akshare 1.14.96__tar.gz → 1.14.97__tar.gz

{akshare-1.14.96 → akshare-1.14.97}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.96
+Version: 1.14.97
 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 → akshare-1.14.97}/akshare/__init__.py

@@ -2907,9 +2907,10 @@ 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
 """
 
-__version__ = "1.14.96"
+__version__ = "1.14.97"
 __author__ = "AKFamily"
 
 import sys
@@ -3457,17 +3458,6 @@ 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 +4954,6 @@ 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-1.14.96 → akshare-1.14.97}/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 → akshare-1.14.97}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.14.96
+Version: 1.14.97
 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 → akshare-1.14.97}/akshare.egg-info/SOURCES.txt

@@ -148,11 +148,7 @@ akshare/futures_derivative/futures_contract_info_ine.py
 akshare/futures_derivative/futures_contract_info_shfe.py
 akshare/futures_derivative/futures_cot_sina.py
 akshare/futures_derivative/futures_hog.py
-akshare/futures_derivative/futures_index_price_nh.py
-akshare/futures_derivative/futures_index_return_nh.py
 akshare/futures_derivative/futures_index_sina.py
-akshare/futures_derivative/futures_index_volatility_nh.py
-akshare/futures_derivative/futures_other_index_nh.py
 akshare/futures_derivative/futures_spot_sys.py
 akshare/fx/__init__.py
 akshare/fx/cons.py

akshare-1.14.96/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-1.14.96/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-1.14.96/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-1.14.96/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)