "expires": 1793287917, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_si", "value": "92630991205653", "domain": ".eastmoney.com", "path": "/", "expires": -1, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_pvi", "value": "92887489601905", "domain": ".eastmoney.com", "path": "/", "expires": 1796311917.368717, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_sp", "value": "2025-10-29%2023%3A31%3A57", "domain": ".eastmoney.com", "path": "/", "expires": 1796311917.369031, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_inirUrl", "value": "", "domain": ".eastmoney.com", "path": "/", "expires": 1796311917.369443, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_sn", "value": "1", "domain": ".eastmoney.com", "path": "/", "expires": -1, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_psi", "value": "20251029233157369-113200313003-0751845929", "domain": ".eastmoney.com", "path": "/", "expires": -1, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "st_asi", "value": "delete", "domain": ".eastmoney.com", "path": "/", "expires": -1, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "nid", "value": "03decfaee3d761b8ded27f8ee073dc4b", "domain": ".eastmoney.com", "path": "/", "expires": 1769527917, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "nid_create_time", "value": "1761751917950", "domain": ".eastmoney.com", "path": "/", "expires": 1769527917, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "gvi", "value": "ppXpL14DB48utbjDwaDu6785e", "domain": ".eastmoney.com", "path": "/", "expires": 1769527917, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "gvi_create_time", "value": "1761751917950", "domain": ".eastmoney.com", "path": "/", "expires": 1769527917, "httpOnly": false, "secure": false, "sameSite": "Lax"}, {"name": "wsc_checkuser_ok", "value": "1", "domain": ".eastmoney.com", "path": "/", "expires": -1, "httpOnly": false, "secure": false, "sameSite": "Lax"}], "origins": [{"origin": "https://quote.eastmoney.com", "localStorage": [{"name": "st_inirUrl", "value": ""}, {"name": "st_pvi", "value": "92887489601905"}, {"name": "st_sp", "value": "2025-10-29 23:31:57"}]}]}

121
em_index_sport.py
View File

@@ -1,121 +0,0 @@
import time
from playwright.sync_api import sync_playwright
from loguru import logger
import datetime
import re
import json
import pandas as pd
def index_data_scraper(index_code: str, data_file_path: str):
with sync_playwright() as p:
def on_response(response):
if "push2.eastmoney.com/api/qt/clist/get" in response.url:
try:
if response.request.failure is None and response.status == 200:
data = response.text()
# logger.info(f"最新数据: \n{data}")
# 保存响应数据
with open(data_file_path, "a", encoding="utf-8") as f:
f.write(data)
f.write("\n")
except Exception as e:
logger.error(f"处理响应数据失败: {e}")
browser_state_file_path = "./em_browser_state.json"
browser = p.chromium.launch(args=["--start-maximized"], headless=True)
context = browser.new_context(
storage_state=browser_state_file_path, no_viewport=True
)
page = context.new_page()
page.on("response", on_response)
url = f"https://quote.eastmoney.com/center/gridlist.html#{index_code}"
page.goto(url)
# page.pause()
for i in range(1, 500):
logger.info(f"第{i}次点击")
try:
page.get_by_role("link", name=">", exact=True).click(timeout=30000)
except Exception as e:
break
time.sleep(30)
def get_state():
with sync_playwright() as p:
browser_state_file_path = "./em_browser_state.json"
browser = p.chromium.launch(args=["--start-maximized"], headless=False)
page = browser.new_page()
url = f"https://quote.eastmoney.com/center/gridlist.html#index_sh"
page.goto(url)
page.pause()
browser.contexts[0].storage_state(path=browser_state_file_path)
def parse_data(data_file_path: str):
df_list = []
with open(data_file_path, "r", encoding="utf-8") as f:
for line in f:
match = re.search(r"\((\{.*\})\);?$", line)
json_str = match.group(1)
data = json.loads(json_str)
inner_temp_df = pd.DataFrame(data["data"]["diff"])
df_list.append(inner_temp_df)
temp_df = pd.concat(df_list, ignore_index=True)
temp_df["f3"] = pd.to_numeric(temp_df["f3"], errors="coerce")
temp_df.sort_values(by=["f3"], ascending=False, inplace=True, ignore_index=True)
temp_df.reset_index(inplace=True)
temp_df["index"] = temp_df["index"].astype(int) + 1
col_name_map = {
"f12": "代码",
"f14": "名称",
"f2": "最新价",
"f3": "涨跌幅",
"f4": "涨跌额",
"f5": "成交量",
"f6": "成交额",
"f7": "振幅",
"f15": "最高",
"f16": "最低",
"f17": "今开",
"f18": "昨收",
"f10": "量比",
}
temp_df.rename(
columns=col_name_map,
inplace=True,
)
new_cols = col_name_map.values()
temp_df = temp_df[new_cols]
for col in new_cols:
if col in [
"代码",
"名称",
]:
continue
temp_df[col] = pd.to_numeric(temp_df[col], errors="coerce")
return temp_df
def get_index_latest_data():
today = datetime.datetime.now().strftime("%Y%m%d")
data_file_path = f"./{today}.txt"
index_code = "index_sh"
index_code_list = ["index_sh", "index_sz", "index_components", "index_zzzs"]
for index_code in index_code_list:
logger.info(f"开始更新指数数据: {index_code}")
index_data_scraper(index_code=index_code, data_file_path=data_file_path)
df = parse_data(data_file_path)
return df
if __name__ == "__main__":
# df = get_index_latest_data()
# code = "000001"
# df = df[df["代码"] == code]
# print(df)
get_state()

33
signal_calc.py
View File

@@ -70,6 +70,10 @@ def main_calc_process():
continue
# 将 'date' 列转换为 datetime 类型，并设置为索引
df["date"] = pd.to_datetime(df["date"])
# 判断最新日期是否为今天，如果不是则跳过
today_str = datetime.now().strftime("%Y-%m-%d")
if df["date"].max().strftime("%Y-%m-%d") != today_str:
continue
df = df.sort_values("date")
df.set_index("date", inplace=True)
@@ -93,23 +97,40 @@ def main_calc_process():
timeperiod=14,
)
df_weekly = df_weekly.tail(1)
cci = df_weekly["cci"].values[0]
logger.info(f"{i}/{len(code_list)}: {code} cci: {cci}")
week_cci = df_weekly["cci"].values[0]
df["cci"] = ta.CCI(
high=df["high"],
low=df["low"],
close=df["close"],
timeperiod=14,
)
cci = df["cci"].tail(1).values[0]
logger.info(f"{i}/{len(code_list)}: {code} week_cci: {week_cci} day_cci: {cci}")
if cci < -100:
signal_list.append(
{"code": code, "name": code_info["指数名称"], "cci": cci}
{
"code": code,
"name": code_info["指数名称"],
"天cci": cci,
"周cci": week_cci,
}
)
# break
signal_df = pd.DataFrame(signal_list)
# dingtalk.send_markdown(
# f"CCI信号", signal_df.to_markdown(tablefmt="simple", index=False)
# )
dingtalk.send_text(
tabulate(signal_df, tablefmt="plain", headers="keys", showindex=False)
)
if len(signal_list) > 0:
dingtalk.send_text(
tabulate(signal_df, tablefmt="plain", headers="keys", showindex=False)
)
else:
logger.info("无信号")
if __name__ == "__main__":
# main_calc_process()
...
# main()
# logger.info(datetime.now())