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

akshare/futures/futures_hf_em.py

@@ -1,11 +1,13 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/18 17:40
+Date: 2025/3/9 22:00
 Desc: 东方财富网-行情中心-期货市场-国际期货
 https://quote.eastmoney.com/center/gridlist.html#futures_global
 """
+
 import math
+from typing import Optional
 
 import pandas as pd
 import requests
@@ -13,7 +15,76 @@ import requests
 from akshare.utils.tqdm import get_tqdm
 
 
-def futures_global_em():
+def __futures_global_hist_market_code(symbol: str = "HG00Y") -> Optional[int]:
+    """
+    东方财富网-行情中心-期货市场-国际期货-品种市场对照表
+    https://quote.eastmoney.com/center/gridlist.html#futures_global
+    :param symbol: HG00Y, 品种代码；可以通过 ak.futures_global_spot_em() 来获取所有可获取历史行情数据的品种代码
+    :type symbol: str
+    :return: 品种所属于的市场
+    :rtype: str
+    """
+    # 提取品种代码（去掉年份和月份部分）
+    base_symbol = ""
+    i = 0
+    while i < len(symbol) and not symbol[i].isdigit():
+        base_symbol += symbol[i]
+        i += 1
+    # 如果代码中没有数字（异常情况），则返回整个代码作为基础品种代码
+    if not base_symbol and i == len(symbol):
+        base_symbol = symbol
+    # 金属和贵金属品种 - 101
+    if base_symbol in ["HG", "GC", "SI", "QI", "QO", "MGC", "LTH"]:
+        return 101
+    # 能源品种 - 102
+    if base_symbol in ["CL", "NG", "RB", "HO", "PA", "PL", "QM"]:
+        return 102
+    # 农产品和金融品种 - 103
+    if base_symbol in [
+        "ZW",
+        "ZM",
+        "ZS",
+        "ZC",
+        "XC",
+        "XK",
+        "XW",
+        "YM",
+        "TY",
+        "US",
+        "EH",
+        "ZL",
+        "ZR",
+        "ZO",
+        "FV",
+        "TU",
+        "UL",
+        "NQ",
+        "ES",
+    ]:
+        return 103
+    # 中国市场特有品种 - 104
+    if base_symbol in ["TF", "RT", "CN"]:
+        return 104
+    # 软商品期货 - 108
+    if base_symbol in ["SB", "CT", "SF"]:
+        return 108
+    # 特殊L开头品种 - 109
+    if base_symbol in ["LCPT", "LZNT", "LALT", "LTNT", "LLDT", "LNKT"]:
+        return 109
+    # MPM开头品种 - 110
+    if base_symbol == "MPM":
+        return 110
+    # 日本市场品种 - 111
+    if base_symbol.startswith("J"):
+        return 111
+    # 单字母代码品种 - 112
+    if base_symbol in ["M", "B", "G"]:
+        return 112
+    # 如果没有匹配到任何规则，返回一个默认值或者错误
+    return None
+
+
+def futures_global_spot_em() -> pd.DataFrame:
     """
     东方财富网-行情中心-期货市场-国际期货
     https://quote.eastmoney.com/center/gridlist.html#futures_global
@@ -22,77 +93,160 @@ def futures_global_em():
     """
     url = "https://futsseapi.eastmoney.com/list/COMEX,NYMEX,COBOT,SGX,NYBOT,LME,MDEX,TOCOM,IPE"
     params = {
-        'orderBy': 'zdf',
-        'sort': 'desc',
-        'pageSize': '20',
-        'pageIndex': '0',
-        'token': '58b2fa8f54638b60b87d69b31969089c',
-        'field': 'dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl',
-        'blockName': 'callback',
-        '_': '1705570814466'
+        "orderBy": "dm",
+        "sort": "desc",
+        "pageSize": "20",
+        "pageIndex": "0",
+        "token": "58b2fa8f54638b60b87d69b31969089c",
+        "field": "dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl",
+        "blockName": "callback",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    total_num = data_json['total']
+    total_num = data_json["total"]
     total_page = math.ceil(total_num / 20) - 1
     tqdm = get_tqdm()
     big_df = pd.DataFrame()
     for page in tqdm(range(total_page), leave=False):
-        params.update({'pageIndex': page})
+        params.update({"pageIndex": page})
         r = requests.get(url, params=params)
         data_json = r.json()
-        temp_df = pd.DataFrame(data_json['list'])
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
+        temp_df = pd.DataFrame(data_json["list"])
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
     big_df.reset_index(inplace=True)
-    big_df['index'] = big_df['index'] + 1
-    big_df.rename(columns={
-        'index': "序号",
-        'np': "卖盘",
-        'h': "最新价",
-        'dm': "代码",
-        'zsjd': "-",
-        'l': "最低",
-        'ccl': "持仓量",
-        'o': "今开",
-        'p': "最高",
-        'sc': "-",
-        'vol': "成交量",
-        'name': "名称",
-        'wp': "买盘",
-        'zde': "涨跌额",
-        'zdf': "涨跌幅",
-        'zjsj': "昨结"
-    }, inplace=True)
-    big_df = big_df[[
-        "序号",
-        "代码",
-        "名称",
+    big_df["index"] = big_df["index"] + 1
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "np": "卖盘",
+            "h": "最高",
+            "dm": "代码",
+            "zsjd": "-",
+            "l": "最低",
+            "ccl": "持仓量",
+            "o": "今开",
+            "p": "最新价",
+            "sc": "-",
+            "vol": "成交量",
+            "name": "名称",
+            "wp": "买盘",
+            "zde": "涨跌额",
+            "zdf": "涨跌幅",
+            "zjsj": "昨结",
+        },
+        inplace=True,
+    )
+    big_df = big_df[
+        [
+            "序号",
+            "代码",
+            "名称",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "今开",
+            "最高",
+            "最低",
+            "昨结",
+            "成交量",
+            "买盘",
+            "卖盘",
+            "持仓量",
+        ]
+    ]
+    big_df["最新价"] = pd.to_numeric(big_df["最新价"], errors="coerce")
+    big_df["涨跌额"] = pd.to_numeric(big_df["涨跌额"], errors="coerce")
+    big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"], errors="coerce")
+    big_df["今开"] = pd.to_numeric(big_df["今开"], errors="coerce")
+    big_df["最高"] = pd.to_numeric(big_df["最高"], errors="coerce")
+    big_df["最低"] = pd.to_numeric(big_df["最低"], errors="coerce")
+    big_df["昨结"] = pd.to_numeric(big_df["昨结"], errors="coerce")
+    big_df["成交量"] = pd.to_numeric(big_df["成交量"], errors="coerce")
+    big_df["买盘"] = pd.to_numeric(big_df["买盘"], errors="coerce")
+    big_df["卖盘"] = pd.to_numeric(big_df["卖盘"], errors="coerce")
+    big_df["持仓量"] = pd.to_numeric(big_df["持仓量"], errors="coerce")
+    return big_df
+
+
+def futures_global_hist_em(symbol: str = "HG00Y") -> pd.DataFrame:
+    """
+    东方财富网-行情中心-期货市场-国际期货-历史行情数据
+    https://quote.eastmoney.com/globalfuture/HG25J.html
+    :param symbol: 品种代码；可以通过 ak.futures_global_spot_em() 来获取所有可获取历史行情数据的品种代码
+    :type symbol: str
+    :return: 历史行情数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
+    market_code = __futures_global_hist_market_code(symbol)
+    params = {
+        "secid": f"{market_code}.{symbol}",
+        "klt": "101",
+        "fqt": "1",
+        "lmt": "6600",
+        "end": "20500000",
+        "iscca": "1",
+        "fields1": "f1,f2,f3,f4,f5,f6,f7,f8",
+        "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64",
+        "ut": "f057cbcbce2a86e2866ab8877db1d059",
+        "forcect": "1",
+    }
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
+    temp_df["code"] = data_json["data"]["code"]
+    temp_df["name"] = data_json["data"]["name"]
+    temp_df.columns = [
+        "日期",
+        "开盘",
         "最新价",
-        "涨跌额",
-        "涨跌幅",
-        "今开",
         "最高",
         "最低",
-        "昨结",
-        "成交量",
-        "买盘",
-        "卖盘",
-        "持仓量",
-    ]]
-    big_df['最新价'] = pd.to_numeric(big_df['最新价'], errors="coerce")
-    big_df['涨跌额'] = pd.to_numeric(big_df['涨跌额'], errors="coerce")
-    big_df['涨跌幅'] = pd.to_numeric(big_df['涨跌幅'], errors="coerce")
-    big_df['今开'] = pd.to_numeric(big_df['今开'], errors="coerce")
-    big_df['最高'] = pd.to_numeric(big_df['最高'], errors="coerce")
-    big_df['最低'] = pd.to_numeric(big_df['最低'], errors="coerce")
-    big_df['昨结'] = pd.to_numeric(big_df['昨结'], errors="coerce")
-    big_df['成交量'] = pd.to_numeric(big_df['成交量'], errors="coerce")
-    big_df['买盘'] = pd.to_numeric(big_df['买盘'], errors="coerce")
-    big_df['卖盘'] = pd.to_numeric(big_df['卖盘'], errors="coerce")
-    big_df['持仓量'] = pd.to_numeric(big_df['持仓量'], errors="coerce")
-    return big_df
+        "总量",
+        "-",
+        "-",
+        "涨幅",
+        "-",
+        "-",
+        "-",
+        "持仓",
+        "日增",
+        "代码",
+        "名称",
+    ]
+    temp_df = temp_df[
+        [
+            "日期",
+            "代码",
+            "名称",
+            "开盘",
+            "最新价",
+            "最高",
+            "最低",
+            "总量",
+            "涨幅",
+            "持仓",
+            "日增",
+        ]
+    ]
+    temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
+    temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
+    temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
+    temp_df["总量"] = pd.to_numeric(temp_df["总量"], errors="coerce")
+    temp_df["涨幅"] = pd.to_numeric(temp_df["涨幅"], errors="coerce")
+    temp_df["日增"] = pd.to_numeric(temp_df["日增"], errors="coerce")
+    # 日增修复为有符号32位整数值
+    unsigned_max, signed_max = (2 ** 32) - 1, (2 ** 31) - 1
+    mask = temp_df["日增"] > signed_max
+    temp_df.loc[mask, "日增"] = temp_df.loc[mask, "日增"] - (unsigned_max + 1)
+    return temp_df
+
 
+if __name__ == "__main__":
+    futures_global_spot_em_df = futures_global_spot_em()
+    print(futures_global_spot_em_df)
 
-if __name__ == '__main__':
-    futures_global_em_df = futures_global_em()
-    print(futures_global_em_df)
+    futures_global_hist_em_df = futures_global_hist_em(symbol="HG00Y")
+    print(futures_global_hist_em_df)

akshare/futures/futures_hist_em.py

@@ -0,0 +1,191 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/2/20 17:00
+Desc: 东方财富网-期货行情
+https://qhweb.eastmoney.com/quote
+"""
+
+import re
+from functools import lru_cache
+from typing import Tuple, Dict
+
+import pandas as pd
+import requests
+
+
+def __futures_hist_separate_char_and_numbers_em(symbol: str = "焦煤2506") -> tuple:
+    """
+    东方财富网-期货行情-交易所品种对照表原始数据
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :param symbol: 股票代码
+    :type symbol: str
+    :return: 交易所品种对照表原始数据
+    :rtype: pandas.DataFrame
+    """
+    char = re.findall(pattern="[\u4e00-\u9fa5a-zA-Z]+", string=symbol)
+    numbers = re.findall(pattern=r"\d+", string=symbol)
+    return char[0], numbers[0]
+
+
+@lru_cache()
+def __fetch_exchange_symbol_raw_em() -> list:
+    """
+    东方财富网-期货行情-交易所品种对照表原始数据
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种对照表原始数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://futsse-static.eastmoney.com/redis"
+    params = {"msgid": "gnweb"}
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    all_exchange_symbol_list = []
+    for item in data_json:
+        params = {"msgid": str(item["mktid"])}
+        r = requests.get(url, params=params)
+        inner_data_json = r.json()
+        for num in range(1, len(inner_data_json) + 1):
+            params = {"msgid": str(item["mktid"]) + f"_{num}"}
+            r = requests.get(url, params=params)
+            inner_data_json = r.json()
+            all_exchange_symbol_list.extend(inner_data_json)
+    return all_exchange_symbol_list
+
+
+@lru_cache()
+def __get_exchange_symbol_map() -> Tuple[Dict, Dict, Dict, Dict]:
+    """
+    东方财富网-期货行情-交易所品种映射
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种映射
+    :rtype: pandas.DataFrame
+    """
+    all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
+    c_contract_mkt = {}
+    c_contract_to_e_contract = {}
+    e_symbol_mkt = {}
+    c_symbol_mkt = {}
+    for item in all_exchange_symbol_list:
+        c_contract_mkt[item["name"]] = item["mktid"]
+        c_contract_to_e_contract[item["name"]] = item["code"]
+        e_symbol_mkt[item["vcode"]] = item["mktid"]
+        c_symbol_mkt[item["vname"]] = item["mktid"]
+    return c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt
+
+
+def futures_hist_table_em() -> pd.DataFrame:
+    """
+    东方财富网-期货行情-交易所品种对照表
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种对照表
+    :rtype: pandas.DataFrame
+    """
+    all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
+    temp_df = pd.DataFrame(all_exchange_symbol_list)
+    temp_df = temp_df[["mktname", "name", "code"]]
+    temp_df.columns = ["市场简称", "合约中文代码", "合约代码"]
+    return temp_df
+
+
+def futures_hist_em(
+    symbol: str = "热卷主连",
+    period: str = "daily",
+    start_date: str = "19900101",
+    end_date: str = "20500101",
+) -> pd.DataFrame:
+    """
+    东方财富网-期货行情-行情数据
+    https://qhweb.eastmoney.com/quote
+    :param symbol: 期货代码
+    :type symbol: str
+    :param period: choice of {'daily', 'weekly', 'monthly'}
+    :type period: str
+    :param start_date: 开始日期
+    :type start_date: str
+    :param end_date: 结束日期
+    :type end_date: str
+    :return: 行情数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
+    period_dict = {"daily": "101", "weekly": "102", "monthly": "103"}
+    c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt = (
+        __get_exchange_symbol_map()
+    )
+    try:
+        sec_id = f"{c_contract_mkt[symbol]}.{c_contract_to_e_contract[symbol]}"
+    except KeyError:
+        symbol_char, numbers = __futures_hist_separate_char_and_numbers_em(symbol)
+        if re.match(pattern="^[\u4e00-\u9fa5]+$", string=symbol_char):
+            sec_id = str(c_symbol_mkt[symbol_char]) + "." + symbol
+        else:
+            sec_id = str(e_symbol_mkt[symbol_char]) + "." + symbol
+    params = {
+        "secid": sec_id,
+        "klt": period_dict[period],
+        "fqt": "1",
+        "lmt": "10000",
+        "end": "20500000",
+        "iscca": "1",
+        "fields1": "f1,f2,f3,f4,f5,f6,f7,f8",
+        "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64",
+        "ut": "7eea3edcaed734bea9cbfc24409ed989",
+        "forcect": "1",
+    }
+    r = requests.get(url, timeout=15, params=params)
+    data_json = r.json()
+    temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
+    if temp_df.empty: return temp_df
+    temp_df.columns = [
+        "时间",
+        "开盘",
+        "收盘",
+        "最高",
+        "最低",
+        "成交量",
+        "成交额",
+        "-",
+        "涨跌幅",
+        "涨跌",
+        "_",
+        "_",
+        "持仓量",
+        "_",
+    ]
+    temp_df = temp_df[
+        [
+            "时间",
+            "开盘",
+            "最高",
+            "最低",
+            "收盘",
+            "涨跌",
+            "涨跌幅",
+            "成交量",
+            "成交额",
+            "持仓量",
+        ]
+    ]
+    temp_df.index = pd.to_datetime(temp_df["时间"])
+    temp_df = temp_df[start_date:end_date]
+    temp_df.reset_index(drop=True, inplace=True)
+    temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
+    temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
+    temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
+    temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
+    temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
+    temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
+    temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"], errors="coerce")
+    temp_df["时间"] = pd.to_datetime(temp_df["时间"], errors="coerce").dt.date
+    return temp_df
+
+
+if __name__ == "__main__":
+    futures_hist_table_em_df = futures_hist_table_em()
+    print(futures_hist_table_em_df)
+
+    futures_hist_em_df = futures_hist_em(symbol="热卷主连", period="daily")
+    print(futures_hist_em_df)