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

akshare/stock/stock_us_sina.py

@@ -1,16 +1,17 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/12/7 15:30
+Date: 2025/1/14 17:00
 Desc: 新浪财经-美股实时行情数据和历史行情数据
 https://finance.sina.com.cn/stock/usstock/sector.shtml
 """
+
 import json
 from functools import lru_cache
 
 import pandas as pd
 import requests
-from py_mini_racer import py_mini_racer
+import py_mini_racer
 from tqdm import tqdm
 
 from akshare.stock.cons import (
@@ -42,7 +43,7 @@ def __get_us_page_count() -> int:
         us_sina_stock_list_url.format(dict_list),
         params=us_sina_stock_dict_payload,
     )
-    data_json = json.loads(res.text[res.text.find("({") + 1: res.text.rfind(");")])
+    data_json = json.loads(res.text[res.text.find("({") + 1 : res.text.rfind(");")])
     if not isinstance(int(data_json["count"]) / 20, int):
         page_count = int(int(data_json["count"]) / 20) + 1
     else:
@@ -75,8 +76,10 @@ def get_us_stock_name() -> pd.DataFrame:
             us_sina_stock_list_url.format(dict_list),
             params=us_sina_stock_dict_payload,
         )
-        data_json = json.loads(res.text[res.text.find("({") + 1: res.text.rfind(");")])
-        big_df = pd.concat([big_df, pd.DataFrame(data_json["data"])], ignore_index=True)
+        data_json = json.loads(res.text[res.text.find("({") + 1 : res.text.rfind(");")])
+        big_df = pd.concat(
+            objs=[big_df, pd.DataFrame(data_json["data"])], ignore_index=True
+        )
     return big_df[["name", "cname", "symbol"]]
 
 
@@ -104,8 +107,10 @@ def stock_us_spot() -> pd.DataFrame:
             us_sina_stock_list_url.format(dict_list),
             params=us_sina_stock_dict_payload,
         )
-        data_json = json.loads(res.text[res.text.find("({") + 1: res.text.rfind(");")])
-        big_df = pd.concat([big_df, pd.DataFrame(data_json["data"])], ignore_index=True)
+        data_json = json.loads(res.text[res.text.find("({") + 1 : res.text.rfind(");")])
+        big_df = pd.concat(
+            objs=[big_df, pd.DataFrame(data_json["data"])], ignore_index=True
+        )
     return big_df
 
 
@@ -127,9 +132,7 @@ def stock_us_daily(symbol: str = "FB", adjust: str = "") -> pd.DataFrame:
     res = requests.get(url)
     js_code = py_mini_racer.MiniRacer()
     js_code.eval(zh_js_decode)
-    dict_list = js_code.call(
-        "d", res.text.split("=")[1].split(";")[0].replace('"', "")
-    )
+    dict_list = js_code.call("d", res.text.split("=")[1].split(";")[0].replace('"', ""))
     data_df = pd.DataFrame(dict_list)
     data_df["date"] = pd.to_datetime(data_df["date"]).dt.date
     data_df.index = pd.to_datetime(data_df["date"])
@@ -168,7 +171,7 @@ def stock_us_daily(symbol: str = "FB", adjust: str = "") -> pd.DataFrame:
         try:
             # try for pandas >= 2.1.0
             temp_df.ffill(inplace=True)
-        except Exception as e:
+        except Exception:
             try:
                 # try for pandas < 2.1.0
                 temp_df.fillna(method="ffill", inplace=True)
@@ -177,7 +180,7 @@ def stock_us_daily(symbol: str = "FB", adjust: str = "") -> pd.DataFrame:
         try:
             # try for pandas >= 2.1.0
             temp_df.bfill(inplace=True)
-        except Exception as e:
+        except Exception:
             try:
                 # try for pandas < 2.1.0
                 temp_df.fillna(method="bfill", inplace=True)

akshare/stock/stock_xq.py

@@ -1,19 +1,35 @@
 # !/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/3/7 22:30
+Date: 2024/12/18 17:50
 Desc: 雪球-行情中心-个股
 https://xueqiu.com/S/SH513520
 """
+
 import re
+from datetime import datetime
 
 import pandas as pd
 import requests
 
 
+def _convert_timestamp(timestamp_ms: int) -> str:
+    """
+    时间戳转换为字符串时间
+    :param timestamp_ms: 时间戳
+    :type timestamp_ms: int
+    :return: 字符串
+    :rtype: str
+    """
+    timestamp_s = timestamp_ms / 1000
+    datetime_obj = datetime.fromtimestamp(timestamp_s)
+    return datetime_obj.strftime("%Y-%m-%d %H:%M:%S")
+
+
 def stock_individual_spot_xq(
-        symbol: str = "SH600000",
-        timeout: float = None,
+    symbol: str = "SH600000",
+    timeout: float = None,
+    token: str = None,
 ) -> pd.DataFrame:
     """
     雪球-行情中心-个股
@@ -22,16 +38,21 @@ def stock_individual_spot_xq(
     :type symbol: str
     :param timeout: choice of None or a positive float number
     :type timeout: float
+    :param token: set xueqiu token
+    :type token: str
     :return: 证券最新行情
     :rtype: pandas.DataFrame
     """
-    url = f"https://stock.xueqiu.com/v5/stock/quote.json?symbol={symbol}&extend=detail"
+    session = requests.Session()
+    xq_a_token = token or "cccb558956c11f5aaf8b9a30bcf1f214117e8d67"
     headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/"
-                      "80.0.3987.149 Safari/537.36",
-        "Cookie": "xqat=52dfb79aed5f2cdd1e7c2cfc56054ac1f5b77fc3",
+        "cookie": f"xq_a_token={xq_a_token};",
+        "User-Agent": "Mozilla/5.0 (iPhone; CPU iPhone OS 16_6 like Mac OS X) AppleWebKit/605.1.15 "
+        "(KHTML, like Gecko) Version/16.6 Mobile/15E148 Safari/604.1",
     }
-    r = requests.get(url, headers=headers, timeout=timeout)
+    session.get(url="https://xueqiu.com", headers=headers)
+    url = f"https://stock.xueqiu.com/v5/stock/quote.json?symbol={symbol}&extend=detail"
+    r = session.get(url, headers=headers, timeout=timeout)
     column_name_map = {
         "acc_unit_nav": "累计净值",
         "amount": "成交额",
@@ -76,9 +97,10 @@ def stock_individual_spot_xq(
         "turnover_rate": "周转率",
         "unit_nav": "单位净值",
         "volume": "成交量",
+        "time": "时间",
     }
-    json_data = r.json()["data"]["quote"]
-    temp_df = pd.json_normalize(json_data)
+    json_data = r.json()
+    temp_df = pd.json_normalize(json_data["data"]["quote"])
     temp_df.columns = [
         *map(
             lambda x: column_name_map[x] if x in column_name_map.keys() else x,
@@ -88,17 +110,21 @@ def stock_individual_spot_xq(
     temp_df = temp_df[
         list(
             filter(
-                lambda x: re.search(r"[\u4e00-\u9fa5]", x), temp_df.columns
+                lambda x: re.search(pattern="[\u4e00-\u9fa5]", string=x),
+                temp_df.columns,
             )  # 过滤temp_df，留下包含汉字的列
         )
     ]
     temp_df = temp_df.T.reset_index()
     temp_df.columns = ["item", "value"]
+    temp_df.loc[temp_df["item"] == "时间", "value"] = temp_df.loc[
+        temp_df["item"] == "时间", "value"
+    ].apply(lambda x: _convert_timestamp(int(x)))
     return temp_df
 
 
 if __name__ == "__main__":
-    stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="SH600000")
+    stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="BJ430139")
     print(stock_individual_spot_xq_df)
 
     stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="SH000001")

akshare/stock/stock_zh_a_sina.py

@@ -5,13 +5,13 @@ Date: 2023/12/5 19:20
 Desc: 新浪财经-A股-实时行情数据和历史行情数据(包含前复权和后复权因子)
 https://finance.sina.com.cn/realstock/company/sh689009/nc.shtml
 """
-import re
+
 import json
+import re
 
-from akshare.utils import demjson
-from py_mini_racer import py_mini_racer
 import pandas as pd
 import requests
+import py_mini_racer
 from tqdm import tqdm
 
 from akshare.stock.cons import (
@@ -24,6 +24,7 @@ from akshare.stock.cons import (
     zh_sina_a_stock_qfq_url,
     zh_sina_a_stock_amount_url,
 )
+from akshare.utils import demjson
 
 
 def _get_zh_a_page_count() -> int:
@@ -52,16 +53,12 @@ def stock_zh_a_spot() -> pd.DataFrame:
     page_count = _get_zh_a_page_count()
     zh_sina_stock_payload_copy = zh_sina_a_stock_payload.copy()
     for page in tqdm(
-            range(1, page_count + 1), leave=False, desc="Please wait for a moment"
+        range(1, page_count + 1), leave=False, desc="Please wait for a moment"
     ):
         zh_sina_stock_payload_copy.update({"page": page})
-        r = requests.get(
-            zh_sina_a_stock_url, params=zh_sina_stock_payload_copy
-        )
+        r = requests.get(zh_sina_a_stock_url, params=zh_sina_stock_payload_copy)
         data_json = demjson.decode(r.text)
-        big_df = pd.concat(
-            [big_df, pd.DataFrame(data_json)], ignore_index=True
-        )
+        big_df = pd.concat([big_df, pd.DataFrame(data_json)], ignore_index=True)
 
     big_df = big_df.astype(
         {
@@ -127,10 +124,10 @@ def stock_zh_a_spot() -> pd.DataFrame:
 
 
 def stock_zh_a_daily(
-        symbol: str = "sh603843",
-        start_date: str = "19900101",
-        end_date: str = "21000118",
-        adjust: str = "",
+    symbol: str = "sh603843",
+    start_date: str = "19900101",
+    end_date: str = "21000118",
+    adjust: str = "",
 ) -> pd.DataFrame:
     """
     新浪财经-A 股-个股的历史行情数据, 大量抓取容易封 IP
@@ -141,7 +138,7 @@ def stock_zh_a_daily(
     :type start_date: str
     :param end_date: 20201103; 结束日期
     :type end_date: str
-    :param adjust: 默认为空: 返回不复权的数据; qfq: 返回前复权后的数据; hfq: 返回后复权后的数据; hfq-factor: 返回后复权因子; hfq-factor: 返回前复权因子
+    :param adjust: 默认为空: 返回不复权的数据; qfq: 返回前复权后的数据; hfq: 返回后复权后的数据; hfq-factor: 返回后复权因子; qfq-factor: 返回前复权因子
     :type adjust: str
     :return: 行情数据
     :rtype: pandas.DataFrame
@@ -187,20 +184,18 @@ def stock_zh_a_daily(
     del data_df["date"]
     try:
         del data_df["prevclose"]
-    except:
+    except:  # noqa: E722
         pass
     try:
         del data_df["postVol"]
         del data_df["postAmt"]
-    except:
+    except:  # noqa: E722
         pass
     data_df = data_df.astype("float")
     r = requests.get(zh_sina_a_stock_amount_url.format(symbol, symbol))
-    amount_data_json = demjson.decode(
-        r.text[r.text.find("["): r.text.rfind("]") + 1]
-    )
+    amount_data_json = demjson.decode(r.text[r.text.find("[") : r.text.rfind("]") + 1])
     amount_data_df = pd.DataFrame(amount_data_json)
-    amount_data_df.columns = ['date', 'outstanding_share']
+    amount_data_df.columns = ["date", "outstanding_share"]
     amount_data_df.index = pd.to_datetime(amount_data_df.date)
     del amount_data_df["date"]
     temp_df = pd.merge(
@@ -209,7 +204,7 @@ def stock_zh_a_daily(
     try:
         # try for pandas >= 2.1.0
         temp_df.ffill(inplace=True)
-    except Exception as e:
+    except Exception:
         try:
             temp_df.fillna(method="ffill", inplace=True)
         except Exception as e:
@@ -240,7 +235,7 @@ def stock_zh_a_daily(
         temp_df.dropna(inplace=True)
         temp_df.drop_duplicates(inplace=True)
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
         return temp_df
     if adjust == "hfq":
         res = requests.get(zh_sina_a_stock_hfq_url.format(symbol))
@@ -260,7 +255,7 @@ def stock_zh_a_daily(
         try:
             # try for pandas >= 2.1.0
             temp_df.ffill(inplace=True)
-        except Exception as e:
+        except Exception:
             try:
                 # try for pandas < 2.1.0
                 temp_df.fillna(method="ffill", inplace=True)
@@ -283,7 +278,7 @@ def stock_zh_a_daily(
         temp_df["close"] = round(temp_df["close"], 2)
         temp_df.dropna(inplace=True)
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
         return temp_df
 
     if adjust == "qfq":
@@ -304,7 +299,7 @@ def stock_zh_a_daily(
         try:
             # try for pandas >= 2.1.0
             temp_df.ffill(inplace=True)
-        except Exception as e:
+        except Exception:
             try:
                 # try for pandas < 2.1.0
                 temp_df.fillna(method="ffill", inplace=True)
@@ -327,14 +322,14 @@ def stock_zh_a_daily(
         temp_df["close"] = round(temp_df["close"], 2)
         temp_df.dropna(inplace=True)
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
         return temp_df
 
 
 def stock_zh_a_cdr_daily(
-        symbol: str = "sh689009",
-        start_date: str = "19900101",
-        end_date: str = "22201116",
+    symbol: str = "sh689009",
+    start_date: str = "19900101",
+    end_date: str = "22201116",
 ) -> pd.DataFrame:
     """
     新浪财经-A股-CDR个股的历史行情数据, 大量抓取容易封 IP
@@ -369,7 +364,7 @@ def stock_zh_a_cdr_daily(
 
 
 def stock_zh_a_minute(
-        symbol: str = "sh600519", period: str = "1", adjust: str = ""
+    symbol: str = "sh600519", period: str = "1", adjust: str = ""
 ) -> pd.DataFrame:
     """
     股票及股票指数历史行情数据-分钟数据
@@ -383,7 +378,9 @@ def stock_zh_a_minute(
     :return: specific data
     :rtype: pandas.DataFrame
     """
-    url = "https://quotes.sina.cn/cn/api/jsonp_v2.php/=/CN_MarketDataService.getKLineData"
+    url = (
+        "https://quotes.sina.cn/cn/api/jsonp_v2.php/=/CN_MarketDataService.getKLineData"
+    )
     params = {
         "symbol": symbol,
         "scale": period,
@@ -395,7 +392,7 @@ def stock_zh_a_minute(
     try:
         data_json = json.loads(data_text.split("=(")[1].split(");")[0])
         temp_df = pd.DataFrame(data_json).iloc[:, :6]
-    except:
+    except:  # noqa: E722
         url = f"https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_{symbol}_{period}_1658852984203=/CN_MarketDataService.getKLineData"
         params = {
             "symbol": symbol,
@@ -412,7 +409,7 @@ def stock_zh_a_minute(
         return pd.DataFrame()
     try:
         stock_zh_a_daily(symbol=symbol, adjust="qfq")
-    except:
+    except:  # noqa: E722
         return temp_df
 
     if adjust == "":
@@ -430,28 +427,16 @@ def stock_zh_a_minute(
         need_df.drop_duplicates(subset=["date"], keep="last", inplace=True)
         need_df.index = pd.to_datetime(need_df["date"])
         stock_zh_a_daily_qfq_df = stock_zh_a_daily(symbol=symbol, adjust="qfq")
-        stock_zh_a_daily_qfq_df.index = pd.to_datetime(
-            stock_zh_a_daily_qfq_df["date"]
-        )
-        result_df = stock_zh_a_daily_qfq_df.iloc[-len(need_df):, :][
-                        "close"
-                    ].astype(float) / need_df["close"].astype(float)
+        stock_zh_a_daily_qfq_df.index = pd.to_datetime(stock_zh_a_daily_qfq_df["date"])
+        result_df = stock_zh_a_daily_qfq_df.iloc[-len(need_df) :, :]["close"].astype(
+            float
+        ) / need_df["close"].astype(float)
         temp_df.index = pd.to_datetime(temp_df["date"])
-        merged_df = pd.merge(
-            temp_df, result_df, left_index=True, right_index=True
-        )
-        merged_df["open"] = (
-                merged_df["open"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["high"] = (
-                merged_df["high"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["low"] = (
-                merged_df["low"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["close"] = (
-                merged_df["close_x"].astype(float) * merged_df["close_y"]
-        )
+        merged_df = pd.merge(temp_df, result_df, left_index=True, right_index=True)
+        merged_df["open"] = merged_df["open"].astype(float) * merged_df["close_y"]
+        merged_df["high"] = merged_df["high"].astype(float) * merged_df["close_y"]
+        merged_df["low"] = merged_df["low"].astype(float) * merged_df["close_y"]
+        merged_df["close"] = merged_df["close_x"].astype(float) * merged_df["close_y"]
         temp_df = merged_df[["day", "open", "high", "low", "close", "volume"]]
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
@@ -467,28 +452,16 @@ def stock_zh_a_minute(
         need_df.drop_duplicates(subset=["date"], keep="last", inplace=True)
         need_df.index = pd.to_datetime(need_df["date"])
         stock_zh_a_daily_hfq_df = stock_zh_a_daily(symbol=symbol, adjust="hfq")
-        stock_zh_a_daily_hfq_df.index = pd.to_datetime(
-            stock_zh_a_daily_hfq_df["date"]
-        )
-        result_df = stock_zh_a_daily_hfq_df.iloc[-len(need_df):, :][
-                        "close"
-                    ].astype(float) / need_df["close"].astype(float)
+        stock_zh_a_daily_hfq_df.index = pd.to_datetime(stock_zh_a_daily_hfq_df["date"])
+        result_df = stock_zh_a_daily_hfq_df.iloc[-len(need_df) :, :]["close"].astype(
+            float
+        ) / need_df["close"].astype(float)
         temp_df.index = pd.to_datetime(temp_df["date"])
-        merged_df = pd.merge(
-            temp_df, result_df, left_index=True, right_index=True
-        )
-        merged_df["open"] = (
-                merged_df["open"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["high"] = (
-                merged_df["high"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["low"] = (
-                merged_df["low"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["close"] = (
-                merged_df["close_x"].astype(float) * merged_df["close_y"]
-        )
+        merged_df = pd.merge(temp_df, result_df, left_index=True, right_index=True)
+        merged_df["open"] = merged_df["open"].astype(float) * merged_df["close_y"]
+        merged_df["high"] = merged_df["high"].astype(float) * merged_df["close_y"]
+        merged_df["low"] = merged_df["low"].astype(float) * merged_df["close_y"]
+        merged_df["close"] = merged_df["close_x"].astype(float) * merged_df["close_y"]
         temp_df = merged_df[["day", "open", "high", "low", "close", "volume"]]
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
@@ -527,7 +500,9 @@ if __name__ == "__main__":
     )
     print(stock_zh_a_daily_hfq_factor_df)
 
-    stock_zh_a_daily_df = stock_zh_a_daily(symbol="sz300798", start_date="20200601", end_date="20231101", adjust="hfq")
+    stock_zh_a_daily_df = stock_zh_a_daily(
+        symbol="sz300798", start_date="20200601", end_date="20231101", adjust="hfq"
+    )
     print(stock_zh_a_daily_df)
 
     stock_zh_a_cdr_daily_df = stock_zh_a_cdr_daily(
@@ -539,7 +514,7 @@ if __name__ == "__main__":
     print(stock_zh_a_spot_df)
 
     stock_zh_a_minute_df = stock_zh_a_minute(
-        symbol="sh600519", period="1", adjust=""
+        symbol="sz000876", period="1", adjust="qfq"
     )
     print(stock_zh_a_minute_df)