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

akshare/futures_derivative/futures_contract_info_gfex.py

@@ -5,6 +5,7 @@ Date: 2024/2/28 16:00
 Desc: 广州期货交易所-业务/服务-合约信息
 http://www.gfex.com.cn/gfex/hyxx/ywcs.shtml
 """
+
 import pandas as pd
 import requests
 
@@ -16,45 +17,56 @@ def futures_contract_info_gfex() -> pd.DataFrame:
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"http://www.gfex.com.cn/u/interfacesWebTtQueryContractInfo/loadList"
+    url = "http://www.gfex.com.cn/u/interfacesWebTtQueryContractInfo/loadList"
     params = {
-        'variety': '',
-        'trade_type': '0',
+        "variety": "",
+        "trade_type": "0",
     }
     headers = {
-        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36'
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36"
     }
     r = requests.post(url, params=params, headers=headers)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json['data'])
-    temp_df.rename(columns={
-        'tradeType': "-",
-        'variety': "品种",
-        'varietyOrder': "-",
-        'contractId': "合约代码",
-        'unit': "交易单位",
-        'tick': "最小变动单位",
-        'startTradeDate': "开始交易日",
-        'endTradeDate': "最后交易日",
-        'endDeliveryDate0': "最后交割日",
-    }, inplace=True)
-    temp_df['交易单位'] = pd.to_numeric(temp_df['交易单位'], errors="coerce")
-    temp_df['最小变动单位'] = pd.to_numeric(temp_df['最小变动单位'], errors="coerce")
-    temp_df['开始交易日'] = pd.to_datetime(temp_df['开始交易日'], format="%Y%m%d", errors="coerce").dt.date
-    temp_df['最后交易日'] = pd.to_datetime(temp_df['最后交易日'], format="%Y%m%d", errors="coerce").dt.date
-    temp_df['最后交割日'] = pd.to_datetime(temp_df['最后交割日'], format="%Y%m%d", errors="coerce").dt.date
-    temp_df = temp_df[[
-        "品种",
-        "合约代码",
-        "交易单位",
-        "最小变动单位",
-        "开始交易日",
-        "最后交易日",
-        "最后交割日",
-    ]]
+    temp_df = pd.DataFrame(data_json["data"])
+    temp_df.rename(
+        columns={
+            "tradeType": "-",
+            "variety": "品种",
+            "varietyOrder": "-",
+            "contractId": "合约代码",
+            "unit": "交易单位",
+            "tick": "最小变动单位",
+            "startTradeDate": "开始交易日",
+            "endTradeDate": "最后交易日",
+            "endDeliveryDate0": "最后交割日",
+        },
+        inplace=True,
+    )
+    temp_df["交易单位"] = pd.to_numeric(temp_df["交易单位"], errors="coerce")
+    temp_df["最小变动单位"] = pd.to_numeric(temp_df["最小变动单位"], errors="coerce")
+    temp_df["开始交易日"] = pd.to_datetime(
+        temp_df["开始交易日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
+    temp_df["最后交易日"] = pd.to_datetime(
+        temp_df["最后交易日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
+    temp_df["最后交割日"] = pd.to_datetime(
+        temp_df["最后交割日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
+    temp_df = temp_df[
+        [
+            "品种",
+            "合约代码",
+            "交易单位",
+            "最小变动单位",
+            "开始交易日",
+            "最后交易日",
+            "最后交割日",
+        ]
+    ]
     return temp_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     futures_contract_info_gfex_df = futures_contract_info_gfex()
     print(futures_contract_info_gfex_df)

akshare/futures_derivative/futures_contract_info_ine.py

@@ -1,15 +1,16 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/2/28 19:00
+Date: 2024/11/30 19:00
 Desc: 上海国际能源交易中心-业务指南-交易参数汇总(期货)
 https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
 """
+
 import pandas as pd
 import requests
 
 
-def futures_contract_info_ine(date: str = "20240228") -> pd.DataFrame:
+def futures_contract_info_ine(date: str = "20241129") -> pd.DataFrame:
     """
     上海国际能源交易中心-业务指南-交易参数汇总(期货)
     https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
@@ -18,43 +19,51 @@ def futures_contract_info_ine(date: str = "20240228") -> pd.DataFrame:
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"https://www.ine.cn/data/instrument/ContractBaseInfo{date}.dat"
-    params = {
-        "rnd": "0.8312696798757147"
-    }
+    url = f"https://www.ine.cn/data/busiparamdata/future/ContractBaseInfo{date}.dat"
+    params = {"rnd": "0.8312696798757147"}
     headers = {
-        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36'
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/119.0.0.0 Safari/537.36"
     }
     r = requests.get(url, params=params, headers=headers)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json['ContractBaseInfo'])
-    temp_df.rename(columns={
-        'BASISPRICE': "挂牌基准价",
-        'ENDDELIVDATE': "最后交割日",
-        'EXPIREDATE': "到期日",
-        'INSTRUMENTID': "合约代码",
-        'OPENDATE': "上市日",
-        'STARTDELIVDATE': "开始交割日",
-        'TRADINGDAY': "交易日",
-    }, inplace=True)
-    temp_df = temp_df[[
-        "合约代码",
-        "上市日",
-        "到期日",
-        "开始交割日",
-        "最后交割日",
-        "挂牌基准价",
-        "交易日",
-    ]]
-    temp_df['上市日'] = pd.to_datetime(temp_df['上市日'], errors="coerce").dt.date
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'], errors="coerce").dt.date
-    temp_df['开始交割日'] = pd.to_datetime(temp_df['开始交割日'], errors="coerce").dt.date
-    temp_df['最后交割日'] = pd.to_datetime(temp_df['最后交割日'], errors="coerce").dt.date
-    temp_df['交易日'] = pd.to_datetime(temp_df['交易日'], errors="coerce").dt.date
-    temp_df['挂牌基准价'] = pd.to_numeric(temp_df['挂牌基准价'], errors="coerce")
+    temp_df = pd.DataFrame(data_json["ContractBaseInfo"])
+    temp_df.rename(
+        columns={
+            "BASISPRICE": "挂牌基准价",
+            "ENDDELIVDATE": "最后交割日",
+            "EXPIREDATE": "到期日",
+            "INSTRUMENTID": "合约代码",
+            "OPENDATE": "上市日",
+            "STARTDELIVDATE": "开始交割日",
+            "TRADINGDAY": "交易日",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约代码",
+            "上市日",
+            "到期日",
+            "开始交割日",
+            "最后交割日",
+            "挂牌基准价",
+            "交易日",
+        ]
+    ]
+    temp_df["上市日"] = pd.to_datetime(temp_df["上市日"], errors="coerce").dt.date
+    temp_df["到期日"] = pd.to_datetime(temp_df["到期日"], errors="coerce").dt.date
+    temp_df["开始交割日"] = pd.to_datetime(
+        temp_df["开始交割日"], errors="coerce"
+    ).dt.date
+    temp_df["最后交割日"] = pd.to_datetime(
+        temp_df["最后交割日"], errors="coerce"
+    ).dt.date
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    temp_df["挂牌基准价"] = pd.to_numeric(temp_df["挂牌基准价"], errors="coerce")
     return temp_df
 
 
-if __name__ == '__main__':
-    futures_contract_info_ine_df = futures_contract_info_ine(date="20240227")
+if __name__ == "__main__":
+    futures_contract_info_ine_df = futures_contract_info_ine(date="20241129")
     print(futures_contract_info_ine_df)

akshare/futures_derivative/futures_contract_info_shfe.py

@@ -19,7 +19,7 @@ def futures_contract_info_shfe(date: str = "20240513") -> pd.DataFrame:
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = f"https://tsite.shfe.com.cn/data/instrument/ContractBaseInfo{date}.dat"
+    url = f"https://www.shfe.com.cn/data/busiparamdata/future/ContractBaseInfo{date}.dat"
     headers = {
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
         "Chrome/119.0.0.0 Safari/537.36"
@@ -36,7 +36,6 @@ def futures_contract_info_shfe(date: str = "20240513") -> pd.DataFrame:
             "OPENDATE": "上市日",
             "STARTDELIVDATE": "开始交割日",
             "TRADINGDAY": "交易日",
-            "UPDATE_DATE": "更新时间",
         },
         inplace=True,
     )
@@ -49,7 +48,6 @@ def futures_contract_info_shfe(date: str = "20240513") -> pd.DataFrame:
             "最后交割日",
             "挂牌基准价",
             "交易日",
-            "更新时间",
         ]
     ]
     temp_df["上市日"] = pd.to_datetime(temp_df["上市日"], errors="coerce").dt.date
@@ -62,9 +60,10 @@ def futures_contract_info_shfe(date: str = "20240513") -> pd.DataFrame:
     ).dt.date
     temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
     temp_df["挂牌基准价"] = pd.to_numeric(temp_df["挂牌基准价"], errors="coerce")
+    temp_df["更新时间"] = data_json['update_date']
     return temp_df
 
 
 if __name__ == "__main__":
-    futures_contract_info_shfe_df = futures_contract_info_shfe(date="20240513")
+    futures_contract_info_shfe_df = futures_contract_info_shfe(date="20250611")
     print(futures_contract_info_shfe_df)

akshare/futures_derivative/futures_cot_sina.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/6/3 15:30
+Date: 2025/3/5 18:00
 Desc: 新浪财经-期货-成交持仓
 https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php
 """
@@ -13,7 +13,7 @@ import requests
 
 
 def futures_hold_pos_sina(
-    symbol: str = "成交量", contract: str = "IC2403", date: str = "20240223"
+    symbol: str = "成交量", contract: str = "OI2501", date: str = "20240223"
 ) -> pd.DataFrame:
     """
     新浪财经-期货-成交持仓
@@ -29,7 +29,7 @@ def futures_hold_pos_sina(
     """
     date = "-".join([date[:4], date[4:6], date[6:]])
     url = "https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php"
-    params = {"symbol": contract, "date": date}
+    params = {"t_breed": contract, "t_date": date}
     r = requests.get(url, params=params)
     if symbol == "成交量":
         temp_df = pd.read_html(StringIO(r.text))[2].iloc[:-1, :]
@@ -55,20 +55,22 @@ def futures_hold_pos_sina(
             temp_df["比上交易增减"], errors="coerce"
         )
         return temp_df
+    else:
+        raise ValueError("请输入正确的 symbol 参数")
 
 
 if __name__ == "__main__":
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="成交量", contract="PTA2407", date="20240531"
+        symbol="成交量", contract="IC2403", date="20240203"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="多单持仓", contract="IC2403", date="20240223"
+        symbol="多单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="空单持仓", contract="IC2403", date="20240223"
+        symbol="空单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)

akshare/futures_derivative/futures_index_sina.py

@@ -5,6 +5,7 @@ Date: 2024/3/1 23:00
 Desc: 新浪财经-期货的主力合约数据
 https://finance.sina.com.cn/futuremarket/index.shtml
 """
+
 from io import StringIO
 
 import pandas as pd
@@ -30,7 +31,9 @@ def zh_subscribe_exchange_symbol(symbol: str = "dce") -> pd.DataFrame:
     r = requests.get(zh_subscribe_exchange_symbol_url)
     r.encoding = "gb2312"
     data_text = r.text
-    data_json = demjson.decode(data_text[data_text.find("{"): data_text.find("};") + 1])
+    data_json = demjson.decode(
+        data_text[data_text.find("{") : data_text.find("};") + 1]
+    )
     if symbol == "czce":
         data_json["czce"].remove("郑州商品交易所")
         return pd.DataFrame(data_json["czce"])
@@ -68,14 +71,14 @@ def match_main_contract(symbol: str = "shfe") -> pd.DataFrame:
         data_df = pd.DataFrame(data_json)
         try:
             main_contract = data_df[
-                                data_df["name"].str.contains("连续")
-                                & data_df["symbol"]
-                                  .str.extract(r"([\w])(\d)")
-                                  .iloc[:, 1]
-                                .str.contains("0")
-                                ].iloc[0, :3]
+                data_df["name"].str.contains("连续")
+                & data_df["symbol"]
+                .str.extract(r"([\w])(\d)")
+                .iloc[:, 1]
+                .str.contains("0")
+            ].iloc[0, :3]
             subscribe_list.append(main_contract)
-        except:
+        except:  # noqa: E722
             # print(item, "无主力连续合约")
             continue
     # print("主力连续合约获取成功")
@@ -98,9 +101,9 @@ def futures_display_main_sina() -> pd.DataFrame:
 
 
 def futures_main_sina(
-        symbol: str = "V0",
-        start_date: str = "19900101",
-        end_date: str = "22220101",
+    symbol: str = "V0",
+    start_date: str = "19900101",
+    end_date: str = "22220101",
 ) -> pd.DataFrame:
     """
     新浪财经-期货-主力连续日数据
@@ -119,9 +122,18 @@ def futures_main_sina(
     url = f"https://stock2.finance.sina.com.cn/futures/api/jsonp.php/var%20_{symbol}{trade_date}=/InnerFuturesNewService.getDailyKLine?symbol={symbol}&_={trade_date}"
     r = requests.get(url)
     data_text = r.text
-    data_json = data_text[data_text.find("([") + 1: data_text.rfind("])") + 1]
+    data_json = data_text[data_text.find("([") + 1 : data_text.rfind("])") + 1]
     temp_df = pd.read_json(StringIO(data_json))
-    temp_df.columns = ["日期", "开盘价", "最高价", "最低价", "收盘价", "成交量", "持仓量", "动态结算价"]
+    temp_df.columns = [
+        "日期",
+        "开盘价",
+        "最高价",
+        "最低价",
+        "收盘价",
+        "成交量",
+        "持仓量",
+        "动态结算价",
+    ]
     temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
     temp_df.set_index(keys=["日期"], inplace=True)
     temp_df.index = pd.to_datetime(temp_df.index)

akshare/fx/cons.py

@@ -4,15 +4,20 @@
 Date: 2019/10/20 10:58
 Desc: 外汇配置文件
 """
+
 # headers
 SHORT_HEADERS = {
-    'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.91 Safari/537.36'
+    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/61.0.3163.91 Safari/537.36"
 }
 # url
-FX_SPOT_URL = "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sp-quot.json"
-FX_SWAP_URL = "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sw-quot.json"
-FX_PAIR_URL = "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/cpair-quot.json"
+FX_SPOT_URL = (
+    "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sp-quot.json"
+)
+FX_SWAP_URL = (
+    "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/rfx-sw-quot.json"
+)
+FX_PAIR_URL = (
+    "http://www.chinamoney.com.cn/r/cms/www/chinamoney/data/fx/cpair-quot.json"
+)
 # payload
-SPOT_PAYLOAD = {
-    "t": {}
-}
+SPOT_PAYLOAD = {"t": {}}

akshare/fx/fx_c_swap_cm.py

@@ -0,0 +1,62 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2025/9/9 14:57
+Desc: 中国外汇交易中心暨全国银行间同业拆借中心-基准-外汇市场-外汇掉期曲线-外汇掉漆 C-Swap 定盘曲线
+https://www.chinamoney.org.cn/chinese/bkcurvfsw
+"""
+
+import ssl
+
+import pandas as pd
+import requests
+from requests.adapters import HTTPAdapter
+
+
+class LegacySSLAdapter(HTTPAdapter):
+    def init_poolmanager(self, *args, **kwargs):
+        context = ssl.create_default_context()
+        # 允许不安全的 legacy renegotiation
+        context.options |= ssl.OP_LEGACY_SERVER_CONNECT
+        kwargs['ssl_context'] = context
+        return super().init_poolmanager(*args, **kwargs)
+
+
+def fx_c_swap_cm():
+    """
+    中国外汇交易中心暨全国银行间同业拆借中心-基准-外汇市场-外汇掉期曲线-外汇掉期 C-Swap 定盘曲线
+    https://www.chinamoney.org.cn/chinese/bkcurvfsw
+    :return: 外汇掉期 C-Swap 定盘曲线
+    :rtype: pandas.DataFrame
+    """
+    session = requests.Session()
+    session.mount(prefix='https://', adapter=LegacySSLAdapter())
+    url = "https://www.chinamoney.org.cn/r/cms/www/chinamoney/data/fx/fx-c-sw-curv-USD.CNY.json"
+    payload = {
+        "t": "1757402201554",
+    }
+    r = session.post(url, data=payload)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['records'])
+    temp_df.rename(columns={
+        "curveTime": "日期时间",
+        "tenor": "期限品种",
+        "swapPnt": "掉期点(Pips)",
+        "dataSource": "掉期点数据源",
+        "swapAllPrc": "全价汇率",
+    }, inplace=True)
+    temp_df = temp_df[[
+        "日期时间",
+        "期限品种",
+        "掉期点(Pips)",
+        "掉期点数据源",
+        "全价汇率",
+    ]]
+    temp_df["掉期点(Pips)"] = pd.to_numeric(temp_df["掉期点(Pips)"], errors='coerce')
+    temp_df["全价汇率"] = pd.to_numeric(temp_df["全价汇率"], errors='coerce')
+    return temp_df
+
+
+if __name__ == '__main__':
+    fx_c_swap_cm_df = fx_c_swap_cm()
+    print(fx_c_swap_cm_df)

akshare/fx/fx_quote.py

@@ -7,6 +7,7 @@ Desc: 中国外汇交易中心暨全国银行间同业拆借中心-市场数据-
 人民币外汇远掉报价: fx_swap_quote
 外币对即期报价: fx_pair_quote
 """
+
 import time
 
 import pandas as pd
@@ -49,7 +50,7 @@ def fx_swap_quote() -> pd.DataFrame:
     中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-债券市场行情-人民币外汇远掉报价
     https://www.chinamoney.com.cn/chinese/index.html
     :return: 人民币外汇远掉报价
-    :return: pandas.DataFrame
+    :rtype: pandas.DataFrame
     """
     payload = {"t": str(int(round(time.time() * 1000)))}
     res = requests.post(FX_SWAP_URL, data=payload, headers=SHORT_HEADERS)
@@ -82,7 +83,7 @@ def fx_pair_quote() -> pd.DataFrame:
     中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-债券市场行情-外币对即期报价
     http://www.chinamoney.com.cn/chinese/mkdatapfx/
     :return: 外币对即期报价
-    :return: pandas.DataFrame
+    :rtype: pandas.DataFrame
     """
     payload = {"t": str(int(round(time.time() * 1000)))}
     res = requests.post(FX_PAIR_URL, data=payload, headers=SHORT_HEADERS)

akshare/fx/fx_quote_baidu.py

@@ -5,6 +5,7 @@ Date: 2023/3/5 18:12
 Desc: 百度股市通-外汇-行情榜单
 https://gushitong.baidu.com/top/foreign-common-%E5%B8%B8%E7%94%A8
 """
+
 import http.client
 import json
 import urllib
@@ -59,7 +60,7 @@ def fx_quote_baidu(symbol: str = "人民币") -> pd.DataFrame:
             big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"].str.strip("%")) / 100
             out_df = pd.concat([out_df, big_df], ignore_index=True)
             num = num + 20
-        except:
+        except:  # noqa: E722
             break
     return out_df
 

akshare/hf/__init__.py

@@ -2,5 +2,5 @@
 # -*- coding:utf-8 -*-
 """
 Date: 2020/4/21 15:33
-Desc: 
+Desc:
 """

akshare/hf/hf_sp500.py

@@ -7,6 +7,7 @@ https://github.com/FutureSharks/financial-data
 long history data for S&P 500 index daily
 http://www.econ.yale.edu/~shiller/data.htm
 """
+
 import pandas as pd
 
 
@@ -21,15 +22,15 @@ def hf_sp_500(year: str = "2017") -> pd.DataFrame:
     url = f"https://github.com/FutureSharks/financial-data/raw/master/pyfinancialdata/data/stocks/histdata/SPXUSD/DAT_ASCII_SPXUSD_M1_{year}.csv"
     temp_df = pd.read_table(url, header=None, sep=";")
     temp_df.columns = ["date", "open", "high", "low", "close", "price"]
-    temp_df['date'] = pd.to_datetime(temp_df['date']).dt.date
-    temp_df['open'] = pd.to_numeric(temp_df['open'])
-    temp_df['high'] = pd.to_numeric(temp_df['high'])
-    temp_df['low'] = pd.to_numeric(temp_df['low'])
-    temp_df['close'] = pd.to_numeric(temp_df['close'])
-    temp_df['price'] = pd.to_numeric(temp_df['price'])
+    temp_df["date"] = pd.to_datetime(temp_df["date"]).dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"])
+    temp_df["high"] = pd.to_numeric(temp_df["high"])
+    temp_df["low"] = pd.to_numeric(temp_df["low"])
+    temp_df["close"] = pd.to_numeric(temp_df["close"])
+    temp_df["price"] = pd.to_numeric(temp_df["price"])
     return temp_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     hf_sp_500_df = hf_sp_500(year="2017")
     print(hf_sp_500_df)