akshare 1.14.49__py3-none-any.whl → 1.17.99__py3-none-any.whl

akshare/futures/futures_daily_bar.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/5/11 22:00
+Date: 2024/11/30 18:00
 Desc: 期货日线行情
 """
 
@@ -272,12 +272,12 @@ def get_gfex_daily(date: str = "20221223") -> pd.DataFrame:
     return result_df
 
 
-def get_ine_daily(date: str = "20220208") -> pd.DataFrame:
+def get_ine_daily(date: str = "20241129") -> pd.DataFrame:
     """
     上海国际能源交易中心-日频率-量价数据
     上海国际能源交易中心: 原油期货(上市时间: 20180326); 20号胶期货(上市时间: 20190812)
-    trade_price: http://www.ine.cn/statements/daily/?paramid=kx
-    trade_note: http://www.ine.cn/data/datanote.dat
+    trade_price: https://www.ine.cn/statements/daily/?paramid=kx
+    trade_note: https://www.ine.cn/data/datanote.dat
     :param date: 日期 format：YYYY-MM-DD 或 YYYYMMDD 或 datetime.date对象，默认为当前交易日
     :type date: str or datetime.date
     :return: 上海国际能源交易中心-日频率-量价数据
@@ -287,7 +287,7 @@ def get_ine_daily(date: str = "20220208") -> pd.DataFrame:
     if day.strftime("%Y%m%d") not in calendar:
         # warnings.warn(f"{day.strftime('%Y%m%d')}非交易日")
         return pd.DataFrame()
-    url = f"http://www.ine.cn/data/dailydata/kx/kx{day.strftime('%Y%m%d')}.dat"
+    url = f"https://www.ine.cn/data/tradedata/future/dailydata/kx{day.strftime('%Y%m%d')}.dat"
     r = requests.get(url, headers=cons.shfe_headers)
     result_df = pd.DataFrame()
     try:
@@ -480,13 +480,13 @@ def get_shfe_daily(date: str = "20220415") -> pd.DataFrame:
     try:
         json_data = json.loads(
             requests_link(
-                cons.SHFE_DAILY_URL % (day.strftime("%Y%m%d")),
+                cons.SHFE_DAILY_URL_20250630 % (day.strftime("%Y%m%d")),
                 headers=cons.shfe_headers,
             ).text
         )
     except requests.HTTPError as reason:
         if reason.response != 404:
-            print(cons.SHFE_DAILY_URL % (day.strftime("%Y%m%d")), reason)
+            print(cons.SHFE_DAILY_URL_20250630 % (day.strftime("%Y%m%d")), reason)
         return pd.DataFrame()
 
     if len(json_data["o_curinstrument"]) == 0:
@@ -524,7 +524,7 @@ def get_shfe_daily(date: str = "20220415") -> pd.DataFrame:
     return df
 
 
-def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
+def get_dce_daily(date: str = "20251027") -> pd.DataFrame:
     """
     大连商品交易所日交易数据
     http://www.dce.com.cn/dalianshangpin/xqsj/tjsj26/rtj/rxq/index.html
@@ -537,42 +537,42 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
     if day.strftime("%Y%m%d") not in calendar:
         # warnings.warn("%s非交易日" % day.strftime("%Y%m%d"))
         return pd.DataFrame()
-    url = "http://www.dce.com.cn/publicweb/quotesdata/exportDayQuotesChData.html"
-    headers = {
-        "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,"
-        "application/signed-exchange;v=b3;q=0.9",
-        "Accept-Encoding": "gzip, deflate",
-        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
-        "Cache-Control": "no-cache",
-        "Connection": "keep-alive",
-        "Content-Length": "86",
-        "Content-Type": "application/x-www-form-urlencoded",
-        "Host": "www.dce.com.cn",
-        "Origin": "http://www.dce.com.cn",
-        "Pragma": "no-cache",
-        "Referer": "http://www.dce.com.cn/publicweb/quotesdata/dayQuotesCh.html",
-        "Upgrade-Insecure-Requests": "1",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
-        "Chrome/84.0.4147.105 Safari/537.36",
+    url = "http://www.dce.com.cn/dcereport/publicweb/dailystat/dayQuotes"
+    payload = {
+        "contractId": "",
+        "lang": "zh",
+        "optionSeries": "",
+        "statisticsType": "0",
+        "tradeDate": date,
+        "tradeType": "1",
+        "varietyId": "all",
     }
-    params = {
-        "dayQuotes.variety": "all",
-        "dayQuotes.trade_type": "0",
-        "year": date[:4],
-        "month": str(int(date[4:6]) - 1),
-        "day": date[6:],
-        "exportFlag": "excel",
-    }
-    r = requests.post(url, data=params, headers=headers)
-    data_df = pd.read_excel(BytesIO(r.content), header=1)
-
-    data_df = data_df[~data_df["商品名称"].str.contains("小计")]
-    data_df = data_df[~data_df["商品名称"].str.contains("总计")]
-    data_df["variety"] = data_df["商品名称"].map(lambda x: cons.DCE_MAP[x])
-    data_df["symbol"] = data_df["合约名称"]
-    del data_df["商品名称"]
-    del data_df["合约名称"]
-    data_df.columns = [
+    r = requests.post(url, json=payload)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['data'])
+    temp_df.rename(columns={
+        "variety": "品种名称",
+        "contractId": "合约",
+        "open": "开盘价",
+        "high": "最高价",
+        "low": "最低价",
+        "close": "收盘价",
+        "lastClear": "前结算价",
+        "clearPrice": "结算价",
+        "diff": "涨跌",
+        "diff1": "涨跌1",
+        "volumn": "成交量",
+        "openInterest": "持仓量",
+        "diffI": "持仓量变化",
+        "turnover": "成交额",
+    }, inplace=True)
+    temp_df = temp_df[~temp_df["品种名称"].str.contains("小计")]
+    temp_df = temp_df[~temp_df["品种名称"].str.contains("总计")]
+    temp_df["variety"] = temp_df["品种名称"].map(lambda x: cons.DCE_MAP[x])
+    temp_df["symbol"] = temp_df["合约"]
+    del temp_df["品种名称"]
+    del temp_df["合约"]
+    temp_df.columns = [
         "open",
         "high",
         "low",
@@ -581,15 +581,24 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
         "settle",
         "_",
         "_",
+        "_",
         "volume",
         "open_interest",
         "_",
         "turnover",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
+        "_",
         "variety",
         "symbol",
     ]
-    data_df["date"] = date
-    data_df = data_df[
+    temp_df["date"] = date
+    temp_df = temp_df[
         [
             "symbol",
             "date",
@@ -605,13 +614,7 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
             "variety",
         ]
     ]
-    # TODO pandas 2.1.0 change
-    try:
-        data_df = data_df.map(lambda x: x.replace(",", ""))
-    except:  # noqa: E722
-        data_df = data_df.applymap(lambda x: x.replace(",", ""))
-
-    data_df = data_df.astype(
+    temp_df = temp_df.astype(
         {
             "open": "float",
             "high": "float",
@@ -624,8 +627,8 @@ def get_dce_daily(date: str = "20220308") -> pd.DataFrame:
             "pre_settle": "float",
         }
     )
-    data_df.reset_index(inplace=True, drop=True)
-    return data_df
+    temp_df.reset_index(inplace=True, drop=True)
+    return temp_df
 
 
 def get_futures_daily(
@@ -674,23 +677,27 @@ def get_futures_daily(
     df_list = list()
     while start_date <= end_date:
         df = f(date=str(start_date).replace("-", ""))
-        if df is not None:
+        if not df.empty:
             df_list.append(df)
         start_date += datetime.timedelta(days=1)
 
-    if len(df_list) > 0:
+    if len(df_list) == 0:
+        return pd.DataFrame()
+    elif len(df_list) > 0:
         temp_df = pd.concat(df_list).reset_index(drop=True)
         temp_df = temp_df[~temp_df["symbol"].str.contains("efp")]
         return temp_df
+    else:
+        return pd.DataFrame()
 
 
 if __name__ == "__main__":
     get_futures_daily_df = get_futures_daily(
-        start_date="20240506", end_date="20240510", market="SHFE"
+        start_date="20250708", end_date="20250708", market="DCE"
     )
     print(get_futures_daily_df)
 
-    get_dce_daily_df = get_dce_daily(date="20230810")
+    get_dce_daily_df = get_dce_daily(date="20251029")
     print(get_dce_daily_df)
 
     get_cffex_daily_df = get_cffex_daily(date="20230810")
@@ -702,7 +709,7 @@ if __name__ == "__main__":
     get_czce_daily_df = get_czce_daily(date="20210513")
     print(get_czce_daily_df)
 
-    get_shfe_daily_df = get_shfe_daily(date="20210517")
+    get_shfe_daily_df = get_shfe_daily(date="20250630")
     print(get_shfe_daily_df)
 
     get_gfex_daily_df = get_gfex_daily(date="20221228")

akshare/futures/futures_foreign.py

@@ -1,30 +1,36 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/19 23:10
+Date: 2025/3/5 18:00
 Desc: 外盘期货-历史行情数据-日频率
 https://finance.sina.com.cn/money/future/hf.html
 """
+
 from datetime import datetime
 from io import StringIO
 
 import pandas as pd
 import requests
 
-from akshare.futures.futures_hq_sina import futures_foreign_commodity_subscribe_exchange_symbol
+from akshare.futures.futures_hq_sina import (
+    futures_foreign_commodity_subscribe_exchange_symbol,
+)
 
 
 def futures_foreign_hist(symbol: str = "ZSD") -> pd.DataFrame:
     """
     外盘期货-历史行情数据-日频率
     https://finance.sina.com.cn/money/future/hf.html
-    :param symbol: futures symbol, you can get it from futures_foreign_commodity_subscribe_exchange_symbol
+    :param symbol: 外盘期货代码, 可以通过 ak.futures_foreign_commodity_subscribe_exchange_symbol() 来获取所有品种代码
     :type symbol: str
-    :return: historical data from 2010
+    :return: 历史行情数据-日频率
     :rtype: pandas.DataFrame
     """
-    today = f'{datetime.today().year}_{datetime.today().month}_{datetime.today().day}'
-    url = f"https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_S{today}=/GlobalFuturesService.getGlobalFuturesDailyKLine"
+    today = f"{datetime.today().year}_{datetime.today().month}_{datetime.today().day}"
+    url = (
+        f"https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_S{today}=/"
+        f"GlobalFuturesService.getGlobalFuturesDailyKLine"
+    )
     params = {
         "symbol": symbol,
         "_": today,
@@ -32,7 +38,7 @@ def futures_foreign_hist(symbol: str = "ZSD") -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_text = r.text
-    data_df = pd.read_json(StringIO(data_text[data_text.find("["):-2]))
+    data_df = pd.read_json(StringIO(data_text[data_text.find("[") : -2]))
     return data_df
 
 
@@ -52,7 +58,7 @@ def futures_foreign_detail(symbol: str = "ZSD") -> pd.DataFrame:
     return data_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     futures_foreign_hist_df = futures_foreign_hist(symbol="ZSD")
     print(futures_foreign_hist_df)
 

akshare/futures/futures_hf_em.py

@@ -1,11 +1,13 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/1/18 17:40
+Date: 2025/3/9 22:00
 Desc: 东方财富网-行情中心-期货市场-国际期货
 https://quote.eastmoney.com/center/gridlist.html#futures_global
 """
+
 import math
+from typing import Optional
 
 import pandas as pd
 import requests
@@ -13,7 +15,76 @@ import requests
 from akshare.utils.tqdm import get_tqdm
 
 
-def futures_global_em():
+def __futures_global_hist_market_code(symbol: str = "HG00Y") -> Optional[int]:
+    """
+    东方财富网-行情中心-期货市场-国际期货-品种市场对照表
+    https://quote.eastmoney.com/center/gridlist.html#futures_global
+    :param symbol: HG00Y, 品种代码；可以通过 ak.futures_global_spot_em() 来获取所有可获取历史行情数据的品种代码
+    :type symbol: str
+    :return: 品种所属于的市场
+    :rtype: str
+    """
+    # 提取品种代码（去掉年份和月份部分）
+    base_symbol = ""
+    i = 0
+    while i < len(symbol) and not symbol[i].isdigit():
+        base_symbol += symbol[i]
+        i += 1
+    # 如果代码中没有数字（异常情况），则返回整个代码作为基础品种代码
+    if not base_symbol and i == len(symbol):
+        base_symbol = symbol
+    # 金属和贵金属品种 - 101
+    if base_symbol in ["HG", "GC", "SI", "QI", "QO", "MGC", "LTH"]:
+        return 101
+    # 能源品种 - 102
+    if base_symbol in ["CL", "NG", "RB", "HO", "PA", "PL", "QM"]:
+        return 102
+    # 农产品和金融品种 - 103
+    if base_symbol in [
+        "ZW",
+        "ZM",
+        "ZS",
+        "ZC",
+        "XC",
+        "XK",
+        "XW",
+        "YM",
+        "TY",
+        "US",
+        "EH",
+        "ZL",
+        "ZR",
+        "ZO",
+        "FV",
+        "TU",
+        "UL",
+        "NQ",
+        "ES",
+    ]:
+        return 103
+    # 中国市场特有品种 - 104
+    if base_symbol in ["TF", "RT", "CN"]:
+        return 104
+    # 软商品期货 - 108
+    if base_symbol in ["SB", "CT", "SF"]:
+        return 108
+    # 特殊L开头品种 - 109
+    if base_symbol in ["LCPT", "LZNT", "LALT", "LTNT", "LLDT", "LNKT"]:
+        return 109
+    # MPM开头品种 - 110
+    if base_symbol == "MPM":
+        return 110
+    # 日本市场品种 - 111
+    if base_symbol.startswith("J"):
+        return 111
+    # 单字母代码品种 - 112
+    if base_symbol in ["M", "B", "G"]:
+        return 112
+    # 如果没有匹配到任何规则，返回一个默认值或者错误
+    return None
+
+
+def futures_global_spot_em() -> pd.DataFrame:
     """
     东方财富网-行情中心-期货市场-国际期货
     https://quote.eastmoney.com/center/gridlist.html#futures_global
@@ -22,77 +93,160 @@ def futures_global_em():
     """
     url = "https://futsseapi.eastmoney.com/list/COMEX,NYMEX,COBOT,SGX,NYBOT,LME,MDEX,TOCOM,IPE"
     params = {
-        'orderBy': 'zdf',
-        'sort': 'desc',
-        'pageSize': '20',
-        'pageIndex': '0',
-        'token': '58b2fa8f54638b60b87d69b31969089c',
-        'field': 'dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl',
-        'blockName': 'callback',
-        '_': '1705570814466'
+        "orderBy": "dm",
+        "sort": "desc",
+        "pageSize": "20",
+        "pageIndex": "0",
+        "token": "58b2fa8f54638b60b87d69b31969089c",
+        "field": "dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl",
+        "blockName": "callback",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    total_num = data_json['total']
+    total_num = data_json["total"]
     total_page = math.ceil(total_num / 20) - 1
     tqdm = get_tqdm()
     big_df = pd.DataFrame()
     for page in tqdm(range(total_page), leave=False):
-        params.update({'pageIndex': page})
+        params.update({"pageIndex": page})
         r = requests.get(url, params=params)
         data_json = r.json()
-        temp_df = pd.DataFrame(data_json['list'])
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
+        temp_df = pd.DataFrame(data_json["list"])
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
     big_df.reset_index(inplace=True)
-    big_df['index'] = big_df['index'] + 1
-    big_df.rename(columns={
-        'index': "序号",
-        'np': "卖盘",
-        'h': "最新价",
-        'dm': "代码",
-        'zsjd': "-",
-        'l': "最低",
-        'ccl': "持仓量",
-        'o': "今开",
-        'p': "最高",
-        'sc': "-",
-        'vol': "成交量",
-        'name': "名称",
-        'wp': "买盘",
-        'zde': "涨跌额",
-        'zdf': "涨跌幅",
-        'zjsj': "昨结"
-    }, inplace=True)
-    big_df = big_df[[
-        "序号",
-        "代码",
-        "名称",
+    big_df["index"] = big_df["index"] + 1
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "np": "卖盘",
+            "h": "最高",
+            "dm": "代码",
+            "zsjd": "-",
+            "l": "最低",
+            "ccl": "持仓量",
+            "o": "今开",
+            "p": "最新价",
+            "sc": "-",
+            "vol": "成交量",
+            "name": "名称",
+            "wp": "买盘",
+            "zde": "涨跌额",
+            "zdf": "涨跌幅",
+            "zjsj": "昨结",
+        },
+        inplace=True,
+    )
+    big_df = big_df[
+        [
+            "序号",
+            "代码",
+            "名称",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "今开",
+            "最高",
+            "最低",
+            "昨结",
+            "成交量",
+            "买盘",
+            "卖盘",
+            "持仓量",
+        ]
+    ]
+    big_df["最新价"] = pd.to_numeric(big_df["最新价"], errors="coerce")
+    big_df["涨跌额"] = pd.to_numeric(big_df["涨跌额"], errors="coerce")
+    big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"], errors="coerce")
+    big_df["今开"] = pd.to_numeric(big_df["今开"], errors="coerce")
+    big_df["最高"] = pd.to_numeric(big_df["最高"], errors="coerce")
+    big_df["最低"] = pd.to_numeric(big_df["最低"], errors="coerce")
+    big_df["昨结"] = pd.to_numeric(big_df["昨结"], errors="coerce")
+    big_df["成交量"] = pd.to_numeric(big_df["成交量"], errors="coerce")
+    big_df["买盘"] = pd.to_numeric(big_df["买盘"], errors="coerce")
+    big_df["卖盘"] = pd.to_numeric(big_df["卖盘"], errors="coerce")
+    big_df["持仓量"] = pd.to_numeric(big_df["持仓量"], errors="coerce")
+    return big_df
+
+
+def futures_global_hist_em(symbol: str = "HG00Y") -> pd.DataFrame:
+    """
+    东方财富网-行情中心-期货市场-国际期货-历史行情数据
+    https://quote.eastmoney.com/globalfuture/HG25J.html
+    :param symbol: 品种代码；可以通过 ak.futures_global_spot_em() 来获取所有可获取历史行情数据的品种代码
+    :type symbol: str
+    :return: 历史行情数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
+    market_code = __futures_global_hist_market_code(symbol)
+    params = {
+        "secid": f"{market_code}.{symbol}",
+        "klt": "101",
+        "fqt": "1",
+        "lmt": "6600",
+        "end": "20500000",
+        "iscca": "1",
+        "fields1": "f1,f2,f3,f4,f5,f6,f7,f8",
+        "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64",
+        "ut": "f057cbcbce2a86e2866ab8877db1d059",
+        "forcect": "1",
+    }
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
+    temp_df["code"] = data_json["data"]["code"]
+    temp_df["name"] = data_json["data"]["name"]
+    temp_df.columns = [
+        "日期",
+        "开盘",
         "最新价",
-        "涨跌额",
-        "涨跌幅",
-        "今开",
         "最高",
         "最低",
-        "昨结",
-        "成交量",
-        "买盘",
-        "卖盘",
-        "持仓量",
-    ]]
-    big_df['最新价'] = pd.to_numeric(big_df['最新价'], errors="coerce")
-    big_df['涨跌额'] = pd.to_numeric(big_df['涨跌额'], errors="coerce")
-    big_df['涨跌幅'] = pd.to_numeric(big_df['涨跌幅'], errors="coerce")
-    big_df['今开'] = pd.to_numeric(big_df['今开'], errors="coerce")
-    big_df['最高'] = pd.to_numeric(big_df['最高'], errors="coerce")
-    big_df['最低'] = pd.to_numeric(big_df['最低'], errors="coerce")
-    big_df['昨结'] = pd.to_numeric(big_df['昨结'], errors="coerce")
-    big_df['成交量'] = pd.to_numeric(big_df['成交量'], errors="coerce")
-    big_df['买盘'] = pd.to_numeric(big_df['买盘'], errors="coerce")
-    big_df['卖盘'] = pd.to_numeric(big_df['卖盘'], errors="coerce")
-    big_df['持仓量'] = pd.to_numeric(big_df['持仓量'], errors="coerce")
-    return big_df
+        "总量",
+        "-",
+        "-",
+        "涨幅",
+        "-",
+        "-",
+        "-",
+        "持仓",
+        "日增",
+        "代码",
+        "名称",
+    ]
+    temp_df = temp_df[
+        [
+            "日期",
+            "代码",
+            "名称",
+            "开盘",
+            "最新价",
+            "最高",
+            "最低",
+            "总量",
+            "涨幅",
+            "持仓",
+            "日增",
+        ]
+    ]
+    temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
+    temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
+    temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
+    temp_df["总量"] = pd.to_numeric(temp_df["总量"], errors="coerce")
+    temp_df["涨幅"] = pd.to_numeric(temp_df["涨幅"], errors="coerce")
+    temp_df["日增"] = pd.to_numeric(temp_df["日增"], errors="coerce")
+    # 日增修复为有符号32位整数值
+    unsigned_max, signed_max = (2 ** 32) - 1, (2 ** 31) - 1
+    mask = temp_df["日增"] > signed_max
+    temp_df.loc[mask, "日增"] = temp_df.loc[mask, "日增"] - (unsigned_max + 1)
+    return temp_df
+
 
+if __name__ == "__main__":
+    futures_global_spot_em_df = futures_global_spot_em()
+    print(futures_global_spot_em_df)
 
-if __name__ == '__main__':
-    futures_global_em_df = futures_global_em()
-    print(futures_global_em_df)
+    futures_global_hist_em_df = futures_global_hist_em(symbol="HG00Y")
+    print(futures_global_hist_em_df)