akshare 1.15.34__tar.gz → 1.15.35__tar.gz

{akshare-1.15.34 → akshare-1.15.35}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.15.34
+Version: 1.15.35
 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-1.15.34 → akshare-1.15.35}/akshare/__init__.py

@@ -2944,9 +2944,10 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.15.32 fix: fix stock_info_global_cls interface
 1.15.33 add: add stock_value_em interface
 1.15.34 fix: fix fund_open_fund_rank_em interface
+1.15.35 fix: fix futures_spot_price_daily interface
 """
 
-__version__ = "1.15.34"
+__version__ = "1.15.35"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.15.34 → akshare-1.15.35}/akshare/futures/futures_basis.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/5/3 16:30
+Date: 2024/11/28 22:00
 Desc: 生意社网站采集大宗商品现货价格及相应基差数据, 数据时间段从 20110104-至今
 备注：现期差 = 现货价格 - 期货价格(这里的期货价格为结算价)
 黄金为 元/克, 白银为 元/千克, 玻璃现货为 元/平方米, 鸡蛋现货为 元/公斤, 鸡蛋期货为 元/500千克, 其余为 元/吨.
@@ -169,10 +169,17 @@ def _check_information(df_data, date):
     ]
     records = pd.DataFrame()
     for string in df_data["symbol"].tolist():
+        news = "".join(re.findall(r"[\u4e00-\u9fa5]", string))
+        if news == "":
+            news = string.strip()
+
+        """
         if string == "PTA":
             news = "PTA"
         else:
             news = "".join(re.findall(r"[\u4e00-\u9fa5]", string))
+            """
+
         if news != "" and news not in [
             "商品",
             "价格",
@@ -193,6 +200,10 @@ def _check_information(df_data, date):
                 symbol == "FG"
             ):  # 上表中现货单位为元/平方米, 期货单位为元/吨. 换算公式：元/平方米*80=元/吨(http://www.100ppi.com/sf/959.html)
                 record.loc[:, "spot_price"] = float(record["spot_price"].iloc[0]) * 80
+            elif (
+                symbol == "LH"
+            ):  # 上表中现货单位为元/公斤, 期货单位为元/吨. 换算公式：元/公斤*1000=元/吨(http://www.100ppi.com/sf/959.html)
+                record.loc[:, "spot_price"] = float(record["spot_price"].iloc[0]) * 1000
             records = pd.concat([records, record])
 
     records.loc[:, ["near_contract_price", "dominant_contract_price", "spot_price"]] = (
@@ -208,9 +219,11 @@ def _check_information(df_data, date):
         r"[^0-9]*(\d*)$", r"\g<1>", regex=True
     )
 
+    records.loc[:, "near_month"] = records.loc[:, "near_contract"]
     records.loc[:, "near_contract"] = records["symbol"] + records.loc[
         :, "near_contract"
     ].astype("int").astype("str")
+    records.loc[:, "dominant_month"] = records.loc[:, "dominant_contract"]
     records.loc[:, "dominant_contract"] = records["symbol"] + records.loc[
         :, "dominant_contract"
     ].astype("int").astype("str")
@@ -246,7 +259,7 @@ def _check_information(df_data, date):
     records["dom_basis_rate"] = (
         records["dominant_contract_price"] / records["spot_price"] - 1
     )
-    records.loc[:, "date"] = date.strftime("%Y%m%d")
+    records.insert(0, "date", date.strftime("%Y%m%d"))
     return records
 
 
@@ -289,20 +302,24 @@ def futures_spot_price_previous(date: str = "20240430") -> pd.DataFrame:
     # Basis
     basis = pd.concat(content[2:-1])
     basis.columns = ["主力合约基差", "主力合约基差(%)"]
-    basis["商品"] = values["商品"].tolist()
+    basis.index = values.index
     basis = pd.merge(
-        values[["商品", "现货价格", "主力合约代码", "主力合约价格"]], basis
+        values[["商品", "现货价格", "主力合约代码", "主力合约价格"]],
+        basis,
+        left_index=True,
+        right_index=True,
     )
     basis = pd.merge(
         basis,
         values[
             [
-                "商品",
                 "180日内主力基差最高",
                 "180日内主力基差最低",
                 "180日内主力基差平均",
             ]
         ],
+        left_index=True,
+        right_index=True,
     )
     basis.columns = [
         "商品",
@@ -321,12 +338,12 @@ def futures_spot_price_previous(date: str = "20240430") -> pd.DataFrame:
 
 if __name__ == "__main__":
     futures_spot_price_daily_df = futures_spot_price_daily(
-        start_day="20240415", end_day="20240418", vars_list=["CU", "RB"]
+        start_day="20241028", end_day="20241128", vars_list=["CU", "RB"]
     )
     print(futures_spot_price_daily_df)
 
-    futures_spot_price_df = futures_spot_price(date="20240430")
+    futures_spot_price_df = futures_spot_price(date="20241128")
     print(futures_spot_price_df)
 
-    futures_spot_price_previous_df = futures_spot_price_previous(date="20240430")
+    futures_spot_price_previous_df = futures_spot_price_previous(date="20241128")
     print(futures_spot_price_previous_df)

akshare-1.15.35/akshare/futures/futures_hf_em.py

@@ -0,0 +1,103 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/11/28 22:00
+Desc: 东方财富网-行情中心-期货市场-国际期货
+https://quote.eastmoney.com/center/gridlist.html#futures_global
+"""
+
+import math
+
+import pandas as pd
+import requests
+
+from akshare.utils.tqdm import get_tqdm
+
+
+def futures_global_em():
+    """
+    东方财富网-行情中心-期货市场-国际期货
+    https://quote.eastmoney.com/center/gridlist.html#futures_global
+    :return: 行情数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://futsseapi.eastmoney.com/list/COMEX,NYMEX,COBOT,SGX,NYBOT,LME,MDEX,TOCOM,IPE"
+    params = {
+        "orderBy": "zdf",
+        "sort": "desc",
+        "pageSize": "20",
+        "pageIndex": "0",
+        "token": "58b2fa8f54638b60b87d69b31969089c",
+        "field": "dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl",
+        "blockName": "callback",
+    }
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    total_num = data_json["total"]
+    total_page = math.ceil(total_num / 20) - 1
+    tqdm = get_tqdm()
+    big_df = pd.DataFrame()
+    for page in tqdm(range(total_page), leave=False):
+        params.update({"pageIndex": page})
+        r = requests.get(url, params=params)
+        data_json = r.json()
+        temp_df = pd.DataFrame(data_json["list"])
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
+    big_df.reset_index(inplace=True)
+    big_df["index"] = big_df["index"] + 1
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "np": "卖盘",
+            "h": "最高",
+            "dm": "代码",
+            "zsjd": "-",
+            "l": "最低",
+            "ccl": "持仓量",
+            "o": "今开",
+            "p": "最新价",
+            "sc": "-",
+            "vol": "成交量",
+            "name": "名称",
+            "wp": "买盘",
+            "zde": "涨跌额",
+            "zdf": "涨跌幅",
+            "zjsj": "昨结",
+        },
+        inplace=True,
+    )
+    big_df = big_df[
+        [
+            "序号",
+            "代码",
+            "名称",
+            "最新价",
+            "涨跌额",
+            "涨跌幅",
+            "今开",
+            "最高",
+            "最低",
+            "昨结",
+            "成交量",
+            "买盘",
+            "卖盘",
+            "持仓量",
+        ]
+    ]
+    big_df["最新价"] = pd.to_numeric(big_df["最新价"], errors="coerce")
+    big_df["涨跌额"] = pd.to_numeric(big_df["涨跌额"], errors="coerce")
+    big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"], errors="coerce")
+    big_df["今开"] = pd.to_numeric(big_df["今开"], errors="coerce")
+    big_df["最高"] = pd.to_numeric(big_df["最高"], errors="coerce")
+    big_df["最低"] = pd.to_numeric(big_df["最低"], errors="coerce")
+    big_df["昨结"] = pd.to_numeric(big_df["昨结"], errors="coerce")
+    big_df["成交量"] = pd.to_numeric(big_df["成交量"], errors="coerce")
+    big_df["买盘"] = pd.to_numeric(big_df["买盘"], errors="coerce")
+    big_df["卖盘"] = pd.to_numeric(big_df["卖盘"], errors="coerce")
+    big_df["持仓量"] = pd.to_numeric(big_df["持仓量"], errors="coerce")
+    return big_df
+
+
+if __name__ == "__main__":
+    futures_global_em_df = futures_global_em()
+    print(futures_global_em_df)

{akshare-1.15.34 → akshare-1.15.35}/akshare/futures/symbol_var.py

@@ -1,9 +1,10 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/8/8 20:58
+Date: 2024/11/28 22:00
 Desc: 期货品种映射表
 """
+
 import re
 
 from akshare.futures import cons
@@ -151,18 +152,20 @@ def chinese_to_english(chinese_var: str):
         "低硫燃料油仓库",
         "低硫燃料油厂库",
         "短纤",
-        '涤纶短纤',
-        '生猪',
-        '花生',
-        '工业硅',
-        '氧化铝',
-        '丁二烯橡胶',
-        '碳酸锂',
-        '氧化铝仓库',
-        '氧化铝厂库',
-        '烧碱',
-        '丁二烯橡胶仓库',
-        '丁二烯橡胶厂库',
+        "涤纶短纤",
+        "生猪",
+        "花生",
+        "工业硅",
+        "氧化铝",
+        "丁二烯橡胶",
+        "碳酸锂",
+        "氧化铝仓库",
+        "氧化铝厂库",
+        "烧碱",
+        "丁二烯橡胶仓库",
+        "丁二烯橡胶厂库",
+        "PX",
+        "原木",
     ]
     english_list = [
         "RU",
@@ -277,6 +280,8 @@ def chinese_to_english(chinese_var: str):
         "SH",
         "BR",
         "BR",
+        "PX",
+        "LG",
     ]
     pos = chinese_list.index(chinese_var)
     return english_list[pos]

{akshare-1.15.34 → akshare-1.15.35}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.15.34
+Version: 1.15.35
 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-1.15.34/akshare/futures/futures_hf_em.py

@@ -1,98 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2024/1/18 17:40
-Desc: 东方财富网-行情中心-期货市场-国际期货
-https://quote.eastmoney.com/center/gridlist.html#futures_global
-"""
-import math
-
-import pandas as pd
-import requests
-
-from akshare.utils.tqdm import get_tqdm
-
-
-def futures_global_em():
-    """
-    东方财富网-行情中心-期货市场-国际期货
-    https://quote.eastmoney.com/center/gridlist.html#futures_global
-    :return: 行情数据
-    :rtype: pandas.DataFrame
-    """
-    url = "https://futsseapi.eastmoney.com/list/COMEX,NYMEX,COBOT,SGX,NYBOT,LME,MDEX,TOCOM,IPE"
-    params = {
-        'orderBy': 'zdf',
-        'sort': 'desc',
-        'pageSize': '20',
-        'pageIndex': '0',
-        'token': '58b2fa8f54638b60b87d69b31969089c',
-        'field': 'dm,sc,name,p,zsjd,zde,zdf,f152,o,h,l,zjsj,vol,wp,np,ccl',
-        'blockName': 'callback',
-        '_': '1705570814466'
-    }
-    r = requests.get(url, params=params)
-    data_json = r.json()
-    total_num = data_json['total']
-    total_page = math.ceil(total_num / 20) - 1
-    tqdm = get_tqdm()
-    big_df = pd.DataFrame()
-    for page in tqdm(range(total_page), leave=False):
-        params.update({'pageIndex': page})
-        r = requests.get(url, params=params)
-        data_json = r.json()
-        temp_df = pd.DataFrame(data_json['list'])
-        big_df = pd.concat([big_df, temp_df], ignore_index=True)
-    big_df.reset_index(inplace=True)
-    big_df['index'] = big_df['index'] + 1
-    big_df.rename(columns={
-        'index': "序号",
-        'np': "卖盘",
-        'h': "最新价",
-        'dm': "代码",
-        'zsjd': "-",
-        'l': "最低",
-        'ccl': "持仓量",
-        'o': "今开",
-        'p': "最高",
-        'sc': "-",
-        'vol': "成交量",
-        'name': "名称",
-        'wp': "买盘",
-        'zde': "涨跌额",
-        'zdf': "涨跌幅",
-        'zjsj': "昨结"
-    }, inplace=True)
-    big_df = big_df[[
-        "序号",
-        "代码",
-        "名称",
-        "最新价",
-        "涨跌额",
-        "涨跌幅",
-        "今开",
-        "最高",
-        "最低",
-        "昨结",
-        "成交量",
-        "买盘",
-        "卖盘",
-        "持仓量",
-    ]]
-    big_df['最新价'] = pd.to_numeric(big_df['最新价'], errors="coerce")
-    big_df['涨跌额'] = pd.to_numeric(big_df['涨跌额'], errors="coerce")
-    big_df['涨跌幅'] = pd.to_numeric(big_df['涨跌幅'], errors="coerce")
-    big_df['今开'] = pd.to_numeric(big_df['今开'], errors="coerce")
-    big_df['最高'] = pd.to_numeric(big_df['最高'], errors="coerce")
-    big_df['最低'] = pd.to_numeric(big_df['最低'], errors="coerce")
-    big_df['昨结'] = pd.to_numeric(big_df['昨结'], errors="coerce")
-    big_df['成交量'] = pd.to_numeric(big_df['成交量'], errors="coerce")
-    big_df['买盘'] = pd.to_numeric(big_df['买盘'], errors="coerce")
-    big_df['卖盘'] = pd.to_numeric(big_df['卖盘'], errors="coerce")
-    big_df['持仓量'] = pd.to_numeric(big_df['持仓量'], errors="coerce")
-    return big_df
-
-
-if __name__ == '__main__':
-    futures_global_em_df = futures_global_em()
-    print(futures_global_em_df)