akshare 1.12.99__py3-none-any.whl → 1.15.73__py3-none-any.whl

akshare/futures/futures_hf_em.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/18 17:40
+Date: 2024/11/28 22:00
 Desc: 东方财富网-行情中心-期货市场-国际期货
 https://quote.eastmoney.com/center/gridlist.html#futures_global
 """
+
 import math
 
 import pandas as pd
@@ -13,7 +14,7 @@ import requests
 from akshare.utils.tqdm import get_tqdm
 
 
-def futures_global_em():
+def futures_global_em() -> pd.DataFrame:
     """
     东方财富网-行情中心-期货市场-国际期货
     https://quote.eastmoney.com/center/gridlist.html#futures_global
@@ -22,77 +23,81 @@ def futures_global_em():
     """
     url = "https://futsseapi.eastmoney.com/list/COMEX,NYMEX,COBOT,SGX,NYBOT,LME,MDEX,TOCOM,IPE"
     params = {
-        'orderBy': 'zdf',
-        'sort': 'desc',
-        'pageSize': '20',
-        'pageIndex': '0',
-        'token': '58b2fa8f54638b60b87d69b31969089c',
-        'field': 'dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl',
-        'blockName': 'callback',
-        '_': '1705570814466'
+        "orderBy": "zdf",
+        "sort": "desc",
+        "pageSize": "20",
+        "pageIndex": "0",
+        "token": "58b2fa8f54638b60b87d69b31969089c",
+        "field": "dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl",
+        "blockName": "callback",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    total_num = data_json['total']
+    total_num = data_json["total"]
     total_page = math.ceil(total_num / 20) - 1
     tqdm = get_tqdm()
     big_df = pd.DataFrame()
     for page in tqdm(range(total_page), leave=False):
-        params.update({'pageIndex': page})
+        params.update({"pageIndex": page})
         r = requests.get(url, params=params)
         data_json = r.json()
-        temp_df = pd.DataFrame(data_json['list'])
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
+        temp_df = pd.DataFrame(data_json["list"])
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
     big_df.reset_index(inplace=True)
-    big_df['index'] = big_df['index'] + 1
-    big_df.rename(columns={
-        'index': "序号",
-        'np': "卖盘",
-        'h': "最新价",
-        'dm': "代码",
-        'zsjd': "-",
-        'l': "最低",
-        'ccl': "持仓量",
-        'o': "今开",
-        'p': "最高",
-        'sc': "-",
-        'vol': "成交量",
-        'name': "名称",
-        'wp': "买盘",
-        'zde': "涨跌额",
-        'zdf': "涨跌幅",
-        'zjsj': "昨结"
-    }, inplace=True)
-    big_df = big_df[[
-        "序号",
-        "代码",
-        "名称",
-        "最新价",
-        "涨跌额",
-        "涨跌幅",
-        "今开",
-        "最高",
-        "最低",
-        "昨结",
-        "成交量",
-        "买盘",
-        "卖盘",
-        "持仓量",
-    ]]
-    big_df['最新价'] = pd.to_numeric(big_df['最新价'], errors="coerce")
-    big_df['涨跌额'] = pd.to_numeric(big_df['涨跌额'], errors="coerce")
-    big_df['涨跌幅'] = pd.to_numeric(big_df['涨跌幅'], errors="coerce")
-    big_df['今开'] = pd.to_numeric(big_df['今开'], errors="coerce")
-    big_df['最高'] = pd.to_numeric(big_df['最高'], errors="coerce")
-    big_df['最低'] = pd.to_numeric(big_df['最低'], errors="coerce")
-    big_df['昨结'] = pd.to_numeric(big_df['昨结'], errors="coerce")
-    big_df['成交量'] = pd.to_numeric(big_df['成交量'], errors="coerce")
-    big_df['买盘'] = pd.to_numeric(big_df['买盘'], errors="coerce")
-    big_df['卖盘'] = pd.to_numeric(big_df['卖盘'], errors="coerce")
-    big_df['持仓量'] = pd.to_numeric(big_df['持仓量'], errors="coerce")
+    big_df["index"] = big_df["index"] + 1
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "np": "卖盘",
+            "h": "最高",
+            "dm": "代码",
+            "zsjd": "-",
+            "l": "最低",
+            "ccl": "持仓量",
+            "o": "今开",
+            "p": "最新价",
+            "sc": "-",
+            "vol": "成交量",
+            "name": "名称",
+            "wp": "买盘",
+            "zde": "涨跌额",
+            "zdf": "涨跌幅",
+            "zjsj": "昨结",
+        },
+        inplace=True,
+    )
+    big_df = big_df[
+        [
+            "序号",
+            "代码",
+            "名称",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "今开",
+            "最高",
+            "最低",
+            "昨结",
+            "成交量",
+            "买盘",
+            "卖盘",
+            "持仓量",
+        ]
+    ]
+    big_df["最新价"] = pd.to_numeric(big_df["最新价"], errors="coerce")
+    big_df["涨跌额"] = pd.to_numeric(big_df["涨跌额"], errors="coerce")
+    big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"], errors="coerce")
+    big_df["今开"] = pd.to_numeric(big_df["今开"], errors="coerce")
+    big_df["最高"] = pd.to_numeric(big_df["最高"], errors="coerce")
+    big_df["最低"] = pd.to_numeric(big_df["最低"], errors="coerce")
+    big_df["昨结"] = pd.to_numeric(big_df["昨结"], errors="coerce")
+    big_df["成交量"] = pd.to_numeric(big_df["成交量"], errors="coerce")
+    big_df["买盘"] = pd.to_numeric(big_df["买盘"], errors="coerce")
+    big_df["卖盘"] = pd.to_numeric(big_df["卖盘"], errors="coerce")
+    big_df["持仓量"] = pd.to_numeric(big_df["持仓量"], errors="coerce")
     return big_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     futures_global_em_df = futures_global_em()
     print(futures_global_em_df)

akshare/futures/futures_hq_sina.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/3/10 17:00
+Date: 2024/8/31 17:30
 Desc: 新浪财经-外盘期货
 https://finance.sina.com.cn/money/future/hf.html
 """
+
 import time
 from typing import Union, List
 
@@ -27,8 +28,8 @@ def _get_real_name_list() -> list:
     r.encoding = "gb2312"
     data_text = r.text
     need_text = data_text[
-                data_text.find("var oHF_1 = ") + 12: data_text.find("var oHF_2") - 2
-                ].replace("\n\t", "")
+        data_text.find("var oHF_1 = ") + 12 : data_text.find("var oHF_2") - 2
+    ].replace("\n\t", "")
     data_json = demjson.decode(need_text)
     name_list = [item[0].strip() for item in data_json.values()]
     return name_list
@@ -47,7 +48,7 @@ def futures_foreign_commodity_subscribe_exchange_symbol() -> list:
     data_text = r.text
     data_json = demjson.decode(
         data_text[
-        data_text.find("var oHF_1 = ") + 12: data_text.find("var oHF_2 = ") - 2
+            data_text.find("var oHF_1 = ") + 12 : data_text.find("var oHF_2 = ") - 2
         ]
     )
     code_list = list(data_json.keys())
@@ -62,39 +63,40 @@ def futures_hq_subscribe_exchange_symbol() -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     inner_dict = {
-        "新交所 TSI CFR 中国铁矿石（62%铁粉）指数": 'FEF',
-        "马棕油": 'FCPO',
-        "日橡胶": 'RSS3',
-        "CME比特币期货": 'BTC',
-        "NYBOT-棉花": 'CT',
-        "LME镍3个月": 'NID',
-        "LME铅3个月": 'PBD',
-        "LME锡3个月": 'SND',
-        "LME锌3个月": 'ZSD',
-        "LME铝3个月": 'AHD',
-        "LME铜3个月": 'CAD',
-        "CBOT-黄豆": 'S',
-        "CBOT-小麦": 'W',
-        "CBOT-玉米": 'C',
-        "CBOT-黄豆油": 'BO',
-        "CBOT-黄豆粉": 'SM',
-        "日本橡胶": 'TRB',
-        "COMEX铜": 'HG',
-        "NYMEX天然气": 'NG',
-        "NYMEX原油": 'CL',
-        "COMEX白银": 'SI',
-        "COMEX黄金": 'GC',
-        "CME-瘦肉猪": 'LHC',
-        "布伦特原油": 'OIL',
-        "伦敦金": 'XAU',
-        "伦敦银": 'XAG',
-        "伦敦铂金": 'XPT',
-        "伦敦钯金": 'XPD',
-        "欧洲碳排放": 'EUA',
+        "新加坡铁矿石": "FEF",
+        "马棕油": "FCPO",
+        "日橡胶": "RSS3",
+        "美国原糖": "RS",
+        "CME比特币期货": "BTC",
+        "NYBOT-棉花": "CT",
+        "LME镍3个月": "NID",
+        "LME铅3个月": "PBD",
+        "LME锡3个月": "SND",
+        "LME锌3个月": "ZSD",
+        "LME铝3个月": "AHD",
+        "LME铜3个月": "CAD",
+        "CBOT-黄豆": "S",
+        "CBOT-小麦": "W",
+        "CBOT-玉米": "C",
+        "CBOT-黄豆油": "BO",
+        "CBOT-黄豆粉": "SM",
+        "日本橡胶": "TRB",
+        "COMEX铜": "HG",
+        "NYMEX天然气": "NG",
+        "NYMEX原油": "CL",
+        "COMEX白银": "SI",
+        "COMEX黄金": "GC",
+        "CME-瘦肉猪": "LHC",
+        "布伦特原油": "OIL",
+        "伦敦金": "XAU",
+        "伦敦银": "XAG",
+        "伦敦铂金": "XPT",
+        "伦敦钯金": "XPD",
+        "欧洲碳排放": "EUA",
     }
-    temp_df = pd.DataFrame.from_dict(inner_dict, orient='index')
+    temp_df = pd.DataFrame.from_dict(inner_dict, orient="index")
     temp_df.reset_index(inplace=True)
-    temp_df.columns = ['symbol', 'code']
+    temp_df.columns = ["symbol", "code"]
     return temp_df
 
 
@@ -114,21 +116,22 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
         payload = "?list=" + ",".join(["hf_" + item for item in symbol])
     url = "https://hq.sinajs.cn/" + payload
     headers = {
-        'Accept': '*/*',
-        'Accept-Encoding': 'gzip, deflate, br',
-        'Accept-Language': 'zh-CN,zh;q=0.9,en;q=0.8',
-        'Cache-Control': 'no-cache',
-        'Connection': 'keep-alive',
-        'Host': 'hq.sinajs.cn',
-        'Pragma': 'no-cache',
-        'Referer': 'https://finance.sina.com.cn/',
-        'sec-ch-ua': '" Not;A Brand";v="99", "Google Chrome";v="97", "Chromium";v="97"',
-        'sec-ch-ua-mobile': '?0',
-        'sec-ch-ua-platform': '"Windows"',
-        'Sec-Fetch-Dest': 'script',
-        'Sec-Fetch-Mode': 'no-cors',
-        'Sec-Fetch-Site': 'cross-site',
-        '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'
+        "Accept": "*/*",
+        "Accept-Encoding": "gzip, deflate, br",
+        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
+        "Cache-Control": "no-cache",
+        "Connection": "keep-alive",
+        "Host": "hq.sinajs.cn",
+        "Pragma": "no-cache",
+        "Referer": "https://finance.sina.com.cn/",
+        "sec-ch-ua": '" Not;A Brand";v="99", "Google Chrome";v="97", "Chromium";v="97"',
+        "sec-ch-ua-mobile": "?0",
+        "sec-ch-ua-platform": '"Windows"',
+        "Sec-Fetch-Dest": "script",
+        "Sec-Fetch-Mode": "no-cors",
+        "Sec-Fetch-Site": "cross-site",
+        "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_text = r.text
@@ -141,6 +144,11 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
     )
     data_df.iloc[:, 0] = data_df.iloc[:, 0].str.replace('"', "")
     data_df.iloc[:, -1] = data_df.iloc[:, -1].str.replace('"', "")
+
+    # 处理伦敦金 XAU 的情况
+    if len(data_df.columns) == 14:
+        data_df["temp"] = None
+
     data_df.columns = [
         "current_price",
         "-",
@@ -159,7 +167,9 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
         "current_price_rmb",
     ]
     temp_symbol_code_df = futures_hq_subscribe_exchange_symbol()
-    temp_symbol_code_dict = dict(zip(temp_symbol_code_df['code'], temp_symbol_code_df['symbol']))
+    temp_symbol_code_dict = dict(
+        zip(temp_symbol_code_df["code"], temp_symbol_code_df["symbol"])
+    )
     data_df["symbol"] = [temp_symbol_code_dict[subscribe] for subscribe in symbol]
     data_df = data_df[
         [
@@ -202,7 +212,9 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
     data_df["开盘价"] = pd.to_numeric(data_df["开盘价"], errors="coerce")
     data_df["持仓量"] = pd.to_numeric(data_df["持仓量"], errors="coerce")
     data_df["涨跌额"] = data_df["最新价"] - data_df["昨日结算价"]
-    data_df["涨跌幅"] = (data_df["最新价"] - data_df["昨日结算价"]) / data_df["昨日结算价"] * 100
+    data_df["涨跌幅"] = (
+        (data_df["最新价"] - data_df["昨日结算价"]) / data_df["昨日结算价"] * 100
+    )
     data_df = data_df[
         [
             "名称",
@@ -225,13 +237,13 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
     # 获取转换比例数据
     url = "https://finance.sina.com.cn/money/future/hf.html"
     r = requests.get(url)
-    r.encoding = "gb2312"
-    soup = BeautifulSoup(r.text, "lxml")
-    data_text = soup.find_all("script", attrs={"type": "text/javascript"})[
+    r.encoding = "utf-8"
+    soup = BeautifulSoup(r.text, features="lxml")
+    data_text = soup.find_all(name="script", attrs={"type": "text/javascript"})[
         -2
     ].string.strip()
-    raw_text = data_text[data_text.find("oHF_1 = "): data_text.find("oHF_2")]
-    need_text = raw_text[raw_text.find("{"): raw_text.rfind("}") + 1]
+    raw_text = data_text[data_text.find("oHF_1 = ") : data_text.find("oHF_2")]
+    need_text = raw_text[raw_text.find("{") : raw_text.rfind("}") + 1]
     data_json = demjson.decode(need_text)
     price_mul = pd.DataFrame(
         [
@@ -240,17 +252,23 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
         ]
     ).T
     price_mul.columns = ["symbol", "price"]
+    price_mul = price_mul[price_mul["symbol"].isin(data_df["名称"])]
+    price_mul.reset_index(inplace=True, drop=True)
+    price_mul["price"] = pd.to_numeric(price_mul["price"], errors="coerce")
 
     # 获取汇率数据
     url = "https://hq.sinajs.cn/?list=USDCNY"
     r = requests.get(url, headers=headers)
     data_text = r.text
     usd_rmb = float(
-        data_text[data_text.find('"') + 1: data_text.find(",美元人民币")].split(",")[-1]
+        data_text[data_text.find('"') + 1 : data_text.find(",美元人民币")].split(",")[
+            -1
+        ]
     )
 
     # 计算人民币报价
-    data_df["人民币报价"] = data_df["最新价"] * price_mul["price"] * usd_rmb
+    data_df["最新价"] = pd.to_numeric(data_df["最新价"], errors="coerce")
+    data_df["人民币报价"] = data_df["最新价"] * price_mul["price"] * float(usd_rmb)
     data_df.dropna(thresh=4, inplace=True)
     return data_df
 
@@ -263,12 +281,12 @@ if __name__ == "__main__":
     subscribes = futures_foreign_commodity_subscribe_exchange_symbol()
 
     futures_foreign_commodity_realtime_df = futures_foreign_commodity_realtime(
-        symbol='CT,NID'
+        symbol="CT,NID"
     )
     print(futures_foreign_commodity_realtime_df)
 
     futures_foreign_commodity_realtime_df = futures_foreign_commodity_realtime(
-        symbol=['CT', 'NID']
+        symbol=["XAU"]
     )
     print(futures_foreign_commodity_realtime_df)
 

akshare/futures/futures_index_ccidx.py

@@ -5,6 +5,7 @@ Date: 2023/11/9 14:00
 Desc: 中证商品指数
 http://www.ccidx.com/
 """
+
 from io import BytesIO
 
 import pandas as pd
@@ -51,7 +52,7 @@ def futures_index_ccidx(symbol: str = "中证商品期货指数") -> pd.DataFram
     temp_df["结算"] = pd.to_numeric(temp_df["结算"], errors="coerce")
     temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
     temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
-    temp_df.sort_values(by=['日期'], inplace=True)
+    temp_df.sort_values(by=["日期"], inplace=True)
     temp_df.reset_index(inplace=True, drop=True)
     return temp_df
 
@@ -60,7 +61,8 @@ def futures_index_min_ccidx(symbol: str = "中证监控油脂油料期货指数"
     """
     中证商品指数-商品指数-分时数据
     http://www.ccidx.com/index.html
-    :param symbol: choice of {"中证商品期货指数", "中证商品期货价格指数", "中证监控油脂油料期货指数", "中证监控软商品期货指数",  "中证监控能化期货指数", "中证监控钢铁期货指数"}
+    :param symbol: choice of {"中证商品期货指数", "中证商品期货价格指数", "中证监控油脂油料期货指数", "中证监控软商品期货指数",
+    "中证监控能化期货指数", "中证监控钢铁期货指数"}
     :type symbol: str
     :return: 商品指数-分时数据
     :rtype: pandas.DataFrame
@@ -93,7 +95,8 @@ def futures_index_min_ccidx(symbol: str = "中证监控油脂油料期货指数"
         "Pragma": "no-cache",
         "Proxy-Connection": "keep-alive",
         "Referer": "http://www.ccidx.com/cscidx/quote1",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/92.0.4515.159 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/92.0.4515.159 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
     }
     r = requests.post(url, params=params, data=payload, headers=headers)