akshare 1.15.43__tar.gz → 1.15.45__tar.gz

{akshare-1.15.43 → akshare-1.15.45}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.15.43
+Version: 1.15.45
 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-1.15.43 → akshare-1.15.45}/akshare/__init__.py

@@ -2953,9 +2953,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.15.41 fix: fix macro_china_fdi interface
 1.15.42 fix: fix get_roll_yield_bar interface
 1.15.43 fix: fix macro_china_urban_unemployment interface
+1.15.44 fix: fix index_detail_hist_adjust_cni interface
+1.15.45 fix: fix stock_jgdy_detail_em interface
 """
 
-__version__ = "1.15.43"
+__version__ = "1.15.45"
 __author__ = "AKFamily"
 
 import sys
@@ -5274,14 +5276,6 @@ from akshare.economic.macro_china_nbs import (
     macro_china_nbs_region
 )
 
-"""
-全球期货
-"""
-from akshare.futures.futures_international import (
-    futures_global_commodity_hist,
-    futures_global_commodity_name_url_map,
-)
-
 """
 外汇
 """
@@ -5307,23 +5301,6 @@ from akshare.option.option_commodity import (
     option_gfex_daily,
 )
 
-"""
-英为财情-债券
-"""
-from akshare.bond.bond_investing import (
-    bond_investing_global,
-    bond_investing_global_country_name_url,
-)
-
-"""
-英为财情-指数
-"""
-from akshare.index.index_investing import (
-    index_investing_global,
-    index_investing_global_area_index_name_code,
-    index_investing_global_area_index_name_url,
-)
-
 """
 99期货-期货库存数据
 """

{akshare-1.15.43 → akshare-1.15.45}/akshare/futures/futures_basis.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/11/28 22:00
+Date: 2024/12/12 17:00
 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.
@@ -124,9 +124,9 @@ def futures_spot_price(
                     return temp_df
                 else:
                     time.sleep(3)
-            except:  # noqa: E722
+            except Exception as e:  # noqa: E722
                 print(
-                    f"{date.strftime('%Y-%m-%d')}日生意社数据连接失败，第{str(i)}次尝试，最多5次"
+                    f"{date.strftime('%Y-%m-%d')}日生意社数据连接失败[错误信息:{e}]，第{str(i)}次尝试，最多5次"
                 )
                 i += 1
                 if i > 5:
@@ -187,6 +187,8 @@ def _check_information(df_data, date):
             "郑州商品交易所",
             "大连商品交易所",
             "广州期货交易所",
+            # 某些天网站没有数据，比如 20180912，此时返回"暂无数据"，但并不是网站被墙了
+            "暂无数据",
         ]:
             symbol = chinese_to_english(news)
             record = pd.DataFrame(df_data[df_data["symbol"] == string])
@@ -206,6 +208,16 @@ def _check_information(df_data, date):
                 record.loc[:, "spot_price"] = float(record["spot_price"].iloc[0]) * 1000
             records = pd.concat([records, record])
 
+    # 20241129:如果某日没有数据，直接返回返回空表
+    if records.empty:
+        records = df_data.iloc[0:0]
+        records["near_basis"] = pd.Series(dtype="float")
+        records["dom_basis"] = pd.Series(dtype="float")
+        records["near_basis_rate"] = pd.Series(dtype="float")
+        records["dom_basis_rate"] = pd.Series(dtype="float")
+        records["date"] = pd.Series(dtype="object")
+        return records
+
     records.loc[:, ["near_contract_price", "dominant_contract_price", "spot_price"]] = (
         records.loc[
             :, ["near_contract_price", "dominant_contract_price", "spot_price"]
@@ -259,6 +271,7 @@ 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
 
@@ -300,8 +313,15 @@ def futures_spot_price_previous(date: str = "20240430") -> pd.DataFrame:
     values = main[main[4].str.endswith("%")]
     values.columns = header
     # Basis
-    basis = pd.concat(content[2:-1])
+    # 对于没有数据的天，xml文件中没有数据，所以content[2:-1]可能为空
+    if len(content[2:-1]) > 0:
+        basis = pd.concat(content[2:-1])
+    else:
+        basis = pd.DataFrame(columns=["主力合约基差", "主力合约基差(%)"])
+
     basis.columns = ["主力合约基差", "主力合约基差(%)"]
+    # 20241125(jasonudu)：因为部分日期，存在多个品种的现货价格，比如20151125的白糖、豆粕、豆油等，如果用商品名来merge，会出现重复列名，所以改用index来merge
+    # 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"]],
@@ -338,12 +358,12 @@ def futures_spot_price_previous(date: str = "20240430") -> pd.DataFrame:
 
 if __name__ == "__main__":
     futures_spot_price_daily_df = futures_spot_price_daily(
-        start_day="20241028", end_day="20241128", vars_list=["CU", "RB"]
+        start_day="20240415", end_day="20240418", vars_list=["CU", "RB"]
     )
     print(futures_spot_price_daily_df)
 
-    futures_spot_price_df = futures_spot_price(date="20241128")
+    futures_spot_price_df = futures_spot_price(date="20240430")
     print(futures_spot_price_df)
 
-    futures_spot_price_previous_df = futures_spot_price_previous(date="20241128")
+    futures_spot_price_previous_df = futures_spot_price_previous(date="20240430")
     print(futures_spot_price_previous_df)

{akshare-1.15.43 → akshare-1.15.45}/akshare/stock_feature/stock_gdfx_em.py

@@ -5,13 +5,14 @@ Date: 2023/11/27 18:00
 Desc: 东方财富网-数据中心-股东分析
 https://data.eastmoney.com/gdfx/
 """
+
 import pandas as pd
 import requests
 from tqdm import tqdm
 
 
 def stock_gdfx_free_holding_statistics_em(
-        date: str = "20210630",
+    date: str = "20210630",
 ) -> pd.DataFrame:
     """
     东方财富网-数据中心-股东分析-股东持股统计-十大流通股东
@@ -83,15 +84,33 @@ def stock_gdfx_free_holding_statistics_em(
         ]
     ]
     big_df["统计次数"] = pd.to_numeric(big_df["统计次数"])
-    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最小涨幅"])
+    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最小涨幅"]
+    )
     return big_df
 
 
@@ -167,15 +186,33 @@ def stock_gdfx_holding_statistics_em(date: str = "20210930") -> pd.DataFrame:
         ]
     ]
     big_df["统计次数"] = pd.to_numeric(big_df["统计次数"])
-    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-10个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-30个交易日-最小涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-平均涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最大涨幅"])
-    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(big_df["公告日后涨幅统计-60个交易日-最小涨幅"])
+    big_df["公告日后涨幅统计-10个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-10个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-10个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-30个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-30个交易日-最小涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-平均涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-平均涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最大涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最大涨幅"]
+    )
+    big_df["公告日后涨幅统计-60个交易日-最小涨幅"] = pd.to_numeric(
+        big_df["公告日后涨幅统计-60个交易日-最小涨幅"]
+    )
     return big_df
 
 
@@ -334,7 +371,7 @@ def stock_gdfx_holding_change_em(date: str = "20210930") -> pd.DataFrame:
 
 
 def stock_gdfx_free_top_10_em(
-        symbol: str = "sh688686", date: str = "20210630"
+    symbol: str = "sh688686", date: str = "20240930"
 ) -> pd.DataFrame:
     """
     东方财富网-个股-十大流通股东
@@ -384,14 +421,16 @@ def stock_gdfx_free_top_10_em(
             "变动比率",
         ]
     ]
-    temp_df["持股数"] = pd.to_numeric(temp_df["持股数"])
-    temp_df["占总流通股本持股比例"] = pd.to_numeric(temp_df["占总流通股本持股比例"])
-    temp_df["变动比率"] = pd.to_numeric(temp_df["变动比率"])
+    temp_df["持股数"] = pd.to_numeric(temp_df["持股数"], errors="coerce")
+    temp_df["占总流通股本持股比例"] = pd.to_numeric(
+        temp_df["占总流通股本持股比例"], errors="coerce"
+    )
+    temp_df["变动比率"] = pd.to_numeric(temp_df["变动比率"], errors="coerce")
     return temp_df
 
 
 def stock_gdfx_top_10_em(
-        symbol: str = "sh688686", date: str = "20210630"
+    symbol: str = "sh688686", date: str = "20210630"
 ) -> pd.DataFrame:
     """
     东方财富网-个股-十大股东
@@ -477,24 +516,27 @@ def stock_gdfx_free_holding_detail_em(date: str = "20210930") -> pd.DataFrame:
 
     big_df.reset_index(inplace=True)
     big_df["index"] = big_df.index + 1
-    big_df.rename(columns={
-        "index": "序号",
-        "HOLDER_NAME": "股东名称",
-        "HOLDER_TYPE": "股东类型",
-        "SHARES_TYPE": "股份类型",
-        "HOLDER_RANK": "股东排名",
-        "SECURITY_CODE": "股票代码",
-        "SECURITY_NAME_ABBR": "股票简称",
-        "HOLD_NUM": "期末持股-数量",
-        "FREE_HOLDNUM_RATIO": "期末持股-持股占流通股比",
-        "XZCHANGE": "期末持股-数量变化",
-        "CHANGE_RATIO": "期末持股-数量变化比例",
-        "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
-        "HOLDER_MARKET_CAP": "期末持股-流通市值",
-        "END_DATE": "报告期",
-        "UPDATE_DATE": "公告日",
-        "REPORT_DATE_NAME": "报告名称",
-    }, inplace=True)
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "HOLDER_NAME": "股东名称",
+            "HOLDER_TYPE": "股东类型",
+            "SHARES_TYPE": "股份类型",
+            "HOLDER_RANK": "股东排名",
+            "SECURITY_CODE": "股票代码",
+            "SECURITY_NAME_ABBR": "股票简称",
+            "HOLD_NUM": "期末持股-数量",
+            "FREE_HOLDNUM_RATIO": "期末持股-持股占流通股比",
+            "XZCHANGE": "期末持股-数量变化",
+            "CHANGE_RATIO": "期末持股-数量变化比例",
+            "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
+            "HOLDER_MARKET_CAP": "期末持股-流通市值",
+            "END_DATE": "报告期",
+            "UPDATE_DATE": "公告日",
+            "REPORT_DATE_NAME": "报告名称",
+        },
+        inplace=True,
+    )
 
     big_df = big_df[
         [
@@ -515,13 +557,21 @@ def stock_gdfx_free_holding_detail_em(date: str = "20210930") -> pd.DataFrame:
     big_df["报告期"] = pd.to_datetime(big_df["报告期"], errors="coerce").dt.date
     big_df["公告日"] = pd.to_datetime(big_df["公告日"], errors="coerce").dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
     return big_df
 
 
-def stock_gdfx_holding_detail_em(date: str = "20230331", indicator: str = "个人", symbol: str = "新进") -> pd.DataFrame:
+def stock_gdfx_holding_detail_em(
+    date: str = "20230331", indicator: str = "个人", symbol: str = "新进"
+) -> pd.DataFrame:
     """
     东方财富网-数据中心-股东分析-股东持股明细-十大股东
     https://data.eastmoney.com/gdfx/HoldingAnalyse.html
@@ -559,22 +609,24 @@ def stock_gdfx_holding_detail_em(date: str = "20230331", indicator: str = "个
 
     big_df.reset_index(inplace=True)
     big_df["index"] = big_df.index + 1
-    big_df.rename(columns={
-        "index": "序号",
-        "HOLDER_NAME": "股东名称",
-        "HOLDER_NEWTYPE": "股东类型",
-        "RANK": "股东排名",
-        "SECURITY_CODE": "股票代码",
-        "SECURITY_NAME_ABBR": "股票简称",
-        "END_DATE": "报告期",
-        "HOLD_NUM": "期末持股-数量",
-        "HOLD_NUM_CHANGE": "期末持股-数量变化",
-        "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
-        "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
-        "HOLDER_MARKET_CAP": "期末持股-流通市值",
-        "NOTICE_DATE": "公告日",
-
-    }, inplace=True)
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "HOLDER_NAME": "股东名称",
+            "HOLDER_NEWTYPE": "股东类型",
+            "RANK": "股东排名",
+            "SECURITY_CODE": "股票代码",
+            "SECURITY_NAME_ABBR": "股票简称",
+            "END_DATE": "报告期",
+            "HOLD_NUM": "期末持股-数量",
+            "HOLD_NUM_CHANGE": "期末持股-数量变化",
+            "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
+            "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
+            "HOLDER_MARKET_CAP": "期末持股-流通市值",
+            "NOTICE_DATE": "公告日",
+        },
+        inplace=True,
+    )
 
     big_df = big_df[
         [
@@ -596,9 +648,15 @@ def stock_gdfx_holding_detail_em(date: str = "20230331", indicator: str = "个
     big_df["报告期"] = pd.to_datetime(big_df["报告期"], errors="coerce").dt.date
     big_df["公告日"] = pd.to_datetime(big_df["公告日"], errors="coerce").dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
     big_df["股东排名"] = pd.to_numeric(big_df["股东排名"], errors="coerce")
     return big_df
 
@@ -637,23 +695,26 @@ def stock_gdfx_free_holding_analyse_em(date: str = "20230930") -> pd.DataFrame:
 
     big_df.reset_index(inplace=True)
     big_df["index"] = big_df.index + 1
-    big_df.rename(columns={
-        "index": "序号",
-        "HOLDER_NAME": "股东名称",
-        "HOLDER_TYPE": "股东类型",
-        "SECURITY_CODE": "股票代码",
-        "SECURITY_NAME_ABBR": "股票简称",
-        "END_DATE": "报告期",
-        "HOLD_NUM": "期末持股-数量",
-        "XZCHANGE": "期末持股-数量变化",
-        "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
-        "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
-        "HOLDER_MARKET_CAP": "期末持股-流通市值",
-        "UPDATE_DATE": "公告日",
-        "D10_ADJCHRATE": "公告日后涨跌幅-10个交易日",
-        "D30_ADJCHRATE": "公告日后涨跌幅-30个交易日",
-        "D60_ADJCHRATE": "公告日后涨跌幅-60个交易日",
-    }, inplace=True)
+    big_df.rename(
+        columns={
+            "index": "序号",
+            "HOLDER_NAME": "股东名称",
+            "HOLDER_TYPE": "股东类型",
+            "SECURITY_CODE": "股票代码",
+            "SECURITY_NAME_ABBR": "股票简称",
+            "END_DATE": "报告期",
+            "HOLD_NUM": "期末持股-数量",
+            "XZCHANGE": "期末持股-数量变化",
+            "HOLD_RATIO_CHANGE": "期末持股-数量变化比例",
+            "HOLDNUM_CHANGE_NAME": "期末持股-持股变动",
+            "HOLDER_MARKET_CAP": "期末持股-流通市值",
+            "UPDATE_DATE": "公告日",
+            "D10_ADJCHRATE": "公告日后涨跌幅-10个交易日",
+            "D30_ADJCHRATE": "公告日后涨跌幅-30个交易日",
+            "D60_ADJCHRATE": "公告日后涨跌幅-60个交易日",
+        },
+        inplace=True,
+    )
     big_df = big_df[
         [
             "序号",
@@ -676,12 +737,24 @@ def stock_gdfx_free_holding_analyse_em(date: str = "20230930") -> pd.DataFrame:
     big_df["报告期"] = pd.to_datetime(big_df["报告期"], errors="coerce").dt.date
     big_df["公告日"] = pd.to_datetime(big_df["公告日"], errors="coerce").dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
-    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-10个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-30个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-60个交易日"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-10个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-30个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-60个交易日"], errors="coerce"
+    )
     return big_df
 
 
@@ -718,7 +791,7 @@ def stock_gdfx_holding_analyse_em(date: str = "20230331") -> pd.DataFrame:
         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["index"] = big_df["index"] + 1
     big_df.rename(
         columns={
             "index": "序号",
@@ -766,12 +839,24 @@ def stock_gdfx_holding_analyse_em(date: str = "20230331") -> pd.DataFrame:
     big_df["公告日"] = pd.to_datetime(big_df["公告日"]).dt.date
     big_df["报告期"] = pd.to_datetime(big_df["报告期"]).dt.date
     big_df["期末持股-数量"] = pd.to_numeric(big_df["期末持股-数量"], errors="coerce")
-    big_df["期末持股-数量变化"] = pd.to_numeric(big_df["期末持股-数量变化"], errors="coerce")
-    big_df["期末持股-数量变化比例"] = pd.to_numeric(big_df["期末持股-数量变化比例"], errors="coerce")
-    big_df["期末持股-流通市值"] = pd.to_numeric(big_df["期末持股-流通市值"], errors="coerce")
-    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-10个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-30个交易日"], errors="coerce")
-    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(big_df["公告日后涨跌幅-60个交易日"], errors="coerce")
+    big_df["期末持股-数量变化"] = pd.to_numeric(
+        big_df["期末持股-数量变化"], errors="coerce"
+    )
+    big_df["期末持股-数量变化比例"] = pd.to_numeric(
+        big_df["期末持股-数量变化比例"], errors="coerce"
+    )
+    big_df["期末持股-流通市值"] = pd.to_numeric(
+        big_df["期末持股-流通市值"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-10个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-10个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-30个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-30个交易日"], errors="coerce"
+    )
+    big_df["公告日后涨跌幅-60个交易日"] = pd.to_numeric(
+        big_df["公告日后涨跌幅-60个交易日"], errors="coerce"
+    )
     return big_df