akshare 1.16.33__tar.gz → 1.16.35__tar.gz

{akshare-1.16.33 → akshare-1.16.35}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: akshare
-Version: 1.16.33
+Version: 1.16.35
 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-1.16.33 → akshare-1.16.35}/akshare/__init__.py

@@ -3042,9 +3042,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.16.31 add: add index_global_hist_em interface
 1.16.32 fix: fix news_economic_baidu interface
 1.16.33 fix: fix fund_open_fund_daily_em interface
+1.16.34 fix: fix stock_individual_fund_flow_rank interface
+1.16.35 fix: fix futures_global_spot_em interface
 """
 
-__version__ = "1.16.33"
+__version__ = "1.16.35"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.16.33 → akshare-1.16.35}/akshare/futures/futures_hf_em.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2025/3/5 19:00
+Date: 2025/3/9 22:00
 Desc: 东方财富网-行情中心-期货市场-国际期货
 https://quote.eastmoney.com/center/gridlist.html#futures_global
 """
@@ -93,7 +93,7 @@ def futures_global_spot_em() -> pd.DataFrame:
     """
     url = "https://futsseapi.eastmoney.com/list/COMEX,NYMEX,COBOT,SGX,NYBOT,LME,MDEX,TOCOM,IPE"
     params = {
-        "orderBy": "zdf",
+        "orderBy": "dm",
         "sort": "desc",
         "pageSize": "20",
         "pageIndex": "0",

{akshare-1.16.33 → akshare-1.16.35}/akshare/stock/stock_fund_em.py

@@ -1,17 +1,18 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2025/2/17 14:30
+Date: 2025/3/9 19:00
 Desc: 东方财富网-数据中心-资金流向
 https://data.eastmoney.com/zjlx/detail.html
 """
 
-import json
+import math
 import time
 from functools import lru_cache
 
 import pandas as pd
 import requests
+from akshare.utils.tqdm import get_tqdm
 
 
 def stock_individual_fund_flow(
@@ -43,8 +44,8 @@ def stock_individual_fund_flow(
         "_": int(time.time() * 1000),
     }
     r = requests.get(url, params=params, headers=headers)
-    json_data = r.json()
-    content_list = json_data["data"]["klines"]
+    data_json = r.json()
+    content_list = data_json["data"]["klines"]
     temp_df = pd.DataFrame([item.split(",") for item in content_list])
     temp_df.columns = [
         "日期",
@@ -147,9 +148,9 @@ def stock_individual_fund_flow_rank(indicator: str = "5日") -> pd.DataFrame:
     params = {
         "fid": indicator_map[indicator][0],
         "po": "1",
-        "pz": "50000",
+        "pz": "200",
         "pn": "1",
-        "np": "2",
+        "np": "1",
         "fltt": "2",
         "invt": "2",
         "ut": "b2884a393a59ad64002292a3e90d46a5",
@@ -158,7 +159,20 @@ def stock_individual_fund_flow_rank(indicator: str = "5日") -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"]).T
+    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.reset_index(inplace=True)
     temp_df["index"] = range(1, len(temp_df) + 1)
     if indicator == "今日":
@@ -348,13 +362,11 @@ def stock_market_fund_flow() -> pd.DataFrame:
         "fields1": "f1,f2,f3,f7",
         "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64,f65",
         "ut": "b2884a393a59ad64002292a3e90d46a5",
-        "cb": "jQuery183003743205523325188_1589197499471",
         "_": int(time.time() * 1000),
     }
     r = requests.get(url, params=params, headers=headers)
-    text_data = r.text
-    json_data = json.loads(text_data[text_data.find("{") : -2])
-    content_list = json_data["data"]["klines"]
+    data_json = r.json()
+    content_list = data_json["data"]["klines"]
     temp_df = pd.DataFrame([item.split(",") for item in content_list])
     temp_df.columns = [
         "日期",
@@ -468,9 +480,9 @@ def stock_sector_fund_flow_rank(
     }
     params = {
         "pn": "1",
-        "pz": "5000",
+        "pz": "200",
         "po": "1",
-        "np": "2",
+        "np": "1",
         "ut": "b2884a393a59ad64002292a3e90d46a5",
         "fltt": "2",
         "invt": "2",
@@ -479,13 +491,25 @@ def stock_sector_fund_flow_rank(
         "stat": indicator_map[indicator][1],
         "fields": indicator_map[indicator][2],
         "rt": "52975239",
-        "cb": "jQuery18308357908311220152_1589256588824",
         "_": int(time.time() * 1000),
     }
     r = requests.get(url, params=params, headers=headers)
-    data_text = r.text
-    data_json = json.loads(data_text[data_text.find("{") : -2])
-    temp_df = pd.DataFrame(data_json["data"]["diff"]).T
+    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)
+
     if indicator == "今日":
         temp_df.columns = [
             "-",

{akshare-1.16.33 → akshare-1.16.35}/akshare/stock/stock_hsgt_em.py

@@ -1,14 +1,18 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2025/3/4 23:00
+Date: 2025/3/9 23:00
 Desc: 东方财富网-行情中心-沪深港通
 https://quote.eastmoney.com/center/gridlist.html#ah_comparison
 """
 
+import math
+
 import pandas as pd
 import requests
 
+from akshare.utils.tqdm import get_tqdm
+
 
 def stock_zh_ah_spot_em() -> pd.DataFrame:
     """
@@ -19,14 +23,14 @@ def stock_zh_ah_spot_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        "np": "2",
+        "np": "1",
         "fltt": "1",
         "invt": "2",
         "fs": "b:DLMK0101",
         "fields": "f193,f191,f192,f12,f13,f14,f1,f2,f4,f3,f152,f186,f190,f187,f189,f188",
         "fid": "f3",
         "pn": "1",
-        "pz": "50000",
+        "pz": "200",
         "po": "1",
         "dect": "1",
         "ut": "fa5fd1943c7b386f172d6893dbfba10b",
@@ -35,7 +39,7 @@ def stock_zh_ah_spot_em() -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"]).T
+    temp_df = pd.DataFrame(data_json["data"]["diff"])
     temp_df.reset_index(inplace=True)
     temp_df["index"] = temp_df["index"].astype(int) + 1
     temp_df.rename(
@@ -85,14 +89,14 @@ def stock_hsgt_sh_hk_spot_em() -> pd.DataFrame:
     """
     url = "https://push2.eastmoney.com/api/qt/clist/get"
     params = {
-        "np": "2",
+        "np": "1",
         "fltt": "1",
         "invt": "2",
         "fs": "b:DLMK0144",
         "fields": "f12,f13,f14,f19,f1,f2,f4,f3,f152,f17,f18,f15,f16,f5,f6",
-        "fid": "f3",
+        "fid": "f12",
         "pn": "1",
-        "pz": "50000",
+        "pz": "200",
         "po": "1",
         "dect": "1",
         "ut": "fa5fd1943c7b386f172d6893dbfba10b",
@@ -101,12 +105,22 @@ def stock_hsgt_sh_hk_spot_em() -> pd.DataFrame:
     }
     r = requests.get(url, params=params)
     data_json = r.json()
-    temp_df = pd.DataFrame(data_json["data"]["diff"]).T
-    temp_df.reset_index(inplace=True)
-    temp_df["index"] = temp_df["index"].astype(int) + 1
+    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.rename(
         columns={
-            "index": "序号",
             "f12": "代码",
             "f14": "名称",
             "f2": "最新价",
@@ -124,7 +138,6 @@ def stock_hsgt_sh_hk_spot_em() -> pd.DataFrame:
 
     temp_df = temp_df[
         [
-            "序号",
             "代码",
             "名称",
             "最新价",
@@ -147,6 +160,10 @@ def stock_hsgt_sh_hk_spot_em() -> pd.DataFrame:
     temp_df["昨收"] = pd.to_numeric(temp_df["昨收"], errors="coerce") / 1000
     temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce") / 100000000
     temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce") / 100000000
+    temp_df.sort_values(["代码"], ignore_index=True, inplace=True)
+    temp_df.reset_index(inplace=True)
+    temp_df["index"] = temp_df["index"].astype(int) + 1
+    temp_df.rename(columns={"index": "序号"}, inplace=True)
     return temp_df
 
 

{akshare-1.16.33 → akshare-1.16.35}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: akshare
-Version: 1.16.33
+Version: 1.16.35
 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