Created
February 11, 2024 03:45
-
-
Save bangyuwen/692c1e4cacc8a84b310a152742a5b4b6 to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| import json | |
| import shutil | |
| import time | |
| from datetime import datetime | |
| from pathlib import Path | |
| from zoneinfo import ZoneInfo | |
| import fire | |
| import pandas as pd | |
| import requests | |
| from loguru import logger | |
| from requests.adapters import HTTPAdapter, Retry | |
| cache_folder = Path(__file__).resolve().parent.joinpath(".cache") | |
| logger.info(f"Cache folder: {cache_folder}") | |
| logger.add( | |
| cache_folder.joinpath("etf_crawler.log"), | |
| rotation="1 day", | |
| retention="7 days", | |
| ) | |
| etf_status_ndjson = cache_folder.joinpath("etf_status.ndjson") | |
| etf_stocks_ndjson = cache_folder.joinpath("etf_stocks.ndjson") | |
| def get_payload(date_tw: datetime) -> dict | None: | |
| session = requests.Session() | |
| retries = Retry( | |
| total=5, | |
| backoff_factor=3, | |
| status_forcelist=[502, 503, 504], | |
| allowed_methods=None, | |
| ) | |
| session.mount("https://", HTTPAdapter(max_retries=retries)) | |
| utc_datetime = date_tw.astimezone(ZoneInfo("UTC")).strftime( | |
| "%Y-%m-%dT%H:%M:%S.000Z", | |
| ) | |
| res = session.post( | |
| ********, | |
| headers={"content-type": "application/json"}, | |
| data=********, | |
| ) | |
| try: | |
| res.raise_for_status() | |
| return res.json() | |
| except Exception as e: | |
| logger.error( | |
| f"post error, date_tw: {date_tw}, status code: {res.status_code}, error: {e}", # noqa: E501 | |
| ) | |
| return None | |
| def parse_and_write(payload: dict): | |
| if payload["code"] != 200: | |
| logger.error(f"status code error, payload: {payload}") | |
| return | |
| try: | |
| with etf_status_ndjson.open("a") as fp: | |
| etf_status = json.dumps(payload["data"]["status"], ensure_ascii=False) | |
| fp.write(etf_status + "\n") | |
| with etf_stocks_ndjson.open("a") as fp: | |
| etf_stocks = "\n".join( | |
| json.dumps(stock, ensure_ascii=False) | |
| for stock in payload["data"]["stocks"] | |
| ) | |
| fp.write(etf_stocks + "\n") | |
| except Exception as e: | |
| logger.exception(f"{e}, payload: {payload}") | |
| def uniq_files(): | |
| for file in [etf_status_ndjson, etf_stocks_ndjson]: | |
| uniq_lines = set(file.read_text().splitlines()) | |
| file.write_text("\n".join(uniq_lines)) | |
| def main( | |
| no_cache: bool = False, | |
| start_date: str = "2022-10-20", | |
| end_date: str = datetime.now(ZoneInfo("Asia/Taipei")).strftime("%Y-%m-%d"), | |
| ): | |
| if no_cache: | |
| shutil.rmtree(cache_folder, ignore_errors=True) | |
| cache_folder.mkdir() | |
| logger.info("clear cache folder") | |
| dates_tw = pd.date_range(start_date, end_date, freq="B").to_list() | |
| for date_tw in dates_tw: | |
| if payload := get_payload(date_tw): | |
| parse_and_write(payload) | |
| logger.info(f"crawled date: {date_tw}") | |
| time.sleep(2) | |
| uniq_files() | |
| if __name__ == "__main__": | |
| fire.Fire(main) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment