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

akshare/option/option_commodity_sina.py

@@ -5,6 +5,7 @@ Date: 2022/1/23 10:21
 Desc: 新浪财经-商品期权
 https://stock.finance.sina.com.cn/futures/view/optionsDP.php
 """
+
 import pandas as pd
 import requests
 from bs4 import BeautifulSoup
@@ -21,9 +22,7 @@ def option_commodity_contract_sina(symbol: str = "玉米期权") -> pd.DataFrame
     :return: e.g., {'黄金期权': ['au2012', 'au2008', 'au2010', 'au2104', 'au2102', 'au2106', 'au2108']}
     :rtype: dict
     """
-    url = (
-        "https://stock.finance.sina.com.cn/futures/view/optionsDP.php/pg_o/dce"
-    )
+    url = "https://stock.finance.sina.com.cn/futures/view/optionsDP.php/pg_o/dce"
     r = requests.get(url)
     soup = BeautifulSoup(r.text, "lxml")
     url_list = [
@@ -36,20 +35,15 @@ def option_commodity_contract_sina(symbol: str = "玉米期权") -> pd.DataFrame
         for item in soup.find_all("li", attrs={"class": "active"})
         if item.find("a") is not None
     ]
-    comm_list_dict = {
-        key: value for key, value in zip(commodity_list, url_list)
-    }
+    comm_list_dict = {key: value for key, value in zip(commodity_list, url_list)}
     url = "https://stock.finance.sina.com.cn" + comm_list_dict[symbol]
     r = requests.get(url)
     soup = BeautifulSoup(r.text, "lxml")
     symbol = (
-        soup.find(attrs={"id": "option_symbol"})
-        .find(attrs={"class": "selected"})
-        .text
+        soup.find(attrs={"id": "option_symbol"}).find(attrs={"class": "selected"}).text
     )
     contract = [
-        item.text
-        for item in soup.find(attrs={"id": "option_suffix"}).find_all("li")
+        item.text for item in soup.find(attrs={"id": "option_suffix"}).find_all("li")
     ]
     temp_df = pd.DataFrame({symbol: contract})
     temp_df.reset_index(inplace=True)
@@ -71,9 +65,7 @@ def option_commodity_contract_table_sina(
     :return: 合约实时行情
     :rtype: pandas.DataFrame
     """
-    url = (
-        "https://stock.finance.sina.com.cn/futures/view/optionsDP.php/pg_o/dce"
-    )
+    url = "https://stock.finance.sina.com.cn/futures/view/optionsDP.php/pg_o/dce"
     r = requests.get(url)
     soup = BeautifulSoup(r.text, "lxml")
     url_list = [
@@ -86,9 +78,7 @@ def option_commodity_contract_table_sina(
         for item in soup.find_all("li", attrs={"class": "active"})
         if item.find("a") is not None
     ]
-    comm_list_dict = {
-        key: value for key, value in zip(commodity_list, url_list)
-    }
+    comm_list_dict = {key: value for key, value in zip(commodity_list, url_list)}
     url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/OptionService.getOptionData"
     params = {
         "type": "futures",
@@ -122,18 +112,26 @@ def option_commodity_contract_table_sina(
     ]
     temp_df["看涨合约-买量"] = pd.to_numeric(temp_df["看涨合约-买量"], errors="coerce")
     temp_df["看涨合约-买价"] = pd.to_numeric(temp_df["看涨合约-买价"], errors="coerce")
-    temp_df["看涨合约-最新价"] = pd.to_numeric(temp_df["看涨合约-最新价"], errors="coerce")
+    temp_df["看涨合约-最新价"] = pd.to_numeric(
+        temp_df["看涨合约-最新价"], errors="coerce"
+    )
     temp_df["看涨合约-卖价"] = pd.to_numeric(temp_df["看涨合约-卖价"], errors="coerce")
     temp_df["看涨合约-卖量"] = pd.to_numeric(temp_df["看涨合约-卖量"], errors="coerce")
-    temp_df["看涨合约-持仓量"] = pd.to_numeric(temp_df["看涨合约-持仓量"], errors="coerce")
+    temp_df["看涨合约-持仓量"] = pd.to_numeric(
+        temp_df["看涨合约-持仓量"], errors="coerce"
+    )
     temp_df["看涨合约-涨跌"] = pd.to_numeric(temp_df["看涨合约-涨跌"], errors="coerce")
     temp_df["行权价"] = pd.to_numeric(temp_df["行权价"], errors="coerce")
     temp_df["看跌合约-买量"] = pd.to_numeric(temp_df["看跌合约-买量"], errors="coerce")
     temp_df["看跌合约-买价"] = pd.to_numeric(temp_df["看跌合约-买价"], errors="coerce")
-    temp_df["看跌合约-最新价"] = pd.to_numeric(temp_df["看跌合约-最新价"], errors="coerce")
+    temp_df["看跌合约-最新价"] = pd.to_numeric(
+        temp_df["看跌合约-最新价"], errors="coerce"
+    )
     temp_df["看跌合约-卖价"] = pd.to_numeric(temp_df["看跌合约-卖价"], errors="coerce")
     temp_df["看跌合约-卖量"] = pd.to_numeric(temp_df["看跌合约-卖量"], errors="coerce")
-    temp_df["看跌合约-持仓量"] = pd.to_numeric(temp_df["看跌合约-持仓量"], errors="coerce")
+    temp_df["看跌合约-持仓量"] = pd.to_numeric(
+        temp_df["看跌合约-持仓量"], errors="coerce"
+    )
     temp_df["看跌合约-涨跌"] = pd.to_numeric(temp_df["看跌合约-涨跌"], errors="coerce")
     return temp_df
 
@@ -170,12 +168,10 @@ if __name__ == "__main__":
     )
     print(option_commodity_contract_sina_df)
 
-    option_commodity_contract_table_sina_df = (
-        option_commodity_contract_table_sina(symbol="棉花期权", contract="cf2301")
+    option_commodity_contract_table_sina_df = option_commodity_contract_table_sina(
+        symbol="棉花期权", contract="cf2301"
     )
     print(option_commodity_contract_table_sina_df)
 
-    option_commodity_hist_sina_df = option_commodity_hist_sina(
-        symbol="cf2301P21600"
-    )
+    option_commodity_hist_sina_df = option_commodity_hist_sina(symbol="cf2301P21600")
     print(option_commodity_hist_sina_df)

akshare/option/option_contract_info_ctp.py

@@ -0,0 +1,63 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2025/10/30 17:40
+Desc: openctp-合约信息接口
+http://openctp.cn/instruments.html
+"""
+
+import pandas as pd
+import requests
+
+
+def option_contract_info_ctp() -> pd.DataFrame:
+    """
+    openctp-合约信息接口-期权合约
+    http://openctp.cn/instruments.html
+    :return: 期权合约信息
+    :rtype: pandas.DataFrame
+    """
+    url = "http://dict.openctp.cn/instruments?types=option"
+    r = requests.get(url)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['data'])
+
+    # 字段映射：英文字段名 -> 中文字段名
+    column_mapping = {
+        'ExchangeID': '交易所ID',
+        'InstrumentID': '合约ID',
+        'InstrumentName': '合约名称',
+        'ProductClass': '商品类别',
+        'ProductID': '品种ID',
+        'VolumeMultiple': '合约乘数',
+        'PriceTick': '最小变动价位',
+        'LongMarginRatioByMoney': '做多保证金率',
+        'ShortMarginRatioByMoney': '做空保证金率',
+        'LongMarginRatioByVolume': '做多保证金/手',
+        'ShortMarginRatioByVolume': '做空保证金/手',
+        'OpenRatioByMoney': '开仓手续费率',
+        'OpenRatioByVolume': '开仓手续费/手',
+        'CloseRatioByMoney': '平仓手续费率',
+        'CloseRatioByVolume': '平仓手续费/手',
+        'CloseTodayRatioByMoney': '平今手续费率',
+        'CloseTodayRatioByVolume': '平今手续费/手',
+        'DeliveryYear': '交割年份',
+        'DeliveryMonth': '交割月份',
+        'OpenDate': '上市日期',
+        'ExpireDate': '最后交易日',
+        'DeliveryDate': '交割日',
+        'UnderlyingInstrID': '标的合约ID',
+        'UnderlyingMultiple': '标的合约乘数',
+        'OptionsType': '期权类型',
+        'StrikePrice': '行权价',
+        'InstLifePhase': '合约状态'
+    }
+    # 重命名列为中文
+    temp_df = temp_df.rename(columns=column_mapping)
+    return temp_df
+
+
+# 使用示例
+if __name__ == "__main__":
+    option_contract_info_ctp_df = option_contract_info_ctp()
+    print(option_contract_info_ctp_df)

akshare/option/option_current_sse.py

@@ -0,0 +1,61 @@
+# -*- coding:utf-8 -*-
+# !/usr/bin/env python
+"""
+Date: 2025/9/8 16:20
+Desc: 上海证券交易所-产品-股票期权-信息披露-当日合约
+http://www.sse.com.cn/assortment/options/disclo/preinfo/
+"""
+
+import pandas as pd
+import requests
+
+
+def option_current_day_sse() -> pd.DataFrame:
+    """
+    上海证券交易所-产品-股票期权-信息披露-当日合约
+    http://www.sse.com.cn/assortment/options/disclo/preinfo/
+    :return: 上交所期权当日合约
+    :rtype: pandas.DataFrame
+    """
+    url = "http://query.sse.com.cn/commonQuery.do"
+    params = {
+        "isPagination": "false",
+        "expireDate": "",
+        "securityId": "",
+        "sqlId": "SSE_ZQPZ_YSP_GGQQZSXT_XXPL_DRHY_SEARCH_L",
+    }
+    headers = {
+        "Accept": "*/*",
+        "Accept-Encoding": "gzip, deflate",
+        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
+        "Cache-Control": "no-cache",
+        "Connection": "keep-alive",
+        "Host": "query.sse.com.cn",
+        "Pragma": "no-cache",
+        "Referer": "http://www.sse.com.cn/",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+                      "Chrome/101.0.4951.67 Safari/537.36",
+    }
+    r = requests.get(url, params=params, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json["result"])
+    dict_df = {
+        "SECURITY_ID": "合约编码",
+        "CONTRACT_ID": "合约交易代码",
+        "CONTRACT_SYMBOL": "合约简称",
+        "SECURITYNAMEBYID": "标的券名称及代码",
+        "CALL_OR_PUT": "类型",
+        "EXERCISE_PRICE": "行权价",
+        "CONTRACT_UNIT": "合约单位",
+        "END_DATE": "期权行权日",
+        "DELIVERY_DATE": "行权交收日",
+        "EXPIRE_DATE": "到期日",
+        "START_DATE": "开始日期",
+    }
+    temp_df = temp_df[dict_df.keys()].rename(columns=dict_df)
+    return temp_df
+
+
+if __name__ == "__main__":
+    option_current_day_sse_df = option_current_day_sse()
+    print(option_current_day_sse_df)

akshare/option/option_current_szse.py

@@ -0,0 +1,84 @@
+# -*- coding:utf-8 -*-
+# !/usr/bin/env python
+"""
+Date: 2025/9/13 16:00
+Desc: 深圳证券交易所-期权子网-行情数据-当日合约
+"""
+from io import BytesIO
+
+import pandas as pd
+import requests
+
+
+def option_current_day_szse() -> pd.DataFrame:
+    """
+    深圳证券交易所-期权子网-行情数据-当日合约
+    https://www.sse.org.cn/option/quotation/contract/daycontract/index.html
+    :return: 深圳期权当日合约
+    :rtype: pandas.DataFrame
+    """
+    import warnings
+    warnings.filterwarnings(action='ignore', message="Workbook contains no default style")
+    url = "https://www.sse.org.cn/api/report/ShowReport"
+    params = {
+        "SHOWTYPE": "xlsx",
+        "CATALOGID": "option_drhy",
+        "TABKEY": "tab1",
+    }
+    r = requests.get(url, params=params)
+    temp_df = pd.read_excel(BytesIO(r.content))
+    temp_df['序号'] = pd.to_numeric(temp_df['序号'], errors='coerce')
+    temp_df['行权价'] = pd.to_numeric(temp_df['行权价'], errors='coerce')
+    temp_df['合约单位'] = pd.to_numeric(temp_df['合约单位'], errors='coerce')
+    temp_df['涨停价格'] = pd.to_numeric(temp_df['涨停价格'], errors='coerce')
+    temp_df['跌停价格'] = pd.to_numeric(temp_df['跌停价格'], errors='coerce')
+    temp_df['前结算价'] = pd.to_numeric(temp_df['前结算价'], errors='coerce')
+    temp_df['合约总持仓'] = pd.to_numeric(temp_df['合约总持仓'], errors='coerce')
+    temp_df['原行权价格'] = pd.to_numeric(temp_df['原行权价格'], errors='coerce')
+    temp_df['原合约单位'] = pd.to_numeric(temp_df['原合约单位'], errors='coerce')
+    temp_df['合约到期剩余交易天数'] = pd.to_numeric(temp_df['合约到期剩余交易天数'], errors='coerce')
+    temp_df['合约到期剩余自然天数'] = pd.to_numeric(temp_df['合约到期剩余自然天数'], errors='coerce')
+    temp_df['下次合约调整剩余交易天数'] = pd.to_numeric(temp_df['下次合约调整剩余交易天数'], errors='coerce')
+    temp_df['下次合约调整剩余自然天数'] = pd.to_numeric(temp_df['下次合约调整剩余自然天数'], errors='coerce')
+    temp_df['交易日期'] = pd.to_datetime(temp_df['交易日期'], errors='coerce').dt.date
+    temp_df['最后交易日'] = pd.to_datetime(temp_df['最后交易日'], errors='coerce').dt.date
+    temp_df['行权日'] = pd.to_datetime(temp_df['行权日'], errors='coerce').dt.date
+    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'], errors='coerce').dt.date
+    temp_df['交收日'] = pd.to_datetime(temp_df['交收日'], errors='coerce').dt.date
+    temp_df = temp_df[[
+        '序号',
+        '合约编码',
+        '合约代码',
+        '合约简称',
+        '标的证券简称(代码)',
+        '合约类型',
+        '行权价',
+        '合约单位',
+        '最后交易日',
+        '行权日',
+        '到期日',
+        '交收日',
+        '新挂',
+        '涨停价格',
+        '跌停价格',
+        '前结算价',
+        '合约调整',
+        '停牌',
+        '合约总持仓',
+        '挂牌原因',
+        '原合约代码',
+        '原合约简称',
+        '原行权价格',
+        '原合约单位',
+        '合约到期剩余交易天数',
+        '合约到期剩余自然天数',
+        '下次合约调整剩余交易天数',
+        '下次合约调整剩余自然天数',
+        '交易日期',
+    ]]
+    return temp_df
+
+
+if __name__ == "__main__":
+    option_current_day_szse_df = option_current_day_szse()
+    print(option_current_day_szse_df)

akshare/option/option_czce.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2021/7/21 14:22
+Date: 2025/10/17 16:30
 Desc: 郑州商品交易所-交易数据-历史行情下载-期权历史行情下载
 http://www.czce.com.cn/cn/jysj/lshqxz/H770319index_1.htm
 自 20200101 起，成交量、空盘量、成交额、行权量均为单边计算
@@ -12,19 +12,35 @@ http://www.czce.com.cn/cn/jysj/lshqxz/H770319index_1.htm
 "MA": "20191217"
 "RM": "20200116"
 "ZC": "20200630"
+"OI": "20220826"
+"PK": "20220826"
+"PX": "20230915"
+"SH": "20230915"
+"SA": "20231020"
+"PF": "20231020"
+"SM": "20231020"
+"SF": "20231020"
+"UR": "20231020"
+"AP": "20231020"
+"CJ": "20240621"
+"FG": "20240621"
+"PR": "20241227"
 """
-from io import StringIO
+
 import warnings
+from io import StringIO
 
 import pandas as pd
 import requests
 
 
-def option_czce_hist(symbol: str = "SR", year: str = "2021") -> pd.DataFrame:
+def option_hist_yearly_czce(symbol: str = "SR", year: str = "2021") -> pd.DataFrame:
     """
     郑州商品交易所-交易数据-历史行情下载-期权历史行情下载
     http://www.czce.com.cn/cn/jysj/lshqxz/H770319index_1.htm
-    :param symbol: choice of {"白糖": "SR", "棉花": "CF", "PTA": "TA", "甲醇": "MA", "菜籽粕": "RM", "动力煤": "ZC"}
+    :param symbol: choice of {"白糖": "SR", "棉花": "CF", "PTA": "TA", "甲醇": "MA", "菜籽粕": "RM",
+    "动力煤": "ZC", "菜籽油": "OI", "花生": "PK", "对二甲苯": "PX", "烧碱": "SH", "纯碱": "SA", "短纤": "PF",
+    "锰硅": "SM", "硅铁": "SF", "尿素": "UR", "苹果": "AP", "红枣": "CJ", "玻璃": "FG", "瓶片": "PR"}
     :type symbol: str
     :param year: 需要获取数据的年份, 注意品种的上市时间
     :type year: str
@@ -38,17 +54,29 @@ def option_czce_hist(symbol: str = "SR", year: str = "2021") -> pd.DataFrame:
         "MA": "2019",
         "RM": "2020",
         "ZC": "2020",
+        "OI": "2022",
+        "PK": "2022",
+        "PX": "2023",
+        "SH": "2023",
+        "SA": "2023",
+        "PF": "2023",
+        "SM": "2023",
+        "SF": "2023",
+        "UR": "2023",
+        "AP": "2023",
+        "CJ": "2024",
+        "FG": "2024",
+        "PR": "2024",
     }
     if int(symbol_year_dict[symbol]) > int(year):
         warnings.warn(f"{year} year, symbol {symbol} is not on trade")
-        return None
-    warnings.warn("正在下载中, 请稍等")
-    url = f'http://www.czce.com.cn/cn/DFSStaticFiles/Option/2021/OptionDataAllHistory/{symbol}OPTIONS{year}.txt'
+        return pd.DataFrame()
+    url = f"http://www.czce.com.cn/cn/DFSStaticFiles/Option/{year}/OptionDataAllHistory/{symbol}OPTIONS{year}.txt"
     r = requests.get(url)
     option_df = pd.read_table(StringIO(r.text), skiprows=1, sep="|", low_memory=False)
     return option_df
 
 
 if __name__ == "__main__":
-    option_czce_hist_df = option_czce_hist(symbol="ZC", year="2021")
-    print(option_czce_hist_df)
+    option_hist_yearly_czce_df = option_hist_yearly_czce(symbol="RM", year="2025")
+    print(option_hist_yearly_czce_df)

akshare/option/option_daily_stats_sse_szse.py

@@ -0,0 +1,145 @@
+# -*- coding:utf-8 -*-
+# !/usr/bin/env python
+"""
+Date: 2024/6/27 22:20
+Desc: 上海证券交易所-产品-股票期权-每日统计
+https://www.sse.com.cn/assortment/options/date/
+深圳证券交易所-市场数据-期权数据-日度概况
+https://investor.szse.cn/market/option/day/index.html
+"""
+
+import pandas as pd
+import requests
+
+
+def option_daily_stats_sse(date: str = "20240626") -> pd.DataFrame:
+    """
+    上海证券交易所-产品-股票期权-每日统计
+    https://www.sse.com.cn/assortment/options/date/
+    :param date: 交易日
+    :type date: str
+    :return: 每日统计
+    :rtype: pandas.DataFrame
+    """
+    url = "http://query.sse.com.cn/commonQuery.do"
+    params = {
+        "isPagination": "false",
+        "sqlId": "COMMON_SSE_ZQPZ_YSP_QQ_SJTJ_MRTJ_CX",
+        "tradeDate": date,
+    }
+    headers = {
+        "Accept": "*/*",
+        "Accept-Encoding": "gzip, deflate",
+        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
+        "Cache-Control": "no-cache",
+        "Connection": "keep-alive",
+        "Host": "query.sse.com.cn",
+        "Pragma": "no-cache",
+        "Referer": "https://www.sse.com.cn/",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/101.0.4951.67 Safari/537.36",
+    }
+    r = requests.get(url, params=params, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json["result"])
+    temp_df.rename(
+        columns={
+            "CONTRACT_VOLUME": "合约数量",
+            "CALL_VOLUME": "认购成交量",
+            "LEAVES_QTY": "未平仓合约总数",
+            "CP_RATE": "认沽/认购",
+            "PUT_VOLUME": "认沽成交量",
+            "TRADE_DATE": "交易日",
+            "TOTAL_MONEY": "总成交额",
+            "TOTAL_VOLUME": "总成交量",
+            "SECURITY_CODE": "合约标的代码",
+            "LEAVES_CALL_QTY": "未平仓认购合约数",
+            "LEAVES_PUT_QTY": "未平仓认沽合约数",
+            "SECURITY_ABBR": "合约标的名称",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约标的代码",
+            "合约标的名称",
+            "合约数量",
+            "总成交额",
+            "总成交量",
+            "认购成交量",
+            "认沽成交量",
+            "认沽/认购",
+            "未平仓合约总数",
+            "未平仓认购合约数",
+            "未平仓认沽合约数",
+            "交易日",
+        ]
+    ]
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    for item in temp_df.columns[2:-1]:
+        temp_df[item] = temp_df[item].str.replace(",", "")
+        temp_df[item] = pd.to_numeric(temp_df[item], errors="coerce")
+    return temp_df
+
+
+def option_daily_stats_szse(date: str = "20240626") -> pd.DataFrame:
+    """
+    深圳证券交易所-市场数据-期权数据-日度概况
+    https://investor.szse.cn/market/option/day/index.html
+    :param date: 交易日
+    :type date: str
+    :return: 每日统计
+    :rtype: pandas.DataFrame
+    """
+    url = "https://investor.szse.cn/api/report/ShowReport/data"
+    params = {
+        "SHOWTYPE": "JSON",
+        "CATALOGID": "ysprdzb",
+        "TABKEY": "tab1",
+        "txtQueryDate": "-".join([date[:4], date[4:6], date[6:]]),
+        "random": "0.0652692406565949",
+    }
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json[0]["data"])
+    temp_df.rename(
+        columns={
+            "bddm": "合约标的代码",
+            "bdmc": "合约标的名称",
+            "cjl": "成交量",
+            "rccjl": "认购成交量",
+            "rpcjl": "认沽成交量",
+            "rcrpccb": "认沽/认购持仓比",
+            "wpchyzs": "未平仓合约总数",
+            "wpcrchys": "未平仓认购合约数",
+            "wpcrphys": "未平仓认沽合约数",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约标的代码",
+            "合约标的名称",
+            "成交量",
+            "认购成交量",
+            "认沽成交量",
+            "认沽/认购持仓比",
+            "未平仓合约总数",
+            "未平仓认购合约数",
+            "未平仓认沽合约数",
+        ]
+    ]
+    temp_df["交易日"] = "-".join([date[:4], date[4:6], date[6:]])
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    for item in temp_df.columns[2:-1]:
+        temp_df[item] = temp_df[item].str.replace(",", "")
+        temp_df[item] = pd.to_numeric(temp_df[item], errors="coerce")
+    return temp_df
+
+
+if __name__ == "__main__":
+    option_daily_stats_sse_df = option_daily_stats_sse(date="20240626")
+    print(option_daily_stats_sse_df)
+
+    option_daily_stats_szse_df = option_daily_stats_szse(date="20240626")
+    print(option_daily_stats_szse_df)

akshare/option/option_em.py

@@ -1,13 +1,14 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/31 16:30
+Date: 2025/2/18 16:30
 Desc: 东方财富网-行情中心-期权市场
 https://quote.eastmoney.com/center/qqsc.html
 """
 
 import pandas as pd
 import requests
+from akshare.utils.func import fetch_paginated_data
 
 
 def option_current_em() -> pd.DataFrame:
@@ -20,7 +21,7 @@ def option_current_em() -> pd.DataFrame:
     url = "https://23.push2.eastmoney.com/api/qt/clist/get"
     params = {
         "pn": "1",
-        "pz": "200000",
+        "pz": "100",
         "po": "1",
         "np": "1",
         "ut": "bd1d9ddb04089700cf9c27f6f7426281",
@@ -30,13 +31,8 @@ def option_current_em() -> pd.DataFrame:
         "fs": "m:10,m:12,m:140,m:141,m:151,m:163,m:226",
         "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,"
         "f23,f24,f25,f22,f28,f11,f62,f128,f136,f115,f152,f133,f108,f163,f161,f162",
-        "_": "1606225274063",
     }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
-    temp_df.reset_index(inplace=True)
-    temp_df["index"] = temp_df["index"] + 1
+    temp_df = fetch_paginated_data(url=url, base_params=params)
     temp_df.columns = [
         "序号",
         "_",