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

akshare/futures_derivative/futures_contract_info_gfex.py

@@ -5,6 +5,7 @@ Date: 2024/2/28 16:00
 Desc: 广州期货交易所-业务/服务-合约信息
 http://www.gfex.com.cn/gfex/hyxx/ywcs.shtml
 """
+
 import pandas as pd
 import requests
 
@@ -16,45 +17,56 @@ def futures_contract_info_gfex() -> pd.DataFrame:
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"http://www.gfex.com.cn/u/interfacesWebTtQueryContractInfo/loadList"
+    url = "http://www.gfex.com.cn/u/interfacesWebTtQueryContractInfo/loadList"
     params = {
-        'variety': '',
-        'trade_type': '0',
+        "variety": "",
+        "trade_type": "0",
     }
     headers = {
-        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36'
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36"
     }
     r = requests.post(url, params=params, headers=headers)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json['data'])
-    temp_df.rename(columns={
-        'tradeType': "-",
-        'variety': "品种",
-        'varietyOrder': "-",
-        'contractId': "合约代码",
-        'unit': "交易单位",
-        'tick': "最小变动单位",
-        'startTradeDate': "开始交易日",
-        'endTradeDate': "最后交易日",
-        'endDeliveryDate0': "最后交割日",
-    }, inplace=True)
-    temp_df['交易单位'] = pd.to_numeric(temp_df['交易单位'], errors="coerce")
-    temp_df['最小变动单位'] = pd.to_numeric(temp_df['最小变动单位'], errors="coerce")
-    temp_df['开始交易日'] = pd.to_datetime(temp_df['开始交易日'], format="%Y%m%d", errors="coerce").dt.date
-    temp_df['最后交易日'] = pd.to_datetime(temp_df['最后交易日'], format="%Y%m%d", errors="coerce").dt.date
-    temp_df['最后交割日'] = pd.to_datetime(temp_df['最后交割日'], format="%Y%m%d", errors="coerce").dt.date
-    temp_df = temp_df[[
-        "品种",
-        "合约代码",
-        "交易单位",
-        "最小变动单位",
-        "开始交易日",
-        "最后交易日",
-        "最后交割日",
-    ]]
+    temp_df = pd.DataFrame(data_json["data"])
+    temp_df.rename(
+        columns={
+            "tradeType": "-",
+            "variety": "品种",
+            "varietyOrder": "-",
+            "contractId": "合约代码",
+            "unit": "交易单位",
+            "tick": "最小变动单位",
+            "startTradeDate": "开始交易日",
+            "endTradeDate": "最后交易日",
+            "endDeliveryDate0": "最后交割日",
+        },
+        inplace=True,
+    )
+    temp_df["交易单位"] = pd.to_numeric(temp_df["交易单位"], errors="coerce")
+    temp_df["最小变动单位"] = pd.to_numeric(temp_df["最小变动单位"], errors="coerce")
+    temp_df["开始交易日"] = pd.to_datetime(
+        temp_df["开始交易日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
+    temp_df["最后交易日"] = pd.to_datetime(
+        temp_df["最后交易日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
+    temp_df["最后交割日"] = pd.to_datetime(
+        temp_df["最后交割日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
+    temp_df = temp_df[
+        [
+            "品种",
+            "合约代码",
+            "交易单位",
+            "最小变动单位",
+            "开始交易日",
+            "最后交易日",
+            "最后交割日",
+        ]
+    ]
     return temp_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     futures_contract_info_gfex_df = futures_contract_info_gfex()
     print(futures_contract_info_gfex_df)

akshare/futures_derivative/futures_contract_info_ine.py

@@ -1,15 +1,16 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/28 19:00
+Date: 2024/11/30 19:00
 Desc: 上海国际能源交易中心-业务指南-交易参数汇总(期货)
 https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
 """
+
 import pandas as pd
 import requests
 
 
-def futures_contract_info_ine(date: str = "20240228") -> pd.DataFrame:
+def futures_contract_info_ine(date: str = "20241129") -> pd.DataFrame:
     """
     上海国际能源交易中心-业务指南-交易参数汇总(期货)
     https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
@@ -18,43 +19,51 @@ def futures_contract_info_ine(date: str = "20240228") -> pd.DataFrame:
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"https://www.ine.cn/data/instrument/ContractBaseInfo{date}.dat"
-    params = {
-        "rnd": "0.8312696798757147"
-    }
+    url = f"https://www.ine.cn/data/busiparamdata/future/ContractBaseInfo{date}.dat"
+    params = {"rnd": "0.8312696798757147"}
     headers = {
-        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36'
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/119.0.0.0 Safari/537.36"
     }
     r = requests.get(url, params=params, headers=headers)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json['ContractBaseInfo'])
-    temp_df.rename(columns={
-        'BASISPRICE': "挂牌基准价",
-        'ENDDELIVDATE': "最后交割日",
-        'EXPIREDATE': "到期日",
-        'INSTRUMENTID': "合约代码",
-        'OPENDATE': "上市日",
-        'STARTDELIVDATE': "开始交割日",
-        'TRADINGDAY': "交易日",
-    }, inplace=True)
-    temp_df = temp_df[[
-        "合约代码",
-        "上市日",
-        "到期日",
-        "开始交割日",
-        "最后交割日",
-        "挂牌基准价",
-        "交易日",
-    ]]
-    temp_df['上市日'] = pd.to_datetime(temp_df['上市日'], errors="coerce").dt.date
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'], errors="coerce").dt.date
-    temp_df['开始交割日'] = pd.to_datetime(temp_df['开始交割日'], errors="coerce").dt.date
-    temp_df['最后交割日'] = pd.to_datetime(temp_df['最后交割日'], errors="coerce").dt.date
-    temp_df['交易日'] = pd.to_datetime(temp_df['交易日'], errors="coerce").dt.date
-    temp_df['挂牌基准价'] = pd.to_numeric(temp_df['挂牌基准价'], errors="coerce")
+    temp_df = pd.DataFrame(data_json["ContractBaseInfo"])
+    temp_df.rename(
+        columns={
+            "BASISPRICE": "挂牌基准价",
+            "ENDDELIVDATE": "最后交割日",
+            "EXPIREDATE": "到期日",
+            "INSTRUMENTID": "合约代码",
+            "OPENDATE": "上市日",
+            "STARTDELIVDATE": "开始交割日",
+            "TRADINGDAY": "交易日",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约代码",
+            "上市日",
+            "到期日",
+            "开始交割日",
+            "最后交割日",
+            "挂牌基准价",
+            "交易日",
+        ]
+    ]
+    temp_df["上市日"] = pd.to_datetime(temp_df["上市日"], errors="coerce").dt.date
+    temp_df["到期日"] = pd.to_datetime(temp_df["到期日"], errors="coerce").dt.date
+    temp_df["开始交割日"] = pd.to_datetime(
+        temp_df["开始交割日"], errors="coerce"
+    ).dt.date
+    temp_df["最后交割日"] = pd.to_datetime(
+        temp_df["最后交割日"], errors="coerce"
+    ).dt.date
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    temp_df["挂牌基准价"] = pd.to_numeric(temp_df["挂牌基准价"], errors="coerce")
     return temp_df
 
 
-if __name__ == '__main__':
-    futures_contract_info_ine_df = futures_contract_info_ine(date="20240227")
+if __name__ == "__main__":
+    futures_contract_info_ine_df = futures_contract_info_ine(date="20241129")
     print(futures_contract_info_ine_df)

akshare/futures_derivative/futures_contract_info_shfe.py

@@ -1,25 +1,25 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/4/8 17:30
+Date: 2024/5/13 17:45
 Desc: 上海期货交易所-交易所服务-业务数据-交易参数汇总查询
-https://www.shfe.com.cn/bourseService/businessdata/summaryinquiry/
+https://tsite.shfe.com.cn/bourseService/businessdata/summaryinquiry/
 """
 
 import pandas as pd
 import requests
 
 
-def futures_contract_info_shfe(date: str = "20240227") -> pd.DataFrame:
+def futures_contract_info_shfe(date: str = "20240513") -> pd.DataFrame:
     """
     上海期货交易所-交易所服务-业务数据-交易参数汇总查询
-    https://www.shfe.com.cn/bourseService/businessdata/summaryinquiry/
+    https://tsite.shfe.com.cn/bourseService/businessdata/summaryinquiry/
     :param date: 查询日期; 交易日
     :type date: str
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"https://www.shfe.com.cn/data/instrument/ContractBaseInfo{date}.dat"
+    url = f"https://www.shfe.com.cn/data/busiparamdata/future/ContractBaseInfo{date}.dat"
     headers = {
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
         "Chrome/119.0.0.0 Safari/537.36"
@@ -36,7 +36,6 @@ def futures_contract_info_shfe(date: str = "20240227") -> pd.DataFrame:
             "OPENDATE": "上市日",
             "STARTDELIVDATE": "开始交割日",
             "TRADINGDAY": "交易日",
-            "UPDATE_DATE": "更新时间",
         },
         inplace=True,
     )
@@ -49,7 +48,6 @@ def futures_contract_info_shfe(date: str = "20240227") -> pd.DataFrame:
             "最后交割日",
             "挂牌基准价",
             "交易日",
-            "更新时间",
         ]
     ]
     temp_df["上市日"] = pd.to_datetime(temp_df["上市日"], errors="coerce").dt.date
@@ -62,9 +60,10 @@ def futures_contract_info_shfe(date: str = "20240227") -> pd.DataFrame:
     ).dt.date
     temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
     temp_df["挂牌基准价"] = pd.to_numeric(temp_df["挂牌基准价"], errors="coerce")
+    temp_df["更新时间"] = data_json['update_date']
     return temp_df
 
 
 if __name__ == "__main__":
-    futures_contract_info_shfe_df = futures_contract_info_shfe(date="20240422")
+    futures_contract_info_shfe_df = futures_contract_info_shfe(date="20250611")
     print(futures_contract_info_shfe_df)

akshare/futures_derivative/futures_cot_sina.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/25 15:30
-Desc: 新浪财经-商品期货-成交持仓
+Date: 2025/3/5 18:00
+Desc: 新浪财经-期货-成交持仓
 https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php
 """
+
 from io import StringIO
 
 import pandas as pd
@@ -12,10 +13,10 @@ import requests
 
 
 def futures_hold_pos_sina(
-        symbol: str = "成交量", contract: str = "IC2403", date: str = "20240223"
+    symbol: str = "成交量", contract: str = "OI2501", date: str = "20240223"
 ) -> pd.DataFrame:
     """
-    新浪财经-商品期货-成交持仓
+    新浪财经-期货-成交持仓
     https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php
     :param symbol: choice of {"成交量", "多单持仓", "空单持仓"}
     :type symbol: str
@@ -26,42 +27,50 @@ def futures_hold_pos_sina(
     :return: 成交持仓
     :rtype: pandas.DataFrame
     """
-    date = '-'.join([date[:4], date[4:6], date[6:]])
-    url = "https://vip.stock.finance.sina.com.cn/q/view/vCffex_Positions_cjcc.php"
-    params = {"symbol": contract, "date": date}
+    date = "-".join([date[:4], date[4:6], date[6:]])
+    url = "https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php"
+    params = {"t_breed": contract, "t_date": date}
     r = requests.get(url, params=params)
     if symbol == "成交量":
         temp_df = pd.read_html(StringIO(r.text))[2].iloc[:-1, :]
-        temp_df['名次'] = pd.to_numeric(temp_df['名次'], errors="coerce")
-        temp_df['成交量'] = pd.to_numeric(temp_df['成交量'], errors="coerce")
-        temp_df['比上交易增减'] = pd.to_numeric(temp_df['比上交易增减'], errors="coerce")
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
+        temp_df["比上交易增减"] = pd.to_numeric(
+            temp_df["比上交易增减"], errors="coerce"
+        )
         return temp_df
     elif symbol == "多单持仓":
         temp_df = pd.read_html(StringIO(r.text))[3].iloc[:-1, :]
-        temp_df['名次'] = pd.to_numeric(temp_df['名次'], errors="coerce")
-        temp_df['多单持仓'] = pd.to_numeric(temp_df['多单持仓'], errors="coerce")
-        temp_df['比上交易增减'] = pd.to_numeric(temp_df['比上交易增减'], errors="coerce")
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["多单持仓"] = pd.to_numeric(temp_df["多单持仓"], errors="coerce")
+        temp_df["比上交易增减"] = pd.to_numeric(
+            temp_df["比上交易增减"], errors="coerce"
+        )
         return temp_df
     elif symbol == "空单持仓":
         temp_df = pd.read_html(StringIO(r.text))[4].iloc[:-1, :]
-        temp_df['名次'] = pd.to_numeric(temp_df['名次'], errors="coerce")
-        temp_df['空单持仓'] = pd.to_numeric(temp_df['空单持仓'], errors="coerce")
-        temp_df['比上交易增减'] = pd.to_numeric(temp_df['比上交易增减'], errors="coerce")
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["空单持仓"] = pd.to_numeric(temp_df["空单持仓"], errors="coerce")
+        temp_df["比上交易增减"] = pd.to_numeric(
+            temp_df["比上交易增减"], errors="coerce"
+        )
         return temp_df
+    else:
+        raise ValueError("请输入正确的 symbol 参数")
 
 
 if __name__ == "__main__":
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="成交量", contract="IC2403", date="20240223"
+        symbol="成交量", contract="IC2403", date="20240203"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="多单持仓", contract="IC2403", date="20240223"
+        symbol="多单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="空单持仓", contract="IC2403", date="20240223"
+        symbol="空单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)

akshare/futures_derivative/futures_index_sina.py

@@ -5,6 +5,7 @@ Date: 2024/3/1 23:00
 Desc: 新浪财经-期货的主力合约数据
 https://finance.sina.com.cn/futuremarket/index.shtml
 """
+
 from io import StringIO
 
 import pandas as pd
@@ -30,7 +31,9 @@ def zh_subscribe_exchange_symbol(symbol: str = "dce") -> pd.DataFrame:
     r = requests.get(zh_subscribe_exchange_symbol_url)
     r.encoding = "gb2312"
     data_text = r.text
-    data_json = demjson.decode(data_text[data_text.find("{"): data_text.find("};") + 1])
+    data_json = demjson.decode(
+        data_text[data_text.find("{") : data_text.find("};") + 1]
+    )
     if symbol == "czce":
         data_json["czce"].remove("郑州商品交易所")
         return pd.DataFrame(data_json["czce"])
@@ -68,14 +71,14 @@ def match_main_contract(symbol: str = "shfe") -> pd.DataFrame:
         data_df = pd.DataFrame(data_json)
         try:
             main_contract = data_df[
-                                data_df["name"].str.contains("连续")
-                                & data_df["symbol"]
-                                  .str.extract(r"([\w])(\d)")
-                                  .iloc[:, 1]
-                                .str.contains("0")
-                                ].iloc[0, :3]
+                data_df["name"].str.contains("连续")
+                & data_df["symbol"]
+                .str.extract(r"([\w])(\d)")
+                .iloc[:, 1]
+                .str.contains("0")
+            ].iloc[0, :3]
             subscribe_list.append(main_contract)
-        except:
+        except:  # noqa: E722
             # print(item, "无主力连续合约")
             continue
     # print("主力连续合约获取成功")
@@ -98,9 +101,9 @@ def futures_display_main_sina() -> pd.DataFrame:
 
 
 def futures_main_sina(
-        symbol: str = "V0",
-        start_date: str = "19900101",
-        end_date: str = "22220101",
+    symbol: str = "V0",
+    start_date: str = "19900101",
+    end_date: str = "22220101",
 ) -> pd.DataFrame:
     """
     新浪财经-期货-主力连续日数据
@@ -119,9 +122,18 @@ def futures_main_sina(
     url = f"https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_{symbol}{trade_date}=/InnerFuturesNewService.getDailyKLine?symbol={symbol}&_={trade_date}"
     r = requests.get(url)
     data_text = r.text
-    data_json = data_text[data_text.find("([") + 1: data_text.rfind("])") + 1]
+    data_json = data_text[data_text.find("([") + 1 : data_text.rfind("])") + 1]
     temp_df = pd.read_json(StringIO(data_json))
-    temp_df.columns = ["日期", "开盘价", "最高价", "最低价", "收盘价", "成交量", "持仓量", "动态结算价"]
+    temp_df.columns = [
+        "日期",
+        "开盘价",
+        "最高价",
+        "最低价",
+        "收盘价",
+        "成交量",
+        "持仓量",
+        "动态结算价",
+    ]
     temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
     temp_df.set_index(keys=["日期"], inplace=True)
     temp_df.index = pd.to_datetime(temp_df.index)

akshare/fx/cons.py

@@ -4,15 +4,20 @@
 Date: 2019/10/20 10:58
 Desc: 外汇配置文件
 """
+
 # headers
 SHORT_HEADERS = {
-    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.91 Safari/537.36'
+    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.91 Safari/537.36"
 }
 # url
-FX_SPOT_URL = "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sp-quot.json"
-FX_SWAP_URL = "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sw-quot.json"
-FX_PAIR_URL = "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/cpair-quot.json"
+FX_SPOT_URL = (
+    "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sp-quot.json"
+)
+FX_SWAP_URL = (
+    "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sw-quot.json"
+)
+FX_PAIR_URL = (
+    "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/cpair-quot.json"
+)
 # payload
-SPOT_PAYLOAD = {
-    "t": {}
-}
+SPOT_PAYLOAD = {"t": {}}