akshare 1.15.98__tar.gz → 1.16.1__tar.gz

{akshare-1.15.98 → akshare-1.16.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: akshare
-Version: 1.15.98
+Version: 1.16.1
 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-1.15.98 → akshare-1.16.1}/akshare/__init__.py

@@ -3008,9 +3008,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.15.96 fix: fix bond_cov_comparison interface
 1.15.97 fix: fix stock_intraday_em interface
 1.15.98 fix: fix stock_board_concept_name_em interface
+1.15.99 fix: fix stock_esg_zd_sina interface
+1.16.1 fix: fix stock_main_fund_flow interface
 """
 
-__version__ = "1.15.98"
+__version__ = "1.16.1"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.15.98 → akshare-1.16.1}/akshare/option/option_finance.py

@@ -8,6 +8,7 @@ http://www.szse.cn/market/product/option/index.html
 http://www.cffex.com.cn/hs300gzqq/
 http://www.cffex.com.cn/zz1000gzqq/
 """
+
 from io import BytesIO
 
 import pandas as pd
@@ -69,7 +70,7 @@ def option_finance_sse_underlying(symbol: str = "华夏科创50ETF期权") -> pd
 
 
 def option_finance_board(
-        symbol: str = "嘉实沪深300ETF期权", end_month: str = "2306"
+    symbol: str = "嘉实沪深300ETF期权", end_month: str = "2306"
 ) -> pd.DataFrame:
     """
     期权当前交易日的行情数据
@@ -79,7 +80,8 @@ def option_finance_board(
     http://www.szse.cn/market/product/option/index.html
     http://www.cffex.com.cn/hs300gzqq/
     http://www.cffex.com.cn/zz1000gzqq/
-    :param symbol: choice of {"华夏上证50ETF期权", "华泰柏瑞沪深300ETF期权", "南方中证500ETF期权", "华夏科创50ETF期权", "易方达科创50ETF期权", "嘉实沪深300ETF期权", "沪深300股指期权", "中证1000股指期权", "上证50股指期权"}
+    :param symbol: choice of {"华夏上证50ETF期权", "华泰柏瑞沪深300ETF期权", "南方中证500ETF期权",
+    "华夏科创50ETF期权", "易方达科创50ETF期权", "嘉实沪深300ETF期权", "沪深300股指期权", "中证1000股指期权", "上证50股指期权"}
     :type symbol: str
     :param end_month: 2003; 2020 年 3 月到期的期权
     :type end_month: str
@@ -100,7 +102,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "华泰柏瑞沪深300ETF期权":
         r = requests.get(
@@ -115,7 +125,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "南方中证500ETF期权":
         r = requests.get(
@@ -130,7 +148,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "华夏科创50ETF期权":
         r = requests.get(
@@ -145,7 +171,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "易方达科创50ETF期权":
         r = requests.get(
@@ -160,7 +194,15 @@ def option_finance_board(
         raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
         raw_data["数量"] = [data_json["total"]] * data_json["total"]
         raw_data.reset_index(inplace=True)
-        raw_data.columns = ["日期", "合约交易代码", "当前价", "涨跌幅", "前结价", "行权价", "数量"]
+        raw_data.columns = [
+            "日期",
+            "合约交易代码",
+            "当前价",
+            "涨跌幅",
+            "前结价",
+            "行权价",
+            "数量",
+        ]
         return raw_data
     elif symbol == "嘉实沪深300ETF期权":
         url = "http://www.szse.cn/api/report/ShowReport/data"
@@ -206,7 +248,7 @@ def option_finance_board(
         return big_df
     elif symbol == "沪深300股指期权":
         headers = {
-            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36'
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
         }
         r = requests.get(CFFEX_OPTION_URL_300, headers=headers)
         raw_df = pd.read_table(BytesIO(r.content), sep=",")
@@ -224,7 +266,7 @@ def option_finance_board(
         return raw_df
     elif symbol == "中证1000股指期权":
         headers = {
-            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36'
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
         }
         url = "http://www.cffex.com.cn/quote_MO.txt"
         r = requests.get(url, headers=headers)
@@ -243,7 +285,7 @@ def option_finance_board(
         return raw_df
     elif symbol == "上证50股指期权":
         headers = {
-            'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36'
+            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
         }
         url = "http://www.cffex.com.cn/quote_HO.txt"
         r = requests.get(url, headers=headers)
@@ -298,7 +340,9 @@ if __name__ == "__main__":
     )
     print(option_finance_board_df)
 
-    option_finance_board_df = option_finance_board(symbol="沪深300股指期权", end_month="2306")
+    option_finance_board_df = option_finance_board(
+        symbol="沪深300股指期权", end_month="2306"
+    )
     print(option_finance_board_df)
 
     option_finance_board_df = option_finance_board(
@@ -306,5 +350,7 @@ if __name__ == "__main__":
     )
     print(option_finance_board_df)
 
-    option_finance_board_df = option_finance_board(symbol="上证50股指期权", end_month="2306")
+    option_finance_board_df = option_finance_board(
+        symbol="上证50股指期权", end_month="2306"
+    )
     print(option_finance_board_df)

{akshare-1.15.98 → akshare-1.16.1}/akshare/stock/stock_fund_em.py

@@ -6,7 +6,6 @@ Desc: 东方财富网-数据中心-资金流向
 https://data.eastmoney.com/zjlx/detail.html
 """
 
-import math
 import json
 import time
 from functools import lru_cache
@@ -14,8 +13,6 @@ from functools import lru_cache
 import pandas as pd
 import requests
 
-from akshare.utils.tqdm import get_tqdm
-
 
 def stock_individual_fund_flow(
     stock: str = "600094", market: str = "sh"
@@ -150,9 +147,9 @@ def stock_individual_fund_flow_rank(indicator: str = "5日") -> pd.DataFrame:
     params = {
         "fid": indicator_map[indicator][0],
         "po": "1",
-        "pz": "200",
+        "pz": "50000",
         "pn": "1",
-        "np": "1",
+        "np": "2",
         "fltt": "2",
         "invt": "2",
         "ut": "b2884a393a59ad64002292a3e90d46a5",
@@ -161,20 +158,7 @@ def stock_individual_fund_flow_rank(indicator: str = "5日") -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    total_page = math.ceil(data_json["data"]["total"] / 200)
-    temp_list = []
-    tqdm = get_tqdm()
-    for page in tqdm(range(1, total_page + 1), leave=False):
-        params.update(
-            {
-                "pn": page,
-            }
-        )
-        r = requests.get(url, params=params, timeout=15)
-        data_json = r.json()
-        inner_temp_df = pd.DataFrame(data_json["data"]["diff"])
-        temp_list.append(inner_temp_df)
-    temp_df = pd.concat(temp_list, ignore_index=True)
+    temp_df = pd.DataFrame(data_json["data"]["diff"]).T
     temp_df.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
     if indicator == "今日":
@@ -954,6 +938,8 @@ def stock_sector_fund_flow_summary(
             temp_df["10日小单净流入-净占比"], errors="coerce"
         )
         return temp_df
+    else:
+        return pd.DataFrame()
 
 
 def stock_sector_fund_flow_hist(symbol: str = "电源设备") -> pd.DataFrame:
@@ -1186,9 +1172,9 @@ def stock_main_fund_flow(symbol: str = "全部股票") -> pd.DataFrame:
     params = {
         "fid": "f184",
         "po": "1",
-        "pz": "200",
+        "pz": "50000",
         "pn": "1",
-        "np": "1",
+        "np": "2",
         "fltt": "2",
         "invt": "2",
         "fields": "f2,f3,f12,f13,f14,f62,f184,f225,f165,f263,f109,f175,f264,f160,f100,f124,f265,f1",
@@ -1197,20 +1183,7 @@ def stock_main_fund_flow(symbol: str = "全部股票") -> pd.DataFrame:
     }
     r = requests.get(url, params=params, timeout=15)
     data_json = r.json()
-    total_page = math.ceil(data_json["data"]["total"] / 200)
-    temp_list = []
-    tqdm = get_tqdm()
-    for page in tqdm(range(1, total_page + 1), leave=False):
-        params.update(
-            {
-                "pn": page,
-            }
-        )
-        r = requests.get(url, params=params, timeout=15)
-        data_json = r.json()
-        inner_temp_df = pd.DataFrame(data_json["data"]["diff"])
-        temp_list.append(inner_temp_df)
-    temp_df = pd.concat(temp_list, ignore_index=True)
+    temp_df = pd.DataFrame(data_json["data"]["diff"]).T
     temp_df["序号"] = range(1, len(temp_df) + 1)
     temp_df.rename(
         columns={

{akshare-1.15.98 → akshare-1.16.1}/akshare/stock/stock_xq.py

@@ -44,7 +44,7 @@ def stock_individual_spot_xq(
     :rtype: pandas.DataFrame
     """
     session = requests.Session()
-    xq_a_token = token or "b1d767edc014ddf478005982ba9e053910dad8dc"
+    xq_a_token = token or "55d5135321462c545489a47de10df4ea66183cbf"
     headers = {
         "cookie": f"xq_a_token={xq_a_token};",
         "User-Agent": "Mozilla/5.0 (iPhone; CPU iPhone OS 16_6 like Mac OS X) AppleWebKit/605.1.15 "

{akshare-1.15.98 → akshare-1.16.1}/akshare/stock_feature/stock_esg_sina.py

@@ -7,10 +7,10 @@ https://finance.sina.com.cn/esg/
 """
 
 import math
+from akshare.utils.tqdm import get_tqdm
 
 import pandas as pd
 import requests
-from tqdm import tqdm
 
 
 def stock_esg_msci_sina() -> pd.DataFrame:
@@ -25,6 +25,7 @@ def stock_esg_msci_sina() -> pd.DataFrame:
     data_json = r.json()
     page_num = math.ceil(int(data_json["result"]["data"]["total"]) / 100)
     big_df = pd.DataFrame()
+    tqdm = get_tqdm()
     for page in tqdm(range(1, page_num + 1), leave=False):
         headers = {
             "Referer": "https://finance.sina.com.cn/",
@@ -175,6 +176,7 @@ def stock_esg_rate_sina() -> pd.DataFrame:
     data_json = r.json()
     page_num = math.ceil(int(data_json["result"]["data"]["info"]["total"]) / 200)
     big_df = pd.DataFrame()
+    tqdm = get_tqdm()
     for page in tqdm(range(1, page_num + 1), leave=False):
         url = f"https://global.finance.sina.com.cn/api/openapi.php/EsgService.getEsgStocks?page={page}&num=200"
         r = requests.get(url)
@@ -223,10 +225,20 @@ def stock_esg_zd_sina() -> pd.DataFrame:
     :return: 秩鼎
     :rtype: pandas.DataFrame
     """
-    url = "https://global.finance.sina.com.cn/api/openapi.php/EsgService.getZdEsgStocks?p=1&num=20000"
-    r = requests.get(url)
+    url = "https://global.finance.sina.com.cn/api/openapi.php/EsgService.getZdEsgStocks"
+    params = {"p": "1", "num": "100"}
+    r = requests.get(url, params=params)
     data_json = r.json()
-    big_df = pd.DataFrame(data_json["result"]["data"]["data"])
+    tqdm = get_tqdm()
+    total_page = math.ceil(int(data_json["result"]["data"]["total"]) / 100)
+    temp_list = []
+    for page in tqdm(range(1, total_page + 1), leave=False):
+        params = {"p": str(page), "num": "100"}
+        r = requests.get(url, params=params)
+        data_json = r.json()
+        temp_df = pd.DataFrame(data_json["result"]["data"]["data"])
+        temp_list.append(temp_df)
+    big_df = pd.concat(temp_list, ignore_index=True)
     big_df.rename(
         columns={
             "ticker": "股票代码",
@@ -265,6 +277,7 @@ def stock_esg_hz_sina() -> pd.DataFrame:
     data_json = r.json()
     total_page = math.ceil(int(data_json["result"]["data"]["total"]) / 100)
     big_df = pd.DataFrame()
+    tqdm = get_tqdm()
     for page in tqdm(range(1, total_page + 1), leave=False):
         params = {"p": str(page), "num": "100"}
         r = requests.get(url, params=params)

{akshare-1.15.98 → akshare-1.16.1}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: akshare
-Version: 1.15.98
+Version: 1.16.1
 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