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mirror of https://github.com/microsoft/qlib.git synced 2026-07-13 07:46:53 +08:00

Fix cn_index.collector network error

This commit is contained in:
zhupr
2021-06-21 17:18:04 +08:00
parent b6c31540e8
commit 985fd0816c

View File

@@ -19,7 +19,7 @@ CUR_DIR = Path(__file__).resolve().parent
sys.path.append(str(CUR_DIR.parent.parent)) sys.path.append(str(CUR_DIR.parent.parent))
from data_collector.index import IndexBase from data_collector.index import IndexBase
from data_collector.utils import get_calendar_list, get_trading_date_by_shift from data_collector.utils import get_calendar_list, get_trading_date_by_shift, deco_retry
NEW_COMPANIES_URL = "http://www.csindex.com.cn/uploads/file/autofile/cons/{index_code}cons.xls" NEW_COMPANIES_URL = "http://www.csindex.com.cn/uploads/file/autofile/cons/{index_code}cons.xls"
@@ -29,6 +29,22 @@ NEW_COMPANIES_URL = "http://www.csindex.com.cn/uploads/file/autofile/cons/{index
# 2020-11-27 Announcement title change # 2020-11-27 Announcement title change
INDEX_CHANGES_URL = "http://www.csindex.com.cn/zh-CN/search/total?key=%E5%85%B3%E4%BA%8E%E8%B0%83%E6%95%B4%E6%B2%AA%E6%B7%B1300%E5%92%8C%E4%B8%AD%E8%AF%81%E9%A6%99%E6%B8%AF100%E7%AD%89" INDEX_CHANGES_URL = "http://www.csindex.com.cn/zh-CN/search/total?key=%E5%85%B3%E4%BA%8E%E8%B0%83%E6%95%B4%E6%B2%AA%E6%B7%B1300%E5%92%8C%E4%B8%AD%E8%AF%81%E9%A6%99%E6%B8%AF100%E7%AD%89"
REQ_HEADERS = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.101 Safari/537.36 Edg/91.0.864.48"
}
@deco_retry
def retry_request(url: str, method: str = "get", exclude_status: List = None):
if exclude_status is None:
exclude_status = []
method_func = getattr(requests, method)
_resp = method_func(url, headers=REQ_HEADERS)
_status = _resp.status_code
if _status not in exclude_status and _status != 200:
raise ValueError(f"response status: {_status}, url={url}")
return _resp
class CSIIndex(IndexBase): class CSIIndex(IndexBase):
@property @property
@@ -137,9 +153,8 @@ class CSIIndex(IndexBase):
date: pd.Timestamp date: pd.Timestamp
type: str, value from ["add", "remove"] type: str, value from ["add", "remove"]
""" """
resp = requests.get(url) resp = retry_request(url)
_text = resp.text _text = resp.text
date_list = re.findall(r"(\d{4}).*?年.*?(\d+).*?月.*?(\d+).*?日", _text) date_list = re.findall(r"(\d{4}).*?年.*?(\d+).*?月.*?(\d+).*?日", _text)
if len(date_list) >= 2: if len(date_list) >= 2:
add_date = pd.Timestamp("-".join(date_list[0])) add_date = pd.Timestamp("-".join(date_list[0]))
@@ -150,7 +165,7 @@ class CSIIndex(IndexBase):
logger.info(f"get {add_date} changes") logger.info(f"get {add_date} changes")
try: try:
excel_url = re.findall('.*href="(.*?xls.*?)".*', _text)[0] excel_url = re.findall('.*href="(.*?xls.*?)".*', _text)[0]
content = requests.get(f"http://www.csindex.com.cn{excel_url}").content content = retry_request(f"http://www.csindex.com.cn{excel_url}", exclude_status=[404]).content
_io = BytesIO(content) _io = BytesIO(content)
df_map = pd.read_excel(_io, sheet_name=None) df_map = pd.read_excel(_io, sheet_name=None)
with self.cache_dir.joinpath( with self.cache_dir.joinpath(
@@ -204,7 +219,7 @@ class CSIIndex(IndexBase):
------- -------
[url1, url2] [url1, url2]
""" """
resp = requests.get(self.changes_url) resp = retry_request(self.changes_url)
html = etree.HTML(resp.text) html = etree.HTML(resp.text)
return html.xpath("//*[@id='itemContainer']//li/a/@href") return html.xpath("//*[@id='itemContainer']//li/a/@href")
@@ -224,7 +239,7 @@ class CSIIndex(IndexBase):
end_date: pd.Timestamp end_date: pd.Timestamp
""" """
logger.info("get new companies......") logger.info("get new companies......")
context = requests.get(self.new_companies_url).content context = retry_request(self.new_companies_url).content
with self.cache_dir.joinpath( with self.cache_dir.joinpath(
f"{self.index_name.lower()}_new_companies.{self.new_companies_url.split('.')[-1]}" f"{self.index_name.lower()}_new_companies.{self.new_companies_url.split('.')[-1]}"
).open("wb") as fp: ).open("wb") as fp: