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

akshare/stock_feature/stock_a_pe_and_pb.py

@@ -1,15 +1,16 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/4/6 16:24
+Date: 2024/10/19 21:30
 Desc: 乐咕乐股-A 股市盈率和市净率
 https://legulegu.com/stockdata/shanghaiPE
 """
+
 from datetime import datetime
 
 import pandas as pd
+import py_mini_racer
 import requests
-from py_mini_racer import py_mini_racer
 
 from akshare.stock_feature.stock_a_indicator import get_cookie_csrf
 
@@ -367,7 +368,11 @@ def stock_market_pe_lg(symbol: str = "深证") -> pd.DataFrame:
     else:
         url = "https://legulegu.com/api/stockdata/get-ke-chuang-ban-pe"
         params = {"token": token}
-        r = requests.get(url, params=params, **get_cookie_csrf(url="https://legulegu.com/stockdata/ke-chuang-ban-pe"))
+        r = requests.get(
+            url,
+            params=params,
+            **get_cookie_csrf(url="https://legulegu.com/stockdata/ke-chuang-ban-pe"),
+        )
         data_json = r.json()
         temp_df = pd.DataFrame(data_json["data"])
         temp_df["date"] = (
@@ -415,7 +420,11 @@ def stock_index_pe_lg(symbol: str = "沪深300") -> pd.DataFrame:
     }
     url = "https://legulegu.com/api/stockdata/index-basic-pe"
     params = {"token": token, "indexCode": symbol_map[symbol]}
-    r = requests.get(url, params=params, **get_cookie_csrf(url="https://legulegu.com/stockdata/sz50-ttm-lyr"))
+    r = requests.get(
+        url,
+        params=params,
+        **get_cookie_csrf(url="https://legulegu.com/stockdata/sz50-ttm-lyr"),
+    )
     data_json = r.json()
     temp_df = pd.DataFrame(data_json["data"])
     temp_df["date"] = (
@@ -518,7 +527,11 @@ def stock_index_pb_lg(symbol: str = "上证50") -> pd.DataFrame:
     }
     url = "https://legulegu.com/api/stockdata/index-basic-pb"
     params = {"token": token, "indexCode": symbol_map[symbol]}
-    r = requests.get(url, params=params, **get_cookie_csrf(url="https://legulegu.com/stockdata/zz500-ttm-lyr"))
+    r = requests.get(
+        url,
+        params=params,
+        **get_cookie_csrf(url="https://legulegu.com/stockdata/zz500-ttm-lyr"),
+    )
     data_json = r.json()
     temp_df = pd.DataFrame(data_json["data"])
     temp_df["date"] = (
@@ -546,10 +559,19 @@ def stock_index_pb_lg(symbol: str = "上证50") -> pd.DataFrame:
 
 
 if __name__ == "__main__":
+    stock_market_pe_lg_df = stock_market_pe_lg(symbol="上证")
+    print(stock_market_pe_lg_df)
+
+    stock_market_pe_lg_df = stock_market_pe_lg(symbol="科创版")
+    print(stock_market_pe_lg_df)
+
     for item in {"上证", "深证", "创业板", "科创版"}:
         stock_market_pe_lg_df = stock_market_pe_lg(symbol=item)
         print(stock_market_pe_lg_df)
 
+    stock_index_pe_lg_df = stock_index_pe_lg(symbol="上证50")
+    print(stock_index_pe_lg_df)
+
     for item in [
         "上证50",
         "沪深300",
@@ -585,6 +607,5 @@ if __name__ == "__main__":
         "中证100",
         "中证800",
     ]:
-        print(item)
         stock_index_pe_lg_df = stock_index_pb_lg(symbol=item)
         print(stock_index_pe_lg_df)

akshare/stock_feature/stock_account_em.py

@@ -1,11 +1,12 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2021/12/29 11:02
+Date: 2024/4/21 17:00
 Desc: 东方财富网-数据中心-特色数据-股票账户统计
 东方财富网-数据中心-特色数据-股票账户统计: 股票账户统计详细数据
-http://data.eastmoney.com/cjsj/gpkhsj.html
+https://data.eastmoney.com/cjsj/gpkhsj.html
 """
+
 import pandas as pd
 import requests
 
@@ -13,28 +14,28 @@ import requests
 def stock_account_statistics_em() -> pd.DataFrame:
     """
     东方财富网-数据中心-特色数据-股票账户统计
-    http://data.eastmoney.com/cjsj/gpkhsj.html
+    https://data.eastmoney.com/cjsj/gpkhsj.html
     :return: 股票账户统计数据
     :rtype: pandas.DataFrame
     """
     url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
     params = {
-        'reportName': 'RPT_STOCK_OPEN_DATA',
-        'columns': 'ALL',
-        'pageSize': '500',
-        'sortColumns': 'STATISTICS_DATE',
-        'sortTypes': '-1',
-        'source': 'WEB',
-        'client': 'WEB',
-        'p': '1',
-        'pageNo': '1',
-        'pageNum': '1',
-        'pageNumber': '1',
-        '_': '1640749656405',
+        "reportName": "RPT_STOCK_OPEN_DATA",
+        "columns": "ALL",
+        "pageSize": "500",
+        "sortColumns": "STATISTICS_DATE",
+        "sortTypes": "-1",
+        "source": "WEB",
+        "client": "WEB",
+        "p": "1",
+        "pageNo": "1",
+        "pageNum": "1",
+        "pageNumber": "1",
+        "_": "1640749656405",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json['result']['data'])
+    temp_df = pd.DataFrame(data_json["result"]["data"])
     temp_df.columns = [
         "数据日期",
         "新增投资者-数量",
@@ -47,31 +48,48 @@ def stock_account_statistics_em() -> pd.DataFrame:
         "上证指数-涨跌幅",
         "沪深总市值",
         "沪深户均市值",
-        "-"
+        "-",
     ]
-    temp_df = temp_df[[
-        "数据日期",
-        "新增投资者-数量",
-        "新增投资者-环比",
-        "新增投资者-同比",
-        "期末投资者-总量",
-        "期末投资者-A股账户",
-        "期末投资者-B股账户",
-        "沪深总市值",
-        "沪深户均市值",
-        "上证指数-收盘",
-        "上证指数-涨跌幅",
-    ]]
-    temp_df['新增投资者-数量'] = pd.to_numeric(temp_df['新增投资者-数量'])
-    temp_df['新增投资者-环比'] = pd.to_numeric(temp_df['新增投资者-环比'])
-    temp_df['新增投资者-同比'] = pd.to_numeric(temp_df['新增投资者-同比'])
-    temp_df['期末投资者-总量'] = pd.to_numeric(temp_df['期末投资者-总量'])
-    temp_df['期末投资者-A股账户'] = pd.to_numeric(temp_df['期末投资者-A股账户'])
-    temp_df['期末投资者-B股账户'] = pd.to_numeric(temp_df['期末投资者-B股账户'])
-    temp_df['沪深总市值'] = pd.to_numeric(temp_df['沪深总市值'])
-    temp_df['沪深户均市值'] = pd.to_numeric(temp_df['沪深户均市值'])
-    temp_df['上证指数-收盘'] = pd.to_numeric(temp_df['上证指数-收盘'])
-    temp_df['上证指数-涨跌幅'] = pd.to_numeric(temp_df['上证指数-涨跌幅'])
+    temp_df = temp_df[
+        [
+            "数据日期",
+            "新增投资者-数量",
+            "新增投资者-环比",
+            "新增投资者-同比",
+            "期末投资者-总量",
+            "期末投资者-A股账户",
+            "期末投资者-B股账户",
+            "沪深总市值",
+            "沪深户均市值",
+            "上证指数-收盘",
+            "上证指数-涨跌幅",
+        ]
+    ]
+    temp_df["新增投资者-数量"] = pd.to_numeric(
+        temp_df["新增投资者-数量"], errors="coerce"
+    )
+    temp_df["新增投资者-环比"] = pd.to_numeric(
+        temp_df["新增投资者-环比"], errors="coerce"
+    )
+    temp_df["新增投资者-同比"] = pd.to_numeric(
+        temp_df["新增投资者-同比"], errors="coerce"
+    )
+    temp_df["期末投资者-总量"] = pd.to_numeric(
+        temp_df["期末投资者-总量"], errors="coerce"
+    )
+    temp_df["期末投资者-A股账户"] = pd.to_numeric(
+        temp_df["期末投资者-A股账户"], errors="coerce"
+    )
+    temp_df["期末投资者-B股账户"] = pd.to_numeric(
+        temp_df["期末投资者-B股账户"], errors="coerce"
+    )
+    temp_df["沪深总市值"] = pd.to_numeric(temp_df["沪深总市值"], errors="coerce")
+    temp_df["沪深户均市值"] = pd.to_numeric(temp_df["沪深户均市值"], errors="coerce")
+    temp_df["上证指数-收盘"] = pd.to_numeric(temp_df["上证指数-收盘"], errors="coerce")
+    temp_df["上证指数-涨跌幅"] = pd.to_numeric(
+        temp_df["上证指数-涨跌幅"], errors="coerce"
+    )
+    temp_df.sort_values(["数据日期"], ignore_index=True, inplace=True)
     return temp_df
 
 

akshare/stock_feature/stock_analyst_em.py

@@ -5,12 +5,14 @@ Date: 2023/8/20 20:00
 Desc: 东方财富网-数据中心-研究报告-东方财富分析师指数
 https://data.eastmoney.com/invest/invest/list.html
 """
+
 import pandas as pd
 import requests
-from tqdm import tqdm
+from akshare.utils.tqdm import get_tqdm
+from akshare.utils.cons import headers
 
 
-def stock_analyst_rank_em(year: str = "2023") -> pd.DataFrame:
+def stock_analyst_rank_em(year: str = "2024") -> pd.DataFrame:
     """
     东方财富网-数据中心-研究报告-东方财富分析师指数-东方财富分析师指数
     https://data.eastmoney.com/invest/invest/list.html
@@ -20,9 +22,6 @@ def stock_analyst_rank_em(year: str = "2023") -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     url = "https://data.eastmoney.com/dataapi/invest/list"
-    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"
-    }
     params = {
         "sortColumns": "YEAR_YIELD",
         "sortTypes": "-1",
@@ -40,12 +39,13 @@ def stock_analyst_rank_em(year: str = "2023") -> pd.DataFrame:
     data_json = r.json()
     total_page = data_json["result"]["pages"]
     big_df = pd.DataFrame()
+    tqdm = get_tqdm()
     for page in tqdm(range(1, total_page + 1), leave=False):
         params.update({"pageNumber": page})
         r = requests.get(url, params=params, headers=headers)
         data_json = r.json()
         data_df = pd.DataFrame(data_json["result"]["data"])
-        big_df = pd.concat([big_df, data_df], ignore_index=True)
+        big_df = pd.concat(objs=[big_df, data_df], ignore_index=True)
 
     big_df.reset_index(inplace=True)
     big_df["index"] = list(range(1, len(big_df) + 1))
@@ -92,7 +92,9 @@ def stock_analyst_rank_em(year: str = "2023") -> pd.DataFrame:
     ]
     big_df["更新日期"] = pd.to_datetime(big_df["更新日期"], errors="coerce").dt.date
     big_df["年度指数"] = pd.to_numeric(big_df["年度指数"], errors="coerce")
-    big_df[f"{year}年收益率"] = pd.to_numeric(big_df[f"{year}年收益率"], errors="coerce")
+    big_df[f"{year}年收益率"] = pd.to_numeric(
+        big_df[f"{year}年收益率"], errors="coerce"
+    )
     big_df["3个月收益率"] = pd.to_numeric(big_df["3个月收益率"], errors="coerce")
     big_df["6个月收益率"] = pd.to_numeric(big_df["6个月收益率"], errors="coerce")
     big_df["12个月收益率"] = pd.to_numeric(big_df["12个月收益率"], errors="coerce")
@@ -114,9 +116,6 @@ def stock_analyst_detail_em(
     :rtype: pandas.DataFrame
     """
     url = "https://datacenter.eastmoney.com/special/api/data/v1/get"
-    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"
-    }
     if indicator == "最新跟踪成分股":
         params = {
             "reportName": "RPT_RESEARCHER_NTCSTOCK",
@@ -132,7 +131,7 @@ def stock_analyst_detail_em(
         }
         r = requests.get(url, params=params, headers=headers)
         data_json = r.json()
-        temp_df = pd.DataFrame(data_json["result"]['data'])
+        temp_df = pd.DataFrame(data_json["result"]["data"])
         temp_df.reset_index(inplace=True)
         temp_df["index"] = list(range(1, len(temp_df) + 1))
         temp_df.columns = [
@@ -164,9 +163,15 @@ def stock_analyst_detail_em(
                 "阶段涨跌幅",
             ]
         ]
-        temp_df["调入日期"] = pd.to_datetime(temp_df["调入日期"], errors="coerce").dt.date
-        temp_df["最新评级日期"] = pd.to_datetime(temp_df["最新评级日期"], errors="coerce").dt.date
-        temp_df["成交价格(前复权)"] = pd.to_numeric(temp_df["成交价格(前复权)"], errors="coerce")
+        temp_df["调入日期"] = pd.to_datetime(
+            temp_df["调入日期"], errors="coerce"
+        ).dt.date
+        temp_df["最新评级日期"] = pd.to_datetime(
+            temp_df["最新评级日期"], errors="coerce"
+        ).dt.date
+        temp_df["成交价格(前复权)"] = pd.to_numeric(
+            temp_df["成交价格(前复权)"], errors="coerce"
+        )
         temp_df["最新价格"] = pd.to_numeric(temp_df["最新价格"], errors="coerce")
         temp_df["阶段涨跌幅"] = pd.to_numeric(temp_df["阶段涨跌幅"], errors="coerce")
         return temp_df
@@ -185,7 +190,7 @@ def stock_analyst_detail_em(
         }
         r = requests.get(url, params=params, headers=headers)
         data_json = r.json()
-        temp_df = pd.DataFrame(data_json["result"]['data'])
+        temp_df = pd.DataFrame(data_json["result"]["data"])
         temp_df.reset_index(inplace=True)
         temp_df["index"] = list(range(1, len(temp_df) + 1))
         temp_df.columns = [
@@ -214,8 +219,12 @@ def stock_analyst_detail_em(
                 "累计涨跌幅",
             ]
         ]
-        temp_df["调入日期"] = pd.to_datetime(temp_df["调入日期"], errors="coerce").dt.date
-        temp_df["调出日期"] = pd.to_datetime(temp_df["调出日期"], errors="coerce").dt.date
+        temp_df["调入日期"] = pd.to_datetime(
+            temp_df["调入日期"], errors="coerce"
+        ).dt.date
+        temp_df["调出日期"] = pd.to_datetime(
+            temp_df["调出日期"], errors="coerce"
+        ).dt.date
         temp_df["累计涨跌幅"] = pd.to_numeric(temp_df["累计涨跌幅"], errors="coerce")
         return temp_df
     elif indicator == "历史指数":
@@ -231,22 +240,22 @@ def stock_analyst_detail_em(
         }
         r = requests.get(url, params=params, headers=headers)
         data_json = r.json()
-        temp_df = pd.DataFrame(
-           data_json['result']['data']
-        )
-        temp_df = temp_df[[
-            "TRADE_DATE",
-            "INDEX_HVALUE",
-        ]]
-        temp_df.columns = ['date', 'value']
+        temp_df = pd.DataFrame(data_json["result"]["data"])
+        temp_df = temp_df[
+            [
+                "TRADE_DATE",
+                "INDEX_HVALUE",
+            ]
+        ]
+        temp_df.columns = ["date", "value"]
         temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
         temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
-        temp_df.sort_values(['date'], inplace=True, ignore_index=True)
+        temp_df.sort_values(["date"], inplace=True, ignore_index=True)
         return temp_df
 
 
 if __name__ == "__main__":
-    stock_analyst_rank_em_df = stock_analyst_rank_em(year="2023")
+    stock_analyst_rank_em_df = stock_analyst_rank_em(year="2024")
     print(stock_analyst_rank_em_df)
 
     stock_analyst_detail_em_df = stock_analyst_detail_em(