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baostock_data_source.py
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833 lines (680 loc) · 37.6 KB
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import baostock as bs
import pandas as pd
from typing import List, Optional
import logging
from .data_source_interface import FinancialDataSource, DataSourceError, NoDataFoundError, LoginError
from .mcp_utils import baostock_login_context
# 为此模块获取一个logger实例
logger = logging.getLogger(__name__)
# K线数据的默认字段
DEFAULT_K_FIELDS = [
"date", "code", "open", "high", "low", "close", "preclose",
"volume", "amount", "adjustflag", "turn", "tradestatus",
"pctChg", "isST"
]
# 基本信息的默认字段
DEFAULT_BASIC_FIELDS = [
"code", "tradeStatus", "code_name"
# 根据需要可以添加更多默认字段,例如 "industry", "listingDate"
]
# 辅助函数,用于减少金融数据获取中的重复代码
def _fetch_financial_data(
bs_query_func,
data_type_name: str,
code: str,
year: str,
quarter: int
) -> pd.DataFrame:
"""
用于获取金融数据的辅助函数
参数:
bs_query_func: Baostock查询函数
data_type_name: 数据类型名称(用于日志)
code: 股票代码
year: 年份
quarter: 季度
返回:
包含金融数据的DataFrame
"""
logger.info(f"Fetching {data_type_name} data for {code}, year={year}, quarter={quarter}")
try:
with baostock_login_context():
rs = bs_query_func(code=code, year=year, quarter=quarter)
if rs.error_code != '0':
logger.error(f"Baostock API error ({data_type_name}) for {code}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No {data_type_name} data found for {code}, {year}Q{quarter}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching {data_type_name} data: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No {data_type_name} data found for {code}, {year}Q{quarter} (empty result set from Baostock).")
raise NoDataFoundError(f"No {data_type_name} data found for {code}, {year}Q{quarter} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} {data_type_name} records for {code}, {year}Q{quarter}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching {data_type_name} data for {code}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching {data_type_name} data for {code}: {e}")
raise DataSourceError(f"Unexpected error fetching {data_type_name} data for {code}: {e}")
# 辅助函数,用于减少指数成分股数据获取中的重复代码
def _fetch_index_constituent_data(
bs_query_func,
index_name: str,
date: Optional[str] = None
) -> pd.DataFrame:
"""
用于获取指数成分股数据的辅助函数
参数:
bs_query_func: Baostock查询函数
index_name: 指数名称(用于日志)
date: 可选。查询日期
返回:
包含指数成分股数据的DataFrame
"""
logger.info(f"Fetching {index_name} constituents for date={date or 'latest'}")
try:
with baostock_login_context():
rs = bs_query_func(date=date) # date是可选的,默认为最新
if rs.error_code != '0':
logger.error(f"Baostock API error ({index_name} Constituents) for date {date}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No {index_name} constituent data found for date {date}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching {index_name} constituents: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No {index_name} constituent data found for date {date} (empty result set).")
raise NoDataFoundError(f"No {index_name} constituent data found for date {date} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} {index_name} constituents for date {date or 'latest'}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching {index_name} constituents for date {date}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching {index_name} constituents for date {date}: {e}")
raise DataSourceError(f"Unexpected error fetching {index_name} constituents for date {date}: {e}")
# 辅助函数,用于减少宏观经济数据获取中的重复代码
def _fetch_macro_data(
bs_query_func,
data_type_name: str,
start_date: Optional[str] = None,
end_date: Optional[str] = None,
**kwargs # 用于额外参数,如yearType
) -> pd.DataFrame:
"""
用于获取宏观经济数据的辅助函数
参数:
bs_query_func: Baostock查询函数
data_type_name: 数据类型名称(用于日志)
start_date: 可选。开始日期
end_date: 可选。结束日期
**kwargs: 额外关键字参数
返回:
包含宏观经济数据的DataFrame
"""
date_range_log = f"from {start_date or 'default'} to {end_date or 'default'}"
kwargs_log = f", extra_args={kwargs}" if kwargs else ""
logger.info(f"Fetching {data_type_name} data {date_range_log}{kwargs_log}")
try:
with baostock_login_context():
rs = bs_query_func(start_date=start_date, end_date=end_date, **kwargs)
if rs.error_code != '0':
logger.error(f"Baostock API error ({data_type_name}): {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No {data_type_name} data found for the specified criteria. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching {data_type_name} data: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No {data_type_name} data found for the specified criteria (empty result set).")
raise NoDataFoundError(f"No {data_type_name} data found for the specified criteria (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} {data_type_name} records.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching {data_type_name} data: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching {data_type_name} data: {e}")
raise DataSourceError(f"Unexpected error fetching {data_type_name} data: {e}")
class BaostockDataSource(FinancialDataSource):
"""
使用Baostock库实现的FinancialDataSource具体实现
"""
def _format_fields(self, fields: Optional[List[str]], default_fields: List[str]) -> str:
"""
将字段列表格式化为Baostock的逗号分隔字符串。
参数:
fields: 请求的字段列表
default_fields: 默认字段列表
返回:
格式化后的字段字符串
"""
if fields is None or not fields:
logger.debug(f"No specific fields requested, using defaults: {default_fields}")
return ",".join(default_fields)
# 基本验证:确保请求的字段都是字符串
if not all(isinstance(f, str) for f in fields):
raise ValueError("All items in the fields list must be strings.")
logger.debug(f"Using requested fields: {fields}")
return ",".join(fields)
def get_historical_k_data(
self,
code: str,
start_date: str,
end_date: str,
frequency: str = "d",
adjust_flag: str = "3",
fields: Optional[List[str]] = None,
) -> pd.DataFrame:
"""
使用Baostock获取历史K线数据。
参数:
code: 股票代码
start_date: 开始日期
end_date: 结束日期
frequency: 数据频率,默认为'd'(日线)
adjust_flag: 复权标志,默认为'3'(不复权)
fields: 可选的字段列表
返回:
包含K线数据的DataFrame
"""
logger.info(f"Fetching K-data for {code} ({start_date} to {end_date}), freq={frequency}, adjust={adjust_flag}")
try:
formatted_fields = self._format_fields(fields, DEFAULT_K_FIELDS)
logger.debug(f"Requesting fields from Baostock: {formatted_fields}")
with baostock_login_context():
rs = bs.query_history_k_data_plus(
code,
formatted_fields,
start_date=start_date,
end_date=end_date,
frequency=frequency,
adjustflag=adjust_flag
)
if rs.error_code != '0':
logger.error(f"Baostock API error (K-data) for {code}: {rs.error_msg} (code: {rs.error_code})")
# 检查常见错误代码,如没有数据
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002': # 示例错误代码
raise NoDataFoundError(f"No historical data found for {code} in the specified range. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching K-data: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No historical data found for {code} in range (empty result set from Baostock).")
raise NoDataFoundError(f"No historical data found for {code} in the specified range (empty result set).")
# 关键:使用rs.fields作为列名
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} records for {code}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
# 重新抛出已知错误
logger.warning(f"Caught known error fetching K-data for {code}: {type(e).__name__}")
raise e
except Exception as e:
# 包装意外错误
logger.exception(f"Unexpected error fetching K-data for {code}: {e}") # 使用logger.exception包含堆栈跟踪
raise DataSourceError(f"Unexpected error fetching K-data for {code}: {e}")
def get_stock_basic_info(self, code: str, fields: Optional[List[str]] = None) -> pd.DataFrame:
"""
使用Baostock获取股票基本信息。
参数:
code: 股票代码
fields: 可选的字段列表,用于选择特定列
返回:
包含股票基本信息的DataFrame
"""
logger.info(f"Fetching basic info for {code}")
try:
# 注意:query_stock_basic在文档中似乎没有fields参数,
# 但我们保持签名一致。它返回一个固定集合。
# 如果需要,我们将在查询后使用`fields`参数选择列。
logger.debug(f"Requesting basic info for {code}. Optional fields requested: {fields}")
with baostock_login_context():
# 示例:获取基本信息;根据baostock文档根据需要调整API调用
# rs = bs.query_stock_basic(code=code, code_name=code_name) # 如果支持名称查找
rs = bs.query_stock_basic(code=code)
if rs.error_code != '0':
logger.error(f"Baostock API error (Basic Info) for {code}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No basic info found for {code}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching basic info: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No basic info found for {code} (empty result set from Baostock).")
raise NoDataFoundError(f"No basic info found for {code} (empty result set).")
# 关键:使用rs.fields作为列名
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved basic info for {code}. Columns: {result_df.columns.tolist()}")
# 可选:如果提供了`fields`参数,选择列的子集
if fields:
available_cols = [col for col in fields if col in result_df.columns]
if not available_cols:
raise ValueError(f"None of the requested fields {fields} are available in the basic info result.")
logger.debug(f"Selecting columns: {available_cols} from basic info for {code}")
result_df = result_df[available_cols]
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching basic info for {code}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching basic info for {code}: {e}")
raise DataSourceError(f"Unexpected error fetching basic info for {code}: {e}")
def get_dividend_data(self, code: str, year: str, year_type: str = "report") -> pd.DataFrame:
"""
使用Baostock获取分红信息。
参数:
code: 股票代码
year: 年份
year_type: 年份类型,'report'表示预案公告年份,'operate'表示除权除息年份
返回:
包含分红信息的DataFrame
"""
logger.info(f"Fetching dividend data for {code}, year={year}, year_type={year_type}")
try:
with baostock_login_context():
rs = bs.query_dividend_data(code=code, year=year, yearType=year_type)
if rs.error_code != '0':
logger.error(f"Baostock API error (Dividend) for {code}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No dividend data found for {code} and year {year}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching dividend data: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No dividend data found for {code}, year {year} (empty result set from Baostock).")
raise NoDataFoundError(f"No dividend data found for {code}, year {year} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} dividend records for {code}, year {year}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching dividend data for {code}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching dividend data for {code}: {e}")
raise DataSourceError(f"Unexpected error fetching dividend data for {code}: {e}")
def get_adjust_factor_data(self, code: str, start_date: str, end_date: str) -> pd.DataFrame:
"""
使用Baostock获取复权因子数据。
参数:
code: 股票代码
start_date: 开始日期
end_date: 结束日期
返回:
包含复权因子数据的DataFrame
"""
logger.info(f"Fetching adjustment factor data for {code} ({start_date} to {end_date})")
try:
with baostock_login_context():
rs = bs.query_adjust_factor(code=code, start_date=start_date, end_date=end_date)
if rs.error_code != '0':
logger.error(f"Baostock API error (Adjust Factor) for {code}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No adjustment factor data found for {code} in the specified range. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching adjust factor data: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No adjustment factor data found for {code} in range (empty result set from Baostock).")
raise NoDataFoundError(f"No adjustment factor data found for {code} in the specified range (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} adjustment factor records for {code}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching adjust factor data for {code}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching adjust factor data for {code}: {e}")
raise DataSourceError(f"Unexpected error fetching adjust factor data for {code}: {e}")
def get_profit_data(self, code: str, year: str, quarter: int) -> pd.DataFrame:
"""
使用Baostock获取季度盈利能力数据。
参数:
code: 股票代码
year: 年份
quarter: 季度
返回:
包含盈利能力数据的DataFrame
"""
return _fetch_financial_data(bs.query_profit_data, "Profitability", code, year, quarter)
def get_operation_data(self, code: str, year: str, quarter: int) -> pd.DataFrame:
"""
使用Baostock获取季度运营能力数据。
参数:
code: 股票代码
year: 年份
quarter: 季度
返回:
包含运营能力数据的DataFrame
"""
return _fetch_financial_data(bs.query_operation_data, "Operation Capability", code, year, quarter)
def get_growth_data(self, code: str, year: str, quarter: int) -> pd.DataFrame:
"""
使用Baostock获取季度增长能力数据。
参数:
code: 股票代码
year: 年份
quarter: 季度
返回:
包含增长能力数据的DataFrame
"""
return _fetch_financial_data(bs.query_growth_data, "Growth Capability", code, year, quarter)
def get_balance_data(self, code: str, year: str, quarter: int) -> pd.DataFrame:
"""
使用Baostock获取季度资产负债表数据(偿债能力)。
参数:
code: 股票代码
year: 年份
quarter: 季度
返回:
包含资产负债表数据的DataFrame
"""
return _fetch_financial_data(bs.query_balance_data, "Balance Sheet", code, year, quarter)
def get_cash_flow_data(self, code: str, year: str, quarter: int) -> pd.DataFrame:
"""
使用Baostock获取季度现金流量数据。
参数:
code: 股票代码
year: 年份
quarter: 季度
返回:
包含现金流量数据的DataFrame
"""
return _fetch_financial_data(bs.query_cash_flow_data, "Cash Flow", code, year, quarter)
def get_dupont_data(self, code: str, year: str, quarter: int) -> pd.DataFrame:
"""
使用Baostock获取季度杜邦分析数据。
参数:
code: 股票代码
year: 年份
quarter: 季度
返回:
包含杜邦分析数据的DataFrame
"""
return _fetch_financial_data(bs.query_dupont_data, "DuPont Analysis", code, year, quarter)
def get_performance_express_report(self, code: str, start_date: str, end_date: str) -> pd.DataFrame:
"""
使用Baostock获取业绩快报。
参数:
code: 股票代码
start_date: 开始日期
end_date: 结束日期
返回:
包含业绩快报数据的DataFrame
"""
logger.info(f"Fetching Performance Express Report for {code} ({start_date} to {end_date})")
try:
with baostock_login_context():
rs = bs.query_performance_express_report(code=code, start_date=start_date, end_date=end_date)
if rs.error_code != '0':
logger.error(f"Baostock API error (Perf Express) for {code}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No performance express report found for {code} in range {start_date}-{end_date}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching performance express report: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No performance express report found for {code} in range {start_date}-{end_date} (empty result set).")
raise NoDataFoundError(f"No performance express report found for {code} in range {start_date}-{end_date} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} performance express report records for {code}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching performance express report for {code}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching performance express report for {code}: {e}")
raise DataSourceError(f"Unexpected error fetching performance express report for {code}: {e}")
def get_forecast_report(self, code: str, start_date: str, end_date: str) -> pd.DataFrame:
"""
使用Baostock获取业绩预告。
参数:
code: 股票代码
start_date: 开始日期
end_date: 结束日期
返回:
包含业绩预告数据的DataFrame
"""
logger.info(f"Fetching Performance Forecast Report for {code} ({start_date} to {end_date})")
try:
with baostock_login_context():
rs = bs.query_forecast_report(code=code, start_date=start_date, end_date=end_date)
# 注意:Baostock文档提到此函数有分页,但Python API似乎没有直接暴露它。
# 我们在下面的循环中获取所有可用页面。
if rs.error_code != '0':
logger.error(f"Baostock API error (Forecast) for {code}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No performance forecast report found for {code} in range {start_date}-{end_date}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching performance forecast report: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next(): # 如果rs管理分页,循环应该隐式处理分页
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No performance forecast report found for {code} in range {start_date}-{end_date} (empty result set).")
raise NoDataFoundError(f"No performance forecast report found for {code} in range {start_date}-{end_date} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} performance forecast report records for {code}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching performance forecast report for {code}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching performance forecast report for {code}: {e}")
raise DataSourceError(f"Unexpected error fetching performance forecast report for {code}: {e}")
def get_stock_industry(self, code: Optional[str] = None, date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取行业分类数据。
参数:
code: 可选。股票代码,如果为None则获取所有股票
date: 可选。日期,如果为None则使用最新日期
返回:
包含行业分类数据的DataFrame
"""
log_msg = f"Fetching industry data for code={code or 'all'}, date={date or 'latest'}"
logger.info(log_msg)
try:
with baostock_login_context():
rs = bs.query_stock_industry(code=code, date=date)
if rs.error_code != '0':
logger.error(f"Baostock API error (Industry) for {code}, {date}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002':
raise NoDataFoundError(f"No industry data found for {code}, {date}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching industry data: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No industry data found for {code}, {date} (empty result set).")
raise NoDataFoundError(f"No industry data found for {code}, {date} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} industry records for {code or 'all'}, {date or 'latest'}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching industry data for {code}, {date}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching industry data for {code}, {date}: {e}")
raise DataSourceError(f"Unexpected error fetching industry data for {code}, {date}: {e}")
def get_sz50_stocks(self, date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取上证50指数成分股。
参数:
date: 可选。日期,如果为None则使用最新日期
返回:
包含上证50指数成分股的DataFrame
"""
return _fetch_index_constituent_data(bs.query_sz50_stocks, "SZSE 50", date)
def get_hs300_stocks(self, date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取沪深300指数成分股。
参数:
date: 可选。日期,如果为None则使用最新日期
返回:
包含沪深300指数成分股的DataFrame
"""
return _fetch_index_constituent_data(bs.query_hs300_stocks, "CSI 300", date)
def get_zz500_stocks(self, date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取中证500指数成分股。
参数:
date: 可选。日期,如果为None则使用最新日期
返回:
包含中证500指数成分股的DataFrame
"""
return _fetch_index_constituent_data(bs.query_zz500_stocks, "CSI 500", date)
def get_trade_dates(self, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取交易日期信息。
参数:
start_date: 可选。开始日期
end_date: 可选。结束日期
返回:
包含交易日期信息的DataFrame
"""
logger.info(f"Fetching trade dates from {start_date or 'default'} to {end_date or 'default'}")
try:
with baostock_login_context(): # 对于这种情况,登录可能不是严格需要的,但保持一致
rs = bs.query_trade_dates(start_date=start_date, end_date=end_date)
if rs.error_code != '0':
logger.error(f"Baostock API error (Trade Dates): {rs.error_msg} (code: {rs.error_code})")
# 日期查询不太可能有"未找到记录",但处理API错误
raise DataSourceError(f"Baostock API error fetching trade dates: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
# 如果API返回有效范围,这种情况理论上不应该发生
logger.warning(f"No trade dates returned for range {start_date}-{end_date} (empty result set).")
raise NoDataFoundError(f"No trade dates found for range {start_date}-{end_date} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} trade date records.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching trade dates: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching trade dates: {e}")
raise DataSourceError(f"Unexpected error fetching trade dates: {e}")
def get_all_stock(self, date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取指定日期的所有股票列表。
参数:
date: 可选。日期,如果为None则使用当前日期
返回:
包含所有股票的DataFrame
"""
logger.info(f"Fetching all stock list for date={date or 'default'}")
try:
with baostock_login_context():
rs = bs.query_all_stock(day=date)
if rs.error_code != '0':
logger.error(f"Baostock API error (All Stock) for date {date}: {rs.error_msg} (code: {rs.error_code})")
if "no record found" in rs.error_msg.lower() or rs.error_code == '10002': # 检查是否适用
raise NoDataFoundError(f"No stock data found for date {date}. Baostock msg: {rs.error_msg}")
else:
raise DataSourceError(f"Baostock API error fetching all stock list: {rs.error_msg} (code: {rs.error_code})")
data_list = []
while rs.next():
data_list.append(rs.get_row_data())
if not data_list:
logger.warning(f"No stock list returned for date {date} (empty result set).")
raise NoDataFoundError(f"No stock list found for date {date} (empty result set).")
result_df = pd.DataFrame(data_list, columns=rs.fields)
logger.info(f"Retrieved {len(result_df)} stock records for date {date or 'default'}.")
return result_df
except (LoginError, NoDataFoundError, DataSourceError, ValueError) as e:
logger.warning(f"Caught known error fetching all stock list for date {date}: {type(e).__name__}")
raise e
except Exception as e:
logger.exception(f"Unexpected error fetching all stock list for date {date}: {e}")
raise DataSourceError(f"Unexpected error fetching all stock list for date {date}: {e}")
def get_deposit_rate_data(self, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取基准存款利率数据。
参数:
start_date: 可选。开始日期
end_date: 可选。结束日期
返回:
包含存款利率数据的DataFrame
"""
return _fetch_macro_data(bs.query_deposit_rate_data, "Deposit Rate", start_date, end_date)
def get_loan_rate_data(self, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取基准贷款利率数据。
参数:
start_date: 可选。开始日期
end_date: 可选。结束日期
返回:
包含贷款利率数据的DataFrame
"""
return _fetch_macro_data(bs.query_loan_rate_data, "Loan Rate", start_date, end_date)
def get_required_reserve_ratio_data(self, start_date: Optional[str] = None, end_date: Optional[str] = None, year_type: str = '0') -> pd.DataFrame:
"""
使用Baostock获取存款准备金率数据。
参数:
start_date: 可选。开始日期
end_date: 可选。结束日期
year_type: 年份类型,'0'表示公告日期,'1'表示生效日期
返回:
包含存款准备金率数据的DataFrame
"""
# 注意通过kwargs处理额外的yearType参数
return _fetch_macro_data(bs.query_required_reserve_ratio_data, "Required Reserve Ratio", start_date, end_date, yearType=year_type)
def get_money_supply_data_month(self, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取月度货币供应量数据(M0, M1, M2)。
参数:
start_date: 可选。开始日期,格式为YYYY-MM
end_date: 可选。结束日期,格式为YYYY-MM
返回:
包含月度货币供应量数据的DataFrame
"""
# Baostock这里期望日期格式为YYYY-MM
return _fetch_macro_data(bs.query_money_supply_data_month, "Monthly Money Supply", start_date, end_date)
def get_money_supply_data_year(self, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
"""
使用Baostock获取年度货币供应量数据(M0, M1, M2 - 年末余额)。
参数:
start_date: 可选。开始年份,格式为YYYY
end_date: 可选。结束年份,格式为YYYY
返回:
包含年度货币供应量数据的DataFrame
"""
# Baostock这里期望日期格式为YYYY
return _fetch_macro_data(bs.query_money_supply_data_year, "Yearly Money Supply", start_date, end_date)
def get_shibor_data(self, start_date: Optional[str] = None, end_date: Optional[str] = None) -> pd.DataFrame:
"""
Baostock不提供SHIBOR(上海银行间同业拆放利率)数据API。
此方法用空数据帧代替,并引发NoDataFoundError。
参数:
start_date: 可选。开始日期
end_date: 可选。结束日期
返回:
抛出NoDataFoundError
"""
logger.warning("Baostock API不提供SHIBOR数据。尝试请求SHIBOR数据。")
from .data_source_interface import NoDataFoundError
raise NoDataFoundError("Baostock API不提供SHIBOR数据。请使用其他数据源获取SHIBOR数据。")