akshare 1.14.88__tar.gz → 1.14.90__tar.gz

{akshare-1.14.88 → akshare-1.14.90}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.88
+Version: 1.14.90
 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-1.14.88 → akshare-1.14.90}/akshare/__init__.py

@@ -2899,9 +2899,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.14.86 fix: fix stock_comment_detail_scrd_focus_em interface
 1.14.87 fix: fix stock_hot_search_baidu interface
 1.14.88 fix: fix stock_hot_rank_relate_em interface
+1.14.89 fix: fix bond_spot_deal interface
+1.14.90 fix: fix stock_board_change_em interface
 """
 
-__version__ = "1.14.88"
+__version__ = "1.14.90"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.14.88 → akshare-1.14.90}/akshare/bond/bond_china.py

@@ -1,18 +1,20 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/3/12 14:00
+Date: 2024/10/1 17:00
 Desc: 中国外汇交易中心暨全国银行间同业拆借中心
 中国外汇交易中心暨全国银行间同业拆借中心-市场数据-债券市场行情-现券市场做市报价
 中国外汇交易中心暨全国银行间同业拆借中心-市场数据-债券市场行情-现券市场成交行情
 https://www.chinamoney.com.cn/chinese/mkdatabond/
 """
+
 from io import StringIO
 
 import pandas as pd
 import requests
 
 from akshare.bond.bond_china_money import bond_china_close_return_map
+from akshare.utils.cons import headers
 
 
 def bond_spot_quote() -> pd.DataFrame:
@@ -24,9 +26,6 @@ def bond_spot_quote() -> pd.DataFrame:
     """
     bond_china_close_return_map()
     url = "https://www.chinamoney.com.cn/ags/ms/cm-u-md-bond/CbMktMakQuot"
-    headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/78.0.3904.108 Safari/537.36",
-    }
     payload = {
         "flag": "1",
         "lang": "cn",
@@ -61,16 +60,24 @@ def bond_spot_quote() -> pd.DataFrame:
             "买入/卖出收益率",
         ]
     ]
-    temp_df["买入净价"] = temp_df["买入/卖出净价"].str.split("/", expand=True).iloc[:, 0]
-    temp_df["卖出净价"] = temp_df["买入/卖出净价"].str.split("/", expand=True).iloc[:, 1]
-    temp_df["买入收益率"] = temp_df["买入/卖出收益率"].str.split("/", expand=True).iloc[:, 0]
-    temp_df["卖出收益率"] = temp_df["买入/卖出收益率"].str.split("/", expand=True).iloc[:, 1]
+    temp_df["买入净价"] = (
+        temp_df["买入/卖出净价"].str.split("/", expand=True).iloc[:, 0]
+    )
+    temp_df["卖出净价"] = (
+        temp_df["买入/卖出净价"].str.split("/", expand=True).iloc[:, 1]
+    )
+    temp_df["买入收益率"] = (
+        temp_df["买入/卖出收益率"].str.split("/", expand=True).iloc[:, 0]
+    )
+    temp_df["卖出收益率"] = (
+        temp_df["买入/卖出收益率"].str.split("/", expand=True).iloc[:, 1]
+    )
     del temp_df["买入/卖出净价"]
     del temp_df["买入/卖出收益率"]
-    temp_df['买入净价'] = pd.to_numeric(temp_df['买入净价'], errors="coerce")
-    temp_df['卖出净价'] = pd.to_numeric(temp_df['卖出净价'], errors="coerce")
-    temp_df['买入收益率'] = pd.to_numeric(temp_df['买入收益率'], errors="coerce")
-    temp_df['卖出收益率'] = pd.to_numeric(temp_df['卖出收益率'], errors="coerce")
+    temp_df["买入净价"] = pd.to_numeric(temp_df["买入净价"], errors="coerce")
+    temp_df["卖出净价"] = pd.to_numeric(temp_df["卖出净价"], errors="coerce")
+    temp_df["买入收益率"] = pd.to_numeric(temp_df["买入收益率"], errors="coerce")
+    temp_df["卖出收益率"] = pd.to_numeric(temp_df["卖出收益率"], errors="coerce")
     return temp_df
 
 
@@ -82,9 +89,6 @@ def bond_spot_deal() -> pd.DataFrame:
     :rtype: pandas.DataFrame
     """
     url = "https://www.chinamoney.com.cn/ags/ms/cm-u-md-bond/CbtPri"
-    headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/78.0.3904.108 Safari/537.36",
-    }
     payload = {
         "flag": "1",
         "lang": "cn",
@@ -127,16 +131,16 @@ def bond_spot_deal() -> pd.DataFrame:
             "交易量",
         ]
     ]
-    temp_df['成交净价'] = pd.to_numeric(temp_df['成交净价'], errors="coerce")
-    temp_df['最新收益率'] = pd.to_numeric(temp_df['最新收益率'], errors="coerce")
-    temp_df['涨跌'] = pd.to_numeric(temp_df['涨跌'], errors="coerce")
-    temp_df['加权收益率'] = pd.to_numeric(temp_df['加权收益率'], errors="coerce")
-    temp_df['交易量'] = pd.to_numeric(temp_df['交易量'], errors="coerce")
+    temp_df["成交净价"] = pd.to_numeric(temp_df["成交净价"], errors="coerce")
+    temp_df["最新收益率"] = pd.to_numeric(temp_df["最新收益率"], errors="coerce")
+    temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
+    temp_df["加权收益率"] = pd.to_numeric(temp_df["加权收益率"], errors="coerce")
+    temp_df["交易量"] = pd.to_numeric(temp_df["交易量"], errors="coerce")
     return temp_df
 
 
 def bond_china_yield(
-        start_date: str = "20200204", end_date: str = "20210124"
+    start_date: str = "20200204", end_date: str = "20210124"
 ) -> pd.DataFrame:
     """
     中国债券信息网-国债及其他债券收益率曲线
@@ -152,28 +156,25 @@ def bond_china_yield(
     """
     url = "https://yield.chinabond.com.cn/cbweb-pbc-web/pbc/historyQuery"
     params = {
-        "startDate": '-'.join([start_date[:4], start_date[4:6], start_date[6:]]),
-        "endDate": '-'.join([end_date[:4], end_date[4:6], end_date[6:]]),
+        "startDate": "-".join([start_date[:4], start_date[4:6], start_date[6:]]),
+        "endDate": "-".join([end_date[:4], end_date[4:6], end_date[6:]]),
         "gjqx": "0",
         "qxId": "ycqx",
         "locale": "cn_ZH",
     }
-    headers = {
-        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/79.0.3945.130 Safari/537.36",
-    }
     res = requests.get(url, params=params, headers=headers)
     data_text = res.text.replace("&nbsp", "")
     data_df = pd.read_html(StringIO(data_text), header=0)[1]
-    data_df['日期'] = pd.to_datetime(data_df['日期'], errors="coerce").dt.date
-    data_df['3月'] = pd.to_numeric(data_df['3月'], errors="coerce")
-    data_df['6月'] = pd.to_numeric(data_df['6月'], errors="coerce")
-    data_df['1年'] = pd.to_numeric(data_df['1年'], errors="coerce")
-    data_df['3年'] = pd.to_numeric(data_df['3年'], errors="coerce")
-    data_df['5年'] = pd.to_numeric(data_df['5年'], errors="coerce")
-    data_df['7年'] = pd.to_numeric(data_df['7年'], errors="coerce")
-    data_df['10年'] = pd.to_numeric(data_df['10年'], errors="coerce")
-    data_df['30年'] = pd.to_numeric(data_df['30年'], errors="coerce")
-    data_df.sort_values(by='日期', inplace=True)
+    data_df["日期"] = pd.to_datetime(data_df["日期"], errors="coerce").dt.date
+    data_df["3月"] = pd.to_numeric(data_df["3月"], errors="coerce")
+    data_df["6月"] = pd.to_numeric(data_df["6月"], errors="coerce")
+    data_df["1年"] = pd.to_numeric(data_df["1年"], errors="coerce")
+    data_df["3年"] = pd.to_numeric(data_df["3年"], errors="coerce")
+    data_df["5年"] = pd.to_numeric(data_df["5年"], errors="coerce")
+    data_df["7年"] = pd.to_numeric(data_df["7年"], errors="coerce")
+    data_df["10年"] = pd.to_numeric(data_df["10年"], errors="coerce")
+    data_df["30年"] = pd.to_numeric(data_df["30年"], errors="coerce")
+    data_df.sort_values(by="日期", inplace=True)
     data_df.reset_index(inplace=True, drop=True)
     return data_df
 
@@ -185,7 +186,5 @@ if __name__ == "__main__":
     bond_spot_deal_df = bond_spot_deal()
     print(bond_spot_deal_df)
 
-    bond_china_yield_df = bond_china_yield(
-        start_date="20210201", end_date="20220201"
-    )
+    bond_china_yield_df = bond_china_yield(start_date="20210201", end_date="20220201")
     print(bond_china_yield_df)