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Fix SZSE trading calendar fetch for historical years (2000-2004) #2142

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Fix SZSE trading calendar fetch for historical years (2000-2004) #2142

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29 changes: 18 additions & 11 deletions scripts/data_collector/utils.py
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Original file line number Diff line number Diff line change
Expand Up @@ -24,7 +24,6 @@
HS_SYMBOLS_URL = "http://app.finance.ifeng.com/hq/list.php?type=stock_a&class={s_type}"

CALENDAR_URL_BASE = "http://push2his.eastmoney.com/api/qt/stock/kline/get?secid={market}.{bench_code}&fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf56%2Cf57%2Cf58&klt=101&fqt=0&beg=19900101&end=20991231"
SZSE_CALENDAR_URL = "http://www.szse.cn/api/report/exchange/onepersistenthour/monthList?month={month}&random={random}"

CALENDAR_BENCH_URL_MAP = {
"CSI300": CALENDAR_URL_BASE.format(market=1, bench_code="000300"),
Expand Down Expand Up @@ -73,20 +72,28 @@ def _get_calendar(url):
calendar = _CALENDAR_MAP.get(bench_code, None)
if calendar is None:
if bench_code.startswith("US_") or bench_code.startswith("IN_") or bench_code.startswith("BR_"):
print(Ticker(CALENDAR_BENCH_URL_MAP[bench_code]))
print(Ticker(CALENDAR_BENCH_URL_MAP[bench_code]).history(interval="1d", period="max"))
df = Ticker(CALENDAR_BENCH_URL_MAP[bench_code]).history(interval="1d", period="max")
calendar = df.index.get_level_values(level="date").map(pd.Timestamp).unique().tolist()
else:
if bench_code.upper() == "ALL":
import akshare as ak # pylint: disable=C0415

trade_date_df = ak.tool_trade_date_hist_sina()
trade_date_list = trade_date_df["trade_date"].tolist()
trade_date_list = [pd.Timestamp(d) for d in trade_date_list]
dates = pd.DatetimeIndex(trade_date_list)
filtered_dates = dates[(dates >= "2000-01-04") & (dates <= pd.Timestamp.today().normalize())]
calendar = filtered_dates.tolist()
try:
import akshare as ak # pylint: disable=C0415

trade_date_df = ak.tool_trade_date_hist_sina()
trade_date_list = trade_date_df["trade_date"].tolist()
trade_date_list = [pd.Timestamp(d) for d in trade_date_list]
dates = pd.DatetimeIndex(trade_date_list)
filtered_dates = dates[(dates >= "2000-01-04") & (dates <= pd.Timestamp.today().normalize())]
calendar = filtered_dates.tolist()
except ImportError:
logger.error(
"akshare is required for fetching the full CN trading calendar. "
"Install it with: pip install akshare"
)
raise
except Exception as e:
logger.error(f"Failed to fetch trading calendar via akshare: {e}")
raise
else:
calendar = _get_calendar(CALENDAR_BENCH_URL_MAP[bench_code])
_CALENDAR_MAP[bench_code] = calendar
Expand Down