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

akshare/stock/stock_us_famous.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/7/24 13:30
+Date: 2025/2/24 18:30
 Desc: 东方财富网-行情中心-美股市场-知名美股
 https://quote.eastmoney.com/center/gridlist.html#us_wellknown
 """
@@ -14,7 +14,7 @@ def stock_us_famous_spot_em(symbol: str = "科技类") -> pd.DataFrame:
     """
     东方财富网-行情中心-美股市场-知名美股
     https://quote.eastmoney.com/center/gridlist.html#us_wellknown
-    :symbol: choice of {'科技类', '金融类', '医药食品类', '媒体类', '汽车能源类', '制造零售类'}
+    :param symbol: choice of {'科技类', '金融类', '医药食品类', '媒体类', '汽车能源类', '制造零售类'}
     :type: str
     :return: 知名美股实时行情
     :rtype: pandas.DataFrame
@@ -30,9 +30,9 @@ def stock_us_famous_spot_em(symbol: str = "科技类") -> pd.DataFrame:
     url = "https://69.push2.eastmoney.com/api/qt/clist/get"
     params = {
         "pn": "1",
-        "pz": "2000",
+        "pz": "50000",
         "po": "1",
-        "np": "1",
+        "np": "2",
         "ut": "bd1d9ddb04089700cf9c27f6f7426281",
         "fltt": "2",
         "invt": "2",
@@ -40,11 +40,10 @@ def stock_us_famous_spot_em(symbol: str = "科技类") -> pd.DataFrame:
         "fs": f"b:MK{market_map[symbol]}",
         "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,f24,"
         "f25,f26,f22,f33,f11,f62,f128,f136,f115,f152",
-        "_": "1631271634231",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
+    temp_df = pd.DataFrame(data_json["data"]["diff"]).T
     temp_df.columns = [
         "_",
         "最新价",

akshare/stock/stock_us_js.py

@@ -5,6 +5,7 @@ Date: 2022/11/27 13:30
 Desc: 美股目标价 or 港股目标价
 https://www.ushknews.com/report.html
 """
+
 import requests
 import pandas as pd
 
@@ -20,8 +21,8 @@ def stock_price_js(symbol: str = "us") -> pd.DataFrame:
     """
     url = "https://calendar-api.ushknews.com/getWebTargetPriceList"
     params = {
-        'limit': '20',
-        'category': symbol,
+        "limit": "20",
+        "category": symbol,
     }
     headers = {
         "accept": "application/json, text/plain, */*",

akshare/stock/stock_us_pink.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/4/11 17:00
+Date: 2025/6/17 14:00
 Desc: 东方财富网-行情中心-美股市场-粉单市场
 https://quote.eastmoney.com/center/gridlist.html#us_pinksheet
 """
@@ -9,6 +9,8 @@ https://quote.eastmoney.com/center/gridlist.html#us_pinksheet
 import pandas as pd
 import requests
 
+from akshare.utils.tqdm import get_tqdm
+
 
 def stock_us_pink_spot_em() -> pd.DataFrame:
     """
@@ -19,23 +21,32 @@ def stock_us_pink_spot_em() -> pd.DataFrame:
     """
     url = "https://23.push2.eastmoney.com/api/qt/clist/get"
     params = {
-        "pn": "1",
-        "pz": "2000",
-        "po": "1",
         "np": "1",
-        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
-        "fltt": "2",
-        "invt": "2",
-        "fid": "f3",
+        "fltt": "1",
+        "invt": "1",
         "fs": "m:153",
         "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,f24,f25,"
-        "f26,f22,f33,f11,f62,f128,f136,f115,f152",
-        "_": "1631271634231",
+                  "f26,f22,f33,f11,f62,f128,f136,f115,f152",
+        "fid": "f3",
+        "pn": "1",
+        "pz": "100",
+        "po": "1",
+        "dect": "1",
+        "ut": "bd1d9ddb04089700cf9c27f6f7426281",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"])
-    temp_df.columns = [
+    import math
+    total_page = math.ceil(data_json['data']["total"] / 100)
+    tqdm = get_tqdm()
+    big_df = pd.DataFrame()
+    for page in tqdm(range(1, total_page + 1), leave=False):
+        params.update({"pn": page})
+        r = requests.get(url, params=params)
+        data_json = r.json()
+        temp_df = pd.DataFrame(data_json["data"]["diff"])
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
+    big_df.columns = [
         "_",
         "最新价",
         "涨跌幅",
@@ -70,11 +81,11 @@ def stock_us_pink_spot_em() -> pd.DataFrame:
         "_",
         "_",
     ]
-    temp_df.reset_index(inplace=True)
-    temp_df["index"] = range(1, len(temp_df) + 1)
-    temp_df.rename(columns={"index": "序号"}, inplace=True)
-    temp_df["代码"] = temp_df["编码"].astype(str) + "." + temp_df["简称"]
-    temp_df = temp_df[
+    big_df.reset_index(inplace=True)
+    big_df["index"] = range(1, len(big_df) + 1)
+    big_df.rename(columns={"index": "序号"}, inplace=True)
+    big_df["代码"] = big_df["编码"].astype(str) + "." + big_df["简称"]
+    big_df = big_df[
         [
             "序号",
             "名称",
@@ -90,16 +101,16 @@ def stock_us_pink_spot_em() -> pd.DataFrame:
             "代码",
         ]
     ]
-    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], 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["开盘价"] = pd.to_numeric(temp_df["开盘价"], errors="coerce")
-    temp_df["最高价"] = pd.to_numeric(temp_df["最高价"], errors="coerce")
-    temp_df["最低价"] = pd.to_numeric(temp_df["最低价"], errors="coerce")
-    temp_df["昨收价"] = pd.to_numeric(temp_df["昨收价"], errors="coerce")
-    temp_df["总市值"] = pd.to_numeric(temp_df["总市值"], errors="coerce")
-    temp_df["市盈率"] = pd.to_numeric(temp_df["市盈率"], errors="coerce")
-    return temp_df
+    big_df["最新价"] = pd.to_numeric(big_df["最新价"], errors="coerce")
+    big_df["涨跌额"] = pd.to_numeric(big_df["涨跌额"], errors="coerce")
+    big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"], errors="coerce")
+    big_df["开盘价"] = pd.to_numeric(big_df["开盘价"], errors="coerce")
+    big_df["最高价"] = pd.to_numeric(big_df["最高价"], errors="coerce")
+    big_df["最低价"] = pd.to_numeric(big_df["最低价"], errors="coerce")
+    big_df["昨收价"] = pd.to_numeric(big_df["昨收价"], errors="coerce")
+    big_df["总市值"] = pd.to_numeric(big_df["总市值"], errors="coerce")
+    big_df["市盈率"] = pd.to_numeric(big_df["市盈率"], errors="coerce")
+    return big_df
 
 
 if __name__ == "__main__":

akshare/stock/stock_us_sina.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/12/7 15:30
+Date: 2025/1/14 17:00
 Desc: 新浪财经-美股实时行情数据和历史行情数据
 https://finance.sina.com.cn/stock/usstock/sector.shtml
 """
@@ -77,7 +77,9 @@ def get_us_stock_name() -> pd.DataFrame:
             params=us_sina_stock_dict_payload,
         )
         data_json = json.loads(res.text[res.text.find("({") + 1 : res.text.rfind(");")])
-        big_df = pd.concat([big_df, pd.DataFrame(data_json["data"])], ignore_index=True)
+        big_df = pd.concat(
+            objs=[big_df, pd.DataFrame(data_json["data"])], ignore_index=True
+        )
     return big_df[["name", "cname", "symbol"]]
 
 
@@ -106,7 +108,9 @@ def stock_us_spot() -> pd.DataFrame:
             params=us_sina_stock_dict_payload,
         )
         data_json = json.loads(res.text[res.text.find("({") + 1 : res.text.rfind(");")])
-        big_df = pd.concat([big_df, pd.DataFrame(data_json["data"])], ignore_index=True)
+        big_df = pd.concat(
+            objs=[big_df, pd.DataFrame(data_json["data"])], ignore_index=True
+        )
     return big_df
 
 

akshare/stock/stock_weibo_nlp.py

@@ -9,6 +9,7 @@ https://datacenter.jin10.com/market
 红色颜色越深，表明该股票讨论热度越高，其当前的涨幅更大。
 绿色颜色越深，表明该股票讨论的热度越低，其当前的跌幅更大。
 """
+
 import time
 from typing import Dict
 
@@ -55,34 +56,31 @@ def stock_js_weibo_report(time_period: str = "CNHOUR12") -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     url = "https://datacenter-api.jin10.com/weibo/list"
-    payload = {
-        "timescale": time_period,
-        "_": int(time.time() * 1000)
-    }
+    payload = {"timescale": time_period, "_": int(time.time() * 1000)}
     headers = {
-        'authority': 'datacenter-api.jin10.com',
-        'pragma': 'no-cache',
-        'cache-control': 'no-cache',
-        'accept': '*/*',
-        'x-app-id': 'rU6QIu7JHe2gOUeR',
-        'sec-fetch-dest': 'empty',
-        'x-csrf-token': '',
-        'x-version': '1.0.0',
-        'user-agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/80.0.3987.116 Safari/537.36',
-        'origin': 'https://datacenter.jin10.com',
-        'sec-fetch-site': 'same-site',
-        'sec-fetch-mode': 'cors',
-        'referer': 'https://datacenter.jin10.com/market',
-        'accept-language': 'zh-CN,zh;q=0.9,en;q=0.8'
+        "authority": "datacenter-api.jin10.com",
+        "pragma": "no-cache",
+        "cache-control": "no-cache",
+        "accept": "*/*",
+        "x-app-id": "rU6QIu7JHe2gOUeR",
+        "sec-fetch-dest": "empty",
+        "x-csrf-token": "",
+        "x-version": "1.0.0",
+        "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/80.0.3987.116 Safari/537.36",
+        "origin": "https://datacenter.jin10.com",
+        "sec-fetch-site": "same-site",
+        "sec-fetch-mode": "cors",
+        "referer": "https://datacenter.jin10.com/market",
+        "accept-language": "zh-CN,zh;q=0.9,en;q=0.8",
     }
 
     r = requests.get(url, params=payload, headers=headers)
     temp_df = pd.DataFrame(r.json()["data"])
-    temp_df['rate'] = pd.to_numeric(temp_df['rate'])
+    temp_df["rate"] = pd.to_numeric(temp_df["rate"])
     return temp_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     stock_js_weibo_nlp_time_map = stock_js_weibo_nlp_time()
     print(stock_js_weibo_nlp_time_map)
 

akshare/stock/stock_xq.py

@@ -1,39 +1,34 @@
 # !/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/4/9 16:30
+Date: 2025/8/30 15:00
 Desc: 雪球-行情中心-个股
 https://xueqiu.com/S/SH513520
 """
 
-from datetime import datetime
 import re
+from datetime import datetime
 
 import pandas as pd
 import requests
 
 
-def _convert_timestamp(timestamp_ms):
+def _convert_timestamp(timestamp_ms: int) -> str:
     """
-    将以毫秒为单位的时间戳转换为日期和时间，并保留到秒。
-
-    参数:
-    timestamp_ms (int): 以毫秒为单位的时间戳
-
-    返回:
-    datetime: 对应的日期和时间，保留到秒
+    时间戳转换为字符串时间
+    :param timestamp_ms: 时间戳
+    :type timestamp_ms: int
+    :return: 字符串
+    :rtype: str
     """
-    # 将毫秒转换为秒
     timestamp_s = timestamp_ms / 1000
-
-    # 使用 fromtimestamp 方法将时间戳转换为 datetime 对象
     datetime_obj = datetime.fromtimestamp(timestamp_s)
-
     return datetime_obj.strftime("%Y-%m-%d %H:%M:%S")
 
 
 def stock_individual_spot_xq(
     symbol: str = "SH600000",
+    token: str = None,
     timeout: float = None,
 ) -> pd.DataFrame:
     """
@@ -41,15 +36,20 @@ def stock_individual_spot_xq(
     https://xueqiu.com/S/SH600000
     :param symbol: 证券代码，可以是 A 股代码，A 股场内基金代码，A 股指数，美股代码, 美股指数
     :type symbol: str
+    :param token: set xueqiu token
+    :type token: str
     :param timeout: choice of None or a positive float number
     :type timeout: float
     :return: 证券最新行情
     :rtype: pandas.DataFrame
     """
+    from akshare.stock.cons import xq_a_token
     session = requests.Session()
+    xq_a_token = token or xq_a_token
     headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) "
-        "Chrome/78.0.3904.108 Safari/537.36"
+        "cookie": f"xq_a_token={xq_a_token};",
+        "User-Agent": "Mozilla/5.0 (iPhone; CPU iPhone OS 16_6 like Mac OS X) AppleWebKit/605.1.15 "
+        "(KHTML, like Gecko) Version/16.6 Mobile/15E148 Safari/604.1",
     }
     session.get(url="https://xueqiu.com", headers=headers)
     url = f"https://stock.xueqiu.com/v5/stock/quote.json?symbol={symbol}&extend=detail"
@@ -106,30 +106,32 @@ def stock_individual_spot_xq(
         *map(
             lambda x: column_name_map[x] if x in column_name_map.keys() else x,
             temp_df.columns,
-        )  # 由于传入的symbol可能是个股，可能是指数，也可能是基金，所以这里取列的最大公约数，没有数据的列内容为None
+        )  # 由于传入的 symbol 可能是个股，可能是指数，也可能是基金，所以这里取列的最大公约数，没有数据的列内容为 None
     ]
     temp_df = temp_df[
         list(
             filter(
                 lambda x: re.search(pattern="[\u4e00-\u9fa5]", string=x),
                 temp_df.columns,
-            )  # 过滤temp_df，留下包含汉字的列
+            )  # 过滤 temp_df，留下包含汉字的列
         )
     ]
     temp_df = temp_df.T.reset_index()
     temp_df.columns = ["item", "value"]
     temp_df.loc[temp_df["item"] == "时间", "value"] = temp_df.loc[
         temp_df["item"] == "时间", "value"
-    ].apply(lambda x: _convert_timestamp(int(x)))
-
+    ].apply(lambda x: _convert_timestamp(int(x)) if x and not pd.isna(x) else None)
+    temp_df.loc[temp_df["item"] == "发行日期", "value"] = temp_df.loc[
+        temp_df["item"] == "发行日期", "value"
+    ].apply(lambda x: _convert_timestamp(int(x)) if x and not pd.isna(x) else None)
     return temp_df
 
 
 if __name__ == "__main__":
-    stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="SH600000")
+    stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="BJ430139")
     print(stock_individual_spot_xq_df)
 
-    stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="SH000001")
+    stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="SH600000")
     print(stock_individual_spot_xq_df)
 
     stock_individual_spot_xq_df = stock_individual_spot_xq(symbol="SPY")

akshare/stock/stock_zh_a_sina.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/12/5 19:20
+Date: 2025/3/20 19:00
 Desc: 新浪财经-A股-实时行情数据和历史行情数据(包含前复权和后复权因子)
 https://finance.sina.com.cn/realstock/company/sh689009/nc.shtml
 """
@@ -10,9 +10,8 @@ import json
 import re
 
 import pandas as pd
-import requests
 import py_mini_racer
-from tqdm import tqdm
+import requests
 
 from akshare.stock.cons import (
     zh_sina_a_stock_payload,
@@ -25,6 +24,7 @@ from akshare.stock.cons import (
     zh_sina_a_stock_amount_url,
 )
 from akshare.utils import demjson
+from akshare.utils.tqdm import get_tqdm
 
 
 def _get_zh_a_page_count() -> int:
@@ -52,13 +52,14 @@ def stock_zh_a_spot() -> pd.DataFrame:
     big_df = pd.DataFrame()
     page_count = _get_zh_a_page_count()
     zh_sina_stock_payload_copy = zh_sina_a_stock_payload.copy()
+    tqdm = get_tqdm()
     for page in tqdm(
         range(1, page_count + 1), leave=False, desc="Please wait for a moment"
     ):
         zh_sina_stock_payload_copy.update({"page": page})
         r = requests.get(zh_sina_a_stock_url, params=zh_sina_stock_payload_copy)
         data_json = demjson.decode(r.text)
-        big_df = pd.concat([big_df, pd.DataFrame(data_json)], ignore_index=True)
+        big_df = pd.concat(objs=[big_df, pd.DataFrame(data_json)], ignore_index=True)
 
     big_df = big_df.astype(
         {
@@ -138,7 +139,7 @@ def stock_zh_a_daily(
     :type start_date: str
     :param end_date: 20201103; 结束日期
     :type end_date: str
-    :param adjust: 默认为空: 返回不复权的数据; qfq: 返回前复权后的数据; hfq: 返回后复权后的数据; hfq-factor: 返回后复权因子; hfq-factor: 返回前复权因子
+    :param adjust: 默认为空: 返回不复权的数据; qfq: 返回前复权后的数据; hfq: 返回后复权后的数据; hfq-factor: 返回后复权因子; qfq-factor: 返回前复权因子
     :type adjust: str
     :return: 行情数据
     :rtype: pandas.DataFrame
@@ -465,6 +466,8 @@ def stock_zh_a_minute(
         temp_df = merged_df[["day", "open", "high", "low", "close", "volume"]]
         temp_df.reset_index(drop=True, inplace=True)
         return temp_df
+    else:
+        return pd.DataFrame()
 
 
 if __name__ == "__main__":