akshare 1.15.59__tar.gz → 1.15.61__tar.gz

{akshare-1.15.59 → akshare-1.15.61}/PKG-INFO

@@ -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 → akshare-1.15.61}/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-1.15.59 → akshare-1.15.61}/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-1.15.61/akshare/index/index_option_qvix.py

@@ -0,0 +1,435 @@
+# -*- coding:utf-8 -*-
+# !/usr/bin/env python
+"""
+Date: 2023/10/19 16:00
+Desc: 50 ETF 期权波动率指数 QVIX
+300 ETF 期权波动率指数 QVIX
+http://1.optbbs.com/s/vix.shtml?50ETF
+http://1.optbbs.com/s/vix.shtml?300ETF
+"""
+import pandas as pd
+
+
+def index_option_50etf_qvix() -> pd.DataFrame:
+    """
+    50ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?50ETF
+    :return: 50ETF 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[:, :5]
+    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_50etf_min_qvix() -> pd.DataFrame:
+    """
+    50 ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?50ETF
+    :return: 50 ETF 期权波动率指数 QVIX
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix50.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_300etf_qvix() -> pd.DataFrame:
+    """
+    300 ETF 期权波动率指数 QVIX
+    http://1.optbbs.com/s/vix.shtml?300ETF
+    :return: 300 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, 9, 10, 11, 12]]
+    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_300etf_min_qvix() -> pd.DataFrame:
+    """
+    300 ETF 期权波动率指数 QVIX-分时
+    http://1.optbbs.com/s/vix.shtml?300ETF
+    :return: 300 ETF 期权波动率指数 QVIX-分时
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/vix300.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_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)
+
+    index_option_50etf_min_qvix_df = index_option_50etf_min_qvix()
+    print(index_option_50etf_min_qvix_df)
+
+    index_option_300etf_qvix_df = index_option_300etf_qvix()
+    print(index_option_300etf_qvix_df)
+
+    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-1.15.59 → akshare-1.15.61}/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 → akshare-1.15.61}/akshare.egg-info/PKG-INFO

@@ -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/akshare/index/index_option_qvix.py

@@ -1,106 +0,0 @@
-# -*- coding:utf-8 -*-
-# !/usr/bin/env python
-"""
-Date: 2023/10/19 16:00
-Desc: 50 ETF 期权波动率指数 QVIX
-300 ETF 期权波动率指数 QVIX
-http://1.optbbs.com/s/vix.shtml?50ETF
-http://1.optbbs.com/s/vix.shtml?300ETF
-"""
-import pandas as pd
-
-
-def index_option_50etf_qvix() -> pd.DataFrame:
-    """
-    50ETF 期权波动率指数 QVIX
-    http://1.optbbs.com/s/vix.shtml?50ETF
-    :return: 50ETF 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[:, :5]
-    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_50etf_min_qvix() -> pd.DataFrame:
-    """
-    50 ETF 期权波动率指数 QVIX
-    http://1.optbbs.com/s/vix.shtml?50ETF
-    :return: 50 ETF 期权波动率指数 QVIX
-    :rtype: pandas.DataFrame
-    """
-    url = "http://1.optbbs.com/d/csv/d/vix50.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_300etf_qvix() -> pd.DataFrame:
-    """
-    300 ETF 期权波动率指数 QVIX
-    http://1.optbbs.com/s/vix.shtml?300ETF
-    :return: 300 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, 9, 10, 11, 12]]
-    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_300etf_min_qvix() -> pd.DataFrame:
-    """
-    300 ETF 期权波动率指数 QVIX-分时
-    http://1.optbbs.com/s/vix.shtml?300ETF
-    :return: 300 ETF 期权波动率指数 QVIX-分时
-    :rtype: pandas.DataFrame
-    """
-    url = "http://1.optbbs.com/d/csv/d/vix300.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)
-
-    index_option_50etf_min_qvix_df = index_option_50etf_min_qvix()
-    print(index_option_50etf_min_qvix_df)
-
-    index_option_300etf_qvix_df = index_option_300etf_qvix()
-    print(index_option_300etf_qvix_df)
-
-    index_option_300etf_min_qvix_df = index_option_300etf_min_qvix()
-    print(index_option_300etf_min_qvix_df)