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

akshare/futures/futures_hist_em.py

@@ -0,0 +1,191 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/2/20 17:00
+Desc: 东方财富网-期货行情
+https://qhweb.eastmoney.com/quote
+"""
+
+import re
+from functools import lru_cache
+from typing import Tuple, Dict
+
+import pandas as pd
+import requests
+
+
+def __futures_hist_separate_char_and_numbers_em(symbol: str = "焦煤2506") -> tuple:
+    """
+    东方财富网-期货行情-交易所品种对照表原始数据
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :param symbol: 股票代码
+    :type symbol: str
+    :return: 交易所品种对照表原始数据
+    :rtype: pandas.DataFrame
+    """
+    char = re.findall(pattern="[\u4e00-\u9fa5a-zA-Z]+", string=symbol)
+    numbers = re.findall(pattern=r"\d+", string=symbol)
+    return char[0], numbers[0]
+
+
+@lru_cache()
+def __fetch_exchange_symbol_raw_em() -> list:
+    """
+    东方财富网-期货行情-交易所品种对照表原始数据
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种对照表原始数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://futsse-static.eastmoney.com/redis"
+    params = {"msgid": "gnweb"}
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    all_exchange_symbol_list = []
+    for item in data_json:
+        params = {"msgid": str(item["mktid"])}
+        r = requests.get(url, params=params)
+        inner_data_json = r.json()
+        for num in range(1, len(inner_data_json) + 1):
+            params = {"msgid": str(item["mktid"]) + f"_{num}"}
+            r = requests.get(url, params=params)
+            inner_data_json = r.json()
+            all_exchange_symbol_list.extend(inner_data_json)
+    return all_exchange_symbol_list
+
+
+@lru_cache()
+def __get_exchange_symbol_map() -> Tuple[Dict, Dict, Dict, Dict]:
+    """
+    东方财富网-期货行情-交易所品种映射
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种映射
+    :rtype: pandas.DataFrame
+    """
+    all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
+    c_contract_mkt = {}
+    c_contract_to_e_contract = {}
+    e_symbol_mkt = {}
+    c_symbol_mkt = {}
+    for item in all_exchange_symbol_list:
+        c_contract_mkt[item["name"]] = item["mktid"]
+        c_contract_to_e_contract[item["name"]] = item["code"]
+        e_symbol_mkt[item["vcode"]] = item["mktid"]
+        c_symbol_mkt[item["vname"]] = item["mktid"]
+    return c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt
+
+
+def futures_hist_table_em() -> pd.DataFrame:
+    """
+    东方财富网-期货行情-交易所品种对照表
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种对照表
+    :rtype: pandas.DataFrame
+    """
+    all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
+    temp_df = pd.DataFrame(all_exchange_symbol_list)
+    temp_df = temp_df[["mktname", "name", "code"]]
+    temp_df.columns = ["市场简称", "合约中文代码", "合约代码"]
+    return temp_df
+
+
+def futures_hist_em(
+    symbol: str = "热卷主连",
+    period: str = "daily",
+    start_date: str = "19900101",
+    end_date: str = "20500101",
+) -> pd.DataFrame:
+    """
+    东方财富网-期货行情-行情数据
+    https://qhweb.eastmoney.com/quote
+    :param symbol: 期货代码
+    :type symbol: str
+    :param period: choice of {'daily', 'weekly', 'monthly'}
+    :type period: str
+    :param start_date: 开始日期
+    :type start_date: str
+    :param end_date: 结束日期
+    :type end_date: str
+    :return: 行情数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
+    period_dict = {"daily": "101", "weekly": "102", "monthly": "103"}
+    c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt = (
+        __get_exchange_symbol_map()
+    )
+    try:
+        sec_id = f"{c_contract_mkt[symbol]}.{c_contract_to_e_contract[symbol]}"
+    except KeyError:
+        symbol_char, numbers = __futures_hist_separate_char_and_numbers_em(symbol)
+        if re.match(pattern="^[\u4e00-\u9fa5]+$", string=symbol_char):
+            sec_id = str(c_symbol_mkt[symbol_char]) + "." + symbol
+        else:
+            sec_id = str(e_symbol_mkt[symbol_char]) + "." + symbol
+    params = {
+        "secid": sec_id,
+        "klt": period_dict[period],
+        "fqt": "1",
+        "lmt": "10000",
+        "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": "7eea3edcaed734bea9cbfc24409ed989",
+        "forcect": "1",
+    }
+    r = requests.get(url, timeout=15, params=params)
+    data_json = r.json()
+    temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
+    if temp_df.empty: return temp_df
+    temp_df.columns = [
+        "时间",
+        "开盘",
+        "收盘",
+        "最高",
+        "最低",
+        "成交量",
+        "成交额",
+        "-",
+        "涨跌幅",
+        "涨跌",
+        "_",
+        "_",
+        "持仓量",
+        "_",
+    ]
+    temp_df = temp_df[
+        [
+            "时间",
+            "开盘",
+            "最高",
+            "最低",
+            "收盘",
+            "涨跌",
+            "涨跌幅",
+            "成交量",
+            "成交额",
+            "持仓量",
+        ]
+    ]
+    temp_df.index = pd.to_datetime(temp_df["时间"])
+    temp_df = temp_df[start_date:end_date]
+    temp_df.reset_index(drop=True, inplace=True)
+    temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
+    temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], 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["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
+    temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
+    temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"], errors="coerce")
+    temp_df["时间"] = pd.to_datetime(temp_df["时间"], errors="coerce").dt.date
+    return temp_df
+
+
+if __name__ == "__main__":
+    futures_hist_table_em_df = futures_hist_table_em()
+    print(futures_hist_table_em_df)
+
+    futures_hist_em_df = futures_hist_em(symbol="热卷主连", period="daily")
+    print(futures_hist_em_df)

akshare/futures/futures_hq_sina.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/3/10 17:00
+Date: 2025/3/5 18:00
 Desc: 新浪财经-外盘期货
 https://finance.sina.com.cn/money/future/hf.html
 """
@@ -63,9 +63,10 @@ def futures_hq_subscribe_exchange_symbol() -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     inner_dict = {
-        "新交所 TSI CFR 中国铁矿石（62%铁粉）指数": "FEF",
+        "新加坡铁矿石": "FEF",
         "马棕油": "FCPO",
         "日橡胶": "RSS3",
+        "美国原糖": "RS",
         "CME比特币期货": "BTC",
         "NYBOT-棉花": "CT",
         "LME镍3个月": "NID",
@@ -129,7 +130,8 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
         "Sec-Fetch-Dest": "script",
         "Sec-Fetch-Mode": "no-cors",
         "Sec-Fetch-Site": "cross-site",
-        "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",
+        "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",
     }
     r = requests.get(url, headers=headers)
     data_text = r.text

akshare/futures/futures_index_ccidx.py

@@ -1,11 +1,12 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2023/11/9 14:00
+Date: 2025/10/29 15:00
 Desc: 中证商品指数
 http://www.ccidx.com/
 """
-from io import BytesIO
+
+import json
 
 import pandas as pd
 import requests
@@ -24,94 +25,35 @@ def futures_index_ccidx(symbol: str = "中证商品期货指数") -> pd.DataFram
         "中证商品期货指数": "100001.CCI",
         "中证商品期货价格指数": "000001.CCI",
     }
-    url = "http://www.ccidx.com/front/ajax_downZSHQ.do"
-    params = {"indexCode": futures_index_map[symbol]}
+    url = "http://www.ccidx.com/CCI-ZZZS/index/getDateLine"
+    params = {"indexId": futures_index_map[symbol]}
     r = requests.get(url, params=params)
-    temp_df = pd.read_excel(BytesIO(r.content), header=1, engine="openpyxl")
-    temp_df.columns = [
-        "日期",
-        "指数代码",
-        "指数中文全称",
-        "指数中文简称",
-        "指数英文全称",
-        "指数英文简称",
-        "开盘",
-        "最高",
-        "最低",
-        "收盘",
-        "结算",
-        "涨跌",
-        "涨跌幅",
-    ]
+    data_json = r.json()
+    temp_df = pd.DataFrame(
+        [json.loads(item) for item in data_json["data"]["dateLineJson"]]
+    )
+    temp_df.rename(
+        columns={
+            "tradeDate": "日期",
+            "indexId": "指数代码",
+            "closingPrice": "收盘点位",
+            "settlePrice": "结算点位",
+            "dailyIncreaseAndDecrease": "涨跌",
+            "dailyIncreaseAndDecreasePercentage": "涨跌幅",
+        },
+        inplace=True,
+    )
+
     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["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
-    temp_df["结算"] = pd.to_numeric(temp_df["结算"], errors="coerce")
+    temp_df["收盘点位"] = pd.to_numeric(temp_df["收盘点位"], errors="coerce")
+    temp_df["结算点位"] = pd.to_numeric(temp_df["结算点位"], errors="coerce")
     temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
     temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
-    temp_df.sort_values(by=['日期'], inplace=True)
+    temp_df.sort_values(by=["日期"], inplace=True)
     temp_df.reset_index(inplace=True, drop=True)
     return temp_df
 
 
-def futures_index_min_ccidx(symbol: str = "中证监控油脂油料期货指数") -> pd.DataFrame:
-    """
-    中证商品指数-商品指数-分时数据
-    http://www.ccidx.com/index.html
-    :param symbol: choice of {"中证商品期货指数", "中证商品期货价格指数", "中证监控油脂油料期货指数", "中证监控软商品期货指数",  "中证监控能化期货指数", "中证监控钢铁期货指数"}
-    :type symbol: str
-    :return: 商品指数-分时数据
-    :rtype: pandas.DataFrame
-    """
-    futures_index_map = {
-        "中证商品期货指数": ["100001.CCI", "0"],
-        "中证商品期货价格指数": ["000001.CCI", "1"],
-        "中证监控油脂油料期货指数": ["606005.CCI", "2"],
-        "中证监控软商品期货指数": ["606008.CCI", "3"],
-        "中证监控能化期货指数": ["606010.CCI", "4"],
-        "中证监控钢铁期货指数": ["606011.CCI", "5"],
-    }
-    url = "http://www.ccidx.com/cscidx/csciAction/loadTimeData"
-    params = {"r": "0.08644997232349438"}
-    payload = {
-        "indexCode": futures_index_map[symbol][0],
-        "indexType": futures_index_map[symbol][1],
-        "pointer": "all",
-    }
-    headers = {
-        "Accept": "application/json, text/javascript, */*; q=0.01",
-        "Accept-Encoding": "gzip, deflate",
-        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
-        "Cache-Control": "no-cache",
-        "Content-Length": "44",
-        "Connection": "keep-alive",
-        "Content-Type": "application/x-www-form-urlencoded; charset=UTF-8",
-        "Host": "www.ccidx.com",
-        "Origin": "http://www.ccidx.com",
-        "Pragma": "no-cache",
-        "Proxy-Connection": "keep-alive",
-        "Referer": "http://www.ccidx.com/cscidx/quote1",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/92.0.4515.159 Safari/537.36",
-        "X-Requested-With": "XMLHttpRequest",
-    }
-    r = requests.post(url, params=params, data=payload, headers=headers)
-    data_json = r.json()
-    temp_df = pd.DataFrame(
-        [data_json["dataMap"]["axisList"], data_json["dataMap"]["lineList"]]
-    ).T
-    temp_df.columns = [
-        "datetime",
-        "value",
-    ]
-    temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
-    return temp_df
-
-
 if __name__ == "__main__":
     futures_index_ccidx_df = futures_index_ccidx(symbol="中证商品期货指数")
     print(futures_index_ccidx_df)
-
-    futures_index_min_ccidx_df = futures_index_min_ccidx(symbol="中证商品期货指数")
-    print(futures_index_min_ccidx_df)