ff7dc0c95a
feat(frontend): integrate Prisma and reports API/pages chore(config): add data_sources.yaml; update analysis-config.json docs: add 2025-11-03 dev log; update user guide scripts: enhance dev.sh; add tushare_legacy_client deps: update backend and frontend dependencies
113 lines
4.7 KiB
Python
113 lines
4.7 KiB
Python
from .base import BaseDataProvider
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from typing import Any, Dict, List, Optional
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import finnhub
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import pandas as pd
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from datetime import datetime, timedelta
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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 FinnhubProvider(BaseDataProvider):
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def _initialize(self):
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if not self.token:
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raise ValueError("Finnhub API key not provided.")
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self.client = finnhub.Client(api_key=self.token)
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async def get_stock_basic(self, stock_code: str) -> Optional[Dict[str, Any]]:
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async def _fetch():
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try:
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profile = self.client.company_profile2(symbol=stock_code)
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if not profile:
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return None
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# Normalize data
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return {
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"ts_code": stock_code,
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"name": profile.get("name"),
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"area": profile.get("country"),
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"industry": profile.get("finnhubIndustry"),
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"exchange": profile.get("exchange"),
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"ipo_date": profile.get("ipo"),
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}
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except Exception as e:
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logger.error(f"Finnhub 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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async def _fetch():
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try:
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start_ts = int(datetime.strptime(start_date, '%Y%m%d').timestamp())
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end_ts = int(datetime.strptime(end_date, '%Y%m%d').timestamp())
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res = self.client.stock_candles(stock_code, 'D', start_ts, end_ts)
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if res.get('s') != 'ok':
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return []
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df = pd.DataFrame(res)
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if df.empty:
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return []
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# Normalize data
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df['trade_date'] = pd.to_datetime(df['t'], unit='s').dt.strftime('%Y%m%d')
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df.rename(columns={
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'o': 'open', 'h': 'high', 'l': 'low', 'c': 'close', 'v': 'vol'
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}, inplace=True)
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return df[['trade_date', 'open', 'high', 'low', 'close', 'vol']].to_dict('records')
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except Exception as e:
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logger.error(f"Finnhub 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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async def _fetch():
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try:
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# Finnhub provides financials as a whole, not by specific date ranges in one call
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# We fetch all available and then filter.
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# Note: 'freq' can be 'annual' or 'quarterly'. We'll use annual.
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res = self.client.financials_reported(symbol=stock_code, freq='annual')
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if not res or not res.get('data'):
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return []
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df = pd.DataFrame(res['data'])
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# Filter by requested dates
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years_to_fetch = {date[:4] for date in report_dates}
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df = df[df['year'].astype(str).isin(years_to_fetch)]
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# The data is deeply nested in 'report'. We need to extract and pivot it.
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all_reports = []
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for index, row in df.iterrows():
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report_data = {'ts_code': stock_code, 'end_date': row['endDate']}
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# Extract concepts from balance sheet, income statement, and cash flow
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for item in row['report'].get('bs', []):
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report_data[item['concept']] = item['value']
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for item in row['report'].get('ic', []):
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report_data[item['concept']] = item['value']
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for item in row['report'].get('cf', []):
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report_data[item['concept']] = item['value']
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all_reports.append(report_data)
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# Further normalization of keys would be needed here to match a common format
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# e.g. 'AssetsTotal' -> 'total_assets'
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# This is a complex task and depends on the desired final schema.
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return all_reports
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except Exception as e:
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logger.error(f"Finnhub 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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