101 lines
3.4 KiB
Python
101 lines
3.4 KiB
Python
"""
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股票基础信息同步 — 从 QMT get_instrument_detail 获取
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"""
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from datetime import date
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from core.scoring.sync.base import BaseSync
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from core.scoring.models import StockInfo
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from core.database import db
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from core.logger import LogLevel, PrintLog
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BATCH_SIZE = 200
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class StocksSync(BaseSync):
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"""股票基础信息同步 — QMT get_instrument_detail_list"""
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def _fetch(self, **kwargs):
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"""从 QMT 拉取全部A股基础信息"""
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from xtquant import xtdata
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all_stocks = xtdata.get_stock_list_in_sector("沪深A股")
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PrintLog(LogLevel.INFO, f'[sync] Stocks: 获取到 {len(all_stocks)} 只A股')
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result = {}
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total = len(all_stocks)
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for i in range(0, total, BATCH_SIZE):
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batch = all_stocks[i:i + BATCH_SIZE]
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try:
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details = xtdata.get_instrument_detail_list(batch)
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result.update(details)
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except Exception as e:
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PrintLog(LogLevel.ERROR,
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f'[sync] Stocks batch {i}-{min(i + BATCH_SIZE, total)} failed: {e}')
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self.stats['errors'] += len(batch)
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return result
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def _upsert(self, data: dict):
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"""写入 StockInfo 表"""
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records = []
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today = date.today()
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for full_code, inst in data.items():
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if not inst:
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self.stats['skipped'] += 1
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continue
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code_num = full_code.split('.')[0]
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# 判断交易所
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exchange = inst.get('ExchangeID', '')
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if not exchange:
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if '.SH' in full_code:
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exchange = 'SH'
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elif '.SZ' in full_code:
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exchange = 'SZ'
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elif '.BJ' in full_code:
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exchange = 'BJ'
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# OpenDate 格式: 'YYYYMMDD' 或 int
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open_date = inst.get('OpenDate', '')
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if open_date and len(str(open_date)) == 8:
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list_date_val = f'{str(open_date)[:4]}-{str(open_date)[4:6]}-{str(open_date)[6:8]}'
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else:
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list_date_val = None
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# InstrumentStatus 含义:
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# 0/1 = 正常股票（含已退市但仍在QMT列表的）
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# -1 = ST / *ST
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# 30/31 = *ST
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# 已退市股（名字含XD/退）K线不足120日，会在候选股过滤时被排除
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status = inst.get('InstrumentStatus', -1)
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if status in (-1, 30, 31):
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listing_status = 'ST'
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else:
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listing_status = 'normal'
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total_share = inst.get('TotalVolume', None)
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float_share = inst.get('FloatVolume', None)
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records.append({
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'code': full_code,
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'name': str(inst.get('InstrumentName', '')),
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'exchange': exchange,
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'list_date': list_date_val,
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'listing_status': listing_status,
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'total_share': float(total_share) if total_share else None,
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'float_share': float(float_share) if float_share else None,
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'share_updated_at': today,
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})
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if records:
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with db.atomic():
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for batch in _chunked(records, 500):
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StockInfo.insert_many(batch).on_conflict_replace().execute()
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self.stats['inserted'] += len(records)
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def _chunked(lst: list, n: int):
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for i in range(0, len(lst), n):
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yield lst[i:i + n]
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