akshare 1.15.37__tar.gz → 1.15.38__tar.gz

{akshare-1.15.37 → akshare-1.15.38}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.15.37
+Version: 1.15.38
 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-1.15.37 → akshare-1.15.38}/akshare/__init__.py

@@ -2947,9 +2947,10 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.15.35 fix: fix futures_spot_price_daily interface
 1.15.36 fix: fix futures_global_em interface
 1.15.37 fix: fix stock_individual_spot_xq interface
+1.15.38 fix: fix futures_contract_info_ine interface
 """
 
-__version__ = "1.15.37"
+__version__ = "1.15.38"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.15.37 → akshare-1.15.38}/akshare/futures/futures_daily_bar.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/5/11 22:00
+Date: 2024/11/30 18:00
 Desc: 期货日线行情
 """
 
@@ -272,12 +272,12 @@ def get_gfex_daily(date: str = "20221223") -> pd.DataFrame:
     return result_df
 
 
-def get_ine_daily(date: str = "20220208") -> pd.DataFrame:
+def get_ine_daily(date: str = "20241129") -> pd.DataFrame:
     """
     上海国际能源交易中心-日频率-量价数据
     上海国际能源交易中心: 原油期货(上市时间: 20180326); 20号胶期货(上市时间: 20190812)
-    trade_price: http://www.ine.cn/statements/daily/?paramid=kx
-    trade_note: http://www.ine.cn/data/datanote.dat
+    trade_price: https://www.ine.cn/statements/daily/?paramid=kx
+    trade_note: https://www.ine.cn/data/datanote.dat
     :param date: 日期 format：YYYY-MM-DD 或 YYYYMMDD 或 datetime.date对象，默认为当前交易日
     :type date: str or datetime.date
     :return: 上海国际能源交易中心-日频率-量价数据
@@ -287,7 +287,7 @@ def get_ine_daily(date: str = "20220208") -> pd.DataFrame:
     if day.strftime("%Y%m%d") not in calendar:
         # warnings.warn(f"{day.strftime('%Y%m%d')}非交易日")
         return pd.DataFrame()
-    url = f"http://www.ine.cn/data/dailydata/kx/kx{day.strftime('%Y%m%d')}.dat"
+    url = f"https://www.ine.cn/data/tradedata/future/dailydata/kx{day.strftime('%Y%m%d')}.dat"
     r = requests.get(url, headers=cons.shfe_headers)
     result_df = pd.DataFrame()
     try:

akshare-1.15.38/akshare/futures_derivative/futures_contract_info_ine.py

@@ -0,0 +1,69 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/11/30 19:00
+Desc: 上海国际能源交易中心-业务指南-交易参数汇总(期货)
+https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
+"""
+
+import pandas as pd
+import requests
+
+
+def futures_contract_info_ine(date: str = "20241129") -> pd.DataFrame:
+    """
+    上海国际能源交易中心-业务指南-交易参数汇总(期货)
+    https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
+    :param date: 查询日期; 交易日
+    :type date: str
+    :return: 交易参数汇总查询
+    :rtype: pandas.DataFrame
+    """
+    url = f"https://www.ine.cn/data/busiparamdata/future/ContractBaseInfo{date}.dat"
+    params = {"rnd": "0.8312696798757147"}
+    headers = {
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
+        "Chrome/119.0.0.0 Safari/537.36"
+    }
+    r = requests.get(url, params=params, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json["ContractBaseInfo"])
+    temp_df.rename(
+        columns={
+            "BASISPRICE": "挂牌基准价",
+            "ENDDELIVDATE": "最后交割日",
+            "EXPIREDATE": "到期日",
+            "INSTRUMENTID": "合约代码",
+            "OPENDATE": "上市日",
+            "STARTDELIVDATE": "开始交割日",
+            "TRADINGDAY": "交易日",
+        },
+        inplace=True,
+    )
+    temp_df = temp_df[
+        [
+            "合约代码",
+            "上市日",
+            "到期日",
+            "开始交割日",
+            "最后交割日",
+            "挂牌基准价",
+            "交易日",
+        ]
+    ]
+    temp_df["上市日"] = pd.to_datetime(temp_df["上市日"], errors="coerce").dt.date
+    temp_df["到期日"] = pd.to_datetime(temp_df["到期日"], errors="coerce").dt.date
+    temp_df["开始交割日"] = pd.to_datetime(
+        temp_df["开始交割日"], errors="coerce"
+    ).dt.date
+    temp_df["最后交割日"] = pd.to_datetime(
+        temp_df["最后交割日"], errors="coerce"
+    ).dt.date
+    temp_df["交易日"] = pd.to_datetime(temp_df["交易日"], errors="coerce").dt.date
+    temp_df["挂牌基准价"] = pd.to_numeric(temp_df["挂牌基准价"], errors="coerce")
+    return temp_df
+
+
+if __name__ == "__main__":
+    futures_contract_info_ine_df = futures_contract_info_ine(date="20241129")
+    print(futures_contract_info_ine_df)

{akshare-1.15.37 → akshare-1.15.38}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.15.37
+Version: 1.15.38
 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-1.15.37/akshare/futures_derivative/futures_contract_info_ine.py

@@ -1,60 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2024/2/28 19:00
-Desc: 上海国际能源交易中心-业务指南-交易参数汇总(期货)
-https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
-"""
-import pandas as pd
-import requests
-
-
-def futures_contract_info_ine(date: str = "20240228") -> pd.DataFrame:
-    """
-    上海国际能源交易中心-业务指南-交易参数汇总(期货)
-    https://www.ine.cn/bourseService/summary/?name=currinstrumentprop
-    :param date: 查询日期; 交易日
-    :type date: str
-    :return: 交易参数汇总查询
-    :rtype: pandas.DataFrame
-    """
-    url = f"https://www.ine.cn/data/instrument/ContractBaseInfo{date}.dat"
-    params = {
-        "rnd": "0.8312696798757147"
-    }
-    headers = {
-        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36'
-    }
-    r = requests.get(url, params=params, headers=headers)
-    data_json = r.json()
-    temp_df = pd.DataFrame(data_json['ContractBaseInfo'])
-    temp_df.rename(columns={
-        'BASISPRICE': "挂牌基准价",
-        'ENDDELIVDATE': "最后交割日",
-        'EXPIREDATE': "到期日",
-        'INSTRUMENTID': "合约代码",
-        'OPENDATE': "上市日",
-        'STARTDELIVDATE': "开始交割日",
-        'TRADINGDAY': "交易日",
-    }, inplace=True)
-    temp_df = temp_df[[
-        "合约代码",
-        "上市日",
-        "到期日",
-        "开始交割日",
-        "最后交割日",
-        "挂牌基准价",
-        "交易日",
-    ]]
-    temp_df['上市日'] = pd.to_datetime(temp_df['上市日'], errors="coerce").dt.date
-    temp_df['到期日'] = pd.to_datetime(temp_df['到期日'], errors="coerce").dt.date
-    temp_df['开始交割日'] = pd.to_datetime(temp_df['开始交割日'], errors="coerce").dt.date
-    temp_df['最后交割日'] = pd.to_datetime(temp_df['最后交割日'], errors="coerce").dt.date
-    temp_df['交易日'] = pd.to_datetime(temp_df['交易日'], errors="coerce").dt.date
-    temp_df['挂牌基准价'] = pd.to_numeric(temp_df['挂牌基准价'], errors="coerce")
-    return temp_df
-
-
-if __name__ == '__main__':
-    futures_contract_info_ine_df = futures_contract_info_ine(date="20240227")
-    print(futures_contract_info_ine_df)