feat: add bond history and intraday market support

adata/bond/market/bond_market.py

@@ -7,7 +7,10 @@
 @time:2023/4/5
 @log: 
 """
+from adata.bond.market.bond_market_baidu import BondMarketBaiDu
+from adata.bond.market.bond_market_qq import BondMarketQQ
 from adata.bond.market.bond_market_sina import BondMarketSina
+from adata.bond.market.bond_market_east import BondMarketEast
 
 
 class BondMarket(object):
@@ -16,6 +19,9 @@ class BondMarket(object):
     def __init__(self) -> None:
         super().__init__()
         self.sina = BondMarketSina()
+        self.baidu_market = BondMarketBaiDu()
+        self.qq_market = BondMarketQQ()
+        self.east_market = BondMarketEast()
 
     def list_market_current(self, code_list=None):
         """
@@ -25,6 +31,37 @@ def list_market_current(self, code_list=None):
         _MARKET_CURRENT_COLUMNS
         """
         return self.sina.list_market_current(code_list)
+
+    def get_market(self, bond_code: str, start_date='1990-01-01', end_date=None, k_type=1, adjust_type: int = 1):
+        """
+        获取单个债券的历史行情
+        :param bond_code: 债券代码
+        :param start_date: 开始时间
+        :param end_date: 结束日期
+        :param k_type: k线类型：1.日；2.周；3.月 默认：1 日k
+        :param adjust_type: k线复权类型：0.不复权；1.前复权；2.后复权 默认：1 前复权
+        :return: k线行情数据
+        """
+        df = self.baidu_market.get_market(bond_code=bond_code, start_date=start_date, end_date=end_date,
+                                          k_type=k_type, adjust_type=adjust_type)
+        if df.empty:
+            df = self.qq_market.get_market(bond_code=bond_code, start_date=start_date, end_date=end_date,
+                                           k_type=k_type, adjust_type=adjust_type)
+        if df.empty:
+            df = self.east_market.get_market(bond_code=bond_code, start_date=start_date, end_date=end_date,
+                                             k_type=k_type, adjust_type=adjust_type)
+        return df
+
+    def get_market_min(self, bond_code: str):
+        """
+        获取单个债券的今日分时行情
+        :param bond_code: 债券代码
+        :return: 当日分钟行情数据
+        """
+        df = self.qq_market.get_market_min(bond_code=bond_code)
+        if df.empty:
+            df = self.east_market.get_market_min(bond_code=bond_code)
+        return df
 
 
 if __name__ == '__main__':

adata/bond/market/bond_market_east.py

@@ -0,0 +1,197 @@
+# -*- coding: utf-8 -*-
+"""
+@desc: 东方财富债券行情
+@author: 1nchaos
+@time: 2024/05/05
+@log: change log
+"""
+import pandas as pd
+from datetime import datetime
+from adata.bond.market.bond_market_template import BondMarketTemplate
+from adata.common.utils.date_utils import get_n_days_date, get_cur_time
+from adata.common.utils.sunrequests import SunRequests
+
+
+class BondMarketEast(BondMarketTemplate):
+    """
+    东方财富债券行情
+    """
+
+    def __init__(self) -> None:
+        super().__init__()
+        self._requests = SunRequests()
+
+    def get_market(self, bond_code: str, start_date='1990-01-01', end_date=None, k_type=1, adjust_type: int = 1):
+        """
+        获取单个债券的历史行情
+        :param bond_code: 债券代码
+        :param start_date: 开始时间
+        :param end_date: 结束日期
+        :param k_type: k线类型：1.日；2.周；3.月 默认：1 日k
+        :param adjust_type: k线复权类型：0.不复权；1.前复权；2.后复权 默认：1 前复权
+        :return: k线行情数据
+        """
+        try:
+            # 1. 参数处理
+            if end_date is None:
+                end_date = get_n_days_date(0)
+
+            # 2. 构建请求参数
+            # 债券代码前缀规则：沪市债券以1开头，深市债券以0开头
+            se_cid = 1 if bond_code.startswith('1') else 0
+            # 格式化日期，移除横杠
+            start_date_str = start_date.replace('-', '')
+            end_date_str = end_date.replace('-', '')
+            # 处理k_type参数，与股票模块保持一致
+            k_type_str = f"10{k_type}" if int(k_type) < 5 else k_type
+
+            params = {
+                'fields1': 'f1,f2,f3,f4,f5,f6',
+                'fields2': 'f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f116',
+                'ut': '7eea3edcaed734bea9cbfc24409ed989',
+                'klt': k_type_str,  # k线类型
+                'fqt': adjust_type,  # 复权类型
+                'secid': f'{se_cid}.{bond_code}',
+                'beg': start_date_str, 
+                'end': end_date_str,
+                '_': int(datetime.now().timestamp() * 1000)
+            }
+
+            # 3. 发送请求
+            url = 'https://push2his.eastmoney.com/api/qt/stock/kline/get'
+            # 使用与股票模块相同的请求方法
+            from adata.common.utils import requests as adata_requests
+            try:
+                res = adata_requests.request(method='get', url=url, params=params, timeout=10)
+            except Exception:
+                # 请求失败，返回空DataFrame
+                return pd.DataFrame(columns=self._MARKET_COLUMNS)
+
+            # 4. 处理响应
+            if res is None or res.status_code != 200:
+                return pd.DataFrame(columns=self._MARKET_COLUMNS)
+
+            try:
+                res_json = res.json()
+            except Exception:
+                # 解析JSON失败，返回空DataFrame
+                return pd.DataFrame(columns=self._MARKET_COLUMNS)
+
+            if res_json.get('data') is None:
+                return pd.DataFrame(columns=self._MARKET_COLUMNS)
+
+            data = res_json['data']
+            if not data.get('klines'):
+                return pd.DataFrame(columns=self._MARKET_COLUMNS)
+
+            # 5. 解析数据
+            klines = data['klines']
+            rows = []
+            for kline in klines:
+                items = kline.split(',')
+                if len(items) < 11:
+                    continue
+                try:
+                    row = {
+                        'trade_time': items[0],
+                        'open': float(items[1]),
+                        'close': float(items[2]),
+                        'high': float(items[3]),
+                        'low': float(items[4]),
+                        'volume': float(items[5]),
+                        'amount': float(items[6]),
+                        'pre_close': float(items[7]),
+                        'change': float(items[8]),
+                        'change_pct': float(items[9]),
+                        'bond_code': bond_code,
+                        'trade_date': items[0].split(' ')[0]
+                    }
+                    rows.append(row)
+                except (ValueError, IndexError):
+                    # 数据解析失败，跳过当前行
+                    continue
+
+            # 6. 构建DataFrame
+            df = pd.DataFrame(rows, columns=self._MARKET_COLUMNS)
+            return df
+        except Exception:
+            # 异常处理，确保返回结构一致
+            return pd.DataFrame(columns=self._MARKET_COLUMNS)
+
+    def get_market_min(self, bond_code: str):
+        """
+        获取单个债券的今日分时行情
+        :param bond_code: 债券代码
+        :return: 当日分钟行情数据
+        """
+        try:
+            # 1. 构建请求参数
+            # 债券代码前缀规则：沪市债券以1开头，深市债券以0开头
+            se_cid = 1 if bond_code.startswith('1') else 0
+            params = {
+                "fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
+                "fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
+                "ut": "fa5fd1943c7b386f172d6893dbfba10b",
+                "ndays": "1", "iscr": "1",
+                "iscca": "0", "secid": f"{se_cid}.{bond_code}",
+                "_": int(datetime.now().timestamp() * 1000),
+            }
+
+            # 2. 发送请求
+            url = "https://push2.eastmoney.com/api/qt/stock/trends2/get"
+            # 使用与股票模块相同的请求方法
+            from adata.common.utils import requests as adata_requests
+            try:
+                res = adata_requests.request(method='get', url=url, params=params, timeout=10)
+            except Exception:
+                # 请求失败，返回空DataFrame
+                return pd.DataFrame(columns=self._MARKET_MIN_COLUMNS)
+
+            # 3. 处理响应
+            if res is None or res.status_code != 200:
+                return pd.DataFrame(columns=self._MARKET_MIN_COLUMNS)
+
+            try:
+                res_json = res.json()
+            except Exception:
+                # 解析JSON失败，返回空DataFrame
+                return pd.DataFrame(columns=self._MARKET_MIN_COLUMNS)
+
+            if res_json.get('data') is None:
+                return pd.DataFrame(columns=self._MARKET_MIN_COLUMNS)
+
+            data = res_json['data']
+            if not data.get('trends'):
+                return pd.DataFrame(columns=self._MARKET_MIN_COLUMNS)
+
+            # 4. 解析数据
+            trends = data['trends']
+            rows = []
+            for trend in trends:
+                items = trend.split(',')
+                if len(items) < 8:
+                    continue
+                try:
+                    row = {
+                        'time': items[0],
+                        'price': float(items[1]),
+                        'volume': float(items[5]) * 100,  # 换算成股
+                        'amount': float(items[6]),
+                        'bond_code': bond_code
+                    }
+                    rows.append(row)
+                except (ValueError, IndexError):
+                    # 数据解析失败，跳过当前行
+                    continue
+
+            # 5. 构建DataFrame
+            df = pd.DataFrame(rows, columns=self._MARKET_MIN_COLUMNS)
+            return df
+        except Exception:
+            # 异常处理，确保返回结构一致
+            return pd.DataFrame(columns=self._MARKET_MIN_COLUMNS)
+
+
+if __name__ == '__main__':
+    print(BondMarketEast().get_market(bond_code='110044', start_date='2024-07-01', k_type=1))
+    print(BondMarketEast().get_market_min(bond_code='110044'))

adata/bond/market/bond_market_template.py

@@ -13,6 +13,10 @@ class BondMarketTemplate(object):
     """
     _MARKET_CURRENT_COLUMNS = ['bond_code', 'bond_name', 'price', 'open', 'high', 'low', 'pre_close', 'change',
                                'change_pct', 'volume', 'amount', 'time']
+
+    _MARKET_COLUMNS = ['trade_time', 'open', 'close', 'high', 'low', 'volume', 'amount', 'pre_close', 'change', 'change_pct', 'bond_code', 'trade_date']
+
+    _MARKET_MIN_COLUMNS = ['time', 'price', 'volume', 'amount', 'bond_code']
 
     def list_market_current(self, code_list=None):
         """
@@ -22,3 +26,25 @@ def list_market_current(self, code_list=None):
         _MARKET_CURRENT_COLUMNS
         """
         pass
+
+    def get_market(self, bond_code: str, start_date='1990-01-01', end_date=None, k_type=1, adjust_type: int = 1):
+        """
+        获取单个债券的历史行情
+        :param bond_code: 债券代码
+        :param start_date: 开始时间
+        :param end_date: 结束日期
+        :param k_type: k线类型：1.日；2.周；3.月 默认：1 日k
+        :param adjust_type: k线复权类型：0.不复权；1.前复权；2.后复权 默认：1 前复权
+        :return: k线行情数据
+        _MARKET_COLUMNS
+        """
+        pass
+
+    def get_market_min(self, bond_code: str):
+        """
+        获取单个债券的今日分时行情
+        :param bond_code: 债券代码
+        :return: 当日分钟行情数据
+        _MARKET_MIN_COLUMNS
+        """
+        pass

tests/other/test_bond_market.py

@@ -0,0 +1,16 @@
+import adata
+
+bond_code = "110100"
+
+df1 = adata.bond.market.get_market(
+    bond_code=bond_code,
+    start_date="2026-03-01",
+    end_date="2026-03-31",
+    k_type=1
+)
+print("history rows:", len(df1))
+print(df1.head())
+
+df2 = adata.bond.market.get_market_min(bond_code=bond_code)
+print("min rows:", len(df2))
+print(df2.head())