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

akshare/futures/futures_international.py

@@ -1,170 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2021/5/10 17:06
-Desc: 提供英为财情-国际大宗商品期货
-https://cn.investing.com/commodities/brent-oil-historical-data
-"""
-import re
-
-import pandas as pd
-import requests
-from bs4 import BeautifulSoup
-
-from akshare.index.cons import short_headers, long_headers
-
-
-def get_sector_symbol_name_url() -> dict:
-    """
-    期货所对应板块的 URL
-    :return: dict
-    {'能源': '/commodities/energy',
-    '金属': '/commodities/metals',
-    '农业': '/commodities/softs',
-    '商品指数': '/indices/commodities-indices'}
-    """
-    url = "https://cn.investing.com/commodities/"
-    res = requests.get(url, headers=short_headers)
-    soup = BeautifulSoup(res.text, "lxml")
-    name_url_option_list = soup.find_all(attrs={"class": "linkTitle"})  # 去掉-所有国家及地区
-    url_list = [item.find("a")["href"] for item in name_url_option_list]
-    name_list = [item.get_text() for item in name_url_option_list]
-    name_code_map_dict = {}
-    name_code_map_dict.update(zip(name_list, url_list))
-    return name_code_map_dict
-
-
-def futures_global_commodity_name_url_map(sector: str = "能源") -> dict:
-    """
-    参考网页: https://cn.investing.com/commodities/
-    获取选择板块对应的: 具体期货品种的 url 地址
-    :param sector: 板块, 对应 get_global_country_name_url 品种名称
-    :type sector: str
-    :return: dict of name-url
-    :rtype: dict
-    {'伦敦布伦特原油': '/commodities/brent-oil',
-    'WTI原油': '/commodities/crude-oil',
-    '伦敦汽油': '/commodities/london-gas-oil',
-    '天然气': '/commodities/natural-gas?cid=49787',
-    '燃料油': '/commodities/heating-oil',
-    '碳排放': '/commodities/carbon-emissions',
-    'RBOB汽油': '/commodities/gasoline-rbob',
-    '布伦特原油': '/commodities/brent-oil?cid=49769',
-    '原油': '/commodities/crude-oil?cid=49774'}
-    """
-    name_url_dict = get_sector_symbol_name_url()
-    url = f"https://cn.investing.com{name_url_dict[sector]}"
-    res = requests.post(url, headers=short_headers)
-    soup = BeautifulSoup(res.text, "lxml")
-    url_list = [
-        item.find("a")["href"].split("?")[0]
-        for item in soup.find_all(attrs={"class": "plusIconTd"})
-    ]
-    name_list = [
-        item.find("a").get_text()
-        for item in soup.find_all(attrs={"class": "plusIconTd"})
-    ]
-    name_code_map_dict = {}
-    name_code_map_dict.update(zip(name_list, url_list))
-    return name_code_map_dict
-
-
-def futures_global_commodity_hist(
-    sector: str = "能源",
-    symbol: str = "伦敦布伦特原油",
-    start_date: str = "20000101",
-    end_date: str = "20191017",
-) -> pd.DataFrame:
-    """
-    国际大宗商品的历史量价数据
-    https://cn.investing.com/commodities
-    :param sector: 板块名称; 调用 futures_global_commodity_name_url_map 函数获取
-    :type sector: str
-    :param symbol: 品种名称; 通过访问网站查询
-    :type symbol: str
-    :param start_date: 开始日期
-    :type start_date: str
-    :param end_date: 结束日期
-    :type end_date: str
-    :return: 国际大宗商品的历史量价数据
-    :rtype: pandas.DataFrame
-    """
-    start_date = "/".join([start_date[:4], start_date[4:6], start_date[6:]])
-    end_date = "/".join([end_date[:4], end_date[4:6], end_date[6:]])
-    name_code_dict = futures_global_commodity_name_url_map(sector)
-    temp_url = f"https://cn.investing.com/{name_code_dict[symbol]}-historical-data"
-    res = requests.post(temp_url, headers=short_headers)
-    soup = BeautifulSoup(res.text, "lxml")
-    title = soup.find("h2", attrs={"class": "float_lang_base_1"}).get_text()
-    res = requests.post(temp_url, headers=short_headers)
-    soup = BeautifulSoup(res.text, "lxml")
-    data = soup.find_all(text=re.compile("window.histDataExcessInfo"))[0].strip()
-    para_data = re.findall(r"\d+", data)
-    payload = {
-        "curr_id": para_data[0],
-        "smlID": para_data[1],
-        "header": title,
-        "st_date": start_date,
-        "end_date": end_date,
-        "interval_sec": "Daily",
-        "sort_col": "date",
-        "sort_ord": "DESC",
-        "action": "historical_data",
-    }
-    url = "https://cn.investing.com/instruments/HistoricalDataAjax"
-    r = requests.post(url, data=payload, headers=long_headers)
-    temp_df = pd.read_html(r.text)[0]
-    temp_df["日期"] = pd.to_datetime(temp_df["日期"], format="%Y年%m月%d日")
-    if any(temp_df["交易量"].astype(str).str.contains("-")):
-        temp_df["交易量"][temp_df["交易量"].str.contains("-")] = temp_df["交易量"][
-            temp_df["交易量"].str.contains("-")
-        ].replace("-", 0)
-    if any(temp_df["交易量"].astype(str).str.contains("B")):
-        temp_df["交易量"][temp_df["交易量"].str.contains("B").fillna(False)] = (
-            temp_df["交易量"][temp_df["交易量"].str.contains("B").fillna(False)]
-            .str.replace("B", "")
-            .astype(float)
-            * 1000000000
-        )
-    if any(temp_df["交易量"].astype(str).str.contains("M")):
-        temp_df["交易量"][temp_df["交易量"].str.contains("M").fillna(False)] = (
-            temp_df["交易量"][temp_df["交易量"].str.contains("M").fillna(False)]
-            .str.replace("M", "")
-            .astype(float)
-            * 1000000
-        )
-    if any(temp_df["交易量"].astype(str).str.contains("K")):
-        temp_df["交易量"][temp_df["交易量"].str.contains("K").fillna(False)] = (
-            temp_df["交易量"][temp_df["交易量"].str.contains("K").fillna(False)]
-            .str.replace("K", "")
-            .astype(float)
-            * 1000
-        )
-    temp_df["交易量"] = temp_df["交易量"].astype(float)
-    temp_df["涨跌幅"] = pd.DataFrame(
-        round(temp_df["涨跌幅"].str.replace("%", "").astype(float) / 100, 6)
-    )
-    temp_df.name = title
-    temp_df.columns.name = None
-    temp_df.sort_values(["日期"], ascending=False, inplace=True)
-    return temp_df
-
-
-if __name__ == "__main__":
-    temp_dict = futures_global_commodity_name_url_map(sector="能源")
-    print(temp_dict)
-
-    futures_global_commodity_hist_df = futures_global_commodity_hist(
-        sector="能源", symbol="伦敦布伦特原油", start_date="19700101", end_date="20210510"
-    )
-    print(futures_global_commodity_hist_df)
-
-    # futures_global_commodity_hist_df = futures_global_commodity_hist(
-    #     sector="能源", symbol="伦敦布伦特原油", start_date="1970/01/01", end_date="2021/05/10"
-    # )
-    # print(futures_global_commodity_hist_df.to_csv("伦敦布伦特原油_19880627_20080319.csv", encoding="gb2312"))
-    #
-    # futures_global_commodity_hist_df = futures_global_commodity_hist(
-    #     sector="能源", symbol="伦敦布伦特原油", start_date="2008/03/19", end_date="2021/05/10"
-    # )
-    # print(futures_global_commodity_hist_df.to_csv("伦敦布伦特原油_20080319_20210510.csv", encoding="gb2312"))

akshare/futures/futures_news_baidu.py

@@ -1,54 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2023/7/2 16:00
-Desc: 百度股市通-期货-新闻
-https://gushitong.baidu.com/futures/ab-CJ888
-"""
-import pandas as pd
-import requests
-
-
-def futures_news_baidu(symbol: str = "AL") -> pd.DataFrame:
-    """
-    百度股市通-期货-新闻
-    https://gushitong.baidu.com/futures/ab-CJ888
-    :param symbol: 期货品种代码；大写
-    :type symbol: str
-    :return: 新闻
-    :rtype: pandas.DataFrame
-    """
-    url = "https://finance.pae.baidu.com/vapi/getfuturesnews"
-    params = {"code": f"{symbol}888", "pn": "0", "rn": "2000", "finClientType": "pc"}
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["Result"])
-    temp_df.rename(
-        columns={
-            "loc": "-",
-            "provider": "-",
-            "source": "-",
-            "publish_time": "发布时间",
-            "third_url": "新闻链接",
-            "title": "标题",
-            "is_self_build": "-",
-            "news_id": "-",
-            "locate_url": "-",
-        },
-        inplace=True,
-    )
-    temp_df = temp_df[
-        [
-            "标题",
-            "发布时间",
-            "新闻链接",
-        ]
-    ]
-    temp_df["发布时间"] = pd.to_datetime(pd.to_numeric(temp_df["发布时间"]), unit="s").dt.date
-    temp_df.sort_values(["发布时间"], inplace=True, ignore_index=True)
-    return temp_df
-
-
-if __name__ == "__main__":
-    futures_news_baidu_df = futures_news_baidu(symbol="AL")
-    print(futures_news_baidu_df)

akshare/futures/inventory_data.py

@@ -1,100 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2021/1/10 13:58
-Desc: 得到 99 期货网的原始数据
-"""
-import requests
-import pickle
-from bs4 import BeautifulSoup
-import time
-
-
-url = "http://service.99qh.com/Storage/Storage.aspx?page=99qh"
-
-sample_headers = {
-    "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3",
-    "Host": "service.99qh.com",
-    "Origin": "http://service.99qh.com",
-    "Referer": "http://www.99qh.com/d/store.aspx",
-    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/77.0.3865.90 Safari/537.36"
-}
-
-res = requests.get(url, headers=sample_headers)
-
-soup = BeautifulSoup(res.text, "lxml")
-view_state = soup.find_all(attrs={"id": "__VIEWSTATE"})[0]["value"]
-even_validation = soup.find_all(attrs={"id": "__EVENTVALIDATION"})[0]["value"]
-
-qh_headers = {
-    "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3",
-    "Accept-Encoding": "gzip, deflate",
-    "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
-    "Cache-Control": "max-age=0",
-    "Connection": "keep-alive",
-    "Content-Length": "4458",
-    "Content-Type": "application/x-www-form-urlencoded",
-    "Host": "service.99qh.com",
-    "Origin": "http://service.99qh.com",
-    "Referer": "http://service.99qh.com/Storage/Storage.aspx?page=99qh",
-    "Upgrade-Insecure-Requests": "1",
-    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/77.0.3865.90 Safari/537.36"
-}
-
-code_temp_list = [item["value"] for item in soup.find_all("select")[0].find_all("option")]
-name_temp_list = [item.get_text() for item in soup.find_all("select")[0].find_all("option")]
-code_exchange_name_dict = dict(zip(code_temp_list, name_temp_list))
-exchange_value = soup.find_all("select")[0].find_all(attrs={"selected": "selected"})[0]["value"]
-symbol_list = soup.find_all("select")[1].get_text().split("\n")[1:-1]
-symbol_value_list = [item["value"] for item in soup.find_all("select")[1].find_all("option")]
-code_symbol_code_dict = dict()
-code_symbol_code_dict[exchange_value] = symbol_value_list
-
-exchange_symbol_list = {}
-exchange_symbol_value_list = {}
-for i in code_temp_list:
-    # i = 14
-    print(i)
-    j = 0
-    while j < 5:
-        try:
-            payload = {
-                "__EVENTTARGET": "ddlExchName",
-                "__EVENTARGUMENT": "",
-                "__LASTFOCUS": "",
-                "__VIEWSTATE": view_state,
-                "__VIEWSTATEGENERATOR": "6EAC22FA",
-                "__EVENTVALIDATION": even_validation,
-                "ddlExchName": i,
-                # "ddlGoodsName": 6
-            }
-
-            res = requests.post(url, data=payload, headers=qh_headers)
-            soup = BeautifulSoup(res.text, "lxml")
-            exchange = soup.find_all("select")[0].find_all(attrs={"selected": "selected"})[0].get_text()
-            print(exchange)
-            exchange_value = soup.find_all("select")[0].find_all(attrs={"selected": "selected"})[0]["value"]
-            print(exchange_value)
-            symbol_list = soup.find_all("select")[1].get_text().split("\n")[1:-1]
-            exchange_symbol_list.update({exchange_value: symbol_list})
-            symbol_value_list = [item["value"] for item in soup.find_all("select")[1].find_all("option")]
-            exchange_symbol_value_list.update({exchange_value: symbol_value_list})
-            view_state = soup.find_all(attrs={"id": "__VIEWSTATE"})[0]["value"]
-            even_validation = soup.find_all(attrs={"id": "__EVENTVALIDATION"})[0]["value"]
-            time.sleep(5)
-        except:
-            j += 1
-            continue
-
-
-with open('./akshare/futures/exchange_symbol_list.pk', 'wb') as f:
-    pickle.dump(exchange_symbol_list, f)
-
-with open('./akshare/futures/exchange_symbol_value_list.pk', 'wb') as f:
-    pickle.dump(exchange_symbol_value_list, f)
-
-with open('./akshare/futures/code_exchange_name_dict.pk', 'wb') as f:
-    pickle.dump(code_exchange_name_dict, f)
-
-
-

akshare/futures_derivative/futures_index_price_nh.py

@@ -1,61 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2023/11/17 18:20
-Desc: 南华期货-商品指数历史走势-价格指数-数值
-https://www.nanhua.net/nhzc/varietytrend.html
-1000 点开始, 用收益率累计
-https://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
-"""
-import time
-
-import pandas as pd
-import requests
-
-
-def futures_index_symbol_table_nh() -> pd.DataFrame:
-    """
-    南华期货-南华指数所有品种一览表
-    https://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
-    :return: 南华指数所有品种一览表
-    :rtype: pandas.DataFrame
-    """
-    url = "https://www.nanhua.net/ianalysis/plate-variety.json"
-    r = requests.get(url)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json)
-    temp_df["firstday"] = pd.to_datetime(temp_df["firstday"], errors="coerce").dt.date
-    return temp_df
-
-
-def futures_price_index_nh(symbol: str = "A") -> pd.DataFrame:
-    """
-    南华期货-南华指数单品种-价格-所有历史数据
-    https://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
-    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
-    :type symbol: str
-    :return: 南华期货-南华指数单品种-价格-所有历史数据
-    :rtype: pandas.Series
-    """
-    symbol_df = futures_index_symbol_table_nh()
-    symbol_list = symbol_df["code"].tolist()
-    if symbol in symbol_list:
-        t = time.time()
-        url = f"https://www.nanhua.net/ianalysis/varietyindex/price/{symbol}.json?t={int(round(t * 1000))}"
-        r = requests.get(url)
-        data_json = r.json()
-        temp_df = pd.DataFrame(data_json)
-        temp_df.columns = ["date", "value"]
-        temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms", errors="coerce")
-        temp_df["date"] = temp_df["date"].dt.tz_localize("UTC")
-        temp_df["date"] = temp_df["date"].dt.tz_convert("Asia/Shanghai").dt.date
-        temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
-        return temp_df
-
-
-if __name__ == "__main__":
-    futures_index_symbol_table_nh_df = futures_index_symbol_table_nh()
-    print(futures_index_symbol_table_nh_df)
-
-    futures_price_index_nh_df = futures_price_index_nh(symbol="A")
-    print(futures_price_index_nh_df)

akshare/futures_derivative/futures_index_return_nh.py

@@ -1,47 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2023/11/17 18:20
-Desc: 南华期货-商品指数历史走势-收益率指数-数值
-https://www.nanhua.net/nhzc/varietytrend.html
-1000 点开始, 用收益率累计
-https://www.nanhua.net/ianalysis/varietyindex/index/NHCI.json?t=1574932290494
-"""
-import time
-
-import pandas as pd
-import requests
-
-from akshare.futures_derivative.futures_index_price_nh import (
-    futures_index_symbol_table_nh,
-)
-
-
-def futures_return_index_nh(symbol: str = "Y") -> pd.DataFrame:
-    """
-    南华期货-南华指数单品种-收益率-所有历史数据
-    https://www.nanhua.net/ianalysis/varietyindex/index/NHCI.json?t=1574932290494
-    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
-    :type symbol: str
-    :return: 南华指数单品种-收益率-所有历史数据
-    :rtype: pandas.Series
-    """
-    symbol_df = futures_index_symbol_table_nh()
-    symbol_list = symbol_df["code"].tolist()
-    if symbol in symbol_list:
-        t = time.time()
-        url = f"https://www.nanhua.net/ianalysis/varietyindex/index/{symbol}.json?t={int(round(t * 1000))}"
-        r = requests.get(url)
-        data_json = r.json()
-        temp_df = pd.DataFrame(data_json)
-        temp_df.columns = ["date", "value"]
-        temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms", errors="coerce")
-        temp_df["date"] = temp_df["date"].dt.tz_localize("UTC")
-        temp_df["date"] = temp_df["date"].dt.tz_convert("Asia/Shanghai").dt.date
-        temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
-        return temp_df
-
-
-if __name__ == "__main__":
-    futures_return_index_nh_df = futures_return_index_nh(symbol="NHCI")
-    print(futures_return_index_nh_df)

akshare/futures_derivative/futures_index_volatility_nh.py

@@ -1,51 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2023/6/4 15:19
-Desc: 南华期货-商品指数历史走势-收益率指数-波动率
-https://www.nanhua.net/nhzc/varietytrend.html
-1000 点开始, 用收益率累计
-目标地址: https://www.nanhua.net/ianalysis/volatility/20/NHCI.json?t=1574932291399
-"""
-import time
-
-import pandas as pd
-import requests
-
-from akshare.futures_derivative.futures_index_price_nh import (
-    futures_index_symbol_table_nh,
-)
-
-
-def futures_volatility_index_nh(
-    symbol: str = "NHCI", period: str = "20"
-) -> pd.DataFrame:
-    """
-    南华期货-南华指数单品种-波动率-所有历史数据
-    https://www.nanhua.net/nhzc/varietytrend.html
-    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
-    :type symbol: str
-    :param period: 波动周期 choice of {'5', '20', '60', '120'}
-    :type period: str
-    :return: 波动率-所有历史数据
-    :rtype: pandas.DataFrame
-    """
-    symbol_df = futures_index_symbol_table_nh()
-    if symbol in symbol_df["code"].tolist():
-        t = time.time()
-        url = f"https://www.nanhua.net/ianalysis/volatility/{period}/{symbol}.json?t={int(round(t * 1000))}"
-        r = requests.get(url)
-        data_json = r.json()
-        temp_df = pd.DataFrame(data_json)
-        temp_df.columns = ["date", "value"]
-        temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms")
-        temp_df["date"] = temp_df["date"].dt.tz_localize("UTC")
-        temp_df["date"] = temp_df["date"].dt.tz_convert("Asia/Shanghai").dt.date
-        return temp_df
-
-
-if __name__ == "__main__":
-    futures_volatility_index_nh_df = futures_volatility_index_nh(
-        symbol="SA", period="5"
-    )
-    print(futures_volatility_index_nh_df)

akshare/futures_derivative/futures_other_index_nh.py

@@ -1,145 +0,0 @@
-# -*- coding:utf-8 -*-
-# !/usr/bin/env python
-"""
-Date: 2023/12/2 19:00
-Desc: 板块指数、品种指数和相关系数矩阵
-南华期货-板块指数涨跌
-https://www.nanhua.net/nhzc/platechange.html
-南华期货-品种指数涨跌
-https://www.nanhua.net/nhzc/varietychange.html
-南华期货-相关系数矩阵
-https://www.nanhua.net/nhzc/correltable.html
-"""
-import pandas as pd
-import requests
-
-
-def futures_board_index_nh(start_date: str = "20231110", end_date: str = "20231116") -> pd.DataFrame:
-    """
-    南华期货-市场涨跌-板块指数涨跌
-    https://www.nanhua.net/nhzc/platechange.html
-    :param start_date: 开始时间
-    :type start_date: str
-    :param end_date: 结束时间
-    :type end_date: str
-    :return: 板块指数涨跌
-    :rtype: pandas.DataFrame
-    """
-    # 获取 start_date 的数据
-    url = f"https://www.nanhua.net/ianalysis/plate/{start_date[:4]}/{start_date[4:6]}/{start_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    start_df = pd.DataFrame(r.json())
-    start_df.columns = [
-        'name',
-        'code',
-        start_date,
-    ]
-
-    # 获取 end_date 的数据
-    url = f"https://www.nanhua.net/ianalysis/plate/{end_date[:4]}/{end_date[4:6]}/{end_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    end_df = pd.DataFrame(r.json())
-    end_df.columns = [
-        'name',
-        'code',
-        end_date,
-    ]
-    end_df.reset_index(inplace=True, drop=True)
-
-    # 计算数据
-    start_df = start_df.merge(end_df, on=['name', 'code'], how='inner')
-    # 去除异常数据 IF
-    start_df = start_df[start_df['code'] != 'IF']
-    start_df['return'] = start_df[end_date] / start_df[start_date] - 1
-    temp_df = start_df[['name', 'return']]
-
-    return temp_df
-
-
-def futures_variety_index_nh(start_date: str = "20231110", end_date: str = "20231116") -> pd.DataFrame:
-    """
-    南华期货-市场涨跌-品种指数涨跌
-    https://www.nanhua.net/nhzc/varietychange.html
-    :param start_date: 开始时间
-    :type start_date: str
-    :param end_date: 结束时间
-    :type end_date: str
-    :return: 品种指数涨跌
-    :rtype: pandas.DataFrame
-    """
-    url = f"https://www.nanhua.net/ianalysis/variety/{start_date[:4]}/{start_date[4:6]}/{start_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    start_df = pd.DataFrame(r.json())
-    start_df.columns = [
-        'name',
-        'code',
-        start_date,
-    ]
-
-    url = f"http://www.nanhua.net/ianalysis/variety/{end_date[:4]}/{end_date[4:6]}/{end_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    end_df = pd.DataFrame(r.json())
-    end_df.columns = [
-        'name',
-        'code',
-        'end_date',
-    ]
-    start_df[end_date] = end_df['end_date']
-
-    start_df['gap'] = start_df[end_date] - start_df[start_date]
-    start_df['return'] = start_df['gap'] / start_df[start_date]
-
-    temp_df = start_df
-    temp_df = temp_df[['name', 'return']]
-    return temp_df
-
-
-def futures_correlation_nh(date: str = "20231110", period: str = "20") -> pd.DataFrame:
-    """
-    南华期货-统计监控-相关系数矩阵
-    https://www.nanhua.net/nhzc/correltable.html
-    :param date: 开始时间
-    :type date: str
-    :param period: 周期; choice of {"5", "20", "60", "120"}
-    :type period: str
-    :return: 相关系数矩阵
-    :rtype: pandas.DataFrame
-    """
-    url = f"https://www.nanhua.net/ianalysis/correl/{period}/{date[:4]}/{date[4:6]}/{date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    temp_df = pd.DataFrame(r.json())
-    temp_df.columns = [
-        '品种代码1',
-        '品种名称1',
-        '品种代码2',
-        '品种名称2',
-        '相关系数',
-    ]
-    temp_df['相关系数'] = pd.to_numeric(temp_df['相关系数'], errors="coerce")
-    return temp_df
-
-
-if __name__ == '__main__':
-    futures_board_index_nh_df = futures_board_index_nh(start_date="20230103", end_date="20231201")
-    print(futures_board_index_nh_df)
-
-    futures_variety_index_nh_df = futures_variety_index_nh(start_date="20231110", end_date="20231116")
-    print(futures_variety_index_nh_df)
-
-    futures_correlation_nh_df = futures_correlation_nh(date="20231110", period="20")
-    print(futures_correlation_nh_df)