304 lines
11 KiB
JavaScript
304 lines
11 KiB
JavaScript
// 东方财富妙想 MCP 数据源
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// 协议: StreamableHttp (MCP 2025-03-26 spec), HTTP POST + JSON-RPC 2.0
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// - 认证: header `em_api_key: <EM_API_KEY>`
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// - 妙想 MCP 是"自然语言驱动": 传 query 字符串, 内部 LLM 解析 + 调底层数据接口
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// - 重要: 每次调用 5-20s + LLM token 成本, 必须配合"DB 优先" (refresh 时已存在的指标跳过)
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//
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// 需要的 .env:
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// EM_API_KEY=xxx 必填
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// EASTMONEY_MCP_BASE=... 可选, 默认 https://mxapi.eastmoney.com/mxds/mcp
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//
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// INDICATORS 数组: 配置要拉的指标
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// 每项:
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// name → Indicator.name (主键)
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// groupName → Indicator.groupName
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// title → data.title
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// unit → data.unit
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// tool → MCP tool 名
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// query → 自然语言查询
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// pickSheet(sheets) → 选一张 sheet (默认取第一张)
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// parseSheet(sheet) → [{period, value}, ...] 默认按宽表转长表 (列=日期, 行=值)
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import axios from 'axios'
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const DEFAULT_BASE = 'https://mxapi.eastmoney.com/mxds/mcp'
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const TIMEOUT = 60000
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// ====== INDICATORS 配置 ======
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// 跑 npm run data:discover 看可用 tool, 再加新指标
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const INDICATORS = [
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{
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name: 'china-cpi-yoy',
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groupName: 'china-macro',
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title: '中国 CPI 同比',
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unit: '%',
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tool: 'mx_macro_data',
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query: '查询中国 2015 年至今 CPI 月度同比数据，每一个月的数值',
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pickSheet: (sheets) =>
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sheets.find((s) => s.items?.[0]?.[0]?.includes('CPI') && s.items[0][0].includes('同比'))
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|| sheets.find((s) => s.sheetName?.includes('宏观数据'))
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|| sheets[0],
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},
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{
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name: 'china-gdp-yoy',
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groupName: 'china-macro',
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title: '中国 GDP 同比',
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unit: '%',
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tool: 'mx_macro_data',
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query: '查询中国 2015-2025 年 GDP 不变价同比增速，季度数据，每一季度的数值',
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pickSheet: (sheets) =>
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sheets.find((s) => s.items?.[0]?.[0]?.includes('GDP') && s.items[0][0].includes('同比'))
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|| sheets[0],
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},
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{
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// 国债收益率: MCP 返回日频, 用月末降采样成月频点
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name: 'china-bond-10y',
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groupName: 'china-macro',
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title: '中国国债 10 年期收益率',
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unit: '%',
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frequency: 'month',
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tool: 'mx_macro_data',
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query: '查询中国10年期国债到期收益率 2024年至今 每日数据',
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pickSheet: (sheets) =>
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sheets.find((s) => s.items?.some?.((row) => String(row[0] || '').includes('国债到期收益率:10年')))
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|| sheets[0],
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parseSheet: (sheet) => monthEndSample(sheet, '国债到期收益率:10年'),
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},
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{
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name: 'china-bond-1y',
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groupName: 'china-macro',
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title: '中国国债 1 年期收益率',
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unit: '%',
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frequency: 'month',
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tool: 'mx_macro_data',
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query: '查询中国1年期国债到期收益率 2024年至今 每日数据',
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pickSheet: (sheets) =>
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sheets.find((s) => s.items?.some?.((row) => String(row[0] || '').includes('国债到期收益率:1年')))
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|| sheets[0],
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parseSheet: (sheet) => monthEndSample(sheet, '国债到期收益率:1年'),
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},
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{
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name: 'china-lpr-1y',
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groupName: 'china-macro',
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title: '中国 LPR 1 年期',
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unit: '%',
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frequency: 'month',
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tool: 'mx_macro_data',
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query: '查询中国LPR 1年期贷款市场报价利率 2024年至今 月度数据，每一个月的数值',
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pickSheet: (sheets) =>
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sheets.find((s) => s.sheetName?.includes('宏观数据（月）'))
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|| sheets[0],
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parseSheet: (sheet) => pickRowByKeyword(sheet, '(LPR):1年'),
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},
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{
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name: 'china-lpr-5y',
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groupName: 'china-macro',
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title: '中国 LPR 5 年期',
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unit: '%',
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frequency: 'month',
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tool: 'mx_macro_data',
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query: '查询中国LPR 5年期以上贷款市场报价利率 2024年至今 月度数据，每一个月的数值',
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pickSheet: (sheets) =>
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sheets.find((s) => s.sheetName?.includes('宏观数据（月）'))
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|| sheets[0],
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parseSheet: (sheet) => pickRowByKeyword(sheet, '(LPR):5年'),
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},
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]
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export const META = {
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name: 'eastmoney-mcp',
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description: '东方财富妙想 MCP (StreamableHttp, NL 查询)',
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docs: 'https://mxapi.eastmoney.com/mxds/doc/mcp-install.md',
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}
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// ====== StreamableHttp 客户端 ======
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class McpClient {
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constructor(baseUrl, apiKey) {
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this.baseUrl = baseUrl
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this.apiKey = apiKey
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this.id = 0
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}
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async _request(method, params) {
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const payload = { jsonrpc: '2.0', id: ++this.id, method, ...(params ? { params } : {}) }
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const resp = await axios.post(this.baseUrl, payload, {
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timeout: TIMEOUT,
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headers: {
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'Content-Type': 'application/json',
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'Accept': 'application/json, text/event-stream',
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'em_api_key': this.apiKey,
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},
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responseType: 'text',
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transformResponse: [(d) => d],
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validateStatus: () => true,
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})
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if (resp.status >= 400) {
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throw new Error(`HTTP ${resp.status}: ${String(resp.data).slice(0, 300)}`)
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}
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const parsed = parseMcpResponse(String(resp.data || ''))
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// JSON-RPC 信封 {jsonrpc,id,result|error}, 统一解包 result
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if (parsed.error) {
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throw new Error(`MCP error ${parsed.error.code}: ${parsed.error.message}`)
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}
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return parsed.result || parsed
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}
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async listTools() {
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const r = await this._request('tools/list')
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return r.tools || []
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}
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async callTool(name, args = {}) {
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const r = await this._request('tools/call', { name, arguments: args })
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if (r.isError) {
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const msg = (r.content || []).map((c) => c.text || '').join('; ')
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throw new Error(`tool ${name} error: ${msg || JSON.stringify(r).slice(0, 200)}`)
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}
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return r
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}
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}
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// 解析响应: JSON 或 SSE
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function parseMcpResponse(text) {
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const t = text.trim()
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if (t.startsWith('{')) return JSON.parse(t)
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if (t.startsWith('data:')) {
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const lines = t.split('\n').filter((l) => l.startsWith('data:'))
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let last = null
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for (const line of lines) {
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const json = line.slice(5).trim()
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if (!json || json === '[DONE]') continue
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try { last = JSON.parse(json) } catch { /* skip */ }
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}
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if (!last) throw new Error('SSE 无有效 data 块: ' + text.slice(0, 200))
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return last
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}
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throw new Error('未知响应格式: ' + t.slice(0, 200))
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}
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// 默认 sheet 解析: 宽表 (列=日期, 行=值) → 长表
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// 例: { columns:["指标","来源","2024-12","2024-11"], items:[["CPI","统计局","0.1","0.2"]] }
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// → [{period:"2024-12", value:0.1}, {period:"2024-11", value:0.2}]
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// 返回时反转成从老到新
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function defaultParseSheet(sheet) {
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if (!sheet || !sheet.columns || !sheet.items || !sheet.items[0]) return []
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const cols = sheet.columns
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const row = sheet.items[0]
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const dates = cols.slice(2) // 跳过 [指标名, 来源]
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const values = row.slice(2)
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const out = []
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for (let i = 0; i < dates.length; i++) {
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const v = parseFloat(values[i])
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if (!isNaN(v)) out.push({ period: dates[i], value: v })
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}
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return out.reverse() // 从老到新
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}
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// 宽表 → 长表, 指定 item 行 (按指标全名前缀匹配), 日频列降采样为月末值
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// 例: columns=["指标","来源","2026-08-05","2026-08-04",...] → [{period:"2024-01",value},...]
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function monthEndSample(sheet, keyword) {
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if (!sheet || !sheet.columns || !sheet.items) return []
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const row = sheet.items.find((r) => String(r[0] || '').includes(keyword))
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if (!row) return []
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const cols = sheet.columns
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const dates = cols.slice(2) // 新 → 老
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const values = row.slice(2)
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const out = []
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const seen = new Set()
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for (let i = 0; i < dates.length; i++) {
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const v = parseFloat(values[i])
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const m = String(dates[i] || '').slice(0, 7) // "2024-01-02" → "2024-01"
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if (!/^\d{4}-\d{2}$/.test(m) || Number.isNaN(v)) continue
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if (seen.has(m)) continue // 列是降序, 第一次遇到的即当月最后一个交易日
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seen.add(m)
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out.push({ period: m, value: v })
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}
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return out.reverse() // 从老到新
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}
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// 宽表 → 长表, 指定 item 行 (按指标全名前缀匹配), 保留原频率 (月/季/年)
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function pickRowByKeyword(sheet, keyword) {
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if (!sheet || !sheet.columns || !sheet.items) return []
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const row = sheet.items.find((r) => String(r[0] || '').includes(keyword))
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if (!row) return []
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const cols = sheet.columns
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const dates = cols.slice(2)
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const values = row.slice(2)
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const out = []
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for (let i = 0; i < dates.length; i++) {
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const v = parseFloat(values[i])
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if (!Number.isNaN(v)) out.push({ period: String(dates[i]), value: v })
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}
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return out.reverse() // 从老到新
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}
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// ====== fetcher 入口 ======
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export async function listAvailableTools() {
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const key = process.env.EM_API_KEY
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if (!key) throw new Error('缺少 EM_API_KEY')
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const base = process.env.EASTMONEY_MCP_BASE || DEFAULT_BASE
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const client = new McpClient(base, key)
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return client.listTools()
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}
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// opts.skipNames: Set<string> — DB 已存在的指标名, 跳过不调 MCP (省 token)
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// opts.onlyNames: Set<string> — 白名单, 只跑这些 (用于补跑单个)
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export async function fetchAll(opts = {}) {
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if (INDICATORS.length === 0) {
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throw new Error('eastmoney-mcp: INDICATORS 数组为空, 加新指标见文件顶部注释')
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}
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const skip = opts.skipNames || new Set()
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const force = opts.forceNames || new Set()
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const only = opts.onlyNames || null
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const key = process.env.EM_API_KEY
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if (!key) throw new Error('缺少 EM_API_KEY')
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const base = process.env.EASTMONEY_MCP_BASE || DEFAULT_BASE
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const client = new McpClient(base, key)
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const results = []
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for (const cfg of INDICATORS) {
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if (skip.has(cfg.name) && !force.has(cfg.name)) {
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console.log(`[MCP] ${cfg.name} 跳过 (DB 已存在)`)
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continue
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}
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if (only && !only.has(cfg.name)) continue
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try {
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console.log(`[MCP] ${cfg.name} 调用 ${cfg.tool}: ${cfg.query}`)
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const r = await client.callTool(cfg.tool, { query: cfg.query })
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const text = (r.content || []).map((c) => c.text || '').join('')
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let payload
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try { payload = JSON.parse(text) } catch { payload = { raw: text } }
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const sheets = payload.data || (Array.isArray(payload) ? payload : [payload])
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const sheet = cfg.pickSheet ? cfg.pickSheet(sheets) : sheets[0]
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const parsed = cfg.parseSheet ? cfg.parseSheet(sheet) : defaultParseSheet(sheet)
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if (parsed.length === 0) {
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console.log(`[MCP] ${cfg.name} 返回空 rows, 跳过`)
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continue
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}
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results.push({
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name: cfg.name,
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groupName: cfg.groupName,
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data: {
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unit: cfg.unit,
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title: cfg.title,
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source: 'eastmoney-mcp',
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rows: parsed,
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},
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})
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console.log(`[MCP] ${cfg.name} OK, ${parsed.length} rows (${parsed[0]?.period}..${parsed.at(-1)?.period})`)
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} catch (e) {
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console.error(`[MCP] ${cfg.name} FAIL: ${e.message}`)
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}
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}
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// 全部被 DB 优先跳过时, 返回显式标记而不是空数组 (避免被误判为失败)
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if (results.length === 0 && INDICATORS.every((cfg) => skip.has(cfg.name) && !force.has(cfg.name))) {
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return { skipped: true, reason: 'DB 已存在全部指标' }
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}
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return results
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}
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