akshare 1.14.96__py3-none-any.whl → 1.14.98__py3-none-any.whl

akshare/__init__.py

@@ -2907,9 +2907,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.14.94 fix: fix stock_zt_pool_strong_em interface
 1.14.95 fix: fix stock_zt_pool_sub_new_em interface
 1.14.96 fix: fix stock_zt_pool_sub_new_em interface
+1.14.97 fix: fix stock_profile_cninfo interface
+1.14.98 fix: fix futures_hold_pos_sina interface
 """
 
-__version__ = "1.14.96"
+__version__ = "1.14.98"
 __author__ = "AKFamily"
 
 import sys
@@ -3457,17 +3459,6 @@ from akshare.stock_feature.stock_hot_xq import (
     stock_hot_tweet_xq,
 )
 
-"""
-南华期货-板块指数涨跌
-南华期货-品种指数涨跌
-南华期货-相关系数矩阵
-"""
-from akshare.futures_derivative.futures_other_index_nh import (
-    futures_correlation_nh,
-    futures_board_index_nh,
-    futures_variety_index_nh,
-)
-
 """
 东方财富-股票数据-龙虎榜
 """
@@ -4964,20 +4955,6 @@ from akshare.index.index_sw import (
 """
 from akshare.article.epu_index import article_epu_index
 
-"""
-南华期货-南华指数
-"""
-from akshare.futures_derivative.futures_index_return_nh import (
-    futures_return_index_nh,
-)
-from akshare.futures_derivative.futures_index_price_nh import (
-    futures_price_index_nh,
-    futures_index_symbol_table_nh,
-)
-from akshare.futures_derivative.futures_index_volatility_nh import (
-    futures_volatility_index_nh,
-)
-
 """
 空气-河北
 """

akshare/futures_derivative/futures_cot_sina.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/6/3 15:30
+Date: 2024/10/16 21:30
 Desc: 新浪财经-期货-成交持仓
 https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php
 """
@@ -29,7 +29,7 @@ def futures_hold_pos_sina(
     """
     date = "-".join([date[:4], date[4:6], date[6:]])
     url = "https://vip.stock.finance.sina.com.cn/q/view/vFutures_Positions_cjcc.php"
-    params = {"symbol": contract, "date": date}
+    params = {"t_breed": contract, "t_date": date}
     r = requests.get(url, params=params)
     if symbol == "成交量":
         temp_df = pd.read_html(StringIO(r.text))[2].iloc[:-1, :]
@@ -59,16 +59,16 @@ def futures_hold_pos_sina(
 
 if __name__ == "__main__":
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="成交量", contract="PTA2407", date="20240531"
+        symbol="成交量", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="多单持仓", contract="IC2403", date="20240223"
+        symbol="多单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)
 
     futures_hold_pos_sina_df = futures_hold_pos_sina(
-        symbol="空单持仓", contract="IC2403", date="20240223"
+        symbol="空单持仓", contract="OI2501", date="20241016"
     )
     print(futures_hold_pos_sina_df)

akshare/stock/stock_profile_cninfo.py

@@ -1,14 +1,14 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/6/5 15:00
+Date: 2024/10/14 22:00
 Desc: 巨潮资讯-个股-公司概况
-http://webapi.cninfo.com.cn/#/company
+https://webapi.cninfo.com.cn/#/company
 """
 
 import pandas as pd
-import requests
 import py_mini_racer
+import requests
 
 from akshare.datasets import get_ths_js
 
@@ -30,14 +30,14 @@ def _get_file_content_ths(file: str = "cninfo.js") -> str:
 def stock_profile_cninfo(symbol: str = "600030") -> pd.DataFrame:
     """
     巨潮资讯-个股-公司概况
-    http://webapi.cninfo.com.cn/#/company
+    https://webapi.cninfo.com.cn/#/company
     :param symbol: 股票代码
     :type symbol: str
     :return: 公司概况
     :rtype: pandas.DataFrame
     :raise: Exception，如果服务器返回的数据无法被解析
     """
-    url = "http://webapi.cninfo.com.cn/api/sysapi/p_sysapi1133"
+    url = "https://webapi.cninfo.com.cn/api/sysapi/p_sysapi1133"
     params = {
         "scode": symbol,
     }
@@ -53,10 +53,10 @@ def stock_profile_cninfo(symbol: str = "600030") -> pd.DataFrame:
         "Content-Length": "0",
         "Host": "webapi.cninfo.com.cn",
         "Accept-Enckey": mcode,
-        "Origin": "http://webapi.cninfo.com.cn",
+        "Origin": "https://webapi.cninfo.com.cn",
         "Pragma": "no-cache",
         "Proxy-Connection": "keep-alive",
-        "Referer": "http://webapi.cninfo.com.cn/",
+        "Referer": "https://webapi.cninfo.com.cn/",
         "X-Requested-With": "XMLHttpRequest",
     }
     r = requests.post(url, params=params, headers=headers)

{akshare-1.14.96.dist-info → akshare-1.14.98.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.96
+Version: 1.14.98
 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-1.14.96.dist-info → akshare-1.14.98.dist-info}/RECORD

@@ -1,4 +1,4 @@
-akshare/__init__.py,sha256=KnCf23BWYZ5SUYeJT1wRUQmiUmVjqBKKQqxupNoJFGs,182744
+akshare/__init__.py,sha256=FTCz4boPcVSLOLKonwe3nTsyLXG1JwApfBriwQSOXq0,182220
 akshare/datasets.py,sha256=-qdwaQjgBlftX84uM74KJqCYJYkQ50PV416_neA4uls,995
 akshare/air/__init__.py,sha256=RMTf1bT5EOE3ttWpn3hGu1LtUmsVxDoa0W7W0gXHOy8,81
 akshare/air/air_hebei.py,sha256=xIXNGLK7IGYqrkteM9fxnHAwWqk6PCQs6D9-ggZ7byY,4442
@@ -137,13 +137,9 @@ akshare/futures_derivative/futures_contract_info_dce.py,sha256=pzSy8w280imjla3x8
 akshare/futures_derivative/futures_contract_info_gfex.py,sha256=uaAMVFeK9O1-BI7pYu94PHhkEX0FnakkvqjgEc5MVQE,2162
 akshare/futures_derivative/futures_contract_info_ine.py,sha256=DTG8S5ZaovlXpcQ5ARwduaap4wnKqdqJUdjYJeNpvv8,2295
 akshare/futures_derivative/futures_contract_info_shfe.py,sha256=2LtmACu_PcVlM9k5bEfMM44Vz5yDHXA7mE9alEZepgA,2462
-akshare/futures_derivative/futures_cot_sina.py,sha256=jWvy20Budu0ZtJw9-O2pXWJX80kp6zK5fe8s9KCqEyk,2742
+akshare/futures_derivative/futures_cot_sina.py,sha256=1W8Q2AyYbxSxsAa7vzSwvRny_tAaYU59ozh_XlZE-1Y,2746
 akshare/futures_derivative/futures_hog.py,sha256=8VVd7w5LCUZWFdkffV7-dqihGcqdJlR1ks1evpcU9O0,11613
-akshare/futures_derivative/futures_index_price_nh.py,sha256=TzrGGHvyz93UPdPGMokQb16plE1CMSaJaDq4vHdE-2g,2275
-akshare/futures_derivative/futures_index_return_nh.py,sha256=56V3Mic8a-bKlkv4bUm_vTUC1u5qdDzrlZwsbUTCTPM,1734
 akshare/futures_derivative/futures_index_sina.py,sha256=G1dPeQcsHwMG81J4MqVjkHqFBM363ktzJmNI-EBsi3A,5902
-akshare/futures_derivative/futures_index_volatility_nh.py,sha256=IInn3yf2RqBStFcS8dHtqr3YW8myBD71v_04KA5JAy0,1824
-akshare/futures_derivative/futures_other_index_nh.py,sha256=b2oUWSuUIEL-lr2tUK6bIVxIhFNXbp7y2IaVXWqkcz0,4414
 akshare/futures_derivative/futures_spot_sys.py,sha256=Ufqh7S7UAeW_zkASap_DZGqwyW_Vgrf2UOhedYhe-BU,3351
 akshare/fx/__init__.py,sha256=fvH_pVxTFPnzXvnPvJZDD_vv0IBJusHkJxZ3dJ8ogl8,82
 akshare/fx/cons.py,sha256=6xxySOGmJ-sd4mygg0dT48oz-vcyOQcqWY4T2h3wjQQ,585
@@ -266,7 +262,7 @@ akshare/stock/stock_intraday_sina.py,sha256=HMuAAO2Teu4NUrOcBvyJdxYgWx-51qJCdtcq
 akshare/stock/stock_ipo_summary_cninfo.py,sha256=Ma-54GsOOhRWxilLH-Qmm0VVbpJQGf2XWKaJ8NBSgAY,3847
 akshare/stock/stock_new_cninfo.py,sha256=EOuZowDLQSSHyPAwXcuPXbQkqhbz2nRBZsM7o2ZWILE,5725
 akshare/stock/stock_news_cx.py,sha256=IuNo67ToW6SNT9aZVTDqQMnlLFw4QV-_FWSw-9vgfB4,1055
-akshare/stock/stock_profile_cninfo.py,sha256=tiEPnoH7IGp9DV1kMQNGIXuVOWpQFl_BS_RX_ijM4BI,3163
+akshare/stock/stock_profile_cninfo.py,sha256=UgUH3GK52Xl25s3WIXlFmVTlKzDd6QGiTTjj0l-GKsk,3170
 akshare/stock/stock_rank_forecast.py,sha256=5U0fa4tzhqKrw5kDRahUCFSrbrEx_aRtlqZq2mpeJaU,3199
 akshare/stock/stock_repurchase_em.py,sha256=XVAUD_yd48wqxbMbfU0Ne2SNFOSG9NBklUhf3pl6cKc,5000
 akshare/stock/stock_share_changes_cninfo.py,sha256=zg-1KHPbxdMRMr4wYY8LA30D-u47YesbEDt_MgCMk_k,4846
@@ -382,8 +378,8 @@ akshare/utils/token_process.py,sha256=K4rGXjh_tgugbRcyOK2h2x0jP3PT65IIK7nxhUKhOe
 akshare/utils/tqdm.py,sha256=MuPNwcswkOGjwWQOMWXi9ZvQ_RmW4obCWRj2i7HM7FE,847
 tests/__init__.py,sha256=gNzhlO0UPjFq6Ieb38kaVIODXv4cTDByrdohAZnDYt4,82
 tests/test_func.py,sha256=j1MGYbZI2if2j_LY1S4FLsf4qfq4NwVqD5wmRlv5Log,832
-akshare-1.14.96.dist-info/LICENSE,sha256=mmSZCPgfHiVw34LXuFArd-SUgQtBJ_QsIlh-kWlDHfs,1073
-akshare-1.14.96.dist-info/METADATA,sha256=ppYCML2cAOHC3S1KfDJknL9VEJ1HxxAwDrAQ9KNvTS8,14163
-akshare-1.14.96.dist-info/WHEEL,sha256=GV9aMThwP_4oNCtvEC2ec3qUYutgWeAzklro_0m4WJQ,91
-akshare-1.14.96.dist-info/top_level.txt,sha256=jsf9ZzZPmHaISTVumQPsAw7vv7Yv-PdEVW70SMEelQQ,14
-akshare-1.14.96.dist-info/RECORD,,
+akshare-1.14.98.dist-info/LICENSE,sha256=mmSZCPgfHiVw34LXuFArd-SUgQtBJ_QsIlh-kWlDHfs,1073
+akshare-1.14.98.dist-info/METADATA,sha256=VPbmVwalElmBQxFc1wGbdfmEP3RxxNdR53dkv9Xznx0,14163
+akshare-1.14.98.dist-info/WHEEL,sha256=OVMc5UfuAQiSplgO0_WdW7vXVGAt9Hdd6qtN4HotdyA,91
+akshare-1.14.98.dist-info/top_level.txt,sha256=jsf9ZzZPmHaISTVumQPsAw7vv7Yv-PdEVW70SMEelQQ,14
+akshare-1.14.98.dist-info/RECORD,,

{akshare-1.14.96.dist-info → akshare-1.14.98.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.1.0)
+Generator: setuptools (75.2.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

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

@@ -1,144 +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="20240816", period="20")
-    print(futures_correlation_nh_df)