适配新数据源

basic/sync.py

 import base64
 import hashlib
+import json
 import logging
 from abc import ABC, abstractmethod
 from datetime import datetime as dt, timedelta
 from typing import List
 from urllib.parse import quote
 
+import pandas as pd
 import pytz
 import requests
 from dateutil.relativedelta import relativedelta
@@ -140,7 +142,7 @@ class TWFundNavSync(TWDataSync):
                     'accrue_split': 1,
                     'av_p': data['nav_P'],
                     'div_p': div,
-                    'nav_cal': round(data['nav_P']*data['nav_Unit'], 4)
+                    'nav_cal': round(data['nav_P'] * data['nav_Unit'], 4)
                 }
                 save_navs.append(nav)
         if save_navs:
@@ -188,13 +190,27 @@ class IndexSync(JDCDataSync):
         if save_datas:
             rid.batch_insert(save_datas)
 
+def ths_token():
+    # Token accessToken 及权限校验机制
+    getAccessTokenUrl = 'https://quantapi.51ifind.com/api/v1/get_access_token'
+    refreshtoken = 'eyJzaWduX3RpbWUiOiIyMDI1LTA1LTE5IDE5OjE5OjM5In0=.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.51B86B4E892B5B90BB134429C30D0E1F7FBA86258898D1030017C0CA1184FBA1'
+    getAccessTokenHeader = {"Content-Type": "application/json", "refresh_token": refreshtoken}
+    getAccessTokenResponse = requests.post(url=getAccessTokenUrl, headers=getAccessTokenHeader)
+    accessToken = json.loads(getAccessTokenResponse.content)['data']['access_token']
+    print(accessToken)
+    return accessToken
 
 @component(bean_name='eco-sync')
-class EcoSync(JDCDataSync):
+class EcoSync(DataSync):
+
+    @autowired
+    def __init__(self, datum: Datum = None):
+        self._datum = datum
+        self._config = get_config(__name__)
 
     @property
     def start_date(self):
-        return super(EcoSync, self).start_date - relativedelta(years=4)
+        return filter_weekend(self._config['start-date'])
 
     @property
     def datum_type(self) -> DatumType:
@@ -204,19 +220,53 @@ class EcoSync(JDCDataSync):
         last = red.get_last_one(eco_id=datum_id)
         return next_workday(last['date']) if last else self.start_date
 
-    def build_urls(self, datum, start_date, page=0) -> str:
-        return f'http://jdcprod.thiztech.com/api/datas/eco-value?page={page}&size=200&sourceCode={quote(datum["bloombergTicker"])}&sourceType=BLOOMBERG&startDate={format_date(start_date)}'
+    def do_sync(self, max_date=dt.today()):
+        logger.info(f'start sync datas for type[{self.datum_type}]')
+        for datum in self._datum.get_datums(type=self.datum_type):
+            logger.debug(f'start sync ticker[{datum["bloombergTicker"]}]')
+            start_date = self.datum_start_date(datum['id'])
+            response = self.ths_eco(code=datum['thsTicker'],start_date=start_date)
+            try:
+                self.store_date(datum['id'], response['tables'][0])
+            except Exception as e:
+                logger.exception(f'''datumid[{datum['id']}] store data failed''')
+                raise e
 
-    def store_date(self, datumid, datas: List[dict]):
+    def store_date(self, datumid, datas):
+        keys = ['time', 'value','rtime']
+        values = [datas[k] for k in keys]
+        datas = [dict(zip(keys, row)) for row in zip(*values)]
         save_datas = [{
             'eco_id': datumid,
-            'date': dt.fromtimestamp(x['date'] / 1000, tz=pytz.timezone('Asia/Shanghai')),
-            'indicator': x['close'],
-            'release_date': dt.fromtimestamp(x['releaseDate'] / 1000, tz=pytz.timezone('Asia/Shanghai')),
-        } for x in datas if 'releaseDate' in x]
+            'date': x['time'],
+            'indicator': x['value'],
+            'release_date': x['rtime'],
+        } for x in datas]
         if save_datas:
             red.batch_insert(save_datas)
 
+    def ths_eco(self, code,start_date):
+        """
+        经济数据库(EDB)-中国经济-社会消费品零售总额:当月同比-iFinD数据接口
+        requestMethod:POST
+        requestURL:https://quantapi.51ifind.com/api/v1/edb_service
+        requestHeaders:{"Content-Type":"application/json","access_token":"81573051b7978789229c4ae00d31c00c678248d5.signs_NzcxNDgyNzcw","ifindlang":"cn"}
+        formData:{"indicators":"M001625520","startdate":"2025-01-23","enddate":"2026-01-23"}
+        """
+        url = "https://quantapi.51ifind.com/api/v1/edb_service"
+        headers = {
+            "Content-Type": "application/json",
+            "access_token": ths_token(),
+            "ifindlang": "cn"
+        }
+        formData = {
+            "indicators": code,
+            "startdate": start_date.strftime('%Y-%m-%d'),
+            "enddate": dt.today().strftime('%Y-%m-%d')
+        }
+        response = requests.post(url, json=formData, headers=headers)
+        return response.json()
+
 
 @component(bean_name='navs-sync')
 class FundNavSync(JDCDataSync):
@@ -290,32 +340,40 @@ class ExrateSync(DataSync):
         navs_config = get_config('basic.navs')
         return [x['ticker'] for x in navs_config['exrate']] if 'exrate' in navs_config else []
 
-    def build_url(self, ticker, start_date, page=0):
-        return f'http://jdcprod.thiztech.com/api/datas/exrate-value?page={page}&size=200&sourceCode={quote(ticker)}&sourceType=BLOOMBERG&startDate={format_date(start_date)}'
-
     def do_sync(self, max_date=dt.today()):
         logger.info(f'start sync datas for type[EXRATE]')
         for ticker in self.exrate_tickers:
             last_one = re.get_last_one(ticker=ticker)
             start_date = next_workday(last_one['date']) if last_one else self.start_date
-            page = 0
-            while True:
-                url = self.build_url(ticker=ticker, start_date=start_date, page=page)
-                response = requests.get(url).json()
-                if not response['success']:
-                    raise Exception(f'''request indictor failed: {response['status']}''')
-                try:
+            response = self.exrate_ths(code=ticker, start_date=start_date)
+            response = response['tables'][0]
             save_dates = [{
                 'ticker': ticker,
-                        'date': dt.fromtimestamp(x['date'] / 1000, tz=pytz.timezone('Asia/Shanghai')),
-                        'close': x['close'],
-                    } for x in response['body']['content']]
+                'date': date,
+                'close': close,
+            } for date,close in zip(response['time'], response['table']['close'])]
             if save_dates:
                 re.batch_insert(save_dates)
-                except Exception as e:
-                    logger.exception(f'url[{url}] store data failed')
-                    raise e
-                if response['body']['last']:
-                    break
-                else:
-                    page += 1
+
+    def exrate_ths(self, code, start_date):
+        """
+        历史行情-外汇-收盘价-iFinD数据接口
+        requestMethod:POST
+        requestURL:https://quantapi.51ifind.com/api/v1/cmd_history_quotation
+        requestHeaders:{"Content-Type":"application/json","access_token":"81573051b7978789229c4ae00d31c00c678248d5.signs_NzcxNDgyNzcw","ifindlang":"cn"}
+        formData:{"codes":"EURUSD.FX","indicators":"close","startdate":"2025-01-20","enddate":"2026-01-23"}
+        """
+        url = "https://quantapi.51ifind.com/api/v1/cmd_history_quotation"
+        headers = {
+            "Content-Type": "application/json",
+            "access_token": ths_token(),
+            "ifindlang": "cn"
+        }
+        formData = {
+            "codes": code,
+            "indicators": "close",
+            "startdate": start_date.strftime('%Y-%m-%d'),
+            "enddate": dt.today().strftime('%Y-%m-%d')
+        }
+        response = requests.post(url, json=formData, headers=headers)
+        return response.json()

config-lowrisk_rr3.yml

@@ -80,7 +80,7 @@ basic: # 基础信息模块
   navs: # 净值模块
     exrate: # 汇率，如果不开启，整个这块注释掉
       - from: EUR # 需要转换的货币类型
-        ticker: EURUSD BGN Curncy # 汇率值的彭博ticker
+        ticker: EURUSD.FX # 汇率值的彭博ticker
 asset-pool: # 资产池模块
   asset-optimize: # 资产优选模块
     sortino-weight: # sortino计算需要的权重，下面每一条为一次计算，e.g. months: 3, weight: 0.5 表示 3个月数据使用权重0.5来计算分值