akshare 1.12.95__py3-none-any.whl → 1.15.72__py3-none-any.whl

akshare/futures/futures_zh_sina.py

@@ -1,18 +1,19 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/23 16:00
+Date: 2024/3/20 16:00
 Desc: 新浪财经-国内期货-实时数据获取
-http://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_3
+https://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_3
 P.S. 注意采集速度, 容易封禁 IP, 如果不能访问请稍后再试
 """
+
 import json
 import time
 from functools import lru_cache
 
 import pandas as pd
 import requests
-from py_mini_racer import py_mini_racer
+import py_mini_racer
 
 from akshare.futures.cons import (
     zh_subscribe_exchange_symbol_url,
@@ -27,15 +28,17 @@ from akshare.utils import demjson
 def futures_symbol_mark() -> pd.DataFrame:
     """
     期货的品种和代码映射
-    http://vip.stock.finance.sina.com.cn/quotes_service/view/js/qihuohangqing.js
+    https://vip.stock.finance.sina.com.cn/quotes_service/view/js/qihuohangqing.js
     :return: 期货的品种和代码映射
     :rtype: pandas.DataFrame
     """
-    url = "http://vip.stock.finance.sina.com.cn/quotes_service/view/js/qihuohangqing.js"
+    url = (
+        "https://vip.stock.finance.sina.com.cn/quotes_service/view/js/qihuohangqing.js"
+    )
     r = requests.get(url)
     r.encoding = "gb2312"
     data_text = r.text
-    raw_json = data_text[data_text.find("{"): data_text.find("}") + 1]
+    raw_json = data_text[data_text.find("{") : data_text.find("}") + 1]
     data_json = demjson.decode(raw_json)
     czce_mark_list = [item[1] for item in data_json["czce"][1:]]
     dce_mark_list = [item[1] for item in data_json["dce"][1:]]
@@ -43,11 +46,11 @@ def futures_symbol_mark() -> pd.DataFrame:
     cffex_mark_list = [item[1] for item in data_json["cffex"][1:]]
     gfex_mark_list = [item[1] for item in data_json["gfex"][1:]]
     all_mark_list = (
-            czce_mark_list
-            + dce_mark_list
-            + shfe_mark_list
-            + cffex_mark_list
-            + gfex_mark_list
+        czce_mark_list
+        + dce_mark_list
+        + shfe_mark_list
+        + cffex_mark_list
+        + gfex_mark_list
     )
 
     czce_market_name_list = [data_json["czce"][0]] * len(czce_mark_list)
@@ -56,11 +59,11 @@ def futures_symbol_mark() -> pd.DataFrame:
     cffex_market_name_list = [data_json["cffex"][0]] * len(cffex_mark_list)
     gfex_market_name_list = [data_json["gfex"][0]] * len(gfex_mark_list)
     all_market_name_list = (
-            czce_market_name_list
-            + dce_market_name_list
-            + shfe_market_name_list
-            + cffex_market_name_list
-            + gfex_market_name_list
+        czce_market_name_list
+        + dce_market_name_list
+        + shfe_market_name_list
+        + cffex_market_name_list
+        + gfex_market_name_list
     )
 
     czce_symbol_list = [item[0] for item in data_json["czce"][1:]]
@@ -69,11 +72,11 @@ def futures_symbol_mark() -> pd.DataFrame:
     cffex_symbol_list = [item[0] for item in data_json["cffex"][1:]]
     gfex_symbol_list = [item[0] for item in data_json["gfex"][1:]]
     all_symbol_list = (
-            czce_symbol_list
-            + dce_symbol_list
-            + shfe_symbol_list
-            + cffex_symbol_list
-            + gfex_symbol_list
+        czce_symbol_list
+        + dce_symbol_list
+        + shfe_symbol_list
+        + cffex_symbol_list
+        + gfex_symbol_list
     )
 
     temp_df = pd.DataFrame([all_market_name_list, all_symbol_list, all_mark_list]).T
@@ -88,7 +91,7 @@ def futures_symbol_mark() -> pd.DataFrame:
 def futures_zh_realtime(symbol: str = "白糖") -> pd.DataFrame:
     """
     期货品种当前时刻所有可交易的合约实时数据
-    http://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
+    https://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
     :param symbol: 品种名称；可以通过 ak.futures_symbol_mark() 获取所有品种命名表
     :type symbol: str
     :return: 期货品种当前时刻所有可交易的合约实时数据
@@ -98,7 +101,7 @@ def futures_zh_realtime(symbol: str = "白糖") -> pd.DataFrame:
     symbol_mark_map = dict(
         zip(_futures_symbol_mark_df["symbol"], _futures_symbol_mark_df["mark"])
     )
-    url = "http://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQFuturesData"
+    url = "https://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQFuturesData"
     params = {
         "page": "1",
         "sort": "position",
@@ -127,14 +130,16 @@ def futures_zh_realtime(symbol: str = "白糖") -> pd.DataFrame:
     temp_df["changepercent"] = pd.to_numeric(temp_df["changepercent"], errors="coerce")
     temp_df["bid"] = pd.to_numeric(temp_df["bid"], errors="coerce")
     temp_df["ask"] = pd.to_numeric(temp_df["ask"], errors="coerce")
-    temp_df["prevsettlement"] = pd.to_numeric(temp_df["prevsettlement"], errors="coerce")
+    temp_df["prevsettlement"] = pd.to_numeric(
+        temp_df["prevsettlement"], errors="coerce"
+    )
     return temp_df
 
 
 def zh_subscribe_exchange_symbol(symbol: str = "cffex") -> pd.DataFrame:
     """
     交易所具体的可交易品种
-    http://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
+    https://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
     :param symbol: choice of {'czce', 'dce', 'shfe', 'cffex', 'gfex'}
     :type symbol: str
     :return: 交易所具体的可交易品种
@@ -144,7 +149,7 @@ def zh_subscribe_exchange_symbol(symbol: str = "cffex") -> pd.DataFrame:
     r.encoding = "gbk"
     data_text = r.text
     data_json = demjson.decode(
-        data_text[data_text.find("{"): data_text.find("};") + 1]
+        data_text[data_text.find("{") : data_text.find("};") + 1]
     )
     if symbol == "czce":
         data_json["czce"].remove("郑州商品交易所")
@@ -166,7 +171,7 @@ def zh_subscribe_exchange_symbol(symbol: str = "cffex") -> pd.DataFrame:
 def match_main_contract(symbol: str = "cffex") -> str:
     """
     新浪财经-期货-主力合约
-    http://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
+    https://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
     :param symbol: choice of {'czce', 'dce', 'shfe', 'cffex', 'gfex'}
     :type symbol: str
     :return: 主力合约的字符串
@@ -186,7 +191,7 @@ def match_main_contract(symbol: str = "cffex") -> str:
             main_contract = data_df[data_df.iloc[:, 3:].duplicated()]
             print(main_contract["symbol"].values[0])
             subscribe_exchange_list.append(main_contract["symbol"].values[0])
-        except:
+        except:  # noqa: E722
             if len(data_df) == 1:
                 subscribe_exchange_list.append(data_df["symbol"].values[0])
                 print(data_df["symbol"].values[0])
@@ -198,9 +203,9 @@ def match_main_contract(symbol: str = "cffex") -> str:
 
 
 def futures_zh_spot(
-        symbol: str = "V2309",
-        market: str = "CF",
-        adjust: str = "0",
+    symbol: str = "V2309",
+    market: str = "CF",
+    adjust: str = "0",
 ) -> pd.DataFrame:
     """
     期货的实时行情数据
@@ -227,8 +232,9 @@ def futures_zh_spot(
         "Host": "hq.sinajs.cn",
         "Pragma": "no-cache",
         "Proxy-Connection": "keep-alive",
-        "Referer": "http://vip.stock.finance.sina.com.cn/",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/97.0.4692.71 Safari/537.36",
+        "Referer": "https://vip.stock.finance.sina.com.cn/",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/97.0.4692.71 Safari/537.36",
     }
     r = requests.get(url, headers=headers)
     data_df = pd.DataFrame(
@@ -307,7 +313,9 @@ def futures_zh_spot(
             data_df["open"] = pd.to_numeric(data_df["open"], errors="coerce")
             data_df["high"] = pd.to_numeric(data_df["high"], errors="coerce")
             data_df["low"] = pd.to_numeric(data_df["low"], errors="coerce")
-            data_df["current_price"] = pd.to_numeric(data_df["current_price"], errors="coerce")
+            data_df["current_price"] = pd.to_numeric(
+                data_df["current_price"], errors="coerce"
+            )
             data_df["bid_price"] = pd.to_numeric(data_df["bid_price"], errors="coerce")
             data_df["ask_price"] = pd.to_numeric(data_df["ask_price"], errors="coerce")
             data_df["buy_vol"] = pd.to_numeric(data_df["buy_vol"], errors="coerce")
@@ -315,8 +323,12 @@ def futures_zh_spot(
             data_df["hold"] = pd.to_numeric(data_df["hold"], errors="coerce")
             data_df["volume"] = pd.to_numeric(data_df["volume"], errors="coerce")
             data_df["avg_price"] = pd.to_numeric(data_df["avg_price"], errors="coerce")
-            data_df["last_close"] = pd.to_numeric(data_df["last_close"], errors="coerce")
-            data_df["last_settle_price"] = pd.to_numeric(data_df["last_settle_price"], errors="coerce")
+            data_df["last_close"] = pd.to_numeric(
+                data_df["last_close"], errors="coerce"
+            )
+            data_df["last_settle_price"] = pd.to_numeric(
+                data_df["last_settle_price"], errors="coerce"
+            )
             data_df.dropna(subset=["current_price"], ignore_index=True, inplace=True)
             return data_df
         else:
@@ -391,7 +403,9 @@ def futures_zh_spot(
             data_df["open"] = pd.to_numeric(data_df["open"], errors="coerce")
             data_df["high"] = pd.to_numeric(data_df["high"], errors="coerce")
             data_df["low"] = pd.to_numeric(data_df["low"], errors="coerce")
-            data_df["current_price"] = pd.to_numeric(data_df["current_price"], errors="coerce")
+            data_df["current_price"] = pd.to_numeric(
+                data_df["current_price"], errors="coerce"
+            )
             data_df["hold"] = pd.to_numeric(data_df["hold"], errors="coerce")
             data_df["volume"] = pd.to_numeric(data_df["volume"], errors="coerce")
             data_df["amount"] = pd.to_numeric(data_df["amount"], errors="coerce")
@@ -431,7 +445,7 @@ def futures_zh_spot(
                     "_",
                     "_",
                 ]
-            except:
+            except:  # noqa: E722
                 data_df.columns = [
                     "symbol",
                     "time",
@@ -501,7 +515,9 @@ def futures_zh_spot(
             data_df["open"] = pd.to_numeric(data_df["open"], errors="coerce")
             data_df["high"] = pd.to_numeric(data_df["high"], errors="coerce")
             data_df["low"] = pd.to_numeric(data_df["low"], errors="coerce")
-            data_df["current_price"] = pd.to_numeric(data_df["current_price"], errors="coerce")
+            data_df["current_price"] = pd.to_numeric(
+                data_df["current_price"], errors="coerce"
+            )
             data_df["bid_price"] = pd.to_numeric(data_df["bid_price"], errors="coerce")
             data_df["ask_price"] = pd.to_numeric(data_df["ask_price"], errors="coerce")
             data_df["buy_vol"] = pd.to_numeric(data_df["buy_vol"], errors="coerce")
@@ -509,8 +525,12 @@ def futures_zh_spot(
             data_df["hold"] = pd.to_numeric(data_df["hold"], errors="coerce")
             data_df["volume"] = pd.to_numeric(data_df["volume"], errors="coerce")
             data_df["avg_price"] = pd.to_numeric(data_df["avg_price"], errors="coerce")
-            data_df["last_close"] = pd.to_numeric(data_df["last_close"], errors="coerce")
-            data_df["last_settle_price"] = pd.to_numeric(data_df["last_settle_price"], errors="coerce")
+            data_df["last_close"] = pd.to_numeric(
+                data_df["last_close"], errors="coerce"
+            )
+            data_df["last_settle_price"] = pd.to_numeric(
+                data_df["last_settle_price"], errors="coerce"
+            )
             data_df.dropna(subset=["current_price"], ignore_index=True, inplace=True)
             return data_df
         else:
@@ -582,7 +602,9 @@ def futures_zh_spot(
             data_df["open"] = pd.to_numeric(data_df["open"], errors="coerce")
             data_df["high"] = pd.to_numeric(data_df["high"], errors="coerce")
             data_df["low"] = pd.to_numeric(data_df["low"], errors="coerce")
-            data_df["current_price"] = pd.to_numeric(data_df["current_price"], errors="coerce")
+            data_df["current_price"] = pd.to_numeric(
+                data_df["current_price"], errors="coerce"
+            )
             data_df["hold"] = pd.to_numeric(data_df["hold"], errors="coerce")
             data_df["volume"] = pd.to_numeric(data_df["volume"], errors="coerce")
             data_df["amount"] = pd.to_numeric(data_df["amount"], errors="coerce")
@@ -626,17 +648,20 @@ def futures_zh_minute_sina(symbol: str = "IF2008", period: str = "5") -> pd.Data
     return temp_df
 
 
-def futures_zh_daily_sina(symbol: str = "V2306") -> pd.DataFrame:
+def futures_zh_daily_sina(symbol: str = "RB0") -> pd.DataFrame:
     """
     中国各品种期货日频率数据
     https://finance.sina.com.cn/futures/quotes/V2105.shtml
     :param symbol: 可以通过 match_main_contract(symbol="cffex") 获取, 或者访问网页获取
     :type symbol: str
-    :return: 指定 symbol 和 period 的数据
+    :return: 指定 symbol 的数据
     :rtype: pandas.DataFrame
     """
     date = "20210412"
-    url = "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_V21052021_4_12=/InnerFuturesNewService.getDailyKLine"
+    url = (
+        "https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_V21052021_4_12="
+        "/InnerFuturesNewService.getDailyKLine"
+    )
     params = {
         "symbol": symbol,
         "type": "_".join([date[:4], date[4:6], date[6:]]),
@@ -667,9 +692,7 @@ if __name__ == "__main__":
     match_main_contract_df = match_main_contract(symbol="gfex")
     print(match_main_contract_df)
 
-    futures_zh_spot_df = futures_zh_spot(
-        symbol="V2405,V2409", market="CF", adjust="0"
-    )
+    futures_zh_spot_df = futures_zh_spot(symbol="V2405,V2409", market="CF", adjust="0")
     print(futures_zh_spot_df)
 
     futures_zh_spot_df = futures_zh_spot(symbol="V2405", market="CF", adjust="0")
@@ -684,10 +707,10 @@ if __name__ == "__main__":
     futures_zh_minute_sina_df = futures_zh_minute_sina(symbol="SI2406", period="1")
     print(futures_zh_minute_sina_df)
 
-    futures_zh_daily_sina_df = futures_zh_daily_sina(symbol="SI2406")
+    futures_zh_daily_sina_df = futures_zh_daily_sina(symbol="RB0")
     print(futures_zh_daily_sina_df)
 
-    futures_zh_daily_sina_df = futures_zh_daily_sina(symbol="SI2406")
+    futures_zh_daily_sina_df = futures_zh_daily_sina(symbol="RB2410")
     print(futures_zh_daily_sina_df)
 
     dce_text = match_main_contract(symbol="dce")

akshare/futures/symbol_var.py

@@ -1,9 +1,10 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/8/8 20:58
+Date: 2024/11/28 22:00
 Desc: 期货品种映射表
 """
+
 import re
 
 from akshare.futures import cons
@@ -151,18 +152,20 @@ def chinese_to_english(chinese_var: str):
         "低硫燃料油仓库",
         "低硫燃料油厂库",
         "短纤",
-        '涤纶短纤',
-        '生猪',
-        '花生',
-        '工业硅',
-        '氧化铝',
-        '丁二烯橡胶',
-        '碳酸锂',
-        '氧化铝仓库',
-        '氧化铝厂库',
-        '烧碱',
-        '丁二烯橡胶仓库',
-        '丁二烯橡胶厂库',
+        "涤纶短纤",
+        "生猪",
+        "花生",
+        "工业硅",
+        "氧化铝",
+        "丁二烯橡胶",
+        "碳酸锂",
+        "氧化铝仓库",
+        "氧化铝厂库",
+        "烧碱",
+        "丁二烯橡胶仓库",
+        "丁二烯橡胶厂库",
+        "PX",
+        "原木",
     ]
     english_list = [
         "RU",
@@ -277,6 +280,8 @@ def chinese_to_english(chinese_var: str):
         "SH",
         "BR",
         "BR",
+        "PX",
+        "LG",
     ]
     pos = chinese_list.index(chinese_var)
     return english_list[pos]

akshare/futures_derivative/futures_contract_info_czce.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/28 16:00
+Date: 2024/4/11 16:30
 Desc: 郑州商品交易所-交易数据-参考数据
 http://www.czce.com.cn/cn/jysj/cksj/H770322index_1.htm
 """
+
 import xml.etree.ElementTree as ET
 
 import pandas as pd
@@ -19,8 +20,10 @@ def futures_contract_info_czce(date: str = "20240228") -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     headers = {
-        "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/84.0.4147.89 Safari/537.36",
+        "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,"
+        "image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/84.0.4147.89 Safari/537.36",
         "Host": "www.czce.com.cn",
     }
     url = f"http://www.czce.com.cn/cn/DFSStaticFiles/Future/{date[:4]}/{date}/FutureDataReferenceData.xml"
@@ -30,7 +33,7 @@ def futures_contract_info_czce(date: str = "20240228") -> pd.DataFrame:
     tree = ET.ElementTree(ET.fromstring(xml_data))
     root = tree.getroot()
     # 获取所有的记录
-    records = root.findall('.//Contract')
+    records = root.findall(".//Contract")
     # 解析数据并填充到列表中
     data = []
     for record in records:
@@ -42,57 +45,62 @@ def futures_contract_info_czce(date: str = "20240228") -> pd.DataFrame:
         data.append(row_data)
 
     temp_df = pd.DataFrame(data)
-    temp_df.rename(columns={
-        'Name': "产品名称",
-        'CtrCd': "合约代码",
-        'PrdCd': "产品代码",
-        'PrdTp': "产品类型",
-        'ExchCd': "交易所MIC编码",
-        'SegTp': "交易场所",
-        'TrdHrs': "交易时间节假日除外",
-        'TrdCtyCd': "交易国家ISO编码",
-        'TrdCcyCd': "交易币种ISO编码",
-        'ClrngCcyCd': "结算币种ISO编码",
-        'ExpiryTime': "到期时间待国家公布2025年节假日安排后进行调整",
-        'SettleTp': "结算方式",
-        'Duration': "挂牌频率",
-        'TckSz': "最小变动价位",
-        'TckVal': "最小变动价值",
-        'CtrSz': "交易单位",
-        'MsrmntUnt': "计量单位",
-        'MaxOrdSz': "最大下单量",
-        'MnthPosLmt': "日持仓限额期货公司会员不限仓",
-        'MinBlckTrdSz': "大宗交易最小规模",
-        'CesrEaaFl': "是否受CESR监管",
-        'FlexElgblFl': "是否为灵活合约",
-        'ListCy': "上市周期该产品的所有合约月份",
-        'DlvryNtcDt': "交割通知日",
-        'FrstTrdDt': "第一交易日",
-        'LstTrdDt': "最后交易日待国家公布2025年节假日安排后进行调整",
-        'DlvrySettleDt': "交割结算日",
-        'MnthCd': "月份代码",
-        'YrCd': "年份代码",
-        'LstDlvryDt': "最后交割日",
-        'LstDlvryDtBoard': "车（船）板最后交割日",
-        'DlvryMnth': "合约交割月份本合约交割月份",
-        'Margin': "交易保证金率",
-        'PxLim': "涨跌停板",
-        'FeeCcy': "费用币种ISO编码",
-        'TrdFee': "交易手续费",
-        'FeeCollectionType': "手续费收取方式",
-        'DlvryFee': "交割手续费",
-        'IntraDayTrdFee': "平今仓手续费",
-        'TradingLimit': "交易限额"
-    }, inplace=True)
+    temp_df.rename(
+        columns={
+            "Name": "产品名称",
+            "CtrCd": "合约代码",
+            "PrdCd": "产品代码",
+            "PrdTp": "产品类型",
+            "ExchCd": "交易所MIC编码",
+            "SegTp": "交易场所",
+            "TrdHrs": "交易时间节假日除外",
+            "TrdCtyCd": "交易国家ISO编码",
+            "TrdCcyCd": "交易币种ISO编码",
+            "ClrngCcyCd": "结算币种ISO编码",
+            "ExpiryTime": "到期时间待国家公布2025年节假日安排后进行调整",
+            "SettleTp": "结算方式",
+            "Duration": "挂牌频率",
+            "TckSz": "最小变动价位",
+            "TckVal": "最小变动价值",
+            "CtrSz": "交易单位",
+            "MsrmntUnt": "计量单位",
+            "MaxOrdSz": "最大下单量",
+            "MnthPosLmt": "日持仓限额期货公司会员不限仓",
+            "MinBlckTrdSz": "大宗交易最小规模",
+            "CesrEaaFl": "是否受CESR监管",
+            "FlexElgblFl": "是否为灵活合约",
+            "ListCy": "上市周期该产品的所有合约月份",
+            "DlvryNtcDt": "交割通知日",
+            "FrstTrdDt": "第一交易日",
+            "LstTrdDt": "最后交易日待国家公布2025年节假日安排后进行调整",
+            "DlvrySettleDt": "交割结算日",
+            "MnthCd": "月份代码",
+            "YrCd": "年份代码",
+            "LstDlvryDt": "最后交割日",
+            "LstDlvryDtBoard": "车（船）板最后交割日",
+            "DlvryMnth": "合约交割月份本合约交割月份",
+            "Margin": "交易保证金率",
+            "PxLim": "涨跌停板",
+            "FeeCcy": "费用币种ISO编码",
+            "TrdFee": "交易手续费",
+            "FeeCollectionType": "手续费收取方式",
+            "DlvryFee": "交割手续费",
+            "IntraDayTrdFee": "平今仓手续费",
+            "TradingLimit": "交易限额",
+        },
+        inplace=True,
+    )
 
-    temp_df['交易手续费'] = pd.to_numeric(temp_df['交易手续费'], errors="coerce")
-    temp_df['交割手续费'] = pd.to_numeric(temp_df['交割手续费'], errors="coerce")
-    temp_df['平今仓手续费'] = pd.to_numeric(temp_df['平今仓手续费'], errors="coerce")
-    temp_df['交易限额'] = pd.to_numeric(temp_df['交易限额'], errors="coerce")
-    temp_df['车（船）板最后交割日'] = pd.to_datetime(temp_df['车（船）板最后交割日'], errors="coerce").dt.date
+    temp_df["交易手续费"] = pd.to_numeric(temp_df["交易手续费"], errors="coerce")
+    temp_df["交割手续费"] = pd.to_numeric(temp_df["交割手续费"], errors="coerce")
+    temp_df["平今仓手续费"] = pd.to_numeric(temp_df["平今仓手续费"], errors="coerce")
+    temp_df["交易限额"] = pd.to_numeric(temp_df["交易限额"], errors="coerce")
+    temp_df["车（船）板最后交割日"] = pd.to_datetime(
+        temp_df["车（船）板最后交割日"], errors="coerce"
+    ).dt.date
     return temp_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     futures_contract_info_czce_df = futures_contract_info_czce(date="20240228")
     print(futures_contract_info_czce_df)

akshare/futures_derivative/futures_contract_info_ine.py

@@ -1,15 +1,16 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/28 19:00
+Date: 2024/11/30 19:00
 Desc: 上海国际能源交易中心-业务指南-交易参数汇总(期货)
 https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
 """
+
 import pandas as pd
 import requests
 
 
-def futures_contract_info_ine(date: str = "20240228") -> pd.DataFrame:
+def futures_contract_info_ine(date: str = "20241129") -> pd.DataFrame:
     """
     上海国际能源交易中心-业务指南-交易参数汇总(期货)
     https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
@@ -18,43 +19,51 @@ def futures_contract_info_ine(date: str = "20240228") -> pd.DataFrame:
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"https://www.ine.cn/data/instrument/ContractBaseInfo{date}.dat"
-    params = {
-        "rnd": "0.8312696798757147"
-    }
+    url = f"https://www.ine.cn/data/busiparamdata/future/ContractBaseInfo{date}.dat"
+    params = {"rnd": "0.8312696798757147"}
     headers = {
-        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36'
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/119.0.0.0 Safari/537.36"
     }
     r = requests.get(url, params=params, headers=headers)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json['ContractBaseInfo'])
-    temp_df.rename(columns={
-        'BASISPRICE': "挂牌基准价",
-        'ENDDELIVDATE': "最后交割日",
-        'EXPIREDATE': "到期日",
-        'INSTRUMENTID': "合约代码",
-        'OPENDATE': "上市日",
-        'STARTDELIVDATE': "开始交割日",
-        'TRADINGDAY': "交易日",
-    }, inplace=True)
-    temp_df = temp_df[[
-        "合约代码",
-        "上市日",
-        "到期日",
-        "开始交割日",
-        "最后交割日",
-        "挂牌基准价",
-        "交易日",
-    ]]
-    temp_df['上市日'] = pd.to_datetime(temp_df['上市日'], errors="coerce").dt.date
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'], errors="coerce").dt.date
-    temp_df['开始交割日'] = pd.to_datetime(temp_df['开始交割日'], errors="coerce").dt.date
-    temp_df['最后交割日'] = pd.to_datetime(temp_df['最后交割日'], errors="coerce").dt.date
-    temp_df['交易日'] = pd.to_datetime(temp_df['交易日'], errors="coerce").dt.date
-    temp_df['挂牌基准价'] = pd.to_numeric(temp_df['挂牌基准价'], errors="coerce")
+    temp_df = pd.DataFrame(data_json["ContractBaseInfo"])
+    temp_df.rename(
+        columns={
+            "BASISPRICE": "挂牌基准价",
+            "ENDDELIVDATE": "最后交割日",
+            "EXPIREDATE": "到期日",
+            "INSTRUMENTID": "合约代码",
+            "OPENDATE": "上市日",
+            "STARTDELIVDATE": "开始交割日",
+            "TRADINGDAY": "交易日",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约代码",
+            "上市日",
+            "到期日",
+            "开始交割日",
+            "最后交割日",
+            "挂牌基准价",
+            "交易日",
+        ]
+    ]
+    temp_df["上市日"] = pd.to_datetime(temp_df["上市日"], errors="coerce").dt.date
+    temp_df["到期日"] = pd.to_datetime(temp_df["到期日"], errors="coerce").dt.date
+    temp_df["开始交割日"] = pd.to_datetime(
+        temp_df["开始交割日"], errors="coerce"
+    ).dt.date
+    temp_df["最后交割日"] = pd.to_datetime(
+        temp_df["最后交割日"], errors="coerce"
+    ).dt.date
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    temp_df["挂牌基准价"] = pd.to_numeric(temp_df["挂牌基准价"], errors="coerce")
     return temp_df
 
 
-if __name__ == '__main__':
-    futures_contract_info_ine_df = futures_contract_info_ine(date="20240227")
+if __name__ == "__main__":
+    futures_contract_info_ine_df = futures_contract_info_ine(date="20241129")
     print(futures_contract_info_ine_df)