适配新数据源

reports/benchmark.py

@@ -8,6 +8,7 @@ import requests
 from py_jftech import component, filter_weekend, next_workday, get_config, format_date
 
 from api import RoboReportor
+from basic.sync import ths_token
 from reports.dao import robo_benckmark as rb
 
 config = get_config(__name__)
@@ -18,7 +19,7 @@ class BenchmarkAlligamReportor(RoboReportor):
 
     @property
     def report_name(self) -> str:
-        return 'BENCHMARK_ALLIGAM'
+        return 'BENCHMARK_SPX'
 
     @property
     def module_name(self) -> str:
@@ -26,42 +27,42 @@ class BenchmarkAlligamReportor(RoboReportor):
 
     @property
     def risk(self):
-        return 'alligam'
+        return 'SPX'
 
     @property
     def base_params(self):
         return {
-            'subjectKeys': 879,
-            'size': 200,
-            'sourceType': 'BLOOMBERG'
+            'code': "SPX.GI",
         }
 
+
     def sync_benchmark(self, start_date=None):
+        url = "https://quantapi.51ifind.com/api/v1/cmd_history_quotation"
+        headers = {
+            "Content-Type": "application/json",
+            "access_token": ths_token(),
+            "ifindlang": "cn"
+        }
         params = {
-            **self.base_params,
-            'page': 0
+            'codes': self.base_params['code'],
+            'indicators': 'close',
+            'startdate': format_date(start_date) if start_date else "2012-01-01",
+            'enddate': format_date(dt.today())
         }
-        if start_date:
-            params['startDate'] = format_date(start_date)
-        while True:
-            response = requests.get(f'http://jdcprod.thiztech.com/api/datas/asset-value?{urlencode(params)}').json()
-            if not response['success']:
-                raise Exception(f'''request jdc alligam failed: {response['status']}''')
-            if response['body']['content']:
-                rb.batch_insert([{
-                    'date': dt.fromtimestamp(x['date'] / 1000),
-                    'module': self.module_name,
-                    'risk': self.risk,
-                    'nav': x['calibrateValue'],
-                    'remarks': json.dumps({
-                        'av': x['originValue'],
-                        'div': x['dividend'] if 'dividend' in x else 0
-                    }, ensure_ascii=False)
-                } for x in response['body']['content']])
-            if response['body']['last']:
-                break
-            else:
-                params = {**params, 'page': params['page'] + 1}
+        response = requests.post(url, json=params, headers=headers)
+        response = response.json()['tables']
+        if len(response) == 0 or response[0].get('time') is None or len(response[0]['time']) == 0:
+            return
+        rb.batch_insert([{
+            'date': time,
+            'module': self.module_name,
+            'risk': self.risk,
+            'nav': close,
+            'remarks': json.dumps({
+                'av': close,
+                'div': 0
+            }, ensure_ascii=False)
+        } for time,close in zip(response[0]['time'],response[0]['table']['close'])])
 
     def load_report(self, max_date=dt.today(), min_date=None) -> List[dict]:
         max_date = filter_weekend(max_date)