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搭建自己的金融数据源和量化分析平台（二）：读取上交所股票列表

news 来源：原创 2024/9/20 0:15:22

我在上交所没发现上交所有像深交所一样的一键下载股票xls文档的按钮，因此上交所的股票列表读取就会比较麻烦。总体思路是查出来所有股票的代码之后根据股票代码逐一发起HTTP请求读取公司英文名、总股本、流通股本等详细信息，这就导致上交所爬虫的网络交互次数远超深交所。
这里放出上交所爬虫模块的代码：

# -*- coding: utf-8 -*-
# 上海交易所爬虫
import json
import random
import timeimport requestsLIST = "L"  # 上市状态:上市
DELISTED = "D"  # 上市状态:退市
PAUSED = "P"  # 上市状态:暂停上市
SSE = "SSE"  # 交易所:上交所
market_ZB = "主板"  # 市场类型：主板
market_KCB = "科创板"  # 市场类型：科创板def get_stock_list(industry_list):s = requests.session()s.keep_alive = False# 读取沪市主板股票代码ZB_url = "https://query.sse.com.cn/sseQuery/commonQuery.do?jsonCallBack=jsonpCallback"+str(random.randint(10000, 999999))+"&STOCK_TYPE=1&REG_PROVINCE=&CSRC_CODE=&STOCK_CODE=&sqlId=COMMON_SSE_CP_GPJCTPZ_GPLB_GP_L&COMPANY_STATUS=2%2C4%2C5%2C7%2C8&type=inParams&isPagination=true&pageHelp.cacheSize=1&pageHelp.beginPage=1&pageHelp.pageSize=4000&pageHelp.pageNo=1&pageHelp.endPage=1"# 读取沪市科创板股票代码KCB_url = "https://query.sse.com.cn/sseQuery/commonQuery.do?jsonCallBack=jsonpCallback"+str(random.randint(10000, 999999))+"&STOCK_TYPE=8&REG_PROVINCE=&CSRC_CODE=&STOCK_CODE=&sqlId=COMMON_SSE_CP_GPJCTPZ_GPLB_GP_L&COMPANY_STATUS=2%2C4%2C5%2C7%2C8&type=inParams&isPagination=true&pageHelp.cacheSize=1&pageHelp.beginPage=1&pageHelp.pageSize=4000&pageHelp.pageNo=1&pageHelp.endPage=1"# 根据股票代码查询公司基本情况stock_detail_url = "https://query.sse.com.cn/commonQuery.do?jsonCallBack=jsonpCallback"+str(random.randint(100000, 999999999))+"&isPagination=false&sqlId=COMMON_SSE_CP_GPJCTPZ_GPLB_GPGK_GSGK_C&COMPANY_CODE="# 根据股票代码查询公司总股本和流通股本stock_select_totalshare_url = "https://query.sse.com.cn/commonQuery.do?jsonCallBack=jsonpCallback"+str(random.randint(100000, 999999999))+"&isPagination=false&sqlId=COMMON_SSE_CP_GPJCTPZ_GPLB_GPGK_GBJG_C&COMPANY_CODE="headers = {'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.3','Referer': 'https://www.sse.com.cn/','Connection': 'close'}# 读取主板股票数据ZB_response = requests.get(url=ZB_url, headers=headers)ZB_data = json.loads(ZB_response.text.split('"data":')[1].split(',"endDate"')[0])stocks = []for stock in ZB_data:stock['market'] = market_ZBstocks.append(stock)# 读取科创板股票数据KCB_response = requests.get(url=KCB_url, headers=headers)KCB_data = json.loads(KCB_response.text.split('"data":')[1].split(',"endDate"')[0])for stock in KCB_data:stock['market'] = market_KCBstocks.append(stock)result = []for stock in stocks:time.sleep(2)_url = stock_detail_url+stock["A_STOCK_CODE"]# 根据股票代码查询详细信息stock_detail_info_json = requests.get(url=_url, headers=headers, timeout=4000)detail_info = json.loads(stock_detail_info_json.text.split('"queryDate":"","result":')[1].split(',"securityCode":"","sqlId"')[0])[0]# 解析股票代码stock_code = stock["A_STOCK_CODE"]# 解析股票名称stock_name = stock["COMPANY_ABBR"]# 解析上市公司所属省份province = detail_info['AREA_NAME'].replace("省","").replace("市","").replace("自治区","").replace("维吾尔","").replace("壮族","").replace("回族","")# 解析上市公司所属一级、二级行业industry_chinese = detail_info["CSRC_CODE_DESC"]industry_2_chinese = detail_info["CSRC_GREAT_CODE_DESC"]# 行业搜索成功标记industry_flag_1 = Falseindustry_flag_2 = Falseindustry = ''industry_2 = ''for industry_info in industry_list:if industry_info[1] == industry_chinese:industry = industry_info[0]  # 一级行业industry_flag_1 = Trueif industry_info[1]== industry_2_chinese:industry_2 = industry_info[0]  # 二级行业industry_flag_2 = Trueif industry_flag_1 is True and industry_flag_2 is True:break# 不存在该一级行业，直接返回报错信息if industry_flag_1 is False:return 'industry_info_error'# 不存在该二级行业，将二级行业置空else:if industry_flag_2 is False:industry_2 = None#解析上市公司英文全称enname = detail_info['FULL_NAME_EN']#解析上市公司所属市场类型market = stock['market']#生成上市公司所属交易所代码为SSEexchange = SSE#生成股票的上市状态list_status = LIST#生成股票的上市日期list_date_str = detail_info['A_LIST_DATE']list_date = list_date_str[0:4]+"-"+list_date_str[4:6]+"-"+list_date_str[6:8]#生成股票退市日期delist_date = None#查询股票总股本和流通股本totalshare_url = stock_select_totalshare_url+stock["A_STOCK_CODE"]stock_totalshare_info_json = requests.get(url=totalshare_url, headers=headers, timeout=4000)share_info = json.loads(stock_totalshare_info_json.text.split('"queryDate":"","result":')[1].split(',"securityCode":"","sqlId"')[0])[0]# 统一沪深交易所股本数据结构total_share = str(float(share_info["TOTAL_DOMESTIC_VOL"])*10000)float_share = str(float(share_info["TOTAL_UNLIMIT_VOL"])*10000)# 组合股票数据result.append((stock_code, stock_name, province, industry, industry_2, enname, market, exchange,list_status, list_date, delist_date, total_share, float_share))print((stock_code, stock_name, province, industry, industry_2, enname, market, exchange,list_status, list_date, delist_date, total_share, float_share))return result