akshare 1.15.59__py3-none-any.whl → 1.15.61__py3-none-any.whl

akshare/__init__.py

@@ -2969,9 +2969,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.15.57 fix: fix add 2025 trade date
 1.15.58 fix: fix futures_hold_pos_sina interface
 1.15.59 fix: fix stock_sy_hy_em interface
+1.15.60 fix: fix stock_hot_keyword_em interface
+1.15.61 fix: fix stock_zt_pool_strong_em interface
 """
 
-__version__ = "1.15.59"
+__version__ = "1.15.61"
 __author__ = "AKFamily"
 
 import sys
@@ -3390,6 +3392,20 @@ from akshare.index.index_option_qvix import (
     index_option_300etf_min_qvix,
     index_option_300etf_qvix,
     index_option_50etf_min_qvix,
+    index_option_1000index_min_qvix,
+    index_option_1000index_qvix,
+    index_option_100etf_min_qvix,
+    index_option_100etf_qvix,
+    index_option_300index_min_qvix,
+    index_option_300index_qvix,
+    index_option_500etf_min_qvix,
+    index_option_500etf_qvix,
+    index_option_50index_min_qvix,
+    index_option_50index_qvix,
+    index_option_cyb_min_qvix,
+    index_option_cyb_qvix,
+    index_option_kcb_min_qvix,
+    index_option_kcb_qvix,
 )
 
 """

akshare/datasets.py

@@ -1,7 +1,7 @@
 # -*- coding:utf-8 -*-
 # !/usr/bin/env python
 """
-Date: 2024/9/3 15:30
+Date: 2024/12/30 15:30
 Desc: 导入文件工具，可以正确处理路径问题
 """
 
@@ -15,7 +15,7 @@ def get_ths_js(file: str = "ths.js") -> pathlib.Path:
     :return: 文件路径
     :rtype: pathlib.Path
     """
-    with resources.path(package="akshare.data", resource=file) as f:
+    with resources.path("akshare.data", file) as f:
         data_file_path = f
         return data_file_path
 
@@ -26,7 +26,7 @@ def get_crypto_info_csv(file: str = "crypto_info.zip") -> pathlib.Path:
     :return: 文件路径
     :rtype: pathlib.Path
     """
-    with resources.path(package="akshare.data", resource=file) as f:
+    with resources.path("akshare.data", file) as f:
         data_file_path = f
         return data_file_path
 

akshare/index/index_option_qvix.py

@@ -92,6 +92,293 @@ def index_option_300etf_min_qvix() -> pd.DataFrame:
     return temp_df
 
 
+def index_option_500etf_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 67, 68, 69, 70]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_500etf_min_qvix() -> pd.DataFrame:
+    """
+    500 ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?500ETF
+    :return: 500 ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix500.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 71, 72, 73, 74]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_cyb_min_qvix() -> pd.DataFrame:
+    """
+    创业板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?CYB
+    :return: 创业板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixcyb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 83, 84, 85, 86]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_kcb_min_qvix() -> pd.DataFrame:
+    """
+    科创板 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?KCB
+    :return: 科创板 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixkcb.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 75, 76, 77, 78]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_100etf_min_qvix() -> pd.DataFrame:
+    """
+    深证100ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?100ETF
+    :return: 深证100ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix100.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 17, 18, 19, 20]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_300index_min_qvix() -> pd.DataFrame:
+    """
+    中证300股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index
+    :return: 中证300股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 25, 26, 27, 28]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_1000index_min_qvix() -> pd.DataFrame:
+    """
+    中证1000股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?Index1000
+    :return: 中证1000股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vixindex1000.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url).iloc[:, [0, 79, 80, 81, 82]]
+    temp_df.columns = [
+        "date",
+        "open",
+        "high",
+        "low",
+        "close",
+    ]
+    temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df["open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df["high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df["low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df["close"] = pd.to_numeric(temp_df["close"], errors="coerce")
+    return temp_df
+
+
+def index_option_50index_min_qvix() -> pd.DataFrame:
+    """
+    上证50股指 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?50index
+    :return: 上证50股指 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix50index.csv"
+    temp_df = pd.read_csv(url).iloc[:, :2]
+    temp_df.columns = [
+        "time",
+        "qvix",
+    ]
+    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    return temp_df
+
+
 if __name__ == "__main__":
     index_option_50etf_qvix_df = index_option_50etf_qvix()
     print(index_option_50etf_qvix_df)
@@ -104,3 +391,45 @@ if __name__ == "__main__":
 
     index_option_300etf_min_qvix_df = index_option_300etf_min_qvix()
     print(index_option_300etf_min_qvix_df)
+
+    index_option_500etf_qvix_df = index_option_500etf_qvix()
+    print(index_option_500etf_qvix_df)
+
+    index_option_500etf_min_qvix_df = index_option_500etf_min_qvix()
+    print(index_option_500etf_min_qvix_df)
+
+    index_option_cyb_qvix_df = index_option_cyb_qvix()
+    print(index_option_cyb_qvix_df)
+
+    index_option_cyb_min_qvix_df = index_option_cyb_min_qvix()
+    print(index_option_cyb_min_qvix_df)
+
+    index_option_kcb_qvix_df = index_option_kcb_qvix()
+    print(index_option_kcb_qvix_df)
+
+    index_option_kcb_min_qvix_df = index_option_kcb_min_qvix()
+    print(index_option_kcb_min_qvix_df)
+
+    index_option_100etf_qvix_df = index_option_100etf_qvix()
+    print(index_option_100etf_qvix_df)
+
+    index_option_100etf_min_qvix_df = index_option_100etf_min_qvix()
+    print(index_option_100etf_min_qvix_df)
+
+    index_option_300index_qvix_df = index_option_300index_qvix()
+    print(index_option_300index_qvix_df)
+
+    index_option_300index_min_qvix_df = index_option_300index_min_qvix()
+    print(index_option_300index_min_qvix_df)
+
+    index_option_1000index_qvix_df = index_option_1000index_qvix()
+    print(index_option_1000index_qvix_df)
+
+    index_option_1000index_min_qvix_df = index_option_1000index_min_qvix()
+    print(index_option_1000index_min_qvix_df)
+
+    index_option_50index_qvix_df = index_option_50index_qvix()
+    print(index_option_50index_qvix_df)
+
+    index_option_50index_min_qvix_df = index_option_50index_min_qvix()
+    print(index_option_50index_min_qvix_df)

akshare/stock_feature/stock_ztb_em.py

@@ -186,7 +186,7 @@ def stock_zt_pool_previous_em(date: str = "20240415") -> pd.DataFrame:
     return temp_df
 
 
-def stock_zt_pool_strong_em(date: str = "20241009") -> pd.DataFrame:
+def stock_zt_pool_strong_em(date: str = "20241231") -> pd.DataFrame:
     """
     东方财富网-行情中心-涨停板行情-强势股池
     https://quote.eastmoney.com/ztb/detail#type=qsgc
@@ -261,6 +261,18 @@ def stock_zt_pool_strong_em(date: str = "20241009") -> pd.DataFrame:
     ]
     temp_df["最新价"] = temp_df["最新价"] / 1000
     temp_df["涨停价"] = temp_df["涨停价"] / 1000
+    explained_map = {1: "60日新高", 2: "近期多次涨停", 3: "60日新高且近期多次涨停"}
+    temp_df["入选理由"] = temp_df["入选理由"].apply(lambda x: explained_map[x])
+    temp_df["是否新高"] = temp_df["是否新高"].apply(lambda x: "是" if x == 1 else "否")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
+    temp_df["涨停价"] = pd.to_numeric(temp_df["涨停价"], errors="coerce")
+    temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
+    temp_df["流通市值"] = pd.to_numeric(temp_df["流通市值"], errors="coerce")
+    temp_df["总市值"] = pd.to_numeric(temp_df["总市值"], errors="coerce")
+    temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
+    temp_df["涨速"] = pd.to_numeric(temp_df["涨速"], errors="coerce")
+    temp_df["量比"] = pd.to_numeric(temp_df["量比"], errors="coerce")
     return temp_df
 
 
@@ -522,7 +534,7 @@ if __name__ == "__main__":
     stock_zt_pool_previous_em_df = stock_zt_pool_previous_em(date="20240415")
     print(stock_zt_pool_previous_em_df)
 
-    stock_zt_pool_strong_em_df = stock_zt_pool_strong_em(date="20241122")
+    stock_zt_pool_strong_em_df = stock_zt_pool_strong_em(date="20241231")
     print(stock_zt_pool_strong_em_df)
 
     stock_zt_pool_sub_new_em_df = stock_zt_pool_sub_new_em(date="20241011")

{akshare-1.15.59.dist-info → akshare-1.15.61.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: akshare
-Version: 1.15.59
+Version: 1.15.61
 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-1.15.59.dist-info → akshare-1.15.61.dist-info}/RECORD

@@ -1,5 +1,5 @@
-akshare/__init__.py,sha256=-2x4m6WuSG-J4cKyC8scsciXiXnDaOdxAQgHezjlHlo,184736
-akshare/datasets.py,sha256=-qdwaQjgBlftX84uM74KJqCYJYkQ50PV416_neA4uls,995
+akshare/__init__.py,sha256=0b6Nd0kDNX5xZNio8k6LY2qd3arSl-dMMR-6lQN__GI,185283
+akshare/datasets.py,sha256=rKuRNZrqi6IMsZ9nyvO3Rx02js0tH3zMLjz8HQNAoPQ,963
 akshare/exceptions.py,sha256=WEJjIhSmJ_xXNW6grwV4nufE_cfmmyuhmueVGiN1VAg,878
 akshare/request.py,sha256=HtFFf9MhfEibR-ETWe-1Tts6ELU4VKSqA-ghaXjegQM,4252
 akshare/air/__init__.py,sha256=RMTf1bT5EOE3ttWpn3hGu1LtUmsVxDoa0W7W0gXHOy8,81
@@ -158,7 +158,7 @@ akshare/index/index_eri.py,sha256=7X0KNDBntEkE_qSb2jb6IBv-S8PsevLFdxGT8nKT3W0,21
 akshare/index/index_hog.py,sha256=kb867BVagt70_ycZMn22ks5Z9jlVbMiuTsvq5ygjeig,1657
 akshare/index/index_kq_fz.py,sha256=Y-cbxWLpRyGcFcMSDxZZQXdAuD85IuQH5xC2rhtGbRc,3395
 akshare/index/index_kq_ss.py,sha256=m4hAMNnzHk8JNAnKjkYYVeyG4zUC5zR5i0-u-OxmaGU,3333
-akshare/index/index_option_qvix.py,sha256=sCx0iiIetkp5ELE9sDwesVFgJNfa_1tAEWVCJI-I2u4,3270
+akshare/index/index_option_qvix.py,sha256=11GRd47p81_7nfeexbHUiy0Vfj3FfdQMErr6OwqbyU8,14055
 akshare/index/index_research_fund_sw.py,sha256=kVYjBl3vZg6CyYBCrxZiSv8taHMnqmG7PQ-LVmMNd3I,4603
 akshare/index/index_research_sw.py,sha256=Mm1YtiP-PXhDysJwmFidX3RZSZZ92AyXpjl_tVrjdwA,21758
 akshare/index/index_spot.py,sha256=meTBTCp2DPVTX_N3qpCLtkI-0q3XhrJ3gndNugRBGKg,1767
@@ -346,7 +346,7 @@ akshare/stock_feature/stock_zdhtmx_em.py,sha256=2BpJQntGgUlEIOmDlepOiOkw-e-tKLRa
 akshare/stock_feature/stock_zf_pg.py,sha256=nYJ1uLOBdzM_PDyq4MNeWoCTripFMAPoAiaPfhDqkcg,6343
 akshare/stock_feature/stock_zh_valuation_baidu.py,sha256=oxYIHP68pFvAYyqjCvZp3a9tpczTFiWhSxZ0w4eyo7I,1904
 akshare/stock_feature/stock_zh_vote_baidu.py,sha256=SsSNnCq7PDFMzWFcPFcC_MSc9rua412P14vHc923gmo,1761
-akshare/stock_feature/stock_ztb_em.py,sha256=NwDP_ujq-vxeqo6hsactZo7oNdJULjJIv4UEy9fH7-8,17024
+akshare/stock_feature/stock_ztb_em.py,sha256=bjG1r1Ax-qWgE7ww02M0krs1A9RICQS2HIm2IJAE5mg,18027
 akshare/stock_feature/ths.js,sha256=AWPkHf3L2Il1UUL0F5qDqNn1dfU0OlZBNUbMf8AmI3Y,39664
 akshare/stock_fundamental/__init__.py,sha256=jiXoO9OXiMxB0wHaPQkuxNckYuoFKtzuhZL1ytnE2nQ,82
 akshare/stock_fundamental/stock_finance.py,sha256=WuYvLo8xZxH-VS-6P-S31yzsKA1ojrwegcLXP2byle4,30676
@@ -377,8 +377,8 @@ 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-1.15.59.dist-info/LICENSE,sha256=mmSZCPgfHiVw34LXuFArd-SUgQtBJ_QsIlh-kWlDHfs,1073
-akshare-1.15.59.dist-info/METADATA,sha256=MbOf1jZXf1HHhDjaa_DwgfyHgxxXWrW-qanLsGbP3PE,13423
-akshare-1.15.59.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
-akshare-1.15.59.dist-info/top_level.txt,sha256=jsf9ZzZPmHaISTVumQPsAw7vv7Yv-PdEVW70SMEelQQ,14
-akshare-1.15.59.dist-info/RECORD,,
+akshare-1.15.61.dist-info/LICENSE,sha256=mmSZCPgfHiVw34LXuFArd-SUgQtBJ_QsIlh-kWlDHfs,1073
+akshare-1.15.61.dist-info/METADATA,sha256=kZdcKvpUsJgcN3ehjbYOp5MQ6rJ_TvRX4d73CNt0QMQ,13423
+akshare-1.15.61.dist-info/WHEEL,sha256=PZUExdf71Ui_so67QXpySuHtCi3-J3wvF4ORK6k_S8U,91
+akshare-1.15.61.dist-info/top_level.txt,sha256=jsf9ZzZPmHaISTVumQPsAw7vv7Yv-PdEVW70SMEelQQ,14
+akshare-1.15.61.dist-info/RECORD,,