feat etf

labs/analysis/etf/screen_etf.py

@@ -0,0 +1,127 @@
+"""抓取全市场 ETF 列表（规模 + 成交额），用于挑选各热门板块的代表性标的。
+
+数据源：东方财富行情接口（公开 JSON，无需登录）。
+字段：f12=代码 f13=市场(0深/1沪) f14=名称 f2=最新价 f3=涨跌幅 f6=成交额 f20=总市值 f21=流通市值
+
+用法： py -3.14 -B labs/analysis/etf/screen_etf.py [关键词...]
+      不带关键词时按板块关键词分组输出候选。
+"""
+
+import json
+import sys
+import time
+import urllib.parse
+import urllib.request
+
+try:
+    sys.stdout.reconfigure(encoding="utf-8", errors="replace")
+except Exception:
+    pass
+
+BASE_HOSTS = ("82.push2.eastmoney.com", "push2delay.eastmoney.com", "push2.eastmoney.com")
+FS = "b:MK0021,b:MK0022,b:MK0023,b:MK0024"   # 沪深 ETF/LOF 集合
+FIELDS = "f12,f13,f14,f2,f3,f6,f20,f21"
+HEADERS = {
+    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64)",
+    "Referer": "https://fund.eastmoney.com/",
+}
+
+# 每个板块的候选关键词（用于在名称里匹配）；越靠前优先级越高
+SECTORS = {
+    "AI": ["人工智能", "AIETF", "AIETF", "科创AI", "智能"],
+    "CPO": ["光通信", "通信ETF", "通信设备", "5G通信", "通信"],
+    "PCB": ["PCB", "电子ETF", "消费电子", "电子50", "电子"],
+    "人形机器人": ["机器人", "智能制造", "工业母机"],
+    "光": ["光伏", "新能源", "电池"],
+    "创新药": ["创新药", "医药", "生物医药", "医疗"],
+    "半导体": ["半导体", "芯片", "集成电路", "科创芯片"],
+    "存储": ["存储", "集成电路", "科创芯片"],
+    "半导体材料": ["半导体材料", "材料ETF", "新材料"],
+    "玻璃基板": ["玻璃", "建材", "新材料"],
+    "电力": ["电力", "公用事业", "电网", "绿电"],
+    "航空航天": ["航空", "航天", "军工", "国防"],
+    "金属": ["有色", "金属", "黄金", "稀土"],
+    "金融": ["证券", "银行", "保险", "金融"],
+    "能源": ["能源", "煤炭", "石油", "油气"],
+}
+
+
+def fetch_page(page: int, size: int = 100, retries: int = 4) -> tuple[list[dict], int]:
+    query = urllib.parse.urlencode({
+        "pn": page, "pz": size, "po": 1, "np": 1, "fltt": 2, "invt": 2,
+        "fid": "f3", "fs": FS, "fields": FIELDS,
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
+    })
+    last_error = None
+    for attempt in range(retries):
+        # 主站 push2 容易被限流返回 502，轮换到镜像域名
+        host = BASE_HOSTS[attempt % len(BASE_HOSTS)]
+        request = urllib.request.Request(f"http://{host}/api/qt/clist/get?{query}", headers=HEADERS)
+        try:
+            with urllib.request.urlopen(request, timeout=30) as response:
+                payload = json.load(response)
+            data = payload.get("data") or {}
+            return data.get("diff") or [], int(data.get("total") or 0)
+        except Exception as exc:                 # 502/超时都换域名重试
+            last_error = exc
+            time.sleep(1.0 * (attempt + 1))
+    raise RuntimeError(f"第 {page} 页抓取失败：{last_error}")
+
+
+def fetch_all() -> list[dict]:
+    rows, total = fetch_page(1)
+    page = 2
+    while len(rows) < total:
+        try:
+            more, _ = fetch_page(page)
+        except RuntimeError as exc:
+            print(f"警告：{exc}，已抓 {len(rows)}/{total}", file=sys.stderr)
+            break
+        if not more:
+            break
+        rows.extend(more)
+        page += 1
+        time.sleep(0.6)          # 轻量限速，避免被限流
+    return rows
+
+
+def code_of(row: dict) -> str:
+    suffix = "SH" if str(row.get("f13")) == "1" else "SZ"
+    return f"{row['f12']}.{suffix}"
+
+
+def size_yi(row: dict) -> float:
+    """规模（亿元）：接口给的是元。"""
+    value = row.get("f20") or row.get("f21") or 0
+    return float(value) / 1e8
+
+
+def turnover_yi(row: dict) -> float:
+    """成交额（亿元）。"""
+    return float(row.get("f6") or 0) / 1e8
+
+
+def main() -> int:
+    keywords = sys.argv[1:]
+    rows = fetch_all()
+    print(f"抓取到 {len(rows)} 只 ETF/LOF")
+    if keywords:
+        for row in rows:
+            name = str(row.get("f14") or "")
+            if any(k in name for k in keywords):
+                print(f"{code_of(row):12} {name:24} 规模={size_yi(row):8.2f}亿 "
+                      f"成交额={turnover_yi(row):7.3f}亿 涨跌={row.get('f3')}%")
+        return 0
+
+    for sector, words in SECTORS.items():
+        hits = [r for r in rows if any(w in str(r.get("f14") or "") for w in words)]
+        hits.sort(key=lambda r: -size_yi(r))
+        print(f"\n== {sector} 候选 {len(hits)} 只（按规模降序，取前 6）==")
+        for row in hits[:6]:
+            print(f"  {code_of(row):12} {str(row.get('f14')):26} "
+                  f"规模={size_yi(row):8.2f}亿 成交额={turnover_yi(row):7.3f}亿")
+    return 0
+
+
+if __name__ == "__main__":
+    raise SystemExit(main())