WarrenZhou
e28bfec957
- 实时行情：东财push2主源 + 腾讯批量报价备用源（自动切换） - 历史K线：东财push2his主源 + 腾讯web子域备用源（含熔断机制） - 增量同步：支持 -incr/-since 参数按存档日期增量入库 - 策略回测：净值曲线/10指标/基准对比，含基本面过滤 - 用户认证：用户名密码 + 邮箱验证码双登录方式 - 前端：三Tab SPA（实时行情/策略回测/数据管理）
115 lines
3.4 KiB
Go
115 lines
3.4 KiB
Go
// Package eastmoney 实现 datasource.MarketDataSource 接口。
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// 数据来源：push2.eastmoney.com（实时行情）、push2his.eastmoney.com（历史K线）。
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// 注意：该接口为非官方免费接口，无 SLA 保障，使用需限速并做好容错。
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package eastmoney
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import (
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"context"
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"encoding/json"
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"fmt"
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"io"
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"net/http"
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"net/url"
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"time"
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)
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const (
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// requestInterval 请求间隔，避免高频调用被封 IP（东财对短时高频请求限流较严格）。
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requestInterval = 2 * time.Second
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// maxRetry 每个域名上的失败重试次数。
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maxRetry = 2
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)
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// realTimeHosts 实时行情域名列表，主域名被限流时轮询备用（东财数字前缀节点）。
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var realTimeHosts = []string{
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"https://push2.eastmoney.com",
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"https://16.push2.eastmoney.com",
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"https://20.push2.eastmoney.com",
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"https://30.push2.eastmoney.com",
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"https://41.push2.eastmoney.com",
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"https://54.push2.eastmoney.com",
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"https://69.push2.eastmoney.com",
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"https://82.push2.eastmoney.com",
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}
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// historyHosts 历史K线域名列表（主域名被限流时轮询备用节点）。
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var historyHosts = []string{
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"https://push2his.eastmoney.com",
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"https://16.push2his.eastmoney.com",
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"https://20.push2his.eastmoney.com",
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"https://30.push2his.eastmoney.com",
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"https://41.push2his.eastmoney.com",
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"https://54.push2his.eastmoney.com",
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"https://69.push2his.eastmoney.com",
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"https://82.push2his.eastmoney.com",
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}
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// Client 是东方财富行情接口客户端，实现 datasource.MarketDataSource。
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type Client struct {
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http *http.Client
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lastReq time.Time
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}
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// NewClient 创建东财行情客户端。
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func NewClient() *Client {
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return &Client{
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http: &http.Client{Timeout: 15 * time.Second},
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}
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}
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// getJSON 带限速与多域名轮询重试的 GET 请求，解析 JSON 到 out。
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// hostIdx 标识域名列表（0 实时 / 1 历史），path 为接口路径（如 /api/qt/clist/get）。
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func (c *Client) getJSON(ctx context.Context, hosts []string, path string, params url.Values, out any) error {
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var lastErr error
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for _, base := range hosts {
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reqURL := base + path + "?" + params.Encode()
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for attempt := 0; attempt < maxRetry; attempt++ {
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if attempt > 0 {
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// 退避：3s、6s
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time.Sleep(time.Duration(3*(attempt+1)) * time.Second)
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}
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if err := c.fetch(ctx, reqURL, out); err != nil {
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lastErr = err
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continue
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}
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return nil
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}
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}
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return fmt.Errorf("eastmoney request failed across all hosts: %w", lastErr)
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}
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// fetch 执行 HTTP GET 并解析 JSON。
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func (c *Client) fetch(ctx context.Context, reqURL string, out any) error {
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c.throttle()
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req, err := http.NewRequestWithContext(ctx, http.MethodGet, reqURL, nil)
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if err != nil {
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return err
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}
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// 模拟浏览器 UA，降低被风控概率。
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req.Header.Set("User-Agent", "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0 Safari/537.36")
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req.Header.Set("Referer", "https://quote.eastmoney.com/")
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resp, err := c.http.Do(req)
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if err != nil {
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return err
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}
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defer resp.Body.Close()
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if resp.StatusCode != http.StatusOK {
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return fmt.Errorf("http status %d", resp.StatusCode)
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}
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body, err := io.ReadAll(resp.Body)
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if err != nil {
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return err
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}
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return json.Unmarshal(body, out)
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}
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// throttle 保证请求间隔不小于 requestInterval。
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func (c *Client) throttle() {
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elapsed := time.Since(c.lastReq)
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if wait := requestInterval - elapsed; wait > 0 {
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time.Sleep(wait)
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}
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c.lastReq = time.Now()
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}
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