Module: Tushare::Stock::Reference

Extended by:
Util
Defined in:
lib/tushare/stock/reference.rb

Overview

投资参考数据接口

Class Method Summary collapse

Methods included from Util

_code_to_symbol, _write_console, _write_head, check_quarter, check_year, fetch_ftp_file, holiday?, trade_cal

Class Method Details

._random(n = 13) ⇒ Object 



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# File 'lib/tushare/stock/reference.rb', line 462

def _random(n = 13)
  start_int = 10**(n-1)
  end_int = (10**n) - 1
  rand(start_int..end_int).to_s
end

.forecast_data(year, quarter) ⇒ Object

Return

DataFrame

code,代码
name,名称
type,业绩变动类型【预增、预亏等】
report_date,发布日期
pre_eps,上年同期每股收益
range,业绩变动范围



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# File 'lib/tushare/stock/reference.rb', line 57

def forecast_data(year, quarter)
  check_year(year)
  check_quarter(quarter)
  doc_generator = lambda do |p|
    url = format(FORECAST_URL, P_TYPE['http'], DOMAINS['vsf'],
                 PAGES['fd'], year, quarter, p, PAGE_NUM[1])
    Nokogiri.HTML(open(url), nil, 'gbk')
  end
  row_finder = lambda do |doc|
    doc.css('table.list_table > tr')
  end
  row_processor = lambda do |row|
    row.to_a.values_at(0, 1, 2, 3, 6, 7).map { |item| item.content.strip }
  end
  last_page_guard = lambda do |doc|
    next_page = doc.css('div.pages > a:last').css('a.nolink')
    !next_page.empty?
  end
  get_data(1, FORECAST_COLS, doc_generator, row_finder,
           row_processor, last_page_guard)
end

.fund_holdings(year, quarter) ⇒ Object

Return

DataFrame code:股票代码 name:名称 date:报告日期 nums:基金家数 nlast:与上期相比（增加或减少了） count:基金持股数（万股） clast:与上期相比 amount:基金持股市值 ratio:占流通盘比率



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# File 'lib/tushare/stock/reference.rb', line 131

def fund_holdings(year, quarter)
  check_year(year)
  check_quarter(quarter)
  start_date, end_date = QUARTS_DIC[quarter.to_s]
  start_date = format(start_date % (quarter == 1 && year - 1 || year))
  end_date = format(end_date % year)
  url_generator = lambda do |page|
    format(FUND_HOLDS_URL, P_TYPE['http'], DOMAINS['163'], PAGES['163fh'],
           PAGES['163fh'], page, start_date, end_date, rand(5))
  end
  resp = HTTParty.get(url_generator.call(0))
  page_count = JSON.parse(resp)['pagecount']
  result = []
  1.upto(page_count) do |page|
    _write_console
    resp = HTTParty.get url_generator.call(page)
    data = JSON.parse(resp)['list']
    data.each do |datum|
      object = {}
      object['code'] = datum['SYMBOL']
      object['name'] = datum['SNAME']
      object['date'] = datum['REPORTDATE']
      object['nums'] = datum['SHULIANG']
      object['nlast'] = datum['SHULIANGBIJIAO']
      object['count'] = (datum['GUSHU'].to_f / 10_000).round(2)
      object['clast'] = (datum['GUSHUBIJIAO'].to_f / 10_000).round(2)
      object['amount'] = (datum['SHIZHI'].to_f / 10_000).round(2)
      object['ratio'] = (datum['SCSTC27'].to_f * 100).round(2)
      result << object
    end
  end
  result
end

.get_data(start_page, headers, doc_generator, row_finder, row_processor, last_page_guard) ⇒ Object 



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# File 'lib/tushare/stock/reference.rb', line 435

def get_data(start_page, headers, doc_generator, row_finder,
             row_processor, last_page_guard)
  _write_head
  [].concat process_data(start_page, headers, doc_generator,
                         row_finder, row_processor, last_page_guard)
end

.new_stocks ⇒ Object

Return

DataFrame code:股票代码 name:名称 ipo_date:上网发行日期 issue_date:上市日期 amount:发行数量(万股) markets:上网发行数量(万股) price:发行价格(元) pe:发行市盈率 limit:个人申购上限(万股) funds：募集资金(亿元) ballot:网上中签率(%)



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# File 'lib/tushare/stock/reference.rb', line 187

def new_stocks
  url = format(NEW_STOCKS_URL, P_TYPE['http'], DOMAINS['vsf'],
               PAGES['newstock'], 1)
  doc_generator = lambda do |p|
    url = format(NEW_STOCKS_URL, P_TYPE['http'], DOMAINS['vsf'],
                 PAGES['newstock'], p)
    Nokogiri.HTML open(url), nil, 'gbk'
  end
  row_finder = lambda do |doc|
    doc.css('table#NewStockTable > tr').drop(2)
  end
  row_processor = lambda do |row|
    arr = row.to_a
    arr.delete_at 1
    arr.map(&:content).map(&:strip)
  end
  last_page_guard = lambda do |doc|
    doc.css('table.table2 tr:first td:first a').last.text != '尾页'
  end
  get_data(1, NEW_STOCKS_COLS, doc_generator, row_finder,
           row_processor, last_page_guard)
end

.process_data(start_page, headers, doc_generator, row_finder, row_processor, last_page_guard) ⇒ Object 



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# File 'lib/tushare/stock/reference.rb', line 442

def process_data(start_page, headers, doc_generator, row_finder,
                 row_processor, last_page_guard)
  result = []
  page = start_page
  loop do
    _write_console
    doc = doc_generator.call(page)
    row_finder.call(doc).each do |tr|
      object = {}
      row_processor.call(tr.css('td')).each_with_index do |item, index|
        object[headers[index]] = item if headers[index]
      end
      result << object
    end
    break if last_page_guard.call(doc)
    page += 1
  end
  result
end

.profit_data(year = Time.now.year, start_page = 0) ⇒ Object

returns code:股票代码 name:股票名称 year:分配年份 report_date:公布日期 divi:分红金额（每10股） shares:转增和送股数（每10股）



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# File 'lib/tushare/stock/reference.rb', line 21

def profit_data(year = Time.now.year, start_page = 0)
  doc_generator = lambda do |p|
    url = format(DP_163_URL, P_TYPE['http'], DOMAINS['163'],
                 PAGES['163dp'], year, p)
    Nokogiri.HTML(open(url))
  end
  row_finder = lambda do |doc|
    doc.css('div.fn_rp_list table > tr')
  end
  row_processor = lambda do |row|
    row.drop(1).map { |item| item.content.strip }
  end
  last_page_guard = lambda do |doc|
    last_element = doc.css('div.mod_pages > :last-child').first
    last_element.name == 'span'
  end
  get_data(0, DP_163_COLS, doc_generator, row_finder,
           row_processor, last_page_guard)
end

.sh_margin_details(date = '', symbol = '', start_date = '', end_date = '') ⇒ Object

Return

DataFrame opDate:信用交易日期 stockCode:标的证券代码 securityAbbr:标的证券简称 rzye:本日融资余额(元) rzmre: 本日融资买入额(元) rzche:本日融资偿还额(元) rqyl: 本日融券余量 rqmcl: 本日融券卖出量 rqchl: 本日融券偿还量



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# File 'lib/tushare/stock/reference.rb', line 311

def sh_margin_details(date = '', symbol = '', start_date = '', end_date = '')
  date = date == '' ? date : date.delete('-')
  start_date = start_date == '' ? start_date : start_date.delete('-')
  end_date = end_date == '' ? end_date : end_date.delete('-')
  date = '' if start_date != '' && end_date != ''
  page_no = ''
  begin_page = ''
  end_page = ''
  result = []

  loop do
    tail = format(MAR_SH_HZ_TAIL_URL, page_no, begin_page, end_page)
    if page_no == ''
      page_no = 6
      tail = ''
    else
      page_no += 5
    end
    begin_page = page_no
    end_page = page_no + 4
    url = format(MAR_SH_MX_URL, P_TYPE['http'], DOMAINS['sseq'],
                 PAGES['qmd'], _random(5), date, symbol, start_date,
                 end_date, tail, _random)
    ref = format(MAR_SH_HZ_REF_URL, P_TYPE['http'], DOMAINS['sse'])
    resp = HTTParty.get(
      url,
      headers: { 'Referer' => ref },
      cookies: MAR_SH_COOKIES
    )
    json = JSON.parse(resp.body.sub(/jsonpCallback\d+\(/, '')[0..-2])['pageHelp']

    json['data'].each do |datum|
      object = {}
      MAR_SH_MX_COLS.each do |key|
        if key == 'opDate'
          date = datum[key]
          object[key] = format('%s-%s-%s', date[0..3], date[4..5], date[6..7])
        else
          object[key] = datum[key]
        end
      end
      result << object
    end

    page_count = json['pageCount']
    data_page = page_count % 5 > 0 ? page_count / 5 + 1 : page_count / 5
    p result.size
    break unless begin_page < data_page * 5
  end
  result
end

.sh_margins(start_date = nil, end_date = nil) ⇒ Object

Return

DataFrame opDate:信用交易日期 rzye:本日融资余额(元) rzmre: 本日融资买入额(元) rqyl: 本日融券余量 rqylje: 本日融券余量金额(元) rqmcl: 本日融券卖出量 rzrqjyzl:本日融资融券余额(元)



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# File 'lib/tushare/stock/reference.rb', line 232

def sh_margins(start_date = nil, end_date = nil)
  start_date ||= Date.today.prev_year.strftime('%Y-%m-%d')
  end_date ||= Date.today.strftime('%Y-%m-%d')
  start_date = start_date.delete '-'
  end_date = end_date.delete '-'
  page_no = ''
  begin_page = ''
  end_page = ''
  result = []

  loop do
    tail = format(MAR_SH_HZ_TAIL_URL, page_no, begin_page, end_page)
    if page_no == ''
      page_no = 6
      tail = ''
    else
      page_no += 5
    end
    begin_page = page_no
    end_page = page_no + 4
    url = format(MAR_SH_HZ_URL, P_TYPE['http'], DOMAINS['sseq'],
                 PAGES['qmd'], _random(5), start_date, end_date, tail,
                 _random)
    ref = format(MAR_SH_HZ_REF_URL, P_TYPE['http'], DOMAINS['sse'])
    resp = HTTParty.get(
      url,
      headers: { 'Referer' => ref },
      cookies: MAR_SH_COOKIES
    )
    json = JSON.parse(resp.body.sub(/jsonpCallback\d+\(/, '')[0..-2])['pageHelp']

    json['data'].each do |datum|
      object = {}
      MAR_SH_HZ_COLS.each do |key|
        if key == 'opDate'
          date = datum[key]
          object[key] = format('%s-%s-%s', date[0..3], date[4..5], date[6..7])
        else
          object[key] = datum[key]
        end
      end
      result << object
    end

    page_count = json['pageCount']
    data_page = page_count % 5 > 0 ? page_count / 5 + 1 : page_count / 5
    break unless begin_page < data_page * 5
  end
  result
end

.sz_margin_details(date = nil) ⇒ Object

Return

DataFrame opDate:信用交易日期 stockCode:标的证券代码 securityAbbr:标的证券简称 rzmre: 融资买入额(元) rzye:融资余额(元) rqmcl: 融券卖出量 rqyl: 融券余量 rqye: 融券余量(元) rzrqye:融资融券余额(元)



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# File 'lib/tushare/stock/reference.rb', line 415

def sz_margin_details(date = nil)
  date ||= Date.today.prev_day.strftime('%Y-%m-%d')
  url = format(MAR_SZ_MX_URL, P_TYPE['http'], DOMAINS['szse'],
               PAGES['szsefc'], date)
  doc = Nokogiri::HTML(open(url), nil, 'gbk')
  rows = doc.css('tr')[1..-2]
  result = []
  rows.each do |row|
    object = { 'opDate' => date }
    tds = row.css('td')
    MAR_SZ_MX_COLS.each_with_index do |key, index|
      object[key] = tds[index].content.strip
    end
    result << object
  end
  result
end

.sz_margins(start_date = nil, end_date = nil) ⇒ Object

Raises:



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# File 'lib/tushare/stock/reference.rb', line 363

def sz_margins(start_date = nil, end_date = nil)
  if start_date.nil? && end_date.nil?
    start_date ||= Date.today.prev_day(7)
    end_date ||= Date.today
  end
  raise MAR_SZ_HZ_MSG2 if start_date.nil? || end_date.nil?
  range = (start_date..end_date).to_a
  raise MAR_SZ_HZ_MSG if range.size > 261
  _write_head
  result = []
  range.each do |date|
    _write_console
    url = format(MAR_SZ_HZ_URL, P_TYPE['http'], DOMAINS['szse'],
                 PAGES['szsefc'], date.strftime('%Y-%m-%d'))
    doc = Nokogiri::HTML(open(url), nil, 'gbk')
    begin
      row = doc.css('tr')[1].css('td')
    rescue
      next
    end
    object = { 'opDate' => date}
    MAR_SZ_HZ_COLS.each_with_index do |key, index|
      object[key] = row[index].content.strip
    end
    result << object
  end
  puts "\n"
  result
end

.xsg_data(year = Time.now.year, month = Time.now.month) ⇒ Object

Return

DataFrame code:股票代码 name:名称 date:解禁日期 count:解禁数量（万股） ratio:占总盘比率



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# File 'lib/tushare/stock/reference.rb', line 97

def xsg_data(year = Time.now.year, month = Time.now.month)
  url = format(XSG_URL, P_TYPE['http'], DOMAINS['em'], PAGES['emxsg'], year,
               month)
  lines = HTTParty.get(url).slice(3..-3)
  lines.split('","').map do |row|
    arr = row.split(',').values_at(1, 3, 4, 5, 6)
    arr[3] = (arr[3].to_f / 10_000).round(2)
    arr[4] = (arr[4].to_f * 100).round(2)
    object = {}
    XSG_COLS.each_with_index do |key, index|
      object[key] = arr[index]
    end
    object
  end
end