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

akshare/futures/futures_stock_js.py

@@ -4,7 +4,7 @@
 Date: 2024/4/24 18:10
 Desc: 上海期货交易所指定交割仓库库存周报
 https://datacenter.jin10.com/reportType/dc_shfe_weekly_stock
-https://www.shfe.com.cn/statements/dataview.html?paramid=kx
+https://tsite.shfe.com.cn/statements/dataview.html?paramid=kx
 """
 
 import pandas as pd
@@ -32,7 +32,6 @@ def futures_stock_shfe_js(date: str = "20240419") -> pd.DataFrame:
         "category": "stock",
         "date": "-".join([date[:4], date[4:6], date[6:]]),
         "attr_id": "1",
-        "_": "1708761356458",
     }
     r = requests.get(url, params=params, headers=headers)
     data_json = r.json()

akshare/futures/futures_to_spot.py

@@ -4,6 +4,7 @@
 Date: 2024/1/22 20:30
 Desc: 期货-期转现-交割
 """
+
 from io import StringIO, BytesIO
 
 import pandas as pd
@@ -13,7 +14,7 @@ import requests
 def futures_to_spot_shfe(date: str = "202312") -> pd.DataFrame:
     """
     上海期货交易所-期转现
-    https://www.shfe.com.cn/statements/dataview.html?paramid=kx
+    https://tsite.shfe.com.cn/statements/dataview.html?paramid=kx
     1、铜、铜(BC)、铝、锌、铅、镍、锡、螺纹钢、线材、热轧卷板、天然橡胶、20号胶、低硫燃料油、燃料油、石油沥青、纸浆、不锈钢的数量单位为：吨；黄金的数量单位为：克；白银的数量单位为：千克；原油的数量单位为：桶。
     2、交割量、期转现量为单向计算。
     :param date: 年月
@@ -21,9 +22,10 @@ def futures_to_spot_shfe(date: str = "202312") -> pd.DataFrame:
     :return: 上海期货交易所期转现
     :rtype: pandas.DataFrame
     """
-    url = f"http://www.shfe.com.cn/data/instrument/ExchangeDelivery{date}.dat"
+    url = f"https://tsite.shfe.com.cn/data/instrument/ExchangeDelivery{date}.dat"
     headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.127 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/100.0.4896.127 Safari/537.36",
     }
     r = requests.get(url, headers=headers)
     data_json = r.json()
@@ -46,9 +48,9 @@ def futures_to_spot_shfe(date: str = "202312") -> pd.DataFrame:
             "期转现量",
         ]
     ]
-    temp_df['日期'] = pd.to_datetime(temp_df['日期'], errors="coerce").dt.date
-    temp_df['交割量'] = pd.to_numeric(temp_df['交割量'], errors="coerce")
-    temp_df['期转现量'] = pd.to_numeric(temp_df['期转现量'], errors="coerce")
+    temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
+    temp_df["交割量"] = pd.to_numeric(temp_df["交割量"], errors="coerce")
+    temp_df["期转现量"] = pd.to_numeric(temp_df["期转现量"], errors="coerce")
     return temp_df
 
 
@@ -84,11 +86,11 @@ def futures_delivery_dce(date: str = "202312") -> pd.DataFrame:
     temp_df["交割日期"] = (
         temp_df["交割日期"].astype(str).str.split(".", expand=True).iloc[:, 0]
     )
-    temp_df = temp_df[~temp_df['品种'].str.contains('小计|总计')]
+    temp_df = temp_df[~temp_df["品种"].str.contains("小计|总计")]
     temp_df.reset_index(inplace=True, drop=True)
-    temp_df['交割日期'] = pd.to_datetime(temp_df['交割日期'], errors="coerce").dt.date
-    temp_df['交割量'] = pd.to_numeric(temp_df['交割量'], errors="coerce")
-    temp_df['交割金额'] = pd.to_numeric(temp_df['交割金额'], errors="coerce")
+    temp_df["交割日期"] = pd.to_datetime(temp_df["交割日期"], errors="coerce").dt.date
+    temp_df["交割量"] = pd.to_numeric(temp_df["交割量"], errors="coerce")
+    temp_df["交割金额"] = pd.to_numeric(temp_df["交割金额"], errors="coerce")
     return temp_df
 
 
@@ -114,10 +116,12 @@ def futures_to_spot_dce(date: str = "202312") -> pd.DataFrame:
     temp_df["期转现发生日期"] = (
         temp_df["期转现发生日期"].astype(str).str.split(".", expand=True).iloc[:, 0]
     )
-    temp_df = temp_df[~temp_df['合约代码'].str.contains('小计|总计')]
+    temp_df = temp_df[~temp_df["合约代码"].str.contains("小计|总计")]
     temp_df.reset_index(inplace=True, drop=True)
-    temp_df['期转现发生日期'] = pd.to_datetime(temp_df['期转现发生日期'], errors="coerce").dt.date
-    temp_df['期转现数量'] = pd.to_numeric(temp_df['期转现数量'], errors="coerce")
+    temp_df["期转现发生日期"] = pd.to_datetime(
+        temp_df["期转现发生日期"], errors="coerce"
+    ).dt.date
+    temp_df["期转现数量"] = pd.to_numeric(temp_df["期转现数量"], errors="coerce")
     return temp_df
 
 
@@ -142,9 +146,9 @@ def futures_delivery_match_dce(symbol: str = "a") -> pd.DataFrame:
         temp_df["配对日期"].astype(str).str.split(".", expand=True).iloc[:, 0]
     )
     temp_df = temp_df.iloc[:-1, :]
-    temp_df['配对日期'] = pd.to_datetime(temp_df['配对日期'], errors="coerce").dt.date
-    temp_df['配对手数'] = pd.to_numeric(temp_df['配对手数'], errors="coerce")
-    temp_df['交割结算价'] = pd.to_numeric(temp_df['交割结算价'], errors="coerce")
+    temp_df["配对日期"] = pd.to_datetime(temp_df["配对日期"], errors="coerce").dt.date
+    temp_df["配对手数"] = pd.to_numeric(temp_df["配对手数"], errors="coerce")
+    temp_df["交割结算价"] = pd.to_numeric(temp_df["交割结算价"], errors="coerce")
     return temp_df
 
 
@@ -186,7 +190,7 @@ def futures_to_spot_czce(date: str = "20231228") -> pd.DataFrame:
     ]
     temp_df["合约数量"] = temp_df["合约数量"].astype(str).str.replace(",", "")
     temp_df["合约数量"] = pd.to_numeric(temp_df["合约数量"], errors="coerce")
-    temp_df = temp_df[~temp_df['合约代码'].str.contains('小计|合计')]
+    temp_df = temp_df[~temp_df["合约代码"].str.contains("小计|合计")]
     temp_df.reset_index(inplace=True, drop=True)
     return temp_df
 
@@ -208,16 +212,14 @@ def futures_delivery_match_czce(date: str = "20210106") -> pd.DataFrame:
     big_df = pd.DataFrame()
     for i, item in enumerate(index_flag):
         try:
-            temp_inner_df = temp_df[index_flag[i] + 1: index_flag[i + 1]]
-        except:
-            temp_inner_df = temp_df[index_flag[i] + 1:]
+            temp_inner_df = temp_df[index_flag[i] + 1 : index_flag[i + 1]]
+        except:  # noqa: E722
+            temp_inner_df = temp_df[index_flag[i] + 1 :]
         temp_inner_df.columns = temp_inner_df.iloc[0, :]
         temp_inner_df = temp_inner_df.iloc[1:-1, :]
         temp_inner_df.reset_index(drop=True, inplace=True)
         date_contract_str = (
-            temp_df[temp_df.iloc[:, 0].str.contains("配对日期")]
-            .iloc[:, 0]
-            .values[i]
+            temp_df[temp_df.iloc[:, 0].str.contains("配对日期")].iloc[:, 0].values[i]
         )
         inner_date = date_contract_str.split("：")[1].split(" ")[0]
         symbol = date_contract_str.split("：")[-1]
@@ -257,27 +259,27 @@ def futures_delivery_czce(date: str = "20210112") -> pd.DataFrame:
         "交割数量",
         "交割额",
     ]
-    temp_df["交割数量"] = temp_df["交割数量"].str.replace(",", "")
-    temp_df["交割额"] = temp_df["交割额"].str.replace(",", "")
-
-    temp_df["交割数量"] = pd.to_numeric(temp_df["交割数量"])
-    temp_df["交割额"] = pd.to_numeric(temp_df["交割额"])
+    temp_df["交割数量"] = temp_df["交割数量"].astype(str).str.replace(",", "")
+    temp_df["交割额"] = temp_df["交割额"].astype(str).str.replace(",", "")
+    temp_df["交割数量"] = pd.to_numeric(temp_df["交割数量"], errors="coerce")
+    temp_df["交割额"] = pd.to_numeric(temp_df["交割额"], errors="coerce")
     return temp_df
 
 
 def futures_delivery_shfe(date: str = "202312") -> pd.DataFrame:
     """
     上海期货交易所-交割情况表
-    https://www.shfe.com.cn/statements/dataview.html?paramid=kx
+    https://tsite.shfe.com.cn/statements/dataview.html?paramid=kx
     注意: 日期 -> 月度统计 -> 下拉到交割情况表
     :param date: 年月日
     :type date: str
     :return: 上海期货交易所-交割情况表
     :rtype: pandas.DataFrame
     """
-    url = f"http://www.shfe.com.cn/data/dailydata/{date}monthvarietystatistics.dat"
+    url = f"https://tsite.shfe.com.cn/data/dailydata/{date}monthvarietystatistics.dat"
     headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/100.0.4896.127 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/100.0.4896.127 Safari/537.36",
     }
     r = requests.get(url, headers=headers)
     r.encoding = "utf-8"
@@ -301,10 +303,14 @@ def futures_delivery_shfe(date: str = "202312") -> pd.DataFrame:
             "交割量-累计同比",
         ]
     ]
-    temp_df['交割量-本月'] = pd.to_numeric(temp_df['交割量-本月'], errors="coerce")
-    temp_df['交割量-比重'] = pd.to_numeric(temp_df['交割量-比重'], errors="coerce")
-    temp_df['交割量-本年累计'] = pd.to_numeric(temp_df['交割量-本年累计'], errors="coerce")
-    temp_df['交割量-累计同比'] = pd.to_numeric(temp_df['交割量-累计同比'], errors="coerce")
+    temp_df["交割量-本月"] = pd.to_numeric(temp_df["交割量-本月"], errors="coerce")
+    temp_df["交割量-比重"] = pd.to_numeric(temp_df["交割量-比重"], errors="coerce")
+    temp_df["交割量-本年累计"] = pd.to_numeric(
+        temp_df["交割量-本年累计"], errors="coerce"
+    )
+    temp_df["交割量-累计同比"] = pd.to_numeric(
+        temp_df["交割量-累计同比"], errors="coerce"
+    )
     return temp_df
 
 
@@ -321,7 +327,7 @@ if __name__ == "__main__":
     futures_delivery_dce_df = futures_delivery_dce(date="202101")
     print(futures_delivery_dce_df)
 
-    futures_delivery_monthly_czce_df = futures_delivery_czce(date="20210112")
+    futures_delivery_monthly_czce_df = futures_delivery_czce(date="20251014")
     print(futures_delivery_monthly_czce_df)
 
     futures_delivery_shfe_df = futures_delivery_shfe(date="202312")
@@ -330,7 +336,5 @@ if __name__ == "__main__":
     futures_delivery_match_dce_df = futures_delivery_match_dce(symbol="a")
     print(futures_delivery_match_dce_df)
 
-    futures_delivery_match_czce_df = futures_delivery_match_czce(
-        date="20210106"
-    )
+    futures_delivery_match_czce_df = futures_delivery_match_czce(date="20210106")
     print(futures_delivery_match_czce_df)

akshare/futures/futures_warehouse_receipt.py

@@ -1,10 +1,10 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/4/2 22:30
+Date: 2025/7/1 16:30
 Desc: 期货-仓单日报
 上海期货交易所-仓单日报
-https://www.shfe.com.cn/statements/dataview.html?paramid=dailystock
+https://tsite.shfe.com.cn/statements/dataview.html?paramid=dailystock
 郑州商品交易所-交易数据-仓单日报
 http://www.czce.com.cn/cn/jysj/cdrb/H770310index_1.htm
 大连商品交易所-行情数据-统计数据-日统计-仓单日报
@@ -20,7 +20,7 @@ import pandas as pd
 import requests
 
 
-def futures_czce_warehouse_receipt(date: str = "20200702") -> dict:
+def futures_warehouse_receipt_czce(date: str = "20251103") -> dict:
     """
     郑州商品交易所-交易数据-仓单日报
     http://www.czce.com.cn/cn/jysj/cdrb/H770310index_1.htm
@@ -29,9 +29,15 @@ def futures_czce_warehouse_receipt(date: str = "20200702") -> dict:
     :return: 指定日期的仓单日报数据
     :rtype: dict
     """
-    url = f"http://www.czce.com.cn/cn/DFSStaticFiles/Future/{date[:4]}/{date}/FutureDataWhsheet.xls"
+    import urllib3
+    urllib3.disable_warnings(urllib3.exceptions.InsecureRequestWarning)
+    if int(date) > 20251101:
+        url = f"http://www.czce.com.cn/cn/DFSStaticFiles/Future/{date[:4]}/{date}/FutureDataWhsheet.xlsx"
+    else:
+        url = f"http://www.czce.com.cn/cn/DFSStaticFiles/Future/{date[:4]}/{date}/FutureDataWhsheet.xls"
     headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.116 Safari/537.36"
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+                      "Chrome/83.0.4103.116 Safari/537.36"
     }
     r = requests.get(url, verify=False, headers=headers)
     temp_df = pd.read_excel(BytesIO(r.content))
@@ -39,8 +45,8 @@ def futures_czce_warehouse_receipt(date: str = "20200702") -> dict:
     index_list.append(len(temp_df))
     big_dict = {}
     for inner_index in range(len(index_list) - 1):
-        inner_df = temp_df[index_list[inner_index] : index_list[inner_index + 1]]
-        inner_key = re.findall(r"[a-zA-Z]+", inner_df.iloc[0, 0])[0]
+        inner_df = temp_df[index_list[inner_index]: index_list[inner_index + 1]]
+        inner_key = re.findall(pattern=r"[a-zA-Z]+", string=inner_df.iloc[0, 0])[0]
         inner_df = inner_df.iloc[1:, :]
         inner_df.dropna(axis=0, how="all", inplace=True)
         inner_df.dropna(axis=1, how="all", inplace=True)
@@ -51,60 +57,58 @@ def futures_czce_warehouse_receipt(date: str = "20200702") -> dict:
     return big_dict
 
 
-def futures_dce_warehouse_receipt(date: str = "20200702") -> dict:
+def futures_warehouse_receipt_dce(date: str = "20251027") -> pd.DataFrame:
     """
     大连商品交易所-行情数据-统计数据-日统计-仓单日报
-    http://www.dce.com.cn/dalianshangpin/xqsj/tjsj26/rtj/cdrb/index.html
+    http://www.dce.com.cn/dce/channel/list/187.html
     :param date: 交易日, e.g., "20200702"
     :type date: str
     :return: 指定日期的仓单日报数据
     :rtype: dict
     """
-    url = "http://www.dce.com.cn/publicweb/quotesdata/wbillWeeklyQuotes.html"
-    headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.116 Safari/537.36"
-    }
-    params = {
-        "wbillWeeklyQuotes.variety": "all",
-        "year": date[:4],
-        "month": str(int(date[4:6]) - 1),
-        "day": date[6:],
+    url = "http://www.dce.com.cn/dcereport/publicweb/dailystat/wbillWeeklyQuotes"
+    payload = {
+        "tradeDate": date,
+        "varietyId": "all",
     }
-    r = requests.get(url, params=params, headers=headers)
-    temp_df = pd.read_html(StringIO(r.text))[0]
-    index_list = temp_df[temp_df.iloc[:, 0].str.contains("小计") == 1].index.to_list()
-    index_list.insert(0, 0)
-    big_dict = {}
-    for inner_index in range(len(index_list) - 1):
-        if inner_index == 0:
-            temp_index = 0
-        else:
-            temp_index = index_list[inner_index] + 1
-        inner_df = temp_df[temp_index : index_list[inner_index + 1] + 1].copy()
-        inner_key = inner_df.iloc[0, 0]
-        inner_df.reset_index(inplace=True, drop=True)
-        inner_df.ffill(inplace=True)
-        # 填补 20240401 中开头没有品种的情况
-        if date == "20240401":
-            inner_df["品种"] = inner_df["品种"].fillna("玉米")
-            inner_key = inner_df.iloc[0, 0]
-        big_dict[inner_key] = inner_df
-    return big_dict
+    r = requests.post(url, json=payload)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['data']['entityList'])
+    temp_df.rename(columns={
+        "variety": "品种名称",
+        "whAbbr": "仓库/分库",
+        "deliveryAbbr": "可选提货地点/分库-数量",
+        "lastWbillQty": "昨日仓单量（手）",
+        "wbillQty": "今日仓单量（手）",
+        "diff": "增减（手）",
+        "varietyOrder": "品种代码",
+    }, inplace=True)
+    temp_df = temp_df[[
+        "品种代码",
+        "品种名称",
+        "仓库/分库",
+        "可选提货地点/分库-数量",
+        "昨日仓单量（手）",
+        "今日仓单量（手）",
+        "增减（手）",
+    ]]
+    return temp_df
 
 
 def futures_shfe_warehouse_receipt(date: str = "20200702") -> dict:
     """
     上海期货交易所指定交割仓库期货仓单日报
-    https://www.shfe.com.cn/statements/dataview.html?paramid=dailystock&paramdate=20200703
+    https://tsite.shfe.com.cn/statements/dataview.html?paramid=dailystock&paramdate=20200703
     :param date: 交易日, e.g., "20200702"
     :type date: str
     :return: 指定日期的仓单日报数据
     :rtype: dict
     """
     headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.116 Safari/537.36"
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+                      "Chrome/83.0.4103.116 Safari/537.36"
     }
-    url = f"http://www.shfe.com.cn/data/dailydata/{date}dailystock.dat"
+    url = f"https://www.shfe.com.cn/data/tradedata/future/dailydata/{date}dailystock.dat"
     if date >= "20140519":
         r = requests.get(url, headers=headers)
         data_json = r.json()
@@ -118,12 +122,12 @@ def futures_shfe_warehouse_receipt(date: str = "20200702") -> dict:
         for item in set(temp_df["VARNAME"]):
             big_dict[item] = temp_df[temp_df["VARNAME"] == item]
     else:
-        url = f"http://www.shfe.com.cn/data/dailydata/{date}dailystock.html"
+        url = f"https://www.shfe.com.cn/data/tradedata/future/dailydata/{date}dailystock.html"
         r = requests.get(url, headers=headers)
         temp_df = pd.read_html(StringIO(r.text))[0]
         index_list = temp_df[
             temp_df.iloc[:, 3].str.contains("单位：") == 1
-        ].index.to_list()
+            ].index.to_list()
         big_dict = {}
         for inner_index in range(len(index_list)):
             temp_index_start = index_list[inner_index]
@@ -155,7 +159,8 @@ def futures_gfex_warehouse_receipt(date: str = "20240122") -> dict:
     """
     url = "http://www.gfex.com.cn/u/interfacesWebTdWbillWeeklyQuotes/loadList"
     headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/83.0.4103.116 Safari/537.36"
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+                      "Chrome/83.0.4103.116 Safari/537.36"
     }
     payload = {"gen_date": date}
     r = requests.post(url=url, data=payload, headers=headers)
@@ -215,11 +220,11 @@ def futures_gfex_warehouse_receipt(date: str = "20240122") -> dict:
 
 
 if __name__ == "__main__":
-    czce_warehouse_receipt_df = futures_czce_warehouse_receipt(date="20151019")
-    print(czce_warehouse_receipt_df)
+    futures_warehouse_receipt_czce_df = futures_warehouse_receipt_czce(date="20251014")
+    print(futures_warehouse_receipt_czce_df)
 
-    futures_dce_warehouse_receipt_df = futures_dce_warehouse_receipt(date="20240401")
-    print(futures_dce_warehouse_receipt_df)
+    futures_warehouse_receipt_dce_df = futures_warehouse_receipt_dce(date="20251014")
+    print(futures_warehouse_receipt_dce_df)
 
     futures_shfe_warehouse_receipt_df = futures_shfe_warehouse_receipt(date="20200702")
     print(futures_shfe_warehouse_receipt_df)

akshare/futures/futures_zh_sina.py

@@ -13,7 +13,7 @@ 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.futures.cons import (
     zh_subscribe_exchange_symbol_url,
@@ -88,7 +88,7 @@ def futures_symbol_mark() -> pd.DataFrame:
     return temp_df
 
 
-def futures_zh_realtime(symbol: str = "白糖") -> pd.DataFrame:
+def futures_zh_realtime(symbol: str = "PTA") -> pd.DataFrame:
     """
     期货品种当前时刻所有可交易的合约实时数据
     https://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
@@ -612,7 +612,7 @@ def futures_zh_spot(
             return data_df
 
 
-def futures_zh_minute_sina(symbol: str = "IF2008", period: str = "5") -> pd.DataFrame:
+def futures_zh_minute_sina(symbol: str = "IF2008", period: str = "1") -> pd.DataFrame:
     """
     中国各品种期货分钟频率数据
     https://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_3
@@ -704,7 +704,7 @@ if __name__ == "__main__":
     futures_zh_realtime_df = futures_zh_realtime(symbol="工业硅")
     print(futures_zh_realtime_df)
 
-    futures_zh_minute_sina_df = futures_zh_minute_sina(symbol="SI2406", period="1")
+    futures_zh_minute_sina_df = futures_zh_minute_sina(symbol="RB0", period="1")
     print(futures_zh_minute_sina_df)
 
     futures_zh_daily_sina_df = futures_zh_daily_sina(symbol="RB0")