akshare 1.15.73__py3-none-any.whl → 1.15.75__py3-none-any.whl

akshare/__init__.py

@@ -2983,9 +2983,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 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
+1.15.75 feat: add futures_hist_em interface
 """
 
-__version__ = "1.15.73"
+__version__ = "1.15.75"
 __author__ = "AKFamily"
 
 import sys
@@ -3007,6 +3009,11 @@ if sys.version_info < (3, 9):
 
 del sys
 
+"""
+期货行情-内盘-历史行情数据-东财
+"""
+from akshare.futures.futures_hist_em import futures_hist_table_em, futures_hist_em
+
 """
 巨潮资讯-数据中心-专题统计-股东股本-股本变动
 """

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/futures/futures_hist_em.py

@@ -0,0 +1,189 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/1/17 19:30
+Desc: 东方财富网-期货行情
+https://qhweb.eastmoney.com/quote
+"""
+
+import re
+from functools import lru_cache
+
+import pandas as pd
+import requests
+
+
+def __futures_hist_separate_char_and_numbers_em(symbol: str = "焦煤2506") -> tuple:
+    """
+    东方财富网-期货行情-交易所品种对照表原始数据
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :param symbol: 股票代码
+    :type symbol: str
+    :return: 交易所品种对照表原始数据
+    :rtype: pandas.DataFrame
+    """
+    char = re.findall(pattern="[\u4e00-\u9fa5a-zA-Z]+", string=symbol)
+    numbers = re.findall(pattern=r"\d+", string=symbol)
+    return char[0], numbers[0]
+
+
+@lru_cache()
+def __fetch_exchange_symbol_raw_em() -> list:
+    """
+    东方财富网-期货行情-交易所品种对照表原始数据
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种对照表原始数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://futsse-static.eastmoney.com/redis"
+    params = {"msgid": "gnweb"}
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    all_exchange_symbol_list = []
+    for item in data_json:
+        params = {"msgid": str(item["mktid"])}
+        r = requests.get(url, params=params)
+        inner_data_json = r.json()
+        for num in range(1, len(inner_data_json) + 1):
+            params = {"msgid": str(item["mktid"]) + f"_{num}"}
+            r = requests.get(url, params=params)
+            inner_data_json = r.json()
+            all_exchange_symbol_list.extend(inner_data_json)
+    return all_exchange_symbol_list
+
+
+@lru_cache()
+def __get_exchange_symbol_map() -> tuple[dict, dict, dict, dict]:
+    """
+    东方财富网-期货行情-交易所品种映射
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种映射
+    :rtype: pandas.DataFrame
+    """
+    all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
+    c_contract_mkt = {}
+    c_contract_to_e_contract = {}
+    e_symbol_mkt = {}
+    c_symbol_mkt = {}
+    for item in all_exchange_symbol_list:
+        c_contract_mkt[item["name"]] = item["mktid"]
+        c_contract_to_e_contract[item["name"]] = item["code"]
+        e_symbol_mkt[item["vcode"]] = item["mktid"]
+        c_symbol_mkt[item["vname"]] = item["mktid"]
+    return c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt
+
+
+def futures_hist_table_em() -> pd.DataFrame:
+    """
+    东方财富网-期货行情-交易所品种对照表
+    https://quote.eastmoney.com/qihuo/al2505.html
+    :return: 交易所品种对照表
+    :rtype: pandas.DataFrame
+    """
+    all_exchange_symbol_list = __fetch_exchange_symbol_raw_em()
+    temp_df = pd.DataFrame(all_exchange_symbol_list)
+    temp_df = temp_df[["mktname", "name", "code"]]
+    temp_df.columns = ["市场简称", "合约中文代码", "合约代码"]
+    return temp_df
+
+
+def futures_hist_em(
+    symbol: str = "热卷主连",
+    period: str = "daily",
+    start_date: str = "19900101",
+    end_date: str = "20500101",
+) -> pd.DataFrame:
+    """
+    东方财富网-期货行情-行情数据
+    https://qhweb.eastmoney.com/quote
+    :param symbol: 期货代码
+    :type symbol: str
+    :param period: choice of {'daily', 'weekly', 'monthly'}
+    :type period: str
+    :param start_date: 开始日期
+    :type start_date: str
+    :param end_date: 结束日期
+    :type end_date: str
+    :return: 行情数据
+    :rtype: pandas.DataFrame
+    """
+    url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
+    period_dict = {"daily": "101", "weekly": "102", "monthly": "103"}
+    c_contract_mkt, c_contract_to_e_contract, e_symbol_mkt, c_symbol_mkt = (
+        __get_exchange_symbol_map()
+    )
+    try:
+        sec_id = f"{c_contract_mkt[symbol]}.{c_contract_to_e_contract[symbol]}"
+    except KeyError:
+        symbol_char, numbers = __futures_hist_separate_char_and_numbers_em(symbol)
+        if re.match(pattern="^[\u4e00-\u9fa5]+$", string=symbol_char):
+            sec_id = str(c_symbol_mkt[symbol_char]) + "." + symbol
+        else:
+            sec_id = str(e_symbol_mkt[symbol_char]) + "." + symbol
+    params = {
+        "secid": sec_id,
+        "klt": period_dict[period],
+        "fqt": "1",
+        "lmt": "10000",
+        "end": "20500000",
+        "iscca": "1",
+        "fields1": "f1,f2,f3,f4,f5,f6,f7,f8",
+        "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64",
+        "ut": "7eea3edcaed734bea9cbfc24409ed989",
+        "forcect": "1",
+    }
+    r = requests.get(url, timeout=15, params=params)
+    data_json = r.json()
+    temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["klines"]])
+    temp_df.columns = [
+        "时间",
+        "开盘",
+        "收盘",
+        "最高",
+        "最低",
+        "成交量",
+        "成交额",
+        "-",
+        "涨跌幅",
+        "涨跌",
+        "_",
+        "_",
+        "持仓量",
+        "_",
+    ]
+    temp_df = temp_df[
+        [
+            "时间",
+            "开盘",
+            "最高",
+            "最低",
+            "收盘",
+            "涨跌",
+            "涨跌幅",
+            "成交量",
+            "成交额",
+            "持仓量",
+        ]
+    ]
+    temp_df.index = pd.to_datetime(temp_df["时间"])
+    temp_df = temp_df[start_date:end_date]
+    temp_df.reset_index(drop=True, inplace=True)
+    temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
+    temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
+    temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
+    temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
+    temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
+    temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
+    temp_df["涨跌"] = pd.to_numeric(temp_df["涨跌"], errors="coerce")
+    temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
+    temp_df["持仓量"] = pd.to_numeric(temp_df["持仓量"], errors="coerce")
+    temp_df["时间"] = pd.to_datetime(temp_df["时间"], errors="coerce").dt.date
+    return temp_df
+
+
+if __name__ == "__main__":
+    futures_hist_table_em_df = futures_hist_table_em()
+    print(futures_hist_table_em_df)
+
+    futures_hist_em_df = futures_hist_em(symbol="热卷主连", period="daily")
+    print(futures_hist_em_df)

akshare/futures/futures_rule_em.py

@@ -0,0 +1,38 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/1/17 19:30
+Desc: 东方财富网-期货行情-品种及交易规则
+https://portal.eastmoneyfutures.com/pages/service/jyts.html#jyrl
+"""
+
+import pandas as pd
+import requests
+from akshare.utils.cons import headers
+
+
+def futures_rule_em() -> pd.DataFrame:
+    """
+    东方财富网-期货行情-品种及交易规则
+    https://portal.eastmoneyfutures.com/pages/service/jyts.html#jyrl
+    :return: 品种及交易规则
+    :rtype: pandas.DataFrame
+    """
+    url = "https://eastmoneyfutures.com/api/ComManage/GetPZJYInfo"
+    r = requests.get(url, headers=headers)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json["Data"])
+    return temp_df
+
+
+def futures_trading_hours_em():
+    """
+    东方财富网-期货交易时间
+    https://qhweb.eastmoney.com/tradinghours
+    """
+    pass
+
+
+if __name__ == "__main__":
+    futures_rule_em_df = futures_rule_em()
+    print(futures_rule_em_df)

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-1.15.73.dist-info → akshare-1.15.75.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: akshare
-Version: 1.15.73
+Version: 1.15.75
 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-1.15.73.dist-info → akshare-1.15.75.dist-info}/RECORD

@@ -1,4 +1,4 @@
-akshare/__init__.py,sha256=gvcmtSKFNAw1SeN1hmMuYXpN1bM_gUO9PMJR0juqCTc,186122
+akshare/__init__.py,sha256=yuHgcgTP8iCMPnvdcJ2ARcDzFXrs3Sz5_e3XhiCe55g,186367
 akshare/datasets.py,sha256=rKuRNZrqi6IMsZ9nyvO3Rx02js0tH3zMLjz8HQNAoPQ,963
 akshare/exceptions.py,sha256=WEJjIhSmJ_xXNW6grwV4nufE_cfmmyuhmueVGiN1VAg,878
 akshare/request.py,sha256=HtFFf9MhfEibR-ETWe-1Tts6ELU4VKSqA-ghaXjegQM,4252
@@ -50,7 +50,7 @@ akshare/data/crypto_info.zip,sha256=egMaxGtQiac_yDsbuHxNUkLQem_D7UWrJtJ4ofe1Rw4,
 akshare/data/ths.js,sha256=AWPkHf3L2Il1UUL0F5qDqNn1dfU0OlZBNUbMf8AmI3Y,39664
 akshare/economic/__init__.py,sha256=7dWJSrPs7KTj9_Ffs-ZS3aYDrf3v4nOnZYqwUZ3DJms,82
 akshare/economic/cons.py,sha256=0JM61Eiro0xqXGnCaDSoLsw5iQWKAtqhRHcXmDfJgyw,16594
-akshare/economic/macro_australia.py,sha256=JKNaedN19Rw15dn8bPur1yrsQA5j6hfX4tjgh7OCBHY,10801
+akshare/economic/macro_australia.py,sha256=qniqZn2DKPe0ahKqO_5OTgVug3kOUAJt7knSwe_3Y-0,11648
 akshare/economic/macro_bank.py,sha256=wG_u5w5YjeFRn1wr-Re7ty_s2CbQ0Qphxs_bIF_20UQ,11495
 akshare/economic/macro_canada.py,sha256=nNaZ3yZIvgTtRiQhwoEybMX6UpqszPKeixzYITv9ox0,15195
 akshare/economic/macro_china.py,sha256=O3pgTke7VbHMJKY3ZRU6hC_noOXnaQFPr0u2qJsebEY,148855
@@ -113,6 +113,7 @@ akshare/futures/futures_contract_detail.py,sha256=auwzNdaoFi5hoJY6rNkO54v5FD2gmE
 akshare/futures/futures_daily_bar.py,sha256=pultXs8digLfWT0dzyWs0AtFk3Fi2uZDT-zxbg_PcOM,25299
 akshare/futures/futures_foreign.py,sha256=oSIoAg5oy-CIlPWHkQffcvZGu02Y2GWOrt-6aPA53Xg,2059
 akshare/futures/futures_hf_em.py,sha256=jne-wUYr2QTUkDq3qAxYKE0Hm90L3H8qUDu3JavKiUg,3338
+akshare/futures/futures_hist_em.py,sha256=23poFID_GE2mWf9NnkJBE3N7FgxNYiqrbTKO0VciS_A,6441
 akshare/futures/futures_hq_sina.py,sha256=eK1gEan4DPvpYmln8-tNnzh_J_733s95DBr--NqNYVA,9576
 akshare/futures/futures_index_ccidx.py,sha256=Ni5GICleqcHrmLatOE_Bs4i1DS3bn0lEm_RyrjlucB0,4581
 akshare/futures/futures_inventory_99.py,sha256=xdX8GSCEcRWYnbw0XS22rcblXOvlzUvfUltv7oyRh3Y,2990
@@ -120,6 +121,7 @@ akshare/futures/futures_inventory_em.py,sha256=C5nt4F51WB-oc8o3GrMvEGo0SO2mIq_H1
 akshare/futures/futures_news_shmet.py,sha256=1epZ3MwDc-T2n1ie4SSDfvUaBiMpSL0Q_xb2VoZ_llU,2465
 akshare/futures/futures_roll_yield.py,sha256=RiwN0yYwzYy8zGhmTopBwJ37aUQ7Llwh3eQRzn0apaE,6135
 akshare/futures/futures_rule.py,sha256=38fJnUTohGqbwE65ZR1id7Oy-0DS-ODrGYsmx2jtGZ8,1571
+akshare/futures/futures_rule_em.py,sha256=qcXfYZibRJLN2pb3ybNIkNonUOjDMvSirG5xKkRoWqk,963
 akshare/futures/futures_settlement_price_sgx.py,sha256=R0PZOEkdYDf7H242iHYz70rxdvsMWoAL60bmGlj-0GY,2428
 akshare/futures/futures_spot_stock_em.py,sha256=43CPkAouDu691M6aCMdO1SGKglTak2aba2Np7ftkAdg,3523
 akshare/futures/futures_stock_js.py,sha256=BV_1Hm9osxWQmNSt24DQ52hAMrfMqP6eud657Y-D6x4,1665
@@ -159,7 +161,7 @@ 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=11GRd47p81_7nfeexbHUiy0Vfj3FfdQMErr6OwqbyU8,14055
+akshare/index/index_option_qvix.py,sha256=UHqLJXObn31Oa-RAB4Lgk5LwZ2FYAr1p--JvEfRpdUQ,14387
 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
@@ -378,8 +380,8 @@ 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-1.15.73.dist-info/LICENSE,sha256=mmSZCPgfHiVw34LXuFArd-SUgQtBJ_QsIlh-kWlDHfs,1073
-akshare-1.15.73.dist-info/METADATA,sha256=aOZHb3CkOLCiNmJYO-A6UfnZtmuy__MflkPY2ThoVBk,13679
-akshare-1.15.73.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
-akshare-1.15.73.dist-info/top_level.txt,sha256=jsf9ZzZPmHaISTVumQPsAw7vv7Yv-PdEVW70SMEelQQ,14
-akshare-1.15.73.dist-info/RECORD,,
+akshare-1.15.75.dist-info/LICENSE,sha256=mmSZCPgfHiVw34LXuFArd-SUgQtBJ_QsIlh-kWlDHfs,1073
+akshare-1.15.75.dist-info/METADATA,sha256=zK_9oFxDTT7z4jd6ousw8rvxaKk-IGObQ1i8XeNAwfE,13679
+akshare-1.15.75.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+akshare-1.15.75.dist-info/top_level.txt,sha256=jsf9ZzZPmHaISTVumQPsAw7vv7Yv-PdEVW70SMEelQQ,14
+akshare-1.15.75.dist-info/RECORD,,