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

akshare/option/option_finance_sina.py

@@ -81,7 +81,7 @@ def option_cffex_sz50_spot_sina(symbol: str = "ho2303") -> pd.DataFrame:
     :param symbol: 合约代码; 用 ak.option_cffex_sz300_list_sina() 函数查看
     :type symbol: str
     :return: 中金所-上证 50 指数-指定合约-看涨看跌实时行情
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/OptionService.getOptionData"
     params = {
@@ -154,7 +154,7 @@ def option_cffex_hs300_spot_sina(symbol: str = "io2204") -> pd.DataFrame:
     :param symbol: 合约代码; 用 option_cffex_hs300_list_sina 函数查看
     :type symbol: str
     :return: 中金所-沪深300指数-指定合约-看涨看跌实时行情
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/OptionService.getOptionData"
     params = {
@@ -227,7 +227,7 @@ def option_cffex_zz1000_spot_sina(symbol: str = "mo2208") -> pd.DataFrame:
     :param symbol: 合约代码; 用 option_cffex_zz1000_list_sina 函数查看
     :type symbol: str
     :return: 中金所-中证 1000 指数-指定合约-看涨看跌实时行情
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     url = "https://stock.finance.sina.com.cn/futures/api/openapi.php/OptionService.getOptionData"
     params = {
@@ -299,7 +299,7 @@ def option_cffex_sz50_daily_sina(symbol: str = "ho2303P2350") -> pd.DataFrame:
     :param symbol: 具体合约代码(包括看涨和看跌标识), 可以通过 ak.option_cffex_sz50_spot_sina 中的 call-标识 获取
     :type symbol: str
     :return: 日频率数据
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     year = datetime.datetime.now().year
     month = datetime.datetime.now().month
@@ -340,7 +340,7 @@ def option_cffex_hs300_daily_sina(symbol: str = "io2202P4350") -> pd.DataFrame:
     :param symbol: 具体合约代码(包括看涨和看跌标识), 可以通过 ak.option_cffex_hs300_spot_sina 中的 call-标识 获取
     :type symbol: str
     :return: 日频率数据
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     year = datetime.datetime.now().year
     month = datetime.datetime.now().month
@@ -383,7 +383,7 @@ def option_cffex_zz1000_daily_sina(
     :param symbol: 具体合约代码(包括看涨和看跌标识), 可以通过 ak.option_cffex_zz1000_spot_sina 中的 call-标识 获取
     :type symbol: str
     :return: 日频率数据
-    :rtype: pd.DataFrame
+    :rtype: pandas.DataFrame
     """
     year = datetime.datetime.now().year
     month = datetime.datetime.now().month
@@ -975,5 +975,5 @@ if __name__ == "__main__":
     option_current_em_df = option_current_em()
     print(option_current_em_df)
 
-    option_minute_em_df = option_minute_em(symbol="IO2406-C-3500")
+    option_minute_em_df = option_minute_em(symbol="10008594")
     print(option_minute_em_df)

akshare/option/option_lhb_em.py

@@ -38,7 +38,6 @@ def option_lhb_em(
         "source": "IFBILLBOARD",
         "client": "WEB",
         "ut": "b2884a393a59ad64002292a3e90d46a5",
-        "_": "1642904215146",
     }
     r = requests.get(url, params=params)
     data_json = r.json()

akshare/option/option_margin.py

@@ -0,0 +1,62 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2025/6/16 18:00
+Desc: 唯爱期货-期权保证金
+https://www.iweiai.com/qihuo/yuanyou
+"""
+import requests
+import pandas as pd
+from io import StringIO
+
+from bs4 import BeautifulSoup
+from functools import lru_cache
+
+
+@lru_cache()
+def option_margin_symbol() -> pd.DataFrame:
+    """
+    获取商品期权品种代码和名称
+    :return: 商品期权品种代码和名称
+    :rtype: pandas.DataFrame
+    """
+    url = "https://www.iweiai.com/qiquan/yuanyou"
+    r = requests.get(url)
+    soup = BeautifulSoup(r.content, features="lxml")
+    symbol_text = [item.get_text() for item in soup.find_all("a") if "qiquan" in item['href']]
+    symbol_url = [item['href'] for item in soup.find_all("a") if "qiquan" in item['href']]
+    symbol_df = pd.DataFrame([symbol_text, symbol_url]).T
+    symbol_df.columns = ["symbol", "url"]
+    return symbol_df
+
+
+def option_margin(symbol: str = "原油期权") -> pd.DataFrame:
+    """
+    获取商品期权保证金
+    :param symbol: 商品期权品种名称, 如 "原油期权"，可以通过 ak.option_margin_symbol() 获取所有商品期权品种代码和名称
+    :type symbol: str
+    :return: 商品期权保证金
+    :rtype: pandas.DataFrame
+    """
+    option_margin_symbol_df = option_margin_symbol()
+    url = option_margin_symbol_df[option_margin_symbol_df['symbol'] == symbol]['url'].values[0]
+    r = requests.get(url)
+    soup = BeautifulSoup(r.content, features="lxml")
+    updated_time = soup.find_all("small")[0].get_text().strip("最近更新：")
+    temp_df = pd.read_html(StringIO(r.text))[0]
+    temp_df['更新时间'] = updated_time
+
+    temp_df['结算价'] = pd.to_numeric(temp_df['结算价'], errors='coerce')
+    temp_df['交易乘数'] = pd.to_numeric(temp_df['交易乘数'], errors='coerce')
+    temp_df['买方权利金'] = pd.to_numeric(temp_df['买方权利金'], errors='coerce')
+    temp_df['卖方保证金'] = pd.to_numeric(temp_df['卖方保证金'], errors='coerce')
+    temp_df['开仓手续费'] = pd.to_numeric(temp_df['开仓手续费'], errors='coerce')
+    temp_df['平今手续费'] = pd.to_numeric(temp_df['平今手续费'], errors='coerce')
+    temp_df['平昨手续费'] = pd.to_numeric(temp_df['平昨手续费'], errors='coerce')
+    temp_df['手续费(开+平今)'] = pd.to_numeric(temp_df['手续费(开+平今)'], errors='coerce')
+    return temp_df
+
+
+if __name__ == '__main__':
+    option_margin_df = option_margin(symbol="原油期权")
+    print(option_margin_df)

akshare/option/option_premium_analysis_em.py

@@ -1,13 +1,15 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2022/1/25 10:20
+Date: 2025/3/11 17:00
 Desc: 东方财富网-数据中心-特色数据-期权折溢价
 https://data.eastmoney.com/other/premium.html
 """
-import requests
+
 import pandas as pd
 
+from akshare.utils.func import fetch_paginated_data
+
 
 def option_premium_analysis_em() -> pd.DataFrame:
     """
@@ -18,60 +20,63 @@ def option_premium_analysis_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        'fid': 'f250',
-        'po': '1',
-        'pz': '5000',
-        'pn': '1',
-        'np': '1',
-        'fltt': '2',
-        'invt': '2',
-        'ut': 'b2884a393a59ad64002292a3e90d46a5',
-        'fields': 'f1,f2,f3,f12,f13,f14,f161,f250,f330,f331,f332,f333,f334,f335,f337,f301,f152',
-        'fs': 'm:10'
+        "fid": "f250",
+        "po": "1",
+        "pz": "100",
+        "pn": "1",
+        "np": "1",
+        "fltt": "2",
+        "invt": "2",
+        "ut": "b2884a393a59ad64002292a3e90d46a5",
+        "fields": "f1,f2,f3,f12,f13,f14,f161,f250,f330,f331,f332,f333,f334,f335,f337,f301,f152",
+        "fs": "m:10",
     }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
+    temp_df = fetch_paginated_data(url, params)
     temp_df.columns = [
-        '-',
-        '最新价',
-        '涨跌幅',
-        '期权代码',
-        '-',
-        '期权名称',
-        '-',
-        '行权价',
-        '折溢价率',
-        '到期日',
-        '-',
-        '-',
-        '-',
-        '标的名称',
-        '标的最新价',
-        '标的涨跌幅',
-        '盈亏平衡价',
+        "-",
+        "-",
+        "最新价",
+        "涨跌幅",
+        "期权代码",
+        "-",
+        "期权名称",
+        "-",
+        "行权价",
+        "折溢价率",
+        "到期日",
+        "-",
+        "-",
+        "-",
+        "标的名称",
+        "标的最新价",
+        "标的涨跌幅",
+        "盈亏平衡价",
+    ]
+    temp_df = temp_df[
+        [
+            "期权代码",
+            "期权名称",
+            "最新价",
+            "涨跌幅",
+            "行权价",
+            "折溢价率",
+            "标的名称",
+            "标的最新价",
+            "标的涨跌幅",
+            "盈亏平衡价",
+            "到期日",
+        ]
     ]
-    temp_df = temp_df[[
-        '期权代码',
-        '期权名称',
-        '最新价',
-        '涨跌幅',
-        '行权价',
-        '折溢价率',
-        '标的名称',
-        '标的最新价',
-        '标的涨跌幅',
-        '盈亏平衡价',
-        '到期日',
-    ]]
-    temp_df['最新价'] = pd.to_numeric(temp_df['最新价'], errors="coerce")
-    temp_df['涨跌幅'] = pd.to_numeric(temp_df['涨跌幅'], errors="coerce")
-    temp_df['行权价'] = pd.to_numeric(temp_df['行权价'], errors="coerce")
-    temp_df['折溢价率'] = pd.to_numeric(temp_df['折溢价率'], errors="coerce")
-    temp_df['标的最新价'] = pd.to_numeric(temp_df['标的最新价'], errors="coerce")
-    temp_df['标的涨跌幅'] = pd.to_numeric(temp_df['标的涨跌幅'], errors="coerce")
-    temp_df['盈亏平衡价'] = pd.to_numeric(temp_df['盈亏平衡价'], errors="coerce")
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'].astype(str)).dt.date
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["行权价"] = pd.to_numeric(temp_df["行权价"], errors="coerce")
+    temp_df["折溢价率"] = pd.to_numeric(temp_df["折溢价率"], errors="coerce")
+    temp_df["标的最新价"] = pd.to_numeric(temp_df["标的最新价"], errors="coerce")
+    temp_df["标的涨跌幅"] = pd.to_numeric(temp_df["标的涨跌幅"], errors="coerce")
+    temp_df["盈亏平衡价"] = pd.to_numeric(temp_df["盈亏平衡价"], errors="coerce")
+    temp_df["到期日"] = pd.to_datetime(
+        temp_df["到期日"].astype(str), errors="coerce"
+    ).dt.date
     return temp_df
 
 

akshare/option/option_risk_analysis_em.py

@@ -1,13 +1,15 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2023/3/20 15:20
+Date: 2025/3/13 21:50
 Desc: 东方财富网-数据中心-特色数据-期权风险分析
 https://data.eastmoney.com/other/riskanal.html
 """
-import requests
+
 import pandas as pd
 
+from akshare.utils.func import fetch_paginated_data
+
 
 def option_risk_analysis_em() -> pd.DataFrame:
     """
@@ -18,9 +20,9 @@ def option_risk_analysis_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        "fid": "f3",
+        "fid": "f12",
         "po": "1",
-        "pz": "5000",
+        "pz": "100",
         "pn": "1",
         "np": "1",
         "fltt": "2",
@@ -29,10 +31,9 @@ def option_risk_analysis_em() -> pd.DataFrame:
         "fields": "f1,f2,f3,f12,f13,f14,f302,f303,f325,f326,f327,f329,f328,f301,f152,f154",
         "fs": "m:10",
     }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
+    temp_df = fetch_paginated_data(url, params)
     temp_df.columns = [
+        "-",
         "-",
         "最新价",
         "涨跌幅",
@@ -75,7 +76,9 @@ def option_risk_analysis_em() -> pd.DataFrame:
     temp_df["Vega"] = pd.to_numeric(temp_df["Vega"], errors="coerce")
     temp_df["Rho"] = pd.to_numeric(temp_df["Rho"], errors="coerce")
     temp_df["Theta"] = pd.to_numeric(temp_df["Theta"], errors="coerce")
-    temp_df["到期日"] = pd.to_datetime(temp_df["到期日"], format="%Y%m%d").dt.date
+    temp_df["到期日"] = pd.to_datetime(
+        temp_df["到期日"], format="%Y%m%d", errors="coerce"
+    ).dt.date
     return temp_df
 
 

akshare/option/option_risk_indicator_sse.py

@@ -1,12 +1,12 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2024/6/27 22:20
+Date: 2025/9/8 16:20
 Desc: 上海证券交易所-产品-股票期权-期权风险指标
 """
 
-import requests
 import pandas as pd
+import requests
 
 
 def option_risk_indicator_sse(date: str = "20240626") -> pd.DataFrame:
@@ -24,7 +24,6 @@ def option_risk_indicator_sse(date: str = "20240626") -> pd.DataFrame:
         "trade_date": date,
         "sqlId": "SSE_ZQPZ_YSP_GGQQZSXT_YSHQ_QQFXZB_DATE_L",
         "contractSymbol": "",
-        "_": "1652877575590",
     }
     headers = {
         "Accept": "*/*",
@@ -36,7 +35,7 @@ def option_risk_indicator_sse(date: str = "20240626") -> pd.DataFrame:
         "Pragma": "no-cache",
         "Referer": "http://www.sse.com.cn/",
         "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
-        "Chrome/101.0.4951.67 Safari/537.36",
+                      "Chrome/101.0.4951.67 Safari/537.36",
     }
     r = requests.get(url, params=params, headers=headers)
     data_json = r.json()

akshare/option/option_value_analysis_em.py

@@ -1,13 +1,15 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2022/1/24 15:41
+Date: 2025/3/11 17:00
 Desc: 东方财富网-数据中心-特色数据-期权价值分析
 https://data.eastmoney.com/other/valueAnal.html
 """
-import requests
+
 import pandas as pd
 
+from akshare.utils.func import fetch_paginated_data
+
 
 def option_value_analysis_em() -> pd.DataFrame:
     """
@@ -18,62 +20,67 @@ def option_value_analysis_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        'fid': 'f301',
-        'po': '1',
-        'pz': '5000',
-        'pn': '1',
-        'np': '1',
-        'fltt': '2',
-        'invt': '2',
-        'ut': 'b2884a393a59ad64002292a3e90d46a5',
-        'fields': 'f1,f2,f3,f12,f13,f14,f298,f299,f249,f300,f330,f331,f332,f333,f334,f335,f336,f301,f152',
-        'fs': 'm:10'
+        "fid": "f301",
+        "po": "1",
+        "pz": "100",
+        "pn": "1",
+        "np": "1",
+        "fltt": "2",
+        "invt": "2",
+        "ut": "b2884a393a59ad64002292a3e90d46a5",
+        "fields": "f1,f2,f3,f12,f13,f14,f298,f299,f249,f300,f330,f331,f332,f333,f334,f335,f336,f301,f152",
+        "fs": "m:10",
     }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
+    temp_df = fetch_paginated_data(url, params)
     temp_df.columns = [
-        '-',
-        '最新价',
-        '-',
-        '期权代码',
-        '-',
-        '期权名称',
-        '-',
-        '隐含波动率',
-        '时间价值',
-        '内在价值',
-        '理论价格',
-        '到期日',
-        '-',
-        '-',
-        '-',
-        '标的名称',
-        '标的最新价',
-        '-',
-        '标的近一年波动率',
+        "-",
+        "-",
+        "最新价",
+        "-",
+        "期权代码",
+        "-",
+        "期权名称",
+        "-",
+        "隐含波动率",
+        "时间价值",
+        "内在价值",
+        "理论价格",
+        "到期日",
+        "-",
+        "-",
+        "-",
+        "标的名称",
+        "标的最新价",
+        "-",
+        "标的近一年波动率",
+    ]
+    temp_df = temp_df[
+        [
+            "期权代码",
+            "期权名称",
+            "最新价",
+            "时间价值",
+            "内在价值",
+            "隐含波动率",
+            "理论价格",
+            "标的名称",
+            "标的最新价",
+            "标的近一年波动率",
+            "到期日",
+        ]
     ]
-    temp_df = temp_df[[
-        '期权代码',
-        '期权名称',
-        '最新价',
-        '时间价值',
-        '内在价值',
-        '隐含波动率',
-        '理论价格',
-        '标的名称',
-        '标的最新价',
-        '标的近一年波动率',
-        '到期日',
-    ]]
-    temp_df['最新价'] = pd.to_numeric(temp_df['最新价'], errors="coerce")
-    temp_df['时间价值'] = pd.to_numeric(temp_df['时间价值'])
-    temp_df['内在价值'] = pd.to_numeric(temp_df['内在价值'])
-    temp_df['隐含波动率'] = pd.to_numeric(temp_df['隐含波动率'])
-    temp_df['理论价格'] = pd.to_numeric(temp_df['理论价格'], errors="coerce")
-    temp_df['标的最新价'] = pd.to_numeric(temp_df['标的最新价'])
-    temp_df['标的近一年波动率'] = pd.to_numeric(temp_df['标的近一年波动率'])
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'].astype(str)).dt.date
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["时间价值"] = pd.to_numeric(temp_df["时间价值"], errors="coerce")
+    temp_df["内在价值"] = pd.to_numeric(temp_df["内在价值"], errors="coerce")
+    temp_df["隐含波动率"] = pd.to_numeric(temp_df["隐含波动率"], errors="coerce")
+    temp_df["理论价格"] = pd.to_numeric(temp_df["理论价格"], errors="coerce")
+    temp_df["标的最新价"] = pd.to_numeric(temp_df["标的最新价"], errors="coerce")
+    temp_df["标的近一年波动率"] = pd.to_numeric(
+        temp_df["标的近一年波动率"], errors="coerce"
+    )
+    temp_df["到期日"] = pd.to_datetime(
+        temp_df["到期日"].astype(str), errors="coerce"
+    ).dt.date
     return temp_df
 
 

akshare/other/__init__.py

@@ -2,5 +2,5 @@
 # -*- coding:utf-8 -*-
 """
 Date: 2021/5/14 17:52
-Desc: 
+Desc:
 """

akshare/pro/__init__.py

@@ -1 +0,0 @@
-

akshare/pro/client.py

@@ -4,6 +4,7 @@
 Date: 2019/11/10 22:52
 Desc: 数据接口源代码
 """
+
 from functools import partial
 from urllib import parse
 
@@ -12,7 +13,6 @@ import requests
 
 
 class DataApi:
-
     __token = ""
     __http_url = "https://api.qhkch.com"
 
@@ -49,8 +49,10 @@ class DataApi:
         if fields == "":
             try:
                 return pd.DataFrame(data_json)
-            except ValueError as e:
-                result_df = pd.DataFrame.from_dict(data_json, orient="index", columns=[api_name])
+            except ValueError:
+                result_df = pd.DataFrame.from_dict(
+                    data_json, orient="index", columns=[api_name]
+                )
                 return result_df
         else:  # 此处增加处理
             if api_name == "variety_all_positions":
@@ -68,5 +70,5 @@ class DataApi:
         return partial(self.query, name)
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     pass

akshare/pro/cons.py

@@ -4,5 +4,6 @@
 Date: 2020/12/24 16:28
 Desc: API常量文件
 """
-TOKEN_F_P = 'tk.csv'
-TOKEN_ERR_MSG = '请设置 AKShare pro 的 token 凭证码，如果没有权限，请访问 https://qhkch.com/ 注册申请'
+
+TOKEN_F_P = "tk.csv"
+TOKEN_ERR_MSG = "请设置 AKShare pro 的 token 凭证码，如果没有权限，请访问 https://qhkch.com/ 注册申请"

akshare/pro/data_pro.py

@@ -4,24 +4,25 @@
 Date: 2019/11/10 22:52
 Desc: 数据接口初始化
 """
+
 from akshare.pro import client
 from akshare.utils import token_process
 
 
-def pro_api(token=''):
+def pro_api(token=""):
     """
     初始化 pro API,第一次可以通过ak.set_token('your token')来记录自己的token凭证，临时token可以通过本参数传入
     """
-    if token == '' or token is None:
+    if token == "" or token is None:
         token = token_process.get_token()
-    if token is not None and token != '':
+    if token is not None and token != "":
         pro = client.DataApi(token)
         return pro
     else:
-        raise Exception('api init error.')
+        raise Exception("api init error.")
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     pro_test = pro_api()
     variety_all_df = pro_test.variety_all()
     print(variety_all_df)