You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
80 lines
2.2 KiB
80 lines
2.2 KiB
"""东方财富 CHOICE API 现金流量表抓取工具。
|
|
- 输入: 股票代码列表 (如 ['603233.SH'])
|
|
- 输出: pandas DataFrame (按报告期的现金流量表数据)
|
|
- 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 get_data_url, fetch_report
|
|
|
|
|
|
_PATH = "/stock/f9/CWSJ_XJLLB"
|
|
|
|
# 默认报告期类型: 1=一季报, 3=三季报, 5=中报, 6=年报
|
|
_DEFAULT_REPORT_PERIOD_TYPE = "1,5,3,6,7"
|
|
|
|
|
|
def _build_params(
|
|
secucode: str,
|
|
start_date: str,
|
|
end_date: str,
|
|
report_period_type: str,
|
|
) -> dict[str, str]:
|
|
"""构造 CWSJ_XJLLB 请求参数 (其余参数沿用 docs/api_docs.md 抓包值)."""
|
|
return {
|
|
"SecurityCode": secucode,
|
|
"StartDate": start_date,
|
|
"EndDate": end_date,
|
|
"ReportPeriodType": report_period_type,
|
|
"ReportShowForm": "1",
|
|
"Digits": "2",
|
|
"Sort": "-1",
|
|
"ListedType": "0,1",
|
|
"IsShowEmptyRow": "true",
|
|
"ExchangeRateType": "1",
|
|
"Currency": "CNY:1",
|
|
"Magnitude": "4",
|
|
"ReportType": "1",
|
|
}
|
|
|
|
|
|
def _fetch_one(
|
|
secucode: str,
|
|
years: int,
|
|
report_period_type: str,
|
|
) -> pd.DataFrame:
|
|
"""拉一只股票的现金流量表."""
|
|
today = pd.Timestamp.today()
|
|
start = (today - pd.DateOffset(years=years)).strftime("%Y-%m-%d")
|
|
end = today.strftime("%Y-%m-%d")
|
|
|
|
params = _build_params(secucode, start, end, report_period_type)
|
|
data_url = get_data_url(_PATH, params)
|
|
rows = fetch_report(data_url)
|
|
df = pd.DataFrame(rows)
|
|
if not df.empty:
|
|
df["SECUCODE"] = secucode
|
|
return df
|
|
|
|
|
|
def get_cashflow(
|
|
secucodes: list[str],
|
|
years: int = 3,
|
|
report_period_type: str = _DEFAULT_REPORT_PERIOD_TYPE,
|
|
) -> pd.DataFrame:
|
|
"""抓取指定股票的现金流量表并按股票合并。"""
|
|
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, report_period_type)
|
|
if not df.empty:
|
|
frames.append(df)
|
|
|
|
if not frames:
|
|
return pd.DataFrame()
|
|
return pd.concat(frames, ignore_index=True)
|
|
|