akshare 1.15.72__tar.gz → 1.15.74__tar.gz

{akshare-1.15.72 → akshare-1.15.74}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: akshare
-Version: 1.15.72
+Version: 1.15.74
 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-1.15.72 → akshare-1.15.74}/akshare/__init__.py

@@ -2982,9 +2982,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.15.70 fix: fix stock_research_report_em interface
 1.15.71 fix: fix stock_dzjy_sctj interface
 1.15.72 fix: fix stock_us_spot interface
+1.15.73 fix: fix stock_dzjy_hygtj interface
+1.15.74 fix: fix macro_australia_retail_rate_monthly interface
 """
 
-__version__ = "1.15.72"
+__version__ = "1.15.74"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.15.72 → akshare-1.15.74}/akshare/economic/macro_australia.py

@@ -1,15 +1,14 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2022/11/27 20:26
+Date: 2025/1/17 15:30
 Desc: 东方财富-经济数据-澳大利亚
 https://data.eastmoney.com/cjsj/foreign_5_0.html
 """
+
 import pandas as pd
 import requests
 
-from akshare.utils import demjson
-
 
 # 零售销售月率
 def macro_australia_retail_rate_monthly() -> pd.DataFrame:
@@ -47,18 +46,19 @@ def macro_australia_retail_rate_monthly() -> pd.DataFrame:
         "发布日期",
         "现值",
         "前值",
-
-
     ]
-    temp_df = temp_df[[
-        "时间",
-        "前值",
-        "现值",
-        "发布日期",
-    ]]
+    temp_df = temp_df[
+        [
+            "时间",
+            "前值",
+            "现值",
+            "发布日期",
+        ]
+    ]
     temp_df["前值"] = pd.to_numeric(temp_df["前值"], errors="coerce")
     temp_df["现值"] = pd.to_numeric(temp_df["现值"], errors="coerce")
-    temp_df['发布日期'] = pd.to_datetime(temp_df['发布日期']).dt.date
+    temp_df["发布日期"] = pd.to_datetime(temp_df["发布日期"], errors="coerce").dt.date
+    temp_df.sort_values(by="发布日期", ignore_index=True, inplace=True)
     return temp_df
 
 
@@ -98,17 +98,19 @@ def macro_australia_trade() -> pd.DataFrame:
         "发布日期",
         "现值",
         "前值",
-
     ]
-    temp_df = temp_df[[
-        "时间",
-        "前值",
-        "现值",
-        "发布日期",
-    ]]
+    temp_df = temp_df[
+        [
+            "时间",
+            "前值",
+            "现值",
+            "发布日期",
+        ]
+    ]
     temp_df["前值"] = pd.to_numeric(temp_df["前值"], errors="coerce")
     temp_df["现值"] = pd.to_numeric(temp_df["现值"], errors="coerce")
-    temp_df['发布日期'] = pd.to_datetime(temp_df['发布日期']).dt.date
+    temp_df["发布日期"] = pd.to_datetime(temp_df["发布日期"], errors="coerce").dt.date
+    temp_df.sort_values(by="发布日期", ignore_index=True, inplace=True)
     return temp_df
 
 
@@ -148,17 +150,19 @@ def macro_australia_unemployment_rate() -> pd.DataFrame:
         "发布日期",
         "现值",
         "前值",
-
     ]
-    temp_df = temp_df[[
-        "时间",
-        "前值",
-        "现值",
-        "发布日期",
-    ]]
+    temp_df = temp_df[
+        [
+            "时间",
+            "前值",
+            "现值",
+            "发布日期",
+        ]
+    ]
     temp_df["前值"] = pd.to_numeric(temp_df["前值"], errors="coerce")
     temp_df["现值"] = pd.to_numeric(temp_df["现值"], errors="coerce")
-    temp_df['发布日期'] = pd.to_datetime(temp_df['发布日期']).dt.date
+    temp_df["发布日期"] = pd.to_datetime(temp_df["发布日期"], errors="coerce").dt.date
+    temp_df.sort_values(by="发布日期", ignore_index=True, inplace=True)
     return temp_df
 
 
@@ -198,17 +202,19 @@ def macro_australia_ppi_quarterly() -> pd.DataFrame:
         "发布日期",
         "现值",
         "前值",
-
     ]
-    temp_df = temp_df[[
-        "时间",
-        "前值",
-        "现值",
-        "发布日期",
-    ]]
+    temp_df = temp_df[
+        [
+            "时间",
+            "前值",
+            "现值",
+            "发布日期",
+        ]
+    ]
     temp_df["前值"] = pd.to_numeric(temp_df["前值"], errors="coerce")
     temp_df["现值"] = pd.to_numeric(temp_df["现值"], errors="coerce")
-    temp_df['发布日期'] = pd.to_datetime(temp_df['发布日期']).dt.date
+    temp_df["发布日期"] = pd.to_datetime(temp_df["发布日期"], errors="coerce").dt.date
+    temp_df.sort_values(by="发布日期", ignore_index=True, inplace=True)
     return temp_df
 
 
@@ -216,7 +222,7 @@ def macro_australia_ppi_quarterly() -> pd.DataFrame:
 def macro_australia_cpi_quarterly() -> pd.DataFrame:
     """
     东方财富-经济数据-澳大利亚-消费者物价指数季率
-    http://data.eastmoney.com/cjsj/foreign_5_4.html
+    https://data.eastmoney.com/cjsj/foreign_5_4.html
     :return: 消费者物价指数季率
     :rtype: pandas.DataFrame
     """
@@ -248,17 +254,19 @@ def macro_australia_cpi_quarterly() -> pd.DataFrame:
         "发布日期",
         "现值",
         "前值",
-
     ]
-    temp_df = temp_df[[
-        "时间",
-        "前值",
-        "现值",
-        "发布日期",
-    ]]
+    temp_df = temp_df[
+        [
+            "时间",
+            "前值",
+            "现值",
+            "发布日期",
+        ]
+    ]
     temp_df["前值"] = pd.to_numeric(temp_df["前值"], errors="coerce")
     temp_df["现值"] = pd.to_numeric(temp_df["现值"], errors="coerce")
-    temp_df['发布日期'] = pd.to_datetime(temp_df['发布日期']).dt.date
+    temp_df["发布日期"] = pd.to_datetime(temp_df["发布日期"], errors="coerce").dt.date
+    temp_df.sort_values(by="发布日期", ignore_index=True, inplace=True)
     return temp_df
 
 
@@ -298,17 +306,19 @@ def macro_australia_cpi_yearly() -> pd.DataFrame:
         "发布日期",
         "现值",
         "前值",
-
     ]
-    temp_df = temp_df[[
-        "时间",
-        "前值",
-        "现值",
-        "发布日期",
-    ]]
+    temp_df = temp_df[
+        [
+            "时间",
+            "前值",
+            "现值",
+            "发布日期",
+        ]
+    ]
     temp_df["前值"] = pd.to_numeric(temp_df["前值"], errors="coerce")
     temp_df["现值"] = pd.to_numeric(temp_df["现值"], errors="coerce")
-    temp_df['发布日期'] = pd.to_datetime(temp_df['发布日期']).dt.date
+    temp_df["发布日期"] = pd.to_datetime(temp_df["发布日期"], errors="coerce").dt.date
+    temp_df.sort_values(by="发布日期", ignore_index=True, inplace=True)
     return temp_df
 
 
@@ -348,21 +358,23 @@ def macro_australia_bank_rate() -> pd.DataFrame:
         "发布日期",
         "现值",
         "前值",
-
     ]
-    temp_df = temp_df[[
-        "时间",
-        "前值",
-        "现值",
-        "发布日期",
-    ]]
+    temp_df = temp_df[
+        [
+            "时间",
+            "前值",
+            "现值",
+            "发布日期",
+        ]
+    ]
     temp_df["前值"] = pd.to_numeric(temp_df["前值"], errors="coerce")
     temp_df["现值"] = pd.to_numeric(temp_df["现值"], errors="coerce")
-    temp_df['发布日期'] = pd.to_datetime(temp_df['发布日期']).dt.date
+    temp_df["发布日期"] = pd.to_datetime(temp_df["发布日期"], errors="coerce").dt.date
+    temp_df.sort_values(by="发布日期", ignore_index=True, inplace=True)
     return temp_df
 
 
-if __name__ == '__main__':
+if __name__ == "__main__":
     macro_australia_retail_rate_monthly_df = macro_australia_retail_rate_monthly()
     print(macro_australia_retail_rate_monthly_df)
 

{akshare-1.15.72 → akshare-1.15.74}/akshare/index/index_option_qvix.py

@@ -7,7 +7,22 @@ Desc: 50 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
+from functools import lru_cache
+
+
+@lru_cache
+def __get_optbbs_daily() -> pd.DataFrame:
+    """
+    读取原始数据
+    http://1.optbbs.com/d/csv/d/k.csv
+    :return: 原始数据
+    :rtype: pandas.DataFrame
+    """
+    url = "http://1.optbbs.com/d/csv/d/k.csv"
+    temp_df = pd.read_csv(url, encoding="gbk")
+    return temp_df
 
 
 def index_option_50etf_qvix() -> pd.DataFrame:
@@ -17,8 +32,7 @@ def index_option_50etf_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, :5]
     temp_df.columns = [
         "date",
         "open",
@@ -26,11 +40,11 @@ def index_option_50etf_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -47,7 +61,7 @@ def index_option_50etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df['qvix'] = pd.to_numeric(temp_df['qvix'], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -58,8 +72,7 @@ def index_option_300etf_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 9, 10, 11, 12]]
     temp_df.columns = [
         "date",
         "open",
@@ -67,11 +80,11 @@ def index_option_300etf_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -88,7 +101,7 @@ def index_option_300etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df['qvix'] = pd.to_numeric(temp_df['qvix'], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -99,8 +112,7 @@ def index_option_500etf_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 67, 68, 69, 70]]
     temp_df.columns = [
         "date",
         "open",
@@ -108,11 +120,11 @@ def index_option_500etf_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -129,7 +141,7 @@ def index_option_500etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -140,8 +152,7 @@ def index_option_cyb_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 71, 72, 73, 74]]
     temp_df.columns = [
         "date",
         "open",
@@ -149,11 +160,11 @@ def index_option_cyb_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -170,7 +181,7 @@ def index_option_cyb_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -181,8 +192,7 @@ def index_option_kcb_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 83, 84, 85, 86]]
     temp_df.columns = [
         "date",
         "open",
@@ -190,11 +200,11 @@ def index_option_kcb_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -211,7 +221,7 @@ def index_option_kcb_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -222,8 +232,7 @@ def index_option_100etf_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 75, 76, 77, 78]]
     temp_df.columns = [
         "date",
         "open",
@@ -231,11 +240,11 @@ def index_option_100etf_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -252,7 +261,7 @@ def index_option_100etf_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -263,8 +272,7 @@ def index_option_300index_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 17, 18, 19, 20]]
     temp_df.columns = [
         "date",
         "open",
@@ -272,11 +280,11 @@ def index_option_300index_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -293,7 +301,7 @@ def index_option_300index_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -304,8 +312,7 @@ def index_option_1000index_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 25, 26, 27, 28]]
     temp_df.columns = [
         "date",
         "open",
@@ -313,11 +320,11 @@ def index_option_1000index_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -334,7 +341,7 @@ def index_option_1000index_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 
@@ -345,8 +352,7 @@ def index_option_50index_qvix() -> pd.DataFrame:
     :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 = __get_optbbs_daily().iloc[:, [0, 79, 80, 81, 82]]
     temp_df.columns = [
         "date",
         "open",
@@ -354,11 +360,11 @@ def index_option_50index_qvix() -> pd.DataFrame:
         "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")
+    temp_df.loc[:, "date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    temp_df.loc[:, "open"] = pd.to_numeric(temp_df["open"], errors="coerce")
+    temp_df.loc[:, "high"] = pd.to_numeric(temp_df["high"], errors="coerce")
+    temp_df.loc[:, "low"] = pd.to_numeric(temp_df["low"], errors="coerce")
+    temp_df.loc[:, "close"] = pd.to_numeric(temp_df["close"], errors="coerce")
     return temp_df
 
 
@@ -375,7 +381,7 @@ def index_option_50index_min_qvix() -> pd.DataFrame:
         "time",
         "qvix",
     ]
-    temp_df["qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
+    temp_df.loc[:, "qvix"] = pd.to_numeric(temp_df["qvix"], errors="coerce")
     return temp_df
 
 

{akshare-1.15.72 → akshare-1.15.74}/akshare/stock/stock_dzjy_em.py

@@ -609,7 +609,7 @@ if __name__ == "__main__":
     )
     print(stock_dzjy_mrmx_df)
 
-    stock_dzjy_mrtj_df = stock_dzjy_mrtj(start_date="20201204", end_date="20201204")
+    stock_dzjy_mrtj_df = stock_dzjy_mrtj(start_date="20220105", end_date="20220105")
     print(stock_dzjy_mrtj_df)
 
     stock_dzjy_hygtj_df = stock_dzjy_hygtj(symbol="近三月")

{akshare-1.15.72 → akshare-1.15.74}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: akshare
-Version: 1.15.72
+Version: 1.15.74
 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