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

akshare/futures/inventory_data.py

@@ -1,100 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2021/1/10 13:58
-Desc: 得到 99 期货网的原始数据
-"""
-import requests
-import pickle
-from bs4 import BeautifulSoup
-import time
-
-
-url = "http://service.99qh.com/Storage/Storage.aspx?page=99qh"
-
-sample_headers = {
-    "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3",
-    "Host": "service.99qh.com",
-    "Origin": "http://service.99qh.com",
-    "Referer": "http://www.99qh.com/d/store.aspx",
-    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/77.0.3865.90 Safari/537.36"
-}
-
-res = requests.get(url, headers=sample_headers)
-
-soup = BeautifulSoup(res.text, "lxml")
-view_state = soup.find_all(attrs={"id": "__VIEWSTATE"})[0]["value"]
-even_validation = soup.find_all(attrs={"id": "__EVENTVALIDATION"})[0]["value"]
-
-qh_headers = {
-    "Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3",
-    "Accept-Encoding": "gzip, deflate",
-    "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
-    "Cache-Control": "max-age=0",
-    "Connection": "keep-alive",
-    "Content-Length": "4458",
-    "Content-Type": "application/x-www-form-urlencoded",
-    "Host": "service.99qh.com",
-    "Origin": "http://service.99qh.com",
-    "Referer": "http://service.99qh.com/Storage/Storage.aspx?page=99qh",
-    "Upgrade-Insecure-Requests": "1",
-    "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/77.0.3865.90 Safari/537.36"
-}
-
-code_temp_list = [item["value"] for item in soup.find_all("select")[0].find_all("option")]
-name_temp_list = [item.get_text() for item in soup.find_all("select")[0].find_all("option")]
-code_exchange_name_dict = dict(zip(code_temp_list, name_temp_list))
-exchange_value = soup.find_all("select")[0].find_all(attrs={"selected": "selected"})[0]["value"]
-symbol_list = soup.find_all("select")[1].get_text().split("\n")[1:-1]
-symbol_value_list = [item["value"] for item in soup.find_all("select")[1].find_all("option")]
-code_symbol_code_dict = dict()
-code_symbol_code_dict[exchange_value] = symbol_value_list
-
-exchange_symbol_list = {}
-exchange_symbol_value_list = {}
-for i in code_temp_list:
-    # i = 14
-    print(i)
-    j = 0
-    while j < 5:
-        try:
-            payload = {
-                "__EVENTTARGET": "ddlExchName",
-                "__EVENTARGUMENT": "",
-                "__LASTFOCUS": "",
-                "__VIEWSTATE": view_state,
-                "__VIEWSTATEGENERATOR": "6EAC22FA",
-                "__EVENTVALIDATION": even_validation,
-                "ddlExchName": i,
-                # "ddlGoodsName": 6
-            }
-
-            res = requests.post(url, data=payload, headers=qh_headers)
-            soup = BeautifulSoup(res.text, "lxml")
-            exchange = soup.find_all("select")[0].find_all(attrs={"selected": "selected"})[0].get_text()
-            print(exchange)
-            exchange_value = soup.find_all("select")[0].find_all(attrs={"selected": "selected"})[0]["value"]
-            print(exchange_value)
-            symbol_list = soup.find_all("select")[1].get_text().split("\n")[1:-1]
-            exchange_symbol_list.update({exchange_value: symbol_list})
-            symbol_value_list = [item["value"] for item in soup.find_all("select")[1].find_all("option")]
-            exchange_symbol_value_list.update({exchange_value: symbol_value_list})
-            view_state = soup.find_all(attrs={"id": "__VIEWSTATE"})[0]["value"]
-            even_validation = soup.find_all(attrs={"id": "__EVENTVALIDATION"})[0]["value"]
-            time.sleep(5)
-        except:
-            j += 1
-            continue
-
-
-with open('./akshare/futures/exchange_symbol_list.pk', 'wb') as f:
-    pickle.dump(exchange_symbol_list, f)
-
-with open('./akshare/futures/exchange_symbol_value_list.pk', 'wb') as f:
-    pickle.dump(exchange_symbol_value_list, f)
-
-with open('./akshare/futures/code_exchange_name_dict.pk', 'wb') as f:
-    pickle.dump(code_exchange_name_dict, f)
-
-
-

akshare/futures_derivative/futures_index_price_nh.py

@@ -1,61 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2023/11/17 18:20
-Desc: 南华期货-商品指数历史走势-价格指数-数值
-https://www.nanhua.net/nhzc/varietytrend.html
-1000 点开始, 用收益率累计
-https://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
-"""
-import time
-
-import pandas as pd
-import requests
-
-
-def futures_index_symbol_table_nh() -> pd.DataFrame:
-    """
-    南华期货-南华指数所有品种一览表
-    https://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
-    :return: 南华指数所有品种一览表
-    :rtype: pandas.DataFrame
-    """
-    url = "https://www.nanhua.net/ianalysis/plate-variety.json"
-    r = requests.get(url)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json)
-    temp_df["firstday"] = pd.to_datetime(temp_df["firstday"], errors="coerce").dt.date
-    return temp_df
-
-
-def futures_price_index_nh(symbol: str = "A") -> pd.DataFrame:
-    """
-    南华期货-南华指数单品种-价格-所有历史数据
-    https://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
-    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
-    :type symbol: str
-    :return: 南华期货-南华指数单品种-价格-所有历史数据
-    :rtype: pandas.Series
-    """
-    symbol_df = futures_index_symbol_table_nh()
-    symbol_list = symbol_df["code"].tolist()
-    if symbol in symbol_list:
-        t = time.time()
-        url = f"https://www.nanhua.net/ianalysis/varietyindex/price/{symbol}.json?t={int(round(t * 1000))}"
-        r = requests.get(url)
-        data_json = r.json()
-        temp_df = pd.DataFrame(data_json)
-        temp_df.columns = ["date", "value"]
-        temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms", errors="coerce")
-        temp_df["date"] = temp_df["date"].dt.tz_localize("UTC")
-        temp_df["date"] = temp_df["date"].dt.tz_convert("Asia/Shanghai").dt.date
-        temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
-        return temp_df
-
-
-if __name__ == "__main__":
-    futures_index_symbol_table_nh_df = futures_index_symbol_table_nh()
-    print(futures_index_symbol_table_nh_df)
-
-    futures_price_index_nh_df = futures_price_index_nh(symbol="A")
-    print(futures_price_index_nh_df)

akshare/futures_derivative/futures_index_return_nh.py

@@ -1,47 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2023/11/17 18:20
-Desc: 南华期货-商品指数历史走势-收益率指数-数值
-https://www.nanhua.net/nhzc/varietytrend.html
-1000 点开始, 用收益率累计
-https://www.nanhua.net/ianalysis/varietyindex/index/NHCI.json?t=1574932290494
-"""
-import time
-
-import pandas as pd
-import requests
-
-from akshare.futures_derivative.futures_index_price_nh import (
-    futures_index_symbol_table_nh,
-)
-
-
-def futures_return_index_nh(symbol: str = "Y") -> pd.DataFrame:
-    """
-    南华期货-南华指数单品种-收益率-所有历史数据
-    https://www.nanhua.net/ianalysis/varietyindex/index/NHCI.json?t=1574932290494
-    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
-    :type symbol: str
-    :return: 南华指数单品种-收益率-所有历史数据
-    :rtype: pandas.Series
-    """
-    symbol_df = futures_index_symbol_table_nh()
-    symbol_list = symbol_df["code"].tolist()
-    if symbol in symbol_list:
-        t = time.time()
-        url = f"https://www.nanhua.net/ianalysis/varietyindex/index/{symbol}.json?t={int(round(t * 1000))}"
-        r = requests.get(url)
-        data_json = r.json()
-        temp_df = pd.DataFrame(data_json)
-        temp_df.columns = ["date", "value"]
-        temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms", errors="coerce")
-        temp_df["date"] = temp_df["date"].dt.tz_localize("UTC")
-        temp_df["date"] = temp_df["date"].dt.tz_convert("Asia/Shanghai").dt.date
-        temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
-        return temp_df
-
-
-if __name__ == "__main__":
-    futures_return_index_nh_df = futures_return_index_nh(symbol="NHCI")
-    print(futures_return_index_nh_df)

akshare/futures_derivative/futures_index_volatility_nh.py

@@ -1,53 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2024/5/19 15:30
-Desc: 南华期货-商品指数历史走势-收益率指数-波动率
-https://www.nanhua.net/nhzc/varietytrend.html
-1000 点开始, 用收益率累计
-目标地址: https://www.nanhua.net/ianalysis/volatility/20/NHCI.json?t=1574932291399
-"""
-
-import time
-
-import pandas as pd
-import requests
-
-from akshare.futures_derivative.futures_index_price_nh import (
-    futures_index_symbol_table_nh,
-)
-
-
-def futures_volatility_index_nh(
-    symbol: str = "NHCI", period: str = "20"
-) -> pd.DataFrame:
-    """
-    南华期货-南华指数单品种-波动率-所有历史数据
-    https://www.nanhua.net/nhzc/varietytrend.html
-    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
-    :type symbol: str
-    :param period: 波动周期 choice of {'5', '20', '60', '120'}
-    :type period: str
-    :return: 波动率-所有历史数据
-    :rtype: pandas.DataFrame
-    """
-    symbol_df = futures_index_symbol_table_nh()
-    if symbol in symbol_df["code"].tolist():
-        t = time.time()
-        url = f"https://www.nanhua.net/ianalysis/volatility/{period}/{symbol}.json?t={int(round(t * 1000))}"
-        r = requests.get(url)
-        data_json = r.json()
-        temp_df = pd.DataFrame(data_json)
-        temp_df.columns = ["date", "value"]
-        temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms", errors="coerce")
-        temp_df["date"] = temp_df["date"].dt.tz_localize("UTC")
-        temp_df["date"] = temp_df["date"].dt.tz_convert("Asia/Shanghai").dt.date
-        temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
-        return temp_df
-
-
-if __name__ == "__main__":
-    futures_volatility_index_nh_df = futures_volatility_index_nh(
-        symbol="SA", period="5"
-    )
-    print(futures_volatility_index_nh_df)

akshare/futures_derivative/futures_other_index_nh.py

@@ -1,145 +0,0 @@
-# -*- coding:utf-8 -*-
-# !/usr/bin/env python
-"""
-Date: 2023/12/2 19:00
-Desc: 板块指数、品种指数和相关系数矩阵
-南华期货-板块指数涨跌
-https://www.nanhua.net/nhzc/platechange.html
-南华期货-品种指数涨跌
-https://www.nanhua.net/nhzc/varietychange.html
-南华期货-相关系数矩阵
-https://www.nanhua.net/nhzc/correltable.html
-"""
-import pandas as pd
-import requests
-
-
-def futures_board_index_nh(start_date: str = "20231110", end_date: str = "20231116") -> pd.DataFrame:
-    """
-    南华期货-市场涨跌-板块指数涨跌
-    https://www.nanhua.net/nhzc/platechange.html
-    :param start_date: 开始时间
-    :type start_date: str
-    :param end_date: 结束时间
-    :type end_date: str
-    :return: 板块指数涨跌
-    :rtype: pandas.DataFrame
-    """
-    # 获取 start_date 的数据
-    url = f"https://www.nanhua.net/ianalysis/plate/{start_date[:4]}/{start_date[4:6]}/{start_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    start_df = pd.DataFrame(r.json())
-    start_df.columns = [
-        'name',
-        'code',
-        start_date,
-    ]
-
-    # 获取 end_date 的数据
-    url = f"https://www.nanhua.net/ianalysis/plate/{end_date[:4]}/{end_date[4:6]}/{end_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    end_df = pd.DataFrame(r.json())
-    end_df.columns = [
-        'name',
-        'code',
-        end_date,
-    ]
-    end_df.reset_index(inplace=True, drop=True)
-
-    # 计算数据
-    start_df = start_df.merge(end_df, on=['name', 'code'], how='inner')
-    # 去除异常数据 IF
-    start_df = start_df[start_df['code'] != 'IF']
-    start_df['return'] = start_df[end_date] / start_df[start_date] - 1
-    temp_df = start_df[['name', 'return']]
-
-    return temp_df
-
-
-def futures_variety_index_nh(start_date: str = "20231110", end_date: str = "20231116") -> pd.DataFrame:
-    """
-    南华期货-市场涨跌-品种指数涨跌
-    https://www.nanhua.net/nhzc/varietychange.html
-    :param start_date: 开始时间
-    :type start_date: str
-    :param end_date: 结束时间
-    :type end_date: str
-    :return: 品种指数涨跌
-    :rtype: pandas.DataFrame
-    """
-    url = f"https://www.nanhua.net/ianalysis/variety/{start_date[:4]}/{start_date[4:6]}/{start_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    start_df = pd.DataFrame(r.json())
-    start_df.columns = [
-        'name',
-        'code',
-        start_date,
-    ]
-
-    url = f"http://www.nanhua.net/ianalysis/variety/{end_date[:4]}/{end_date[4:6]}/{end_date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    end_df = pd.DataFrame(r.json())
-    end_df.columns = [
-        'name',
-        'code',
-        'end_date',
-    ]
-    start_df[end_date] = end_df['end_date']
-
-    start_df['gap'] = start_df[end_date] - start_df[start_date]
-    start_df['return'] = start_df['gap'] / start_df[start_date]
-
-    temp_df = start_df
-    temp_df = temp_df[['name', 'return']]
-    return temp_df
-
-
-def futures_correlation_nh(date: str = "20231110", period: str = "20") -> pd.DataFrame:
-    """
-    南华期货-统计监控-相关系数矩阵
-    https://www.nanhua.net/nhzc/correltable.html
-    :param date: 开始时间
-    :type date: str
-    :param period: 周期; choice of {"5", "20", "60", "120"}
-    :type period: str
-    :return: 相关系数矩阵
-    :rtype: pandas.DataFrame
-    """
-    url = f"https://www.nanhua.net/ianalysis/correl/{period}/{date[:4]}/{date[4:6]}/{date}.json"
-    params = {
-        't': '1649920913503'
-    }
-    r = requests.get(url, params=params)
-    temp_df = pd.DataFrame(r.json())
-    temp_df.columns = [
-        '品种代码1',
-        '品种名称1',
-        '品种代码2',
-        '品种名称2',
-        '相关系数',
-    ]
-    temp_df['相关系数'] = pd.to_numeric(temp_df['相关系数'], errors="coerce")
-    return temp_df
-
-
-if __name__ == '__main__':
-    futures_board_index_nh_df = futures_board_index_nh(start_date="20230103", end_date="20231201")
-    print(futures_board_index_nh_df)
-
-    futures_variety_index_nh_df = futures_variety_index_nh(start_date="20231110", end_date="20231116")
-    print(futures_variety_index_nh_df)
-
-    futures_correlation_nh_df = futures_correlation_nh(date="20231110", period="20")
-    print(futures_correlation_nh_df)

akshare/index/index_fear_greed_funddb.py

@@ -1,78 +0,0 @@
-# -*- coding:utf-8 -*-
-# !/usr/bin/env python
-"""
-Date: 2024/4/21 17:00
-Desc: funddb-工具-估值情绪-恐惧贪婪指数
-https://funddb.cn/tool/fear
-"""
-
-import json
-
-import pandas as pd
-import requests
-import py_mini_racer
-
-from akshare.datasets import get_ths_js
-
-
-def _get_file_content_ths(file: str = "cninfo.js") -> str:
-    """
-    获取 JS 文件的内容
-    :param file:  JS 文件名
-    :type file: str
-    :return: 文件内容
-    :rtype: str
-    """
-    setting_file_path = get_ths_js(file)
-    with open(setting_file_path, encoding="utf8") as f:
-        file_data = f.read()
-    return file_data
-
-
-def index_fear_greed_funddb(symbol: str = "上证指数") -> pd.DataFrame:
-    """
-    funddb-工具-估值情绪-恐惧贪婪指数
-    https://funddb.cn/tool/fear
-    :param symbol: choice of {"上证指数", "沪深300"}
-    :type symbol: str
-    :return: 恐惧贪婪指数
-    :rtype: pandas.DataFrame
-    """
-    symbol_map = {
-        "上证指数": "000001.SH",
-        "沪深300": "000300.SH",
-    }
-    url = "https://api.jiucaishuo.com/v2/kjtl/kjtlconnect"
-    payload = {
-        "gu_code": symbol_map[symbol],
-        "type": "h5",
-        "version": "2.4.5",
-        "act_time": 1697623588394,
-    }
-    r = requests.post(url, json=payload)
-    data_json = r.json()
-    js_code = py_mini_racer.MiniRacer()
-    js_content = _get_file_content_ths("cninfo.js")
-    js_code.eval(js_content)
-    mcode = js_code.call("new_my_decode", data_json)
-    data_json = json.loads(mcode)
-    date_list = data_json["data"]["xAxis"]["categories"]
-    tl_list = data_json["data"]["series"][0]["data"]
-    sz_list = data_json["data"]["series"][1]["data"]
-    temp_df = pd.DataFrame([date_list, tl_list, sz_list]).T
-    temp_df.columns = ["date", "fear", "index"]
-    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
-    temp_df["fear"] = pd.to_numeric(temp_df["fear"], errors="coerce")
-    temp_df["index"] = pd.to_numeric(temp_df["index"], errors="coerce")
-
-    temp_df["fear"] = temp_df["fear"].round(2)
-    temp_df["index"] = temp_df["index"].round(2)
-    return temp_df
-
-
-if __name__ == "__main__":
-    index_fear_greed_funddb_df = index_fear_greed_funddb(symbol="上证指数")
-    print(index_fear_greed_funddb_df)
-
-    index_fear_greed_funddb_df = index_fear_greed_funddb(symbol="沪深300")
-    print(index_fear_greed_funddb_df)