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

akshare/stock/stock_zh_b_sina.py

@@ -1,17 +1,18 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/7/20 13:28
+Date: 2024/7/22 18:30
 Desc: 新浪财经-B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 json
 import re
 from functools import lru_cache
 
 import pandas as pd
 import requests
-from py_mini_racer import py_mini_racer
+import py_mini_racer
 
 from akshare.stock.cons import (
     zh_sina_a_stock_url,
@@ -32,7 +33,10 @@ def _get_zh_b_page_count() -> int:
     :return: 需要采集的股票总页数
     :rtype: int
     """
-    url = "https://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQNodeStockCount?node=hs_b"
+    url = (
+        "https://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/"
+        "Market_Center.getHQNodeStockCount?node=hs_b"
+    )
     r = requests.get(url)
     page_count = int(re.findall(re.compile(r"\d+"), r.text)[0]) / 80
     if isinstance(page_count, int):
@@ -44,7 +48,7 @@ def _get_zh_b_page_count() -> int:
 def stock_zh_b_spot() -> pd.DataFrame:
     """
     新浪财经-所有 B 股的实时行情数据; 重复运行本函数会被新浪暂时封 IP
-    https://vip.stock.finance.sina.com.cn/mkt/#qbgg_hk
+    https://vip.stock.finance.sina.com.cn/mkt/#hs_b
     :return: 所有股票的实时行情数据
     :rtype: pandas.DataFrame
     """
@@ -63,7 +67,7 @@ def stock_zh_b_spot() -> pd.DataFrame:
         zh_sina_stock_payload_copy.update({"page": page})
         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(objs=[big_df, pd.DataFrame(data_json)], ignore_index=True)
     big_df.columns = [
         "代码",
         "_",
@@ -125,14 +129,14 @@ def stock_zh_b_daily(
 ) -> pd.DataFrame:
     """
     新浪财经-B 股-个股的历史行情数据, 大量抓取容易封 IP
-    https://finance.sina.com.cn/realstock/company/sh689009/nc.shtml
+    https://finance.sina.com.cn/realstock/company/sh900901/nc.shtml
     :param start_date: 20201103; 开始日期
     :type start_date: str
     :param end_date: 20201103; 结束日期
     :type end_date: str
     :param symbol: sh600000
     :type symbol: 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: specific data
     :rtype: pandas.DataFrame
@@ -140,9 +144,9 @@ def stock_zh_b_daily(
 
     def _fq_factor(method: str) -> pd.DataFrame:
         if method == "hfq":
-            res = requests.get(zh_sina_a_stock_hfq_url.format(symbol))
+            r = requests.get(zh_sina_a_stock_hfq_url.format(symbol))
             hfq_factor_df = pd.DataFrame(
-                eval(res.text.split("=")[1].split("\n")[0])["data"]
+                eval(r.text.split("=")[1].split("\n")[0])["data"]
             )
             if hfq_factor_df.shape[0] == 0:
                 raise ValueError("sina hfq factor not available")
@@ -152,9 +156,9 @@ def stock_zh_b_daily(
             hfq_factor_df.reset_index(inplace=True)
             return hfq_factor_df
         else:
-            res = requests.get(zh_sina_a_stock_qfq_url.format(symbol))
+            r = requests.get(zh_sina_a_stock_qfq_url.format(symbol))
             qfq_factor_df = pd.DataFrame(
-                eval(res.text.split("=")[1].split("\n")[0])["data"]
+                eval(r.text.split("=")[1].split("\n")[0])["data"]
             )
             if qfq_factor_df.shape[0] == 0:
                 raise ValueError("sina hfq factor not available")
@@ -167,15 +171,18 @@ def stock_zh_b_daily(
     if adjust in ("hfq-factor", "qfq-factor"):
         return _fq_factor(adjust.split("-")[0])
 
-    res = requests.get(zh_sina_a_stock_hist_url.format(symbol))
+    r = requests.get(zh_sina_a_stock_hist_url.format(symbol))
     js_code = py_mini_racer.MiniRacer()
     js_code.eval(hk_js_decode)
     dict_list = js_code.call(
-        "d", res.text.split("=")[1].split(";")[0].replace('"', "")
+        "d", r.text.split("=")[1].split(";")[0].replace('"', "")
     )  # 执行js解密代码
     data_df = pd.DataFrame(dict_list)
     data_df.index = pd.to_datetime(data_df["date"]).dt.date
     del data_df["date"]
+    del data_df["amount"]
+    del data_df["prevclose"]
+
     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])
@@ -185,15 +192,7 @@ def stock_zh_b_daily(
     temp_df = pd.merge(
         data_df, amount_data_df, left_index=True, right_index=True, how="outer"
     )
-    try:
-        # try for pandas >= 2.1.0
-        temp_df.ffill(inplace=True)
-    except Exception as e:
-        try:
-        # try for pandas < 2.1.0          
-            temp_df.fillna(method="ffill", inplace=True)
-        except Exception as e:
-                print("Error:", e)
+    temp_df.ffill(inplace=True)
     temp_df = temp_df.astype(float)
     temp_df["amount"] = temp_df["amount"] * 10000
     temp_df["turnover"] = temp_df["volume"] / temp_df["amount"]
@@ -221,25 +220,15 @@ def stock_zh_b_daily(
         return temp_df
 
     if adjust == "hfq":
-        res = requests.get(zh_sina_a_stock_hfq_url.format(symbol))
-        hfq_factor_df = pd.DataFrame(
-            eval(res.text.split("=")[1].split("\n")[0])["data"]
-        )
+        r = requests.get(zh_sina_a_stock_hfq_url.format(symbol))
+        hfq_factor_df = pd.DataFrame(eval(r.text.split("=")[1].split("\n")[0])["data"])
         hfq_factor_df.columns = ["date", "hfq_factor"]
         hfq_factor_df.index = pd.to_datetime(hfq_factor_df.date)
         del hfq_factor_df["date"]
         temp_df = pd.merge(
             temp_df, hfq_factor_df, left_index=True, right_index=True, how="outer"
         )
-        try:
-            # try for pandas >= 2.1.0
-            temp_df.ffill(inplace=True)
-        except Exception as e:
-            try:
-            # try for pandas < 2.1.0          
-                temp_df.fillna(method="ffill", inplace=True)
-            except Exception as e:
-                print("Error:", e)
+        temp_df.ffill(inplace=True)
         temp_df = temp_df.astype(float)
         temp_df.dropna(inplace=True)
         temp_df.drop_duplicates(
@@ -260,26 +249,15 @@ def stock_zh_b_daily(
         return temp_df
 
     if adjust == "qfq":
-        res = requests.get(zh_sina_a_stock_qfq_url.format(symbol))
-        qfq_factor_df = pd.DataFrame(
-            eval(res.text.split("=")[1].split("\n")[0])["data"]
-        )
+        r = requests.get(zh_sina_a_stock_qfq_url.format(symbol))
+        qfq_factor_df = pd.DataFrame(eval(r.text.split("=")[1].split("\n")[0])["data"])
         qfq_factor_df.columns = ["date", "qfq_factor"]
         qfq_factor_df.index = pd.to_datetime(qfq_factor_df.date)
         del qfq_factor_df["date"]
-
         temp_df = pd.merge(
             temp_df, qfq_factor_df, left_index=True, right_index=True, how="outer"
         )
-        try:
-            # try for pandas >= 2.1.0
-            temp_df.ffill(inplace=True)
-        except Exception as e:
-            try:
-            # try for pandas < 2.1.0          
-                temp_df.fillna(method="ffill", inplace=True)
-            except Exception as e:
-                print("Error:", e)
+        temp_df.ffill(inplace=True)
         temp_df = temp_df.astype(float)
         temp_df.dropna(inplace=True)
         temp_df.drop_duplicates(
@@ -321,16 +299,15 @@ def stock_zh_b_minute(
     params = {
         "symbol": symbol,
         "scale": period,
-        "datalen": "20000",
+        "datalen": "1970",
     }
     r = requests.get(url, params=params)
     temp_df = pd.DataFrame(json.loads(r.text.split("=(")[1].split(");")[0])).iloc[:, :6]
     if temp_df.empty:
-        print(f"{symbol} 股票数据不存在，请检查是否已退市")
-        return None
+        return pd.DataFrame()
     try:
         stock_zh_b_daily(symbol=symbol, adjust="qfq")
-    except:
+    except:  # noqa: E722
         return temp_df
 
     if adjust == "":
@@ -390,12 +367,12 @@ def stock_zh_b_minute(
 
 if __name__ == "__main__":
     stock_zh_b_daily_hfq_df_one = stock_zh_b_daily(
-        symbol="sh900901", start_date="20171103", end_date="20210908", adjust=""
+        symbol="sh900901", start_date="20071103", end_date="20240916", adjust=""
     )
     print(stock_zh_b_daily_hfq_df_one)
 
     stock_zh_b_daily_hfq_df_three = stock_zh_b_daily(
-        symbol="sh900901", start_date="19900103", end_date="20210118", adjust="qfq"
+        symbol="sh900901", start_date="19900103", end_date="20240722", adjust="hfq"
     )
     print(stock_zh_b_daily_hfq_df_three)
 

akshare/stock/stock_zh_kcb_report.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2021/8/20 19:00
+Date: 2024/7/21 18:00
 Desc: 科创板报告
-http://data.eastmoney.com/notices/kcb.html
+https://data.eastmoney.com/notices/kcb.html
 """
+
 import pandas as pd
 import requests
 from tqdm import tqdm
@@ -13,11 +14,11 @@ from tqdm import tqdm
 def _stock_zh_kcb_report_em_page() -> int:
     """
     科创板报告的页数
-    http://data.eastmoney.com/notices/kcb.html
+    https://data.eastmoney.com/notices/kcb.html
     :return: 科创板报告的页数
     :rtype: int
     """
-    url = "http://np-anotice-stock.eastmoney.com/api/security/ann"
+    url = "https://np-anotice-stock.eastmoney.com/api/security/ann"
     params = {
         "sr": "-1",
         "page_size": "100",
@@ -38,7 +39,7 @@ def _stock_zh_kcb_report_em_page() -> int:
 def stock_zh_kcb_report_em(from_page: int = 1, to_page: int = 100) -> pd.DataFrame:
     """
     科创板报告内容
-    http://data.eastmoney.com/notices/kcb.html
+    https://data.eastmoney.com/notices/kcb.html
     :param from_page: 开始获取的页码
     :type from_page: int
     :param to_page: 结束获取的页码
@@ -46,9 +47,9 @@ def stock_zh_kcb_report_em(from_page: int = 1, to_page: int = 100) -> pd.DataFra
     :return: 科创板报告内容
     :rtype: pandas.DataFrame
     """
-    big_df = pd.DataFrame()
-    url = "http://np-anotice-stock.eastmoney.com/api/security/ann"
+    url = "https://np-anotice-stock.eastmoney.com/api/security/ann"
     total_page = _stock_zh_kcb_report_em_page()
+    big_df = pd.DataFrame()
     if to_page >= total_page:
         to_page = total_page
     for i in tqdm(range(from_page, to_page + 1), leave=False):
@@ -76,7 +77,8 @@ def stock_zh_kcb_report_em(from_page: int = 1, to_page: int = 100) -> pd.DataFra
                 [item["art_code"] for item in data_json["data"]["list"]],
             ]
         ).T
-        big_df = big_df.append(temp_df, ignore_index=True)
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
+
     big_df.columns = [
         "代码",
         "名称",
@@ -85,7 +87,7 @@ def stock_zh_kcb_report_em(from_page: int = 1, to_page: int = 100) -> pd.DataFra
         "公告日期",
         "公告代码",
     ]
-    big_df['公告日期'] = pd.to_datetime(big_df['公告日期']).dt.date
+    big_df["公告日期"] = pd.to_datetime(big_df["公告日期"], errors="coerce").dt.date
     return big_df
 
 

akshare/stock/stock_zh_kcb_sina.py

@@ -4,6 +4,7 @@
 Date: 2023/7/6 19:28
 Desc: 新浪财经-科创板-实时行情数据和历史行情数据(包含前复权和后复权因子)
 """
+
 import datetime
 import re
 
@@ -61,59 +62,61 @@ def stock_zh_kcb_spot() -> pd.DataFrame:
         "最新价",
         "涨跌额",
         "涨跌幅",
-        '买入',
-        '卖出',
-        '昨收',
-        '今开',
-        '最高',
-        '最低',
-        '成交量',
-        '成交额',
-        '时点',
-        '市盈率',
-        '市净率',
-        '流通市值',
-        '总市值',
-        '换手率',
+        "买入",
+        "卖出",
+        "昨收",
+        "今开",
+        "最高",
+        "最低",
+        "成交量",
+        "成交额",
+        "时点",
+        "市盈率",
+        "市净率",
+        "流通市值",
+        "总市值",
+        "换手率",
+    ]
+    big_df = big_df[
+        [
+            "代码",
+            "名称",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "买入",
+            "卖出",
+            "昨收",
+            "今开",
+            "最高",
+            "最低",
+            "成交量",
+            "成交额",
+            "时点",
+            "市盈率",
+            "市净率",
+            "流通市值",
+            "总市值",
+            "换手率",
+        ]
     ]
-    big_df = big_df[[
-        "代码",
-        "名称",
-        "最新价",
-        "涨跌额",
-        "涨跌幅",
-        '买入',
-        '卖出',
-        '昨收',
-        '今开',
-        '最高',
-        '最低',
-        '成交量',
-        '成交额',
-        '时点',
-        '市盈率',
-        '市净率',
-        '流通市值',
-        '总市值',
-        '换手率',
-    ]]
 
-    big_df['最新价'] = pd.to_numeric(big_df['最新价'])
-    big_df['涨跌额'] = pd.to_numeric(big_df['涨跌额'])
-    big_df['涨跌幅'] = pd.to_numeric(big_df['涨跌幅'])
-    big_df['买入'] = pd.to_numeric(big_df['买入'])
-    big_df['卖出'] = pd.to_numeric(big_df['卖出'])
-    big_df['昨收'] = pd.to_numeric(big_df['昨收'])
-    big_df['今开'] = pd.to_numeric(big_df['今开'])
-    big_df['最高'] = pd.to_numeric(big_df['最高'])
-    big_df['最低'] = pd.to_numeric(big_df['最低'])
-    big_df['成交量'] = pd.to_numeric(big_df['成交量'])
-    big_df['成交额'] = pd.to_numeric(big_df['成交额'])
-    big_df['市盈率'] = pd.to_numeric(big_df['市盈率'])
-    big_df['市净率'] = pd.to_numeric(big_df['市净率'])
-    big_df['流通市值'] = pd.to_numeric(big_df['流通市值'])
-    big_df['总市值'] = pd.to_numeric(big_df['总市值'])
-    big_df['换手率'] = pd.to_numeric(big_df['换手率'])
+    big_df["最新价"] = pd.to_numeric(big_df["最新价"])
+    big_df["涨跌额"] = pd.to_numeric(big_df["涨跌额"])
+    big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"])
+    big_df["买入"] = pd.to_numeric(big_df["买入"])
+    big_df["卖出"] = pd.to_numeric(big_df["卖出"])
+    big_df["昨收"] = pd.to_numeric(big_df["昨收"])
+    big_df["今开"] = pd.to_numeric(big_df["今开"])
+    big_df["最高"] = pd.to_numeric(big_df["最高"])
+    big_df["最低"] = pd.to_numeric(big_df["最低"])
+    big_df["成交量"] = pd.to_numeric(big_df["成交量"])
+    big_df["成交额"] = pd.to_numeric(big_df["成交额"])
+    big_df["市盈率"] = pd.to_numeric(big_df["市盈率"])
+    big_df["市净率"] = pd.to_numeric(big_df["市净率"])
+    big_df["流通市值"] = pd.to_numeric(big_df["流通市值"])
+    big_df["总市值"] = pd.to_numeric(big_df["总市值"])
+    big_df["换手率"] = pd.to_numeric(big_df["换手率"])
     return big_df
 
 
@@ -123,7 +126,7 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
     https://finance.sina.com.cn/realstock/company/sh688005/nc.shtml
     :param symbol: 股票代码; 带市场标识的股票代码
     :type symbol: str
-    :param adjust: 默认不复权的数据; 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: 科创板股票的历史行情数据
     :rtype: pandas.DataFrame
@@ -150,12 +153,12 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
     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          
+            # try for pandas < 2.1.0
             temp_df.fillna(method="ffill", inplace=True)
         except Exception as e:
-                print("Error:", e)
+            print("Error:", e)
     temp_df = temp_df.astype(float)
     temp_df["amount"] = temp_df["amount"] * 10000
     temp_df["turnover"] = temp_df["v"] / temp_df["amount"]
@@ -173,7 +176,7 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
 
     if not adjust:
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date']).dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"]).dt.date
         return temp_df
 
     if adjust == "hfq":
@@ -191,9 +194,9 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
         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          
+                # try for pandas < 2.1.0
                 temp_df.fillna(method="ffill", inplace=True)
             except Exception as e:
                 print("Error:", e)
@@ -204,7 +207,7 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
         temp_df["low"] = temp_df["low"] * temp_df["hfq_factor"]
         temp_df = temp_df.iloc[:, :-1]
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date']).dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"]).dt.date
         return temp_df
 
     if adjust == "qfq":
@@ -222,9 +225,9 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
         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          
+                # try for pandas < 2.1.0
                 temp_df.fillna(method="ffill", inplace=True)
             except Exception as e:
                 print("Error:", e)
@@ -235,7 +238,7 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
         temp_df["low"] = temp_df["low"] / temp_df["qfq_factor"]
         temp_df = temp_df.iloc[:, :-1]
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date']).dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"]).dt.date
         return temp_df
 
     if adjust == "hfq-factor":
@@ -247,7 +250,7 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
         hfq_factor_df.index = pd.to_datetime(hfq_factor_df.date)
         del hfq_factor_df["date"]
         hfq_factor_df.reset_index(inplace=True)
-        hfq_factor_df['date'] = pd.to_datetime(hfq_factor_df['date']).dt.date
+        hfq_factor_df["date"] = pd.to_datetime(hfq_factor_df["date"]).dt.date
         return hfq_factor_df
 
     if adjust == "qfq-factor":
@@ -259,7 +262,7 @@ def stock_zh_kcb_daily(symbol: str = "sh688399", adjust: str = "") -> pd.DataFra
         qfq_factor_df.index = pd.to_datetime(qfq_factor_df.date)
         del qfq_factor_df["date"]
         qfq_factor_df.reset_index(inplace=True)
-        qfq_factor_df['date'] = pd.to_datetime(qfq_factor_df['date']).dt.date
+        qfq_factor_df["date"] = pd.to_datetime(qfq_factor_df["date"]).dt.date
         return qfq_factor_df
 
 

akshare/stock_feature/stock_a_below_net_asset_statistics.py

@@ -1,13 +1,16 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/9/10 15:30
+Date: 2024/4/30 10:30
 Desc: 破净股统计历史走势
 https://www.legulegu.com/stockdata/below-net-asset-statistics
 """
+
 import pandas as pd
 import requests
 
+from akshare.utils.cons import headers
+
 
 def stock_a_below_net_asset_statistics(symbol: str = "全部A股") -> pd.DataFrame:
     """
@@ -29,7 +32,7 @@ def stock_a_below_net_asset_statistics(symbol: str = "全部A股") -> pd.DataFra
         "marketId": symbol_map[symbol],
         "token": "325843825a2745a2a8f9b9e3355cb864",
     }
-    r = requests.get(url, params=params)
+    r = requests.get(url, params=params, headers=headers)
     data_json = r.json()
     temp_df = pd.DataFrame(data_json)
     temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms").dt.date

akshare/stock_feature/stock_a_high_low.py

@@ -5,9 +5,12 @@ Date: 2023/9/10 15:32
 Desc: 乐咕乐股-创新高、新低的股票数量
 https://www.legulegu.com/stockdata/high-low-statistics
 """
+
 import pandas as pd
 import requests
 
+from akshare.utils.cons import headers
+
 
 def stock_a_high_low_statistics(symbol: str = "all") -> pd.DataFrame:
     """
@@ -19,7 +22,7 @@ def stock_a_high_low_statistics(symbol: str = "all") -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     url = f"https://www.legulegu.com/stockdata/member-ship/get-high-low-statistics/{symbol}"
-    r = requests.get(url)
+    r = requests.get(url, headers=headers)
     data_json = r.json()
     temp_df = pd.DataFrame(data_json)
     del temp_df["indexCode"]
@@ -31,7 +34,7 @@ def stock_a_high_low_statistics(symbol: str = "all") -> pd.DataFrame:
     temp_df["low60"] = pd.to_numeric(temp_df["low60"], errors="coerce")
     temp_df["high120"] = pd.to_numeric(temp_df["high120"], errors="coerce")
     temp_df["low120"] = pd.to_numeric(temp_df["low120"], errors="coerce")
-    temp_df.sort_values(["date"], inplace=True, ignore_index=True)
+    temp_df.sort_values(by=["date"], inplace=True, ignore_index=True)
     return temp_df
 
 

akshare/stock_feature/stock_a_indicator.py

@@ -1,11 +1,12 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/02/14 01:24
+Date: 2024/4/25 20:24
 Desc: 市盈率, 市净率和股息率查询
 https://www.legulegu.com/stocklist
 https://www.legulegu.com/s/000001
 """
+
 from datetime import datetime
 from hashlib import md5
 
@@ -13,6 +14,8 @@ import pandas as pd
 import requests
 from bs4 import BeautifulSoup
 
+from akshare.utils.cons import headers
+
 
 def get_cookie_csrf(url: str = "") -> dict:
     """
@@ -21,11 +24,11 @@ def get_cookie_csrf(url: str = "") -> dict:
     :return: 指定市场的市盈率数据
     :rtype: pandas.DataFrame
     """
-    r = requests.get(url)
+    r = requests.get(url, headers=headers)
     soup = BeautifulSoup(r.text, features="lxml")
     csrf_tag = soup.find(name="meta", attrs={"name": "_csrf"})
     csrf_token = csrf_tag.attrs["content"]
-    headers = {"X-CSRF-Token": csrf_token}
+    headers.update({"X-CSRF-Token": csrf_token})
     return {"cookies": r.cookies, "headers": headers}
 
 
@@ -43,7 +46,7 @@ def get_token_lg() -> str:
     return token
 
 
-def stock_a_indicator_lg(symbol: str = "002174") -> pd.DataFrame:
+def stock_a_indicator_lg(symbol: str = "000001") -> pd.DataFrame:
     """
     市盈率, 市净率, 股息率数据接口
     https://legulegu.com/stocklist
@@ -54,7 +57,7 @@ def stock_a_indicator_lg(symbol: str = "002174") -> pd.DataFrame:
     """
     if symbol == "all":
         url = "https://legulegu.com/stocklist"
-        r = requests.get(url)
+        r = requests.get(url, headers=headers)
         soup = BeautifulSoup(r.text, features="lxml")
         node_list = soup.find_all(attrs={"class": "col-xs-6"})
         href_list = [item.find("a")["href"] for item in node_list]
@@ -82,13 +85,13 @@ def stock_a_indicator_lg(symbol: str = "002174") -> pd.DataFrame:
         temp_df["trade_date"] = pd.to_datetime(temp_df["trade_date"]).dt.date
         temp_df[temp_df.columns[1:]] = temp_df[temp_df.columns[1:]].astype(float)
         temp_df.sort_values(by=["trade_date"], inplace=True, ignore_index=True)
-        if len(set(temp_df['trade_date'])) <= 0:
+        if len(set(temp_df["trade_date"])) <= 0:
             raise ValueError("数据获取失败, 请检查是否输入正确的股票代码")
         return temp_df
 
 
 def stock_hk_indicator_eniu(
-        symbol: str = "hk01093", indicator: str = "市盈率"
+    symbol: str = "hk01093", indicator: str = "市盈率"
 ) -> pd.DataFrame:
     """
     亿牛网-港股指标
@@ -102,7 +105,7 @@ def stock_hk_indicator_eniu(
     """
     if indicator == "港股":
         url = "https://eniu.com/static/data/stock_list.json"
-        r = requests.get(url)
+        r = requests.get(url, headers=headers)
         data_json = r.json()
         temp_df = pd.DataFrame(data_json)
         temp_df = temp_df[temp_df["stock_id"].str.contains("hk")]
@@ -118,7 +121,7 @@ def stock_hk_indicator_eniu(
         url = f"https://eniu.com/chart/roeh/{symbol}"
     else:
         url = f"https://eniu.com/chart/marketvalueh/{symbol}"
-    r = requests.get(url)
+    r = requests.get(url, headers=headers)
     data_json = r.json()
     temp_df = pd.DataFrame(data_json)
     return temp_df