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Merge pull request #63 from shikbupt/EastMoneyFund
Add eastmoneyfund(天天基金) source
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| Original file line number | Diff line number | Diff line change |
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| """ | ||
| A source fetching fund price(net value) from eastmoneyfund(天天基金) | ||
| which is a chinese securities company. | ||
| eastmoneyfund supports many kinds of fund, such as fixed income fund, ETF, etc. | ||
| this script only supports specific fund which table's header is following: | ||
| https://fundf10.eastmoney.com/F10DataApi.aspx?type=lsjz&code=377240. | ||
| fixed income fund is not supported, likes: | ||
| https://fundf10.eastmoney.com/F10DataApi.aspx?type=lsjz&code=040003 | ||
| the API, as far as I know, is undocumented. | ||
| Prices are denoted in CNY. | ||
| Timezone information: the http API requests GMT+8, | ||
| the function transfers timezone to GMT+8 automatically | ||
| """ | ||
| import datetime | ||
| import re | ||
| from decimal import Decimal | ||
| import requests | ||
| from beanprice import source | ||
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| # All of the easymoney funds are in CNY. | ||
| CURRENCY = 'CNY' | ||
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| TIMEZONE = datetime.timezone(datetime.timedelta(hours=+8), 'Asia/Shanghai') | ||
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| headers = {'content-type': 'application/json', | ||
| 'User-Agent': 'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:22.0)' | ||
| 'Gecko/20100101 Firefox/22.0'} | ||
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| class EastMoneyFundError(ValueError): | ||
| "An error from the EastMoneyFund API." | ||
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| UnsupportTickerError = EastMoneyFundError( | ||
| 'header not match, dont support this ticker type') | ||
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| def parse_page(page): | ||
| tr_re = re.compile(r'<tr>(.*?)</tr>') | ||
| item_re = re.compile( | ||
| r'<td>(\d{4}-\d{2}-\d{2})</td><td.*?>(.*?)</td><td.*?>(.*?)</td>' | ||
| '<td.*?>(.*?)</td><td.*?>(.*?)</td><td.*?>(.*?)</td><td.*?></td>', | ||
| re.X) | ||
| header_match = re.compile( | ||
| r'<th.*?净值日期</th><th>单位净值</th><th>累计净值</th><th>日增长率</th>' | ||
| '<th>申购状态</th><th>赎回状态</th>.*?分红送配</th>') | ||
| table = tr_re.findall(page) | ||
| if not header_match.match(table[0]): | ||
| raise UnsupportTickerError | ||
| try: | ||
| table = [(datetime.datetime.fromisoformat(t[0]). | ||
| replace(hour=15, tzinfo=TIMEZONE), Decimal(t[1])) | ||
| for t in map(lambda x: item_re.match(x).groups(), table[1:])] | ||
| except AttributeError: | ||
| return None | ||
| return table | ||
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| def get_price_series(ticker: str, time_begin: datetime.datetime, time_end: datetime.datetime): | ||
| base_url = 'https://fundf10.eastmoney.com/F10DataApi.aspx' | ||
| time_delta_day = (time_end-time_begin).days+1 | ||
| pages = time_delta_day//30 + 1 | ||
| res = [] | ||
| for page in range(1, pages+1): | ||
| query = {'code': ticker, 'page': page, | ||
| 'sdate': time_begin.astimezone(TIMEZONE).date(), | ||
| 'edate': time_end.astimezone(TIMEZONE).date(), 'type': 'lsjz', 'per': 30} | ||
| response = requests.get(base_url, params=query, headers=headers) | ||
| if response.status_code != requests.codes.ok: | ||
| raise EastMoneyFundError( | ||
| f"Invalid response ({response.status_code}): {response.text}") | ||
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| price = parse_page(response.text) | ||
| if price is None and page == 1: | ||
| raise EastMoneyFundError( | ||
| f'Invalid ticker {ticker} or ' | ||
| f'search day {time_begin.date().isoformat()}~{time_end.date().isoformat()}') | ||
| if price is None: | ||
| break | ||
| res.extend(price) | ||
| return res | ||
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| class Source(source.Source): | ||
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| def get_latest_price(self, ticker): | ||
| end_time = datetime.datetime.now(TIMEZONE) | ||
| begin_time = end_time - datetime.timedelta(days=10) | ||
| prices = get_price_series(ticker, begin_time, end_time) | ||
| last_price = prices[0] | ||
| return source.SourcePrice(last_price[1], last_price[0], CURRENCY) | ||
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| def get_historical_price(self, ticker, time): | ||
| prices = get_price_series( | ||
| ticker, time-datetime.timedelta(days=10), time) | ||
| last_price = prices[0] | ||
| return source.SourcePrice(last_price[1], last_price[0], CURRENCY) | ||
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| def get_prices_series(self, ticker, time_begin, time_end): | ||
| res = [source.SourcePrice(x[1], x[0], CURRENCY) | ||
| for x in get_price_series(ticker, time_begin, time_end)] | ||
| return sorted(res, key=lambda x: x.time) |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,84 @@ | ||
| import datetime | ||
| import unittest | ||
| from decimal import Decimal | ||
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| from unittest import mock | ||
| from dateutil import tz | ||
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| import requests | ||
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| import eastmoneyfund | ||
| from beanprice import source | ||
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| contents = ''' | ||
| var apidata={ content:"<table class='w782 comm lsjz'><thead><tr><th class='first'>净值日期</th><th>单位净值</th><th>累计净值</th><th>日增长率</th><th>申购状态</th><th>赎回状态</th><th class='tor last'>分红送配</th></tr></thead><tbody><tr><td>2020-10-09</td><td class='tor bold'>5.1890</td><td class='tor bold'>5.1890</td><td class='tor bold red'>4.11%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-30</td><td class='tor bold'>4.9840</td><td class='tor bold'>4.9840</td><td class='tor bold red'>0.12%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-29</td><td class='tor bold'>4.9780</td><td class='tor bold'>4.9780</td><td class='tor bold red'>1.14%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-28</td><td class='tor bold'>4.9220</td><td class='tor bold'>4.9220</td><td class='tor bold red'>0.22%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-25</td><td class='tor bold'>4.9110</td><td class='tor bold'>4.9110</td><td class='tor bold red'>0.88%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-24</td><td class='tor bold'>4.8680</td><td class='tor bold'>4.8680</td><td class='tor bold grn'>-3.81%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-23</td><td class='tor bold'>5.0610</td><td class='tor bold'>5.0610</td><td class='tor bold red'>2.41%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-22</td><td class='tor bold'>4.9420</td><td class='tor bold'>4.9420</td><td class='tor bold grn'>-1.02%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-21</td><td class='tor bold'>4.9930</td><td class='tor bold'>4.9930</td><td class='tor bold grn'>-1.29%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-18</td><td class='tor bold'>5.0580</td><td class='tor bold'>5.0580</td><td class='tor bold red'>0.48%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-17</td><td class='tor bold'>5.0340</td><td class='tor bold'>5.0340</td><td class='tor bold red'>0.60%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-16</td><td class='tor bold'>5.0040</td><td class='tor bold'>5.0040</td><td class='tor bold grn'>-1.28%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-15</td><td class='tor bold'>5.0690</td><td class='tor bold'>5.0690</td><td class='tor bold red'>1.06%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-14</td><td class='tor bold'>5.0160</td><td class='tor bold'>5.0160</td><td class='tor bold red'>0.42%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-11</td><td class='tor bold'>4.9950</td><td class='tor bold'>4.9950</td><td class='tor bold red'>3.39%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr><tr><td>2020-09-10</td><td class='tor bold'>4.8310</td><td class='tor bold'>4.8310</td><td class='tor bold grn'>-0.29%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr></tbody></table>",records:16,pages:1,curpage:1};''' | ||
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| unsupport_content = ''' | ||
| var apidata={ content:"<table class='w782 comm lsjz'><thead><tr><th class='first'>净值日期</th><th>每万份收益</th><th>7日年化收益率（%）</th><th>申购状态</th><th>赎回状态</th><th class='tor last'>分红送配</th></tr></thead><tbody><tr><td>2020-09-10</td><td class='tor bold'>0.4230</td><td class='tor bold'>1.5730%</td><td>开放申购</td><td>开放赎回</td><td class='red unbold'></td></tr></tbody></table>",records:1,pages:1,curpage:1};''' | ||
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| def response(contents, status_code=requests.codes.ok): | ||
| """Return a context manager to patch a JSON response.""" | ||
| response = mock.Mock() | ||
| response.status_code = status_code | ||
| response.text = contents | ||
| return mock.patch('requests.get', return_value=response) | ||
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| class EastMoneyFundFetcher(unittest.TestCase): | ||
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| def test_error_network(self): | ||
| with response(None, 404): | ||
| with self.assertRaises(ValueError) as exc: | ||
| eastmoneyfund.get_price_series( | ||
| '377240', datetime.datetime.now(), datetime.datetime.now()) | ||
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| def test_unsupport_page(self): | ||
| with response(unsupport_content): | ||
| with self.assertRaises(ValueError) as exc: | ||
| eastmoneyfund.get_price_series( | ||
| '377240', datetime.datetime.now(), datetime.datetime.now()) | ||
| self.assertEqual( | ||
| eastmoneyfund.UnsupportTickerError, exc.exception) | ||
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| def test_latest_price(self): | ||
| with response(contents): | ||
| srcprice = eastmoneyfund.Source().get_latest_price('377240') | ||
| self.assertIsInstance(srcprice, source.SourcePrice) | ||
| self.assertEqual(Decimal('5.1890'), srcprice.price) | ||
| self.assertEqual('CNY', srcprice.quote_currency) | ||
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| def test_historical_price(self): | ||
| with response(contents): | ||
| time = datetime.datetime(2018, 3, 27, 0, 0, 0, tzinfo=tz.tzutc()) | ||
| srcprice = eastmoneyfund.Source().get_historical_price('377240', time) | ||
| self.assertIsInstance(srcprice, source.SourcePrice) | ||
| self.assertEqual(Decimal('5.1890'), srcprice.price) | ||
| self.assertEqual('CNY', srcprice.quote_currency) | ||
| self.assertEqual(datetime.datetime(2020, 10, 9, 15, 0, 0, | ||
| tzinfo=eastmoneyfund.TIMEZONE), | ||
| srcprice.time) | ||
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| def test_get_prices_series(self): | ||
| with response(contents): | ||
| time = datetime.datetime(2018, 3, 27, 0, 0, 0, tzinfo=tz.tzutc()) | ||
| srcprice = eastmoneyfund.Source().get_prices_series( | ||
| '377240', time-datetime.timedelta(days=10), time) | ||
| self.assertIsInstance(srcprice, list) | ||
| self.assertIsInstance(srcprice[-1], source.SourcePrice) | ||
| self.assertEqual(Decimal('5.1890'), srcprice[-1].price) | ||
| self.assertEqual('CNY', srcprice[-1].quote_currency) | ||
| self.assertEqual(datetime.datetime(2020, 10, 9, 15, 0, 0, | ||
| tzinfo=eastmoneyfund.TIMEZONE), | ||
| srcprice[-1].time) | ||
| self.assertIsInstance(srcprice[0], source.SourcePrice) | ||
| self.assertEqual(Decimal('4.8310'), srcprice[0].price) | ||
| self.assertEqual('CNY', srcprice[0].quote_currency) | ||
| self.assertEqual(datetime.datetime(2020, 9, 10, 15, 0, 0, | ||
| tzinfo=eastmoneyfund.TIMEZONE), | ||
| srcprice[0].time) | ||
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| if __name__ == '__main__': | ||
| unittest.main() |