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

akshare/index/index_option_qvix.py

@@ -7,7 +7,22 @@ Desc: 50 ETF 期权波动率指数 QVIX
 http://1.optbbs.com/s/vix.shtml?50ETF
 http://1.optbbs.com/s/vix.shtml?300ETF
 """
+
 import pandas as pd
+from functools import lru_cache
+
+
+@lru_cache
+def __get_optbbs_daily() -> pd.DataFrame:
+    """
+    读取原始数据
+    http://1.optbbs.com/d/csv/d/k.csv
+    :return: 原始数据
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url, encoding="gbk")
+    return temp_df
 
 
 def index_option_50etf_qvix() -> pd.DataFrame:
@@ -17,8 +32,7 @@ def index_option_50etf_qvix() -> pd.DataFrame:
     :return: 50ETF 期权波动率指数 QVIX
     :rtype: pandas.DataFrame
     """
-    url = "http://1.optbbs.com/d/csv/d/k.csv"
-    temp_df = pd.read_csv(url).iloc[:, :5]
+    temp_df = __get_optbbs_daily().iloc[:, :5]
     temp_df.columns = [
         "date",
         "open",
@@ -26,11 +40,11 @@ def index_option_50etf_qvix() -> pd.DataFrame:
         "low",
         "close",
     ]
-    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
-    temp_df['open'] = pd.to_numeric(temp_df['open'], errors="coerce")
-    temp_df['high'] = pd.to_numeric(temp_df['high'], errors="coerce")
-    temp_df['low'] = pd.to_numeric(temp_df['low'], errors="coerce")
-    temp_df['close'] = pd.to_numeric(temp_df['close'], errors="coerce")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -47,7 +61,7 @@ def index_option_50etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df['qvix'] = pd.to_numeric(temp_df['qvix'], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -58,8 +72,7 @@ def index_option_300etf_qvix() -> pd.DataFrame:
     :return: 300 ETF 期权波动率指数 QVIX
     :rtype: pandas.DataFrame
     """
-    url = "http://1.optbbs.com/d/csv/d/k.csv"
-    temp_df = pd.read_csv(url).iloc[:, [0, 9, 10, 11, 12]]
+    temp_df = __get_optbbs_daily().iloc[:, [0, 9, 10, 11, 12]]
     temp_df.columns = [
         "date",
         "open",
@@ -67,11 +80,11 @@ def index_option_300etf_qvix() -> pd.DataFrame:
         "low",
         "close",
     ]
-    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
-    temp_df['open'] = pd.to_numeric(temp_df['open'], errors="coerce")
-    temp_df['high'] = pd.to_numeric(temp_df['high'], errors="coerce")
-    temp_df['low'] = pd.to_numeric(temp_df['low'], errors="coerce")
-    temp_df['close'] = pd.to_numeric(temp_df['close'], errors="coerce")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -88,7 +101,287 @@ def index_option_300etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df['qvix'] = pd.to_numeric(temp_df['qvix'], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_500etf_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 67, 68, 69, 70]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_500etf_min_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix500.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 71, 72, 73, 74]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_min_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixcyb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 83, 84, 85, 86]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_min_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixkcb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 75, 76, 77, 78]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_min_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix100.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 17, 18, 19, 20]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_min_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 25, 26, 27, 28]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_min_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex1000.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 79, 80, 81, 82]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_min_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix50index.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -104,3 +397,45 @@ if __name__ == "__main__":
 
     index_option_300etf_min_qvix_df = index_option_300etf_min_qvix()
     print(index_option_300etf_min_qvix_df)
+
+    index_option_500etf_qvix_df = index_option_500etf_qvix()
+    print(index_option_500etf_qvix_df)
+
+    index_option_500etf_min_qvix_df = index_option_500etf_min_qvix()
+    print(index_option_500etf_min_qvix_df)
+
+    index_option_cyb_qvix_df = index_option_cyb_qvix()
+    print(index_option_cyb_qvix_df)
+
+    index_option_cyb_min_qvix_df = index_option_cyb_min_qvix()
+    print(index_option_cyb_min_qvix_df)
+
+    index_option_kcb_qvix_df = index_option_kcb_qvix()
+    print(index_option_kcb_qvix_df)
+
+    index_option_kcb_min_qvix_df = index_option_kcb_min_qvix()
+    print(index_option_kcb_min_qvix_df)
+
+    index_option_100etf_qvix_df = index_option_100etf_qvix()
+    print(index_option_100etf_qvix_df)
+
+    index_option_100etf_min_qvix_df = index_option_100etf_min_qvix()
+    print(index_option_100etf_min_qvix_df)
+
+    index_option_300index_qvix_df = index_option_300index_qvix()
+    print(index_option_300index_qvix_df)
+
+    index_option_300index_min_qvix_df = index_option_300index_min_qvix()
+    print(index_option_300index_min_qvix_df)
+
+    index_option_1000index_qvix_df = index_option_1000index_qvix()
+    print(index_option_1000index_qvix_df)
+
+    index_option_1000index_min_qvix_df = index_option_1000index_min_qvix()
+    print(index_option_1000index_min_qvix_df)
+
+    index_option_50index_qvix_df = index_option_50index_qvix()
+    print(index_option_50index_qvix_df)
+
+    index_option_50index_min_qvix_df = index_option_50index_min_qvix()
+    print(index_option_50index_min_qvix_df)