akshare 1.13.46__py3-none-any.whl → 1.17.99__py3-none-any.whl

akshare/futures/futures_comm_ctp.py

@@ -1,12 +1,17 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/3/30 17:00
+Date: 2024/7/6 18:00
 Desc: openctp 期货交易费用参照表
 http://openctp.cn/fees.html
 """
 
+from datetime import datetime
+from io import StringIO
+
 import pandas as pd
+import requests
+from bs4 import BeautifulSoup
 
 
 def futures_fees_info() -> pd.DataFrame:
@@ -17,7 +22,13 @@ def futures_fees_info() -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     url = "http://openctp.cn/fees.html"
-    temp_df = pd.read_html(url)[0]
+    r = requests.get(url)
+    r.encoding = "utf-8"
+    soup = BeautifulSoup(r.text, features="lxml")
+    datetime_str = soup.find("p").string.strip("Generated at ").strip(".")
+    datetime_raw = datetime.strptime(datetime_str, "%Y-%m-%d %H:%M:%S")
+    temp_df = pd.read_html(StringIO(r.text))[0]
+    temp_df["更新时间"] = datetime_raw.strftime("%Y-%m-%d %H:%M:%S")
     return temp_df
 
 

akshare/futures/futures_contract_detail.py

@@ -1,17 +1,19 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/29 17:00
+Date: 2025/10/30 17:00
 Desc: 查询期货合约当前时刻的详情
 https://finance.sina.com.cn/futures/quotes/V2101.shtml
 """
+
 from io import StringIO
 
 import pandas as pd
 import requests
+from bs4 import BeautifulSoup
 
 
-def futures_contract_detail(symbol: str = 'AP2101') -> pd.DataFrame:
+def futures_contract_detail(symbol: str = "AP2101") -> pd.DataFrame:
     """
     查询期货合约详情
     https://finance.sina.com.cn/futures/quotes/V2101.shtml
@@ -22,18 +24,66 @@ def futures_contract_detail(symbol: str = 'AP2101') -> pd.DataFrame:
     """
     url = f"https://finance.sina.com.cn/futures/quotes/{symbol}.shtml"
     r = requests.get(url)
-    r.encoding = 'gb2312'
+    r.encoding = "gb2312"
     temp_df = pd.read_html(StringIO(r.text))[6]
     data_one = temp_df.iloc[:, :2]
-    data_one.columns = ['item', 'value']
+    data_one.columns = ["item", "value"]
     data_two = temp_df.iloc[:, 2:4]
-    data_two.columns = ['item', 'value']
+    data_two.columns = ["item", "value"]
     data_three = temp_df.iloc[:, 4:]
-    data_three.columns = ['item', 'value']
-    temp_df = pd.concat(objs=[data_one, data_two, data_three], axis=0, ignore_index=True)
+    data_three.columns = ["item", "value"]
+    temp_df = pd.concat(
+        objs=[data_one, data_two, data_three], axis=0, ignore_index=True
+    )
+    return temp_df
+
+
+def futures_contract_detail_em(symbol: str = "v2602F") -> pd.DataFrame:
+    """
+    查询期货合约详情
+    https://quote.eastmoney.com/qihuo/v2602F.html
+    :param symbol: 合约
+    :type symbol: str
+    :return: 期货合约详情
+    :rtype: pandas.DataFrame
+    """
+    url = f"https://quote.eastmoney.com/qihuo/{symbol}.html"
+    r = requests.get(url)
+    soup = BeautifulSoup(r.text, features="lxml")
+    url_text = \
+        soup.find(name="div", attrs={"class": "sidertabbox_tsplit"}).find(name="div", attrs={"class": "onet"}).find(
+            "a")[
+            'href']
+    inner_symbol = url_text.split("#")[-1].strip("futures_")
+    url = f"https://futsse-static.eastmoney.com/redis?msgid={inner_symbol}_info"
+    r = requests.get(url)
+    data_json = r.json()
+    temp_df = pd.DataFrame.from_dict(data_json, orient="index")
+    column_mapping = {
+        'vname': '交易品种',
+        'vcode': '交易代码',
+        'jydw': '交易单位',
+        'bjdw': '报价单位',
+        'market': '上市交易所',
+        'zxbddw': '最小变动价格',
+        'zdtbfd': '跌涨停板幅度',
+        'hyjgyf': '合约交割月份',
+        'jysj': '交易时间',
+        'zhjyr': '最后交易日',
+        'zhjgr': '最后交割日',
+        'jgpj': '交割品级',
+        'zcjybzj': '最初交易保证金',
+        'jgfs': '交割方式'
+    }
+    temp_df.rename(index=column_mapping, inplace=True)
+    temp_df.reset_index(drop=False, inplace=True)
+    temp_df.columns = ['item', 'value']
     return temp_df
 
 
-if __name__ == '__main__':
-    futures_contract_detail_df = futures_contract_detail(symbol='IM2402')
+if __name__ == "__main__":
+    futures_contract_detail_df = futures_contract_detail(symbol="V2101")
     print(futures_contract_detail_df)
+
+    futures_contract_detail_em_df = futures_contract_detail_em(symbol="l2602F")
+    print(futures_contract_detail_em_df)

akshare/futures/futures_daily_bar.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/7/14 15:19
+Date: 2024/11/30 18:00
 Desc: 期货日线行情
 """
 
@@ -11,6 +11,7 @@ import re
 import zipfile
 from io import BytesIO, StringIO
 
+import numpy as np
 import pandas as pd
 import requests
 
@@ -271,12 +272,12 @@ def get_gfex_daily(date: str = "20221223") -> pd.DataFrame:
     return result_df
 
 
-def get_ine_daily(date: str = "20220208") -> pd.DataFrame:
+def get_ine_daily(date: str = "20241129") -> pd.DataFrame:
     """
     上海国际能源交易中心-日频率-量价数据
     上海国际能源交易中心: 原油期货(上市时间: 20180326); 20号胶期货(上市时间: 20190812)
-    trade_price: http://www.ine.cn/statements/daily/?paramid=kx
-    trade_note: http://www.ine.cn/data/datanote.dat
+    trade_price: https://www.ine.cn/statements/daily/?paramid=kx
+    trade_note: https://www.ine.cn/data/datanote.dat
     :param date: 日期 format：YYYY-MM-DD 或 YYYYMMDD 或 datetime.date对象，默认为当前交易日
     :type date: str or datetime.date
     :return: 上海国际能源交易中心-日频率-量价数据
@@ -286,7 +287,7 @@ def get_ine_daily(date: str = "20220208") -> pd.DataFrame:
     if day.strftime("%Y%m%d") not in calendar:
         # warnings.warn(f"{day.strftime('%Y%m%d')}非交易日")
         return pd.DataFrame()
-    url = f"http://www.ine.cn/data/dailydata/kx/kx{day.strftime('%Y%m%d')}.dat"
+    url = f"https://www.ine.cn/data/tradedata/future/dailydata/kx{day.strftime('%Y%m%d')}.dat"
     r = requests.get(url, headers=cons.shfe_headers)
     result_df = pd.DataFrame()
     try:
@@ -452,7 +453,7 @@ def get_czce_daily(date: str = "20050525") -> pd.DataFrame:
 def get_shfe_daily(date: str = "20220415") -> pd.DataFrame:
     """
     上海期货交易所-日频率-量价数据
-    https://www.shfe.com.cn/statements/dataview.html?paramid=kx
+    https://tsite.shfe.com.cn/statements/dataview.html?paramid=kx
     :param date: 日期 format：YYYY-MM-DD 或 YYYYMMDD 或 datetime.date对象, 默认为当前交易日
     :type date: str or datetime.date
     :return: 上海期货交易所-日频率-量价数据
@@ -479,13 +480,13 @@ def get_shfe_daily(date: str = "20220415") -> pd.DataFrame:
     try:
         json_data = json.loads(
             requests_link(
-                cons.SHFE_DAILY_URL % (day.strftime("%Y%m%d")),
+                cons.SHFE_DAILY_URL_20250630 % (day.strftime("%Y%m%d")),
                 headers=cons.shfe_headers,
             ).text
         )
     except requests.HTTPError as reason:
         if reason.response != 404:
-            print(cons.SHFE_DAILY_URL % (day.strftime("%Y%m%d")), reason)
+            print(cons.SHFE_DAILY_URL_20250630 % (day.strftime("%Y%m%d")), reason)
         return pd.DataFrame()
 
     if len(json_data["o_curinstrument"]) == 0:
@@ -512,13 +513,18 @@ def get_shfe_daily(date: str = "20220415") -> pd.DataFrame:
     df["symbol"] = df["variety"] + df["DELIVERYMONTH"]
     df["date"] = day.strftime("%Y%m%d")
     df["VOLUME"] = df["VOLUME"].apply(lambda x: 0 if x == "" else x)
-    df["turnover"] = df["TURNOVER"].apply(lambda x: 0 if x == "" else x)
+    try:
+        df["turnover"] = df["TURNOVER"].apply(lambda x: 0 if x == "" else x)
+    except KeyError:
+        df["turnover"] = np.nan
     df.rename(columns=cons.SHFE_COLUMNS, inplace=True)
     df = df[~df["symbol"].str.contains("efp")]
-    return df[cons.OUTPUT_COLUMNS]
+    df = df[cons.OUTPUT_COLUMNS]
+    df.reset_index(inplace=True)
+    return df
 
 
-def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
+def get_dce_daily(date: str = "20251027") -> pd.DataFrame:
     """
     大连商品交易所日交易数据
     http://www.dce.com.cn/dalianshangpin/xqsj/tjsj26/rtj/rxq/index.html
@@ -531,42 +537,42 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
     if day.strftime("%Y%m%d") not in calendar:
         # warnings.warn("%s非交易日" % day.strftime("%Y%m%d"))
         return pd.DataFrame()
-    url = "http://www.dce.com.cn/publicweb/quotesdata/exportDayQuotesChData.html"
-    headers = {
-        "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,"
-        "application/signed-exchange;v=b3;q=0.9",
-        "Accept-Encoding": "gzip, deflate",
-        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
-        "Cache-Control": "no-cache",
-        "Connection": "keep-alive",
-        "Content-Length": "86",
-        "Content-Type": "application/x-www-form-urlencoded",
-        "Host": "www.dce.com.cn",
-        "Origin": "http://www.dce.com.cn",
-        "Pragma": "no-cache",
-        "Referer": "http://www.dce.com.cn/publicweb/quotesdata/dayQuotesCh.html",
-        "Upgrade-Insecure-Requests": "1",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
-        "Chrome/84.0.4147.105 Safari/537.36",
+    url = "http://www.dce.com.cn/dcereport/publicweb/dailystat/dayQuotes"
+    payload = {
+        "contractId": "",
+        "lang": "zh",
+        "optionSeries": "",
+        "statisticsType": "0",
+        "tradeDate": date,
+        "tradeType": "1",
+        "varietyId": "all",
     }
-    params = {
-        "dayQuotes.variety": "all",
-        "dayQuotes.trade_type": "0",
-        "year": date[:4],
-        "month": str(int(date[4:6]) - 1),
-        "day": date[6:],
-        "exportFlag": "excel",
-    }
-    r = requests.post(url, data=params, headers=headers)
-    data_df = pd.read_excel(BytesIO(r.content), header=1)
-
-    data_df = data_df[~data_df["商品名称"].str.contains("小计")]
-    data_df = data_df[~data_df["商品名称"].str.contains("总计")]
-    data_df["variety"] = data_df["商品名称"].map(lambda x: cons.DCE_MAP[x])
-    data_df["symbol"] = data_df["合约名称"]
-    del data_df["商品名称"]
-    del data_df["合约名称"]
-    data_df.columns = [
+    r = requests.post(url, json=payload)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['data'])
+    temp_df.rename(columns={
+        "variety": "品种名称",
+        "contractId": "合约",
+        "open": "开盘价",
+        "high": "最高价",
+        "low": "最低价",
+        "close": "收盘价",
+        "lastClear": "前结算价",
+        "clearPrice": "结算价",
+        "diff": "涨跌",
+        "diff1": "涨跌1",
+        "volumn": "成交量",
+        "openInterest": "持仓量",
+        "diffI": "持仓量变化",
+        "turnover": "成交额",
+    }, inplace=True)
+    temp_df = temp_df[~temp_df["品种名称"].str.contains("小计")]
+    temp_df = temp_df[~temp_df["品种名称"].str.contains("总计")]
+    temp_df["variety"] = temp_df["品种名称"].map(lambda x: cons.DCE_MAP[x])
+    temp_df["symbol"] = temp_df["合约"]
+    del temp_df["品种名称"]
+    del temp_df["合约"]
+    temp_df.columns = [
         "open",
         "high",
         "low",
@@ -575,15 +581,24 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
         "settle",
         "_",
         "_",
+        "_",
         "volume",
         "open_interest",
         "_",
         "turnover",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
         "variety",
         "symbol",
     ]
-    data_df["date"] = date
-    data_df = data_df[
+    temp_df["date"] = date
+    temp_df = temp_df[
         [
             "symbol",
             "date",
@@ -599,13 +614,7 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
             "variety",
         ]
     ]
-    # TODO pandas 2.1.0 change
-    try:
-        data_df = data_df.map(lambda x: x.replace(",", ""))
-    except:  # noqa: E722
-        data_df = data_df.applymap(lambda x: x.replace(",", ""))
-
-    data_df = data_df.astype(
+    temp_df = temp_df.astype(
         {
             "open": "float",
             "high": "float",
@@ -618,8 +627,8 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
             "pre_settle": "float",
         }
     )
-    data_df.reset_index(inplace=True, drop=True)
-    return data_df
+    temp_df.reset_index(inplace=True, drop=True)
+    return temp_df
 
 
 def get_futures_daily(
@@ -668,23 +677,27 @@ def get_futures_daily(
     df_list = list()
     while start_date <= end_date:
         df = f(date=str(start_date).replace("-", ""))
-        if df is not None:
+        if not df.empty:
             df_list.append(df)
         start_date += datetime.timedelta(days=1)
 
-    if len(df_list) > 0:
+    if len(df_list) == 0:
+        return pd.DataFrame()
+    elif len(df_list) > 0:
         temp_df = pd.concat(df_list).reset_index(drop=True)
         temp_df = temp_df[~temp_df["symbol"].str.contains("efp")]
         return temp_df
+    else:
+        return pd.DataFrame()
 
 
 if __name__ == "__main__":
     get_futures_daily_df = get_futures_daily(
-        start_date="20240410", end_date="20240415", market="SHFE"
+        start_date="20250708", end_date="20250708", market="DCE"
     )
     print(get_futures_daily_df)
 
-    get_dce_daily_df = get_dce_daily(date="20230810")
+    get_dce_daily_df = get_dce_daily(date="20251029")
     print(get_dce_daily_df)
 
     get_cffex_daily_df = get_cffex_daily(date="20230810")
@@ -696,7 +709,7 @@ if __name__ == "__main__":
     get_czce_daily_df = get_czce_daily(date="20210513")
     print(get_czce_daily_df)
 
-    get_shfe_daily_df = get_shfe_daily(date="20240415")
+    get_shfe_daily_df = get_shfe_daily(date="20250630")
     print(get_shfe_daily_df)
 
     get_gfex_daily_df = get_gfex_daily(date="20221228")

akshare/futures/futures_foreign.py

@@ -1,30 +1,36 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/19 23:10
+Date: 2025/3/5 18:00
 Desc: 外盘期货-历史行情数据-日频率
 https://finance.sina.com.cn/money/future/hf.html
 """
+
 from datetime import datetime
 from io import StringIO
 
 import pandas as pd
 import requests
 
-from akshare.futures.futures_hq_sina import futures_foreign_commodity_subscribe_exchange_symbol
+from akshare.futures.futures_hq_sina import (
+    futures_foreign_commodity_subscribe_exchange_symbol,
+)
 
 
 def futures_foreign_hist(symbol: str = "ZSD") -> pd.DataFrame:
     """
     外盘期货-历史行情数据-日频率
     https://finance.sina.com.cn/money/future/hf.html
-    :param symbol: futures symbol, you can get it from futures_foreign_commodity_subscribe_exchange_symbol
+    :param symbol: 外盘期货代码, 可以通过 ak.futures_foreign_commodity_subscribe_exchange_symbol() 来获取所有品种代码
     :type symbol: str
-    :return: historical data from 2010
+    :return: 历史行情数据-日频率
     :rtype: pandas.DataFrame
     """
-    today = f'{datetime.today().year}_{datetime.today().month}_{datetime.today().day}'
-    url = f"https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_S{today}=/GlobalFuturesService.getGlobalFuturesDailyKLine"
+    today = f"{datetime.today().year}_{datetime.today().month}_{datetime.today().day}"
+    url = (
+        f"https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_S{today}=/"
+        f"GlobalFuturesService.getGlobalFuturesDailyKLine"
+    )
     params = {
         "symbol": symbol,
         "_": today,
@@ -32,7 +38,7 @@ def futures_foreign_hist(symbol: str = "ZSD") -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_text = r.text
-    data_df = pd.read_json(StringIO(data_text[data_text.find("["):-2]))
+    data_df = pd.read_json(StringIO(data_text[data_text.find("[") : -2]))
     return data_df
 
 
@@ -52,7 +58,7 @@ def futures_foreign_detail(symbol: str = "ZSD") -> pd.DataFrame:
     return data_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     futures_foreign_hist_df = futures_foreign_hist(symbol="ZSD")
     print(futures_foreign_hist_df)