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

akshare/option/option_finance.py

@@ -8,6 +8,7 @@ http://www.szse.cn/market/product/option/index.html
 http://www.cffex.com.cn/hs300gzqq/
 http://www.cffex.com.cn/zz1000gzqq/
 """
+
 from io import BytesIO
 
 import pandas as pd
@@ -69,7 +70,7 @@ def option_finance_sse_underlying(symbol: str = "华夏科创50ETF期权") -> pd
 
 
 def option_finance_board(
-        symbol: str = "嘉实沪深300ETF期权", end_month: str = "2306"
+    symbol: str = "嘉实沪深300ETF期权", end_month: str = "2306"
 ) -> pd.DataFrame:
     """
     期权当前交易日的行情数据
@@ -79,7 +80,8 @@ def option_finance_board(
     http://www.szse.cn/market/product/option/index.html
     http://www.cffex.com.cn/hs300gzqq/
     http://www.cffex.com.cn/zz1000gzqq/
-    :param symbol: choice of {"华夏上证50ETF期权", "华泰柏瑞沪深300ETF期权", "南方中证500ETF期权", "华夏科创50ETF期权", "易方达科创50ETF期权", "嘉实沪深300ETF期权", "沪深300股指期权", "中证1000股指期权", "上证50股指期权"}
+    :param symbol: choice of {"华夏上证50ETF期权", "华泰柏瑞沪深300ETF期权", "南方中证500ETF期权",
+    "华夏科创50ETF期权", "易方达科创50ETF期权", "嘉实沪深300ETF期权", "沪深300股指期权", "中证1000股指期权", "上证50股指期权"}
     :type symbol: str
     :param end_month: 2003; 2020 年 3 月到期的期权
     :type end_month: str
@@ -100,7 +102,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "华泰柏瑞沪深300ETF期权":
         r = requests.get(
@@ -115,7 +125,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "南方中证500ETF期权":
         r = requests.get(
@@ -130,7 +148,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "华夏科创50ETF期权":
         r = requests.get(
@@ -145,7 +171,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "易方达科创50ETF期权":
         r = requests.get(
@@ -160,7 +194,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "嘉实沪深300ETF期权":
         url = "http://www.szse.cn/api/report/ShowReport/data"
@@ -206,7 +248,7 @@ def option_finance_board(
         return big_df
     elif symbol == "沪深300股指期权":
         headers = {
-            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36'
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
         }
         r = requests.get(CFFEX_OPTION_URL_300, headers=headers)
         raw_df = pd.read_table(BytesIO(r.content), sep=",")
@@ -224,7 +266,7 @@ def option_finance_board(
         return raw_df
     elif symbol == "中证1000股指期权":
         headers = {
-            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36'
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
         }
         url = "http://www.cffex.com.cn/quote_MO.txt"
         r = requests.get(url, headers=headers)
@@ -243,7 +285,7 @@ def option_finance_board(
         return raw_df
     elif symbol == "上证50股指期权":
         headers = {
-            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36'
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
         }
         url = "http://www.cffex.com.cn/quote_HO.txt"
         r = requests.get(url, headers=headers)
@@ -260,6 +302,8 @@ def option_finance_board(
         del raw_df["end_month"]
         raw_df.reset_index(inplace=True, drop=True)
         return raw_df
+    else:
+        return pd.DataFrame()
 
 
 if __name__ == "__main__":
@@ -298,7 +342,9 @@ if __name__ == "__main__":
     )
     print(option_finance_board_df)
 
-    option_finance_board_df = option_finance_board(symbol="沪深300股指期权", end_month="2306")
+    option_finance_board_df = option_finance_board(
+        symbol="沪深300股指期权", end_month="2306"
+    )
     print(option_finance_board_df)
 
     option_finance_board_df = option_finance_board(
@@ -306,5 +352,7 @@ if __name__ == "__main__":
     )
     print(option_finance_board_df)
 
-    option_finance_board_df = option_finance_board(symbol="上证50股指期权", end_month="2306")
+    option_finance_board_df = option_finance_board(
+        symbol="上证50股指期权", end_month="2306"
+    )
     print(option_finance_board_df)

akshare/option/option_finance_sina.py

@@ -1,6 +1,6 @@
 #!/usr/bin/env python
 """
-Date: 2024/4/7 15:30
+Date: 2024/6/21 18:00
 Desc: 新浪财经-股票期权
 https://stock.finance.sina.com.cn/option/quotes.html
 期权-中金所-沪深 300 指数
@@ -81,7 +81,7 @@ def option_cffex_sz50_spot_sina(symbol: str = "ho2303") -> pd.DataFrame:
     :param symbol: 合约代码; 用 ak.option_cffex_sz300_list_sina() 函数查看
     :type symbol: str
     :return: 中金所-上证 50 指数-指定合约-看涨看跌实时行情
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/OptionService.getOptionData"
     params = {
@@ -154,7 +154,7 @@ def option_cffex_hs300_spot_sina(symbol: str = "io2204") -> pd.DataFrame:
     :param symbol: 合约代码; 用 option_cffex_hs300_list_sina 函数查看
     :type symbol: str
     :return: 中金所-沪深300指数-指定合约-看涨看跌实时行情
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/OptionService.getOptionData"
     params = {
@@ -227,7 +227,7 @@ def option_cffex_zz1000_spot_sina(symbol: str = "mo2208") -> pd.DataFrame:
     :param symbol: 合约代码; 用 option_cffex_zz1000_list_sina 函数查看
     :type symbol: str
     :return: 中金所-中证 1000 指数-指定合约-看涨看跌实时行情
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/OptionService.getOptionData"
     params = {
@@ -299,7 +299,7 @@ def option_cffex_sz50_daily_sina(symbol: str = "ho2303P2350") -> pd.DataFrame:
     :param symbol: 具体合约代码(包括看涨和看跌标识), 可以通过 ak.option_cffex_sz50_spot_sina 中的 call-标识 获取
     :type symbol: str
     :return: 日频率数据
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     year = datetime.datetime.now().year
     month = datetime.datetime.now().month
@@ -340,7 +340,7 @@ def option_cffex_hs300_daily_sina(symbol: str = "io2202P4350") -> pd.DataFrame:
     :param symbol: 具体合约代码(包括看涨和看跌标识), 可以通过 ak.option_cffex_hs300_spot_sina 中的 call-标识 获取
     :type symbol: str
     :return: 日频率数据
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     year = datetime.datetime.now().year
     month = datetime.datetime.now().month
@@ -383,7 +383,7 @@ def option_cffex_zz1000_daily_sina(
     :param symbol: 具体合约代码(包括看涨和看跌标识), 可以通过 ak.option_cffex_zz1000_spot_sina 中的 call-标识 获取
     :type symbol: str
     :return: 日频率数据
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     year = datetime.datetime.now().year
     month = datetime.datetime.now().month
@@ -430,7 +430,7 @@ def option_sse_list_sina(symbol: str = "50ETF", exchange: str = "null") -> List[
     :return: 合约到期时间
     :rtype: list
     """
-    url = "http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getStockName"
+    url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getStockName"
     params = {"exchange": f"{exchange}", "cate": f"{symbol}"}
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -452,7 +452,7 @@ def option_sse_expire_day_sina(
     :return: (到期时间, 剩余时间)
     :rtype: tuple
     """
-    url = "http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay"
+    url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay"
     params = {
         "exchange": f"{exchange}",
         "cate": f"{symbol}",
@@ -462,7 +462,7 @@ def option_sse_expire_day_sina(
     data_json = r.json()
     data = data_json["result"]["data"]
     if int(data["remainderDays"]) < 0:
-        url = "http://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay"
+        url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/StockOptionService.getRemainderDay"
         params = {
             "exchange": f"{exchange}",
             "cate": f"{'XD' + symbol}",
@@ -494,7 +494,7 @@ def option_sse_codes_sina(
     if symbol == "看涨期权":
         url = "".join(
             [
-                "http://hq.sinajs.cn/list=OP_UP_",
+                "https://hq.sinajs.cn/list=OP_UP_",
                 underlying,
                 str(trade_date)[-4:],
             ]
@@ -502,7 +502,7 @@ def option_sse_codes_sina(
     else:
         url = "".join(
             [
-                "http://hq.sinajs.cn/list=OP_DOWN_",
+                "https://hq.sinajs.cn/list=OP_DOWN_",
                 underlying,
                 str(trade_date)[-4:],
             ]
@@ -547,7 +547,7 @@ def option_sse_spot_price_sina(symbol: str = "10003720") -> pd.DataFrame:
     :return: 期权量价数据
     :rtype: pandas.DataFrame
     """
-    url = f"http://hq.sinajs.cn/list=CON_OP_{symbol}"
+    url = f"https://hq.sinajs.cn/list=CON_OP_{symbol}"
     headers = {
         "Accept": "*/*",
         "Accept-Encoding": "gzip, deflate, br",
@@ -628,7 +628,7 @@ def option_sse_underlying_spot_price_sina(
     :return: 期权标的物的信息
     :rtype: pandas.DataFrame
     """
-    url = f"http://hq.sinajs.cn/list={symbol}"
+    url = f"https://hq.sinajs.cn/list={symbol}"
     headers = {
         "Accept": "*/*",
         "Accept-Encoding": "gzip, deflate",
@@ -637,7 +637,7 @@ def option_sse_underlying_spot_price_sina(
         "Host": "hq.sinajs.cn",
         "Pragma": "no-cache",
         "Proxy-Connection": "keep-alive",
-        "Referer": "http://vip.stock.finance.sina.com.cn/",
+        "Referer": "https://vip.stock.finance.sina.com.cn/",
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
         "Chrome/97.0.4692.71 Safari/537.36",
     }
@@ -691,7 +691,7 @@ def option_sse_greeks_sina(symbol: str = "10003045") -> pd.DataFrame:
     :return: 期权基本信息表
     :rtype: pandas.DataFrame
     """
-    url = f"http://hq.sinajs.cn/list=CON_SO_{symbol}"
+    url = f"https://hq.sinajs.cn/list=CON_SO_{symbol}"
     headers = {
         "Accept": "*/*",
         "Accept-Encoding": "gzip, deflate",
@@ -700,7 +700,7 @@ def option_sse_greeks_sina(symbol: str = "10003045") -> pd.DataFrame:
         "Host": "hq.sinajs.cn",
         "Pragma": "no-cache",
         "Proxy-Connection": "keep-alive",
-        "Referer": "http://vip.stock.finance.sina.com.cn/",
+        "Referer": "https://vip.stock.finance.sina.com.cn/",
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
         "Chrome/97.0.4692.71 Safari/537.36",
     }
@@ -781,7 +781,7 @@ def option_sse_daily_sina(symbol: str = "10003889") -> pd.DataFrame:
     :return: 指定期权的所有日频率历史数据
     :rtype: pandas.DataFrame
     """
-    url = "http://stock.finance.sina.com.cn/futures/api/jsonp_v2.php//StockOptionDaylineService.getSymbolInfo"
+    url = "https://stock.finance.sina.com.cn/futures/api/jsonp_v2.php//StockOptionDaylineService.getSymbolInfo"
     params = {"symbol": f"CON_OP_{symbol}"}
     headers = {
         "accept": "*/*",
@@ -858,8 +858,8 @@ def option_finance_minute_sina(symbol: str = "10002530") -> pd.DataFrame:
 
 @lru_cache()
 def __option_current_em() -> pd.DataFrame:
-    option_current_em_df = option_current_em()
-    return option_current_em_df
+    inner_option_current_em_df = option_current_em()
+    return inner_option_current_em_df
 
 
 def option_minute_em(symbol: str = "MO2404-P-4450") -> pd.DataFrame:
@@ -871,13 +871,15 @@ def option_minute_em(symbol: str = "MO2404-P-4450") -> pd.DataFrame:
     :return: 指定期权的分钟频率数据
     :rtype: pandas.DataFrame
     """
-    option_current_em_df = __option_current_em()
-    option_current_em_df["标识"] = (
-        option_current_em_df["市场标识"].astype(str)
+    inner_option_current_em_df = __option_current_em()
+    inner_option_current_em_df["标识"] = (
+        inner_option_current_em_df["市场标识"].astype(str)
         + "."
-        + option_current_em_df["代码"]
+        + inner_option_current_em_df["代码"]
     )
-    id_ = option_current_em_df[option_current_em_df["代码"] == symbol]["标识"].values[0]
+    id_ = inner_option_current_em_df[inner_option_current_em_df["代码"] == symbol][
+        "标识"
+    ].values[0]
     url = "https://push2.eastmoney.com/api/qt/stock/trends2/get"
     params = {
         "secid": id_,
@@ -973,5 +975,5 @@ if __name__ == "__main__":
     option_current_em_df = option_current_em()
     print(option_current_em_df)
 
-    option_minute_em_df = option_minute_em(symbol="MO2404-P-4450")
+    option_minute_em_df = option_minute_em(symbol="10008594")
     print(option_minute_em_df)

akshare/option/option_lhb_em.py

@@ -1,12 +1,13 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2022/1/23 10:58
+Date: 2024/7/30 17:00
 Desc: 东方财富网-数据中心-特色数据-期权龙虎榜单
 https://data.eastmoney.com/other/qqlhb.html
 """
-import requests
+
 import pandas as pd
+import requests
 
 
 def option_lhb_em(
@@ -15,7 +16,7 @@ def option_lhb_em(
     trade_date: str = "20220121",
 ) -> pd.DataFrame:
     """
-    东方财富网-数据中心-特色数据-期权龙虎榜单
+    东方财富网-数据中心-期货期权-期权龙虎榜单
     https://data.eastmoney.com/other/qqlhb.html
     :param symbol: 期权代码; choice of {"510050", "510300", "159919"}
     :type symbol: str
@@ -30,13 +31,13 @@ def option_lhb_em(
     params = {
         "type": "RPT_IF_BILLBOARD_TD",
         "sty": "ALL",
-        "filter": f"""(SECURITY_CODE="{symbol}")(TRADE_DATE='{'-'.join([trade_date[:4], trade_date[4:6], trade_date[6:]])}')""",
+        "filter": f"""(SECURITY_CODE="{symbol}")(TRADE_DATE='{'-'.join([trade_date[:4],
+                                                                        trade_date[4:6], trade_date[6:]])}')""",
         "p": "1",
         "pss": "200",
         "source": "IFBILLBOARD",
         "client": "WEB",
         "ut": "b2884a393a59ad64002292a3e90d46a5",
-        "_": "1642904215146",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -84,12 +85,16 @@ def option_lhb_em(
                 "占总交易量比例",
             ]
         ]
-        temp_df["交易日期"] = pd.to_datetime(temp_df["交易日期"]).dt.date
-        temp_df["名次"] = pd.to_numeric(temp_df["名次"])
-        temp_df["交易量"] = pd.to_numeric(temp_df["交易量"])
-        temp_df["增减"] = pd.to_numeric(temp_df["增减"])
-        temp_df["净认沽量"] = pd.to_numeric(temp_df["净认沽量"])
-        temp_df["占总交易量比例"] = pd.to_numeric(temp_df["占总交易量比例"])
+        temp_df["交易日期"] = pd.to_datetime(
+            temp_df["交易日期"], errors="coerce"
+        ).dt.date
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["交易量"] = pd.to_numeric(temp_df["交易量"], errors="coerce")
+        temp_df["增减"] = pd.to_numeric(temp_df["增减"], errors="coerce")
+        temp_df["净认沽量"] = pd.to_numeric(temp_df["净认沽量"], errors="coerce")
+        temp_df["占总交易量比例"] = pd.to_numeric(
+            temp_df["占总交易量比例"], errors="coerce"
+        )
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
     elif indicator == "期权持仓情况-认沽持仓量":
@@ -135,12 +140,16 @@ def option_lhb_em(
                 "占总交易量比例",
             ]
         ]
-        temp_df["交易日期"] = pd.to_datetime(temp_df["交易日期"]).dt.date
-        temp_df["名次"] = pd.to_numeric(temp_df["名次"])
-        temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"])
-        temp_df["增减"] = pd.to_numeric(temp_df["增减"])
-        temp_df["净持仓量"] = pd.to_numeric(temp_df["净持仓量"])
-        temp_df["占总交易量比例"] = pd.to_numeric(temp_df["占总交易量比例"])
+        temp_df["交易日期"] = pd.to_datetime(
+            temp_df["交易日期"], errors="coerce"
+        ).dt.date
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"], errors="coerce")
+        temp_df["增减"] = pd.to_numeric(temp_df["增减"], errors="coerce")
+        temp_df["净持仓量"] = pd.to_numeric(temp_df["净持仓量"], errors="coerce")
+        temp_df["占总交易量比例"] = pd.to_numeric(
+            temp_df["占总交易量比例"], errors="coerce"
+        )
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
     elif indicator == "期权交易情况-认购交易量":
@@ -186,43 +195,35 @@ def option_lhb_em(
                 "占总交易量比例",
             ]
         ]
-        temp_df["交易日期"] = pd.to_datetime(temp_df["交易日期"]).dt.date
-        temp_df["名次"] = pd.to_numeric(temp_df["名次"])
-        temp_df["交易量"] = pd.to_numeric(temp_df["交易量"])
-        temp_df["增减"] = pd.to_numeric(temp_df["增减"])
-        temp_df["净交易量"] = pd.to_numeric(temp_df["净交易量"])
-        temp_df["占总交易量比例"] = pd.to_numeric(temp_df["占总交易量比例"])
+        temp_df["交易日期"] = pd.to_datetime(
+            temp_df["交易日期"], errors="coerce"
+        ).dt.date
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["交易量"] = pd.to_numeric(temp_df["交易量"], errors="coerce")
+        temp_df["增减"] = pd.to_numeric(temp_df["增减"], errors="coerce")
+        temp_df["净交易量"] = pd.to_numeric(temp_df["净交易量"], errors="coerce")
+        temp_df["占总交易量比例"] = pd.to_numeric(
+            temp_df["占总交易量比例"], errors="coerce"
+        )
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
     elif indicator == "期权持仓情况-认购持仓量":
         temp_df = temp_df.iloc[21:, :]
-        temp_df.columns = [
-            "交易类型",
-            "交易日期",
-            "证券代码",
-            "标的名称",
-            "-",
-            "-",
-            "机构",
-            "名次",
-            "-",
-            "-",
-            "-" "-",
-            "-",
-            "-",
-            "-",
-            "-",
-            "-",
-            "-",
-            "-",
-            "-",
-            "-",
-            "-",
-            "持仓量",
-            "增减",
-            "净持仓量",
-            "占总交易量比例",
-        ]
+        temp_df.rename(
+            columns={
+                "MEMBER_RANK": "名次",
+                "MEMBER_NAME_ABBR": "机构",
+                "BUY_POSITION": "持仓量",
+                "BUY_POSITION_CHANGE": "增减",
+                "NET_BUY_POSITION": "净持仓量",
+                "BUY_POSITION_RATIO": "占总交易量比例",
+                "TRADE_TYPE": "交易类型",
+                "TRADE_DATE": "交易日期",
+                "SECURITY_CODE": "证券代码",
+                "TARGET_NAME": "标的名称",
+            },
+            inplace=True,
+        )
         temp_df = temp_df[
             [
                 "交易类型",
@@ -237,12 +238,16 @@ def option_lhb_em(
                 "占总交易量比例",
             ]
         ]
-        temp_df["交易日期"] = pd.to_datetime(temp_df["交易日期"]).dt.date
-        temp_df["名次"] = pd.to_numeric(temp_df["名次"])
-        temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"])
-        temp_df["增减"] = pd.to_numeric(temp_df["增减"])
-        temp_df["净持仓量"] = pd.to_numeric(temp_df["净持仓量"])
-        temp_df["占总交易量比例"] = pd.to_numeric(temp_df["占总交易量比例"])
+        temp_df["交易日期"] = pd.to_datetime(
+            temp_df["交易日期"], errors="coerce"
+        ).dt.date
+        temp_df["名次"] = pd.to_numeric(temp_df["名次"], errors="coerce")
+        temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"], errors="coerce")
+        temp_df["增减"] = pd.to_numeric(temp_df["增减"], errors="coerce")
+        temp_df["净持仓量"] = pd.to_numeric(temp_df["净持仓量"], errors="coerce")
+        temp_df["占总交易量比例"] = pd.to_numeric(
+            temp_df["占总交易量比例"], errors="coerce"
+        )
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
 
@@ -259,7 +264,7 @@ if __name__ == "__main__":
     print(option_lhb_em_df)
 
     option_lhb_em_df = option_lhb_em(
-        symbol="510300", indicator="期权持仓情况-认购持仓量", trade_date="20220124"
+        symbol="159919", indicator="期权持仓情况-认购持仓量", trade_date="20240712"
     )
     print(option_lhb_em_df)
 

akshare/option/option_margin.py

@@ -0,0 +1,62 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2025/6/16 18:00
+Desc: 唯爱期货-期权保证金
+https://www.iweiai.com/qihuo/yuanyou
+"""
+import requests
+import pandas as pd
+from io import StringIO
+
+from bs4 import BeautifulSoup
+from functools import lru_cache
+
+
+@lru_cache()
+def option_margin_symbol() -> pd.DataFrame:
+    """
+    获取商品期权品种代码和名称
+    :return: 商品期权品种代码和名称
+    :rtype: pandas.DataFrame
+    """
+    url = "https://www.iweiai.com/qiquan/yuanyou"
+    r = requests.get(url)
+    soup = BeautifulSoup(r.content, features="lxml")
+    symbol_text = [item.get_text() for item in soup.find_all("a") if "qiquan" in item['href']]
+    symbol_url = [item['href'] for item in soup.find_all("a") if "qiquan" in item['href']]
+    symbol_df = pd.DataFrame([symbol_text, symbol_url]).T
+    symbol_df.columns = ["symbol", "url"]
+    return symbol_df
+
+
+def option_margin(symbol: str = "原油期权") -> pd.DataFrame:
+    """
+    获取商品期权保证金
+    :param symbol: 商品期权品种名称, 如 "原油期权"，可以通过 ak.option_margin_symbol() 获取所有商品期权品种代码和名称
+    :type symbol: str
+    :return: 商品期权保证金
+    :rtype: pandas.DataFrame
+    """
+    option_margin_symbol_df = option_margin_symbol()
+    url = option_margin_symbol_df[option_margin_symbol_df['symbol'] == symbol]['url'].values[0]
+    r = requests.get(url)
+    soup = BeautifulSoup(r.content, features="lxml")
+    updated_time = soup.find_all("small")[0].get_text().strip("最近更新：")
+    temp_df = pd.read_html(StringIO(r.text))[0]
+    temp_df['更新时间'] = updated_time
+
+    temp_df['结算价'] = pd.to_numeric(temp_df['结算价'], errors='coerce')
+    temp_df['交易乘数'] = pd.to_numeric(temp_df['交易乘数'], errors='coerce')
+    temp_df['买方权利金'] = pd.to_numeric(temp_df['买方权利金'], errors='coerce')
+    temp_df['卖方保证金'] = pd.to_numeric(temp_df['卖方保证金'], errors='coerce')
+    temp_df['开仓手续费'] = pd.to_numeric(temp_df['开仓手续费'], errors='coerce')
+    temp_df['平今手续费'] = pd.to_numeric(temp_df['平今手续费'], errors='coerce')
+    temp_df['平昨手续费'] = pd.to_numeric(temp_df['平昨手续费'], errors='coerce')
+    temp_df['手续费(开+平今)'] = pd.to_numeric(temp_df['手续费(开+平今)'], errors='coerce')
+    return temp_df
+
+
+if __name__ == '__main__':
+    option_margin_df = option_margin(symbol="原油期权")
+    print(option_margin_df)