262 lines
11 KiB
Python
262 lines
11 KiB
Python
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#!/usr/bin/env python3
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# -*- coding: utf-8 -*-
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"""盘前监控脚本
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功能:
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1. 周期性抓取指定数量美股的盘前价格 (富途 before_open_stock_info)
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2. 在终端实时打印表格 (可 --interval 控制刷新秒数)
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3. 支持 --limit 获取排行榜前N只 或 --symbols 手动指定列表
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4. 自动判断美东时段是否为盘前 (4:00-9:30 ET), 非盘前可提示或使用 --force 继续
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依赖已有模块: futu.py 中的 EastMoneyAPI / StockDataIntegrator
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示例:
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python premarket_watch.py --limit 15 --interval 30
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python premarket_watch.py --symbols NVDA,AAPL,TSLA --interval 20
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python premarket_watch.py --limit 10 --once # 单次输出
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python premarket_watch.py --limit 10 --force # 忽略时段检查
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注意: 逐个请求富途页面存在速率限制风险, 建议 limit 不要太大; 脚本仅演示用途。
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"""
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import argparse
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import time
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from datetime import datetime
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from concurrent.futures import ThreadPoolExecutor, as_completed
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from zoneinfo import ZoneInfo
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from typing import List, Dict
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from futu import EastMoneyAPI, StockDataIntegrator
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from utils_time import now_et, fmt_et_hm, fmt_et
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from data_writer import write_symbols, append_premarket_bars, append_premarket_signals
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def parse_args():
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parser = argparse.ArgumentParser(description='盘前实时监控脚本')
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group = parser.add_mutually_exclusive_group(required=False)
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group.add_argument('--limit', type=int, default=10, help='获取东方财富排行前N只 (默认10)')
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group.add_argument('--symbols', type=str, help='逗号分隔的股票代码列表, 覆盖 limit')
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parser.add_argument('--interval', type=int, default=10, help='刷新间隔秒, 默认60')
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parser.add_argument('--once', action='store_true', help='只执行一次抓取并退出')
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parser.add_argument('--force', action='store_true', help='忽略盘前时段判断强制抓取')
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parser.add_argument('--sleep', type=float, default=0.0, help='顺序模式下的延时(已多线程可忽略)')
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parser.add_argument('--max-workers', type=int, default=0, help='线程最大数量(0=自动=股票数，建议限制避免过度)')
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parser.add_argument('--no-color', action='store_true', help='关闭ANSI颜色输出')
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parser.add_argument('--save', action='store_true', help='保存盘前快照和信号到 data/premarket_*.csv')
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return parser.parse_args()
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def get_et_session(now_et: datetime) -> str:
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if now_et.weekday() >= 5:
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return 'off'
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m = now_et.hour * 60 + now_et.minute
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if 4*60 <= m < 9*60 + 30:
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return 'pre'
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if 9*60 + 30 <= m < 16*60:
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return 'regular'
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if 16*60 <= m < 20*60:
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return 'post'
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return 'off'
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def fetch_symbol_list(limit: int, api: EastMoneyAPI) -> List[Dict]:
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raw, _ = api.get_us_stocks(page_size=limit)
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parsed: List[Dict] = []
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for item in raw:
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data = api.parse_stock_data(item)
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if data:
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parsed.append({'symbol': data['symbol'], 'name': data['name']})
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return parsed
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def parse_symbols_arg(symbols_str: str) -> List[Dict]:
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result = []
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for s in symbols_str.split(','):
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sym = s.strip().upper()
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if sym:
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result.append({'symbol': sym, 'name': ''})
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return result
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def safe_ratio_to_float(ratio_raw) -> float:
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if ratio_raw in (None, ''):
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return 0.0
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try:
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txt = str(ratio_raw).replace('%', '').strip()
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if not txt:
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return 0.0
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return float(txt) / 100.0
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except Exception:
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return 0.0
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def colorize(s: str, positive: bool, no_color: bool) -> str:
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if no_color:
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return s
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if positive:
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return f"\x1b[32m{s}\x1b[0m" # 绿色
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return f"\x1b[31m{s}\x1b[0m" # 红色
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def format_table(rows: List[Dict], no_color: bool) -> str:
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headers = ['Symbol', 'Name', 'Premarket Price', 'Change', 'Change %', 'Updated']
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col_widths = [len(h) for h in headers]
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for r in rows:
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col_widths[0] = max(col_widths[0], len(r.get('symbol','')))
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col_widths[1] = max(col_widths[1], len(r.get('name','')))
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col_widths[2] = max(col_widths[2], len(r.get('premarket_price','')))
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col_widths[3] = max(col_widths[3], len(r.get('premarket_change','')))
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col_widths[4] = max(col_widths[4], len(r.get('premarket_change_ratio_fmt','')))
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col_widths[5] = max(col_widths[5], len(r.get('ts','')))
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def pad(text, width):
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return str(text).ljust(width)
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line_sep = '─' * (sum(col_widths) + len(col_widths)*3 - 1)
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header_line = ' '.join(pad(h, col_widths[i]) for i, h in enumerate(headers))
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body_lines = []
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for r in rows:
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pos = safe_ratio_to_float(r.get('premarket_change_ratio')) >= 0
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ratio_fmt = r.get('premarket_change_ratio_fmt','')
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ratio_fmt = colorize(ratio_fmt, pos, no_color)
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change = r.get('premarket_change','')
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change = colorize(change, pos, no_color)
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body_lines.append(' '.join([
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pad(r.get('symbol',''), col_widths[0]),
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pad(r.get('name',''), col_widths[1]),
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pad(r.get('premarket_price',''), col_widths[2]),
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pad(change, col_widths[3]),
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pad(ratio_fmt, col_widths[4]),
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pad(r.get('ts',''), col_widths[5]),
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]))
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return f"{header_line}\n{line_sep}\n" + '\n'.join(body_lines)
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def main():
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args = parse_args()
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api = EastMoneyAPI()
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integrator = StockDataIntegrator()
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if args.symbols:
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symbols = parse_symbols_arg(args.symbols)
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print(f"📋 使用自定义股票列表: {[s['symbol'] for s in symbols]}")
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else:
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symbols = fetch_symbol_list(args.limit, api)
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print(f"📋 获取排行前 {args.limit} 只股票: {[s['symbol'] for s in symbols]}")
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if not symbols:
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print("❌ 无有效股票列表, 退出")
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return
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if not args.force:
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now_et = datetime.now(ZoneInfo('America/New_York'))
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session = get_et_session(now_et)
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if session != 'pre':
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print(f"⚠️ 当前美东时段为 {session} (ET {now_et.strftime('%H:%M')}), 非盘前, 使用 --force 可强制抓取")
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return
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def _fetch_one(info: Dict) -> Dict:
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sym = info['symbol']
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name = info['name']
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futu = integrator.get_futu_stock_details(sym)
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if futu and futu.get('before_open_price'):
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ratio_raw = futu.get('before_open_change_ratio')
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ratio_val = safe_ratio_to_float(ratio_raw)
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return {
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'symbol': sym,
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'name': name,
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'premarket_price': futu.get('before_open_price',''),
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'premarket_change': futu.get('before_open_change',''),
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'premarket_change_ratio': ratio_raw,
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'premarket_change_ratio_fmt': f"{ratio_val*100:.2f}%" if ratio_raw else '',
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'ts': fmt_et_hm(),
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}
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return {
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'symbol': sym,
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'name': name,
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'premarket_price': '-',
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'premarket_change': '-',
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'premarket_change_ratio': '',
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'premarket_change_ratio_fmt': '',
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'ts': fmt_et_hm(),
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}
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def run_once():
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# 动态线程数：若 max-workers=0 用股票数，做一个上限保护例如 128
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worker_target = args.max_workers if args.max_workers > 0 else len(symbols)
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max_cap = 128 # 安全软限制，避免过度线程导致资源问题
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workers = min(worker_target, max_cap)
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if workers < len(symbols):
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print(f"⚠️ 线程数限制为 {workers} (股票 {len(symbols)}), 使用 --max-workers 调整或提高上限")
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start = time.time()
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rows: List[Dict] = []
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# 多线程并发抓取
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with ThreadPoolExecutor(max_workers=workers) as executor:
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future_map = {executor.submit(_fetch_one, info): info['symbol'] for info in symbols}
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for fut in as_completed(future_map):
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try:
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rows.append(fut.result())
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except Exception as e:
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sym = future_map[fut]
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rows.append({
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'symbol': sym,
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'name': '',
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'premarket_price': 'ERR',
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'premarket_change': '-',
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'premarket_change_ratio': '',
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'premarket_change_ratio_fmt': '',
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'ts': fmt_et_hm(),
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})
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print(f"⚠️ {sym} 抓取异常: {e}")
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# 保持原列表顺序
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rows.sort(key=lambda r: [s['symbol'] for s in symbols].index(r['symbol']))
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elapsed = time.time() - start
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print(f"🕒 ET {fmt_et()} | 刷新间隔 {args.interval}s | 总计 {len(rows)}")
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print(f"⏱️ 本轮耗时 {elapsed:.2f}s, 线程 {workers}")
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print(format_table(rows, args.no_color))
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if args.save:
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# 建立 symbol 基础信息用于写入 symbols.csv（缺 name 也允许）
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symbol_base = [{'symbol': r['symbol'], 'name': r.get('name',''), 'exchange': 'US', 'currency': 'USD'} for r in rows]
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symbol_id_map = write_symbols(symbol_base)
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append_premarket_bars(rows, symbol_id_map, source='futu')
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# 生成盘前阈值信号（±3%）
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signals = []
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for r in rows:
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raw_ratio = r.get('premarket_change_ratio')
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val = safe_ratio_to_float(raw_ratio)
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if val >= 0.03:
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signals.append({
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'symbol': r['symbol'],
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'direction': 'BUY',
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'reason': f"盘前涨幅 {val*100:.2f}% 触发阈值",
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'params': {'premarket_price': r.get('premarket_price'), 'premarket_change_ratio': val}
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})
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elif val <= -0.03:
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signals.append({
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'symbol': r['symbol'],
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'direction': 'SELL',
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'reason': f"盘前跌幅 {val*100:.2f}% 触发阈值",
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'params': {'premarket_price': r.get('premarket_price'), 'premarket_change_ratio': val}
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})
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append_premarket_signals(signals, symbol_id_map)
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if signals:
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print(f"💡 已保存盘前信号 {len(signals)} 条 -> data/premarket_signals.csv")
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print("🗂️ 已保存盘前快照 -> data/premarket_bars.csv")
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if args.once:
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run_once()
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return
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while True:
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try:
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run_once()
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if args.interval <= 0:
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break
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time.sleep(args.interval)
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except KeyboardInterrupt:
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print("\n🛑 已停止盘前监控")
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break
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except Exception as e:
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print(f"⚠️ 本轮捕获异常: {e}")
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time.sleep(args.interval)
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if __name__ == '__main__':
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main()
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