Initial commit

2025-06-10 01:16:09 +08:00
commit 05bab03b8c
155 changed files with 19979 additions and 0 deletions
@@ -0,0 +1,114 @@
+import baostock as bs
+
+from Common.CEnum import AUTYPE, DATA_FIELD, KL_TYPE
+from Common.CTime import CTime
+from Common.func_util import kltype_lt_day, str2float
+from KLine.KLine_Unit import CKLine_Unit
+
+from .CommonStockAPI import CCommonStockApi
+
+
+def create_item_dict(data, column_name):
+    for i in range(len(data)):
+        data[i] = parse_time_column(data[i]) if i == 0 else str2float(data[i])
+    return dict(zip(column_name, data))
+
+
+def parse_time_column(inp):
+    # 20210902113000000
+    # 2021-09-13
+    if len(inp) == 10:
+        year = int(inp[:4])
+        month = int(inp[5:7])
+        day = int(inp[8:10])
+        hour = minute = 0
+    elif len(inp) == 17:
+        year = int(inp[:4])
+        month = int(inp[4:6])
+        day = int(inp[6:8])
+        hour = int(inp[8:10])
+        minute = int(inp[10:12])
+    elif len(inp) == 19:
+        year = int(inp[:4])
+        month = int(inp[5:7])
+        day = int(inp[8:10])
+        hour = int(inp[11:13])
+        minute = int(inp[14:16])
+    else:
+        raise Exception(f"unknown time column from baostock:{inp}")
+    return CTime(year, month, day, hour, minute)
+
+
+def GetColumnNameFromFieldList(fileds: str):
+    _dict = {
+        "time": DATA_FIELD.FIELD_TIME,
+        "date": DATA_FIELD.FIELD_TIME,
+        "open": DATA_FIELD.FIELD_OPEN,
+        "high": DATA_FIELD.FIELD_HIGH,
+        "low": DATA_FIELD.FIELD_LOW,
+        "close": DATA_FIELD.FIELD_CLOSE,
+        "volume": DATA_FIELD.FIELD_VOLUME,
+        "amount": DATA_FIELD.FIELD_TURNOVER,
+        "turn": DATA_FIELD.FIELD_TURNRATE,
+    }
+    return [_dict[x] for x in fileds.split(",")]
+
+
+class CBaoStock(CCommonStockApi):
+    is_connect = None
+
+    def __init__(self, code, k_type=KL_TYPE.K_DAY, begin_date=None, end_date=None, autype=AUTYPE.QFQ):
+        super(CBaoStock, self).__init__(code, k_type, begin_date, end_date, autype)
+
+    def get_kl_data(self):
+        # 天级别以上才有详细交易信息
+        if kltype_lt_day(self.k_type):
+            if not self.is_stock:
+                raise Exception("没有获取到数据，注意指数是没有分钟级别数据的！")
+            fields = "time,open,high,low,close"
+        else:
+            fields = "date,open,high,low,close,volume,amount,turn"
+        autype_dict = {AUTYPE.QFQ: "2", AUTYPE.HFQ: "1", AUTYPE.NONE: "3"}
+        rs = bs.query_history_k_data_plus(
+            code=self.code,
+            fields=fields,
+            start_date=self.begin_date,
+            end_date=self.end_date,
+            frequency=self.__convert_type(),
+            adjustflag=autype_dict[self.autype],
+        )
+        if rs.error_code != '0':
+            raise Exception(rs.error_msg)
+        while rs.error_code == '0' and rs.next():
+            yield CKLine_Unit(create_item_dict(rs.get_row_data(), GetColumnNameFromFieldList(fields)))
+
+    def SetBasciInfo(self):
+        rs = bs.query_stock_basic(code=self.code)
+        if rs.error_code != '0':
+            raise Exception(rs.error_msg)
+        code, code_name, ipoDate, outDate, stock_type, status = rs.get_row_data()
+        self.name = code_name
+        self.is_stock = (stock_type == '1')
+
+    @classmethod
+    def do_init(cls):
+        if not cls.is_connect:
+            cls.is_connect = bs.login()
+
+    @classmethod
+    def do_close(cls):
+        if cls.is_connect:
+            bs.logout()
+            cls.is_connect = None
+
+    def __convert_type(self):
+        _dict = {
+            KL_TYPE.K_DAY: 'd',
+            KL_TYPE.K_WEEK: 'w',
+            KL_TYPE.K_MON: 'm',
+            KL_TYPE.K_5M: '5',
+            KL_TYPE.K_15M: '15',
+            KL_TYPE.K_30M: '30',
+            KL_TYPE.K_60M: '60',
+        }
+        return _dict[self.k_type]