akshare 1.14.62__tar.gz → 1.14.64__tar.gz

{akshare-1.14.62 → akshare-1.14.64}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.62
+Version: 1.14.64
 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-1.14.62 → akshare-1.14.64}/akshare/__init__.py

@@ -2873,9 +2873,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 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
+1.14.64 fix: fix stock_board_industry_spot_em interface
 """
 
-__version__ = "1.14.62"
+__version__ = "1.14.64"
 __author__ = "AKFamily"
 
 import sys
@@ -3563,6 +3565,7 @@ from akshare.spot.spot_sge import (
     spot_symbol_table_sge,
     spot_silver_benchmark_sge,
     spot_golden_benchmark_sge,
+    spot_quotations_sge,
 )
 
 """

{akshare-1.14.62 → akshare-1.14.64}/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-1.14.62 → akshare-1.14.64}/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-1.14.62 → akshare-1.14.64}/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-1.14.62 → akshare-1.14.64}/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-1.14.62 → akshare-1.14.64}/akshare/stock/stock_board_industry_em.py

@@ -1,10 +1,11 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/3/21 22:27
+Date: 2024/8/23 17:50
 Desc: 东方财富-沪深板块-行业板块
 https://quote.eastmoney.com/center/boardlist.html#industry_board
 """
+
 import re
 
 import pandas as pd
@@ -18,7 +19,7 @@ def stock_board_industry_name_em() -> pd.DataFrame:
     :return: 行业板块-名称
     :rtype: pandas.DataFrame
     """
-    url = "http://17.push2.eastmoney.com/api/qt/clist/get"
+    url = "https://17.push2.eastmoney.com/api/qt/clist/get"
     params = {
         "pn": "1",
         "pz": "2000",
@@ -29,7 +30,9 @@ def stock_board_industry_name_em() -> pd.DataFrame:
         "invt": "2",
         "fid": "f3",
         "fs": "m:90 t:2 f:!50",
-        "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,f124,f107,f104,f105,f140,f141,f207,f208,f209,f222",
+        "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,f124,f107,f104,f105,"
+        "f140,f141,f207,f208,f209,f222",
         "_": "1626075887768",
     }
     r = requests.get(url, params=params)
@@ -104,7 +107,9 @@ def stock_board_industry_name_em() -> pd.DataFrame:
     temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
     temp_df["上涨家数"] = pd.to_numeric(temp_df["上涨家数"], errors="coerce")
     temp_df["下跌家数"] = pd.to_numeric(temp_df["下跌家数"], errors="coerce")
-    temp_df["领涨股票-涨跌幅"] = pd.to_numeric(temp_df["领涨股票-涨跌幅"], errors="coerce")
+    temp_df["领涨股票-涨跌幅"] = pd.to_numeric(
+        temp_df["领涨股票-涨跌幅"], errors="coerce"
+    )
     return temp_df
 
 
@@ -117,7 +122,7 @@ def stock_board_industry_spot_em(symbol: str = "小金属") -> pd.DataFrame:
     :return: 实时行情
     :rtype: pandas.DataFrame
     """
-    url = "http://91.push2.eastmoney.com/api/qt/stock/get"
+    url = "https://91.push2.eastmoney.com/api/qt/stock/get"
     field_map = {
         "f43": "最新",
         "f44": "最高",
@@ -131,14 +136,14 @@ def stock_board_industry_spot_em(symbol: str = "小金属") -> pd.DataFrame:
         "f169": "涨跌额",
     }
 
-    if re.match(r'^BK\d+', symbol):
+    if re.match(pattern=r"^BK\d+", string=symbol):
         em_code = symbol
     else:
         industry_listing = stock_board_industry_name_em()
-        em_code = industry_listing.query('板块名称 == @symbol')["板块代码"].values[0]
+        em_code = industry_listing.query("板块名称 == @symbol")["板块代码"].values[0]
 
     params = dict(
-        fields=','.join(field_map.keys()),
+        fields=",".join(field_map.keys()),
         mpi="1000",
         invt="2",
         fltt="1",
@@ -150,22 +155,22 @@ def stock_board_industry_spot_em(symbol: str = "小金属") -> pd.DataFrame:
     result = pd.DataFrame.from_dict(data_dict["data"], orient="index")
     result.rename(field_map, inplace=True)
     result.reset_index(inplace=True)
-    result.columns = ['item', "value"]
-    result['value'] = pd.to_numeric(result['value'], errors="coerce")
+    result.columns = ["item", "value"]
+    result["value"] = pd.to_numeric(result["value"], errors="coerce")
 
     # 各项转换成正常单位. 除了成交量与成交额, 原始数据中已是正常单位(元)
-    result['value'] = result['value'] * 1e-2
+    result["value"] = result["value"] * 1e-2
     result.iloc[4, 1] = result.iloc[4, 1] * 1e2
     result.iloc[5, 1] = result.iloc[5, 1] * 1e2
     return result
 
 
 def stock_board_industry_hist_em(
-        symbol: str = "小金属",
-        start_date: str = "20211201",
-        end_date: str = "20220401",
-        period: str = "日k",
-        adjust: str = "",
+    symbol: str = "小金属",
+    start_date: str = "20211201",
+    end_date: str = "20220401",
+    period: str = "日k",
+    adjust: str = "",
 ) -> pd.DataFrame:
     """
     东方财富网-沪深板块-行业板块-历史行情
@@ -184,14 +189,14 @@ def stock_board_industry_hist_em(
     :rtype: pandas.DataFrame
     """
     period_map = {
-        "日k": '101',
-        "周k": '102',
-        "月k": '103',
+        "日k": "101",
+        "周k": "102",
+        "月k": "103",
     }
     stock_board_concept_em_map = stock_board_industry_name_em()
     stock_board_code = stock_board_concept_em_map[
         stock_board_concept_em_map["板块名称"] == symbol
-        ]["板块代码"].values[0]
+    ]["板块代码"].values[0]
     adjust_map = {"": "0", "qfq": "1", "hfq": "2"}
     url = "http://7.push2his.eastmoney.com/api/qt/stock/kline/get"
     params = {
@@ -209,9 +214,7 @@ def stock_board_industry_hist_em(
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    temp_df = pd.DataFrame(
-        [item.split(",") for item in data_json["data"]["klines"]]
-    )
+    temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
     temp_df.columns = [
         "日期",
         "开盘",
@@ -254,7 +257,7 @@ def stock_board_industry_hist_em(
 
 
 def stock_board_industry_hist_min_em(
-        symbol: str = "小金属", period: str = "5"
+    symbol: str = "小金属", period: str = "5"
 ) -> pd.DataFrame:
     """
     东方财富网-沪深板块-行业板块-分时历史行情
@@ -269,15 +272,15 @@ def stock_board_industry_hist_min_em(
     stock_board_concept_em_map = stock_board_industry_name_em()
     stock_board_code = stock_board_concept_em_map[
         stock_board_concept_em_map["板块名称"] == symbol
-        ]["板块代码"].values[0]
+    ]["板块代码"].values[0]
     if period == "1":
         url = "https://push2his.eastmoney.com/api/qt/stock/trends2/get"
         params = {
             "fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
             "fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
-            "ut": 'fa5fd1943c7b386f172d6893dbfba10b',
-            "iscr": '0',
-            "ndays": '1',
+            "ut": "fa5fd1943c7b386f172d6893dbfba10b",
+            "iscr": "0",
+            "ndays": "1",
             "secid": f"90.{stock_board_code}",
             "_": "1687852931312",
         }
@@ -378,7 +381,7 @@ def stock_board_industry_cons_em(symbol: str = "小金属") -> pd.DataFrame:
     stock_board_concept_em_map = stock_board_industry_name_em()
     stock_board_code = stock_board_concept_em_map[
         stock_board_concept_em_map["板块名称"] == symbol
-        ]["板块代码"].values[0]
+    ]["板块代码"].values[0]
     url = "http://29.push2.eastmoney.com/api/qt/clist/get"
     params = {
         "pn": "1",
@@ -390,7 +393,8 @@ def stock_board_industry_cons_em(symbol: str = "小金属") -> pd.DataFrame:
         "invt": "2",
         "fid": "f3",
         "fs": f"b:{stock_board_code} f:!50",
-        "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,f23,f24,f25,f22,f11,f62,f128,f136,f115,f152,f45",
+        "fields": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f12,f13,f14,f15,f16,f17,f18,f20,f21,"
+        "f23,f24,f25,f22,f11,f62,f128,f136,f115,f152,f45",
         "_": "1626081702127",
     }
     r = requests.get(url, params=params)
@@ -477,7 +481,11 @@ if __name__ == "__main__":
     print(stock_board_industry_spot_em_df)
 
     stock_board_industry_hist_em_df = stock_board_industry_hist_em(
-        symbol="小金属", start_date="20211201", end_date="20240222", period="日k", adjust=""
+        symbol="小金属",
+        start_date="20211201",
+        end_date="20240222",
+        period="日k",
+        adjust="",
     )
     print(stock_board_industry_hist_em_df)
 
@@ -486,7 +494,5 @@ if __name__ == "__main__":
     )
     print(stock_board_industry_hist_min_em_df)
 
-    stock_board_industry_cons_em_df = stock_board_industry_cons_em(
-        symbol="小金属"
-    )
+    stock_board_industry_cons_em_df = stock_board_industry_cons_em(symbol="小金属")
     print(stock_board_industry_cons_em_df)

{akshare-1.14.62 → akshare-1.14.64}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.62
+Version: 1.14.64
 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