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

akshare/option/option_comm_qihuo.py

@@ -0,0 +1,86 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/7/5 15:00
+Desc: 九期网-商品期权手续费
+https://www.9qihuo.com/qiquanshouxufei
+"""
+
+from functools import lru_cache
+from io import StringIO
+
+import pandas as pd
+import requests
+from bs4 import BeautifulSoup
+
+
+@lru_cache()
+def option_comm_symbol() -> pd.DataFrame:
+    import urllib3
+
+    urllib3.disable_warnings(urllib3.exceptions.InsecureRequestWarning)
+    url = "https://www.9qihuo.com/qiquanshouxufei"
+    r = requests.get(url, verify=False)
+    soup = BeautifulSoup(r.text, features="lxml")
+    name = [
+        item.string.strip()
+        for item in soup.find(name="div", attrs={"id": "inst_list"}).find_all(name="a")
+    ]
+    code = [
+        item["href"].split("?")[1].split("=")[1]
+        for item in soup.find(name="div", attrs={"id": "inst_list"}).find_all(name="a")
+    ]
+    temp_df = pd.DataFrame([name, code]).T
+    temp_df.columns = ["品种名称", "品种代码"]
+    return temp_df
+
+
+def option_comm_info(symbol: str = "工业硅期权") -> pd.DataFrame:
+    """
+    九期网-商品期权手续费
+    https://www.9qihuo.com/qiquanshouxufei
+    :param symbol: choice of {"所有", "上海期货交易所", "大连商品交易所", "郑州商品交易所", "上海国际能源交易中心", "广州期货交易所"}
+    :type symbol: str
+    :return: 期权手续费
+    :rtype: pandas.DataFrame
+    """
+    import urllib3
+
+    urllib3.disable_warnings(urllib3.exceptions.InsecureRequestWarning)
+    symbol_df = option_comm_symbol()
+    symbol_str = symbol_df[symbol_df["品种名称"].str.contains(symbol)][
+        "品种代码"
+    ].values[0]
+    params = {"heyue": symbol_str}
+    url = "https://www.9qihuo.com/qiquanshouxufei"
+    r = requests.get(url, params=params, verify=False)
+    temp_df = pd.read_html(StringIO(r.text))[0]
+    market_symbol = temp_df.iloc[0, 0]
+    columns = temp_df.iloc[2, :]
+    temp_df = temp_df.iloc[3:, :]
+    temp_df.columns = columns
+    temp_df["交易所"] = market_symbol
+    temp_df.reset_index(drop=True, inplace=True)
+    temp_df.index.name = None
+    temp_df.columns.name = None
+    temp_df["现价"] = pd.to_numeric(temp_df["现价"], errors="coerce")
+    temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
+    temp_df["每跳毛利/元"] = pd.to_numeric(temp_df["每跳毛利/元"], errors="coerce")
+    temp_df["每跳净利/元"] = pd.to_numeric(temp_df["每跳净利/元"], errors="coerce")
+    soup = BeautifulSoup(r.text, features="lxml")
+    raw_date_text = soup.find(name="a", attrs={"id": "dlink"}).previous
+    comm_update_time = raw_date_text.split("，")[0].strip("（手续费更新时间：")
+    price_update_time = (
+        raw_date_text.split("，")[1].strip("价格更新时间：").strip("。）")
+    )
+    temp_df["手续费更新时间"] = comm_update_time
+    temp_df["价格更新时间"] = price_update_time
+    return temp_df
+
+
+if __name__ == "__main__":
+    option_comm_symbol_df = option_comm_symbol()
+    print(option_comm_symbol_df)
+
+    option_comm_info_df = option_comm_info(symbol="工业硅期权")
+    print(option_comm_info_df)

akshare/option/option_commodity.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/11/17 17:00
+Date: 2024/7/19 14:00
 Desc: 商品期权数据
 说明：
 (1) 价格：自2019年12月02日起，纤维板报价单位由元/张改为元/立方米
@@ -13,10 +13,11 @@ Desc: 商品期权数据
 (7) 合约系列：具有相同月份标的期货合约的所有期权合约的统称
 (8) 隐含波动率：根据期权市场价格，利用期权定价模型计算的标的期货合约价格波动率
 """
+
 import datetime
 import warnings
 from io import StringIO, BytesIO
-from typing import Tuple, Any
+from typing import Tuple, Any, Optional
 
 import pandas as pd
 import requests
@@ -32,14 +33,16 @@ from akshare.option.cons import (
 
 
 def option_dce_daily(
-        symbol: str = "聚乙烯期权", trade_date: str = "20210728"
-) -> Tuple[Any, Any]:
+    symbol: str = "聚乙烯期权", trade_date: str = "20210728"
+) -> Optional[Tuple[Any, Any]]:
     """
     大连商品交易所-期权-日频行情数据
     http://www.dce.com.cn/
     :param trade_date: 交易日
     :type trade_date: str
-    :param symbol: choice of {"玉米期权", "豆粕期权", "铁矿石期权", "液化石油气期权", "聚乙烯期权", "聚氯乙烯期权", "聚丙烯期权", "棕榈油期权", "黄大豆1号期权", "黄大豆2号期权", "豆油期权", "乙二醇期权", "苯乙烯期权"}
+    :param symbol: choice of {"玉米期权", "豆粕期权", "铁矿石期权", "液化石油气期权", "聚乙烯期权", "聚氯乙烯期权",
+    "聚丙烯期权", "棕榈油期权", "黄大豆1号期权", "黄大豆2号期权", "豆油期权", "乙二醇期权", "苯乙烯期权",
+    "鸡蛋期权", "玉米淀粉期权", "生猪期权"}
     :type symbol: str
     :return: 日频行情数据
     :rtype: pandas.DataFrame
@@ -61,12 +64,14 @@ def option_dce_daily(
     res = requests.post(url, data=payload)
     table_df = pd.read_excel(BytesIO(res.content), header=1)
     another_df = table_df.iloc[
-                 table_df[table_df.iloc[:, 0].str.contains("合约")].iloc[-1].name:,
-                 [0, 1],
-                 ]
+        table_df[table_df.iloc[:, 0].str.contains("合约")].iloc[-1].name :,
+        [0, 1],
+    ]
     another_df.reset_index(inplace=True, drop=True)
     another_df.columns = another_df.iloc[0]
     another_df = another_df.iloc[1:, :]
+    result_one_df = pd.DataFrame()
+    result_two_df = pd.DataFrame()
     if symbol == "豆粕期权":
         result_one_df, result_two_df = (
             table_df[table_df["商品名称"] == "豆粕"],
@@ -75,7 +80,7 @@ def option_dce_daily(
     elif symbol == "玉米期权":
         result_one_df, result_two_df = (
             table_df[table_df["商品名称"] == "玉米"],
-            another_df[another_df.iloc[:, 0].str.contains("c")],
+            another_df[another_df.iloc[:, 0].str.contains(r"^c\d")],
         )
     elif symbol == "铁矿石期权":
         result_one_df, result_two_df = (
@@ -132,21 +137,80 @@ def option_dce_daily(
             table_df[table_df["商品名称"] == "苯乙烯"],
             another_df[another_df.iloc[:, 0].str.contains("eb")],
         )
+    elif symbol == "鸡蛋期权":
+        result_one_df, result_two_df = (
+            table_df[table_df["商品名称"] == "鸡蛋"],
+            another_df[another_df.iloc[:, 0].str.contains("jd")],
+        )
+    elif symbol == "玉米淀粉期权":
+        result_one_df, result_two_df = (
+            table_df[table_df["商品名称"] == "玉米淀粉"],
+            another_df[another_df.iloc[:, 0].str.contains("cs")],
+        )
+    elif symbol == "生猪期权":
+        result_one_df, result_two_df = (
+            table_df[table_df["商品名称"] == "生猪"],
+            another_df[another_df.iloc[:, 0].str.contains("lh")],
+        )
+    elif symbol == "原木期权":
+        result_one_df, result_two_df = (
+            table_df[table_df["商品名称"] == "原木"],
+            another_df[another_df.iloc[:, 0].str.contains("lg")],
+        )
     result_one_df.reset_index(inplace=True, drop=True)
     result_two_df.reset_index(inplace=True, drop=True)
     result_two_df.columns.name = None
     return result_one_df, result_two_df
 
 
+def __option_czce_daily_convert_numeric_columns(df):
+    # 定义要处理的列
+    columns_to_convert = [
+        "昨结算",
+        "今开盘",
+        "最高价",
+        "最低价",
+        "今收盘",
+        "今结算",
+        "涨跌1",
+        "涨跌2",
+        "成交量(手)",
+        "持仓量",
+        "增减量",
+        "成交额(万元)",
+        "DELTA",
+        "隐含波动率",
+        "行权量",
+    ]
+
+    # 转换函数：去除逗号并转换为float
+    def convert_to_float(x):
+        try:
+            return float(str(x).replace(",", ""))
+        except:  # noqa: E722
+            return x
+
+    # 创建DataFrame的副本以避免SettingWithCopyWarning
+    df_copy = df.copy()
+    df_copy.columns = [item.strip() for item in df_copy]
+    # 应用转换
+    for col in columns_to_convert:
+        df_copy[col] = df_copy[col].apply(convert_to_float)
+
+    return df_copy
+
+
 def option_czce_daily(
-        symbol: str = "白糖期权", trade_date: str = "20191017"
+    symbol: str = "白糖期权", trade_date: str = "20191017"
 ) -> pd.DataFrame:
     """
     郑州商品交易所-期权-日频行情数据
-
+    http://www.czce.com.cn/cn/sspz/dejbqhqq/H770227index_1.htm#tabs-2
     :param trade_date: 交易日
     :type trade_date: str
-    :param symbol: choice of {"白糖期权", "棉花期权", "甲醇期权", "PTA期权", "菜籽粕期权", "动力煤期权", "菜籽油期权", "花生期权"}
+    :param symbol: choice of {"白糖期权", "棉花期权", "甲醇期权", "PTA期权",  "菜籽粕期权", "动力煤期权", "短纤期权",
+    "菜籽油期权", "花生期权", "纯碱期权", "锰硅期权", "硅铁期权", "尿素期权", "对二甲苯期权", "苹果期权", "红枣期权"
+    "烧碱期权", "玻璃期权", "瓶片期权"}
     :type symbol: str
     :return: 日频行情数据
     :rtype: pandas.DataFrame
@@ -156,7 +220,7 @@ def option_czce_daily(
     if day.strftime("%Y%m%d") not in calendar:
         warnings.warn("{}非交易日".format(day.strftime("%Y%m%d")))
         return pd.DataFrame()
-    if day > datetime.date(2010, 8, 24):
+    if day > datetime.date(year=2010, month=8, day=24):
         url = CZCE_DAILY_OPTION_URL_3.format(day.strftime("%Y"), day.strftime("%Y%m%d"))
         try:
             r = requests.get(url)
@@ -165,68 +229,127 @@ def option_czce_daily(
             if symbol == "白糖期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SR")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "PTA期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("TA")]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "棉花期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("CF")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "甲醇期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("MA")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "PTA期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("TA")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "菜籽粕期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("RM")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "动力煤期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("ZC")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "短纤期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("PF")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "菜籽油期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("OI")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "花生期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("PK")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "棉花期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("CF")]
-                temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "短纤期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("PF")]
-                temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "纯碱期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SA")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "锰硅期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SM")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "硅铁期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SF")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "尿素期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("UR")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            else:
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "苹果期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("AP")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-        except:
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "红枣期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("CJ")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "对二甲苯期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("PX")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "烧碱期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("SH")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "玻璃期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("FG")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "瓶片期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("FG")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+        except:  # noqa: E722
             return pd.DataFrame()
 
 
 def option_shfe_daily(
-        symbol: str = "铝期权", trade_date: str = "20200827"
-) -> pd.DataFrame:
+    symbol: str = "铝期权", trade_date: str = "20200827"
+) -> Optional[Tuple[pd.DataFrame, pd.DataFrame]]:
     """
     上海期货交易所-期权-日频行情数据
+    https://tsite.shfe.com.cn/statements/dataview.html?paramid=kxQ
     :param trade_date: 交易日
     :type trade_date: str
     :param symbol: choice of {"铜期权", "天胶期权", "黄金期权", "铝期权", "锌期权"}
@@ -238,7 +361,7 @@ def option_shfe_daily(
     day = convert_date(trade_date) if trade_date is not None else datetime.date.today()
     if day.strftime("%Y%m%d") not in calendar:
         warnings.warn("%s非交易日" % day.strftime("%Y%m%d"))
-        return
+        return pd.DataFrame(), pd.DataFrame()
     if day > datetime.date(2010, 8, 24):
         url = SHFE_OPTION_URL.format(day.strftime("%Y%m%d"))
         try:
@@ -249,14 +372,14 @@ def option_shfe_daily(
                     row
                     for row in json_data["o_curinstrument"]
                     if row["INSTRUMENTID"] not in ["小计", "合计"]
-                       and row["INSTRUMENTID"] != ""
+                    and row["INSTRUMENTID"] != ""
                 ]
             )
             contract_df = table_df[table_df["PRODUCTNAME"].str.strip() == symbol]
             volatility_df = pd.DataFrame(json_data["o_cursigma"])
             volatility_df = volatility_df[
                 volatility_df["PRODUCTNAME"].str.strip() == symbol
-                ]
+            ]
             contract_df.columns = [
                 "_",
                 "_",
@@ -330,7 +453,7 @@ def option_shfe_daily(
             contract_df.reset_index(inplace=True, drop=True)
             volatility_df.reset_index(inplace=True, drop=True)
             return contract_df, volatility_df
-        except:
+        except:  # noqa: E722
             return
 
 
@@ -364,7 +487,8 @@ def option_gfex_daily(symbol: str = "工业硅", trade_date: str = "20230724"):
         "Pragma": "no-cache",
         "Proxy-Connection": "keep-alive",
         "Referer": "http://www.gfex.com.cn/gfex/rihq/hqsj_tjsj.shtml",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/108.0.0.0 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/108.0.0.0 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
         "content-type": "application/x-www-form-urlencoded",
     }
@@ -415,7 +539,7 @@ def option_gfex_daily(symbol: str = "工业硅", trade_date: str = "20230724"):
             "隐含波动率",
         ]
     ]
-    temp_df = temp_df[temp_df['商品名称'].str.contains(symbol)]
+    temp_df = temp_df[temp_df["商品名称"].str.contains(symbol)]
     temp_df.reset_index(inplace=True, drop=True)
     return temp_df
 
@@ -454,7 +578,8 @@ def option_gfex_vol_daily(symbol: str = "碳酸锂", trade_date: str = "20230724
         "Pragma": "no-cache",
         "Proxy-Connection": "keep-alive",
         "Referer": "http://www.gfex.com.cn/gfex/rihq/hqsj_tjsj.shtml",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/108.0.0.0 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/108.0.0.0 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
         "content-type": "application/x-www-form-urlencoded",
     }
@@ -475,17 +600,17 @@ def option_gfex_vol_daily(symbol: str = "碳酸锂", trade_date: str = "20230724
             "隐含波动率",
         ]
     ]
-    temp_df = temp_df[temp_df['合约系列'].str.contains(symbol_code_map[symbol])]
+    temp_df = temp_df[temp_df["合约系列"].str.contains(symbol_code_map[symbol])]
     temp_df.reset_index(inplace=True, drop=True)
     return temp_df
 
 
 if __name__ == "__main__":
-    option_czce_daily_df = option_czce_daily(symbol="动力煤期权", trade_date="20220808")
+    option_czce_daily_df = option_czce_daily(symbol="白糖期权", trade_date="20240711")
     print(option_czce_daily_df)
 
     option_dce_daily_one, option_dce_daily_two = option_dce_daily(
-        symbol="黄大豆2号期权", trade_date="20220808"
+        symbol="玉米期权", trade_date="20241121"
     )
     print(option_dce_daily_one)
     print(option_dce_daily_two)
@@ -511,8 +636,10 @@ if __name__ == "__main__":
     option_gfex_daily_df = option_gfex_daily(symbol="工业硅", trade_date="20240102")
     print(option_gfex_daily_df)
 
-    option_gfex_vol_daily_df = option_gfex_vol_daily(symbol="工业硅", trade_date="20230418")
+    option_gfex_vol_daily_df = option_gfex_vol_daily(
+        symbol="工业硅", trade_date="20230418"
+    )
     print(option_gfex_vol_daily_df)
 
-    option_czce_daily_df = option_czce_daily(symbol="短纤期权", trade_date="20231116")
+    option_czce_daily_df = option_czce_daily(symbol="瓶片期权", trade_date="20250103")
     print(option_czce_daily_df)

akshare/option/option_daily_stats_sse_szse.py

@@ -0,0 +1,146 @@
+# -*- coding:utf-8 -*-
+# !/usr/bin/env python
+"""
+Date: 2024/6/27 22:20
+Desc: 上海证券交易所-产品-股票期权-每日统计
+https://www.sse.com.cn/assortment/options/date/
+深圳证券交易所-市场数据-期权数据-日度概况
+https://investor.szse.cn/market/option/day/index.html
+"""
+
+import pandas as pd
+import requests
+
+
+def option_daily_stats_sse(date: str = "20240626") -> pd.DataFrame:
+    """
+    上海证券交易所-产品-股票期权-每日统计
+    https://www.sse.com.cn/assortment/options/date/
+    :param date: 交易日
+    :type date: str
+    :return: 每日统计
+    :rtype: pandas.DataFrame
+    """
+    url = "http://query.sse.com.cn/commonQuery.do"
+    params = {
+        "isPagination": "false",
+        "sqlId": "COMMON_SSE_ZQPZ_YSP_QQ_SJTJ_MRTJ_CX",
+        "tradeDate": date,
+        "_": "1652877575590",
+    }
+    headers = {
+        "Accept": "*/*",
+        "Accept-Encoding": "gzip, deflate",
+        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
+        "Cache-Control": "no-cache",
+        "Connection": "keep-alive",
+        "Host": "query.sse.com.cn",
+        "Pragma": "no-cache",
+        "Referer": "https://www.sse.com.cn/",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/101.0.4951.67 Safari/537.36",
+    }
+    r = requests.get(url, params=params, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json["result"])
+    temp_df.rename(
+        columns={
+            "CONTRACT_VOLUME": "合约数量",
+            "CALL_VOLUME": "认购成交量",
+            "LEAVES_QTY": "未平仓合约总数",
+            "CP_RATE": "认沽/认购",
+            "PUT_VOLUME": "认沽成交量",
+            "TRADE_DATE": "交易日",
+            "TOTAL_MONEY": "总成交额",
+            "TOTAL_VOLUME": "总成交量",
+            "SECURITY_CODE": "合约标的代码",
+            "LEAVES_CALL_QTY": "未平仓认购合约数",
+            "LEAVES_PUT_QTY": "未平仓认沽合约数",
+            "SECURITY_ABBR": "合约标的名称",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约标的代码",
+            "合约标的名称",
+            "合约数量",
+            "总成交额",
+            "总成交量",
+            "认购成交量",
+            "认沽成交量",
+            "认沽/认购",
+            "未平仓合约总数",
+            "未平仓认购合约数",
+            "未平仓认沽合约数",
+            "交易日",
+        ]
+    ]
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    for item in temp_df.columns[2:-1]:
+        temp_df[item] = temp_df[item].str.replace(",", "")
+        temp_df[item] = pd.to_numeric(temp_df[item], errors="coerce")
+    return temp_df
+
+
+def option_daily_stats_szse(date: str = "20240626") -> pd.DataFrame:
+    """
+    深圳证券交易所-市场数据-期权数据-日度概况
+    https://investor.szse.cn/market/option/day/index.html
+    :param date: 交易日
+    :type date: str
+    :return: 每日统计
+    :rtype: pandas.DataFrame
+    """
+    url = "https://investor.szse.cn/api/report/ShowReport/data"
+    params = {
+        "SHOWTYPE": "JSON",
+        "CATALOGID": "ysprdzb",
+        "TABKEY": "tab1",
+        "txtQueryDate": "-".join([date[:4], date[4:6], date[6:]]),
+        "random": "0.0652692406565949",
+    }
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json[0]["data"])
+    temp_df.rename(
+        columns={
+            "bddm": "合约标的代码",
+            "bdmc": "合约标的名称",
+            "cjl": "成交量",
+            "rccjl": "认购成交量",
+            "rpcjl": "认沽成交量",
+            "rcrpccb": "认沽/认购持仓比",
+            "wpchyzs": "未平仓合约总数",
+            "wpcrchys": "未平仓认购合约数",
+            "wpcrphys": "未平仓认沽合约数",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约标的代码",
+            "合约标的名称",
+            "成交量",
+            "认购成交量",
+            "认沽成交量",
+            "认沽/认购持仓比",
+            "未平仓合约总数",
+            "未平仓认购合约数",
+            "未平仓认沽合约数",
+        ]
+    ]
+    temp_df["交易日"] = "-".join([date[:4], date[4:6], date[6:]])
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    for item in temp_df.columns[2:-1]:
+        temp_df[item] = temp_df[item].str.replace(",", "")
+        temp_df[item] = pd.to_numeric(temp_df[item], errors="coerce")
+    return temp_df
+
+
+if __name__ == "__main__":
+    option_daily_stats_sse_df = option_daily_stats_sse(date="20240626")
+    print(option_daily_stats_sse_df)
+
+    option_daily_stats_szse_df = option_daily_stats_szse(date="20240626")
+    print(option_daily_stats_szse_df)