Merge pull request shidenggui#6 from lamter/easyquotation

添加集思录的指数ETF行情接口

README.md

@@ -88,6 +88,12 @@ quotation = easyquotation.use('tencent') # or qq
 quotation.all
 ```
 
+#### 更新股票代码
+
+```
+easyquotation.update_stock_codes()
+```
+
 #### 选择 leverfun 免费十档行情
 
 ```
@@ -205,8 +211,42 @@ ptype: 溢价计算方式，price=现价，buy=买一，sell=卖一
 
 对应的分级 A 数据
 
-#### 更新股票代码
+
+##### 指数ETF查询接口
+
+**TIP :** 尚未包含黄金ETF和货币ETF
+
+*[集思录ETF源网页](https://www.jisilu.cn/data/etf/#tlink_2)*
 
 ```
-easyquotation.update_stock_codes()
+quotation.etfindex(index_id="", min_volume=0, max_discount=None, min_discount=None)
 ```
+
+**return**
+
+```
+{
+    "510050": {
+        "fund_id": "510050",                # 代码
+        "fund_nm": "50ETF",                 # 名称
+        "price": "2.066",                   # 现价
+        "increase_rt": "0.34%",             # 涨幅
+        "volume": "71290.96",               # 成交额(万元)
+        "index_nm": "上证50",                # 指数
+        "pe": "9.038",                      # 指数PE
+        "pb": "1.151",                      # 指数PB
+        "index_increase_rt": "0.45%",       # 指数涨幅
+        "estimate_value": "2.0733",         # 估值
+        "fund_nav": "2.0730",               # 净值
+        "nav_dt": "2016-03-11",             # 净值日期
+        "discount_rt": "-0.34%",            # 溢价率
+        "creation_unit": "90",              # 最小申赎单位(万份)
+        "amount": "1315800",                # 份额
+        "unit_total": "271.84",             # 规模(亿元)
+        "index_id": "000016",               # 指数代码
+        "last_time": "15:00:00",            # 价格最后时间(未确定)
+        "last_est_time": "23:50:02",        # 估值最后时间(未确定)
+    }
+}
+```
+

easyquotation/jsl.py

@@ -23,6 +23,12 @@ class Jsl(object):
     # 集思录登录接口
     __jxl_login_url = 'http://www.jisilu.cn/account/ajax/login_process/'
 
+    # 集思录 ETF 接口
+    __etf_index_url = "https://www.jisilu.cn/jisiludata/etf.php?___t={ctime:d}"
+    # 黄金 ETF , 货币 ETF 留坑,未完成
+    __etf_gold_url = "https://www.jisilu.cn/jisiludata/etf.php?qtype=pmetf&___t={ctime:d}"
+    __etf_money_url = "https://www.jisilu.cn/data/money_fund/list/?___t={ctime:d}"
+
     # 分级A数据
     # 返回的字典格式
     # { 150022:
@@ -86,6 +92,26 @@ def formatfundbjson(fundbjson):
             d[fundb_id] = cell
         return d
 
+    @staticmethod
+    def formatetfindexjson(fundbjson):
+        """格式化集思录返回 指数ETF 的json数据,以字典形式保存"""
+        d = {}
+        for row in fundbjson['rows']:
+            cell = row['cell']
+            fundb_id = cell['fund_id']
+            d[fundb_id] = cell
+        return d
+
+
+    @staticmethod
+    def percentage2float(per):
+        """
+        将字符串的百分数转化为浮点数
+        :param per:
+        :return:
+        """
+        return float(per.strip('%')) / 100.
+
     def funda(self, fields=[], min_volume=0, min_discount=0, ignore_nodown=False, forever=False):
         """以字典形式返回分级A数据
         :param fields:利率范围，形如['+3.0%', '6.0%']
@@ -186,3 +212,61 @@ def fundarb(self, jsl_username, jsl_password, avolume=100, bvolume=100, ptype='p
 
         self.__fundarb = data
         return self.__fundarb
+
+
+    def etfindex(self, index_id="", min_volume=0, max_discount=None, min_discount=None):
+        """
+        以字典形式返回 指数ETF 数据
+        :param index_id: 获取指定的指数
+        :param min_volume: 最小成交量
+        :param min_discount: 最低溢价率, 适用于溢价套利, 格式 "-1.2%", "-1.2", -0.012 三种均可
+        :param max_discount: 最高溢价率, 适用于折价套利, 格式 "-1.2%", "-1.2", -0.012 三种均可
+        :return: {"fund_id":{}}
+        """
+        # 添加当前的ctime
+        self.__etf_index_url = self.__etf_index_url.format(ctime=int(time.time()))
+        # 请求数据
+        rep = requests.get(self.__etf_index_url)
+        # 获取返回的json字符串, 转化为字典
+        etfJson = rep.json()
+
+        # 格式化返回的json字符串
+        data = self.formatetfindexjson(etfJson)
+
+        # 过滤
+        if index_id:
+            # 指定跟踪的指数代码
+            data = {fund_id: cell for fund_id, cell in data.items() if cell["index_id"] == index_id}
+        if min_volume:
+            # 过滤小于指定交易量的数据
+            data = {fund_id: cell for fund_id, cell in data.items() if float(cell["volume"]) >= min_volume}
+        if min_discount is not None:
+            # 指定最小溢价率
+            if isinstance(min_discount, str):
+                if min_discount.endswith("%"):
+                    # 如果是字符串形式,先转为浮点形式
+                    min_discount = self.percentage2float(min_discount)
+                else:
+                    min_discount = float(min_discount) / 100.
+            data = {fund_id: cell for fund_id, cell in data.items() if self.percentage2float(cell["discount_rt"]) >= min_discount}
+        if max_discount is not None:
+            # 指定最大溢价率
+            if isinstance(max_discount, str):
+                if max_discount.endswith("%"):
+                    # 如果是字符串形式,先转为浮点形式
+                    max_discount = self.percentage2float(max_discount)
+                else:
+                    max_discount = float(max_discount) / 100.
+            data = {fund_id: cell for fund_id, cell in data.items() if self.percentage2float(cell["discount_rt"]) <= max_discount}
+
+        self.__etfindex = data
+        return self.__etfindex
+
+
+if __name__ == "__main__":
+    Jsl().etfindex(
+        index_id="000016",
+        min_volume=0,
+        max_discount="-0.4",
+        min_discount="-1.3%"
+    )