"""雪球数据源（pysnowball，非官方 SDK）。 提供： - 日 K 线复核（需要 token，免费但有限速） - 最新股本快照（quote_detail，单位原始股，需 ÷1e8 转为亿股） 没有 token 时降级：is_available() 返回 False。""" from __future__ import annotations import logging import os import time from datetime import datetime from typing import Any, Optional import pandas as pd from app.core.datasource.base import DataSource from app.core.datasource.utils import code6_to_xueqiu logger = logging.getLogger("sync.xueqiu") class XueqiuSource(DataSource): key = "datasource_xueqiu" name = "雪球" provides = ["kline_daily", "share"] requires_credential = True credential_key = "XUEQIU_TOKEN" # 进程内只 set_token 一次 _token_lock = __import__("threading").Lock() _token_set = False # RPS 限流（线程安全） # 雪球 token 限速 10 RPS（用户实测），用满 10 才能在合理时间内跑完全市场 _RPS_LIMIT = 10.0 _rate_lock = __import__("threading").Lock() _last_request = 0.0 def _read_token(self) -> str: return os.environ.get(self.credential_key, "").strip() def _import_ball(self): """延迟 + 显式 import。失败时打 warning（之前全被 except 吞了）。""" try: import pysnowball as ball return ball except ImportError as e: logger.error( "pysnowball 未安装，雪球数据源不可用。pip install pysnowball。错误: %s", e, ) raise def _set_token_once(self) -> None: if self._token_set: return with self._token_lock: if self._token_set: return token = self._read_token() if not token: return try: ball = self._import_ball() ball.set_token(token) self._token_set = True except ImportError: pass # _import_ball 已经打日志了 def _wait_rps(self) -> None: with self._rate_lock: now = time.time() elapsed = now - self._last_request min_interval = 1.0 / self._RPS_LIMIT if elapsed < min_interval: time.sleep(min_interval - elapsed) self._last_request = time.time() def is_available(self) -> tuple[bool, str]: token = self._read_token() if not token: return False, f"未配置 {self.credential_key}" # 顺便检查 pysnowball 是否装了 try: import pysnowball # noqa: F401 except ImportError: return False, "pysnowball 未安装，pip install pysnowball" return True, "ok" def health_check(self) -> dict[str, Any]: if not self._read_token(): return {"success": False, "message": f"未配置 {self.credential_key}"} try: ball = self._import_ball() self._set_token_once() result = ball.quote_detail("SH600036") if result is None or result.get("error_code") != 0: return { "success": False, "message": f"雪球返回异常: error_code={result.get('error_code') if result else 'None'} " f"desc={result.get('error_description') if result else 'None'}", } quote = (result or {}).get("data", {}).get("quote", {}) if not quote.get("total_shares") or not quote.get("float_shares"): return {"success": False, "message": "雪球返回成功，但缺少 total_shares/float_shares 字段"} return {"success": True, "message": "雪球连接成功，可读取股本快照"} except Exception as e: logger.exception("雪球 health_check 异常: %s", e) return {"success": False, "message": f"雪球连接失败: {e}"} def fetch_kline_daily(self, code6: str, start: str, end: str) -> pd.DataFrame: if not self._read_token(): return pd.DataFrame() try: ball = self._import_ball() self._set_token_once() self._wait_rps() symbol = code6_to_xueqiu(code6) start_dt = datetime.strptime(start, "%Y-%m-%d") end_dt = datetime.strptime(end, "%Y-%m-%d") count = min(max((end_dt - start_dt).days + 60, 10), 5000) # 加重试：雪球风控偶尔返回空/错误 result = None for attempt in range(3): result = ball.kline(symbol, period="day", count=count) if result and result.get("error_code") == 0: break time.sleep(0.3 * (attempt + 1)) if not result or result.get("error_code") != 0: logger.warning( "[kline %s] 雪球 kline 失败: error_code=%s desc=%s", code6, result.get("error_code") if result else "None", result.get("error_description") if result else "None", ) return pd.DataFrame() data = result.get("data", {}) columns = data.get("column", []) items = data.get("item", []) if not columns or not items: return pd.DataFrame() needed = {"timestamp": 0, "volume": 1, "open": 2, "high": 3, "low": 4, "close": 5} records = [] for row in items: try: ts = row[needed["timestamp"]] / 1000 records.append({ "trade_date": datetime.fromtimestamp(ts).strftime("%Y-%m-%d"), "open": float(row[needed["open"]]), "high": float(row[needed["high"]]), "low": float(row[needed["low"]]), "close": float(row[needed["close"]]), "volume": float(row[needed["volume"]]), }) except (IndexError, ValueError, TypeError, OSError): continue from app.core.datasource.utils import filter_date_range, normalize_kline return filter_date_range(normalize_kline(pd.DataFrame(records)), start, end) except Exception as e: logger.exception("[kline %s] 雪球 kline 异常: %s", code6, e) return pd.DataFrame() def fetch_share_snapshot(self, code6: str) -> Optional[dict[str, Any]]: """单只股票的最新股本快照。 返回： {total_share, float_share, trade_date} —— 单位：亿股 """ if not self._read_token(): return None try: ball = self._import_ball() self._set_token_once() self._wait_rps() symbol = code6_to_xueqiu(code6) result = ball.quote_detail(symbol) if not result or result.get("error_code") != 0: logger.warning( "[share %s] 雪球 quote_detail 失败: error_code=%s desc=%s", code6, result.get("error_code") if result else "None", result.get("error_description") if result else "None", ) return None quote = result.get("data", {}).get("quote", {}) today_str = datetime.now().strftime("%Y-%m-%d") total = round(float(quote.get("total_shares") or 0) / 1e8, 4) flt = round(float(quote.get("float_shares") or 0) / 1e8, 4) if total <= 0 or flt <= 0: logger.warning("[share %s] 雪球返回成功但 total/float 为 0", code6) return None return { "trade_date": today_str, "total_share": total, "float_share": flt, } except Exception as e: logger.exception("[share %s] 雪球 quote_detail 异常: %s", code6, e) return None