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

akshare/option/option_premium_analysis_em.py

@@ -1,13 +1,15 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2022/1/25 10:20
+Date: 2025/3/11 17:00
 Desc: 东方财富网-数据中心-特色数据-期权折溢价
 https://data.eastmoney.com/other/premium.html
 """
-import requests
+
 import pandas as pd
 
+from akshare.utils.func import fetch_paginated_data
+
 
 def option_premium_analysis_em() -> pd.DataFrame:
     """
@@ -18,60 +20,63 @@ def option_premium_analysis_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        'fid': 'f250',
-        'po': '1',
-        'pz': '5000',
-        'pn': '1',
-        'np': '1',
-        'fltt': '2',
-        'invt': '2',
-        'ut': 'b2884a393a59ad64002292a3e90d46a5',
-        'fields': 'f1,f2,f3,f12,f13,f14,f161,f250,f330,f331,f332,f333,f334,f335,f337,f301,f152',
-        'fs': 'm:10'
+        "fid": "f250",
+        "po": "1",
+        "pz": "100",
+        "pn": "1",
+        "np": "1",
+        "fltt": "2",
+        "invt": "2",
+        "ut": "b2884a393a59ad64002292a3e90d46a5",
+        "fields": "f1,f2,f3,f12,f13,f14,f161,f250,f330,f331,f332,f333,f334,f335,f337,f301,f152",
+        "fs": "m:10",
     }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
+    temp_df = fetch_paginated_data(url, params)
     temp_df.columns = [
-        '-',
-        '最新价',
-        '涨跌幅',
-        '期权代码',
-        '-',
-        '期权名称',
-        '-',
-        '行权价',
-        '折溢价率',
-        '到期日',
-        '-',
-        '-',
-        '-',
-        '标的名称',
-        '标的最新价',
-        '标的涨跌幅',
-        '盈亏平衡价',
+        "-",
+        "-",
+        "最新价",
+        "涨跌幅",
+        "期权代码",
+        "-",
+        "期权名称",
+        "-",
+        "行权价",
+        "折溢价率",
+        "到期日",
+        "-",
+        "-",
+        "-",
+        "标的名称",
+        "标的最新价",
+        "标的涨跌幅",
+        "盈亏平衡价",
+    ]
+    temp_df = temp_df[
+        [
+            "期权代码",
+            "期权名称",
+            "最新价",
+            "涨跌幅",
+            "行权价",
+            "折溢价率",
+            "标的名称",
+            "标的最新价",
+            "标的涨跌幅",
+            "盈亏平衡价",
+            "到期日",
+        ]
     ]
-    temp_df = temp_df[[
-        '期权代码',
-        '期权名称',
-        '最新价',
-        '涨跌幅',
-        '行权价',
-        '折溢价率',
-        '标的名称',
-        '标的最新价',
-        '标的涨跌幅',
-        '盈亏平衡价',
-        '到期日',
-    ]]
-    temp_df['最新价'] = pd.to_numeric(temp_df['最新价'], errors="coerce")
-    temp_df['涨跌幅'] = pd.to_numeric(temp_df['涨跌幅'], errors="coerce")
-    temp_df['行权价'] = pd.to_numeric(temp_df['行权价'], errors="coerce")
-    temp_df['折溢价率'] = pd.to_numeric(temp_df['折溢价率'], errors="coerce")
-    temp_df['标的最新价'] = pd.to_numeric(temp_df['标的最新价'], errors="coerce")
-    temp_df['标的涨跌幅'] = pd.to_numeric(temp_df['标的涨跌幅'], errors="coerce")
-    temp_df['盈亏平衡价'] = pd.to_numeric(temp_df['盈亏平衡价'], errors="coerce")
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'].astype(str)).dt.date
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["行权价"] = pd.to_numeric(temp_df["行权价"], errors="coerce")
+    temp_df["折溢价率"] = pd.to_numeric(temp_df["折溢价率"], errors="coerce")
+    temp_df["标的最新价"] = pd.to_numeric(temp_df["标的最新价"], errors="coerce")
+    temp_df["标的涨跌幅"] = pd.to_numeric(temp_df["标的涨跌幅"], errors="coerce")
+    temp_df["盈亏平衡价"] = pd.to_numeric(temp_df["盈亏平衡价"], errors="coerce")
+    temp_df["到期日"] = pd.to_datetime(
+        temp_df["到期日"].astype(str), errors="coerce"
+    ).dt.date
     return temp_df
 
 

akshare/option/option_risk_analysis_em.py

@@ -1,13 +1,15 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2023/3/20 15:20
+Date: 2025/3/13 21:50
 Desc: 东方财富网-数据中心-特色数据-期权风险分析
 https://data.eastmoney.com/other/riskanal.html
 """
-import requests
+
 import pandas as pd
 
+from akshare.utils.func import fetch_paginated_data
+
 
 def option_risk_analysis_em() -> pd.DataFrame:
     """
@@ -18,9 +20,9 @@ def option_risk_analysis_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        "fid": "f3",
+        "fid": "f12",
         "po": "1",
-        "pz": "5000",
+        "pz": "100",
         "pn": "1",
         "np": "1",
         "fltt": "2",
@@ -29,10 +31,9 @@ def option_risk_analysis_em() -> pd.DataFrame:
         "fields": "f1,f2,f3,f12,f13,f14,f302,f303,f325,f326,f327,f329,f328,f301,f152,f154",
         "fs": "m:10",
     }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
+    temp_df = fetch_paginated_data(url, params)
     temp_df.columns = [
+        "-",
         "-",
         "最新价",
         "涨跌幅",
@@ -75,7 +76,9 @@ def option_risk_analysis_em() -> pd.DataFrame:
     temp_df["Vega"] = pd.to_numeric(temp_df["Vega"], errors="coerce")
     temp_df["Rho"] = pd.to_numeric(temp_df["Rho"], errors="coerce")
     temp_df["Theta"] = pd.to_numeric(temp_df["Theta"], errors="coerce")
-    temp_df["到期日"] = pd.to_datetime(temp_df["到期日"], format="%Y%m%d").dt.date
+    temp_df["到期日"] = pd.to_datetime(
+        temp_df["到期日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
     return temp_df
 
 

akshare/option/option_risk_indicator_sse.py

@@ -1,14 +1,15 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2022/5/18 20:40
+Date: 2025/9/8 16:20
 Desc: 上海证券交易所-产品-股票期权-期权风险指标
 """
-import requests
+
 import pandas as pd
+import requests
 
 
-def option_risk_indicator_sse(date: str = "20220516") -> pd.DataFrame:
+def option_risk_indicator_sse(date: str = "20240626") -> pd.DataFrame:
     """
     上海证券交易所-产品-股票期权-期权风险指标
     http://www.sse.com.cn/assortment/options/risk/
@@ -23,7 +24,6 @@ def option_risk_indicator_sse(date: str = "20220516") -> pd.DataFrame:
         "trade_date": date,
         "sqlId": "SSE_ZQPZ_YSP_GGQQZSXT_YSHQ_QQFXZB_DATE_L",
         "contractSymbol": "",
-        "_": "1652877575590",
     }
     headers = {
         "Accept": "*/*",
@@ -34,7 +34,8 @@ def option_risk_indicator_sse(date: str = "20220516") -> pd.DataFrame:
         "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",
+        "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()
@@ -53,19 +54,20 @@ def option_risk_indicator_sse(date: str = "20220516") -> pd.DataFrame:
             "IMPLC_VOLATLTY",
         ]
     ]
-    temp_df["TRADE_DATE"] = pd.to_datetime(temp_df["TRADE_DATE"]).dt.date
-    temp_df["DELTA_VALUE"] = pd.to_numeric(temp_df["DELTA_VALUE"])
-    temp_df["THETA_VALUE"] = pd.to_numeric(temp_df["THETA_VALUE"])
-    temp_df["GAMMA_VALUE"] = pd.to_numeric(temp_df["GAMMA_VALUE"])
-    temp_df["VEGA_VALUE"] = pd.to_numeric(temp_df["VEGA_VALUE"])
-    temp_df["RHO_VALUE"] = pd.to_numeric(temp_df["RHO_VALUE"])
-    temp_df["IMPLC_VOLATLTY"] = pd.to_numeric(temp_df["IMPLC_VOLATLTY"])
+    temp_df["TRADE_DATE"] = pd.to_datetime(
+        temp_df["TRADE_DATE"], errors="coerce"
+    ).dt.date
+    temp_df["DELTA_VALUE"] = pd.to_numeric(temp_df["DELTA_VALUE"], errors="coerce")
+    temp_df["THETA_VALUE"] = pd.to_numeric(temp_df["THETA_VALUE"], errors="coerce")
+    temp_df["GAMMA_VALUE"] = pd.to_numeric(temp_df["GAMMA_VALUE"], errors="coerce")
+    temp_df["VEGA_VALUE"] = pd.to_numeric(temp_df["VEGA_VALUE"], errors="coerce")
+    temp_df["RHO_VALUE"] = pd.to_numeric(temp_df["RHO_VALUE"], errors="coerce")
+    temp_df["IMPLC_VOLATLTY"] = pd.to_numeric(
+        temp_df["IMPLC_VOLATLTY"], errors="coerce"
+    )
     return temp_df
 
 
 if __name__ == "__main__":
-    option_risk_indicator_sse_df = option_risk_indicator_sse(date="20220516")
-    print(option_risk_indicator_sse_df)
-
-    option_risk_indicator_sse_df = option_risk_indicator_sse(date="20220623")
+    option_risk_indicator_sse_df = option_risk_indicator_sse(date="20240626")
     print(option_risk_indicator_sse_df)

akshare/option/option_value_analysis_em.py

@@ -1,13 +1,15 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2022/1/24 15:41
+Date: 2025/3/11 17:00
 Desc: 东方财富网-数据中心-特色数据-期权价值分析
 https://data.eastmoney.com/other/valueAnal.html
 """
-import requests
+
 import pandas as pd
 
+from akshare.utils.func import fetch_paginated_data
+
 
 def option_value_analysis_em() -> pd.DataFrame:
     """
@@ -18,62 +20,67 @@ def option_value_analysis_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        'fid': 'f301',
-        'po': '1',
-        'pz': '5000',
-        'pn': '1',
-        'np': '1',
-        'fltt': '2',
-        'invt': '2',
-        'ut': 'b2884a393a59ad64002292a3e90d46a5',
-        'fields': 'f1,f2,f3,f12,f13,f14,f298,f299,f249,f300,f330,f331,f332,f333,f334,f335,f336,f301,f152',
-        'fs': 'm:10'
+        "fid": "f301",
+        "po": "1",
+        "pz": "100",
+        "pn": "1",
+        "np": "1",
+        "fltt": "2",
+        "invt": "2",
+        "ut": "b2884a393a59ad64002292a3e90d46a5",
+        "fields": "f1,f2,f3,f12,f13,f14,f298,f299,f249,f300,f330,f331,f332,f333,f334,f335,f336,f301,f152",
+        "fs": "m:10",
     }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
+    temp_df = fetch_paginated_data(url, params)
     temp_df.columns = [
-        '-',
-        '最新价',
-        '-',
-        '期权代码',
-        '-',
-        '期权名称',
-        '-',
-        '隐含波动率',
-        '时间价值',
-        '内在价值',
-        '理论价格',
-        '到期日',
-        '-',
-        '-',
-        '-',
-        '标的名称',
-        '标的最新价',
-        '-',
-        '标的近一年波动率',
+        "-",
+        "-",
+        "最新价",
+        "-",
+        "期权代码",
+        "-",
+        "期权名称",
+        "-",
+        "隐含波动率",
+        "时间价值",
+        "内在价值",
+        "理论价格",
+        "到期日",
+        "-",
+        "-",
+        "-",
+        "标的名称",
+        "标的最新价",
+        "-",
+        "标的近一年波动率",
+    ]
+    temp_df = temp_df[
+        [
+            "期权代码",
+            "期权名称",
+            "最新价",
+            "时间价值",
+            "内在价值",
+            "隐含波动率",
+            "理论价格",
+            "标的名称",
+            "标的最新价",
+            "标的近一年波动率",
+            "到期日",
+        ]
     ]
-    temp_df = temp_df[[
-        '期权代码',
-        '期权名称',
-        '最新价',
-        '时间价值',
-        '内在价值',
-        '隐含波动率',
-        '理论价格',
-        '标的名称',
-        '标的最新价',
-        '标的近一年波动率',
-        '到期日',
-    ]]
-    temp_df['最新价'] = pd.to_numeric(temp_df['最新价'], errors="coerce")
-    temp_df['时间价值'] = pd.to_numeric(temp_df['时间价值'])
-    temp_df['内在价值'] = pd.to_numeric(temp_df['内在价值'])
-    temp_df['隐含波动率'] = pd.to_numeric(temp_df['隐含波动率'])
-    temp_df['理论价格'] = pd.to_numeric(temp_df['理论价格'], errors="coerce")
-    temp_df['标的最新价'] = pd.to_numeric(temp_df['标的最新价'])
-    temp_df['标的近一年波动率'] = pd.to_numeric(temp_df['标的近一年波动率'])
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'].astype(str)).dt.date
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["时间价值"] = pd.to_numeric(temp_df["时间价值"], errors="coerce")
+    temp_df["内在价值"] = pd.to_numeric(temp_df["内在价值"], errors="coerce")
+    temp_df["隐含波动率"] = pd.to_numeric(temp_df["隐含波动率"], errors="coerce")
+    temp_df["理论价格"] = pd.to_numeric(temp_df["理论价格"], errors="coerce")
+    temp_df["标的最新价"] = pd.to_numeric(temp_df["标的最新价"], errors="coerce")
+    temp_df["标的近一年波动率"] = pd.to_numeric(
+        temp_df["标的近一年波动率"], errors="coerce"
+    )
+    temp_df["到期日"] = pd.to_datetime(
+        temp_df["到期日"].astype(str), errors="coerce"
+    ).dt.date
     return temp_df
 
 

akshare/other/__init__.py

@@ -2,5 +2,5 @@
 # -*- coding:utf-8 -*-
 """
 Date: 2021/5/14 17:52
-Desc: 
+Desc:
 """

akshare/other/other_car_cpca.py

@@ -1,9 +1,9 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/3/31 19:00
+Date: 2024/8/3 20:00
 Desc: 乘联会
-http://data.cpcaauto.com/FuelMarket
+http://data.cpcadata.com/FuelMarket
 """
 
 import pandas as pd
@@ -15,7 +15,7 @@ def car_market_total_cpca(
 ) -> pd.DataFrame:
     """
     乘联会-统计数据-总体市场
-    http://data.cpcaauto.com/TotalMarket
+    http://data.cpcadata.com/TotalMarket
     :param symbol: choice of {"狭义乘用车", "广义乘用车"}
     :type symbol: str
     :param indicator: choice of {"产量", "批发", "零售", "出口"}
@@ -23,7 +23,7 @@ def car_market_total_cpca(
     :return: 统计数据-总体市场
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist"
+    url = "http://data.cpcadata.com/api/chartlist"
     params = {"charttype": "1"}
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -163,13 +163,13 @@ def car_market_total_cpca(
 def __car_market_man_rank_cpca_pifa(symbol: str = "狭义乘用车-累计") -> pd.DataFrame:
     """
     乘联会-统计数据-厂商排名
-    http://data.cpcaauto.com/ManRank
+    http://data.cpcadata.com/ManRank
     :param symbol: choice of {"狭义乘用车-单月", "狭义乘用车-累计", "广义乘用车-单月", "广义乘用车-累计"}
     :type symbol: str
     :return: 统计数据-厂商排名
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist"
+    url = "http://data.cpcadata.com/api/chartlist"
     params = {"charttype": "2"}
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -278,13 +278,13 @@ def __car_market_man_rank_cpca_lingshou(
 ) -> pd.DataFrame:
     """
     乘联会-统计数据-厂商排名
-    http://data.cpcaauto.com/ManRank
+    http://data.cpcadata.com/ManRank
     :param symbol: choice of {"狭义乘用车-单月", "狭义乘用车-累计", "广义乘用车-单月", "广义乘用车-累计"}
     :type symbol: str
     :return: 统计数据-厂商排名
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist_2"
+    url = "http://data.cpcadata.com/api/chartlist_2"
     params = {"charttype": "2"}
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -393,7 +393,7 @@ def car_market_man_rank_cpca(
 ) -> pd.DataFrame:
     """
     乘联会-统计数据-厂商排名
-    http://data.cpcaauto.com/ManRank
+    http://data.cpcadata.com/ManRank
     :param symbol: choice of {"狭义乘用车-单月", "狭义乘用车-累计", "广义乘用车-单月", "广义乘用车-累计"}
     :type symbol: str
     :param indicator: choice of {"批发", "零售"}
@@ -412,13 +412,13 @@ def car_market_man_rank_cpca(
 def __car_market_cate_cpca_pifa(symbol: str = "MPV") -> pd.DataFrame:
     """
     乘联会-统计数据-车型大类
-    http://data.cpcaauto.com/CategoryMarket
+    http://data.cpcadata.com/CategoryMarket
     :param symbol: choice of {"轿车", "MPV", "SUV", "占比"}
     :type symbol: str
     :return: 统计数据-车型大类
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist"
+    url = "http://data.cpcadata.com/api/chartlist"
     params = {"charttype": "3"}
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -530,13 +530,13 @@ def __car_market_cate_cpca_lingshou(
 ) -> pd.DataFrame:
     """
     乘联会-统计数据-车型大类
-    http://data.cpcaauto.com/CategoryMarket
+    http://data.cpcadata.com/CategoryMarket
     :param symbol: choice of {"轿车", "MPV", "SUV", "占比"}
     :type symbol: str
     :return: 统计数据-车型大类
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist"
+    url = "http://data.cpcadata.com/api/chartlist"
     params = {"charttype": "3"}
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -646,7 +646,7 @@ def __car_market_cate_cpca_lingshou(
 def car_market_cate_cpca(symbol: str = "轿车", indicator: str = "批发") -> pd.DataFrame:
     """
     乘联会-统计数据-车型大类
-    http://data.cpcaauto.com/CategoryMarket
+    http://data.cpcadata.com/CategoryMarket
     :param symbol: choice of {"轿车", "MPV", "SUV", "占比"}
     :type symbol: str
     :param indicator: choice of {"批发", "零售"}
@@ -665,11 +665,11 @@ def car_market_cate_cpca(symbol: str = "轿车", indicator: str = "批发") -> p
 def car_market_country_cpca() -> pd.DataFrame:
     """
     乘联会-统计数据-国别细分市场
-    http://data.cpcaauto.com/CountryMarket
+    http://data.cpcadata.com/CountryMarket
     :return: 统计数据-车型大类
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist"
+    url = "http://data.cpcadata.com/api/chartlist"
     params = {"charttype": "4"}
     r = requests.get(url=url, params=params)
     data_json = r.json()
@@ -685,13 +685,13 @@ def car_market_country_cpca() -> pd.DataFrame:
 def car_market_segment_cpca(symbol: str = "轿车") -> pd.DataFrame:
     """
     乘联会-统计数据-级别细分市场
-    http://data.cpcaauto.com/SegmentMarket
+    http://data.cpcadata.com/SegmentMarket
     :param symbol: choice of {"轿车", "MPV", "SUV"}
     :type symbol: str
     :return: 统计数据-车型大类
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist"
+    url = "http://data.cpcadata.com/api/chartlist"
     params = {"charttype": "5"}
     r = requests.get(url=url, params=params)
     data_json = r.json()
@@ -724,11 +724,11 @@ def car_market_fuel_cpca(symbol: str = "整体市场") -> pd.DataFrame:
     乘联会-统计数据-新能源细分市场
     :param symbol: choice of {"整体市场", "销量占比-PHEV-BEV", "销量占比-ICE-NEV"}
     :type symbol: str
-    https://data.cpcaauto.com/FuelMarket
+    https://data.cpcadata.com/FuelMarket
     :return: 新能源细分市场
     :rtype: pandas.DataFrame
     """
-    url = "http://data.cpcaauto.com/api/chartlist"
+    url = "http://data.cpcadata.com/api/chartlist"
     params = {"charttype": "6"}
     r = requests.get(url, params=params)
     data_json = r.json()

akshare/pro/__init__.py

@@ -1 +0,0 @@
-

akshare/pro/client.py

@@ -4,6 +4,7 @@
 Date: 2019/11/10 22:52
 Desc: 数据接口源代码
 """
+
 from functools import partial
 from urllib import parse
 
@@ -12,7 +13,6 @@ import requests
 
 
 class DataApi:
-
     __token = ""
     __http_url = "https://api.qhkch.com"
 
@@ -49,8 +49,10 @@ class DataApi:
         if fields == "":
             try:
                 return pd.DataFrame(data_json)
-            except ValueError as e:
-                result_df = pd.DataFrame.from_dict(data_json, orient="index", columns=[api_name])
+            except ValueError:
+                result_df = pd.DataFrame.from_dict(
+                    data_json, orient="index", columns=[api_name]
+                )
                 return result_df
         else:  # 此处增加处理
             if api_name == "variety_all_positions":
@@ -68,5 +70,5 @@ class DataApi:
         return partial(self.query, name)
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     pass

akshare/pro/cons.py

@@ -4,5 +4,6 @@
 Date: 2020/12/24 16:28
 Desc: API常量文件
 """
-TOKEN_F_P = 'tk.csv'
-TOKEN_ERR_MSG = '请设置 AKShare pro 的 token 凭证码，如果没有权限，请访问 https://qhkch.com/ 注册申请'
+
+TOKEN_F_P = "tk.csv"
+TOKEN_ERR_MSG = "请设置 AKShare pro 的 token 凭证码，如果没有权限，请访问 https://qhkch.com/ 注册申请"

akshare/pro/data_pro.py

@@ -4,24 +4,25 @@
 Date: 2019/11/10 22:52
 Desc: 数据接口初始化
 """
+
 from akshare.pro import client
 from akshare.utils import token_process
 
 
-def pro_api(token=''):
+def pro_api(token=""):
     """
     初始化 pro API,第一次可以通过ak.set_token('your token')来记录自己的token凭证，临时token可以通过本参数传入
     """
-    if token == '' or token is None:
+    if token == "" or token is None:
         token = token_process.get_token()
-    if token is not None and token != '':
+    if token is not None and token != "":
         pro = client.DataApi(token)
         return pro
     else:
-        raise Exception('api init error.')
+        raise Exception("api init error.")
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     pro_test = pro_api()
     variety_all_df = pro_test.variety_all()
     print(variety_all_df)