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

akshare/index/index_option_qvix.py

@@ -92,6 +92,293 @@ def index_option_300etf_min_qvix() -> pd.DataFrame:
     return temp_df
 
 
+def index_option_500etf_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 67, 68, 69, 70]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_500etf_min_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix500.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 71, 72, 73, 74]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_min_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixcyb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 83, 84, 85, 86]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_min_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixkcb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 75, 76, 77, 78]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_min_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix100.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 17, 18, 19, 20]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_min_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 25, 26, 27, 28]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_min_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex1000.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 79, 80, 81, 82]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_min_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix50index.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
 if __name__ == "__main__":
     index_option_50etf_qvix_df = index_option_50etf_qvix()
     print(index_option_50etf_qvix_df)
@@ -104,3 +391,45 @@ if __name__ == "__main__":
 
     index_option_300etf_min_qvix_df = index_option_300etf_min_qvix()
     print(index_option_300etf_min_qvix_df)
+
+    index_option_500etf_qvix_df = index_option_500etf_qvix()
+    print(index_option_500etf_qvix_df)
+
+    index_option_500etf_min_qvix_df = index_option_500etf_min_qvix()
+    print(index_option_500etf_min_qvix_df)
+
+    index_option_cyb_qvix_df = index_option_cyb_qvix()
+    print(index_option_cyb_qvix_df)
+
+    index_option_cyb_min_qvix_df = index_option_cyb_min_qvix()
+    print(index_option_cyb_min_qvix_df)
+
+    index_option_kcb_qvix_df = index_option_kcb_qvix()
+    print(index_option_kcb_qvix_df)
+
+    index_option_kcb_min_qvix_df = index_option_kcb_min_qvix()
+    print(index_option_kcb_min_qvix_df)
+
+    index_option_100etf_qvix_df = index_option_100etf_qvix()
+    print(index_option_100etf_qvix_df)
+
+    index_option_100etf_min_qvix_df = index_option_100etf_min_qvix()
+    print(index_option_100etf_min_qvix_df)
+
+    index_option_300index_qvix_df = index_option_300index_qvix()
+    print(index_option_300index_qvix_df)
+
+    index_option_300index_min_qvix_df = index_option_300index_min_qvix()
+    print(index_option_300index_min_qvix_df)
+
+    index_option_1000index_qvix_df = index_option_1000index_qvix()
+    print(index_option_1000index_qvix_df)
+
+    index_option_1000index_min_qvix_df = index_option_1000index_min_qvix()
+    print(index_option_1000index_min_qvix_df)
+
+    index_option_50index_qvix_df = index_option_50index_qvix()
+    print(index_option_50index_qvix_df)
+
+    index_option_50index_min_qvix_df = index_option_50index_min_qvix()
+    print(index_option_50index_min_qvix_df)

akshare/index/index_research_fund_sw.py

@@ -0,0 +1,134 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/4/11 17:40
+Desc: 申万宏源研究-申万指数-指数发布-基金指数-实时行情
+https://www.swsresearch.com/institute_sw/allIndex/releasedIndex
+"""
+
+import pandas as pd
+import requests
+
+from akshare.utils.cons import headers
+
+
+def index_realtime_fund_sw(symbol: str = "基础一级") -> pd.DataFrame:
+    """
+    申万宏源研究-申万指数-指数发布-基金指数-实时行情
+    https://www.swsresearch.com/institute_sw/allIndex/releasedIndex
+    :param symbol: choice of {"基础一级", "基础二级", "基础三级", "特色指数"}
+    :type symbol: str
+    :return: 基金指数-实时行情
+    :rtype: pandas.DataFrame
+    """
+    url = "https://www.swsresearch.com/insWechatSw/fundIndex/pageList"
+    payload = {
+        "pageNo": 1,
+        "pageSize": 50,
+        "indexTypeName": symbol,
+        "sortField": "",
+        "rule": "",
+        "indexType": 1,
+    }
+    r = requests.post(url, json=payload, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json["data"]["list"])
+    temp_df.rename(
+        columns={
+            "swIndexCode": "指数代码",
+            "swIndexName": "指数名称",
+            "lastCloseIndex": "昨收盘",
+            "lastMarkup": "日涨跌幅",
+            "yearMarkup": "年涨跌幅",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "指数代码",
+            "指数名称",
+            "昨收盘",
+            "日涨跌幅",
+            "年涨跌幅",
+        ]
+    ]
+    temp_df["昨收盘"] = pd.to_numeric(temp_df["昨收盘"], errors="coerce")
+    temp_df["日涨跌幅"] = pd.to_numeric(temp_df["日涨跌幅"], errors="coerce")
+    temp_df["年涨跌幅"] = pd.to_numeric(temp_df["年涨跌幅"], errors="coerce")
+    return temp_df
+
+
+def index_hist_fund_sw(symbol: str = "807200", period: str = "day") -> pd.DataFrame:
+    """
+    申万宏源研究-申万指数-指数发布-基金指数-历史行情
+    https://www.swsresearch.com/institute_sw/allIndex/releasedIndex/fundDetail?code=807100
+    :param symbol: 基金指数代码
+    :type symbol: str
+    :param period: 周期
+    :type period: str
+    :return: 历史行情
+    :rtype: pandas.DataFrame
+    """
+    period_map = {
+        "day": "DAY",
+        "week": "WEEK",
+        "month": "MONTH",
+    }
+    url = "https://www.swsresearch.com/insWechatSw/fundIndex/getFundKChartData"
+    payload = {"swIndexCode": symbol, "type": period_map[period]}
+    r = requests.post(url, json=payload, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json["data"])
+    temp_df.rename(
+        columns={
+            "bargaindate": "日期",
+            "swIndexName": "指数名称",
+            "swindexcode": "指数代码",
+            "closeindex": "收盘指数",
+            "maxindex": "最高指数",
+            "minindex": "最低指数",
+            "openindex": "开盘指数",
+            "markup": "涨跌幅",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "日期",
+            "收盘指数",
+            "开盘指数",
+            "最高指数",
+            "最低指数",
+            "涨跌幅",
+        ]
+    ]
+    temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
+    temp_df["收盘指数"] = pd.to_numeric(temp_df["收盘指数"], errors="coerce")
+    temp_df["最高指数"] = pd.to_numeric(temp_df["最高指数"], errors="coerce")
+    temp_df["最低指数"] = pd.to_numeric(temp_df["最低指数"], errors="coerce")
+    temp_df["开盘指数"] = pd.to_numeric(temp_df["开盘指数"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    return temp_df
+
+
+if __name__ == "__main__":
+    index_realtime_fund_sw_df = index_realtime_fund_sw(symbol="基础一级")
+    print(index_realtime_fund_sw_df)
+
+    index_realtime_fund_sw_df = index_realtime_fund_sw(symbol="基础二级")
+    print(index_realtime_fund_sw_df)
+
+    index_realtime_fund_sw_df = index_realtime_fund_sw(symbol="基础三级")
+    print(index_realtime_fund_sw_df)
+
+    index_realtime_fund_sw_df = index_realtime_fund_sw(symbol="特色指数")
+    print(index_realtime_fund_sw_df)
+
+    index_hist_fund_sw_df = index_hist_fund_sw(symbol="807200", period="day")
+    print(index_hist_fund_sw_df)
+
+    index_hist_fund_sw_df = index_hist_fund_sw(symbol="807200", period="week")
+    print(index_hist_fund_sw_df)
+
+    index_hist_fund_sw_df = index_hist_fund_sw(symbol="807200", period="month")
+    print(index_hist_fund_sw_df)