用python获取新浪历史分时数据

*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 execjsdef 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=' % coderes = 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]])} elseu = w([30, t[s] - 30], [0, r[s]]),a[s] || (u = u[0] + u[1] * d[30]);l[s] = u} elsel[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++)dor.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} elsey() ? 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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