#![allow(dead_code)]
use std::sync::LazyLock;
use serde_json;
use crate::client::AkShareClient;
use crate::error::{Error, Result};
use crate::types::Row;
static RE_ALPHA: LazyLock<regex::Regex> =
LazyLock::new(|| regex::Regex::new(r"[a-zA-Z]+").unwrap());
fn f64_val(v: &serde_json::Value) -> f64 {
match v {
serde_json::Value::Number(n) => n.as_f64().unwrap_or(0.0),
serde_json::Value::String(s) => s.replace(',', "").parse::<f64>().unwrap_or(0.0),
_ => 0.0,
}
}
fn str_val(v: &serde_json::Value) -> String {
match v {
serde_json::Value::String(s) => s.clone(),
other => other.to_string(),
}
}
fn extract_variety(sym: &str) -> String {
RE_ALPHA
.find(sym)
.map(|m| m.as_str().to_uppercase())
.unwrap_or_default()
}
impl AkShareClient {
pub async fn futures_settle_cffex(&self, date: &str) -> Result<Vec<Row>> {
let url = format!(
"http://www.cffex.com.cn/sj/jscs/{}/{}/{}_1.csv",
&date[..4],
&date[4..6],
date
);
let body = self
.get(&url)
.header("User-Agent", "Mozilla/5.0")
.send()
.await?
.text()
.await?;
if body.trim().is_empty() || body.starts_with('<') {
return Ok(vec![]);
}
let lines: Vec<&str> = body.lines().collect();
if lines.len() < 3 {
return Ok(vec![]);
}
let mut items = Vec::new();
for line in &lines[1..] {
let fields: Vec<&str> = line.split(',').map(str::trim).collect();
if fields.len() < 6 {
continue;
}
let sym = fields[0].to_string();
if sym.is_empty() || !sym.chars().next().is_some_and(|c| c.is_ascii_uppercase()) {
continue;
}
let mut row = Row::new();
row.insert("date".into(), serde_json::json!(date));
row.insert("symbol".into(), serde_json::json!(sym));
row.insert("variety".into(), serde_json::json!(extract_variety(&sym)));
row.insert("long_margin_ratio".into(), serde_json::json!(fields[1]));
row.insert("short_margin_ratio".into(), serde_json::json!(fields[2]));
row.insert("trade_fee_ratio".into(), serde_json::json!(fields[3]));
row.insert("delivery_fee_ratio".into(), serde_json::json!(fields[4]));
row.insert("close_today_fee_ratio".into(), serde_json::json!(fields[5]));
items.push(row);
}
Ok(items)
}
pub async fn futures_settle_czce(&self, date: &str) -> Result<Vec<Row>> {
let year = &date[..4];
let url = format!(
"http://www.czce.com.cn/cn/DFSStaticFiles/Future/{year}/{date}/FutureDataClearParams.txt"
);
let body = self
.get(&url)
.header("User-Agent", "Mozilla/5.0")
.send()
.await?
.text()
.await?;
if body.is_empty() {
return Ok(vec![]);
}
let lines: Vec<&str> = body.lines().collect();
if lines.len() < 3 {
return Ok(vec![]);
}
let mut items = Vec::new();
for line in &lines[2..] {
let fields: Vec<&str> = line.split('|').map(str::trim).collect();
if fields.len() < 10 {
continue;
}
let sym = fields[0].to_string();
if sym.is_empty() || sym.contains("小计") || sym.contains("合计") {
continue;
}
let mut row = Row::new();
row.insert("date".into(), serde_json::json!(date));
row.insert("symbol".into(), serde_json::json!(sym));
row.insert("variety".into(), serde_json::json!(extract_variety(&sym)));
row.insert("settle_price".into(), serde_json::json!(fields[1]));
row.insert("is_single_market".into(), serde_json::json!(fields[2]));
row.insert("single_market_days".into(), serde_json::json!(fields[3]));
row.insert("margin_ratio".into(), serde_json::json!(fields[4]));
row.insert("limit_ratio".into(), serde_json::json!(fields[5]));
row.insert("trade_fee".into(), serde_json::json!(fields[6]));
row.insert("fee_type".into(), serde_json::json!(fields[7]));
row.insert("delivery_fee".into(), serde_json::json!(fields[8]));
row.insert("close_today_fee".into(), serde_json::json!(fields[9]));
items.push(row);
}
Ok(items)
}
pub async fn futures_settle_shfe(&self, date: &str) -> Result<Vec<Row>> {
let url = format!("https://www.shfe.com.cn/data/tradedata/future/dailydata/js{date}.dat");
let body = self
.get(&url)
.header("User-Agent", "Mozilla/5.0")
.send()
.await?
.text()
.await?;
let data: serde_json::Value = serde_json::from_str(&body)?;
let rows = data["o_cursor"].as_array().cloned().unwrap_or_default();
let mut items = Vec::new();
for row in rows {
let sym = row
.get("INSTRUMENTID")
.or_else(|| row.get("symbol"))
.and_then(|v| v.as_str())
.unwrap_or("")
.to_string();
if sym.is_empty() {
continue;
}
let mut r = Row::new();
r.insert("date".into(), serde_json::json!(date));
r.insert("symbol".into(), serde_json::json!(sym));
r.insert("variety".into(), serde_json::json!(extract_variety(&sym)));
for (key, col) in [
("TRADEFEERATIO", "trade_fee_ratio"),
("TTRADEFEERATIO", "close_today_fee_ratio"),
("COMMODITYDELIVFEERATIO", "delivery_fee_ratio"),
("SPECLONGMARGINRATIO", "spec_long_margin_ratio"),
("HEDGLONGMARGINRATIO", "hedge_long_margin_ratio"),
("SPECSHORTMARGINRATIO", "spec_short_margin_ratio"),
("HEDGSHORTMARGINRATIO", "hedge_short_margin_ratio"),
("SETTLEMENTPRICE", "settle_price"),
] {
if let Some(val) = row.get(key) {
r.insert(col.into(), val.clone());
}
}
items.push(r);
}
Ok(items)
}
pub async fn futures_settle_ine(&self, date: &str) -> Result<Vec<Row>> {
let url = format!("https://www.ine.cn/data/tradedata/future/dailydata/js{date}.dat");
let body = self
.get(&url)
.header("User-Agent", "Mozilla/5.0")
.send()
.await?
.text()
.await?;
let data: serde_json::Value = serde_json::from_str(&body)?;
let rows = data["o_cursor"].as_array().cloned().unwrap_or_default();
let mut items = Vec::new();
for row in rows {
let sym = row
.get("INSTRUMENTID")
.or_else(|| row.get("symbol"))
.and_then(|v| v.as_str())
.unwrap_or("")
.to_string();
if sym.is_empty() {
continue;
}
let mut r = Row::new();
r.insert("date".into(), serde_json::json!(date));
r.insert("symbol".into(), serde_json::json!(sym));
r.insert("variety".into(), serde_json::json!(extract_variety(&sym)));
for (key, col) in [
("TRADEFEERATIO", "trade_fee_ratio"),
("TTRADEFEERATIO", "close_today_fee_ratio"),
("COMMODITYDELIVFEERATIO", "delivery_fee_ratio"),
("SPECLONGMARGINRATIO", "spec_long_margin_ratio"),
("HEDGLONGMARGINRATIO", "hedge_long_margin_ratio"),
("SPECSHORTMARGINRATIO", "spec_short_margin_ratio"),
("HEDGSHORTMARGINRATIO", "hedge_short_margin_ratio"),
("SETTLEMENTPRICE", "settle_price"),
] {
if let Some(val) = row.get(key) {
r.insert(col.into(), val.clone());
}
}
items.push(r);
}
Ok(items)
}
pub async fn futures_settle_gfex(&self, _date: &str) -> Result<Vec<Row>> {
let url = "http://www.gfex.com.cn/u/interfacesWebTtQueryTradPara/loadDayList";
let body = self
.post(url)
.form(&[("trade_type", "0")])
.header("User-Agent", "Mozilla/5.0")
.send()
.await?
.text()
.await?;
let data: serde_json::Value = serde_json::from_str(&body)?;
if data["code"].as_str() != Some("0") {
return Ok(vec![]);
}
let rows = data["data"].as_array().cloned().unwrap_or_default();
let mut items = Vec::new();
for mut row in rows {
let sym = row["contractId"].as_str().unwrap_or("").to_string();
if sym.contains('-') || sym.is_empty() {
continue;
}
let mut r = Row::new();
r.insert("symbol".into(), serde_json::json!(sym));
r.insert("variety".into(), serde_json::json!(extract_variety(&sym)));
r.insert(
"spec_buy_rate".into(),
row.as_object_mut()
.and_then(|m| m.remove("specBuyRate"))
.unwrap_or_default(),
);
r.insert(
"hedge_buy_rate".into(),
row.as_object_mut()
.and_then(|m| m.remove("hedgeBuyRate"))
.unwrap_or_default(),
);
r.insert(
"rise_limit_rate".into(),
row.as_object_mut()
.and_then(|m| m.remove("riseLimitRate"))
.unwrap_or_default(),
);
r.insert(
"client_buy_posi_quota".into(),
row["clientBuyPosiQuota"].clone(),
);
items.push(r);
}
Ok(items)
}
pub async fn futures_stock_shfe_js(&self, symbol: &str) -> Result<Vec<Row>> {
let today = chrono::Utc::now().format("%Y%m%d").to_string();
let all = self.futures_settle_shfe(&today).await?;
let filtered: Vec<Row> = all
.into_iter()
.filter(|r| {
r.get("symbol")
.and_then(|v| v.as_str())
.is_some_and(|s| s.contains(symbol) || symbol.is_empty())
})
.collect();
Ok(filtered)
}
pub async fn futures_settle(&self, date: &str, market: &str) -> Result<Vec<Row>> {
match market.to_uppercase().as_str() {
"CFFEX" => self.futures_settle_cffex(date).await,
"CZCE" => self.futures_settle_czce(date).await,
"SHFE" => self.futures_settle_shfe(date).await,
"INE" => self.futures_settle_ine(date).await,
"GFEX" => self.futures_settle_gfex(date).await,
_ => Err(Error::invalid_input(format!(
"unsupported market for settlement: {market}"
))),
}
}
}