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

akshare/stock/stock_zh_a_sina.py

@@ -1,18 +1,17 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/12/5 19:20
+Date: 2025/3/20 19:00
 Desc: 新浪财经-A股-实时行情数据和历史行情数据(包含前复权和后复权因子)
 https://finance.sina.com.cn/realstock/company/sh689009/nc.shtml
 """
-import re
+
 import json
+import re
 
-from akshare.utils import demjson
-from py_mini_racer import py_mini_racer
 import pandas as pd
+import py_mini_racer
 import requests
-from tqdm import tqdm
 
 from akshare.stock.cons import (
     zh_sina_a_stock_payload,
@@ -24,6 +23,8 @@ from akshare.stock.cons import (
     zh_sina_a_stock_qfq_url,
     zh_sina_a_stock_amount_url,
 )
+from akshare.utils import demjson
+from akshare.utils.tqdm import get_tqdm
 
 
 def _get_zh_a_page_count() -> int:
@@ -51,17 +52,14 @@ def stock_zh_a_spot() -> pd.DataFrame:
     big_df = pd.DataFrame()
     page_count = _get_zh_a_page_count()
     zh_sina_stock_payload_copy = zh_sina_a_stock_payload.copy()
+    tqdm = get_tqdm()
     for page in tqdm(
-            range(1, page_count + 1), leave=False, desc="Please wait for a moment"
+        range(1, page_count + 1), leave=False, desc="Please wait for a moment"
     ):
         zh_sina_stock_payload_copy.update({"page": page})
-        r = requests.get(
-            zh_sina_a_stock_url, params=zh_sina_stock_payload_copy
-        )
+        r = requests.get(zh_sina_a_stock_url, params=zh_sina_stock_payload_copy)
         data_json = demjson.decode(r.text)
-        big_df = pd.concat(
-            [big_df, pd.DataFrame(data_json)], ignore_index=True
-        )
+        big_df = pd.concat(objs=[big_df, pd.DataFrame(data_json)], ignore_index=True)
 
     big_df = big_df.astype(
         {
@@ -127,10 +125,10 @@ def stock_zh_a_spot() -> pd.DataFrame:
 
 
 def stock_zh_a_daily(
-        symbol: str = "sh603843",
-        start_date: str = "19900101",
-        end_date: str = "21000118",
-        adjust: str = "",
+    symbol: str = "sh603843",
+    start_date: str = "19900101",
+    end_date: str = "21000118",
+    adjust: str = "",
 ) -> pd.DataFrame:
     """
     新浪财经-A 股-个股的历史行情数据, 大量抓取容易封 IP
@@ -141,7 +139,7 @@ def stock_zh_a_daily(
     :type start_date: str
     :param end_date: 20201103; 结束日期
     :type end_date: str
-    :param adjust: 默认为空: 返回不复权的数据; qfq: 返回前复权后的数据; hfq: 返回后复权后的数据; hfq-factor: 返回后复权因子; hfq-factor: 返回前复权因子
+    :param adjust: 默认为空: 返回不复权的数据; qfq: 返回前复权后的数据; hfq: 返回后复权后的数据; hfq-factor: 返回后复权因子; qfq-factor: 返回前复权因子
     :type adjust: str
     :return: 行情数据
     :rtype: pandas.DataFrame
@@ -187,20 +185,18 @@ def stock_zh_a_daily(
     del data_df["date"]
     try:
         del data_df["prevclose"]
-    except:
+    except:  # noqa: E722
         pass
     try:
         del data_df["postVol"]
         del data_df["postAmt"]
-    except:
+    except:  # noqa: E722
         pass
     data_df = data_df.astype("float")
     r = requests.get(zh_sina_a_stock_amount_url.format(symbol, symbol))
-    amount_data_json = demjson.decode(
-        r.text[r.text.find("["): r.text.rfind("]") + 1]
-    )
+    amount_data_json = demjson.decode(r.text[r.text.find("[") : r.text.rfind("]") + 1])
     amount_data_df = pd.DataFrame(amount_data_json)
-    amount_data_df.columns = ['date', 'outstanding_share']
+    amount_data_df.columns = ["date", "outstanding_share"]
     amount_data_df.index = pd.to_datetime(amount_data_df.date)
     del amount_data_df["date"]
     temp_df = pd.merge(
@@ -209,7 +205,7 @@ def stock_zh_a_daily(
     try:
         # try for pandas >= 2.1.0
         temp_df.ffill(inplace=True)
-    except Exception as e:
+    except Exception:
         try:
             temp_df.fillna(method="ffill", inplace=True)
         except Exception as e:
@@ -240,7 +236,7 @@ def stock_zh_a_daily(
         temp_df.dropna(inplace=True)
         temp_df.drop_duplicates(inplace=True)
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
         return temp_df
     if adjust == "hfq":
         res = requests.get(zh_sina_a_stock_hfq_url.format(symbol))
@@ -260,7 +256,7 @@ def stock_zh_a_daily(
         try:
             # try for pandas >= 2.1.0
             temp_df.ffill(inplace=True)
-        except Exception as e:
+        except Exception:
             try:
                 # try for pandas < 2.1.0
                 temp_df.fillna(method="ffill", inplace=True)
@@ -283,7 +279,7 @@ def stock_zh_a_daily(
         temp_df["close"] = round(temp_df["close"], 2)
         temp_df.dropna(inplace=True)
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
         return temp_df
 
     if adjust == "qfq":
@@ -304,7 +300,7 @@ def stock_zh_a_daily(
         try:
             # try for pandas >= 2.1.0
             temp_df.ffill(inplace=True)
-        except Exception as e:
+        except Exception:
             try:
                 # try for pandas < 2.1.0
                 temp_df.fillna(method="ffill", inplace=True)
@@ -327,14 +323,14 @@ def stock_zh_a_daily(
         temp_df["close"] = round(temp_df["close"], 2)
         temp_df.dropna(inplace=True)
         temp_df.reset_index(inplace=True)
-        temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date
+        temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
         return temp_df
 
 
 def stock_zh_a_cdr_daily(
-        symbol: str = "sh689009",
-        start_date: str = "19900101",
-        end_date: str = "22201116",
+    symbol: str = "sh689009",
+    start_date: str = "19900101",
+    end_date: str = "22201116",
 ) -> pd.DataFrame:
     """
     新浪财经-A股-CDR个股的历史行情数据, 大量抓取容易封 IP
@@ -369,7 +365,7 @@ def stock_zh_a_cdr_daily(
 
 
 def stock_zh_a_minute(
-        symbol: str = "sh600519", period: str = "1", adjust: str = ""
+    symbol: str = "sh600519", period: str = "1", adjust: str = ""
 ) -> pd.DataFrame:
     """
     股票及股票指数历史行情数据-分钟数据
@@ -383,7 +379,9 @@ def stock_zh_a_minute(
     :return: specific data
     :rtype: pandas.DataFrame
     """
-    url = "https://quotes.sina.cn/cn/api/jsonp_v2.php/=/CN_MarketDataService.getKLineData"
+    url = (
+        "https://quotes.sina.cn/cn/api/jsonp_v2.php/=/CN_MarketDataService.getKLineData"
+    )
     params = {
         "symbol": symbol,
         "scale": period,
@@ -395,7 +393,7 @@ def stock_zh_a_minute(
     try:
         data_json = json.loads(data_text.split("=(")[1].split(");")[0])
         temp_df = pd.DataFrame(data_json).iloc[:, :6]
-    except:
+    except:  # noqa: E722
         url = f"https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_{symbol}_{period}_1658852984203=/CN_MarketDataService.getKLineData"
         params = {
             "symbol": symbol,
@@ -412,7 +410,7 @@ def stock_zh_a_minute(
         return pd.DataFrame()
     try:
         stock_zh_a_daily(symbol=symbol, adjust="qfq")
-    except:
+    except:  # noqa: E722
         return temp_df
 
     if adjust == "":
@@ -430,28 +428,16 @@ def stock_zh_a_minute(
         need_df.drop_duplicates(subset=["date"], keep="last", inplace=True)
         need_df.index = pd.to_datetime(need_df["date"])
         stock_zh_a_daily_qfq_df = stock_zh_a_daily(symbol=symbol, adjust="qfq")
-        stock_zh_a_daily_qfq_df.index = pd.to_datetime(
-            stock_zh_a_daily_qfq_df["date"]
-        )
-        result_df = stock_zh_a_daily_qfq_df.iloc[-len(need_df):, :][
-                        "close"
-                    ].astype(float) / need_df["close"].astype(float)
+        stock_zh_a_daily_qfq_df.index = pd.to_datetime(stock_zh_a_daily_qfq_df["date"])
+        result_df = stock_zh_a_daily_qfq_df.iloc[-len(need_df) :, :]["close"].astype(
+            float
+        ) / need_df["close"].astype(float)
         temp_df.index = pd.to_datetime(temp_df["date"])
-        merged_df = pd.merge(
-            temp_df, result_df, left_index=True, right_index=True
-        )
-        merged_df["open"] = (
-                merged_df["open"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["high"] = (
-                merged_df["high"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["low"] = (
-                merged_df["low"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["close"] = (
-                merged_df["close_x"].astype(float) * merged_df["close_y"]
-        )
+        merged_df = pd.merge(temp_df, result_df, left_index=True, right_index=True)
+        merged_df["open"] = merged_df["open"].astype(float) * merged_df["close_y"]
+        merged_df["high"] = merged_df["high"].astype(float) * merged_df["close_y"]
+        merged_df["low"] = merged_df["low"].astype(float) * merged_df["close_y"]
+        merged_df["close"] = merged_df["close_x"].astype(float) * merged_df["close_y"]
         temp_df = merged_df[["day", "open", "high", "low", "close", "volume"]]
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
@@ -467,31 +453,21 @@ def stock_zh_a_minute(
         need_df.drop_duplicates(subset=["date"], keep="last", inplace=True)
         need_df.index = pd.to_datetime(need_df["date"])
         stock_zh_a_daily_hfq_df = stock_zh_a_daily(symbol=symbol, adjust="hfq")
-        stock_zh_a_daily_hfq_df.index = pd.to_datetime(
-            stock_zh_a_daily_hfq_df["date"]
-        )
-        result_df = stock_zh_a_daily_hfq_df.iloc[-len(need_df):, :][
-                        "close"
-                    ].astype(float) / need_df["close"].astype(float)
+        stock_zh_a_daily_hfq_df.index = pd.to_datetime(stock_zh_a_daily_hfq_df["date"])
+        result_df = stock_zh_a_daily_hfq_df.iloc[-len(need_df) :, :]["close"].astype(
+            float
+        ) / need_df["close"].astype(float)
         temp_df.index = pd.to_datetime(temp_df["date"])
-        merged_df = pd.merge(
-            temp_df, result_df, left_index=True, right_index=True
-        )
-        merged_df["open"] = (
-                merged_df["open"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["high"] = (
-                merged_df["high"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["low"] = (
-                merged_df["low"].astype(float) * merged_df["close_y"]
-        )
-        merged_df["close"] = (
-                merged_df["close_x"].astype(float) * merged_df["close_y"]
-        )
+        merged_df = pd.merge(temp_df, result_df, left_index=True, right_index=True)
+        merged_df["open"] = merged_df["open"].astype(float) * merged_df["close_y"]
+        merged_df["high"] = merged_df["high"].astype(float) * merged_df["close_y"]
+        merged_df["low"] = merged_df["low"].astype(float) * merged_df["close_y"]
+        merged_df["close"] = merged_df["close_x"].astype(float) * merged_df["close_y"]
         temp_df = merged_df[["day", "open", "high", "low", "close", "volume"]]
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
+    else:
+        return pd.DataFrame()
 
 
 if __name__ == "__main__":
@@ -527,7 +503,9 @@ if __name__ == "__main__":
     )
     print(stock_zh_a_daily_hfq_factor_df)
 
-    stock_zh_a_daily_df = stock_zh_a_daily(symbol="sz300798", start_date="20200601", end_date="20231101", adjust="hfq")
+    stock_zh_a_daily_df = stock_zh_a_daily(
+        symbol="sz300798", start_date="20200601", end_date="20231101", adjust="hfq"
+    )
     print(stock_zh_a_daily_df)
 
     stock_zh_a_cdr_daily_df = stock_zh_a_cdr_daily(
@@ -539,7 +517,7 @@ if __name__ == "__main__":
     print(stock_zh_a_spot_df)
 
     stock_zh_a_minute_df = stock_zh_a_minute(
-        symbol="sh600519", period="1", adjust=""
+        symbol="sz000876", period="1", adjust="qfq"
     )
     print(stock_zh_a_minute_df)