继续捣鼓-分级基金的套利交易

  发现和讯网站也提供了股票交易的接口,只是和其他网站一样都没有正式公开的文档,只有自己摸索了.好在我需要的数据也不多,不需要详细分析返回的数据格式,能用就行.
  对我来说,和讯比新浪的接口更好的一点是和讯的净值数据可以指定日期,同时是XML格式,方便解析.
  如果不怕麻烦的话,其实就可以发现网易/新浪/腾讯/和讯/指南针等不少网站都有股票交易的数据接口.随便列举一些样例:
  http://hq.sinajs.cn/list=sz150018,f_150018,sz150019,f_150019,f_161812
  http://data.funds.hexun.com/outxml/detail/openfundnetvalue.aspx?fundcode=150019&startdate=2013-01-10&enddate=2013-01-18
  http://quote.stock.hexun.com/stockdata/fund_quote.aspx?stocklist=150019
  http://quotes.fund.163.com/ajax/detail/netvalue/150018/20121201-20130117.html

  当然,我的要求不高,所以没有必要详细分析这些接口了.写点代码完成我的要求吧.当然高手和忍受不了代码"臭"味道的朋友最好飘过. 以下代码无论从命名到定义都有不少不和规范的, 就不一一解释了..

#-*- coding:utf-8 -*-

import urllib2
import datetime
import re

def download_html(url):
	f = urllib2.urlopen(url)
	return f.read()

def download_price(fcode):
	url = 'http://quote.stock.hexun.com/stockdata/fund_quote.aspx?stocklist=%s' % fcode
	return download_html(url)

def download_unitvalue(fcode):
	startdate, enddate = calc_date()
	url = 'http://data.funds.hexun.com/outxml/detail/openfundnetvalue.aspx?fundcode=%s&startdate=%s&enddate=%s' % (fcode, startdate, enddate)
	#print url
	return download_html(url)

def calc_date():
	today = datetime.date.today()
	day = datetime.timedelta(days=1)
	startdate = today - day - day
	enddate = today + day
	return startdate.strftime("%Y-%m-%d"), enddate.strftime("%Y-%m-%d")

def now_date():
	today = datetime.date.today()
	return today.strftime("%Y-%m-%d")

def parse_price(html):
	items = html.split(',')
	return items[2]

def get_price(fcode):
	html = download_price(fcode)
	return parse_price(html)

def parse_item(data, head, tail):
	pattern = '%s\s*(.*?)\s*%s' % (head, tail)
	#print pattern
	prog = re.compile(pattern, re.I | re.M | re.S)
	mo = prog.search(data)
	return mo.group(1)

def parse_unitvalue(html):
	date  = parse_item(html, '<fld_enddate>', '</fld_enddate>')
	value = parse_item(html, '<fld_unitnetvalue>', '</fld_unitnetvalue>')
	return (date, value)

def get_unitvalue(fcode):
	html = download_unitvalue(fcode)
	return parse_unitvalue(html)

def parse_fund(a, b, c):
	ssa = get_price(a)
	sfa = get_unitvalue(a)
	ssb = get_price(b)
	sfb = get_unitvalue(b)
	sfc = get_unitvalue(c)
	sa = float(ssa)
	sb = float(ssb)
	fa = float(sfa[1])
	fb = float(sfb[1])
	fc = float(sfc[1])
	assert(sfa[0] == sfb[0])
	assert(sfa[0] == sfc[0])
	#assert(sfa[0] == now_date())
	sc = (sa + sb) / 2
	pp = 100.0 * (sc - fc) / fc
	return (sfa[0], fa, fb, fc, sa, sb, sc, pp)	

def play_game():
	a = '150018'
	b = '150019'
	c = '161812'
	fund = parse_fund(a, b, c)
	print '%s : %5.3f, %5.3f, %5.3f, %s : %5.3f, %5.3f, %5.3f, %5.3f%%' % (fund[0], fund[1], fund[2], fund[3], now_date(), fund[4], fund[5], fund[6], fund[7])

def test_calc_date():
	startdate, enddate = calc_date()
	today = now_date()
	print startdate
	print enddate
	print today

def test_parse_price():
	html = "dataArr = [['150019','xxx',0.70,2.63,0.69,0.69,0.72,0.68,994795375,697633497,70.22,4.67,8734900.00,0.70,473730671,506245322,0.86, 'xxx300', 2595.44, 1.67]];NewQuoteListPage.GetData(dataArr);"
	price = parse_price(html)
	print price

def test_get_price():
	fcode = '150019'
	price = get_price(fcode)
	print price

def test_parse_item():
	html = '<2013-01-18>'
	date  = parse_item(html, '<', '>')
	print date

def test_parse_item1():
	html = '''
	<fld_enddate>2013-01-18</fld_enddate>
	<fld_unitnetvalue>0.6330</fld_unitnetvalue>
	<fld_enddate>2013-01-17</fld_enddate>
	<fld_unitnetvalue>0.6220</fld_unitnetvalue>
	'''
	#html = '<fld_enddate>2013-01-18</fld_enddate>'
	date  = parse_item(html, '<fld_enddate>', '</fld_enddate>')
	value = parse_item(html, '<fld_unitnetvalue>', '</fld_unitnetvalue>')
	print date
	print value

def test_download_unitvalue():
	fcode = '150019'
	data = download_unitvalue(fcode)
	print data

def test_get_unitvalue():
	fcode = '150019'
	uv = get_unitvalue(fcode)
	print uv

if __name__ == '__main__':
	play_game()
	#test_calc_date()
	#test_parse_price()
	#test_get_price()
	#test_parse_item()
	#test_parse_item1()
	#test_get_unitvalue()
	#test_download_unitvalue()