Initial commit: stocks-query skill
Add scripts for querying Taiwan stock market data via Yahoo Finance: - Individual stock quotes (price, OHLC, volume, bid/ask) - Three major institutional investors (foreign, trust, dealer) - Technical indicators (RSI14, ATR14, KD, Bollinger Bands, MACD, MA) - ETF holdings analysis (top 10, industry distribution, asset allocation) - TAIEX weighted index market summary Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
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scripts/yahoo-technical-browserless.py
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303
scripts/yahoo-technical-browserless.py
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#!/usr/bin/env python3
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"""
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用 Browserless 透過 Yahoo Chart API 抓技術面摘要（代號可變）
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輸出內容：
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- 近 5 個交易日 K 線（開高低收）
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- RSI14
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- ATR14
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- KD（9,3,3）
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- 布林通道（20,2）
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用法：
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python3 skills/stocks-query/scripts/yahoo-technical-browserless.py 3481
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python3 skills/stocks-query/scripts/yahoo-technical-browserless.py 2330
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"""
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import datetime as dt
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import html as html_lib
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import json
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import math
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import os
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from pathlib import Path
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import re
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import subprocess
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import sys
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def load_dotenv() -> None:
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"""載入 .env（優先目前目錄，其次 workspace 根目錄）。"""
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candidates = [
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Path.cwd() / ".env",
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Path(__file__).resolve().parents[3] / ".env",
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]
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for env_path in candidates:
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if not env_path.exists():
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continue
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for raw in env_path.read_text(encoding="utf-8").splitlines():
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line = raw.strip()
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if not line or line.startswith("#") or "=" not in line:
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continue
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k, v = line.split("=", 1)
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k = k.strip()
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v = v.strip().strip('"').strip("'")
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if k and k not in os.environ:
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os.environ[k] = v
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break
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load_dotenv()
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ENDPOINT = os.getenv("BROWSERLESS_ENDPOINT")
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TOKEN = os.getenv("BROWSERLESS_TOKEN")
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if not ENDPOINT or not TOKEN:
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raise RuntimeError("缺少必要環境變數：BROWSERLESS_ENDPOINT / BROWSERLESS_TOKEN")
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STOCK_NO = sys.argv[1] if len(sys.argv) > 1 else "3481"
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def fetch_chart_json(stock_no: str) -> dict:
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api_url = f"https://query1.finance.yahoo.com/v8/finance/chart/{stock_no}.TW?range=3mo&interval=1d"
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browserless_api = f"{ENDPOINT}/content?token={TOKEN}"
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payload = json.dumps(
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{
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"url": api_url,
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"gotoOptions": {"waitUntil": "domcontentloaded", "timeout": 60000},
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},
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ensure_ascii=False,
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)
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cmd = [
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"curl",
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"-sS",
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"--max-time",
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"90",
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"-X",
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"POST",
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browserless_api,
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"-H",
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"Content-Type: application/json",
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"-d",
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payload,
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]
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try:
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raw = subprocess.check_output(cmd, text=True)
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except subprocess.CalledProcessError as e:
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raise RuntimeError(f"Browserless 呼叫失敗: {e}") from e
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except subprocess.TimeoutExpired as e:
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raise RuntimeError("Browserless 呼叫逾時") from e
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m = re.search(r"<pre>([\s\S]+)</pre>", raw)
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json_text = html_lib.unescape(m.group(1) if m else raw).strip()
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data = json.loads(json_text)
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if data.get("chart", {}).get("error"):
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raise RuntimeError(f"Yahoo API 錯誤: {data['chart']['error']}")
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return data
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def compute_rsi14(closes: list[float]) -> float | None:
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if len(closes) < 15:
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return None
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gains = []
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losses = []
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for prev_close, close in zip(closes[:-1], closes[1:]):
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change = close - prev_close
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gains.append(max(change, 0.0))
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losses.append(max(-change, 0.0))
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period = 14
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avg_gain = sum(gains[:period]) / period
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avg_loss = sum(losses[:period]) / period
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for gain, loss in zip(gains[period:], losses[period:]):
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avg_gain = ((avg_gain * (period - 1)) + gain) / period
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avg_loss = ((avg_loss * (period - 1)) + loss) / period
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if avg_loss == 0:
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return 100.0
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rs = avg_gain / avg_loss
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return 100 - (100 / (1 + rs))
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def compute_atr14(highs: list[float], lows: list[float], closes: list[float]) -> float | None:
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if len(highs) < 15 or len(lows) < 15 or len(closes) < 15:
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return None
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true_ranges = []
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prev_close = closes[0]
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for high, low, close in zip(highs[1:], lows[1:], closes[1:]):
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tr = max(
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high - low,
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abs(high - prev_close),
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abs(low - prev_close),
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)
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true_ranges.append(tr)
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prev_close = close
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period = 14
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if len(true_ranges) < period:
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return None
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atr = sum(true_ranges[:period]) / period
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for tr in true_ranges[period:]:
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atr = ((atr * (period - 1)) + tr) / period
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return atr
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def compute_kd(highs: list[float], lows: list[float], closes: list[float]) -> tuple[float | None, float | None]:
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period = 9
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if len(highs) < period or len(lows) < period or len(closes) < period:
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return None, None
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k_value = 50.0
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d_value = 50.0
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rsv_values = []
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for idx in range(period - 1, len(closes)):
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window_high = max(highs[idx - period + 1 : idx + 1])
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window_low = min(lows[idx - period + 1 : idx + 1])
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close = closes[idx]
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if window_high == window_low:
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rsv = 50.0
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else:
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rsv = ((close - window_low) / (window_high - window_low)) * 100
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rsv_values.append(rsv)
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for rsv in rsv_values:
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k_value = ((2 / 3) * k_value) + ((1 / 3) * rsv)
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d_value = ((2 / 3) * d_value) + ((1 / 3) * k_value)
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return k_value, d_value
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def compute_bollinger_bands(closes: list[float]) -> tuple[float | None, float | None, float | None]:
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period = 20
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if len(closes) < period:
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return None, None, None
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window = closes[-period:]
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middle = sum(window) / period
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variance = sum((price - middle) ** 2 for price in window) / period
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std_dev = math.sqrt(variance)
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upper = middle + (2 * std_dev)
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lower = middle - (2 * std_dev)
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return upper, middle, lower
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def parse_technical_data(data: dict):
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result = data["chart"]["result"][0]
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symbol = result.get("meta", {}).get("symbol", f"{STOCK_NO}.TW")
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timestamps = result.get("timestamp", [])
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quote = result.get("indicators", {}).get("quote", [{}])[0]
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opens = quote.get("open", [])
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closes = quote.get("close", [])
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highs = quote.get("high", [])
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lows = quote.get("low", [])
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kline_rows = []
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close_values = []
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high_values = []
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low_values = []
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for ts, open_price, close, high, low in zip(timestamps, opens, closes, highs, lows):
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if None in (open_price, close, high, low):
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continue
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d = dt.datetime.fromtimestamp(ts, tz=dt.timezone(dt.timedelta(hours=8)))
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open_float = float(open_price)
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close_float = float(close)
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high_float = float(high)
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low_float = float(low)
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kline_rows.append(
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(d.strftime("%m/%d"), open_float, high_float, low_float, close_float)
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)
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close_values.append(close_float)
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high_values.append(high_float)
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low_values.append(low_float)
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if len(kline_rows) < 5:
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raise RuntimeError("可用 K 線資料不足 5 筆")
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rsi14 = compute_rsi14(close_values)
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atr14 = compute_atr14(high_values, low_values, close_values)
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k_value, d_value = compute_kd(high_values, low_values, close_values)
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boll_upper, boll_middle, boll_lower = compute_bollinger_bands(close_values)
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return (
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symbol,
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kline_rows[-5:],
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rsi14,
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atr14,
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k_value,
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d_value,
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boll_upper,
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boll_middle,
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boll_lower,
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)
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def print_summary(
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stock_no: str,
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symbol: str,
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kline_rows,
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rsi14: float | None,
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atr14: float | None,
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k_value: float | None,
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d_value: float | None,
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boll_upper: float | None,
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boll_middle: float | None,
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boll_lower: float | None,
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):
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print(f"{stock_no}（{symbol}）｜技術面摘要")
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print("• 近 5 個交易日 K 線（開／高／低／收）")
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for d, o, h, l, c in kline_rows:
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print(f" - {d}：{o:.2f}／{h:.2f}／{l:.2f}／{c:.2f}")
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if rsi14 is None:
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print("• RSI14：無資料")
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else:
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print(f"• RSI14：{rsi14:.2f}")
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if atr14 is None:
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print("• ATR14：無資料")
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else:
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print(f"• ATR14：{atr14:.2f}")
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if k_value is None or d_value is None:
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print("• KD：無資料")
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else:
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print(f"• K：{k_value:.2f}")
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print(f"• D：{d_value:.2f}")
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if boll_upper is None or boll_middle is None or boll_lower is None:
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print("• 布林通道：無資料")
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else:
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print(f"• 布林上軌：{boll_upper:.2f}")
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print(f"• 布林中軌：{boll_middle:.2f}")
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print(f"• 布林下軌：{boll_lower:.2f}")
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if __name__ == "__main__":
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try:
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(
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symbol,
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kline_rows,
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rsi14,
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atr14,
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k_value,
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d_value,
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boll_upper,
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boll_middle,
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boll_lower,
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) = parse_technical_data(fetch_chart_json(STOCK_NO))
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print_summary(
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STOCK_NO,
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symbol,
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kline_rows,
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rsi14,
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atr14,
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k_value,
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d_value,
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boll_upper,
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boll_middle,
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boll_lower,
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)
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except Exception as e:
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print(f"取得失敗：{e}", file=sys.stderr)
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sys.exit(1)
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