过滤当天更新的指数并计算天和周cci
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import time
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from playwright.sync_api import sync_playwright
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from loguru import logger
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import datetime
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import re
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import json
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import pandas as pd
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def index_data_scraper(index_code: str, data_file_path: str):
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with sync_playwright() as p:
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def on_response(response):
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if "push2.eastmoney.com/api/qt/clist/get" in response.url:
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try:
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if response.request.failure is None and response.status == 200:
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data = response.text()
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# logger.info(f"最新数据: \n{data}")
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# 保存响应数据
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with open(data_file_path, "a", encoding="utf-8") as f:
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f.write(data)
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f.write("\n")
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except Exception as e:
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logger.error(f"处理响应数据失败: {e}")
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browser_state_file_path = "./em_browser_state.json"
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browser = p.chromium.launch(args=["--start-maximized"], headless=True)
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context = browser.new_context(
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storage_state=browser_state_file_path, no_viewport=True
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)
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page = context.new_page()
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page.on("response", on_response)
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url = f"https://quote.eastmoney.com/center/gridlist.html#{index_code}"
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page.goto(url)
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# page.pause()
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for i in range(1, 500):
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logger.info(f"第{i}次点击")
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try:
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page.get_by_role("link", name=">", exact=True).click(timeout=30000)
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except Exception as e:
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break
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time.sleep(30)
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def get_state():
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with sync_playwright() as p:
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browser_state_file_path = "./em_browser_state.json"
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browser = p.chromium.launch(args=["--start-maximized"], headless=False)
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page = browser.new_page()
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url = f"https://quote.eastmoney.com/center/gridlist.html#index_sh"
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page.goto(url)
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page.pause()
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browser.contexts[0].storage_state(path=browser_state_file_path)
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def parse_data(data_file_path: str):
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df_list = []
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with open(data_file_path, "r", encoding="utf-8") as f:
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for line in f:
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match = re.search(r"\((\{.*\})\);?$", line)
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json_str = match.group(1)
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data = json.loads(json_str)
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inner_temp_df = pd.DataFrame(data["data"]["diff"])
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df_list.append(inner_temp_df)
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temp_df = pd.concat(df_list, ignore_index=True)
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temp_df["f3"] = pd.to_numeric(temp_df["f3"], errors="coerce")
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temp_df.sort_values(by=["f3"], ascending=False, inplace=True, ignore_index=True)
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temp_df.reset_index(inplace=True)
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temp_df["index"] = temp_df["index"].astype(int) + 1
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col_name_map = {
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"f12": "代码",
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"f14": "名称",
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"f2": "最新价",
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"f3": "涨跌幅",
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"f4": "涨跌额",
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"f5": "成交量",
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"f6": "成交额",
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"f7": "振幅",
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"f15": "最高",
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"f16": "最低",
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"f17": "今开",
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"f18": "昨收",
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"f10": "量比",
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}
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temp_df.rename(
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columns=col_name_map,
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inplace=True,
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)
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new_cols = col_name_map.values()
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temp_df = temp_df[new_cols]
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for col in new_cols:
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if col in [
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"代码",
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"名称",
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]:
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continue
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temp_df[col] = pd.to_numeric(temp_df[col], errors="coerce")
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return temp_df
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def get_index_latest_data():
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today = datetime.datetime.now().strftime("%Y%m%d")
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data_file_path = f"./{today}.txt"
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index_code = "index_sh"
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index_code_list = ["index_sh", "index_sz", "index_components", "index_zzzs"]
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for index_code in index_code_list:
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logger.info(f"开始更新指数数据: {index_code}")
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index_data_scraper(index_code=index_code, data_file_path=data_file_path)
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df = parse_data(data_file_path)
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return df
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if __name__ == "__main__":
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# df = get_index_latest_data()
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# code = "000001"
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# df = df[df["代码"] == code]
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# print(df)
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get_state()
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@@ -70,6 +70,10 @@ def main_calc_process():
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continue
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continue
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# 将 'date' 列转换为 datetime 类型,并设置为索引
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# 将 'date' 列转换为 datetime 类型,并设置为索引
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df["date"] = pd.to_datetime(df["date"])
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df["date"] = pd.to_datetime(df["date"])
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# 判断最新日期是否为今天,如果不是则跳过
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today_str = datetime.now().strftime("%Y-%m-%d")
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if df["date"].max().strftime("%Y-%m-%d") != today_str:
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continue
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df = df.sort_values("date")
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df = df.sort_values("date")
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df.set_index("date", inplace=True)
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df.set_index("date", inplace=True)
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@@ -93,23 +97,40 @@ def main_calc_process():
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timeperiod=14,
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timeperiod=14,
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)
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)
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df_weekly = df_weekly.tail(1)
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df_weekly = df_weekly.tail(1)
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cci = df_weekly["cci"].values[0]
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week_cci = df_weekly["cci"].values[0]
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logger.info(f"{i}/{len(code_list)}: {code} cci: {cci}")
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df["cci"] = ta.CCI(
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high=df["high"],
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low=df["low"],
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close=df["close"],
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timeperiod=14,
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)
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cci = df["cci"].tail(1).values[0]
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logger.info(f"{i}/{len(code_list)}: {code} week_cci: {week_cci} day_cci: {cci}")
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if cci < -100:
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if cci < -100:
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signal_list.append(
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signal_list.append(
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{"code": code, "name": code_info["指数名称"], "cci": cci}
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{
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"code": code,
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"name": code_info["指数名称"],
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"天cci": cci,
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"周cci": week_cci,
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}
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)
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)
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# break
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# break
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signal_df = pd.DataFrame(signal_list)
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signal_df = pd.DataFrame(signal_list)
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# dingtalk.send_markdown(
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# dingtalk.send_markdown(
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# f"CCI信号", signal_df.to_markdown(tablefmt="simple", index=False)
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# f"CCI信号", signal_df.to_markdown(tablefmt="simple", index=False)
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# )
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# )
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dingtalk.send_text(
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if len(signal_list) > 0:
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tabulate(signal_df, tablefmt="plain", headers="keys", showindex=False)
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dingtalk.send_text(
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)
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tabulate(signal_df, tablefmt="plain", headers="keys", showindex=False)
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)
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else:
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logger.info("无信号")
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if __name__ == "__main__":
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if __name__ == "__main__":
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# main_calc_process()
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...
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...
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# main()
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# main()
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# logger.info(datetime.now())
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# logger.info(datetime.now())
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