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70 changes: 26 additions & 44 deletions efinance/common/getter.py
Original file line number Diff line number Diff line change
@@ -1,11 +1,9 @@
from datetime import datetime
from typing import Dict, List, Union

import multitasking
import gevent
from gevent.pool import Pool
import pandas as pd
from jsonpath import jsonpath
from retry import retry
from tqdm import tqdm

from ..common.config import MARKET_NUMBER_DICT
from ..shared import BASE_INFO_CACHE, session
Expand Down Expand Up @@ -66,12 +64,12 @@ def get_realtime_quotes_by_fs(fs: str, **kwargs) -> pd.DataFrame:

@to_numeric
def get_quote_history_single(
code: str,
beg: str = '19000101',
end: str = '20500101',
klt: int = 101,
fqt: int = 1,
**kwargs,
code: str,
beg: str = '19000101',
end: str = '20500101',
klt: int = 101,
fqt: int = 1,
**kwargs,
) -> pd.DataFrame:
"""
获取单只股票、债券 K 线数据
Expand Down Expand Up @@ -118,49 +116,34 @@ def get_quote_history_single(


def get_quote_history_multi(
codes: List[str],
beg: str = '19000101',
end: str = '20500101',
klt: int = 101,
fqt: int = 1,
tries: int = 3,
**kwargs,
codes: List[str],
beg: str = '19000101',
end: str = '20500101',
klt: int = 101,
fqt: int = 1,
tries: int = 3,
**kwargs,
) -> Dict[str, pd.DataFrame]:
"""
获取多只股票、债券历史行情信息

"""

dfs: Dict[str, pd.DataFrame] = {}
total = len(codes)

@multitasking.task
@retry(tries=tries, delay=1)
def start(code: str):
_df = get_quote_history_single(
code, beg=beg, end=end, klt=klt, fqt=fqt, **kwargs
)
dfs[code] = _df
pbar.update(1)
pbar.set_description_str(f'Processing => {code}')

pbar = tqdm(total=total)
for code in codes:
start(code)
multitasking.wait_for_tasks()
pbar.close()
if kwargs.get(MagicConfig.RETURN_DF):
return pd.concat(dfs, axis=0, ignore_index=True)
pool = Pool(total)
coroutine_list = [pool.spawn(get_quote_history_single, x, beg=beg, end=end, klt=klt, fqt=fqt) for x in codes]
gevent.joinall(coroutine_list)
df_value = [_.value for _ in coroutine_list]
dfs = dict(zip(codes, df_value))
return dfs


def get_quote_history(
codes: Union[str, List[str]],
beg: str = '19000101',
end: str = '20500101',
klt: int = 101,
fqt: int = 1,
**kwargs,
codes: Union[str, List[str]],
beg: str = '19000101',
end: str = '20500101',
klt: int = 101,
fqt: int = 1,
**kwargs,
) -> Union[pd.DataFrame, Dict[str, pd.DataFrame]]:
"""
获取股票、ETF、债券的 K 线数据
Expand Down Expand Up @@ -308,7 +291,6 @@ def get_today_bill(code: str) -> pd.DataFrame:

@to_numeric
def get_base_info(quote_id: str) -> pd.Series:

fields = ",".join(EASTMONEY_BASE_INFO_FIELDS.keys())
params = (
('ut', 'fa5fd1943c7b386f172d6893dbfba10b'),
Expand Down
3 changes: 2 additions & 1 deletion requirements.txt
Original file line number Diff line number Diff line change
Expand Up @@ -4,4 +4,5 @@ pandas
retry
multitasking
jsonpath
rich
rich
gevent