akshare 1.14.61__tar.gz → 1.14.63__tar.gz

{akshare-1.14.61 → akshare-1.14.63}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.61
+Version: 1.14.63
 Summary: AKShare is an elegant and simple financial data interface library for Python, built for human beings!
 Home-page: https://github.com/akfamily/akshare
 Author: AKFamily

{akshare-1.14.61 → akshare-1.14.63}/akshare/__init__.py

@@ -2872,9 +2872,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.14.59 fix: fix macro_cnbs interface
 1.14.60 fix: fix bond_zh_cov_info_ths interface
 1.14.61 fix: fix stock_fund_flow_individual interface
+1.14.62 fix: fix stock_zt_pool_em interface
+1.14.63 add: add spot_quotations_sge interface
 """
 
-__version__ = "1.14.61"
+__version__ = "1.14.63"
 __author__ = "AKFamily"
 
 import sys
@@ -3562,6 +3564,7 @@ from akshare.spot.spot_sge import (
     spot_symbol_table_sge,
     spot_silver_benchmark_sge,
     spot_golden_benchmark_sge,
+    spot_quotations_sge,
 )
 
 """

{akshare-1.14.61 → akshare-1.14.63}/akshare/futures/cot.py

@@ -1371,7 +1371,7 @@ if __name__ == "__main__":
     print(futures_dce_position_rank_other_df)
 
     # 广州期货交易所
-    futures_gfex_position_rank_df = futures_gfex_position_rank(date="20231113")
+    futures_gfex_position_rank_df = futures_gfex_position_rank(date="20240805")
     print(futures_gfex_position_rank_df)
 
     # 总接口

{akshare-1.14.61 → akshare-1.14.63}/akshare/futures/futures_hq_sina.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/3/10 17:00
+Date: 2024/8/21 17:00
 Desc: 新浪财经-外盘期货
 https://finance.sina.com.cn/money/future/hf.html
 """
@@ -129,7 +129,8 @@ def futures_foreign_commodity_realtime(symbol: Union[str, List[str]]) -> pd.Data
         "Sec-Fetch-Dest": "script",
         "Sec-Fetch-Mode": "no-cors",
         "Sec-Fetch-Site": "cross-site",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/97.0.4692.71 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/97.0.4692.71 Safari/537.36",
     }
     r = requests.get(url, headers=headers)
     data_text = r.text

{akshare-1.14.61 → akshare-1.14.63}/akshare/futures_derivative/futures_other_index_nh.py

@@ -10,11 +10,14 @@ 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:
+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
@@ -27,42 +30,40 @@ def futures_board_index_nh(start_date: str = "20231110", end_date: str = "202311
     """
     # 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'
-    }
+    params = {"t": "1649920913503"}
     r = requests.get(url, params=params)
     start_df = pd.DataFrame(r.json())
     start_df.columns = [
-        'name',
-        'code',
+        "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'
-    }
+    params = {"t": "1649920913503"}
     r = requests.get(url, params=params)
     end_df = pd.DataFrame(r.json())
     end_df.columns = [
-        'name',
-        'code',
+        "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')
+    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']]
+    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:
+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
@@ -74,35 +75,31 @@ def futures_variety_index_nh(start_date: str = "20231110", end_date: str = "2023
     :rtype: pandas.DataFrame
     """
     url = f"https://www.nanhua.net/ianalysis/variety/{start_date[:4]}/{start_date[4:6]}/{start_date}.json"
-    params = {
-        't': '1649920913503'
-    }
+    params = {"t": "1649920913503"}
     r = requests.get(url, params=params)
     start_df = pd.DataFrame(r.json())
     start_df.columns = [
-        'name',
-        'code',
+        "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'
-    }
+    params = {"t": "1649920913503"}
     r = requests.get(url, params=params)
     end_df = pd.DataFrame(r.json())
     end_df.columns = [
-        'name',
-        'code',
-        'end_date',
+        "name",
+        "code",
+        "end_date",
     ]
-    start_df[end_date] = end_df['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]
+    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']]
+    temp_df = temp_df[["name", "return"]]
     return temp_df
 
 
@@ -118,28 +115,30 @@ def futures_correlation_nh(date: str = "20231110", period: str = "20") -> pd.Dat
     :rtype: pandas.DataFrame
     """
     url = f"https://www.nanhua.net/ianalysis/correl/{period}/{date[:4]}/{date[4:6]}/{date}.json"
-    params = {
-        't': '1649920913503'
-    }
+    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',
+        "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")
+    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")
+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")
+    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")
+    futures_correlation_nh_df = futures_correlation_nh(date="20240816", period="20")
     print(futures_correlation_nh_df)

{akshare-1.14.61 → akshare-1.14.63}/akshare/spot/spot_sge.py

@@ -1,7 +1,7 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2024/4/22 14:00
+Date: 2024/8/22 10:00
 Desc: 上海黄金交易所-数据资讯-行情走势
 https://www.sge.com.cn/sjzx/mrhq
 上海黄金交易所-数据资讯-上海金基准价-历史数据
@@ -11,6 +11,8 @@ https://www.sge.com.cn/sjzx/mrhq
 import pandas as pd
 import requests
 
+from akshare.utils.cons import headers
+
 
 def spot_symbol_table_sge() -> pd.DataFrame:
     """
@@ -45,11 +47,63 @@ def spot_symbol_table_sge() -> pd.DataFrame:
     return temp_df
 
 
+def spot_quotations_sge(symbol: str = "Au99.99") -> pd.DataFrame:
+    """
+    上海黄金交易所-实时行情数据
+    https://www.sge.com.cn/
+    https://www.sge.com.cn/graph/quotations
+    :param symbol: choice of {'Au99.99', 'Au99.95', 'Au100g', 'Pt99.95', 'Ag(T+D)', 'Au(T+D)',
+    'mAu(T+D)', 'Au(T+N1)', 'Au(T+N2)', 'Ag99.99', 'iAu99.99', 'Au99.5', 'iAu100g',
+    'iAu99.5', 'PGC30g', 'NYAuTN06', 'NYAuTN12'}; 可以通过 ak.spot_symbol_table_sge() 获取品种表
+    :type symbol: str
+    :return: 行情数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://www.sge.com.cn/graph/quotations"
+    payload = {"instid": symbol}
+    headers = {
+        "Accept": "application/json, text/javascript, */*; q=0.01",
+        "Accept-Encoding": "gzip, deflate, br, zstd",
+        "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
+        "Cache-Control": "no-cache",
+        "Connection": "keep-alive",
+        "Content-Length": "15",
+        "Content-Type": "application/x-www-form-urlencoded; charset=UTF-8",
+        "Host": "www.sge.com.cn",
+        "Origin": "https://www.sge.com.cn",
+        "Pragma": "no-cache",
+        "Referer": "https://www.sge.com.cn/",
+        "sec-ch-ua": '"Google Chrome";v="107", "Chromium";v="107", "Not=A?Brand";v="24"',
+        "sec-ch-ua-mobile": "?0",
+        "sec-ch-ua-platform": '"Windows"',
+        "Sec-Fetch-Dest": "empty",
+        "Sec-Fetch-Mode": "cors",
+        "Sec-Fetch-Site": "same-origin",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/107.0.0.0 Safari/537.36",
+        "X-Requested-With": "XMLHttpRequest",
+    }
+    r = requests.get(url, data=payload, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(
+        {
+            "品种": data_json["heyue"],
+            "时间": data_json["times"],
+            "现价": data_json["data"],
+            "更新时间": data_json["delaystr"],
+        }
+    )
+    temp_df["现价"] = pd.to_numeric(temp_df["现价"], errors="coerce")
+    return temp_df
+
+
 def spot_hist_sge(symbol: str = "Au99.99") -> pd.DataFrame:
     """
     上海黄金交易所-数据资讯-行情走势-历史数据
     https://www.sge.com.cn/sjzx/mrhq
-    :param symbol: choice of {'Au99.99', 'Au99.95', 'Au100g', 'Pt99.95', 'Ag(T+D)', 'Au(T+D)', 'mAu(T+D)', 'Au(T+N1)', 'Au(T+N2)', 'Ag99.99', 'iAu99.99', 'Au99.5', 'iAu100g', 'iAu99.5', 'PGC30g', 'NYAuTN06', 'NYAuTN12'}; 可以通过 ak.spot_symbol_table_sge() 获取品种表
+    :param symbol: choice of {'Au99.99', 'Au99.95', 'Au100g', 'Pt99.95', 'Ag(T+D)', 'Au(T+D)',
+    'mAu(T+D)', 'Au(T+N1)', 'Au(T+N2)', 'Ag99.99', 'iAu99.99', 'Au99.5', 'iAu100g', 'iAu99.5',
+    'PGC30g', 'NYAuTN06', 'NYAuTN12'}; 可以通过 ak.spot_symbol_table_sge() 获取品种表
     :type symbol: str
     :return: 历史数据
     :rtype: pandas.DataFrame
@@ -74,7 +128,8 @@ def spot_hist_sge(symbol: str = "Au99.99") -> pd.DataFrame:
         "Sec-Fetch-Dest": "empty",
         "Sec-Fetch-Mode": "cors",
         "Sec-Fetch-Site": "same-origin",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/107.0.0.0 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/107.0.0.0 Safari/537.36",
         "X-Requested-With": "XMLHttpRequest",
     }
     r = requests.post(url, data=payload, headers=headers)
@@ -105,9 +160,6 @@ def spot_golden_benchmark_sge() -> pd.DataFrame:
     """
     url = "https://www.sge.com.cn/graph/DayilyJzj"
     payload = {}
-    headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/107.0.0.0 Safari/537.36",
-    }
     r = requests.post(url, data=payload, headers=headers)
     data_json = r.json()
     temp_df = pd.DataFrame(data_json["wp"])
@@ -139,9 +191,6 @@ def spot_silver_benchmark_sge() -> pd.DataFrame:
     """
     url = "https://www.sge.com.cn/graph/DayilyShsilverJzj"
     payload = {}
-    headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/107.0.0.0 Safari/537.36",
-    }
     r = requests.post(url, data=payload, headers=headers)
     data_json = r.json()
     temp_df = pd.DataFrame(data_json["wp"])
@@ -180,3 +229,6 @@ if __name__ == "__main__":
     for spot in spot_symbol_table_sge_df["品种"].tolist():
         spot_hist_sge_df = spot_hist_sge(symbol=spot)
         print(spot_hist_sge_df)
+
+    spot_quotations_sge_df = spot_quotations_sge(symbol="Au99.99")
+    print(spot_quotations_sge_df)

{akshare-1.14.61 → akshare-1.14.63}/akshare/stock_feature/stock_ztb_em.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/4/25 20:00
+Date: 2024/8/18 17:30
 Desc: 首页-行情中心-涨停板行情-涨停股池
 https://quote.eastmoney.com/ztb/detail#type=ztgc
 
@@ -44,6 +44,8 @@ def stock_zt_pool_em(date: str = "20231129") -> pd.DataFrame:
     data_json = r.json()
     if data_json["data"] is None:
         return pd.DataFrame()
+    if len(data_json["data"]["pool"]) == 0:
+        return pd.DataFrame()
     temp_df = pd.DataFrame(data_json["data"]["pool"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
@@ -129,6 +131,8 @@ def stock_zt_pool_previous_em(date: str = "20240415") -> pd.DataFrame:
     data_json = r.json()
     if data_json["data"] is None:
         return pd.DataFrame()
+    if len(data_json["data"]["pool"]) == 0:
+        return pd.DataFrame()
     temp_df = pd.DataFrame(data_json["data"]["pool"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
@@ -205,6 +209,8 @@ def stock_zt_pool_strong_em(date: str = "20231129") -> pd.DataFrame:
     data_json = r.json()
     if data_json["data"] is None:
         return pd.DataFrame()
+    if len(data_json["data"]["pool"]) == 0:
+        return pd.DataFrame()
     temp_df = pd.DataFrame(data_json["data"]["pool"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
@@ -279,7 +285,7 @@ def stock_zt_pool_sub_new_em(date: str = "20231129") -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    if data_json["data"]["pool"] == 0:
+    if len(data_json["data"]["pool"]) == 0:
         return pd.DataFrame()
     temp_df = pd.DataFrame(data_json["data"]["pool"])
     temp_df.reset_index(inplace=True)
@@ -367,6 +373,8 @@ def stock_zt_pool_zbgc_em(date: str = "20231129") -> pd.DataFrame:
     data_json = r.json()
     if data_json["data"] is None:
         return pd.DataFrame()
+    if len(data_json["data"]["pool"]) == 0:
+        return pd.DataFrame()
     temp_df = pd.DataFrame(data_json["data"]["pool"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)

{akshare-1.14.61 → akshare-1.14.63}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.61
+Version: 1.14.63
 Summary: AKShare is an elegant and simple financial data interface library for Python, built for human beings!
 Home-page: https://github.com/akfamily/akshare
 Author: AKFamily