quant.fans.tools.StockList Maven / Gradle / Ivy
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package quant.fans.tools;
import com.google.common.base.Predicate;
import com.google.common.base.Strings;
import com.google.common.collect.*;
import org.jsoup.Jsoup;
import org.jsoup.nodes.Document;
import org.jsoup.nodes.Element;
import org.jsoup.select.Elements;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import quant.fans.common.ParallelProcesser;
import quant.fans.common.Utils;
import quant.fans.downloader.Downloader;
import quant.fans.model.StockData;
import quant.fans.provider.RealTimeDataProvider;
import java.io.IOException;
import java.util.*;
import java.util.concurrent.CountDownLatch;
import java.util.concurrent.ExecutorService;
import java.util.concurrent.Executors;
import java.util.regex.Matcher;
import java.util.regex.Pattern;
/**
* 非线程安全
*/
public class StockList {
private static final Logger LOG = LoggerFactory.getLogger(StockList.class);
private static String stockURL = "http://quote.eastmoney.com/stocklist.html";
private static String stockDetailURL = "http://hqchart.eastmoney.com/hq20/js/%s.js?%s";
private static String marginTradingURL = "http://app.finance.ifeng.com/hq/trade/rzrq_list.php?type=day";
private static int RETRY_TIMES = 3;
private static int SLEEP_INTERVAL_MS = 3000;
private Map stockMap;
private List stockDataList;
private List blackList = Lists.newLinkedList();
public static StockList create(){
return new StockList();
}
public StockList(){
init();
}
private StockList init() {
if (stockMap == null) {
stockMap = getStockName();
}
if (stockDataList == null){
stockDataList = getStockDataList(Lists.newArrayList(stockMap.keySet()));
}
blackList = Lists.newLinkedList();
return this;
}
/**
* @param column column name
* @param order 取值为asc或desc
* @return stocklist
*/
public StockList orderBy(String column, String order) {
if ("asc".equals("order") || "desc".equals("order")) {
Ordering ordering = new Ordering() {
@Override
public int compare(StockData sd1, StockData sd2) {
if (sd1.get(column) != null && sd2.get(column) != null) {
return sd1.get(column).compareTo(sd2.get(column));
} else {
return 0;
}
}
};
List results = Lists.newLinkedList();
if (order.equals("desc")) {
results.addAll(ordering.reverse().sortedCopy(stockDataList));
} else {
results.addAll(ordering.sortedCopy(stockDataList));
}
stockDataList = results;
}
return this;
}
public StockList blacklist(String symbol){
blackList.add(symbol);
return this;
}
public StockList blacklist(List symbols){
blackList.addAll(symbols);
return this;
}
public StockList filter(List filters) {
List stockDatas = Lists.newLinkedList();
for(StockData stockData:stockDataList){
if(filter(stockData,filters)){
stockDatas.add(stockData);
}
}
stockDataList = stockDatas;
return this;
}
public StockList condition(Conditions conditions) {
List stockDatas = Collections.synchronizedList(new LinkedList());
for (StockData stockData : stockDataList) {
if (conditions.check(stockData)) {
stockDatas.add(stockData);
}
}
stockDataList = stockDatas;
return this;
}
public List get() {
return stockDataList;
}
private boolean filter(StockData stockData,List filters){
for(String filter:filters){
if("st".equals(filter.toLowerCase().trim())){
if(Strings.isNullOrEmpty(stockData.name)){
LOG.error(stockData.toString());
continue;
}else if(stockData.name.toLowerCase().trim().contains("st")){
return false;
}
}
}
return true;
}
/**
* 获取股票状态，分为三种情况：已退市，停牌中，交易中
* @param symbol stock symbol
* @throws IOException IOException
* @return stock status
*/
public static String getStockStatus(String symbol) throws IOException {
Random random = new Random();
String url = String.format(stockDetailURL, symbol, random.nextInt(999999));
String content = Downloader.download(url);
if (Strings.isNullOrEmpty(content)) {
return "delisted"; //退市
} else {
Pattern pattern = Pattern.compile("data:\"(.*)\",update");
Matcher matcher = pattern.matcher(content);
if (matcher.find() && !matcher.group(1).contains("-")) {
return "suspended"; //停牌
}
}
return "trading"; //交易中
}
public static List getSymbols() {
return Lists.newArrayList(getStockName().keySet());
}
/**
* key:symbol
* value:stock name
*/
private static Map getStockName() {
int zxb = 0;
int sh = 0;
int sz = 0;
int cyb = 0;
int other = 0;
//key:code,val:name
Map stockMap = Maps.newTreeMap();
int retryTimes = 0;
while (retryTimes < RETRY_TIMES) {
try {
Document doc = Jsoup.connect(stockURL).get();
Elements stocks = doc.select("div[id=quotesearch] li a");
for (Element stock : stocks) {
String url = stock.attr("href");
if (url.contains("sh6")) {
++sh;
} else if (url.contains("sz000")) {
++sz;
} else if (url.contains("sz002")) {
++zxb;
} else if (url.contains("sz300")) {
++cyb;
} else {
++other;
continue;
}
String[] stockArr = stock.text().split("\\(");
//key:name,value:symbol
if (stockArr.length == 2) {
stockMap.put(stockArr[1].replaceAll("\\)", ""), stockArr[0]);
} else {
LOG.error("can't split:" + stock.text());
}
}
LOG.info("6:" + sh + ",000:" + sz + ",002:" + zxb + ",300:" + cyb + ",other:" + other);
LOG.info("total:" + (sh + sz + zxb + cyb));
return stockMap;
} catch (IOException e) {
LOG.error("fail to get stock list", e);
retryTimes++;
try {
Thread.sleep(SLEEP_INTERVAL_MS);
} catch (InterruptedException e1) {
LOG.error("fail to sleep " + SLEEP_INTERVAL_MS + "ms");
}
}
}
return Maps.newLinkedHashMap();
}
/**
* 获取中小板股票列表
*/
private List getSMEStockList() {
return getSMEStockList(getSymbols());
}
private List getSMEStockList(List stockList) {
Collection list = Collections2.filter(stockList, (String input) -> input.startsWith("002"));
return Lists.newArrayList(list);
}
/**
* 获取创业板股票列表
*/
private List getGEMStockList() {
Collection list = Collections2.filter(getSymbols(), (String input) -> input.startsWith("300"));
return Lists.newArrayList(list);
}
private List getSTStockList() {
Map map = getStockName();
List list = Lists.newArrayList();
for (Map.Entry entry : map.entrySet()) {
if (entry.getValue().toLowerCase().contains("st"))
list.add(entry.getKey());
}
return list;
}
/**
* 获取股票列表中“交易中”的股票,即未退市和停牌的股票列表
* @return stock list
*/
public static List getTradingStockList() {
return getTradingStockList(getSymbols());
}
public static List getTradingStockList(Conditions conditions) {
return getStockListWithConditions(getTradingStockList(), conditions);
}
public static List getStockListWithConditions(List stockList, Conditions conditions) {
ExecutorService service = Executors.newFixedThreadPool(10);
List tradingStockList = stockList;
CountDownLatch countDownLatch = new CountDownLatch(tradingStockList.size());
List stocks = Collections.synchronizedList(new LinkedList());
for (String stock : tradingStockList) {
service.execute(() -> {
StockData stockData = RealTimeDataProvider.get(stock);
if (conditions.check(stockData)) {
stocks.add(stock);
}
countDownLatch.countDown();
});
}
try {
countDownLatch.await();
} catch (InterruptedException e) {
e.printStackTrace();
}
Utils.closeThreadPool(service);
return stocks;
}
/**
* 按照代码获取股票最新状态
* @param stockList stock list
* @return stock list
*/
private static List getStockDataList(List stockList) {
final List stockDatas = Collections.synchronizedList(new LinkedList());
CountDownLatch countDownLatch = new CountDownLatch(stockList.size());
for (String stock : stockList) {
ParallelProcesser.process(() -> {
StockData stockData = RealTimeDataProvider.get(stock);
if (stockData != null) {
stockDatas.add(stockData);
}
countDownLatch.countDown();
});
}
try {
countDownLatch.await();
} catch (InterruptedException e) {
e.printStackTrace();
}
return stockDatas;
}
/**
* 融资融券股票列表
* @return stock list
*/
public static List getMarginTradingStockList() {
List marginTradingStockList = Lists.newLinkedList();
String data = Downloader.download(marginTradingURL);
Elements element = Jsoup.parse(data).select("div[class=tab01]").get(0).getElementsByTag("table").get(0).getElementsByTag("tr");
for (int i = 1; i < element.size(); i++) {
String symbol = element.get(i).getElementsByTag("td").get(0).text();
marginTradingStockList.add(symbol);
}
return marginTradingStockList;
}
private List getMarginTradingStockList(List list) {
Set marginTradingSet = Sets.newHashSet(getMarginTradingStockList());
Collection results = Collections2.filter(list, new Predicate() {
@Override
public boolean apply(String symbol) {
return marginTradingSet.contains(symbol);
}
});
return Lists.newArrayList(results);
}
/**
* 获取指定股票列表中交易中的股票
* @param list stock list
* @return stock list
*/
public static List getTradingStockList(List list) {
final List stockList = Collections.synchronizedList(new LinkedList());
ExecutorService threadPool = Executors.newFixedThreadPool(30);
final CountDownLatch countDownLatch = new CountDownLatch(list.size());
for (final String symbol : list) {
threadPool.execute(() -> {
try {
if (getStockStatus(symbol).equals("trading")) {
stockList.add(symbol);
}
} catch (IOException e) {
e.printStackTrace();
}
countDownLatch.countDown();
});
}
try {
countDownLatch.await();
} catch (InterruptedException e) {
e.printStackTrace();
}
Utils.closeThreadPool(threadPool);
return stockList;
}
}
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