*注：文章所述内容，仅用于测试，请不要应用于商业目标，由此带来的风险，请自行承担。
新浪的历史分时数据，经过了压缩和base64处理，解码代码位于sf_sdk.js中，这一行：
this.xh5_S_KLC_D = function(t) {
这个函数用于解码一天的分时数据，最简单的办法，就是把这个函数抠出来，保存到本地，然后通过requests拿到解码前数据，调用这个函数解码即可。
细节就不说了，需要安装PyExecJs库（pip install PyExecJs）
直接上测试代码(代码中引用的sf_sdk.js文件，见后面)：
import requests,re
import execjs
def get_last_5days_data(code: str):
'''获取指定股票最近5天的分时线数据(含当天)'''
url = 'https://finance.sina.com.cn/realstock/company/%s/hisdata/klc_cm.js' % (code) # 指定日期对应的最近5天的分时数据 KLC_ML_szxxxxxx=
prefix = 'KLC_ML_%s=' % code
res = requests.get(url)
if res.status_code == 200:
reg = re.compile(r'%s"(.+?)"' % prefix)
data = reg.findall(res.text)
with open('./sf_sdk.js', 'r') as f:
js_file = f.read()
ctx = execjs.compile(js_file)
days_data = data[0].split(',')
for i in range(len(days_data)):
arr = ctx.call('decode', days_data[i])
print(arr[0])
def get_month_data(code: str, date: str):
'''获取日期所在月份的所有分时数据(如果是当前月，不含当天的)'''
year = date[0:4]
month = date[5:7]
url = 'http://finance.sina.com.cn/realstock/company/%s/hisdata/%s/%s.js?d=%s' % (code, year, month, date) # 指定日期所在月份的所有分时数据 MLC_szxxxxxx_2021_04=
prefix = 'MLC_%s_%s_%s=' % (code, year, month)
res = requests.get(url)
if res.status_code == 200:
reg = re.compile(r'%s"(.+?)"' % prefix)
data = reg.findall(res.text)
with open('./sf_sdk.js', 'r') as f:
js_file = f.read()
ctx = execjs.compile(js_file)
days_data = data[0].split(',')
for i in range(len(days_data)):
arr = ctx.call('decode', days_data[i])
print(arr[0])
if __name__=='__main__':
get_month_data('sz000001', '2021-11-07')
get_last_5days_data('sz000001')效果如下：
sf_sdk.js文件抠出的内容如下(就改了一个函数名)
function decode(t) {
var e, i, n, r, a, o, s, l = (arguments,
864e5), u = 7657, c = [], d = [], h = ~(3 << 30), f = 1 << 30, m = [0, 3, 5, 6, 9, 10, 12, 15, 17, 18, 20, 23, 24, 27, 29, 30], p = Math, g = function() {
var l, u;
for (l = 0; 64 > l; l++)
d[l] = p.pow(2, l),
26 > l && (c[l] = v(l + 65),
c[l + 26] = v(l + 97),
10 > l && (c[l + 52] = v(l + 48)));
for (c.push("+", "/"),
c = c.join(""),
i = t.split(""),
n = i.length,
l = 0; n > l; l++)
i[l] = c.indexOf(i[l]);
return r = {},
e = o = 0,
a = {},
u = w([12, 6]),
s = 63 ^ u[1],
{
_1479: D,
_136: _,
_200: C,
_139: R,
_197: A,
_3466: O
}["_" + u[0]] || function() {
return []
}
}, v = String.fromCharCode, b = function(t) {
return t === {}._
}, N = function() {
var t, e;
for (t = y(),
e = 1; ; ) {
if (!y())
return e * (2 * t - 1);
e++
}
}, y = function() {
var t;
return e >= n ? 0 : (t = i[e] & 1 << o,
o++,
o >= 6 && (o -= 6,
e++),
!!t)
}, w = function(t, r, a) {
var s, l, u, c, h;
for (l = [],
u = 0,
r || (r = []),
a || (a = []),
s = 0; s < t.length; s++)
if (c = t[s],
u = 0,
c) {
if (e >= n)
return l;
if (t[s] <= 0)
u = 0;
else if (t[s] <= 30) {
for (; h = 6 - o,
h = c > h ? h : c,
u |= (i[e] >> o & (1 << h) - 1) << t[s] - c,
o += h,
o >= 6 && (o -= 6,
e++),
c -= h,
!(0 >= c); )
;
r[s] && u >= d[t[s] - 1] && (u -= d[t[s]])
} else
u = w([30, t[s] - 30], [0, r[s]]),
a[s] || (u = u[0] + u[1] * d[30]);
l[s] = u
} else
l[s] = 0;
return l
}, x = function() {
var t;
return t = w([3])[0],
1 == t ? (r.d = w([18], [1])[0],
t = 0) : t || (t = w([6])[0]),
t
}, S = function(t) {
var e, i, n;
for (t > 1 && (e = 0),
e = 0; t > e; e++)
r.d++,
n = r.d % 7,
(3 == n || 4 == n) && (r.d += 5 - n);
return i = new Date,
i.setTime((u + r.d) * l),
i
}, k = function(t) {
var e, i, n;
for (n = r.wd || 62,
e = 0; t > e; e++)
do
r.d++;
while (!(n & 1 << (r.d % 7 + 10) % 7));
return i = new Date,
i.setTime((u + r.d) * l),
i
}, T = function(t) {
var e, i, n;
return t ? 0 > t ? (e = T(-t),
[-e[0], -e[1]]) : (e = t % 3,
i = (t - e) / 3,
n = [i, i],
e && n[e - 1]++,
n) : [0, 0]
}, P = function(t, e, i) {
var n, r, a;
for (r = "number" == typeof e ? T(e) : e,
a = T(i),
n = [a[0] - r[0], a[1] - r[1]],
r = 1; n[0] < n[1]; )
r *= 5,
n[1]--;
for (; n[1] < n[0]; )
r *= 2,
n[0]--;
if (r > 1 && (t *= r),
n = n[0],
t = E(t),
0 > n) {
for (; t.length + n <= 0; )
t = "0" + t;
return n += t.length,
r = t.substr(0, n) - 0,
void 0 === i ? r + "." + t.substr(n) - 0 : (a = t.charAt(n) - 0,
a > 5 ? r++ : 5 == a && (t.substr(n + 1) - 0 > 0 ? r++ : r += 1 & r),
r)
}
for (; n > 0; n--)
t += "0";
return t - 0
}, C = function() {
var t, i, a, o, l;
if (s >= 1)
return [];
for (r.d = w([18], [1])[0] - 1,
a = w([3, 3, 30, 6]),
r.p = a[0],
r.ld = a[1],
r.cd = a[2],
r.c = a[3],
r.m = p.pow(10, r.p),
r.pc = r.cd / r.m,
i = [],
t = 0; o = {
d: 1
},
y() && (a = w([3])[0],
0 == a ? o.d = w([6])[0] : 1 == a ? (r.d = w([18])[0],
o.d = 0) : o.d = a),
l = {
date: S(o.d)
},
y() && (r.ld += N()),
a = w([3 * r.ld], [1]),
r.cd += a[0],
l.close = r.cd / r.m,
i.push(l),
!(e >= n) && (e != n - 1 || 63 & (r.c ^ t + 1)); t++)
;
return i[0].prevclose = r.pc,
i
}, _ = function() {
var t, i, a, o, l, u, c, d, h, f, m;
if (s > 2)
return [];
for (c = [],
h = {
v: "volume",
p: "price",
a: "avg_price"
},
r.d = w([18], [1])[0] - 1,
d = {
date: S(1)
},
a = w(1 > s ? [3, 3, 4, 1, 1, 1, 5] : [4, 4, 4, 1, 1, 1, 3]),
t = 0; 7 > t; t++)
r[["la", "lp", "lv", "tv", "rv", "zv", "pp"][t]] = a[t];
for (r.m = p.pow(10, r.pp),
s >= 1 ? (a = w([3, 3]),
r.c = a[0],
a = a[1]) : (a = 5,
r.c = 2),
r.pc = w([6 * a])[0],
d.pc = r.pc / r.m,
r.cp = r.pc,
r.da = 0,
r.sa = r.sv = 0,
t = 0; !(e >= n) && (e != n - 1 || 7 & (r.c ^ t)); t++) {
for (l = {},
o = {},
f = r.tv ? y() : 1,
i = 0; 3 > i; i++)
if (m = ["v", "p", "a"][i],
(f ? y() : 0) && (a = N(),
r["l" + m] += a),
u = "v" == m && r.rv ? y() : 1,
a = w([3 * r["l" + m] + ("v" == m ? 7 * u : 0)], [!!i])[0] * (u ? 1 : 100),
o[m] = a,
"v" == m) {
if (!(l[h[m]] = a) && (s > 1 || 241 > t) && (r.zv ? !y() : 1)) {
o.p = 0;
break
}
} else
"a" == m && (r.da = (1 > s ? 0 : r.da) + o.a);
r.sv += o.v,
l[h.p] = (r.cp += o.p) / r.m,
r.sa += o.v * r.cp,
l[h.a] = b(o.a) ? t ? c[t - 1][h.a] : l[h.p] : r.sv ? ((p.floor((r.sa * (2e3 / r.m) + r.sv) / r.sv) >> 1) + r.da) / 1e3 : l[h.p] + r.da / 1e3,
c.push(l)
}
return c[0].date = d.date,
c[0].prevclose = d.pc,
c
}, D = function() {
var t, e, i, n, a, o, l;
if (s >= 1)
return [];
for (r.lv = 0,
r.ld = 0,
r.cd = 0,
r.cv = [0, 0],
r.p = w([6])[0],
r.d = w([18], [1])[0] - 1,
r.m = p.pow(10, r.p),
a = w([3, 3]),
r.md = a[0],
r.mv = a[1],
t = []; a = w([6]),
a.length; ) {
if (i = {
c: a[0]
},
n = {},
i.d = 1,
32 & i.c)
for (; ; ) {
if (a = w([6])[0],
63 == (16 | a)) {
l = 16 & a ? "x" : "u",
a = w([3, 3]),
i[l + "_d"] = a[0] + r.md,
i[l + "_v"] = a[1] + r.mv;
break
}
if (32 & a) {
o = 8 & a ? "d" : "v",
l = 16 & a ? "x" : "u",
i[l + "_" + o] = (7 & a) + r["m" + o];
break
}
if (o = 15 & a,
0 == o ? i.d = w([6])[0] : 1 == o ? (r.d = o = w([18])[0],
i.d = 0) : i.d = o,
!(16 & a))
break
}
n.date = S(i.d);
for (o in {
v: 0,
d: 0
})
b(i["x_" + o]) || (r["l" + o] = i["x_" + o]),
b(i["u_" + o]) && (i["u_" + o] = r["l" + o]);
for (i.l_l = [i.u_d, i.u_d, i.u_d, i.u_d, i.u_v],
l = m[15 & i.c],
1 & i.u_v && (l = 31 - l),
16 & i.c && (i.l_l[4] += 2),
e = 0; 5 > e; e++)
l & 1 << 4 - e && i.l_l[e]++,
i.l_l[e] *= 3;
i.d_v = w(i.l_l, [1, 0, 0, 1, 1], [0, 0, 0, 0, 1]),
o = r.cd + i.d_v[0],
n.open = o / r.m,
n.high = (o + i.d_v[1]) / r.m,
n.low = (o - i.d_v[2]) / r.m,
n.close = (o + i.d_v[3]) / r.m,
a = i.d_v[4],
"number" == typeof a && (a = [a, a >= 0 ? 0 : -1]),
r.cd = o + i.d_v[3],
l = r.cv[0] + a[0],
r.cv = [l & h, r.cv[1] + a[1] + !!((r.cv[0] & h) + (a[0] & h) & f)],
n.volume = (r.cv[0] & f - 1) + r.cv[1] * f,
t.push(n)
}
return t
}, R = function() {
var t, e, i, n;
if (s > 1)
return [];
for (r.l = 0,
n = -1,
r.d = w([18])[0] - 1,
i = w([18])[0]; r.d < i; )
e = S(1),
0 >= n ? (y() && (r.l += N()),
n = w([3 * r.l], [0])[0] + 1,
t || (t = [e],
n--)) : t.push(e),
n--;
return t
}, A = function() {
var t, i, a, o;
if (s >= 1)
return [];
for (r.f = w([6])[0],
r.c = w([6])[0],
a = [],
r.dv = [],
r.dl = [],
t = 0; t < r.f; t++)
r.dv[t] = 0,
r.dl[t] = 0;
for (t = 0; !(e >= n) && (e != n - 1 || 7 & (r.c ^ t)); t++) {
for (o = [],
i = 0; i < r.f; i++)
y() && (r.dl[i] += N()),
r.dv[i] += w([3 * r.dl[i]], [1])[0],
o[i] = r.dv[i];
a.push(o)
}
return a
}, O = function() {
if (r = {
b_avp: 1,
b_ph: 0,
b_phx: 0,
b_sep: 0,
p_p: 6,
p_v: 0,
p_a: 0,
p_e: 0,
p_t: 0,
l_o: 3,
l_h: 3,
l_l: 3,
l_c: 3,
l_v: 5,
l_a: 5,
l_e: 3,
l_t: 0,
u_p: 0,
u_v: 0,
u_a: 0,
wd: 62,
d: 0
},
s > 0)
return [];
var t, i, a, o, l, u, c;
for (t = []; ; ) {
if (e >= n)
return void 0;
if (a = {
d: 1,
c: 0
},
y())
if (y()) {
if (y()) {
for (a.c++,
a.a = r.b_avp,
y() && (r.b_avp ^= y(),
r.b_ph ^= y(),
r.b_phx ^= y(),
a.s = r.b_sep,
r.b_sep ^= y(),
y() && (r.wd = w([7])[0]),
a.s ^ r.b_sep && (a.s ? r.u_p = r.u_c : r.u_o = r.u_h = r.u_l = r.u_c = r.u_p)),
u = 0; u < 3 + 2 * r.b_ph; u++)
if (y() && (l = "pvaet".charAt(u),
o = r["p_" + l],
r["p_" + l] += N(),
r["u_" + l] = P(r["u_" + l], o, r["p_" + l]) - 0,
r.b_sep && !u))
for (c = 0; 4 > c; c++)
l = "ohlc".charAt(c),
r["u_" + l] = P(r["u_" + l], o, r.p_p) - 0;
!r.b_avp && a.a && (r.u_a = P(i && i.amount || 0, 0, r.p_a))
}
if (y())
for (a.c++,
u = 0; u < 7 + r.b_ph + r.b_phx; u++)
y() && (6 == u ? a.d = x() : r["l_" + "ohlcva*et".charAt(u)] += N());
if (y() && (a.c++,
l = r.l_o + (y() && N()),
o = w([3 * l], [1])[0],
a.p = r.b_sep ? r.u_c + o : r.u_p += o),
!a.c)
break
} else
y() ? y() ? y() ? a.d = x() : r.l_v += N() : r.b_ph && y() ? r["l_" + "et".charAt(r.b_phx && y())] += N() : r.l_a += N() : r["l_" + "ohlc".charAt(w([2])[0])] += N();
for (u = 0; u < 6 + r.b_ph + r.b_phx; u++)
c = "ohlcvaet".charAt(u),
o = (r.b_sep ? 191 : 185) >> u & 1,
a["v_" + c] = w([3 * r["l_" + c]], [o])[0];
i = {
date: k(a.d)
},
a.p && (i.prevclose = P(a.p, r.p_p)),
r.b_sep ? (i.open = P(r.u_o += a.v_o, r.p_p),
i.high = P(r.u_h += a.v_h, r.p_p),
i.low = P(r.u_l += a.v_l, r.p_p),
i.close = P(r.u_c += a.v_c, r.p_p)) : (a.o = r.u_p + a.v_o,
i.open = P(a.o, r.p_p),
i.high = P(a.o + a.v_h, r.p_p),
i.low = P(a.o - a.v_l, r.p_p),
i.close = P(r.u_p = a.o + a.v_c, r.p_p)),
i.volume = P(r.u_v += a.v_v, r.p_v),
r.b_avp ? (o = T(r.p_p),
l = T(r.p_v),
i.amount = P(P(Math.floor((r.b_sep ? (r.u_o + r.u_h + r.u_l + r.u_c) / 4 : a.o + (a.v_h - a.v_l + a.v_c) / 4) * r.u_v + .5), [o[0] + l[0], o[1] + l[1]], r.p_a) + a.v_a, r.p_a)) : (r.u_a += a.v_a,
i.amount = P(r.u_a, r.p_a)),
r.b_ph && (i.postVol = P(a.v_e, r.p_e),
i.postAmt = P(Math.floor(i.postVol * i.close + (r.b_phx ? P(a.v_t, r.p_t) : 0) + .5), 0)),
t.push(i)
}
return t
}, E = function(t) {
var e, i, n;
if (t = (t || 0).toString(),
n = [],
i = t.toLowerCase().indexOf("e"),
i > 0) {
for (e = t.substr(i + 1) - 0; e >= 0; e--)
n.push(Math.floor(e * Math.pow(10, -e) + .5) - 0);
return n.join("")
}
return t
};
return g()()
}
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