akshare 1.12.99__py3-none-any.whl → 1.15.72__py3-none-any.whl

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)

akshare/futures_derivative/futures_contract_info_shfe.py

@@ -1,59 +1,70 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/27 17:00
+Date: 2024/5/13 17:45
 Desc: 上海期货交易所-交易所服务-业务数据-交易参数汇总查询
-https://www.shfe.com.cn/bourseService/businessdata/summaryinquiry/
+https://tsite.shfe.com.cn/bourseService/businessdata/summaryinquiry/
 """
+
 import pandas as pd
 import requests
 
 
-def futures_contract_info_shfe(date: str = "20240227") -> pd.DataFrame:
+def futures_contract_info_shfe(date: str = "20240513") -> pd.DataFrame:
     """
     上海期货交易所-交易所服务-业务数据-交易参数汇总查询
-    https://www.shfe.com.cn/bourseService/businessdata/summaryinquiry/
+    https://tsite.shfe.com.cn/bourseService/businessdata/summaryinquiry/
     :param date: 查询日期; 交易日
     :type date: str
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"https://www.shfe.com.cn/data/instrument/ContractBaseInfo{date}.dat"
+    url = f"https://tsite.shfe.com.cn/data/instrument/ContractBaseInfo{date}.dat"
     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, 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",
-        'UPDATE_DATE': "更新时间",
-    }, 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",
-        "更新时间",
-    ]]
-    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",
+            "UPDATE_DATE": "更新时间",
+        },
+        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",
+            "更新时间",
+        ]
+    ]
+    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_shfe_df = futures_contract_info_shfe(date="20240227")
+if __name__ == "__main__":
+    futures_contract_info_shfe_df = futures_contract_info_shfe(date="20240513")
     print(futures_contract_info_shfe_df)

akshare/futures_derivative/futures_cot_sina.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/25 15:30
-Desc: 新浪财经-商品期货-成交持仓
+Date: 2024/12/27 21:00
+Desc: 新浪财经-期货-成交持仓
 https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php
 """
+
 from io import StringIO
 
 import pandas as pd
@@ -12,10 +13,10 @@ import requests
 
 
 def futures_hold_pos_sina(
-        symbol: str = "成交量", contract: str = "IC2403", date: str = "20240223"
+    symbol: str = "成交量", contract: str = "OI2501", date: str = "20240223"
 ) -> pd.DataFrame:
     """
-    新浪财经-商品期货-成交持仓
+    新浪财经-期货-成交持仓
     https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php
     :param symbol: choice of {"成交量", "多单持仓", "空单持仓"}
     :type symbol: str
@@ -26,42 +27,48 @@ def futures_hold_pos_sina(
     :return: 成交持仓
     :rtype: pandas.DataFrame
     """
-    date = '-'.join([date[:4], date[4:6], date[6:]])
-    url = "https://vip.stock.finance.sina.com.cn/q/view/vCffex_Positions_cjcc.php"
-    params = {"symbol": contract, "date": date}
+    date = "-".join([date[:4], date[4:6], date[6:]])
+    url = "https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php"
+    params = {"t_breed": contract, "t_date": date}
     r = requests.get(url, params=params)
     if symbol == "成交量":
         temp_df = pd.read_html(StringIO(r.text))[2].iloc[:-1, :]
-        temp_df['名次'] = pd.to_numeric(temp_df['名次'], errors="coerce")
-        temp_df['成交量'] = pd.to_numeric(temp_df['成交量'], errors="coerce")
-        temp_df['比上交易增减'] = pd.to_numeric(temp_df['比上交易增减'], errors="coerce")
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
+        temp_df["比上交易增减"] = pd.to_numeric(
+            temp_df["比上交易增减"], errors="coerce"
+        )
         return temp_df
     elif symbol == "多单持仓":
         temp_df = pd.read_html(StringIO(r.text))[3].iloc[:-1, :]
-        temp_df['名次'] = pd.to_numeric(temp_df['名次'], errors="coerce")
-        temp_df['多单持仓'] = pd.to_numeric(temp_df['多单持仓'], errors="coerce")
-        temp_df['比上交易增减'] = pd.to_numeric(temp_df['比上交易增减'], errors="coerce")
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["多单持仓"] = pd.to_numeric(temp_df["多单持仓"], errors="coerce")
+        temp_df["比上交易增减"] = pd.to_numeric(
+            temp_df["比上交易增减"], errors="coerce"
+        )
         return temp_df
     elif symbol == "空单持仓":
         temp_df = pd.read_html(StringIO(r.text))[4].iloc[:-1, :]
-        temp_df['名次'] = pd.to_numeric(temp_df['名次'], errors="coerce")
-        temp_df['空单持仓'] = pd.to_numeric(temp_df['空单持仓'], errors="coerce")
-        temp_df['比上交易增减'] = pd.to_numeric(temp_df['比上交易增减'], errors="coerce")
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["空单持仓"] = pd.to_numeric(temp_df["空单持仓"], errors="coerce")
+        temp_df["比上交易增减"] = pd.to_numeric(
+            temp_df["比上交易增减"], errors="coerce"
+        )
         return temp_df
 
 
 if __name__ == "__main__":
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="成交量", contract="IC2403", date="20240223"
+        symbol="成交量", contract="IC2403", date="20240203"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="多单持仓", contract="IC2403", date="20240223"
+        symbol="多单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="空单持仓", contract="IC2403", date="20240223"
+        symbol="空单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)

akshare/futures_derivative/futures_spot_sys.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/24 16:20
+Date: 2024/4/5 20:20
 Desc: 生意社-商品与期货-现期图
 https://www.100ppi.com/sf/792.html
 """
+
 from io import StringIO
 
 import pandas as pd
@@ -24,7 +25,11 @@ def __get_sys_spot_futures_dict() -> dict:
     soup = BeautifulSoup(res.text, features="lxml")
     temp_item = soup.find(name="div", attrs={"class": "q8"}).find_all("li")
     name_url_dict = dict(
-        zip([item.find("a").get_text().strip() for item in temp_item], [item.find("a")["href"] for item in temp_item]))
+        zip(
+            [item.find("a").get_text().strip() for item in temp_item],
+            [item.find("a")["href"] for item in temp_item],
+        )
+    )
     return name_url_dict
 
 
@@ -44,24 +49,32 @@ def futures_spot_sys(symbol: str = "铜", indicator: str = "市场价格") -> pd
     r = requests.get("https://www.100ppi.com" + url)
     if indicator == "市场价格":
         table_df_one = pd.read_html(StringIO(r.text), header=0, index_col=0)[1].T
-        table_df_one['现货价格'] = pd.to_numeric(table_df_one['现货价格'], errors="coerce")
-        table_df_one['主力合约'] = pd.to_numeric(table_df_one['主力合约'], errors="coerce")
-        table_df_one['最近合约'] = pd.to_numeric(table_df_one['最近合约'], errors="coerce")
+        table_df_one["现货价格"] = pd.to_numeric(
+            table_df_one["现货价格"], errors="coerce"
+        )
+        table_df_one["主力合约"] = pd.to_numeric(
+            table_df_one["主力合约"], errors="coerce"
+        )
+        table_df_one["最近合约"] = pd.to_numeric(
+            table_df_one["最近合约"], errors="coerce"
+        )
         table_df_one.reset_index(inplace=True)
         table_df_one.columns.name = None
         table_df_one.rename(columns={"index": "日期"}, inplace=True)
         return table_df_one
     elif indicator == "基差率":
         table_df_two = pd.read_html(StringIO(r.text), header=0, index_col=0)[2].T
-        table_df_two['基差率'] = table_df_two['基差率'].str.replace("%", "")
-        table_df_two['基差率'] = pd.to_numeric(table_df_two['基差率'], errors="coerce")
+        table_df_two["基差率"] = table_df_two["基差率"].str.replace("%", "")
+        table_df_two["基差率"] = pd.to_numeric(table_df_two["基差率"], errors="coerce")
         table_df_two.reset_index(inplace=True)
         table_df_two.columns.name = None
         table_df_two.rename(columns={"index": "日期"}, inplace=True)
         return table_df_two
     else:
         table_df_three = pd.read_html(StringIO(r.text), header=0, index_col=0)[3].T
-        table_df_three['主力基差'] = pd.to_numeric(table_df_three['主力基差'], errors="coerce")
+        table_df_three["主力基差"] = pd.to_numeric(
+            table_df_three["主力基差"], errors="coerce"
+        )
         table_df_three.reset_index(inplace=True)
         table_df_three.columns.name = None
         table_df_three.rename(columns={"index": "日期"}, inplace=True)