a6cca48fed
- Covered by data-persistence-service tests (db/api). - No references or compose entries.
115 lines
5.2 KiB
Python
115 lines
5.2 KiB
Python
from .base import BaseDataProvider
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from typing import Any, Dict, List, Optional
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import yfinance as yf
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import pandas as pd
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from datetime import datetime
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import asyncio
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import logging
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logger = logging.getLogger(__name__)
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class YfinanceProvider(BaseDataProvider):
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def _map_stock_code(self, stock_code: str) -> str:
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# yfinance uses different tickers for CN market
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if stock_code.endswith('.SH'):
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return stock_code.replace('.SH', '.SS')
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elif stock_code.endswith('.SZ'):
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# For Shenzhen stocks, try without suffix first, then with .SZ
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base_code = stock_code.replace('.SZ', '')
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return base_code # Try without suffix first
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return stock_code
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async def get_stock_basic(self, stock_code: str) -> Optional[Dict[str, Any]]:
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def _fetch():
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try:
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ticker = yf.Ticker(self._map_stock_code(stock_code))
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info = ticker.info
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# Normalize data to match expected format
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return {
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"ts_code": stock_code,
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"name": info.get("longName"),
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"area": info.get("country"),
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"industry": info.get("industry"),
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"market": info.get("market"),
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"exchange": info.get("exchange"),
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"list_date": datetime.fromtimestamp(info.get("firstTradeDateEpoch", 0)).strftime('%Y%m%d') if info.get("firstTradeDateEpoch") else None,
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}
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except Exception as e:
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logger.error(f"yfinance get_stock_basic failed for {stock_code}: {e}")
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return None
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loop = asyncio.get_event_loop()
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return await loop.run_in_executor(None, _fetch)
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async def get_daily_price(self, stock_code: str, start_date: str, end_date: str) -> List[Dict[str, Any]]:
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def _fetch():
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try:
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# yfinance date format is YYYY-MM-DD
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start_fmt = datetime.strptime(start_date, '%Y%m%d').strftime('%Y-%m-%d')
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end_fmt = datetime.strptime(end_date, '%Y%m%d').strftime('%Y-%m-%d')
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ticker = yf.Ticker(self._map_stock_code(stock_code))
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df = ticker.history(start=start_fmt, end=end_fmt)
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df.reset_index(inplace=True)
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# Normalize column names
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df.rename(columns={
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"Date": "trade_date",
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"Open": "open", "High": "high", "Low": "low", "Close": "close",
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"Volume": "vol"
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}, inplace=True)
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df['trade_date'] = df['trade_date'].dt.strftime('%Y%m%d')
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return df.to_dict('records')
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except Exception as e:
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logger.error(f"yfinance get_daily_price failed for {stock_code}: {e}")
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return []
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loop = asyncio.get_event_loop()
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return await loop.run_in_executor(None, _fetch)
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async def get_financial_statements(self, stock_code: str, report_dates: List[str]) -> List[Dict[str, Any]]:
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def _fetch():
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try:
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ticker = yf.Ticker(self._map_stock_code(stock_code))
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# yfinance provides financials quarterly or annually. We'll fetch annually and try to match the dates.
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# Note: This is an approximation as yfinance does not allow fetching by specific end-of-year dates.
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df_financials = ticker.financials.transpose()
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df_balance = ticker.balance_sheet.transpose()
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df_cashflow = ticker.cash_flow.transpose()
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if df_financials.empty and df_balance.empty and df_cashflow.empty:
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return []
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# Combine the data
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df_combined = pd.concat([df_financials, df_balance, df_cashflow], axis=1)
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df_combined.index.name = 'end_date'
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df_combined.reset_index(inplace=True)
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df_combined['end_date_str'] = df_combined['end_date'].dt.strftime('%Y%m%d')
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# Filter by requested dates (allowing for some flexibility if exact match not found)
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# This simplistic filtering might need to be more robust.
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# For now, we assume the yearly data maps to the year in report_dates.
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years_to_fetch = {date[:4] for date in report_dates}
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df_combined = df_combined[df_combined['end_date'].dt.year.astype(str).isin(years_to_fetch)]
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# Data Normalization (yfinance columns are different from Tushare)
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# This is a sample, a more comprehensive mapping would be required.
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df_combined.rename(columns={
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"Total Revenue": "revenue",
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"Net Income": "net_income",
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"Total Assets": "total_assets",
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"Total Liab": "total_liabilities",
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}, inplace=True, errors='ignore')
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return df_combined.to_dict('records')
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except Exception as e:
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logger.error(f"yfinance get_financial_statements failed for {stock_code}: {e}")
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return []
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loop = asyncio.get_event_loop()
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return await loop.run_in_executor(None, _fetch)
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