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