wind客户端非官方API接口数据爬虫教程

文章介绍了如何通过Fiddler进行网络抓包,发现Wind风控数据接口,并利用Python结合CE读取wind.sessionid来实现数据抓取。通过设置代理、读取内存地址获取session后,使用requests库发送POST请求获取接口数据。

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很多时候需要获取的数据,API提供不了。

以风控数据为例:

下面开始数据抓取教程:

1、使用打开fiddle,并配置wind客户端代理抓包

 打开风控界面,再查看fiddle发现

wind.risk.platform/risknews/get_news接口就是风控展示信息的内容

 复制接口参数到python代码

 

 通过测试发现wind.sessionid是认证session。

2.获取session

打开CE,加载wind进程

 

 搜索前面,fiddle中得wind.session的值

发现最下面有

 

可以通过内存地址来获取session

完整代码如下:

import pymem
Game = pymem.Pymem("wmain.exe") # wind进程
def Get_moduladdr(dll): # 读DLL模块基址
    modules = list(Game.list_modules()) # 列出exe的全部DLL模块
    for module in modules:
        if module.name == dll:
            Moduladdr = module.lpBaseOfDll
    return Moduladdr

Char_Modlue = Get_moduladdr("CSector.DLL") # 读DLL模块基址
session = Game.read_bytes(Char_Modlue+0x139088, 32).decode("utf8")
import requests, json
url = "https://114.80.154.45/wind.risk.platform/risknews/get_news"

headers = {
    "Host": "114.80.154.45",
    "Connection": "keep-alive",
    "Content-Length": "289",
    "Accept": "*/*",
    "Content-Type": "application/json;charset=UTF-8",
    "Origin": "https://114.80.154.45",
    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/73.0.3683.75 Safari/537.36",
    "wind-language":"zh-CN",
    "wind.sessionid": session,
    "Referer": "https://114.80.154.45/wind.risk.platform/index.html?lan=cn",
    "Accept-Encoding": "gzip, deflate, br",
    "Accept-Language": "zh-CN,en-US;q=0.9",
}
body = {"pageSize":30,"tagCode":[],"areaCode":[],"industryCode":[],"emotionId":["7012000001"],"companyNature":[],"companyCode":[],"keywords":[],"timeFrom":"2023-05-25T00:00:00Z","timeTo":"2023-05-25T23:59:59Z","sector":["a001010c00000000"],"importanceId":[],"filterType":"1","windcodeEnable":True,"pageNo":1}
r = requests.post(url,headers=headers,data= json.dumps(body))
print(r.text)

1 WINDPY接口说明 ................................................................................................. 1 1.1 WINDPY接口概述 ............................................................................................... 1 1.2 WINDPY接口安装 ............................................................................................... 2 1.2.1 WindPy对系统环境要求 ............................................................... 2 1.2.2 Python环境安装 .......................................................................... 2 1.2.3 正常WindPy接口安装 .................................................................. 3 1.2.4 特殊安装WindPy方式 .................................................................. 6 1.3 接口向导界面 ..................................................................................................... 6 1.4 WINDPY获取帮助途径 ....................................................................................... 7 1.4.1 本用户手册 .................................................................................... 7 1.4.2 量化交易群和R语言交流群 ........................................................... 7 1.5 WINDPY接口相关规范 ....................................................................................... 1 1.5.1 以下所有命令都有如下假设 ........................................................... 1 1.5.2 命令区分大小写,且“w.”不能省略 ............................................... 1 1.5.3 中文以及单字节码和双字节码的问题 ............................................. 1 1.5.4 品种、指标、参数等引号内的部分不区分大小写 ........................... 1 1.5.5 参数支持list输入 ...................................................................... 1 1.5.6 时间、日期支持Python语言的时间、日期格式 ........................... 2 1.5.7 参数中有缺省值的可以不用输入 .................................................... 2 1.5.8 可以带参数名输入 ......................................................................... 2 精于数据,一直进步 IV 1.5.9 Showblank参数 ........................................................................... 3 1.5.10 交易接口中Showfields参数................................................ 3 1.5.11 ErrorCode定义 .................................................................... 3 2 WIND PY插件命令说明 ....................................................................................... 1 2.1 FROM WINDPY IMPORT *:装载WINDPY包 ..................................................... 1 2.2 W.START:启动WINDPY ..................................................................................... 1 2.3 W.STOP:停止WINDPY ....................................................................................... 2 2.4 W.ISCONNECTED:判断是否已经登录 .............................................................. 2 2.5 W.CANCELREQUEST:取消订阅 .......................................................................... 2 2.6 W.WSD:获取历史序列数据 .............................................................................. 3 2.7 W.WSI:获取分钟数据 ...................................................................................... 3 2.8 W.WST:获取日内TICK级别数据 .................................................................... 4 2.9 W.WSS:获历史截面数据 .................................................................................. 5 2.10 W.WSQ:获取和订阅实时行情数据 ................................................................. 5 2.11 W.WSET:获取板块、指数等成分数据 ........................................................... 6 2.12 W.WEQS:获取条件选股结果 ............................................................................ 7 2.13 W.WPF:获取资产管理、组合管理数据 ......................................................... 7 2.14 交易相关函数 ..................................................................................................... 8 2.14.1 w.tlogon交易登录 ............................................................... 8 2.14.2 w.tlogout交易登出 ............................................................. 9 2.14.3 w.torder委托下单 ............................................................. 10 2.14.4 w.tcancel撤销委托 ........................................................... 11 精于数据,一直进步 V 2.14.5 w.tquery交易查询 ............................................................. 12 2.15 W.TDAYS, W.TDAYSOFFSET,W.TDAYSCOUNT:日期函数 ............................... 14 2.15.1 w.tdays:返回区间内的日期序列 ....................................... 14 2.15.2 w.tdaysoffset:返回某个偏移值对应的日期 ................... 14 2.15.3 w.tdayscount:返回某个区间内日期数量 ......................... 15 3 WINPY插件函数体说明........................................................................................ 1 3.1 日期序列(WSD)................................................................................................. 1 3.2 历史截面数据(WSS) ........................................................................................ 3 3.3 分钟序列(WSI)................................................................................................. 3 3.4 日内跳价(WST)................................................................................................. 4 3.5 实时数据(WSQ)................................................................................................. 5 3.6 数据集(WSET) ..............................................
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