akshare 1.14.67__tar.gz → 1.14.68__tar.gz

{akshare-1.14.67 → akshare-1.14.68}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.67
+Version: 1.14.68
 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-1.14.67 → akshare-1.14.68}/akshare/__init__.py

@@ -2878,9 +2878,10 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.14.65 fix: fix option_dce_daily interface
 1.14.66 fix: fix stock_profit_forecast_ths interface
 1.14.67 fix: fix futures_foreign_commodity_realtime interface
+1.14.68 fix: fix fund_scale_open_sina interface
 """
 
-__version__ = "1.14.67"
+__version__ = "1.14.68"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.14.67 → akshare-1.14.68}/akshare/fund/fund_scale_sina.py

@@ -1,10 +1,11 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2023/11/7 18:30
+Date: 2024/9/1 16:20
 Desc: 新浪财经-基金规模
 https://vip.stock.finance.sina.com.cn/fund_center/index.html#jjgmall
 """
+
 import pandas as pd
 import requests
 
@@ -27,7 +28,10 @@ def fund_scale_open_sina(symbol: str = "股票型基金") -> pd.DataFrame:
         "货币型基金": "5",
         "QDII基金": "6",
     }
-    url = "http://vip.stock.finance.sina.com.cn/fund_center/data/jsonp.php/IO.XSRV2.CallbackList['J2cW8KXheoWKdSHc']/NetValueReturn_Service.NetValueReturnOpen"
+    url = (
+        "http://vip.stock.finance.sina.com.cn/fund_center/data/jsonp.php/IO.XSRV2."
+        "CallbackList['J2cW8KXheoWKdSHc']/NetValueReturn_Service.NetValueReturnOpen"
+    )
     params = {
         "page": "1",
         "num": "10000",
@@ -39,7 +43,7 @@ def fund_scale_open_sina(symbol: str = "股票型基金") -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_text = r.text
-    data_json = demjson.decode(data_text[data_text.find("({") + 1: -2])
+    data_json = demjson.decode(data_text[data_text.find("({") + 1 : -2])
     temp_df = pd.DataFrame(data_json["data"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
@@ -95,19 +99,22 @@ def fund_scale_close_sina() -> pd.DataFrame:
     :return: 基金规模
     :rtype: pandas.DataFrame
     """
-    url = "http://vip.stock.finance.sina.com.cn/fund_center/data/jsonp.php/IO.XSRV2.CallbackList['_bjN6KvXOkfPy2Bu']/NetValueReturn_Service.NetValueReturnClose"
+    url = (
+        "http://vip.stock.finance.sina.com.cn/fund_center/data/jsonp.php/IO.XSRV2."
+        "CallbackList['_bjN6KvXOkfPy2Bu']/NetValueReturn_Service.NetValueReturnClose"
+    )
     params = {
         "page": "1",
         "num": "1000",
         "sort": "zmjgm",
         "asc": "0",
         "ccode": "",
-        "type2": '',
+        "type2": "",
         "type3": "",
     }
     r = requests.get(url, params=params)
     data_text = r.text
-    data_json = demjson.decode(data_text[data_text.find("({") + 1: -2])
+    data_json = demjson.decode(data_text[data_text.find("({") + 1 : -2])
     temp_df = pd.DataFrame(data_json["data"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
@@ -163,19 +170,22 @@ def fund_scale_structured_sina() -> pd.DataFrame:
     :return: 基金规模
     :rtype: pandas.DataFrame
     """
-    url = "http://vip.stock.finance.sina.com.cn/fund_center/data/jsonp.php/IO.XSRV2.CallbackList['cRrwseM7NWX68rDa']/NetValueReturn_Service.NetValueReturnCX"
+    url = (
+        "http://vip.stock.finance.sina.com.cn/fund_center/data/jsonp.php/IO.XSRV2."
+        "CallbackList['cRrwseM7NWX68rDa']/NetValueReturn_Service.NetValueReturnCX"
+    )
     params = {
         "page": "1",
         "num": "1000",
         "sort": "zmjgm",
         "asc": "0",
         "ccode": "",
-        "type2": '',
+        "type2": "",
         "type3": "",
     }
     r = requests.get(url, params=params)
     data_text = r.text
-    data_json = demjson.decode(data_text[data_text.find("({") + 1: -2])
+    data_json = demjson.decode(data_text[data_text.find("({") + 1 : -2])
     temp_df = pd.DataFrame(data_json["data"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
@@ -234,5 +244,5 @@ if __name__ == "__main__":
     fund_scale_structured_sina_df = fund_scale_structured_sina()
     print(fund_scale_structured_sina_df)
 
-    fund_scale_open_sina_df = fund_scale_open_sina(symbol='股票型基金')
+    fund_scale_open_sina_df = fund_scale_open_sina(symbol="股票型基金")
     print(fund_scale_open_sina_df)

{akshare-1.14.67 → akshare-1.14.68}/akshare/stock/stock_summary.py

@@ -1,21 +1,22 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/5/3 17:00
+Date: 2024/9/1 16:00
 Desc: 股票数据-总貌-市场总貌
 股票数据-总貌-成交概括
 https://www.szse.cn/market/overview/index.html
 https://www.sse.com.cn/market/stockdata/statistic/
 """
+
 import warnings
-from io import BytesIO
+from io import BytesIO, StringIO
 
 import pandas as pd
 import requests
 from bs4 import BeautifulSoup
 
 
-def stock_szse_summary(date: str = "20200619") -> pd.DataFrame:
+def stock_szse_summary(date: str = "20240830") -> pd.DataFrame:
     """
     深证证券交易所-总貌-证券类别统计
     https://www.szse.cn/market/overview/index.html
@@ -37,10 +38,10 @@ def stock_szse_summary(date: str = "20200619") -> pd.DataFrame:
         warnings.simplefilter("always")
         temp_df = pd.read_excel(BytesIO(r.content), engine="openpyxl")
     temp_df["证券类别"] = temp_df["证券类别"].str.strip()
-    temp_df.iloc[:, 2:] = temp_df.iloc[:, 2:].applymap(lambda x: x.replace(",", ""))
+    temp_df.iloc[:, 2:] = temp_df.iloc[:, 2:].map(lambda x: x.replace(",", ""))
     temp_df.columns = ["证券类别", "数量", "成交金额", "总市值", "流通市值"]
-    temp_df["数量"] = pd.to_numeric(temp_df["数量"])
-    temp_df["成交金额"] = pd.to_numeric(temp_df["成交金额"])
+    temp_df["数量"] = pd.to_numeric(temp_df["数量"], errors="coerce")
+    temp_df["成交金额"] = pd.to_numeric(temp_df["成交金额"], errors="coerce")
     temp_df["总市值"] = pd.to_numeric(temp_df["总市值"], errors="coerce")
     temp_df["流通市值"] = pd.to_numeric(temp_df["流通市值"], errors="coerce")
     return temp_df
@@ -67,7 +68,15 @@ def stock_szse_area_summary(date: str = "202203") -> pd.DataFrame:
     with warnings.catch_warnings(record=True):
         warnings.simplefilter("always")
         temp_df = pd.read_excel(BytesIO(r.content), engine="openpyxl")
-    temp_df.columns = ["序号", "地区", "总交易额", "占市场", "股票交易额", "基金交易额", "债券交易额"]
+    temp_df.columns = [
+        "序号",
+        "地区",
+        "总交易额",
+        "占市场",
+        "股票交易额",
+        "基金交易额",
+        "债券交易额",
+    ]
     temp_df["总交易额"] = temp_df["总交易额"].str.replace(",", "")
     temp_df["总交易额"] = pd.to_numeric(temp_df["总交易额"])
     temp_df["占市场"] = pd.to_numeric(temp_df["占市场"])
@@ -80,7 +89,9 @@ def stock_szse_area_summary(date: str = "202203") -> pd.DataFrame:
     return temp_df
 
 
-def stock_szse_sector_summary(symbol: str = "当月", date: str = "202303") -> pd.DataFrame:
+def stock_szse_sector_summary(
+    symbol: str = "当月", date: str = "202303"
+) -> pd.DataFrame:
     """
     深圳证券交易所-统计资料-股票行业成交数据
     https://docs.static.szse.cn/www/market/periodical/month/W020220511355248518608.html
@@ -94,8 +105,8 @@ def stock_szse_sector_summary(symbol: str = "当月", date: str = "202303") -> p
     url = "https://www.szse.cn/market/periodical/month/index.html"
     r = requests.get(url)
     r.encoding = "utf8"
-    soup = BeautifulSoup(r.text, "lxml")
-    tags_list = soup.find_all("div", attrs={"class": "g-container"})[1].find_all(
+    soup = BeautifulSoup(r.text, features="lxml")
+    tags_list = soup.find_all(name="div", attrs={"class": "g-container"})[1].find_all(
         "script"
     )
     tags_dict = [
@@ -118,11 +129,14 @@ def stock_szse_sector_summary(symbol: str = "当月", date: str = "202303") -> p
     url = f"http://www.szse.cn/market/periodical/month/{date_url_dict[date_format]}"
     r = requests.get(url)
     r.encoding = "utf8"
-    soup = BeautifulSoup(r.text, "lxml")
-    url = [item for item in soup.find_all("a") if item.get_text() == "股票行业成交数据"][0]["href"]
+    soup = BeautifulSoup(r.text, features="lxml")
+    url = [
+        item for item in soup.find_all("a") if item.get_text() == "股票行业成交数据"
+    ][0]["href"]
 
     if symbol == "当月":
-        temp_df = pd.read_html(url, encoding="gbk")[0]
+        r = requests.get(url)
+        temp_df = pd.read_html(StringIO(r.text), encoding="gbk")[0]
         temp_df.columns = [
             "项目名称",
             "项目名称-英文",
@@ -149,12 +163,20 @@ def stock_szse_sector_summary(symbol: str = "当月", date: str = "202303") -> p
         ]
 
     temp_df["交易天数"] = pd.to_numeric(temp_df["交易天数"], errors="coerce")
-    temp_df["成交金额-人民币元"] = pd.to_numeric(temp_df["成交金额-人民币元"], errors="coerce")
-    temp_df["成交金额-占总计"] = pd.to_numeric(temp_df["成交金额-占总计"], errors="coerce")
+    temp_df["成交金额-人民币元"] = pd.to_numeric(
+        temp_df["成交金额-人民币元"], errors="coerce"
+    )
+    temp_df["成交金额-占总计"] = pd.to_numeric(
+        temp_df["成交金额-占总计"], errors="coerce"
+    )
     temp_df["成交股数-股数"] = pd.to_numeric(temp_df["成交股数-股数"], errors="coerce")
-    temp_df["成交股数-占总计"] = pd.to_numeric(temp_df["成交股数-占总计"], errors="coerce")
+    temp_df["成交股数-占总计"] = pd.to_numeric(
+        temp_df["成交股数-占总计"], errors="coerce"
+    )
     temp_df["成交笔数-笔"] = pd.to_numeric(temp_df["成交笔数-笔"], errors="coerce")
-    temp_df["成交笔数-占总计"] = pd.to_numeric(temp_df["成交笔数-占总计"], errors="coerce")
+    temp_df["成交笔数-占总计"] = pd.to_numeric(
+        temp_df["成交笔数-占总计"], errors="coerce"
+    )
     return temp_df
 
 
@@ -174,7 +196,8 @@ def stock_sse_summary() -> pd.DataFrame:
     }
     headers = {
         "Referer": "http://www.sse.com.cn/",
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36",
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/89.0.4389.90 Safari/537.36",
     }
     r = requests.get(url, params=params, headers=headers)
     data_json = r.json()
@@ -279,9 +302,9 @@ def stock_sse_deal_daily(date: str = "20180117") -> pd.DataFrame:
         temp_df.sort_values("单日情况", ascending=True, inplace=True)
         temp_df.reset_index(drop=True, inplace=True)
         # 构建空
-        temp_df['股票'] = "-"
-        temp_df['科创板'] = "-"
-        temp_df['股票回购'] = "-"
+        temp_df["股票"] = "-"
+        temp_df["科创板"] = "-"
+        temp_df["股票回购"] = "-"
         temp_df["股票"] = pd.to_numeric(temp_df["股票"], errors="coerce")
         temp_df["主板A"] = pd.to_numeric(temp_df["主板A"], errors="coerce")
         temp_df["主板B"] = pd.to_numeric(temp_df["主板B"], errors="coerce")
@@ -308,7 +331,8 @@ def stock_sse_deal_daily(date: str = "20180117") -> pd.DataFrame:
         }
         headers = {
             "Referer": "http://www.sse.com.cn/",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36",
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/89.0.4389.90 Safari/537.36",
         }
         r = requests.get(url, params=params, headers=headers)
         data_json = r.json()
@@ -462,7 +486,8 @@ def stock_sse_deal_daily(date: str = "20180117") -> pd.DataFrame:
         }
         headers = {
             "Referer": "http://www.sse.com.cn/",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36",
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/89.0.4389.90 Safari/537.36",
         }
         r = requests.get(url, params=params, headers=headers)
         data_json = r.json()
@@ -531,7 +556,8 @@ def stock_sse_deal_daily(date: str = "20180117") -> pd.DataFrame:
         }
         headers = {
             "Referer": "http://www.sse.com.cn/",
-            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/89.0.4389.90 Safari/537.36",
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/89.0.4389.90 Safari/537.36",
         }
         r = requests.get(url, params=params, headers=headers)
         data_json = r.json()
@@ -603,13 +629,15 @@ def stock_sse_deal_daily(date: str = "20180117") -> pd.DataFrame:
 
 
 if __name__ == "__main__":
-    stock_szse_summary_df = stock_szse_summary(date="20070511")
+    stock_szse_summary_df = stock_szse_summary(date="20240901")
     print(stock_szse_summary_df)
 
     stock_szse_area_summary_df = stock_szse_area_summary(date="202203")
     print(stock_szse_area_summary_df)
 
-    stock_szse_sector_summary_df = stock_szse_sector_summary(symbol="当月", date="202303")
+    stock_szse_sector_summary_df = stock_szse_sector_summary(
+        symbol="当月", date="202303"
+    )
     print(stock_szse_sector_summary_df)
 
     stock_sse_summary_df = stock_sse_summary()

{akshare-1.14.67 → akshare-1.14.68}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.67
+Version: 1.14.68
 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