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

akshare/fx/currency_investing.py

@@ -1,229 +1,29 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2022/8/8 20:33
+Date: 2024/6/26 15:33
 Desc: 英为财情-外汇-货币对历史数据
 https://cn.investing.com/currencies/
 https://cn.investing.com/currencies/eur-usd-historical-data
 """
-import json
 
 import pandas as pd
 import requests
 from bs4 import BeautifulSoup
-from tqdm import tqdm
+from akshare.utils.tqdm import get_tqdm
 
-from akshare.index.cons import short_headers
 
-
-def _currency_name_url() -> dict:
-    """
-    货币键值对
-    :return: 货币键值对
-    :rtype: dict
-    """
-    url = "https://cn.investing.com/currencies/"
-    res = requests.post(url, headers=short_headers)
-    data_table = pd.read_html(res.text)[0].iloc[:, 1:]  # 实时货币行情
-    data_table.columns = ["中文名称", "英文名称", "最新", "最高", "最低", "涨跌额", "涨跌幅", "时间"]
-    name_code_dict = dict(
-        zip(
-            data_table["中文名称"].tolist(),
-            [
-                item.lower().replace("/", "-")
-                for item in data_table["英文名称"].tolist()
-            ],
-        )
-    )
-    return name_code_dict
-
-
-def currency_hist_area_index_name_code(symbol: str = "usd-jpy") -> dict:
-    """
-    指定 symbol 的所有指数和代码
-    https://cn.investing.com/indices/
-    :param symbol: 指定的国家或地区；ak._get_global_country_name_url() 函数返回的国家或地区的名称
-    :type symbol: str
-    :return: 指定 area 的所有指数和代码
-    :rtype: dict
-    """
-    pd.set_option("mode.chained_assignment", None)
-    url = f"https://cn.investing.com/currencies/{symbol}-historical-data"
-    r = requests.get(url)
-    soup = BeautifulSoup(r.text, "lxml")
-    data_text = soup.find("script", attrs={"id": "__NEXT_DATA__"}).text
-    data_json = json.loads(data_text)
-    code = json.loads(data_json["props"]["pageProps"]["state"])["dataStore"][
-        "pageInfoStore"
-    ]["identifiers"]["instrument_id"]
-    return code
-
-
-def currency_hist(
-    symbol: str = "usd-jpy",
-    period: str = "每日",
-    start_date: str = "20030101",
-    end_date: str = "20220808",
-) -> pd.DataFrame:
-    """
-    外汇历史数据, 注意获取数据区间的长短, 输入任意货币对, 具体能否获取, 通过 currency_name_code_dict 查询
-    https://www.investing.com/
-    :param symbol: 货币对
-    :type symbol: str
-    :param period: choice of {"每日", "每周", "每月"}
-    :type period: str
-    :param start_date: 日期
-    :type start_date: str
-    :param end_date: 日期
-    :type end_date: str
-    :return: 货币对历史数据
-    :rtype: pandas.DataFrame
-    """
-    start_date = "-".join([start_date[:4], start_date[4:6], start_date[6:]])
-    end_date = "-".join([end_date[:4], end_date[4:6], end_date[6:]])
-    code = currency_hist_area_index_name_code(symbol)
-    url = f"https://api.investing.com/api/financialdata/historical/{code}"
-    period_map = {"每日": "Daily", "每周": "Weekly", "每月": "Monthly"}
-    params = {
-        "start-date": start_date,
-        "end-date": end_date,
-        "time-frame": period_map[period],
-        "add-missing-rows": "false",
-    }
-    headers = {
-        "accept": "application/json, text/plain, */*",
-        "accept-encoding": "gzip, deflate, br",
-        "accept-language": "zh-CN,zh;q=0.9,en;q=0.8",
-        "cache-control": "no-cache",
-        "domain-id": "cn",
-        "origin": "https://cn.investing.com",
-        "pragma": "no-cache",
-        "referer": "https://cn.investing.com/",
-        "sec-ch-ua": '"Google Chrome";v="105", "Not)A;Brand";v="8", "Chromium";v="105"',
-        "sec-ch-ua-mobile": '"?0"',
-        "sec-ch-ua-platform": '"Windows"',
-        "sec-fetch-dest": "empty",
-        "sec-fetch-mode": "cors",
-        "sec-fetch-site": "same-site",
-        "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/105.0.0.0 Safari/537.36",
-    }
-    r = requests.get(url, params=params, headers=headers)
-    data_json = r.json()
-    df_data = pd.DataFrame(data_json["data"])
-    df_data.columns = [
-        "-",
-        "-",
-        "-",
-        "日期",
-        "-",
-        "-",
-        "-",
-        "-",
-        "-",
-        "交易量",
-        "-",
-        "收盘",
-        "开盘",
-        "高",
-        "低",
-        "涨跌幅",
-    ]
-    df_data = df_data[["日期", "收盘", "开盘", "高", "低", "交易量", "涨跌幅"]]
-    df_data["日期"] = pd.to_datetime(df_data["日期"]).dt.date
-    df_data["收盘"] = pd.to_numeric(df_data["收盘"])
-    df_data["开盘"] = pd.to_numeric(df_data["开盘"])
-    df_data["高"] = pd.to_numeric(df_data["高"])
-    df_data["低"] = pd.to_numeric(df_data["低"])
-    df_data["交易量"] = pd.to_numeric(df_data["交易量"])
-    df_data["涨跌幅"] = pd.to_numeric(df_data["涨跌幅"])
-    df_data.sort_values("日期", inplace=True)
-    df_data.reset_index(inplace=True, drop=True)
-    return df_data
-
-
-def _currency_single() -> pd.DataFrame:
-    """
-    英为财情-外汇-单种货币兑换汇率-单种货币列表
-    :return: 单种货币列表
-    :rtype: pandas.DataFrame
-    """
-    url = "https://cn.investing.com/currencies/single-currency-crosses"
-    res = requests.post(url, headers=short_headers)
-    soup = BeautifulSoup(res.text, "lxml")
-    name_url_option_list = soup.find(
-        "select", attrs={"class": "newInput selectBox"}
-    ).find_all("option")
-    temp_df = pd.DataFrame(
-        [item.get_text().split("-", 1) for item in name_url_option_list]
-    )
-    temp_df.columns = ["short_name", "name"]
-    temp_df["short_name"] = temp_df["short_name"].str.strip()
-    temp_df["name"] = temp_df["name"].str.strip()
-    temp_df["code"] = [item["value"] for item in name_url_option_list]
-    return temp_df
-
-
-def currency_name_code(symbol: str = "usd/jpy") -> pd.DataFrame:
+def currency_pair_map(symbol: str = "美元") -> pd.DataFrame:
     """
-    当前所有可兑换货币对
-    :param symbol: "usd/jpy"
+    指定货币的所有可获取货币对的数据
+    https://cn.investing.com/currencies/cny-jmd
+    :param symbol: 指定货币
     :type symbol: str
-    :return: 中英文货币对
+    :return: 指定货币的所有可获取货币对的数据
     :rtype: pandas.DataFrame
-                  name     code
-    0        欧元/美元  eur-usd
-    1        英镑/美元  gbp-usd
-    2        美元/日元  usd-jpy
-    3      美元/瑞士法郎  usd-chf
-    4     澳大利亚元/美元  aud-usd
-    ..         ...      ...
-    268    日元/新加坡元  jpy-sgd
-    269  科威特第纳尔/日元  kwd-jpy
-    270  日元/白俄罗斯卢布  jpy-byn
-    271  日元/乌克兰赫里纳  jpy-uah
-    272   日元/土耳其里拉  jpy-try
     """
-    symbol = symbol.upper()
-    currency_df = _currency_single()
-    url = "https://cn.investing.com/currencies/Service/ChangeCurrency"
-    params = {
-        "session_uniq_id": "53bee677662a2336ec07b40738753fc1",
-        "currencies": currency_df[
-            currency_df["short_name"] == symbol.split("/")[0]
-        ]["code"].values[0],
-    }
-    headers = {
-        "Accept": "application/json, text/javascript, */*; q=0.01",
-        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
-        "Cache-Control": "no-cache",
-        "Connection": "keep-alive",
-        "Host": "cn.investing.com",
-        "Pragma": "no-cache",
-        "Referer": "https://cn.investing.com/currencies/single-currency-crosses",
-        "Sec-Fetch-Mode": "cors",
-        "Sec-Fetch-Site": "same-origin",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36",
-        "X-Requested-With": "XMLHttpRequest",
-    }
-    r = requests.get(url, params=params, headers=headers)
-    temp_df = pd.read_html(r.json()["HTML"])[0].iloc[:, 1:]
-    temp_df.rename(columns={"名称.1": "简称"}, inplace=True)
-    temp_df["pids"] = [item[:-1] for item in r.json()["pids"]]
-    name_code_dict_one = dict(
-        zip(
-            temp_df["名称"].tolist(),
-            [
-                item.lower().replace("/", "-")
-                for item in temp_df["简称"].tolist()
-            ],
-        )
-    )
-    params = {
-        "session_uniq_id": "53bee677662a2336ec07b40738753fc1",
-        "currencies": currency_df[
-            currency_df["short_name"] == symbol.split("/")[1]
-        ]["code"].values[0],
-    }
+    region_code = []
+    region_name = []
     headers = {
         "Accept": "application/json, text/javascript, */*; q=0.01",
         # "Accept-Encoding": "gzip, deflate, br",
@@ -235,64 +35,21 @@ def currency_name_code(symbol: str = "usd/jpy") -> pd.DataFrame:
         "Referer": "https://cn.investing.com/currencies/single-currency-crosses",
         "Sec-Fetch-Mode": "cors",
         "Sec-Fetch-Site": "same-origin",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/79.0.3945.130 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
     }
-    r = requests.get(url, params=params, headers=headers)
-    temp_df = pd.read_html(r.json()["HTML"])[0].iloc[:, 1:]
-    temp_df.rename(columns={"名称.1": "简称"}, inplace=True)
-    temp_df["pids"] = [item[:-1] for item in r.json()["pids"]]
-    name_code_dict_two = dict(
-        zip(
-            temp_df["名称"].tolist(),
-            [
-                item.lower().replace("/", "-")
-                for item in temp_df["简称"].tolist()
-            ],
-        )
-    )
-    name_code_dict_one.update(name_code_dict_two)
-    temp_df = pd.DataFrame.from_dict(
-        name_code_dict_one, orient="index"
-    ).reset_index()
-    temp_df.columns = ["name", "code"]
-    return temp_df
-
-
-def currency_pair_map(symbol: str = "美元") -> pd.DataFrame:
-    """
-    指定货币的所有可获取货币对的数据
-    https://cn.investing.com/currencies/cny-jmd
-    :param symbol: 指定货币
-    :type symbol: str
-    :return: 指定货币的所有可获取货币对的数据
-    :rtype: pandas.DataFrame
-    """
-    region_code = []
-    region_name = []
 
     def has_data_sml_id_but_no_id(tag):
         return tag.has_attr("data-sml-id") and not tag.has_attr("title")
 
+    tqdm = get_tqdm()
     for region_id in tqdm(["4", "1", "8", "7", "6"], leave=False):
         url = "https://cn.investing.com/currencies/Service/region"
         params = {"region_ID": region_id, "currency_ID": "false"}
-        headers = {
-            "Accept": "application/json, text/javascript, */*; q=0.01",
-            # "Accept-Encoding": "gzip, deflate, br",
-            "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
-            "Cache-Control": "no-cache",
-            "Connection": "keep-alive",
-            "Host": "cn.investing.com",
-            "Pragma": "no-cache",
-            "Referer": "https://cn.investing.com/currencies/single-currency-crosses",
-            "Sec-Fetch-Mode": "cors",
-            "Sec-Fetch-Site": "same-origin",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36",
-            "X-Requested-With": "XMLHttpRequest",
-        }
+
         r = requests.get(url, params=params, headers=headers)
-        soup = BeautifulSoup(r.text, "lxml")
+        soup = BeautifulSoup(r.text, features="lxml")
         region_code.extend(
             [
                 item["continentid"] + "-" + region_id
@@ -300,10 +57,7 @@ def currency_pair_map(symbol: str = "美元") -> pd.DataFrame:
             ]
         )
         region_name.extend(
-            [
-                item.find("i").text
-                for item in soup.find_all(has_data_sml_id_but_no_id)
-            ]
+            [item.find("i").text for item in soup.find_all(has_data_sml_id_but_no_id)]
         )
 
     name_id_map = dict(zip(region_name, region_code))
@@ -313,34 +67,14 @@ def currency_pair_map(symbol: str = "美元") -> pd.DataFrame:
         "currency_ID": name_id_map[symbol].split("-")[0],
     }
     r = requests.get(url, params=params, headers=headers)
-    soup = BeautifulSoup(r.text, "lxml")
+    soup = BeautifulSoup(r.text, features="lxml")
 
-    temp_code = [
-        item["href"].split("/")[-1] for item in soup.find_all("a")
-    ]  # need
-    temp_name = [
-        item["title"].replace(" ", "-") for item in soup.find_all("a")
-    ]
-    temp_df = pd.DataFrame([temp_name, temp_code], index=["name", "code"]).T
+    temp_code = [item["href"].split("/")[-1] for item in soup.find_all("a")]  # need
+    temp_name = [item["title"].replace(" ", "-") for item in soup.find_all("a")]
+    temp_df = pd.DataFrame(data=[temp_name, temp_code], index=["name", "code"]).T
     return temp_df
 
 
 if __name__ == "__main__":
-    currency_hist_area_index_name_code_df = currency_hist_area_index_name_code(
-        symbol="usd-jpy"
-    )
-    print(currency_hist_area_index_name_code_df)
-
     currency_pair_map_df = currency_pair_map(symbol="人民币")
     print(currency_pair_map_df)
-
-    currency_name_code_df = currency_name_code(symbol="cny/dkk")
-    print(currency_name_code_df)
-
-    currency_hist_df = currency_hist(
-        symbol="usd-jpy",
-        period="每日",
-        start_date="20050101",
-        end_date="20220808",
-    )
-    print(currency_hist_df)

akshare/fx/fx_c_swap_cm.py

@@ -0,0 +1,62 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2025/9/9 14:57
+Desc: 中国外汇交易中心暨全国银行间同业拆借中心-基准-外汇市场-外汇掉期曲线-外汇掉漆 C-Swap 定盘曲线
+https://www.chinamoney.org.cn/chinese/bkcurvfsw
+"""
+
+import ssl
+
+import pandas as pd
+import requests
+from requests.adapters import HTTPAdapter
+
+
+class LegacySSLAdapter(HTTPAdapter):
+    def init_poolmanager(self, *args, **kwargs):
+        context = ssl.create_default_context()
+        # 允许不安全的 legacy renegotiation
+        context.options |= ssl.OP_LEGACY_SERVER_CONNECT
+        kwargs['ssl_context'] = context
+        return super().init_poolmanager(*args, **kwargs)
+
+
+def fx_c_swap_cm():
+    """
+    中国外汇交易中心暨全国银行间同业拆借中心-基准-外汇市场-外汇掉期曲线-外汇掉期 C-Swap 定盘曲线
+    https://www.chinamoney.org.cn/chinese/bkcurvfsw
+    :return: 外汇掉期 C-Swap 定盘曲线
+    :rtype: pandas.DataFrame
+    """
+    session = requests.Session()
+    session.mount(prefix='https://', adapter=LegacySSLAdapter())
+    url = "https://www.chinamoney.org.cn/r/cms/www/chinamoney/data/fx/fx-c-sw-curv-USD.CNY.json"
+    payload = {
+        "t": "1757402201554",
+    }
+    r = session.post(url, data=payload)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['records'])
+    temp_df.rename(columns={
+        "curveTime": "日期时间",
+        "tenor": "期限品种",
+        "swapPnt": "掉期点(Pips)",
+        "dataSource": "掉期点数据源",
+        "swapAllPrc": "全价汇率",
+    }, inplace=True)
+    temp_df = temp_df[[
+        "日期时间",
+        "期限品种",
+        "掉期点(Pips)",
+        "掉期点数据源",
+        "全价汇率",
+    ]]
+    temp_df["掉期点(Pips)"] = pd.to_numeric(temp_df["掉期点(Pips)"], errors='coerce')
+    temp_df["全价汇率"] = pd.to_numeric(temp_df["全价汇率"], errors='coerce')
+    return temp_df
+
+
+if __name__ == '__main__':
+    fx_c_swap_cm_df = fx_c_swap_cm()
+    print(fx_c_swap_cm_df)

akshare/fx/fx_quote.py

@@ -7,6 +7,7 @@ Desc: 中国外汇交易中心暨全国银行间同业拆借中心-市场数据-
 人民币外汇远掉报价: fx_swap_quote
 外币对即期报价: fx_pair_quote
 """
+
 import time
 
 import pandas as pd
@@ -49,7 +50,7 @@ def fx_swap_quote() -> pd.DataFrame:
     中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-债券市场行情-人民币外汇远掉报价
     https://www.chinamoney.com.cn/chinese/index.html
     :return: 人民币外汇远掉报价
-    :return: pandas.DataFrame
+    :rtype: pandas.DataFrame
     """
     payload = {"t": str(int(round(time.time() * 1000)))}
     res = requests.post(FX_SWAP_URL, data=payload, headers=SHORT_HEADERS)
@@ -82,7 +83,7 @@ def fx_pair_quote() -> pd.DataFrame:
     中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-债券市场行情-外币对即期报价
     http://www.chinamoney.com.cn/chinese/mkdatapfx/
     :return: 外币对即期报价
-    :return: pandas.DataFrame
+    :rtype: pandas.DataFrame
     """
     payload = {"t": str(int(round(time.time() * 1000)))}
     res = requests.post(FX_PAIR_URL, data=payload, headers=SHORT_HEADERS)

akshare/fx/fx_quote_baidu.py

@@ -5,6 +5,7 @@ Date: 2023/3/5 18:12
 Desc: 百度股市通-外汇-行情榜单
 https://gushitong.baidu.com/top/foreign-common-%E5%B8%B8%E7%94%A8
 """
+
 import http.client
 import json
 import urllib
@@ -59,7 +60,7 @@ def fx_quote_baidu(symbol: str = "人民币") -> pd.DataFrame:
             big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"].str.strip("%")) / 100
             out_df = pd.concat([out_df, big_df], ignore_index=True)
             num = num + 20
-        except:
+        except:  # noqa: E722
             break
     return out_df
 

akshare/hf/__init__.py

@@ -2,5 +2,5 @@
 # -*- coding:utf-8 -*-
 """
 Date: 2020/4/21 15:33
-Desc: 
+Desc:
 """

akshare/hf/hf_sp500.py

@@ -7,6 +7,7 @@ https://github.com/FutureSharks/financial-data
 long history data for S&P 500 index daily
 http://www.econ.yale.edu/~shiller/data.htm
 """
+
 import pandas as pd
 
 
@@ -21,15 +22,15 @@ def hf_sp_500(year: str = "2017") -> pd.DataFrame:
     url = f"https://github.com/FutureSharks/financial-data/raw/master/pyfinancialdata/data/stocks/histdata/SPXUSD/DAT_ASCII_SPXUSD_M1_{year}.csv"
     temp_df = pd.read_table(url, header=None, sep=";")
     temp_df.columns = ["date", "open", "high", "low", "close", "price"]
-    temp_df['date'] = pd.to_datetime(temp_df['date']).dt.date
-    temp_df['open'] = pd.to_numeric(temp_df['open'])
-    temp_df['high'] = pd.to_numeric(temp_df['high'])
-    temp_df['low'] = pd.to_numeric(temp_df['low'])
-    temp_df['close'] = pd.to_numeric(temp_df['close'])
-    temp_df['price'] = pd.to_numeric(temp_df['price'])
+    temp_df["date"] = pd.to_datetime(temp_df["date"]).dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"])
+    temp_df["high"] = pd.to_numeric(temp_df["high"])
+    temp_df["low"] = pd.to_numeric(temp_df["low"])
+    temp_df["close"] = pd.to_numeric(temp_df["close"])
+    temp_df["price"] = pd.to_numeric(temp_df["price"])
     return temp_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     hf_sp_500_df = hf_sp_500(year="2017")
     print(hf_sp_500_df)