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

akshare/stock_feature/stock_fund_flow.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/21 11:00
+Date: 2024/8/15 18:00
 Desc: 同花顺-数据中心-资金流向
 同花顺-数据中心-资金流向-个股资金流
 https://data.10jqka.com.cn/funds/ggzjl/#refCountId=data_55f13c2c_254
@@ -12,12 +12,13 @@ https://data.10jqka.com.cn/funds/hyzjl/#refCountId=data_55f13c2c_254
 同花顺-数据中心-资金流向-打单追踪
 https://data.10jqka.com.cn/funds/ddzz/#refCountId=data_55f13c2c_254
 """
+
 from io import StringIO
 
 import pandas as pd
 import requests
 from bs4 import BeautifulSoup
-from py_mini_racer import py_mini_racer
+import py_mini_racer
 from akshare.utils.tqdm import get_tqdm
 
 from akshare.datasets import get_ths_js
@@ -32,7 +33,7 @@ def _get_file_content_ths(file: str = "ths.js") -> str:
     :rtype: str
     """
     setting_file_path = get_ths_js(file)
-    with open(setting_file_path) as f:
+    with open(setting_file_path, encoding="utf-8") as f:
         file_data = f.read()
     return file_data
 
@@ -60,13 +61,14 @@ def stock_fund_flow_individual(symbol: str = "即时") -> pd.DataFrame:
         "Host": "data.10jqka.com.cn",
         "Pragma": "no-cache",
         "Referer": "http://data.10jqka.com.cn/funds/hyzjl/",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/90.0.4430.85 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
     }
     url = "http://data.10jqka.com.cn/funds/ggzjl/field/code/order/desc/ajax/1/free/1/"
     r = requests.get(url, headers=headers)
-    soup = BeautifulSoup(r.text, "lxml")
-    raw_page = soup.find("span", attrs={"class": "page_info"}).text
+    soup = BeautifulSoup(r.text, features="lxml")
+    raw_page = soup.find(name="span", attrs={"class": "page_info"}).text
     page_num = raw_page.split("/")[1]
     if symbol == "3日排行":
         url = "http://data.10jqka.com.cn/funds/ggzjl/board/3/field/zdf/order/desc/page/{}/ajax/1/free/1/"
@@ -95,12 +97,13 @@ def stock_fund_flow_individual(symbol: str = "即时") -> pd.DataFrame:
             "Host": "data.10jqka.com.cn",
             "Pragma": "no-cache",
             "Referer": "http://data.10jqka.com.cn/funds/hyzjl/",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/90.0.4430.85 Safari/537.36",
             "X-Requested-With": "XMLHttpRequest",
         }
         r = requests.get(url.format(page), headers=headers)
         temp_df = pd.read_html(StringIO(r.text))[0]
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
 
     del big_df["序号"]
     big_df.reset_index(inplace=True)
@@ -154,15 +157,16 @@ def stock_fund_flow_concept(symbol: str = "即时") -> pd.DataFrame:
         "Host": "data.10jqka.com.cn",
         "Pragma": "no-cache",
         "Referer": "http://data.10jqka.com.cn/funds/gnzjl/",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/90.0.4430.85 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
     }
     url = (
         "http://data.10jqka.com.cn/funds/gnzjl/field/tradezdf/order/desc/ajax/1/free/1/"
     )
     r = requests.get(url, headers=headers)
-    soup = BeautifulSoup(r.text, "lxml")
-    raw_page = soup.find("span", attrs={"class": "page_info"}).text
+    soup = BeautifulSoup(r.text, features="lxml")
+    raw_page = soup.find(name="span", attrs={"class": "page_info"}).text
     page_num = raw_page.split("/")[1]
     if symbol == "3日排行":
         url = "http://data.10jqka.com.cn/funds/gnzjl/board/3/field/tradezdf/order/desc/page/{}/ajax/1/free/1/"
@@ -191,12 +195,13 @@ def stock_fund_flow_concept(symbol: str = "即时") -> pd.DataFrame:
             "Host": "data.10jqka.com.cn",
             "Pragma": "no-cache",
             "Referer": "http://data.10jqka.com.cn/funds/gnzjl/",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/90.0.4430.85 Safari/537.36",
             "X-Requested-With": "XMLHttpRequest",
         }
         r = requests.get(url.format(page), headers=headers)
         temp_df = pd.read_html(StringIO(r.text))[0]
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
 
     del big_df["序号"]
     big_df.reset_index(inplace=True)
@@ -218,7 +223,9 @@ def stock_fund_flow_concept(symbol: str = "即时") -> pd.DataFrame:
         big_df["行业-涨跌幅"] = big_df["行业-涨跌幅"].str.strip("%")
         big_df["领涨股-涨跌幅"] = big_df["领涨股-涨跌幅"].str.strip("%")
         big_df["行业-涨跌幅"] = pd.to_numeric(big_df["行业-涨跌幅"], errors="coerce")
-        big_df["领涨股-涨跌幅"] = pd.to_numeric(big_df["领涨股-涨跌幅"], errors="coerce")
+        big_df["领涨股-涨跌幅"] = pd.to_numeric(
+            big_df["领涨股-涨跌幅"], errors="coerce"
+        )
     else:
         big_df.columns = [
             "序号",
@@ -256,15 +263,16 @@ def stock_fund_flow_industry(symbol: str = "即时") -> pd.DataFrame:
         "Host": "data.10jqka.com.cn",
         "Pragma": "no-cache",
         "Referer": "http://data.10jqka.com.cn/funds/hyzjl/",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/90.0.4430.85 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
     }
     url = (
         "http://data.10jqka.com.cn/funds/hyzjl/field/tradezdf/order/desc/ajax/1/free/1/"
     )
     r = requests.get(url, headers=headers)
-    soup = BeautifulSoup(r.text, "lxml")
-    raw_page = soup.find("span", attrs={"class": "page_info"}).text
+    soup = BeautifulSoup(r.text, features="lxml")
+    raw_page = soup.find(name="span", attrs={"class": "page_info"}).text
     page_num = raw_page.split("/")[1]
     if symbol == "3日排行":
         url = "http://data.10jqka.com.cn/funds/hyzjl/board/3/field/tradezdf/order/desc/page/{}/ajax/1/free/1/"
@@ -293,12 +301,13 @@ def stock_fund_flow_industry(symbol: str = "即时") -> pd.DataFrame:
             "Host": "data.10jqka.com.cn",
             "Pragma": "no-cache",
             "Referer": "http://data.10jqka.com.cn/funds/hyzjl/",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/90.0.4430.85 Safari/537.36",
             "X-Requested-With": "XMLHttpRequest",
         }
         r = requests.get(url.format(page), headers=headers)
         temp_df = pd.read_html(StringIO(r.text))[0]
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
 
     del big_df["序号"]
     big_df.reset_index(inplace=True)
@@ -320,7 +329,9 @@ def stock_fund_flow_industry(symbol: str = "即时") -> pd.DataFrame:
         big_df["行业-涨跌幅"] = big_df["行业-涨跌幅"].str.strip("%")
         big_df["领涨股-涨跌幅"] = big_df["领涨股-涨跌幅"].str.strip("%")
         big_df["行业-涨跌幅"] = pd.to_numeric(big_df["行业-涨跌幅"], errors="coerce")
-        big_df["领涨股-涨跌幅"] = pd.to_numeric(big_df["领涨股-涨跌幅"], errors="coerce")
+        big_df["领涨股-涨跌幅"] = pd.to_numeric(
+            big_df["领涨股-涨跌幅"], errors="coerce"
+        )
     else:
         big_df.columns = [
             "序号",
@@ -356,13 +367,14 @@ def stock_fund_flow_big_deal() -> pd.DataFrame:
         "Host": "data.10jqka.com.cn",
         "Pragma": "no-cache",
         "Referer": "http://data.10jqka.com.cn/funds/hyzjl/",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/90.0.4430.85 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
     }
     url = "http://data.10jqka.com.cn/funds/ddzz/order/desc/ajax/1/free/1/"
     r = requests.get(url, headers=headers)
-    soup = BeautifulSoup(r.text, "lxml")
-    raw_page = soup.find("span", attrs={"class": "page_info"}).text
+    soup = BeautifulSoup(r.text, features="lxml")
+    raw_page = soup.find(name="span", attrs={"class": "page_info"}).text
     page_num = raw_page.split("/")[1]
     url = "http://data.10jqka.com.cn/funds/ddzz/order/asc/page/{}/ajax/1/free/1/"
     big_df = pd.DataFrame()
@@ -382,12 +394,13 @@ def stock_fund_flow_big_deal() -> pd.DataFrame:
             "Host": "data.10jqka.com.cn",
             "Pragma": "no-cache",
             "Referer": "http://data.10jqka.com.cn/funds/hyzjl/",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/90.0.4430.85 Safari/537.36",
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/90.0.4430.85 Safari/537.36",
             "X-Requested-With": "XMLHttpRequest",
         }
         r = requests.get(url.format(page), headers=headers)
         temp_df = pd.read_html(StringIO(r.text))[0]
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
 
     big_df.columns = [
         "成交时间",

akshare/stock_feature/stock_gdfx_em.py

@@ -5,13 +5,14 @@ Date: 2023/11/27 18:00
 Desc: 东方财富网-数据中心-股东分析
 https://data.eastmoney.com/gdfx/
 """
+
 import pandas as pd
 import requests
 from tqdm import tqdm
 
 
 def stock_gdfx_free_holding_statistics_em(
-        date: str = "20210630",
+    date: str = "20210630",
 ) -> pd.DataFrame:
     """
     东方财富网-数据中心-股东分析-股东持股统计-十大流通股东
@@ -83,15 +84,33 @@ def stock_gdfx_free_holding_statistics_em(
         ]
     ]
     big_df["统计次数"] = pd.to_numeric(big_df["统计次数"])
-    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最小涨幅"])
+    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最小涨幅"]
+    )
     return big_df
 
 
@@ -167,15 +186,33 @@ def stock_gdfx_holding_statistics_em(date: str = "20210930") -> pd.DataFrame:
         ]
     ]
     big_df["统计次数"] = pd.to_numeric(big_df["统计次数"])
-    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最小涨幅"])
+    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最小涨幅"]
+    )
     return big_df
 
 
@@ -334,7 +371,7 @@ def stock_gdfx_holding_change_em(date: str = "20210930") -> pd.DataFrame:
 
 
 def stock_gdfx_free_top_10_em(
-        symbol: str = "sh688686", date: str = "20210630"
+    symbol: str = "sh688686", date: str = "20240930"
 ) -> pd.DataFrame:
     """
     东方财富网-个股-十大流通股东
@@ -384,14 +421,16 @@ def stock_gdfx_free_top_10_em(
             "变动比率",
         ]
     ]
-    temp_df["持股数"] = pd.to_numeric(temp_df["持股数"])
-    temp_df["占总流通股本持股比例"] = pd.to_numeric(temp_df["占总流通股本持股比例"])
-    temp_df["变动比率"] = pd.to_numeric(temp_df["变动比率"])
+    temp_df["持股数"] = pd.to_numeric(temp_df["持股数"], errors="coerce")
+    temp_df["占总流通股本持股比例"] = pd.to_numeric(
+        temp_df["占总流通股本持股比例"], errors="coerce"
+    )
+    temp_df["变动比率"] = pd.to_numeric(temp_df["变动比率"], errors="coerce")
     return temp_df
 
 
 def stock_gdfx_top_10_em(
-        symbol: str = "sh688686", date: str = "20210630"
+    symbol: str = "sh688686", date: str = "20210630"
 ) -> pd.DataFrame:
     """
     东方财富网-个股-十大股东
@@ -477,24 +516,27 @@ def stock_gdfx_free_holding_detail_em(date: str = "20210930") -> pd.DataFrame:
 
     big_df.reset_index(inplace=True)
     big_df["index"] = big_df.index + 1
-    big_df.rename(columns={
-        "index": "序号",
-        "HOLDER_NAME": "股东名称",
-        "HOLDER_TYPE": "股东类型",
-        "SHARES_TYPE": "股份类型",
-        "HOLDER_RANK": "股东排名",
-        "SECURITY_CODE": "股票代码",
-        "SECURITY_NAME_ABBR": "股票简称",
-        "HOLD_NUM": "期末持股-数量",
-        "FREE_HOLDNUM_RATIO": "期末持股-持股占流通股比",
-        "XZCHANGE": "期末持股-数量变化",
-        "CHANGE_RATIO": "期末持股-数量变化比例",
-        "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
-        "HOLDER_MARKET_CAP": "期末持股-流通市值",
-        "END_DATE": "报告期",
-        "UPDATE_DATE": "公告日",
-        "REPORT_DATE_NAME": "报告名称",
-    }, inplace=True)
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "HOLDER_NAME": "股东名称",
+            "HOLDER_TYPE": "股东类型",
+            "SHARES_TYPE": "股份类型",
+            "HOLDER_RANK": "股东排名",
+            "SECURITY_CODE": "股票代码",
+            "SECURITY_NAME_ABBR": "股票简称",
+            "HOLD_NUM": "期末持股-数量",
+            "FREE_HOLDNUM_RATIO": "期末持股-持股占流通股比",
+            "XZCHANGE": "期末持股-数量变化",
+            "CHANGE_RATIO": "期末持股-数量变化比例",
+            "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
+            "HOLDER_MARKET_CAP": "期末持股-流通市值",
+            "END_DATE": "报告期",
+            "UPDATE_DATE": "公告日",
+            "REPORT_DATE_NAME": "报告名称",
+        },
+        inplace=True,
+    )
 
     big_df = big_df[
         [
@@ -515,13 +557,21 @@ def stock_gdfx_free_holding_detail_em(date: str = "20210930") -> pd.DataFrame:
     big_df["报告期"] = pd.to_datetime(big_df["报告期"], errors="coerce").dt.date
     big_df["公告日"] = pd.to_datetime(big_df["公告日"], errors="coerce").dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
     return big_df
 
 
-def stock_gdfx_holding_detail_em(date: str = "20230331", indicator: str = "个人", symbol: str = "新进") -> pd.DataFrame:
+def stock_gdfx_holding_detail_em(
+    date: str = "20230331", indicator: str = "个人", symbol: str = "新进"
+) -> pd.DataFrame:
     """
     东方财富网-数据中心-股东分析-股东持股明细-十大股东
     https://data.eastmoney.com/gdfx/HoldingAnalyse.html
@@ -559,22 +609,24 @@ def stock_gdfx_holding_detail_em(date: str = "20230331", indicator: str = "个
 
     big_df.reset_index(inplace=True)
     big_df["index"] = big_df.index + 1
-    big_df.rename(columns={
-        "index": "序号",
-        "HOLDER_NAME": "股东名称",
-        "HOLDER_NEWTYPE": "股东类型",
-        "RANK": "股东排名",
-        "SECURITY_CODE": "股票代码",
-        "SECURITY_NAME_ABBR": "股票简称",
-        "END_DATE": "报告期",
-        "HOLD_NUM": "期末持股-数量",
-        "HOLD_NUM_CHANGE": "期末持股-数量变化",
-        "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
-        "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
-        "HOLDER_MARKET_CAP": "期末持股-流通市值",
-        "NOTICE_DATE": "公告日",
-
-    }, inplace=True)
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "HOLDER_NAME": "股东名称",
+            "HOLDER_NEWTYPE": "股东类型",
+            "RANK": "股东排名",
+            "SECURITY_CODE": "股票代码",
+            "SECURITY_NAME_ABBR": "股票简称",
+            "END_DATE": "报告期",
+            "HOLD_NUM": "期末持股-数量",
+            "HOLD_NUM_CHANGE": "期末持股-数量变化",
+            "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
+            "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
+            "HOLDER_MARKET_CAP": "期末持股-流通市值",
+            "NOTICE_DATE": "公告日",
+        },
+        inplace=True,
+    )
 
     big_df = big_df[
         [
@@ -596,9 +648,15 @@ def stock_gdfx_holding_detail_em(date: str = "20230331", indicator: str = "个
     big_df["报告期"] = pd.to_datetime(big_df["报告期"], errors="coerce").dt.date
     big_df["公告日"] = pd.to_datetime(big_df["公告日"], errors="coerce").dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
     big_df["股东排名"] = pd.to_numeric(big_df["股东排名"], errors="coerce")
     return big_df
 
@@ -637,23 +695,26 @@ def stock_gdfx_free_holding_analyse_em(date: str = "20230930") -> pd.DataFrame:
 
     big_df.reset_index(inplace=True)
     big_df["index"] = big_df.index + 1
-    big_df.rename(columns={
-        "index": "序号",
-        "HOLDER_NAME": "股东名称",
-        "HOLDER_TYPE": "股东类型",
-        "SECURITY_CODE": "股票代码",
-        "SECURITY_NAME_ABBR": "股票简称",
-        "END_DATE": "报告期",
-        "HOLD_NUM": "期末持股-数量",
-        "XZCHANGE": "期末持股-数量变化",
-        "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
-        "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
-        "HOLDER_MARKET_CAP": "期末持股-流通市值",
-        "UPDATE_DATE": "公告日",
-        "D10_ADJCHRATE": "公告日后涨跌幅-10个交易日",
-        "D30_ADJCHRATE": "公告日后涨跌幅-30个交易日",
-        "D60_ADJCHRATE": "公告日后涨跌幅-60个交易日",
-    }, inplace=True)
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "HOLDER_NAME": "股东名称",
+            "HOLDER_TYPE": "股东类型",
+            "SECURITY_CODE": "股票代码",
+            "SECURITY_NAME_ABBR": "股票简称",
+            "END_DATE": "报告期",
+            "HOLD_NUM": "期末持股-数量",
+            "XZCHANGE": "期末持股-数量变化",
+            "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
+            "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
+            "HOLDER_MARKET_CAP": "期末持股-流通市值",
+            "UPDATE_DATE": "公告日",
+            "D10_ADJCHRATE": "公告日后涨跌幅-10个交易日",
+            "D30_ADJCHRATE": "公告日后涨跌幅-30个交易日",
+            "D60_ADJCHRATE": "公告日后涨跌幅-60个交易日",
+        },
+        inplace=True,
+    )
     big_df = big_df[
         [
             "序号",
@@ -676,12 +737,24 @@ def stock_gdfx_free_holding_analyse_em(date: str = "20230930") -> pd.DataFrame:
     big_df["报告期"] = pd.to_datetime(big_df["报告期"], errors="coerce").dt.date
     big_df["公告日"] = pd.to_datetime(big_df["公告日"], errors="coerce").dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
-    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-10个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-30个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-60个交易日"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-10个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-30个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-60个交易日"], errors="coerce"
+    )
     return big_df
 
 
@@ -718,7 +791,7 @@ def stock_gdfx_holding_analyse_em(date: str = "20230331") -> pd.DataFrame:
         big_df = pd.concat([big_df, temp_df], ignore_index=True)
 
     big_df.reset_index(inplace=True)
-    big_df['index'] = big_df['index'] + 1
+    big_df["index"] = big_df["index"] + 1
     big_df.rename(
         columns={
             "index": "序号",
@@ -766,12 +839,24 @@ def stock_gdfx_holding_analyse_em(date: str = "20230331") -> pd.DataFrame:
     big_df["公告日"] = pd.to_datetime(big_df["公告日"]).dt.date
     big_df["报告期"] = pd.to_datetime(big_df["报告期"]).dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
-    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-10个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-30个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-60个交易日"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-10个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-30个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-60个交易日"], errors="coerce"
+    )
     return big_df