119 lines
4.0 KiB
Python
119 lines
4.0 KiB
Python
# -*- coding: utf-8 -*-
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from __future__ import division, print_function, unicode_literals
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from datetime import datetime
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from follower import BaseFollower
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from log import logger
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from misc import parse_cookies_str
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import pandas as pd
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class XueQiuFollower(BaseFollower):
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LOGIN_PAGE = "https://www.xueqiu.com"
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LOGIN_API = "https://xueqiu.com/snowman/login"
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TRANSACTION_API = "https://xueqiu.com/cubes/rebalancing/history.json"
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PORTFOLIO_URL = "https://xueqiu.com/p/"
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WEB_REFERER = "https://www.xueqiu.com"
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def __init__(self):
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super().__init__()
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self._adjust_sell = None
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self._users = None
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def login(self, user=None, password=None, **kwargs):
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"""
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雪球登陆， 需要设置 cookies
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:param cookies: 雪球登陆需要设置 cookies， 具体见
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https://smalltool.github.io/2016/08/02/cookie/
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:return:
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"""
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cookies = kwargs.get("cookies")
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if cookies is None:
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raise TypeError(
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"雪球登陆需要设置 cookies， 具体见" "https://smalltool.github.io/2016/08/02/cookie/"
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)
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headers = self._generate_headers()
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self.s.headers.update(headers)
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self.s.get(self.LOGIN_PAGE)
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cookie_dict = parse_cookies_str(cookies)
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self.s.cookies.update(cookie_dict)
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#extract_strategy_name(self, 'ZH1332574')
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logger.info("登录成功")
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def extract_strategy_name(self, strategy_url):
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base_url = "https://xueqiu.com/cubes/nav_daily/all.json?cube_symbol={}"
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url = base_url.format(strategy_url)
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rep = self.s.get(url)
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info_index = 0
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return rep.json()[info_index]["name"]
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def extract_transactions(self, history):
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if history["count"] <= 0:
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return []
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rebalancing_index = 0
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raw_transactions = history["list"][rebalancing_index]["rebalancing_histories"]
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transactions = []
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for transaction in raw_transactions:
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if transaction["price"] is None:
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logger.info("该笔交易无法获取价格，疑似未成交，跳过。交易详情: %s", transaction)
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continue
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transactions.append(transaction)
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return transactions
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def create_query_transaction_params(self, strategy):
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params = {"cube_symbol": strategy, "page": 1, "count": 1}
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return params
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# noinspection PyMethodOverriding
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def none_to_zero(self, data):
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if data is None:
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return 0
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return data
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# noinspection PyMethodOverriding
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def project_transactions(self, transactions, assets):
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pa = pd.DataFrame(index=[],columns=[])
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for transaction in transactions:
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weight_diff = self.none_to_zero(transaction["weight"]) - self.none_to_zero(
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transaction["prev_weight"]
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)
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#print(33333,weight_diff,assets,transaction["price"])
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initial_amount = abs(weight_diff) / 100 * assets / transaction["price"]
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transaction["datetime"] = datetime.fromtimestamp(
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transaction["created_at"] // 1000
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)
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transaction["stock_code"] = transaction["stock_symbol"].lower()
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transaction["action"] = "buy" if weight_diff > 0 else "sell"
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if str(transaction["stock_code"][2:4])=='11' or str(transaction["stock_code"][2:4])=='12':
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shou=1
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else:
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shou=2
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transaction["amount"] = int(round(initial_amount, -shou))
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pa.loc[transaction["stock_code"],"price"]=transaction["price"]
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pa.loc[transaction["stock_code"],"amount"]=transaction["amount"]
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pa.loc[transaction["stock_code"],"datetime"]=transaction["datetime"]
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pa.loc[transaction["stock_code"],"action"]=transaction["action"]
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current_time = datetime.now()
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diff = (current_time - transaction["datetime"]).total_seconds()
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if int(diff)<20:
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return pa
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else:
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return []
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