akshare 1.12.99__py3-none-any.whl → 1.15.73__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Potentially problematic release.
This version of akshare might be problematic. Click here for more details.
- akshare/__init__.py +442 -138
- akshare/air/air_hebei.py +79 -53
- akshare/air/air_zhenqi.py +29 -43
- akshare/air/sunrise_tad.py +32 -17
- akshare/bank/bank_cbirc_2020.py +12 -9
- akshare/bond/bond_cb_ths.py +17 -9
- akshare/bond/bond_china.py +38 -39
- akshare/bond/bond_china_money.py +75 -48
- akshare/bond/bond_info_cm.py +28 -8
- akshare/bond/bond_issue_cninfo.py +73 -30
- akshare/bond/bond_zh_cov.py +1 -1
- akshare/bond/bond_zh_sina.py +57 -51
- akshare/cal/__init__.py +0 -0
- akshare/cal/rv.py +170 -0
- akshare/cost/cost_living.py +7 -5
- akshare/currency/currency_safe.py +7 -6
- akshare/data/cninfo.js +15 -0
- akshare/datasets.py +10 -21
- akshare/economic/macro_bank.py +95 -653
- akshare/economic/macro_china.py +772 -1024
- akshare/economic/macro_china_hk.py +65 -243
- akshare/economic/macro_china_nbs.py +24 -7
- akshare/economic/macro_constitute.py +17 -12
- akshare/economic/macro_euro.py +13 -6
- akshare/economic/macro_finance_ths.py +133 -0
- akshare/economic/macro_info_ws.py +100 -0
- akshare/economic/macro_japan.py +5 -4
- akshare/economic/macro_other.py +12 -9
- akshare/economic/macro_usa.py +376 -1940
- akshare/economic/marco_cnbs.py +11 -6
- akshare/energy/energy_carbon.py +94 -125
- akshare/event/migration.py +3 -2
- akshare/exceptions.py +43 -0
- akshare/file_fold/calendar.json +245 -2
- akshare/fortune/fortune_500.py +15 -48
- akshare/fund/fund_amac.py +157 -75
- akshare/fund/fund_em.py +191 -184
- akshare/fund/fund_etf_em.py +16 -15
- akshare/fund/fund_etf_sina.py +71 -23
- akshare/fund/fund_etf_ths.py +93 -0
- akshare/fund/fund_fee_em.py +98 -0
- akshare/fund/fund_portfolio_em.py +60 -50
- akshare/fund/fund_rank_em.py +91 -82
- akshare/fund/fund_report_cninfo.py +63 -48
- akshare/fund/fund_scale_sina.py +20 -10
- akshare/fund/fund_xq.py +139 -109
- akshare/futures/cons.py +8 -31
- akshare/futures/cot.py +185 -137
- akshare/futures/futures_basis.py +97 -32
- akshare/futures/futures_comm_ctp.py +37 -0
- akshare/futures/futures_comm_qihuo.py +74 -45
- akshare/futures/futures_daily_bar.py +121 -184
- akshare/futures/futures_hf_em.py +66 -61
- akshare/futures/futures_hq_sina.py +79 -61
- akshare/futures/futures_index_ccidx.py +6 -3
- akshare/futures/futures_inventory_99.py +61 -272
- akshare/futures/futures_news_shmet.py +4 -2
- akshare/futures/futures_roll_yield.py +12 -25
- akshare/futures/futures_spot_stock_em.py +19 -13
- akshare/futures/futures_stock_js.py +14 -12
- akshare/futures/futures_to_spot.py +38 -33
- akshare/futures/futures_warehouse_receipt.py +75 -71
- akshare/futures/futures_zh_sina.py +5 -5
- akshare/futures/symbol_var.py +18 -13
- akshare/futures_derivative/futures_contract_info_czce.py +60 -52
- akshare/futures_derivative/futures_contract_info_ine.py +43 -34
- akshare/futures_derivative/futures_contract_info_shfe.py +46 -35
- akshare/futures_derivative/futures_cot_sina.py +26 -19
- akshare/futures_derivative/futures_spot_sys.py +21 -8
- akshare/fx/currency_investing.py +19 -285
- akshare/index/index_cflp.py +29 -26
- akshare/index/index_cni.py +86 -88
- akshare/index/index_cons.py +26 -10
- akshare/index/index_cx.py +248 -47
- akshare/index/index_drewry.py +17 -16
- akshare/index/index_option_qvix.py +329 -0
- akshare/index/index_research_fund_sw.py +134 -0
- akshare/index/{index_sw_research.py → index_research_sw.py} +122 -58
- akshare/index/index_spot.py +9 -5
- akshare/index/index_stock_hk.py +35 -16
- akshare/index/index_stock_us_sina.py +1 -1
- akshare/index/index_stock_zh.py +180 -89
- akshare/index/index_stock_zh_csindex.py +15 -369
- akshare/index/index_sw.py +62 -34
- akshare/index/index_yw.py +46 -23
- akshare/index/index_zh_a_scope.py +48 -0
- akshare/index/index_zh_em.py +6 -4
- akshare/interest_rate/interbank_rate_em.py +14 -9
- akshare/movie/artist_yien.py +32 -5
- akshare/movie/movie_yien.py +92 -18
- akshare/movie/video_yien.py +28 -5
- akshare/news/news_baidu.py +78 -44
- akshare/news/news_cctv.py +38 -38
- akshare/news/news_stock.py +6 -3
- akshare/nlp/nlp_interface.py +7 -8
- akshare/option/cons.py +11 -11
- akshare/option/option_comm_qihuo.py +86 -0
- akshare/option/option_commodity.py +178 -51
- akshare/option/option_daily_stats_sse_szse.py +146 -0
- akshare/option/option_em.py +147 -138
- akshare/option/option_finance_sina.py +160 -137
- akshare/option/option_lhb_em.py +62 -56
- akshare/option/option_risk_indicator_sse.py +17 -14
- akshare/other/other_car_cpca.py +934 -0
- akshare/other/{other_car.py → other_car_gasgoo.py} +15 -54
- akshare/qdii/__init__.py +0 -0
- akshare/qdii/qdii_jsl.py +233 -0
- akshare/request.py +117 -0
- akshare/spot/spot_hog_soozhu.py +232 -0
- akshare/spot/spot_price_qh.py +121 -0
- akshare/spot/spot_sge.py +63 -10
- akshare/stock/stock_allotment_cninfo.py +10 -9
- akshare/stock/stock_board_concept_em.py +23 -14
- akshare/stock/stock_board_industry_em.py +40 -34
- akshare/stock/stock_cg_equity_mortgage.py +15 -11
- akshare/stock/stock_cg_guarantee.py +41 -51
- akshare/stock/stock_cg_lawsuit.py +36 -35
- akshare/stock/stock_dividend_cninfo.py +12 -6
- akshare/stock/stock_dzjy_em.py +347 -260
- akshare/stock/stock_fund_em.py +332 -84
- akshare/stock/stock_hk_famous.py +108 -0
- akshare/stock/stock_hk_sina.py +8 -7
- akshare/stock/stock_hold_control_cninfo.py +100 -15
- akshare/stock/stock_hold_control_em.py +4 -3
- akshare/stock/stock_hold_num_cninfo.py +18 -12
- akshare/stock/stock_hot_rank_em.py +2 -1
- akshare/stock/stock_hot_search_baidu.py +5 -2
- akshare/stock/stock_industry_cninfo.py +24 -18
- akshare/stock/stock_industry_pe_cninfo.py +45 -31
- akshare/stock/stock_industry_sw.py +9 -10
- akshare/stock/stock_info.py +25 -15
- akshare/stock/stock_info_em.py +5 -2
- akshare/stock/stock_intraday_em.py +5 -2
- akshare/stock/stock_intraday_sina.py +22 -18
- akshare/stock/stock_ipo_summary_cninfo.py +25 -10
- akshare/stock/stock_new_cninfo.py +32 -19
- akshare/stock/stock_news_cx.py +39 -0
- akshare/stock/stock_profile_cninfo.py +9 -8
- akshare/stock/stock_rank_forecast.py +8 -6
- akshare/stock/stock_share_changes_cninfo.py +18 -14
- akshare/stock/stock_share_hold.py +24 -19
- akshare/stock/stock_summary.py +54 -26
- akshare/stock/stock_us_famous.py +15 -6
- akshare/stock/stock_us_pink.py +7 -5
- akshare/stock/stock_us_sina.py +15 -12
- akshare/stock/stock_xq.py +38 -12
- akshare/stock/stock_zh_a_sina.py +53 -78
- akshare/stock/stock_zh_b_sina.py +32 -55
- akshare/stock/stock_zh_kcb_report.py +11 -9
- akshare/stock/stock_zh_kcb_sina.py +67 -64
- akshare/stock_feature/stock_a_below_net_asset_statistics.py +5 -2
- akshare/stock_feature/stock_a_high_low.py +5 -2
- akshare/stock_feature/stock_a_indicator.py +12 -9
- akshare/stock_feature/stock_a_pe_and_pb.py +27 -6
- akshare/stock_feature/stock_account_em.py +58 -40
- akshare/stock_feature/stock_analyst_em.py +36 -27
- akshare/stock_feature/stock_board_industry_ths.py +136 -400
- akshare/stock_feature/stock_comment_em.py +118 -85
- akshare/stock_feature/stock_concept_futu.py +183 -0
- akshare/stock_feature/stock_cyq_em.py +58 -54
- akshare/stock_feature/stock_disclosure_cninfo.py +147 -102
- akshare/stock_feature/stock_esg_sina.py +216 -11
- akshare/stock_feature/stock_fhps_em.py +60 -25
- akshare/stock_feature/stock_fhps_ths.py +25 -6
- akshare/stock_feature/stock_fund_flow.py +38 -25
- akshare/stock_feature/stock_gdfx_em.py +180 -95
- akshare/stock_feature/stock_gdhs.py +73 -49
- akshare/stock_feature/stock_gpzy_em.py +78 -46
- akshare/stock_feature/stock_hist_em.py +55 -23
- akshare/stock_feature/stock_hk_valuation_baidu.py +20 -8
- akshare/stock_feature/stock_hsgt_em.py +184 -452
- akshare/stock_feature/stock_info.py +52 -29
- akshare/stock_feature/stock_inner_trade_xq.py +39 -31
- akshare/stock_feature/stock_irm_cninfo.py +32 -9
- akshare/stock_feature/stock_jgdy_em.py +41 -38
- akshare/stock_feature/stock_lh_yybpm.py +36 -37
- akshare/stock_feature/stock_lhb_em.py +135 -71
- akshare/stock_feature/stock_lhb_sina.py +93 -46
- akshare/stock_feature/stock_margin_em.py +102 -0
- akshare/stock_feature/{stock_sse_margin.py → stock_margin_sse.py} +21 -15
- akshare/stock_feature/{stock_szse_margin.py → stock_margin_szse.py} +23 -19
- akshare/stock_feature/stock_market_legu.py +13 -8
- akshare/stock_feature/stock_pankou_em.py +72 -34
- akshare/stock_feature/stock_report_em.py +244 -54
- akshare/stock_feature/stock_research_report_em.py +48 -19
- akshare/stock_feature/stock_sns_sseinfo.py +15 -12
- akshare/stock_feature/stock_sy_em.py +86 -33
- akshare/stock_feature/stock_technology_ths.py +152 -120
- akshare/stock_feature/stock_tfp_em.py +35 -13
- akshare/stock_feature/stock_three_report_em.py +119 -77
- akshare/stock_feature/stock_ttm_lyr.py +4 -7
- akshare/stock_feature/stock_value_em.py +83 -0
- akshare/stock_feature/stock_wencai.py +21 -9
- akshare/stock_feature/stock_yjyg_em.py +63 -28
- akshare/stock_feature/stock_zf_pg.py +61 -38
- akshare/stock_feature/stock_zh_valuation_baidu.py +3 -2
- akshare/stock_feature/stock_ztb_em.py +62 -40
- akshare/stock_fundamental/stock_finance.py +150 -58
- akshare/stock_fundamental/stock_finance_ths.py +116 -31
- akshare/stock_fundamental/stock_mda_ym.py +5 -3
- akshare/stock_fundamental/stock_notice.py +29 -15
- akshare/stock_fundamental/stock_profit_forecast_em.py +31 -13
- akshare/stock_fundamental/stock_profit_forecast_ths.py +19 -10
- akshare/stock_fundamental/stock_register_em.py +448 -0
- akshare/stock_fundamental/stock_restricted_em.py +79 -32
- akshare/stock_fundamental/stock_zygc.py +10 -8
- akshare/stock_fundamental/stock_zyjs_ths.py +5 -3
- akshare/tool/trade_date_hist.py +4 -3
- akshare/utils/cons.py +10 -0
- akshare/utils/context.py +43 -0
- akshare/utils/demjson.py +2 -2
- akshare/utils/func.py +26 -0
- akshare/utils/tqdm.py +13 -3
- {akshare-1.12.99.dist-info → akshare-1.15.73.dist-info}/METADATA +52 -69
- akshare-1.15.73.dist-info/RECORD +385 -0
- {akshare-1.12.99.dist-info → akshare-1.15.73.dist-info}/WHEEL +1 -1
- tests/test_func.py +3 -5
- akshare/bond/bond_futures.py +0 -50
- akshare/bond/bond_investing.py +0 -139
- akshare/crypto/crypto_hist_investing.py +0 -249
- akshare/fortune/fortune_it_juzi.py +0 -123
- akshare/futures/futures_international.py +0 -170
- akshare/futures/futures_news_baidu.py +0 -54
- akshare/futures/inventory_data.py +0 -100
- akshare/futures_derivative/futures_index_price_nh.py +0 -61
- akshare/futures_derivative/futures_index_return_nh.py +0 -47
- akshare/futures_derivative/futures_index_volatility_nh.py +0 -51
- akshare/futures_derivative/futures_other_index_nh.py +0 -145
- akshare/index/index_fear_greed_funddb.py +0 -71
- akshare/index/index_investing.py +0 -232
- akshare/sport/sport_olympic_winter.py +0 -39
- akshare/stock_feature/stock_board_concept_ths.py +0 -422
- akshare/stock_fundamental/stock_register.py +0 -292
- akshare-1.12.99.dist-info/RECORD +0 -374
- {akshare-1.12.99.dist-info → akshare-1.15.73.dist-info}/LICENSE +0 -0
- {akshare-1.12.99.dist-info → akshare-1.15.73.dist-info}/top_level.txt +0 -0
akshare/bond/bond_china.py
CHANGED
|
@@ -1,18 +1,20 @@
|
|
|
1
1
|
#!/usr/bin/env python
|
|
2
2
|
# -*- coding:utf-8 -*-
|
|
3
3
|
"""
|
|
4
|
-
Date: 2024/
|
|
4
|
+
Date: 2024/10/1 17:00
|
|
5
5
|
Desc: 中国外汇交易中心暨全国银行间同业拆借中心
|
|
6
6
|
中国外汇交易中心暨全国银行间同业拆借中心-市场数据-债券市场行情-现券市场做市报价
|
|
7
7
|
中国外汇交易中心暨全国银行间同业拆借中心-市场数据-债券市场行情-现券市场成交行情
|
|
8
8
|
https://www.chinamoney.com.cn/chinese/mkdatabond/
|
|
9
9
|
"""
|
|
10
|
+
|
|
10
11
|
from io import StringIO
|
|
11
12
|
|
|
12
13
|
import pandas as pd
|
|
13
14
|
import requests
|
|
14
15
|
|
|
15
16
|
from akshare.bond.bond_china_money import bond_china_close_return_map
|
|
17
|
+
from akshare.utils.cons import headers
|
|
16
18
|
|
|
17
19
|
|
|
18
20
|
def bond_spot_quote() -> pd.DataFrame:
|
|
@@ -24,9 +26,6 @@ def bond_spot_quote() -> pd.DataFrame:
|
|
|
24
26
|
"""
|
|
25
27
|
bond_china_close_return_map()
|
|
26
28
|
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-md-bond/CbMktMakQuot"
|
|
27
|
-
headers = {
|
|
28
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/78.0.3904.108 Safari/537.36",
|
|
29
|
-
}
|
|
30
29
|
payload = {
|
|
31
30
|
"flag": "1",
|
|
32
31
|
"lang": "cn",
|
|
@@ -61,16 +60,24 @@ def bond_spot_quote() -> pd.DataFrame:
|
|
|
61
60
|
"买入/卖出收益率",
|
|
62
61
|
]
|
|
63
62
|
]
|
|
64
|
-
temp_df["买入净价"] =
|
|
65
|
-
|
|
66
|
-
|
|
67
|
-
temp_df["
|
|
63
|
+
temp_df["买入净价"] = (
|
|
64
|
+
temp_df["买入/卖出净价"].str.split("/", expand=True).iloc[:, 0]
|
|
65
|
+
)
|
|
66
|
+
temp_df["卖出净价"] = (
|
|
67
|
+
temp_df["买入/卖出净价"].str.split("/", expand=True).iloc[:, 1]
|
|
68
|
+
)
|
|
69
|
+
temp_df["买入收益率"] = (
|
|
70
|
+
temp_df["买入/卖出收益率"].str.split("/", expand=True).iloc[:, 0]
|
|
71
|
+
)
|
|
72
|
+
temp_df["卖出收益率"] = (
|
|
73
|
+
temp_df["买入/卖出收益率"].str.split("/", expand=True).iloc[:, 1]
|
|
74
|
+
)
|
|
68
75
|
del temp_df["买入/卖出净价"]
|
|
69
76
|
del temp_df["买入/卖出收益率"]
|
|
70
|
-
temp_df[
|
|
71
|
-
temp_df[
|
|
72
|
-
temp_df[
|
|
73
|
-
temp_df[
|
|
77
|
+
temp_df["买入净价"] = pd.to_numeric(temp_df["买入净价"], errors="coerce")
|
|
78
|
+
temp_df["卖出净价"] = pd.to_numeric(temp_df["卖出净价"], errors="coerce")
|
|
79
|
+
temp_df["买入收益率"] = pd.to_numeric(temp_df["买入收益率"], errors="coerce")
|
|
80
|
+
temp_df["卖出收益率"] = pd.to_numeric(temp_df["卖出收益率"], errors="coerce")
|
|
74
81
|
return temp_df
|
|
75
82
|
|
|
76
83
|
|
|
@@ -82,9 +89,6 @@ def bond_spot_deal() -> pd.DataFrame:
|
|
|
82
89
|
:rtype: pandas.DataFrame
|
|
83
90
|
"""
|
|
84
91
|
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-md-bond/CbtPri"
|
|
85
|
-
headers = {
|
|
86
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/78.0.3904.108 Safari/537.36",
|
|
87
|
-
}
|
|
88
92
|
payload = {
|
|
89
93
|
"flag": "1",
|
|
90
94
|
"lang": "cn",
|
|
@@ -127,16 +131,16 @@ def bond_spot_deal() -> pd.DataFrame:
|
|
|
127
131
|
"交易量",
|
|
128
132
|
]
|
|
129
133
|
]
|
|
130
|
-
temp_df[
|
|
131
|
-
temp_df[
|
|
132
|
-
temp_df[
|
|
133
|
-
temp_df[
|
|
134
|
-
temp_df[
|
|
134
|
+
temp_df["成交净价"] = pd.to_numeric(temp_df["成交净价"], errors="coerce")
|
|
135
|
+
temp_df["最新收益率"] = pd.to_numeric(temp_df["最新收益率"], errors="coerce")
|
|
136
|
+
temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
|
|
137
|
+
temp_df["加权收益率"] = pd.to_numeric(temp_df["加权收益率"], errors="coerce")
|
|
138
|
+
temp_df["交易量"] = pd.to_numeric(temp_df["交易量"], errors="coerce")
|
|
135
139
|
return temp_df
|
|
136
140
|
|
|
137
141
|
|
|
138
142
|
def bond_china_yield(
|
|
139
|
-
|
|
143
|
+
start_date: str = "20200204", end_date: str = "20210124"
|
|
140
144
|
) -> pd.DataFrame:
|
|
141
145
|
"""
|
|
142
146
|
中国债券信息网-国债及其他债券收益率曲线
|
|
@@ -152,28 +156,25 @@ def bond_china_yield(
|
|
|
152
156
|
"""
|
|
153
157
|
url = "https://yield.chinabond.com.cn/cbweb-pbc-web/pbc/historyQuery"
|
|
154
158
|
params = {
|
|
155
|
-
"startDate":
|
|
156
|
-
"endDate":
|
|
159
|
+
"startDate": "-".join([start_date[:4], start_date[4:6], start_date[6:]]),
|
|
160
|
+
"endDate": "-".join([end_date[:4], end_date[4:6], end_date[6:]]),
|
|
157
161
|
"gjqx": "0",
|
|
158
162
|
"qxId": "ycqx",
|
|
159
163
|
"locale": "cn_ZH",
|
|
160
164
|
}
|
|
161
|
-
headers = {
|
|
162
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36",
|
|
163
|
-
}
|
|
164
165
|
res = requests.get(url, params=params, headers=headers)
|
|
165
166
|
data_text = res.text.replace(" ", "")
|
|
166
167
|
data_df = pd.read_html(StringIO(data_text), header=0)[1]
|
|
167
|
-
data_df[
|
|
168
|
-
data_df[
|
|
169
|
-
data_df[
|
|
170
|
-
data_df[
|
|
171
|
-
data_df[
|
|
172
|
-
data_df[
|
|
173
|
-
data_df[
|
|
174
|
-
data_df[
|
|
175
|
-
data_df[
|
|
176
|
-
data_df.sort_values(by=
|
|
168
|
+
data_df["日期"] = pd.to_datetime(data_df["日期"], errors="coerce").dt.date
|
|
169
|
+
data_df["3月"] = pd.to_numeric(data_df["3月"], errors="coerce")
|
|
170
|
+
data_df["6月"] = pd.to_numeric(data_df["6月"], errors="coerce")
|
|
171
|
+
data_df["1年"] = pd.to_numeric(data_df["1年"], errors="coerce")
|
|
172
|
+
data_df["3年"] = pd.to_numeric(data_df["3年"], errors="coerce")
|
|
173
|
+
data_df["5年"] = pd.to_numeric(data_df["5年"], errors="coerce")
|
|
174
|
+
data_df["7年"] = pd.to_numeric(data_df["7年"], errors="coerce")
|
|
175
|
+
data_df["10年"] = pd.to_numeric(data_df["10年"], errors="coerce")
|
|
176
|
+
data_df["30年"] = pd.to_numeric(data_df["30年"], errors="coerce")
|
|
177
|
+
data_df.sort_values(by="日期", inplace=True)
|
|
177
178
|
data_df.reset_index(inplace=True, drop=True)
|
|
178
179
|
return data_df
|
|
179
180
|
|
|
@@ -185,7 +186,5 @@ if __name__ == "__main__":
|
|
|
185
186
|
bond_spot_deal_df = bond_spot_deal()
|
|
186
187
|
print(bond_spot_deal_df)
|
|
187
188
|
|
|
188
|
-
bond_china_yield_df = bond_china_yield(
|
|
189
|
-
start_date="20210201", end_date="20220201"
|
|
190
|
-
)
|
|
189
|
+
bond_china_yield_df = bond_china_yield(start_date="20210201", end_date="20220201")
|
|
191
190
|
print(bond_china_yield_df)
|
akshare/bond/bond_china_money.py
CHANGED
|
@@ -1,14 +1,16 @@
|
|
|
1
1
|
#!/usr/bin/env python
|
|
2
2
|
# -*- coding:utf-8 -*-
|
|
3
3
|
"""
|
|
4
|
-
Date: 2024/
|
|
4
|
+
Date: 2024/6/27 16:00
|
|
5
5
|
Desc: 收盘收益率曲线历史数据
|
|
6
6
|
https://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1
|
|
7
7
|
"""
|
|
8
|
+
|
|
8
9
|
from functools import lru_cache
|
|
9
10
|
|
|
10
11
|
import pandas as pd
|
|
11
12
|
import requests
|
|
13
|
+
from akshare.utils.tqdm import get_tqdm
|
|
12
14
|
|
|
13
15
|
|
|
14
16
|
def __bond_register_service() -> requests.Session:
|
|
@@ -20,16 +22,19 @@ def __bond_register_service() -> requests.Session:
|
|
|
20
22
|
"""
|
|
21
23
|
session = requests.Session()
|
|
22
24
|
headers = {
|
|
23
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko)
|
|
24
|
-
|
|
25
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
26
|
+
"Chrome/108.0.0.0 Safari/537.36",
|
|
25
27
|
}
|
|
26
|
-
session.get(
|
|
27
|
-
|
|
28
|
+
session.get(
|
|
29
|
+
url="https://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1",
|
|
30
|
+
headers=headers,
|
|
31
|
+
)
|
|
28
32
|
cookies_dict = session.cookies.get_dict()
|
|
29
|
-
cookies_str =
|
|
30
|
-
|
|
31
|
-
|
|
32
|
-
|
|
33
|
+
cookies_str = "; ".join(f"{k}={v}" for k, v in cookies_dict.items())
|
|
34
|
+
# 此处需要通过未访问的游览器,首次打开
|
|
35
|
+
# https://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1
|
|
36
|
+
# 页面进行人工获取
|
|
37
|
+
data = {"key": "TThwSjc2NWkzV0VSOVRzOA=="}
|
|
33
38
|
headers = {
|
|
34
39
|
"Accept": "application/json, text/javascript, */*; q=0.01",
|
|
35
40
|
"Accept-Encoding": "gzip, deflate, br",
|
|
@@ -37,7 +42,7 @@ def __bond_register_service() -> requests.Session:
|
|
|
37
42
|
"Cache-Control": "no-cache",
|
|
38
43
|
"Connection": "keep-alive",
|
|
39
44
|
"Content-Length": "22",
|
|
40
|
-
|
|
45
|
+
"Cookie": cookies_str,
|
|
41
46
|
"Content-Type": "application/x-www-form-urlencoded; charset=UTF-8",
|
|
42
47
|
"Host": "www.chinamoney.com.cn",
|
|
43
48
|
"Origin": "https://www.chinamoney.com.cn",
|
|
@@ -46,21 +51,26 @@ def __bond_register_service() -> requests.Session:
|
|
|
46
51
|
"Sec-Fetch-Dest": "empty",
|
|
47
52
|
"Sec-Fetch-Mode": "cors",
|
|
48
53
|
"Sec-Fetch-Site": "same-origin",
|
|
49
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko)
|
|
50
|
-
"
|
|
54
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
55
|
+
"Chrome/108.0.0.0 Safari/537.36",
|
|
56
|
+
"X-Requested-With": "XMLHttpRequest",
|
|
51
57
|
}
|
|
52
|
-
session.post(
|
|
58
|
+
session.post(
|
|
59
|
+
url="https://www.chinamoney.com.cn/dqs/rest/cm-u-rbt/apply",
|
|
60
|
+
data=data,
|
|
61
|
+
headers=headers,
|
|
62
|
+
)
|
|
53
63
|
|
|
54
64
|
# 20231127 新增部分 https://github.com/akfamily/akshare/issues/4299
|
|
55
65
|
cookies_dict = session.cookies.get_dict()
|
|
56
|
-
cookies_str =
|
|
66
|
+
cookies_str = "; ".join(f"{k}={v}" for k, v in cookies_dict.items())
|
|
57
67
|
headers = {
|
|
58
68
|
"Accept": "application/json, text/javascript, /; q=0.01",
|
|
59
69
|
"Accept-Encoding": "gzip, deflate, br",
|
|
60
70
|
"Accept-Language": "en",
|
|
61
71
|
"Connection": "keep-alive",
|
|
62
72
|
"Content-Length": "0",
|
|
63
|
-
|
|
73
|
+
"Cookie": cookies_str,
|
|
64
74
|
"Content-Type": "application/x-www-form-urlencoded; charset=UTF-8",
|
|
65
75
|
"Host": "www.chinamoney.com.cn",
|
|
66
76
|
"Origin": "https://www.chinamoney.com.cn",
|
|
@@ -68,10 +78,14 @@ def __bond_register_service() -> requests.Session:
|
|
|
68
78
|
"Sec-Fetch-Dest": "empty",
|
|
69
79
|
"Sec-Fetch-Mode": "cors",
|
|
70
80
|
"Sec-Fetch-Site": "same-origin",
|
|
71
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko)
|
|
72
|
-
"
|
|
81
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
82
|
+
"Chrome/108.0.0.0 Safari/537.36",
|
|
83
|
+
"X-Requested-With": "XMLHttpRequest",
|
|
73
84
|
}
|
|
74
|
-
session.post(
|
|
85
|
+
session.post(
|
|
86
|
+
url="https://www.chinamoney.com.cn/lss/rest/cm-s-account/getSessionUser",
|
|
87
|
+
headers=headers,
|
|
88
|
+
)
|
|
75
89
|
return session
|
|
76
90
|
|
|
77
91
|
|
|
@@ -94,14 +108,15 @@ def bond_china_close_return_map() -> pd.DataFrame:
|
|
|
94
108
|
"Origin": "https://www.chinamoney.com.cn",
|
|
95
109
|
"Pragma": "no-cache",
|
|
96
110
|
"Referer": "https://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1",
|
|
97
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko)
|
|
98
|
-
"
|
|
111
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
112
|
+
"Chrome/108.0.0.0 Safari/537.36",
|
|
113
|
+
"X-Requested-With": "XMLHttpRequest",
|
|
99
114
|
}
|
|
100
|
-
url = "
|
|
115
|
+
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bk-currency/ClsYldCurvCurvGO"
|
|
101
116
|
try:
|
|
102
117
|
r = requests.get(url, headers=headers)
|
|
103
118
|
data_json = r.json()
|
|
104
|
-
except:
|
|
119
|
+
except: # noqa: E722
|
|
105
120
|
session = __bond_register_service()
|
|
106
121
|
r = session.get(url, headers=headers)
|
|
107
122
|
data_json = r.json()
|
|
@@ -110,10 +125,10 @@ def bond_china_close_return_map() -> pd.DataFrame:
|
|
|
110
125
|
|
|
111
126
|
|
|
112
127
|
def bond_china_close_return(
|
|
113
|
-
|
|
114
|
-
|
|
115
|
-
|
|
116
|
-
|
|
128
|
+
symbol: str = "国债",
|
|
129
|
+
period: str = "1",
|
|
130
|
+
start_date: str = "20231101",
|
|
131
|
+
end_date: str = "20231101",
|
|
117
132
|
) -> pd.DataFrame:
|
|
118
133
|
"""
|
|
119
134
|
收盘收益率曲线历史数据
|
|
@@ -133,17 +148,18 @@ def bond_china_close_return(
|
|
|
133
148
|
symbol_code = name_code_df[name_code_df["cnLabel"] == symbol]["value"].values[0]
|
|
134
149
|
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bk-currency/ClsYldCurvHis"
|
|
135
150
|
headers = {
|
|
136
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko)
|
|
151
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
152
|
+
"Chrome/108.0.0.0 Safari/537.36",
|
|
137
153
|
}
|
|
138
154
|
params = {
|
|
139
155
|
"lang": "CN",
|
|
140
156
|
"reference": "1,2,3",
|
|
141
157
|
"bondType": symbol_code,
|
|
142
|
-
"startDate":
|
|
143
|
-
"endDate":
|
|
158
|
+
"startDate": "-".join([start_date[:4], start_date[4:6], start_date[6:]]),
|
|
159
|
+
"endDate": "-".join([end_date[:4], end_date[4:6], end_date[6:]]),
|
|
144
160
|
"termId": period,
|
|
145
161
|
"pageNum": "1",
|
|
146
|
-
"pageSize": "
|
|
162
|
+
"pageSize": "50",
|
|
147
163
|
}
|
|
148
164
|
r = requests.get(url, params=params, headers=headers)
|
|
149
165
|
data_json = r.json()
|
|
@@ -165,16 +181,16 @@ def bond_china_close_return(
|
|
|
165
181
|
"远期收益率",
|
|
166
182
|
]
|
|
167
183
|
]
|
|
168
|
-
temp_df[
|
|
169
|
-
temp_df[
|
|
170
|
-
temp_df[
|
|
171
|
-
temp_df[
|
|
172
|
-
temp_df[
|
|
184
|
+
temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
|
|
185
|
+
temp_df["期限"] = pd.to_numeric(temp_df["期限"], errors="coerce")
|
|
186
|
+
temp_df["到期收益率"] = pd.to_numeric(temp_df["到期收益率"], errors="coerce")
|
|
187
|
+
temp_df["即期收益率"] = pd.to_numeric(temp_df["即期收益率"], errors="coerce")
|
|
188
|
+
temp_df["远期收益率"] = pd.to_numeric(temp_df["远期收益率"], errors="coerce")
|
|
173
189
|
return temp_df
|
|
174
190
|
|
|
175
191
|
|
|
176
192
|
def macro_china_swap_rate(
|
|
177
|
-
|
|
193
|
+
start_date: str = "20231101", end_date: str = "20231204"
|
|
178
194
|
) -> pd.DataFrame:
|
|
179
195
|
"""
|
|
180
196
|
FR007 利率互换曲线历史数据; 只能获取近一年的数据
|
|
@@ -218,7 +234,8 @@ def macro_china_swap_rate(
|
|
|
218
234
|
"Sec-Fetch-Dest": "empty",
|
|
219
235
|
"Sec-Fetch-Mode": "cors",
|
|
220
236
|
"Sec-Fetch-Site": "same-origin",
|
|
221
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko)
|
|
237
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
238
|
+
"Chrome/107.0.0.0 Safari/537.36",
|
|
222
239
|
"X-Requested-With": "XMLHttpRequest",
|
|
223
240
|
}
|
|
224
241
|
r = requests.post(url, data=params, headers=headers)
|
|
@@ -257,7 +274,7 @@ def macro_china_swap_rate(
|
|
|
257
274
|
"7Y",
|
|
258
275
|
"10Y",
|
|
259
276
|
]
|
|
260
|
-
big_df = pd.concat([temp_df, price_df], axis=1)
|
|
277
|
+
big_df = pd.concat(objs=[temp_df, price_df], axis=1)
|
|
261
278
|
big_df = big_df[
|
|
262
279
|
[
|
|
263
280
|
"日期",
|
|
@@ -289,6 +306,7 @@ def macro_china_swap_rate(
|
|
|
289
306
|
big_df["5Y"] = pd.to_numeric(big_df["5Y"], errors="coerce")
|
|
290
307
|
big_df["7Y"] = pd.to_numeric(big_df["7Y"], errors="coerce")
|
|
291
308
|
big_df["10Y"] = pd.to_numeric(big_df["10Y"], errors="coerce")
|
|
309
|
+
big_df.sort_values(["日期"], inplace=True, ignore_index=True)
|
|
292
310
|
return big_df
|
|
293
311
|
|
|
294
312
|
|
|
@@ -302,7 +320,8 @@ def macro_china_bond_public() -> pd.DataFrame:
|
|
|
302
320
|
bond_china_close_return_map()
|
|
303
321
|
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-an/bnBondEmit"
|
|
304
322
|
headers = {
|
|
305
|
-
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko)
|
|
323
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
324
|
+
"Chrome/107.0.0.0 Safari/537.36",
|
|
306
325
|
}
|
|
307
326
|
payload = {
|
|
308
327
|
"enty": "",
|
|
@@ -310,13 +329,21 @@ def macro_china_bond_public() -> pd.DataFrame:
|
|
|
310
329
|
"bondNameCode": "",
|
|
311
330
|
"leadUnderwriter": "",
|
|
312
331
|
"pageNo": "1",
|
|
313
|
-
"pageSize": "
|
|
332
|
+
"pageSize": "10",
|
|
314
333
|
"limit": "1",
|
|
315
334
|
}
|
|
316
335
|
r = requests.post(url, data=payload, headers=headers)
|
|
317
336
|
data_json = r.json()
|
|
318
|
-
|
|
319
|
-
|
|
337
|
+
total_page = int(data_json["data"]["pageTotalSize"]) + 1
|
|
338
|
+
big_df = pd.DataFrame()
|
|
339
|
+
tqdm = get_tqdm()
|
|
340
|
+
for page in tqdm(range(1, total_page), leave=False):
|
|
341
|
+
payload.update({"pageNo": page})
|
|
342
|
+
r = requests.post(url, data=payload, headers=headers)
|
|
343
|
+
data_json = r.json()
|
|
344
|
+
temp_df = pd.DataFrame(data_json["records"])
|
|
345
|
+
big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
|
|
346
|
+
big_df.columns = [
|
|
320
347
|
"债券全称",
|
|
321
348
|
"债券类型",
|
|
322
349
|
"-",
|
|
@@ -331,7 +358,7 @@ def macro_china_bond_public() -> pd.DataFrame:
|
|
|
331
358
|
"价格",
|
|
332
359
|
"计划发行量",
|
|
333
360
|
]
|
|
334
|
-
|
|
361
|
+
big_df = big_df[
|
|
335
362
|
[
|
|
336
363
|
"债券全称",
|
|
337
364
|
"债券类型",
|
|
@@ -343,19 +370,19 @@ def macro_china_bond_public() -> pd.DataFrame:
|
|
|
343
370
|
"债券评级",
|
|
344
371
|
]
|
|
345
372
|
]
|
|
346
|
-
|
|
347
|
-
|
|
348
|
-
return
|
|
373
|
+
big_df["价格"] = pd.to_numeric(big_df["价格"], errors="coerce")
|
|
374
|
+
big_df["计划发行量"] = pd.to_numeric(big_df["计划发行量"], errors="coerce")
|
|
375
|
+
return big_df
|
|
349
376
|
|
|
350
377
|
|
|
351
378
|
if __name__ == "__main__":
|
|
352
379
|
bond_china_close_return_df = bond_china_close_return(
|
|
353
|
-
symbol="
|
|
380
|
+
symbol="同业存单(AAA)", period="1", start_date="20240607", end_date="20240607"
|
|
354
381
|
)
|
|
355
382
|
print(bond_china_close_return_df)
|
|
356
383
|
|
|
357
384
|
macro_china_swap_rate_df = macro_china_swap_rate(
|
|
358
|
-
start_date="
|
|
385
|
+
start_date="20240501", end_date="20240531"
|
|
359
386
|
)
|
|
360
387
|
print(macro_china_swap_rate_df)
|
|
361
388
|
|
akshare/bond/bond_info_cm.py
CHANGED
|
@@ -1,15 +1,17 @@
|
|
|
1
1
|
#!/usr/bin/env python
|
|
2
2
|
# -*- coding:utf-8 -*-
|
|
3
3
|
"""
|
|
4
|
-
Date:
|
|
4
|
+
Date: 2024/5/10 14:00
|
|
5
5
|
Desc: 中国外汇交易中心暨全国银行间同业拆借中心
|
|
6
6
|
https://www.chinamoney.com.cn/chinese/scsjzqxx/
|
|
7
7
|
"""
|
|
8
|
+
|
|
8
9
|
import functools
|
|
9
10
|
|
|
10
11
|
import pandas as pd
|
|
11
12
|
import requests
|
|
12
|
-
from tqdm import
|
|
13
|
+
from akshare.utils.tqdm import get_tqdm
|
|
14
|
+
from akshare.bond.bond_china import bond_china_close_return_map
|
|
13
15
|
|
|
14
16
|
|
|
15
17
|
@functools.lru_cache()
|
|
@@ -22,10 +24,12 @@ def bond_info_cm_query(symbol: str = "评级等级") -> pd.DataFrame:
|
|
|
22
24
|
:return: 查询相关指标的参数
|
|
23
25
|
:rtype: pandas.DataFrame
|
|
24
26
|
"""
|
|
27
|
+
bond_china_close_return_map()
|
|
25
28
|
if symbol == "主承销商":
|
|
26
29
|
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/EntyFullNameSearchCondition"
|
|
27
30
|
headers = {
|
|
28
|
-
|
|
31
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
32
|
+
"Chrome/109.0.0.0 Safari/537.36"
|
|
29
33
|
}
|
|
30
34
|
r = requests.post(url, headers=headers)
|
|
31
35
|
data_json = r.json()
|
|
@@ -42,7 +46,8 @@ def bond_info_cm_query(symbol: str = "评级等级") -> pd.DataFrame:
|
|
|
42
46
|
}
|
|
43
47
|
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondBaseInfoSearchCondition"
|
|
44
48
|
headers = {
|
|
45
|
-
|
|
49
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
50
|
+
"Chrome/109.0.0.0 Safari/537.36"
|
|
46
51
|
}
|
|
47
52
|
r = requests.post(url, headers=headers)
|
|
48
53
|
data_json = r.json()
|
|
@@ -88,6 +93,7 @@ def bond_info_cm(
|
|
|
88
93
|
:return: 信息查询结果
|
|
89
94
|
:rtype: pandas.DataFrame
|
|
90
95
|
"""
|
|
96
|
+
bond_china_close_return_map()
|
|
91
97
|
if bond_type:
|
|
92
98
|
bond_type_df = bond_info_cm_query(symbol="债券类型")
|
|
93
99
|
bond_type_df_value = bond_type_df[bond_type_df["name"] == bond_type][
|
|
@@ -127,18 +133,20 @@ def bond_info_cm(
|
|
|
127
133
|
"rtngShrt": grade,
|
|
128
134
|
}
|
|
129
135
|
headers = {
|
|
130
|
-
|
|
136
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
137
|
+
"Chrome/109.0.0.0 Safari/537.36"
|
|
131
138
|
}
|
|
132
139
|
r = requests.post(url, data=payload, headers=headers)
|
|
133
140
|
data_json = r.json()
|
|
134
141
|
total_page = data_json["data"]["pageTotal"]
|
|
135
142
|
big_df = pd.DataFrame()
|
|
143
|
+
tqdm = get_tqdm()
|
|
136
144
|
for page in tqdm(range(1, total_page + 1), leave=False):
|
|
137
145
|
payload.update({"pageNo": page})
|
|
138
146
|
r = requests.post(url, data=payload, headers=headers)
|
|
139
147
|
data_json = r.json()
|
|
140
148
|
temp_df = pd.DataFrame(data_json["data"]["resultList"])
|
|
141
|
-
big_df = pd.concat([big_df, temp_df], ignore_index=True)
|
|
149
|
+
big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
|
|
142
150
|
big_df.rename(
|
|
143
151
|
columns={
|
|
144
152
|
"bondDefinedCode": "查询代码",
|
|
@@ -156,7 +164,17 @@ def bond_info_cm(
|
|
|
156
164
|
},
|
|
157
165
|
inplace=True,
|
|
158
166
|
)
|
|
159
|
-
big_df = big_df[
|
|
167
|
+
big_df = big_df[
|
|
168
|
+
[
|
|
169
|
+
"债券简称",
|
|
170
|
+
"债券代码",
|
|
171
|
+
"发行人/受托机构",
|
|
172
|
+
"债券类型",
|
|
173
|
+
"发行日期",
|
|
174
|
+
"最新债项评级",
|
|
175
|
+
"查询代码",
|
|
176
|
+
]
|
|
177
|
+
]
|
|
160
178
|
return big_df
|
|
161
179
|
|
|
162
180
|
|
|
@@ -170,12 +188,14 @@ def bond_info_detail_cm(symbol: str = "淮安农商行CDSD2022021012") -> pd.Dat
|
|
|
170
188
|
:return: 债券详情
|
|
171
189
|
:rtype: pandas.DataFrame
|
|
172
190
|
"""
|
|
191
|
+
bond_china_close_return_map()
|
|
173
192
|
url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondDetailInfo"
|
|
174
193
|
inner_bond_info_cm_df = bond_info_cm(bond_name=symbol)
|
|
175
194
|
bond_code = inner_bond_info_cm_df["查询代码"].values[0]
|
|
176
195
|
payload = {"bondDefinedCode": bond_code}
|
|
177
196
|
headers = {
|
|
178
|
-
|
|
197
|
+
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
|
198
|
+
"Chrome/109.0.0.0 Safari/537.36"
|
|
179
199
|
}
|
|
180
200
|
r = requests.post(url, data=payload, headers=headers)
|
|
181
201
|
data_json = r.json()
|