增加获取数据集名称, 指定地区和股票池

2026-04-12 21:46:55 +08:00
parent faaa8e3802
commit 22ef11dfcc
1 changed files with 133 additions and 0 deletions
@@ -0,0 +1,133 @@
+# -*- coding: utf-8 -*-
+import httpx
+import json
+import time
+import random
+import csv
+
+params = {
+    'delay': 1,
+    'limit': 50,
+    'order': '-coverage',
+    'region': 'EUR',
+    'universe': 'TOP2500'
+}
+
+need_save = 0
+
+def login():
+    """登录WorldQuant Brain API"""
+    nacos_resp = httpx.get('http://192.168.31.41:30848/nacos/v1/cs/configs?dataId=wq_account&group=quantify', timeout=10)
+    if nacos_resp.status_code != 200:
+        print('获取账号密码失败')
+        return None
+
+    config = nacos_resp.json()
+    username = config['user_name']
+    password = config['password']
+
+    print(f"正在登录账户: {username}")
+
+    client = httpx.Client(auth=httpx.BasicAuth(username, password), timeout=10)
+    response = client.post('https://api.worldquantbrain.com/authentication')
+    print(f"登录状态: {response.status_code}")
+
+    if response.status_code == 201:
+        print("登录成功!")
+        return client
+    else:
+        print(f"登录失败: {response.json()}")
+        client.close()
+        return None
+
+
+def request_with_retry(client, url, max_retries=3, retry_delay=10):
+    for attempt in range(max_retries):
+        try:
+            response = client.get(url, timeout=10)
+            if response.status_code == 200 and response.content:
+                return response
+            else:
+                print(f"请求失败，状态码: {response.status_code}，内容长度: {len(response.content)}，重试 {attempt + 1}/{max_retries}")
+        except Exception as e:
+            print(f"请求异常: {e}，重试 {attempt + 1}/{max_retries}")
+
+        if attempt < max_retries - 1:
+            time.sleep(retry_delay)
+
+    return None
+
+
+client = login()
+if client:
+    all_results = []
+    offset = 0
+
+    while True:
+        params['offset'] = offset
+        param_str = '&'.join([f"{k}={v}" for k, v in params.items()])
+        url = f'https://api.worldquantbrain.com/data-sets?instrumentType=EQUITY&{param_str}'
+
+        print(f"请求URL: {url}")
+        response = request_with_retry(client, url)
+
+        if response is None:
+            print(f"offset {offset} 请求失败，停止获取")
+            break
+
+        try:
+            data = response.json()
+        except Exception as e:
+            print(f"解析JSON失败: {e}，响应内容前500字符: {response.text[:500]}")
+            break
+
+        if not data or 'results' not in data or not data['results']:
+            break
+
+        all_results.extend(data['results'])
+
+        print(f"已获取 offset {offset}，共 {len(data['results'])} 条，总计 {len(all_results)} 条记录")
+
+        if len(data['results']) < params['limit']:
+            break
+
+        offset += params['limit']
+        time.sleep(random.uniform(3, 5))
+
+    # 保存到CSV文件
+    if all_results and need_save:
+        filename = f"{params['region']}_{params['universe']}_D{params['delay']}.csv"
+
+        # 获取所有字段名（所有字典的键的并集）
+        fieldnames = set()
+        for item in all_results:
+            fieldnames.update(item.keys())
+
+        # 处理嵌套字段
+        for item in all_results:
+            for key, value in item.items():
+                if isinstance(value, (dict, list)):
+                    # 将嵌套结构转为JSON字符串
+                    item[key] = json.dumps(value, ensure_ascii=False)
+
+        with open(filename, 'w', newline='', encoding='utf-8') as f:
+            writer = csv.DictWriter(f, fieldnames=sorted(fieldnames))
+            writer.writeheader()
+            writer.writerows(all_results)
+
+        print(f"已保存 {len(all_results)} 条记录到 {filename}")
+    else:
+        print("没有获取到任何数据")
+
+    if all_results:
+        # 输出 coverage 大于 0.5 的数据的 id
+        print("\ncoverage > 0.5 的数据 ID:")
+        coverage_ids = []
+        for item in all_results:
+            if 'coverage' in item and item['coverage'] > 0.5:
+                coverage_ids.append(item['id'])
+                print(item['id'])
+
+        print(f"\n共 {len(coverage_ids)} 个数据集 coverage > 0.5")
+
+    client.close()