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

akshare/index/index_option_qvix.py

@@ -7,7 +7,22 @@ Desc: 50 ETF 期权波动率指数 QVIX
 http://1.optbbs.com/s/vix.shtml?50ETF
 http://1.optbbs.com/s/vix.shtml?300ETF
 """
+
 import pandas as pd
+from functools import lru_cache
+
+
+@lru_cache
+def __get_optbbs_daily() -> pd.DataFrame:
+    """
+    读取原始数据
+    http://1.optbbs.com/d/csv/d/k.csv
+    :return: 原始数据
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url, encoding="gbk")
+    return temp_df
 
 
 def index_option_50etf_qvix() -> pd.DataFrame:
@@ -17,8 +32,7 @@ def index_option_50etf_qvix() -> pd.DataFrame:
     :return: 50ETF 期权波动率指数 QVIX
     :rtype: pandas.DataFrame
     """
-    url = "http://1.optbbs.com/d/csv/d/k.csv"
-    temp_df = pd.read_csv(url).iloc[:, :5]
+    temp_df = __get_optbbs_daily().iloc[:, :5]
     temp_df.columns = [
         "date",
         "open",
@@ -26,11 +40,11 @@ def index_option_50etf_qvix() -> pd.DataFrame:
         "low",
         "close",
     ]
-    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
-    temp_df['open'] = pd.to_numeric(temp_df['open'], errors="coerce")
-    temp_df['high'] = pd.to_numeric(temp_df['high'], errors="coerce")
-    temp_df['low'] = pd.to_numeric(temp_df['low'], errors="coerce")
-    temp_df['close'] = pd.to_numeric(temp_df['close'], errors="coerce")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -47,7 +61,7 @@ def index_option_50etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df['qvix'] = pd.to_numeric(temp_df['qvix'], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -58,8 +72,7 @@ def index_option_300etf_qvix() -> pd.DataFrame:
     :return: 300 ETF 期权波动率指数 QVIX
     :rtype: pandas.DataFrame
     """
-    url = "http://1.optbbs.com/d/csv/d/k.csv"
-    temp_df = pd.read_csv(url).iloc[:, [0, 9, 10, 11, 12]]
+    temp_df = __get_optbbs_daily().iloc[:, [0, 9, 10, 11, 12]]
     temp_df.columns = [
         "date",
         "open",
@@ -67,11 +80,11 @@ def index_option_300etf_qvix() -> pd.DataFrame:
         "low",
         "close",
     ]
-    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
-    temp_df['open'] = pd.to_numeric(temp_df['open'], errors="coerce")
-    temp_df['high'] = pd.to_numeric(temp_df['high'], errors="coerce")
-    temp_df['low'] = pd.to_numeric(temp_df['low'], errors="coerce")
-    temp_df['close'] = pd.to_numeric(temp_df['close'], errors="coerce")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -88,7 +101,287 @@ def index_option_300etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df['qvix'] = pd.to_numeric(temp_df['qvix'], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_500etf_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 67, 68, 69, 70]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_500etf_min_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix500.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 71, 72, 73, 74]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_min_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixcyb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 83, 84, 85, 86]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_min_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixkcb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 75, 76, 77, 78]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_min_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix100.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 17, 18, 19, 20]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_min_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 25, 26, 27, 28]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_min_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex1000.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    temp_df = __get_optbbs_daily().iloc[:, [0, 79, 80, 81, 82]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_min_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix50index.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -104,3 +397,45 @@ if __name__ == "__main__":
 
     index_option_300etf_min_qvix_df = index_option_300etf_min_qvix()
     print(index_option_300etf_min_qvix_df)
+
+    index_option_500etf_qvix_df = index_option_500etf_qvix()
+    print(index_option_500etf_qvix_df)
+
+    index_option_500etf_min_qvix_df = index_option_500etf_min_qvix()
+    print(index_option_500etf_min_qvix_df)
+
+    index_option_cyb_qvix_df = index_option_cyb_qvix()
+    print(index_option_cyb_qvix_df)
+
+    index_option_cyb_min_qvix_df = index_option_cyb_min_qvix()
+    print(index_option_cyb_min_qvix_df)
+
+    index_option_kcb_qvix_df = index_option_kcb_qvix()
+    print(index_option_kcb_qvix_df)
+
+    index_option_kcb_min_qvix_df = index_option_kcb_min_qvix()
+    print(index_option_kcb_min_qvix_df)
+
+    index_option_100etf_qvix_df = index_option_100etf_qvix()
+    print(index_option_100etf_qvix_df)
+
+    index_option_100etf_min_qvix_df = index_option_100etf_min_qvix()
+    print(index_option_100etf_min_qvix_df)
+
+    index_option_300index_qvix_df = index_option_300index_qvix()
+    print(index_option_300index_qvix_df)
+
+    index_option_300index_min_qvix_df = index_option_300index_min_qvix()
+    print(index_option_300index_min_qvix_df)
+
+    index_option_1000index_qvix_df = index_option_1000index_qvix()
+    print(index_option_1000index_qvix_df)
+
+    index_option_1000index_min_qvix_df = index_option_1000index_min_qvix()
+    print(index_option_1000index_min_qvix_df)
+
+    index_option_50index_qvix_df = index_option_50index_qvix()
+    print(index_option_50index_qvix_df)
+
+    index_option_50index_min_qvix_df = index_option_50index_min_qvix()
+    print(index_option_50index_min_qvix_df)

akshare/index/index_research_sw.py

@@ -1,9 +1,9 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/5/22 15:00
+Date: 2024/10/23 13:00
 Desc: 申万宏源研究-指数系列
-https://www.swhyresearch.com/institute_sw/allIndex/releasedIndex
+https://www.swsresearch.com/institute_sw/allIndex/releasedIndex
 """
 
 import math
@@ -17,7 +17,7 @@ from akshare.utils.tqdm import get_tqdm
 def index_hist_sw(symbol: str = "801030", period: str = "day") -> pd.DataFrame:
     """
     申万宏源研究-指数发布-指数详情-指数历史数据
-    https://www.swhyresearch.com/institute_sw/allIndex/releasedIndex/releasedetail?code=801001&name=%E7%94%B3%E4%B8%8750
+    https://www.swsresearch.com/institute_sw/allIndex/releasedIndex/releasedetail?code=801001&name=%E7%94%B3%E4%B8%8750
     :param symbol: 指数代码
     :type symbol: str
     :param period: choice of {"day", "week", "month"}
@@ -30,7 +30,7 @@ def index_hist_sw(symbol: str = "801030", period: str = "day") -> pd.DataFrame:
         "week": "WEEK",
         "month": "MONTH",
     }
-    url = "https://www.swhyresearch.com/institute-sw/api/index_publish/trend/"
+    url = "https://www.swsresearch.com/institute-sw/api/index_publish/trend/"
     params = {
         "swindexcode": symbol,
         "period": period_map[period],
@@ -81,14 +81,14 @@ def index_hist_sw(symbol: str = "801030", period: str = "day") -> pd.DataFrame:
 def index_min_sw(symbol: str = "801001") -> pd.DataFrame:
     """
     申万宏源研究-指数发布-指数详情-指数分时数据
-    https://www.swhyresearch.com/institute_sw/allIndex/releasedIndex/releasedetail?code=801001&name=%E7%94%B3%E4%B8%8750
+    https://www.swsresearch.com/institute_sw/allIndex/releasedIndex/releasedetail?code=801001&name=%E7%94%B3%E4%B8%8750
     :param symbol: 指数代码
     :type symbol: str
     :return: 指数分时数据
     :rtype: pandas.DataFrame
     """
     url = (
-        "https://www.swhyresearch.com/institute-sw/api/index_publish/details/timelines/"
+        "https://www.swsresearch.com/institute-sw/api/index_publish/details/timelines/"
     )
     params = {
         "swindexcode": symbol,
@@ -127,13 +127,13 @@ def index_min_sw(symbol: str = "801001") -> pd.DataFrame:
 def index_component_sw(symbol: str = "801001") -> pd.DataFrame:
     """
     申万宏源研究-指数发布-指数详情-成分股
-    https://www.swhyresearch.com/institute_sw/allIndex/releasedIndex/releasedetail?code=801001&name=%E7%94%B3%E4%B8%8750
+    https://www.swsresearch.com/institute_sw/allIndex/releasedIndex/releasedetail?code=801001&name=%E7%94%B3%E4%B8%8750
     :param symbol: 指数代码
     :type symbol: str
     :return: 成分股
     :rtype: pandas.DataFrame
     """
-    url = "https://www.swhyresearch.com/institute-sw/api/index_publish/details/component_stocks/"
+    url = "https://www.swsresearch.com/institute-sw/api/index_publish/details/component_stocks/"
     params = {"swindexcode": symbol, "page": "1", "page_size": "10000"}
     headers = {
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
@@ -221,7 +221,7 @@ def __index_realtime_sw(symbol: str = "大类风格指数") -> pd.DataFrame:
 def index_realtime_sw(symbol: str = "二级行业") -> pd.DataFrame:
     """
     申万宏源研究-指数系列
-    https://www.swhyresearch.com/institute_sw/allIndex/releasedIndex
+    https://www.swsresearch.com/institute_sw/allIndex/releasedIndex
     :param symbol: choice of {"市场表征", "一级行业", "二级行业", "风格指数", "大类风格指数", "金创指数"}
     :type symbol: str
     :return: 指数系列实时行情数据
@@ -230,7 +230,7 @@ def index_realtime_sw(symbol: str = "二级行业") -> pd.DataFrame:
     if symbol in {"大类风格指数", "金创指数"}:
         temp_df = __index_realtime_sw(symbol)
         return temp_df
-    url = "https://www.swhyresearch.com/institute-sw/api/index_publish/current/"
+    url = "https://www.swsresearch.com/institute-sw/api/index_publish/current/"
     params = {"page": "1", "page_size": "50", "indextype": symbol}
     headers = {
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
@@ -289,7 +289,7 @@ def index_analysis_daily_sw(
 ) -> pd.DataFrame:
     """
     申万宏源研究-指数分析
-    https://www.swhyresearch.com/institute_sw/allIndex/analysisIndex
+    https://www.swsresearch.com/institute_sw/allIndex/analysisIndex
     :param symbol: choice of {"市场表征", "一级行业", "二级行业", "风格指数"}
     :type symbol: str
     :param start_date: 开始日期
@@ -299,7 +299,7 @@ def index_analysis_daily_sw(
     :return: 指数分析
     :rtype: pandas.DataFrame
     """
-    url = "https://www.swhyresearch.com/institute-sw/api/index_analysis/index_analysis_report/"
+    url = "https://www.swsresearch.com/institute-sw/api/index_analysis/index_analysis_report/"
     params = {
         "page": "1",
         "page_size": "50",
@@ -363,13 +363,13 @@ def index_analysis_daily_sw(
 def index_analysis_week_month_sw(symbol: str = "month") -> pd.DataFrame:
     """
     申万宏源研究-周/月报表-日期序列
-    https://www.swhyresearch.com/institute_sw/allIndex/analysisIndex
+    https://www.swsresearch.com/institute_sw/allIndex/analysisIndex
     :param symbol: choice of {"week", "month"}
     :type symbol: str
     :return: 日期序列
     :rtype: pandas.DataFrame
     """
-    url = "https://www.swhyresearch.com/institute-sw/api/index_analysis/week_month_datetime/"
+    url = "https://www.swsresearch.com/institute-sw/api/index_analysis/week_month_datetime/"
     params = {"type": symbol.upper()}
     headers = {
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
@@ -392,7 +392,7 @@ def index_analysis_weekly_sw(
 ) -> pd.DataFrame:
     """
     申万宏源研究-指数分析-周报告
-    https://www.swhyresearch.com/institute_sw/allIndex/analysisIndex
+    https://www.swsresearch.com/institute_sw/allIndex/analysisIndex
     :param symbol: choice of {"市场表征", "一级行业", "二级行业", "风格指数"}
     :type symbol: str
     :param date: 查询日期; 通过调用 ak.index_analysis_week_month_sw(date="20221104") 接口获取
@@ -400,7 +400,7 @@ def index_analysis_weekly_sw(
     :return: 指数分析
     :rtype: pandas.DataFrame
     """
-    url = "https://www.swhyresearch.com/institute-sw/api/index_analysis/index_analysis_reports/"
+    url = "https://www.swsresearch.com/institute-sw/api/index_analysis/index_analysis_reports/"
     params = {
         "page": "1",
         "page_size": "50",
@@ -467,7 +467,7 @@ def index_analysis_monthly_sw(
 ) -> pd.DataFrame:
     """
     申万宏源研究-指数分析-月报告
-    https://www.swhyresearch.com/institute_sw/allIndex/analysisIndex
+    https://www.swsresearch.com/institute_sw/allIndex/analysisIndex
     :param symbol: choice of {"市场表征", "一级行业", "二级行业", "风格指数"}
     :type symbol: str
     :param date: 查询日期; 通过调用 ak.index_analysis_week_month_sw() 接口获取
@@ -475,7 +475,7 @@ def index_analysis_monthly_sw(
     :return: 指数分析
     :rtype: pandas.DataFrame
     """
-    url = "https://www.swhyresearch.com/institute-sw/api/index_analysis/index_analysis_reports/"
+    url = "https://www.swsresearch.com/institute-sw/api/index_analysis/index_analysis_reports/"
     params = {
         "page": "1",
         "page_size": "50",
@@ -549,7 +549,7 @@ if __name__ == "__main__":
     print(index_realtime_sw_df)
 
     index_analysis_daily_sw_df = index_analysis_daily_sw(
-        symbol="市场表征", start_date="20240521", end_date="20240521"
+        symbol="市场表征", start_date="20241025", end_date="20241025"
     )
     print(index_analysis_daily_sw_df)
 
@@ -557,11 +557,11 @@ if __name__ == "__main__":
     print(index_analysis_week_month_sw_df)
 
     index_analysis_weekly_sw_df = index_analysis_weekly_sw(
-        symbol="市场表征", date="20240329"
+        symbol="市场表征", date="20241025"
     )
     print(index_analysis_weekly_sw_df)
 
     index_analysis_monthly_sw_df = index_analysis_monthly_sw(
-        symbol="市场表征", date="20240329"
+        symbol="市场表征", date="20240930"
     )
     print(index_analysis_monthly_sw_df)

akshare/index/index_spot.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/6/11 21:30
+Date: 2024/12/26 18:30
 Desc: 商品现货价格指数
-http://finance.sina.com.cn/futuremarket/spotprice.shtml#titlePos_0
+https://finance.sina.com.cn/futuremarket/spotprice.shtml#titlePos_0
 """
+
 import pandas as pd
 import requests
 
@@ -12,13 +13,13 @@ import requests
 def spot_goods(symbol: str = "波罗的海干散货指数") -> pd.DataFrame:
     """
     新浪财经-商品现货价格指数
-    http://finance.sina.com.cn/futuremarket/spotprice.shtml#titlePos_0
+    https://finance.sina.com.cn/futuremarket/spotprice.shtml#titlePos_0
     :param symbol: choice of {"波罗的海干散货指数", "钢坯价格指数", "澳大利亚粉矿价格"}
     :type symbol: str
     :return: 商品现货价格指数
     :rtype: pandas.DataFrame
     """
-    url = "http://stock.finance.sina.com.cn/futures/api/openapi.php/GoodsIndexService.get_goods_index"
+    url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/GoodsIndexService.get_goods_index"
     symbol_url_dict = {
         "波罗的海干散货指数": "BDI",
         "钢坯价格指数": "GP",
@@ -31,10 +32,13 @@ def spot_goods(symbol: str = "波罗的海干散货指数") -> pd.DataFrame:
     temp_df = pd.DataFrame(data_json["result"]["data"]["data"])
     temp_df = temp_df[["opendate", "price", "zde", "zdf"]]
     temp_df.columns = ["日期", "指数", "涨跌额", "涨跌幅"]
-    temp_df["日期"] = pd.to_datetime(temp_df["日期"], format="%Y-%m-%d", errors="coerce").dt.date
+    temp_df["日期"] = pd.to_datetime(
+        temp_df["日期"], format="%Y-%m-%d", errors="coerce"
+    ).dt.date
     temp_df["指数"] = pd.to_numeric(temp_df["指数"], errors="coerce")
     temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
     temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df.dropna(inplace=True, ignore_index=True)
     return temp_df