"""东方财富 CHOICE API 管理层讨论与分析(MD&A)抓取工具。 - 输入: 股票代码列表 (如 ['603233.SH']) - 输出: pandas DataFrame (年报/中报的董事会报告索引, 含标题与页码) - 不需要登录, 不需要 cookie, 无文件落盘 """ from __future__ import annotations import pandas as pd from utils._emchoice import fetch_report _REPORT_NAME = "RPT_BUSINESSANALYSIS" # 列清单沿用 docs/api_docs.md 抓包值 _COLUMNS = ( "ORG_CODE,SECUCODE,SECURITY_CODE,SECURITY_INNER_CODE,SECURITY_NAME_ABBR," "REPORT_DATE,REPORT_NAME,NOTICE_DATE,SOURCE,RELINFOCODE,TITLE,PAGE" ) # 只取年报/中报的讨论与分析 _REPORT_NAMES = '"年报","中报"' def _build_params( secucode: str, start_date: str, end_date: str, ) -> dict[str, str]: """构造 RPT_BUSINESSANALYSIS 查询参数.""" return { "source": "CHOICE", "reportName": _REPORT_NAME, "columns": _COLUMNS, "quoteColumns": "", "filter": ( f'(SECUCODE="{secucode}")(REPORT_NAME in ({_REPORT_NAMES}))' f"(REPORT_DATE<='{end_date}')(REPORT_DATE>='{start_date}')" ), "pageNumber": "1", "pageSize": "50", "sortTypes": "-1", "sortColumns": "REPORT_DATE", "client": "SW", } def _fetch_one(secucode: str, years: int) -> pd.DataFrame: """拉一只股票的管理层讨论与分析.""" today = pd.Timestamp.today() start = (today - pd.DateOffset(years=years)).strftime("%Y-%m-%d") end = today.strftime("%Y-%m-%d") rows = fetch_report(_build_params(secucode, start, end)) df = pd.DataFrame(rows) if not df.empty: df["SECUCODE"] = secucode return df def get_mda(secucodes: list[str], years: int = 5) -> pd.DataFrame: """抓取指定股票的管理层讨论与分析(年报/中报)并按股票合并。""" codes = [code.strip() for code in secucodes if code.strip()] if not codes: return pd.DataFrame() frames: list[pd.DataFrame] = [] for code in codes: df = _fetch_one(code, years) if not df.empty: frames.append(df) if not frames: return pd.DataFrame() return pd.concat(frames, ignore_index=True)