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

akshare/option/option_commodity.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/7/19 14:00
+Date: 2025/10/17 21:00
 Desc: 商品期权数据
 说明：
 (1) 价格：自2019年12月02日起，纤维板报价单位由元/张改为元/立方米
@@ -16,8 +16,7 @@ Desc: 商品期权数据
 
 import datetime
 import warnings
-from io import StringIO, BytesIO
-from typing import Tuple, Any, Optional
+from io import StringIO
 
 import pandas as pd
 import requests
@@ -25,121 +24,163 @@ import requests
 from akshare.option.cons import (
     get_calendar,
     convert_date,
-    DCE_DAILY_OPTION_URL,
-    SHFE_OPTION_URL,
     CZCE_DAILY_OPTION_URL_3,
     SHFE_HEADERS,
 )
 
 
-def option_dce_daily(
-    symbol: str = "聚乙烯期权", trade_date: str = "20210728"
-) -> Optional[Tuple[Any, Any]]:
+def option_hist_dce(
+    symbol: str = "聚丙烯期权", trade_date: str = "20251016"
+) -> pd.DataFrame:
     """
     大连商品交易所-期权-日频行情数据
     http://www.dce.com.cn/
     :param trade_date: 交易日
     :type trade_date: str
-    :param symbol: choice of {"玉米期权", "豆粕期权", "铁矿石期权", "液化石油气期权", "聚乙烯期权", "聚氯乙烯期权", "聚丙烯期权", "棕榈油期权", "黄大豆1号期权", "黄大豆2号期权", "豆油期权", "乙二醇期权", "苯乙烯期权"}
+    :param symbol: choice of {"玉米期权", "豆粕期权", "铁矿石期权", "液化石油气期权", "聚乙烯期权", "聚氯乙烯期权",
+    "聚丙烯期权", "棕榈油期权", "黄大豆1号期权", "黄大豆2号期权", "豆油期权", "乙二醇期权", "苯乙烯期权",
+    "鸡蛋期权", "玉米淀粉期权", "生猪期权", "原木期权"}
     :type symbol: str
     :return: 日频行情数据
     :rtype: pandas.DataFrame
     """
+    option_code_map = {
+        "玉米期权": "c",
+        "豆粕期权": "m",
+        "铁矿石期权": "i",
+        "液化石油气期权": "pg",
+        "聚乙烯期权": "l",
+        "聚氯乙烯期权": "v",
+        "聚丙烯期权": "pp",
+        "棕榈油期权": "p",
+        "黄大豆1号期权": "a",
+        "黄大豆2号期权": "b",
+        "豆油期权": "y",
+        "乙二醇期权": "eg",
+        "苯乙烯期权": "eb",
+        "鸡蛋期权": "jd",
+        "玉米淀粉期权": "cs",
+        "生猪期权": "lh",
+        "原木期权": "lg"
+    }
     calendar = get_calendar()
     day = convert_date(trade_date) if trade_date is not None else datetime.date.today()
     if day.strftime("%Y%m%d") not in calendar:
         warnings.warn("%s非交易日" % day.strftime("%Y%m%d"))
-        return
-    url = DCE_DAILY_OPTION_URL
+        return pd.DataFrame()
+    url = "http://www.dce.com.cn/dcereport/publicweb/dailystat/dayQuotes"
     payload = {
-        "dayQuotes.variety": "all",
-        "dayQuotes.trade_type": "1",
-        "year": str(day.year),
-        "month": str(day.month - 1),
-        "day": str(day.day),
-        "exportFlag": "excel",
+        "contractId": "",
+        "lang": "zh",
+        "optionSeries": "",
+        "statisticsType": 0,
+        "tradeDate": f"{trade_date}",
+        "tradeType": "2",
+        "varietyId": f"{option_code_map[symbol]}",
     }
-    res = requests.post(url, data=payload)
-    table_df = pd.read_excel(BytesIO(res.content), header=1)
-    another_df = table_df.iloc[
-        table_df[table_df.iloc[:, 0].str.contains("合约")].iloc[-1].name :,
-        [0, 1],
-    ]
-    another_df.reset_index(inplace=True, drop=True)
-    another_df.columns = another_df.iloc[0]
-    another_df = another_df.iloc[1:, :]
-    if symbol == "豆粕期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "豆粕"],
-            another_df[another_df.iloc[:, 0].str.contains("m")],
-        )
-    elif symbol == "玉米期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "玉米"],
-            another_df[another_df.iloc[:, 0].str.contains("c")],
-        )
-    elif symbol == "铁矿石期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "铁矿石"],
-            another_df[another_df.iloc[:, 0].str.contains("i")],
-        )
-    elif symbol == "液化石油气期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "液化石油气"],
-            another_df[another_df.iloc[:, 0].str.contains("pg")],
-        )
-    elif symbol == "聚乙烯期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "聚乙烯"],
-            another_df[another_df.iloc[:, 0].str.contains("l")],
-        )
-    elif symbol == "聚氯乙烯期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "聚氯乙烯"],
-            another_df[another_df.iloc[:, 0].str.contains("v")],
-        )
-    elif symbol == "聚丙烯期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "聚丙烯"],
-            another_df[another_df.iloc[:, 0].str.contains("pp")],
-        )
-    elif symbol == "棕榈油期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "棕榈油"],
-            another_df[another_df.iloc[:, 0].str.contains(r"^p\d")],
-        )
-    elif symbol == "黄大豆1号期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "豆一"],
-            another_df[another_df.iloc[:, 0].str.contains("a")],
-        )
-    elif symbol == "黄大豆2号期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "豆二"],
-            another_df[another_df.iloc[:, 0].str.contains("b")],
-        )
-    elif symbol == "豆油期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "豆油"],
-            another_df[another_df.iloc[:, 0].str.contains("y")],
-        )
-    elif symbol == "乙二醇期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "乙二醇"],
-            another_df[another_df.iloc[:, 0].str.contains("eg")],
-        )
-    elif symbol == "苯乙烯期权":
-        result_one_df, result_two_df = (
-            table_df[table_df["商品名称"] == "苯乙烯"],
-            another_df[another_df.iloc[:, 0].str.contains("eb")],
+    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',
+            'delta': 'Delta',
+            'volumn': '成交量',  # 注意：你写的是“volumn”，可能是拼写错误，应为“volume”
+            'openInterest': '持仓量',
+            'diffI': '持仓量变化',
+            'turnover': '成交额',
+            'matchQtySum': '行权量',
+            'impliedVolatility': '隐含波动率(%)',
+        }, inplace=True
+    )
+    temp_df = temp_df[[
+        '品种名称',
+        '合约',
+        '开盘价',
+        '最高价',
+        '最低价',
+        '收盘价',
+        '前结算价',
+        '结算价',
+        '涨跌',
+        '涨跌1',
+        'Delta',
+        '隐含波动率(%)',
+        '成交量',
+        '持仓量',
+        '持仓量变化',
+        '成交额',
+        '行权量'
+    ]]
+    comma_cols = ['开盘价',
+                  '最高价',
+                  '最低价',
+                  '收盘价',
+                  '前结算价',
+                  '结算价',
+                  '涨跌',
+                  '涨跌1',
+                  'Delta',
+                  '隐含波动率(%)',
+                  '成交额',
+                  ]  # 需要处理的列
+    for col in comma_cols:
+        temp_df[col] = (
+            temp_df[col]
+            .astype(str)
+            .str.replace(',', '')
+            .pipe(pd.to_numeric, errors='coerce')
         )
-    result_one_df.reset_index(inplace=True, drop=True)
-    result_two_df.reset_index(inplace=True, drop=True)
-    result_two_df.columns.name = None
-    return result_one_df, result_two_df
+    return temp_df
+
+
+def __option_czce_daily_convert_numeric_columns(df):
+    # 定义要处理的列
+    columns_to_convert = [
+        "昨结算",
+        "今开盘",
+        "最高价",
+        "最低价",
+        "今收盘",
+        "今结算",
+        "涨跌1",
+        "涨跌2",
+        "成交量(手)",
+        "持仓量",
+        "增减量",
+        "成交额(万元)",
+        "DELTA",
+        "隐含波动率",
+        "行权量",
+    ]
+
+    # 转换函数：去除逗号并转换为float
+    def convert_to_float(x):
+        try:
+            return float(str(x).replace(",", ""))
+        except:  # noqa: E722
+            return x
 
+    # 创建 DataFrame 的副本以避免 SettingWithCopyWarning
+    df_copy = df.copy()
+    df_copy.columns = [item.strip() for item in df_copy]
+    # 应用转换
+    for col in columns_to_convert:
+        df_copy[col] = df_copy[col].apply(convert_to_float)
 
-def option_czce_daily(
+    return df_copy
+
+
+def option_hist_czce(
     symbol: str = "白糖期权", trade_date: str = "20191017"
 ) -> pd.DataFrame:
     """
@@ -147,8 +188,9 @@ def option_czce_daily(
     http://www.czce.com.cn/cn/sspz/dejbqhqq/H770227index_1.htm#tabs-2
     :param trade_date: 交易日
     :type trade_date: str
-    :param symbol: choice of {"白糖期权", "棉花期权", "甲醇期权", "PTA期权",  "菜籽粕期权", "动力煤期权", "短纤期权",
-    "菜籽油期权", "花生期权", "棉花期权", "短纤期权", "纯碱期权", "锰硅期权", "硅铁期权", "尿素期权", "对二甲苯期权", "烧碱期权", "玻璃期权"}
+    :param symbol: choice of {"白糖期权", "棉花期权", "甲醇期权", "PTA期权", "动力煤期权", "菜籽粕期权", "菜籽油期权",
+    "花生期权", "对二甲苯期权", "烧碱期权", "纯碱期权", "短纤期权", "锰硅期权", "硅铁期权", "尿素期权", "苹果期权", "红枣期权",
+    "玻璃期权", "瓶片期权", "丙烯期货"}
     :type symbol: str
     :return: 日频行情数据
     :rtype: pandas.DataFrame
@@ -164,91 +206,168 @@ def option_czce_daily(
             r = requests.get(url)
             f = StringIO(r.text)
             table_df = pd.read_table(f, encoding="utf-8", skiprows=1, sep="|")
+            table_df.columns = [
+                "合约代码",
+                "昨结算",
+                "今开盘",
+                "最高价",
+                "最低价",
+                "今收盘",
+                "今结算",
+                "涨跌1",
+                "涨跌2",
+                "成交量(手)",
+                "持仓量",
+                "增减量",
+                "成交额(万元)",
+                "DELTA",
+                "隐含波动率",
+                "行权量",
+            ]
             if symbol == "白糖期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SR")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "PTA期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("TA")]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "棉花期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("CF")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "甲醇期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("MA")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "菜籽粕期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("RM")]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "PTA期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("TA")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "动力煤期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("ZC")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "菜籽粕期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("RM")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "菜籽油期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("OI")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "花生期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("PK")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "棉花期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("CF")]
-                temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "短纤期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("PF")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "对二甲苯期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("PX")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "烧碱期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("SH")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "纯碱期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SA")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "短纤期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("PF")]
+                temp_df.reset_index(inplace=True, drop=True)
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "锰硅期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SM")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "硅铁期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("SF")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "尿素期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("UR")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "对二甲苯期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("PX")]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "苹果期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("AP")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "烧碱期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("SH")]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "红枣期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("CJ")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
             elif symbol == "玻璃期权":
                 temp_df = table_df[table_df.iloc[:, 0].str.contains("FG")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            elif symbol == "短纤期权":
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("PF")]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "瓶片期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("PR")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
-            else:
-                temp_df = table_df[table_df.iloc[:, 0].str.contains("AP")]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            elif symbol == "丙烯期权":
+                temp_df = table_df[table_df.iloc[:, 0].str.contains("PL")]
                 temp_df.reset_index(inplace=True, drop=True)
-                return temp_df.iloc[:-1, :]
+                temp_df = temp_df.iloc[:-1, :].copy()
+                new_df = __option_czce_daily_convert_numeric_columns(temp_df)
+                return new_df
+            else:
+                return pd.DataFrame()
         except:  # noqa: E722
             return pd.DataFrame()
+    else:
+        return pd.DataFrame()
 
 
-def option_shfe_daily(
-    symbol: str = "铝期权", trade_date: str = "20200827"
-) -> Optional[pd.DataFrame]:
+def option_hist_shfe(
+    symbol: str = "铝期权", trade_date: str = "20250418"
+) -> pd.DataFrame:
     """
     上海期货交易所-期权-日频行情数据
-    https://tsite.shfe.com.cn/statements/dataview.html?paramid=kxQ
+    https://www.shfe.com.cn/reports/tradedata/dailyandweeklydata/
     :param trade_date: 交易日
     :type trade_date: str
-    :param symbol: choice of {"铜期权", "天胶期权", "黄金期权", "铝期权", "锌期权"}
+    :param symbol: choice of {'原油期权', '铜期权', '铝期权', '锌期权', '铅期权', '螺纹钢期权', '镍期权', '锡期权', '氧化铝期权',
+    '黄金期权', '白银期权', '丁二烯橡胶期权', '天胶期权'}
     :type symbol: str
     :return: 日频行情数据
     :rtype: pandas.DataFrame
@@ -258,8 +377,8 @@ def option_shfe_daily(
     if day.strftime("%Y%m%d") not in calendar:
         warnings.warn("%s非交易日" % day.strftime("%Y%m%d"))
         return pd.DataFrame()
-    if day > datetime.date(2010, 8, 24):
-        url = SHFE_OPTION_URL.format(day.strftime("%Y%m%d"))
+    if day > datetime.date(year=2010, month=8, day=24):
+        url = f"""https://www.shfe.com.cn/data/tradedata/option/dailydata/kx{day.strftime("%Y%m%d")}.dat"""
         try:
             r = requests.get(url, headers=SHFE_HEADERS)
             json_data = r.json()
@@ -268,39 +387,29 @@ def option_shfe_daily(
                     row
                     for row in json_data["o_curinstrument"]
                     if row["INSTRUMENTID"] not in ["小计", "合计"]
-                    and row["INSTRUMENTID"] != ""
+                       and row["INSTRUMENTID"] != ""
                 ]
             )
             contract_df = table_df[table_df["PRODUCTNAME"].str.strip() == symbol]
-            volatility_df = pd.DataFrame(json_data["o_cursigma"])
-            volatility_df = volatility_df[
-                volatility_df["PRODUCTNAME"].str.strip() == symbol
-            ]
-            contract_df.columns = [
-                "_",
-                "_",
-                "_",
-                "合约代码",
-                "前结算价",
-                "开盘价",
-                "最高价",
-                "最低价",
-                "收盘价",
-                "结算价",
-                "涨跌1",
-                "涨跌2",
-                "成交量",
-                "持仓量",
-                "持仓量变化",
-                "_",
-                "行权量",
-                "成交额",
-                "德尔塔",
-                "_",
-                "_",
-                "_",
-                "_",
-            ]
+            contract_df.rename(
+                columns={
+                    "INSTRUMENTID": "合约代码",
+                    "OPENPRICE": "开盘价",
+                    "HIGHESTPRICE": "最高价",
+                    "LOWESTPRICE": "最低价",
+                    "CLOSEPRICE": "收盘价",
+                    "PRESETTLEMENTPRICE": "前结算价",
+                    "SETTLEMENTPRICE": "结算价",
+                    "ZD1_CHG": "涨跌1",
+                    "ZD2_CHG": "涨跌2",
+                    "VOLUME": "成交量",
+                    "OPENINTEREST": "持仓量",
+                    "OPENINTERESTCHG": "持仓量变化",
+                    "TURNOVER": "成交额",
+                    "DELTA": "德尔塔",
+                    "EXECVOLUME": "行权量"
+                }, inplace=True
+            )
             contract_df = contract_df[
                 [
                     "合约代码",
@@ -320,21 +429,51 @@ def option_shfe_daily(
                     "行权量",
                 ]
             ]
+            contract_df.reset_index(inplace=True, drop=True)
+            return contract_df
+        except:  # noqa: E722
+            return pd.DataFrame()
+    else:
+        return pd.DataFrame()
 
-            volatility_df.columns = [
-                "_",
-                "_",
-                "_",
-                "合约系列",
-                "成交量",
-                "持仓量",
-                "持仓量变化",
-                "行权量",
-                "成交额",
-                "隐含波动率",
-                "_",
-            ]
 
+def option_vol_shfe(
+    symbol: str = "铝期权", trade_date: str = "20250418"
+) -> pd.DataFrame:
+    """
+    上海期货交易所-期权-日频行情数据
+    https://www.shfe.com.cn/reports/tradedata/dailyandweeklydata/
+    :param trade_date: 交易日
+    :type trade_date: str
+    :param symbol: choice of {'原油期权', '铜期权', '铝期权', '锌期权', '铅期权', '螺纹钢期权', '镍期权', '锡期权', '氧化铝期权',
+    '黄金期权', '白银期权', '丁二烯橡胶期权', '天胶期权'}
+    :type symbol: str
+    :return: 日频行情数据
+    :rtype: pandas.DataFrame
+    """
+    calendar = get_calendar()
+    day = convert_date(trade_date) if trade_date is not None else datetime.date.today()
+    if day.strftime("%Y%m%d") not in calendar:
+        warnings.warn("%s非交易日" % day.strftime("%Y%m%d"))
+        return pd.DataFrame()
+    if day > datetime.date(year=2010, month=8, day=24):
+        url = f"""https://www.shfe.com.cn/data/tradedata/option/dailydata/kx{day.strftime("%Y%m%d")}.dat"""
+        try:
+            r = requests.get(url, headers=SHFE_HEADERS)
+            json_data = r.json()
+            volatility_df = pd.DataFrame(json_data["o_cursigma"])
+            volatility_df = volatility_df[
+                volatility_df["PRODUCTNAME"].str.strip() == symbol
+                ]
+            volatility_df.rename(columns={
+                "INSTRUMENTID": "合约系列",
+                "VOLUME": "成交量",
+                "OPENINTEREST": "持仓量",
+                "OPENINTERESTCHG": "持仓量变化",
+                "TURNOVER": "成交额",
+                "EXECVOLUME": "行权量",
+                "SIGMA": "隐含波动率"
+            }, inplace=True)
             volatility_df = volatility_df[
                 [
                     "合约系列",
@@ -346,14 +485,15 @@ def option_shfe_daily(
                     "隐含波动率",
                 ]
             ]
-            contract_df.reset_index(inplace=True, drop=True)
             volatility_df.reset_index(inplace=True, drop=True)
-            return contract_df, volatility_df
+            return volatility_df
         except:  # noqa: E722
-            return
+            return pd.DataFrame()
+    else:
+        return pd.DataFrame()
 
 
-def option_gfex_daily(symbol: str = "工业硅", trade_date: str = "20230724"):
+def option_hist_gfex(symbol: str = "工业硅", trade_date: str = "20230724") -> pd.DataFrame:
     """
     广州期货交易所-日频率-量价数据
     http://www.gfex.com.cn/gfex/rihq/hqsj_tjsj.shtml
@@ -368,7 +508,7 @@ def option_gfex_daily(symbol: str = "工业硅", trade_date: str = "20230724"):
     day = convert_date(trade_date) if trade_date is not None else datetime.date.today()
     if day.strftime("%Y%m%d") not in calendar:
         warnings.warn("%s非交易日" % day.strftime("%Y%m%d"))
-        return
+        return pd.DataFrame()
     url = "http://www.gfex.com.cn/u/interfacesWebTiDayQuotes/loadList"
     payload = {"trade_date": day.strftime("%Y%m%d"), "trade_type": "1"}
     headers = {
@@ -384,7 +524,7 @@ def option_gfex_daily(symbol: str = "工业硅", trade_date: str = "20230724"):
         "Proxy-Connection": "keep-alive",
         "Referer": "http://www.gfex.com.cn/gfex/rihq/hqsj_tjsj.shtml",
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
-        "Chrome/108.0.0.0 Safari/537.36",
+                      "Chrome/108.0.0.0 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
         "content-type": "application/x-www-form-urlencoded",
     }
@@ -440,7 +580,7 @@ def option_gfex_daily(symbol: str = "工业硅", trade_date: str = "20230724"):
     return temp_df
 
 
-def option_gfex_vol_daily(symbol: str = "碳酸锂", trade_date: str = "20230724"):
+def option_vol_gfex(symbol: str = "碳酸锂", trade_date: str = "20230724"):
     """
     广州期货交易所-日频率-合约隐含波动率
     http://www.gfex.com.cn/gfex/rihq/hqsj_tjsj.shtml
@@ -454,6 +594,7 @@ def option_gfex_vol_daily(symbol: str = "碳酸锂", trade_date: str = "20230724
     symbol_code_map = {
         "工业硅": "si",
         "碳酸锂": "lc",
+        "多晶硅": "ps",
     }
     calendar = get_calendar()
     day = convert_date(trade_date) if trade_date is not None else datetime.date.today()
@@ -475,7 +616,7 @@ def option_gfex_vol_daily(symbol: str = "碳酸锂", trade_date: str = "20230724
         "Proxy-Connection": "keep-alive",
         "Referer": "http://www.gfex.com.cn/gfex/rihq/hqsj_tjsj.shtml",
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
-        "Chrome/108.0.0.0 Safari/537.36",
+                      "Chrome/108.0.0.0 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
         "content-type": "application/x-www-form-urlencoded",
     }
@@ -502,40 +643,20 @@ def option_gfex_vol_daily(symbol: str = "碳酸锂", trade_date: str = "20230724
 
 
 if __name__ == "__main__":
-    option_czce_daily_df = option_czce_daily(symbol="短纤期权", trade_date="20240718")
-    print(option_czce_daily_df)
-
-    option_dce_daily_one, option_dce_daily_two = option_dce_daily(
-        symbol="黄大豆2号期权", trade_date="20220808"
-    )
-    print(option_dce_daily_one)
-    print(option_dce_daily_two)
-
-    option_dce_daily_one, option_dce_daily_two = option_dce_daily(
-        symbol="苯乙烯期权", trade_date="20230516"
-    )
-    print(option_dce_daily_one)
-    print(option_dce_daily_two)
+    option_hist_czce_df = option_hist_czce(symbol="白糖期权", trade_date="20250812")
+    print(option_hist_czce_df)
 
-    option_dce_daily_one, option_dce_daily_two = option_dce_daily(
-        symbol="乙二醇期权", trade_date="20230516"
-    )
-    print(option_dce_daily_one)
-    print(option_dce_daily_two)
+    option_hist_dce_df = option_hist_dce(symbol="聚丙烯期权", trade_date="20250812")
+    print(option_hist_dce_df)
 
-    option_shfe_daily_one, option_shfe_daily_two = option_shfe_daily(
-        symbol="天胶期权", trade_date="20210312"
-    )
-    print(option_shfe_daily_one)
-    print(option_shfe_daily_two)
+    option_hist_shfe_df = option_hist_shfe(symbol="天胶期权", trade_date="20250418")
+    print(option_hist_shfe_df)
 
-    option_gfex_daily_df = option_gfex_daily(symbol="工业硅", trade_date="20240102")
-    print(option_gfex_daily_df)
+    option_vol_shfe_df = option_vol_shfe(symbol="天胶期权", trade_date="20250418")
+    print(option_vol_shfe_df)
 
-    option_gfex_vol_daily_df = option_gfex_vol_daily(
-        symbol="工业硅", trade_date="20230418"
-    )
-    print(option_gfex_vol_daily_df)
+    option_hist_gfex_df = option_hist_gfex(symbol="工业硅", trade_date="20250801")
+    print(option_hist_gfex_df)
 
-    option_czce_daily_df = option_czce_daily(symbol="短纤期权", trade_date="20231116")
-    print(option_czce_daily_df)
+    option_vol_gfex_df = option_vol_gfex(symbol="多晶硅", trade_date="20250123")
+    print(option_vol_gfex_df)