marginTrade.ts•16.6 kB
import { TUSHARE_CONFIG } from '../config.js';
export const marginTrade = {
name: "margin_trade",
description: "获取融资融券相关数据，支持多种数据类型：标的股票、交易汇总、交易明细、转融券汇总等",
parameters: {
type: "object",
properties: {
data_type: {
type: "string",
description: "数据类型，可选值：margin_secs(融资融券标的股票)、margin(融资融券交易汇总)、margin_detail(融资融券交易明细)、slb_len_mm(做市借券交易汇总)"
},
ts_code: {
type: "string",
description: "股票代码，如'000001.SZ'、'600000.SH'等（部分接口可选）"
},
start_date: {
type: "string",
description: "起始日期，格式YYYYMMDD，如'20240101'"
},
end_date: {
type: "string",
description: "结束日期，格式YYYYMMDD，如'20240131'（可选，默认为当前日期）"
},
exchange: {
type: "string",
description: "交易所代码，可选值：SSE(上海证券交易所)、SZSE(深圳证券交易所)、BSE(北京证券交易所)，仅margin_secs接口使用"
}
},
required: ["data_type", "start_date"]
},
async run(args: {
data_type: string;
ts_code?: string;
start_date: string;
end_date?: string;
exchange?: string;
}) {
try {
console.log('融资融券数据查询参数:', args);
const TUSHARE_API_KEY = TUSHARE_CONFIG.API_TOKEN;
const TUSHARE_API_URL = TUSHARE_CONFIG.API_URL;
if (!TUSHARE_API_KEY) {
throw new Error('请配置TUSHARE_TOKEN环境变量');
}
let data;
let formattedOutput;
switch (args.data_type) {
case 'margin_secs':
// 融资融券标的（盘前更新）
data = await fetchMarginSecs(args, TUSHARE_API_KEY, TUSHARE_API_URL);
formattedOutput = formatMarginSecs(data, args);
break;
case 'margin':
// 融资融券交易汇总
if (!args.ts_code) {
throw new Error('融资融券交易汇总查询需要提供股票代码(ts_code)');
}
data = await fetchMarginSummary(args, TUSHARE_API_KEY, TUSHARE_API_URL);
formattedOutput = formatMarginSummary(data, args);
break;
case 'margin_detail':
// 融资融券交易明细
if (!args.ts_code) {
throw new Error('融资融券交易明细查询需要提供股票代码(ts_code)');
}
data = await fetchMarginDetail(args, TUSHARE_API_KEY, TUSHARE_API_URL);
formattedOutput = formatMarginDetail(data, args);
break;
case 'slb_len_mm':
// 做市借券交易汇总
data = await fetchSlbLenMm(args, TUSHARE_API_KEY, TUSHARE_API_URL);
formattedOutput = formatSlbLenMm(data, args);
break;
default:
throw new Error(`不支持的数据类型: ${args.data_type}`);
}
if (!data || data.length === 0) {
throw new Error(`未找到相关融资融券数据`);
}
return {
content: [{ type: "text", text: formattedOutput }]
};
} catch (error) {
console.error('融资融券数据查询错误:', error);
return {
content: [{
type: "text",
text: `查询融资融券数据时发生错误: ${error instanceof Error ? error.message : '未知错误'}`
}]
};
}
}
};
// 1. 融资融券标的（盘前更新）
async function fetchMarginSecs(
args: any,
apiKey: string,
apiUrl: string
) {
const params = {
api_name: "margin_secs",
token: apiKey,
params: {
...(args.ts_code && { ts_code: args.ts_code }),
start_date: args.start_date,
...(args.end_date && { end_date: args.end_date }),
...(args.exchange && { exchange: args.exchange })
},
fields: "trade_date,ts_code,name,exchange"
};
return await callTushareAPI(params, apiUrl, 'margin_secs');
}
// 2. 融资融券交易汇总
async function fetchMarginSummary(
args: any,
apiKey: string,
apiUrl: string
) {
const params = {
api_name: "margin",
token: apiKey,
params: {
ts_code: args.ts_code,
start_date: args.start_date,
...(args.end_date && { end_date: args.end_date })
},
fields: "trade_date,ts_code,rzye,rzmre,rzche,rqye,rqmcl,rqchl,rzrqye"
};
return await callTushareAPI(params, apiUrl, 'margin');
}
// 3. 融资融券交易明细
async function fetchMarginDetail(
args: any,
apiKey: string,
apiUrl: string
) {
const params = {
api_name: "margin_detail",
token: apiKey,
params: {
ts_code: args.ts_code,
start_date: args.start_date,
...(args.end_date && { end_date: args.end_date })
},
fields: "trade_date,ts_code,rzye,rzmre,rqye,rqmcl,rzrqye"
};
return await callTushareAPI(params, apiUrl, 'margin_detail');
}
// 4. 做市借券交易汇总
async function fetchSlbLenMm(
args: any,
apiKey: string,
apiUrl: string
) {
const params = {
api_name: "slb_len_mm",
token: apiKey,
params: {
...(args.ts_code && { ts_code: args.ts_code }),
start_date: args.start_date,
...(args.end_date && { end_date: args.end_date })
},
fields: "trade_date,ts_code,name,ope_inv,lent_qnt,cls_inv,end_bal"
};
return await callTushareAPI(params, apiUrl, 'slb_len_mm');
}
// 通用API调用函数
async function callTushareAPI(params: any, apiUrl: string, apiName: string) {
console.log(`请求${apiName}数据，参数:`, params.params);
const controller = new AbortController();
const timeoutId = setTimeout(() => controller.abort(), TUSHARE_CONFIG.TIMEOUT);
try {
const response = await fetch(apiUrl, {
method: "POST",
headers: {
"Content-Type": "application/json"
},
body: JSON.stringify(params),
signal: controller.signal
});
clearTimeout(timeoutId);
if (!response.ok) {
throw new Error(`Tushare API请求失败: ${response.status}`);
}
const data = await response.json();
if (data.code !== 0) {
throw new Error(`Tushare API错误: ${data.msg}`);
}
if (!data.data || !data.data.items || data.data.items.length === 0) {
return [];
}
const fieldsArray = data.data.fields;
const resultData = data.data.items.map((item: any) => {
const result: Record<string, any> = {};
fieldsArray.forEach((field: string, index: number) => {
result[field] = item[index];
});
return result;
});
console.log(`成功获取到${resultData.length}条${apiName}数据记录`);
return resultData;
} catch (error) {
clearTimeout(timeoutId);
throw error;
}
}
// 格式化融资融券标的数据
function formatMarginSecs(data: any[], args: any): string {
let output = `# 📋 融资融券标的股票列表\n\n`;
output += `📅 查询期间: ${args.start_date}`;
if (args.end_date) {
output += ` ~ ${args.end_date}`;
}
output += `\n`;
if (args.exchange) {
output += `🏛️ 交易所: ${getExchangeName(args.exchange)}\n`;
}
output += `📊 标的数量: ${data.length}只\n\n`;
if (data.length === 0) {
output += `ℹ️ 暂无融资融券标的数据\n\n`;
return output;
}
// 按交易所分组统计
const exchangeStats: Record<string, number> = {};
data.forEach(item => {
const exchange = item.exchange || '未知';
exchangeStats[exchange] = (exchangeStats[exchange] || 0) + 1;
});
output += `## 📈 按交易所统计\n\n`;
output += `| 交易所 | 标的数量 | 占比 |\n`;
output += `|--------|----------|------|\n`;
Object.entries(exchangeStats).forEach(([exchange, count]) => {
const percentage = ((count / data.length) * 100).toFixed(2);
output += `| ${getExchangeName(exchange)} | ${count}只 | ${percentage}% |\n`;
});
// 显示详细列表（前50个）
const displayData = data.slice(0, 50);
output += `\n## 📋 详细标的列表 (前${displayData.length}条)\n\n`;
output += `| 代码 | 名称 | 交易所 | 交易日期 |\n`;
output += `|------|------|--------|----------|\n`;
displayData.forEach(item => {
output += `| ${item.ts_code} | ${item.name} | ${getExchangeName(item.exchange)} | ${item.trade_date} |\n`;
});
if (data.length > 50) {
output += `\n*显示前50条记录，共${data.length}条数据*\n`;
}
return output;
}
// 格式化融资融券交易汇总数据
function formatMarginSummary(data: any[], args: any): string {
let output = `# 💰 ${args.ts_code} 融资融券交易汇总\n\n`;
output += `📅 查询期间: ${args.start_date} ~ ${args.end_date}\n`;
output += `📊 数据条数: ${data.length}条\n\n`;
if (data.length === 0) {
output += `ℹ️ 暂无融资融券交易汇总数据\n\n`;
return output;
}
const sortedData = data.sort((a, b) => b.trade_date.localeCompare(a.trade_date));
const latestData = sortedData[0];
// 最新数据概览
output += `## 📈 最新数据概览 (${latestData.trade_date})\n\n`;
output += `| 项目 | 金额/数量 | 说明 |\n`;
output += `|------|----------|------|\n`;
output += `| 💼 融资余额 | ${formatNumber(latestData.rzye)}元 | 当日融资买入后的余额 |\n`;
output += `| 📊 融券余额 | ${formatNumber(latestData.rqye)}元 | 当日融券卖出后的余额 |\n`;
output += `| 💰 融资融券余额 | ${formatNumber(latestData.rzrqye)}元 | 融资余额 + 融券余额 |\n\n`;
// 期间统计
let totalRzmre = 0, totalRzche = 0, totalRqmcl = 0, totalRqchl = 0;
sortedData.forEach(item => {
totalRzmre += parseFloat(item.rzmre || 0);
totalRzche += parseFloat(item.rzche || 0);
totalRqmcl += parseFloat(item.rqmcl || 0);
totalRqchl += parseFloat(item.rqchl || 0);
});
output += `## 📊 期间统计汇总\n\n`;
output += `| 项目 | 累计金额/数量 | 日均金额/数量 |\n`;
output += `|------|-------------|-------------|\n`;
output += `| 💵 融资买入额 | ${formatNumber(totalRzmre)}元 | ${formatNumber(totalRzmre / data.length)}元 |\n`;
output += `| 💸 融资偿还额 | ${formatNumber(totalRzche)}元 | ${formatNumber(totalRzche / data.length)}元 |\n`;
output += `| 📈 融券卖出量 | ${formatNumber(totalRqmcl)} | ${formatNumber(totalRqmcl / data.length)} |\n`;
output += `| 📉 融券偿还量 | ${formatNumber(totalRqchl)} | ${formatNumber(totalRqchl / data.length)} |\n\n`;
// 详细记录表格
const displayData = sortedData.slice(0, 10);
output += `## 📋 详细交易记录 (最近${displayData.length}个交易日)\n\n`;
output += `| 交易日期 | 融资余额(万元) | 融资买入(万元) | 融资偿还(万元) | 融券余额(万元) | 融券卖出量 | 融券偿还量 |\n`;
output += `|---------|--------------|--------------|--------------|--------------|----------|-----------|\n`;
displayData.forEach(item => {
const rzye = (parseFloat(item.rzye || 0) / 10000).toFixed(2);
const rzmre = (parseFloat(item.rzmre || 0) / 10000).toFixed(2);
const rzche = (parseFloat(item.rzche || 0) / 10000).toFixed(2);
const rqye = (parseFloat(item.rqye || 0) / 10000).toFixed(2);
const rqmcl = formatNumber(item.rqmcl || 0);
const rqchl = formatNumber(item.rqchl || 0);
output += `| ${item.trade_date} | ${rzye} | ${rzmre} | ${rzche} | ${rqye} | ${rqmcl} | ${rqchl} |\n`;
});
return output;
}
// 格式化融资融券交易明细数据
function formatMarginDetail(data: any[], args: any): string {
let output = `# 📊 ${args.ts_code} 融资融券交易明细\n\n`;
output += `📅 查询期间: ${args.start_date} ~ ${args.end_date}\n`;
output += `📊 数据条数: ${data.length}条\n\n`;
if (data.length === 0) {
output += `ℹ️ 暂无融资融券交易明细数据\n\n`;
return output;
}
const sortedData = data.sort((a, b) => b.trade_date.localeCompare(a.trade_date));
// 显示详细明细表格
const displayData = sortedData.slice(0, 20);
output += `## 📋 交易明细记录 (最近${displayData.length}个交易日)\n\n`;
output += `| 交易日期 | 融资余额(万元) | 融资买入(万元) | 融券余额(万元) | 融券卖出量 | 融资融券余额(万元) |\n`;
output += `|---------|--------------|--------------|--------------|----------|----------------|\n`;
displayData.forEach(item => {
const rzye = (parseFloat(item.rzye || 0) / 10000).toFixed(2);
const rzmre = (parseFloat(item.rzmre || 0) / 10000).toFixed(2);
const rqye = (parseFloat(item.rqye || 0) / 10000).toFixed(2);
const rqmcl = formatNumber(item.rqmcl || 0);
const rzrqye = (parseFloat(item.rzrqye || 0) / 10000).toFixed(2);
output += `| ${item.trade_date} | ${rzye} | ${rzmre} | ${rqye} | ${rqmcl} | ${rzrqye} |\n`;
});
if (sortedData.length > 20) {
output += `\n*显示最近20条记录，共${sortedData.length}条数据*\n`;
}
return output;
}
// 格式化做市借券交易汇总数据
function formatSlbLenMm(data: any[], args: any): string {
let output = `# 🏦 做市借券交易汇总\n\n`;
output += `📅 查询期间: ${args.start_date}`;
if (args.end_date) {
output += ` ~ ${args.end_date}`;
}
output += `\n`;
if (args.ts_code) {
output += `📈 股票代码: ${args.ts_code}\n`;
}
output += `📊 数据条数: ${data.length}条\n\n`;
if (data.length === 0) {
output += `ℹ️ 暂无做市借券交易数据\n\n`;
return output;
}
const sortedData = data.sort((a, b) => b.trade_date.localeCompare(a.trade_date));
// 汇总统计
let totalOpeInv = 0, totalLentQnt = 0, totalClsInv = 0, totalEndBal = 0;
sortedData.forEach(item => {
totalOpeInv += parseFloat(item.ope_inv || 0);
totalLentQnt += parseFloat(item.lent_qnt || 0);
totalClsInv += parseFloat(item.cls_inv || 0);
totalEndBal += parseFloat(item.end_bal || 0);
});
output += `## 📊 汇总统计\n\n`;
output += `| 项目 | 数量/金额 |\n`;
output += `|------|----------|\n`;
output += `| 📦 总期初余量 | ${formatNumber(totalOpeInv)}万股 |\n`;
output += `| 🔄 总融出数量 | ${formatNumber(totalLentQnt)}万股 |\n`;
output += `| 📦 总期末余量 | ${formatNumber(totalClsInv)}万股 |\n`;
output += `| 💰 总期末余额 | ${formatNumber(totalEndBal)}万元 |\n\n`;
// 详细记录表格
const displayData = sortedData.slice(0, 15);
output += `## 📋 详细交易记录 (前${displayData.length}条)\n\n`;
output += `| 交易日期 | 股票代码 | 股票名称 | 期初余量(万股) | 融出数量(万股) | 期末余量(万股) | 期末余额(万元) |\n`;
output += `|---------|----------|----------|--------------|--------------|--------------|----------------|\n`;
displayData.forEach(item => {
const opeInv = parseFloat(item.ope_inv || 0).toFixed(2);
const lentQnt = item.lent_qnt ? parseFloat(item.lent_qnt).toFixed(2) : '-';
const clsInv = parseFloat(item.cls_inv || 0).toFixed(2);
const endBal = parseFloat(item.end_bal || 0).toFixed(2);
output += `| ${item.trade_date} | ${item.ts_code} | ${item.name} | ${opeInv} | ${lentQnt} | ${clsInv} | ${endBal} |\n`;
});
if (sortedData.length > 15) {
output += `\n*显示前15条记录，共${sortedData.length}条数据*\n`;
}
// 数据说明
output += `\n## 📝 数据说明\n\n`;
output += `- **期初余量**: 交易日开始时的借券余量\n`;
output += `- **融出数量**: 当日新增的借券数量\n`;
output += `- **期末余量**: 交易日结束时的借券余量\n`;
output += `- **期末余额**: 期末借券余量对应的市值金额\n`;
return output;
}
// 辅助函数
function getExchangeName(exchange: string): string {
const exchangeMap: Record<string, string> = {
'SSE': '上交所',
'SZSE': '深交所',
'BSE': '北交所',
'上交所': '上交所',
'深交所': '深交所',
'北交所': '北交所'
};
return exchangeMap[exchange] || exchange;
}
function formatNumber(num: any): string {
if (num === null || num === undefined || num === '') {
return '0';
}
const numValue = parseFloat(num);
if (isNaN(numValue)) {
return '0';
}
if (numValue >= 100000000) {
return (numValue / 100000000).toFixed(2) + '亿';
} else if (numValue >= 10000) {
return (numValue / 10000).toFixed(2) + '万';
} else {
return numValue.toLocaleString();
}
}