akshare 1.16.64__tar.gz → 1.16.66__tar.gz

{akshare-1.16.64 → akshare-1.16.66}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akshare
-Version: 1.16.64
+Version: 1.16.66
 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
@@ -53,16 +53,12 @@ Dynamic: requires-dist
 Dynamic: requires-python
 Dynamic: summary
 
-**欢迎加入专注于财经数据和量化投研的知识社区，获取《财经数据宝典》和《量化投研宝典》，其汇集了财经数据和量化投研的多年经验，
-还独家分享了众多国内外财经数据源的使用和注意事项，请点击[了解更多](https://akshare.akfamily.xyz/learn.html)**。
+**资源分享**：对于想了解更多财经数据与量化投研的小伙伴，推荐一个专注于财经数据和量化研究的知识社区。
+该社区提供相关文档和视频学习资源，汇集了各类财经数据源和量化投研工具的使用经验。
+有兴趣深入学习的朋友可点此[了解更多](https://t.zsxq.com/ZCxUG)，也推荐大家关注微信公众号【数据科学实战】。
 
-**量化投研视频课程：《PyBroker-入门及实战》已经上架！《PyBroker-进阶及实战》正在更新！**
-
-**更多视频教程已经发布：《AKShare-初阶-使用教学》、《AKShare-初阶-实战应用》、《AKShare-源码解析》、《开源项目巡礼》**，
-详情请关注【数据科学实战】公众号，查看更多课程信息！
-
-**广告推广**：期魔方是一款非常专业本地化期货量化终端，无需部署或搭建环境，可直接调用及时和历史数据做回测实盘，
-支持开箱即用的机器学习训练，策略投研、回测均免费，详情请[访问期魔方官网](https://qmfquant.com)。
+**工具推荐**：期魔方是一款本地化期货量化分析工具，适合数据分析爱好者使用。无需复杂部署，支持数据分析和机器学习功能，研究功能免费开放。
+如需了解更多信息可访问[期魔方](https://qmfquant.com/)。
 
 ![AKShare Logo](https://github.com/akfamily/akshare/blob/main/assets/images/akshare_logo.jpg)
 
@@ -178,21 +174,6 @@ Output:
 
 ![KLine](https://jfds-1252952517.cos.ap-chengdu.myqcloud.com/akshare/readme/home/AAPL_candle.png)
 
-## Communication
-
-Welcome to join the **数据科学实战** knowledge planet to learn more about quantitative investment,
-please visit [数据科学实战](https://akshare.akfamily.xyz/learn.html) for more information:
-
-<div>
-    <img alt="data science" src="https://jfds-1252952517.cos.ap-chengdu.myqcloud.com/akshare/readme/qrcode/data_scientist.png">
-</div>
-
-Pay attention to **数据科学实战** WeChat Official Accounts to get the [AKShare](https://github.com/akfamily/akshare) updated info:
-
-<div>
-    <img alt="ds" src="https://github.com/akfamily/akshare/blob/main/assets/images/ds.png">
-</div>
-
 ## Features
 
 - **Easy of use**: Just one line code to fetch the data;
@@ -268,6 +249,12 @@ Special thanks [FuShare](https://github.com/LowinLi/fushare) for the opportunity
 
 Special thanks [TuShare](https://github.com/waditu/tushare) for the opportunity of learning from the project;
 
+Thanks for the data provided by [东方财富网站](http://data.eastmoney.com);
+
+Thanks for the data provided by [新浪财经网站](https://finance.sina.com.cn);
+
+Thanks for the data provided by [金十数据网站](https://www.jin10.com/);
+
 Thanks for the data provided by [生意社网站](http://www.100ppi.com/);
 
 Thanks for the data provided by [中国银行间市场交易商协会网站](http://www.nafmii.org.cn/);
@@ -276,12 +263,8 @@ Thanks for the data provided by [99期货网站](http://www.99qh.com/);
 
 Thanks for the data provided by [中国外汇交易中心暨全国银行间同业拆借中心网站](http://www.chinamoney.com.cn/chinese/);
 
-Thanks for the data provided by [金十数据网站](https://www.jin10.com/);
-
 Thanks for the data provided by [和讯财经网站](http://www.hexun.com/);
 
-Thanks for the data provided by [新浪财经网站](https://finance.sina.com.cn/);
-
 Thanks for the data provided by [DACHENG-XIU 网站](https://dachxiu.chicagobooth.edu/);
 
 Thanks for the data provided by [上海证券交易所网站](http://www.sse.com.cn/assortment/options/price/);
@@ -304,8 +287,6 @@ Thanks for the data provided by [Timeanddate 网站](https://www.timeanddate.com
 
 Thanks for the data provided by [河北省空气质量预报信息发布系统网站](http://110.249.223.67/publish/);
 
-Thanks for the data provided by [南华期货网站](http://www.nanhua.net/nhzc/varietytrend.html);
-
 Thanks for the data provided by [Economic Policy Uncertainty 网站](http://www.nanhua.net/nhzc/varietytrend.html);
 
 Thanks for the data provided by [申万指数网站](http://www.swsindex.com/idx0120.aspx?columnid=8832);
@@ -322,8 +303,6 @@ Thanks for the data provided by [北京市碳排放权电子交易平台网站](
 
 Thanks for the data provided by [国家金融与发展实验室网站](http://www.nifd.cn/);
 
-Thanks for the data provided by [东方财富网站](http://data.eastmoney.com/jgdy/);
-
 Thanks for the data provided by [义乌小商品指数网站](http://www.ywindex.com/Home/Product/index/);
 
 Thanks for the data provided by [百度迁徙网站](https://qianxi.baidu.com/?from=shoubai#city=0);
@@ -334,8 +313,6 @@ Thanks for the data provided by [Currencyscoop 网站](https://currencyscoop.com
 
 Thanks for the data provided by [新加坡交易所网站](https://www.sgx.com/zh-hans/research-education/derivatives);
 
-Thanks for the tutorials provided by [微信公众号: Python大咖谈](https://upload-images.jianshu.io/upload_images/3240514-61004f2c71be4a0b.png).
-
 ## Backer and Sponsor
 
 <a href="https://www.jetbrains.com/?from=albertandking/akshare" target="_blank">

{akshare-1.16.64 → akshare-1.16.66}/README.md

@@ -1,13 +1,9 @@
-**欢迎加入专注于财经数据和量化投研的知识社区，获取《财经数据宝典》和《量化投研宝典》，其汇集了财经数据和量化投研的多年经验，
-还独家分享了众多国内外财经数据源的使用和注意事项，请点击[了解更多](https://akshare.akfamily.xyz/learn.html)**。
+**资源分享**：对于想了解更多财经数据与量化投研的小伙伴，推荐一个专注于财经数据和量化研究的知识社区。
+该社区提供相关文档和视频学习资源，汇集了各类财经数据源和量化投研工具的使用经验。
+有兴趣深入学习的朋友可点此[了解更多](https://t.zsxq.com/ZCxUG)，也推荐大家关注微信公众号【数据科学实战】。
 
-**量化投研视频课程：《PyBroker-入门及实战》已经上架！《PyBroker-进阶及实战》正在更新！**
-
-**更多视频教程已经发布：《AKShare-初阶-使用教学》、《AKShare-初阶-实战应用》、《AKShare-源码解析》、《开源项目巡礼》**，
-详情请关注【数据科学实战】公众号，查看更多课程信息！
-
-**广告推广**：期魔方是一款非常专业本地化期货量化终端，无需部署或搭建环境，可直接调用及时和历史数据做回测实盘，
-支持开箱即用的机器学习训练，策略投研、回测均免费，详情请[访问期魔方官网](https://qmfquant.com)。
+**工具推荐**：期魔方是一款本地化期货量化分析工具，适合数据分析爱好者使用。无需复杂部署，支持数据分析和机器学习功能，研究功能免费开放。
+如需了解更多信息可访问[期魔方](https://qmfquant.com/)。
 
 ![AKShare Logo](https://github.com/akfamily/akshare/blob/main/assets/images/akshare_logo.jpg)
 
@@ -123,21 +119,6 @@ Output:
 
 ![KLine](https://jfds-1252952517.cos.ap-chengdu.myqcloud.com/akshare/readme/home/AAPL_candle.png)
 
-## Communication
-
-Welcome to join the **数据科学实战** knowledge planet to learn more about quantitative investment,
-please visit [数据科学实战](https://akshare.akfamily.xyz/learn.html) for more information:
-
-<div>
-    <img alt="data science" src="https://jfds-1252952517.cos.ap-chengdu.myqcloud.com/akshare/readme/qrcode/data_scientist.png">
-</div>
-
-Pay attention to **数据科学实战** WeChat Official Accounts to get the [AKShare](https://github.com/akfamily/akshare) updated info:
-
-<div>
-    <img alt="ds" src="https://github.com/akfamily/akshare/blob/main/assets/images/ds.png">
-</div>
-
 ## Features
 
 - **Easy of use**: Just one line code to fetch the data;
@@ -213,6 +194,12 @@ Special thanks [FuShare](https://github.com/LowinLi/fushare) for the opportunity
 
 Special thanks [TuShare](https://github.com/waditu/tushare) for the opportunity of learning from the project;
 
+Thanks for the data provided by [东方财富网站](http://data.eastmoney.com);
+
+Thanks for the data provided by [新浪财经网站](https://finance.sina.com.cn);
+
+Thanks for the data provided by [金十数据网站](https://www.jin10.com/);
+
 Thanks for the data provided by [生意社网站](http://www.100ppi.com/);
 
 Thanks for the data provided by [中国银行间市场交易商协会网站](http://www.nafmii.org.cn/);
@@ -221,12 +208,8 @@ Thanks for the data provided by [99期货网站](http://www.99qh.com/);
 
 Thanks for the data provided by [中国外汇交易中心暨全国银行间同业拆借中心网站](http://www.chinamoney.com.cn/chinese/);
 
-Thanks for the data provided by [金十数据网站](https://www.jin10.com/);
-
 Thanks for the data provided by [和讯财经网站](http://www.hexun.com/);
 
-Thanks for the data provided by [新浪财经网站](https://finance.sina.com.cn/);
-
 Thanks for the data provided by [DACHENG-XIU 网站](https://dachxiu.chicagobooth.edu/);
 
 Thanks for the data provided by [上海证券交易所网站](http://www.sse.com.cn/assortment/options/price/);
@@ -249,8 +232,6 @@ Thanks for the data provided by [Timeanddate 网站](https://www.timeanddate.com
 
 Thanks for the data provided by [河北省空气质量预报信息发布系统网站](http://110.249.223.67/publish/);
 
-Thanks for the data provided by [南华期货网站](http://www.nanhua.net/nhzc/varietytrend.html);
-
 Thanks for the data provided by [Economic Policy Uncertainty 网站](http://www.nanhua.net/nhzc/varietytrend.html);
 
 Thanks for the data provided by [申万指数网站](http://www.swsindex.com/idx0120.aspx?columnid=8832);
@@ -267,8 +248,6 @@ Thanks for the data provided by [北京市碳排放权电子交易平台网站](
 
 Thanks for the data provided by [国家金融与发展实验室网站](http://www.nifd.cn/);
 
-Thanks for the data provided by [东方财富网站](http://data.eastmoney.com/jgdy/);
-
 Thanks for the data provided by [义乌小商品指数网站](http://www.ywindex.com/Home/Product/index/);
 
 Thanks for the data provided by [百度迁徙网站](https://qianxi.baidu.com/?from=shoubai#city=0);
@@ -279,8 +258,6 @@ Thanks for the data provided by [Currencyscoop 网站](https://currencyscoop.com
 
 Thanks for the data provided by [新加坡交易所网站](https://www.sgx.com/zh-hans/research-education/derivatives);
 
-Thanks for the tutorials provided by [微信公众号: Python大咖谈](https://upload-images.jianshu.io/upload_images/3240514-61004f2c71be4a0b.png).
-
 ## Backer and Sponsor
 
 <a href="https://www.jetbrains.com/?from=albertandking/akshare" target="_blank">

{akshare-1.16.64 → akshare-1.16.66}/akshare/__init__.py

@@ -3073,9 +3073,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.16.62 fix: fix stock_gdfx_free_holding_change_em interface
 1.16.63 fix: fix stock_board_concept_name_ths interface
 1.16.64 add: add reits_hist_em interface
+1.16.65 fix: fix stock_dzjy_yybph interface
+1.16.66 fix: fix macro_cons_silver interface
 """
 
-__version__ = "1.16.64"
+__version__ = "1.16.66"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.16.64 → akshare-1.16.66}/akshare/air/cons.py

@@ -4,6 +4,7 @@
 Date: 2019/11/25 20:45
 Desc: 空气质量接口配置文件
 """
+
 city_chinese_list = [
     "北京",
     "重庆",

{akshare-1.16.64 → akshare-1.16.66}/akshare/air/crypto.js

@@ -136,4 +136,4 @@ function decode_result(a) {
 var hexcase = 0,
     b64pad = "",
     chrsz = 8,
-    appId = "a01901d3caba1f362d69474674ce477f";
+    appId = "a01901d3caba1f362d69474674ce477f";

{akshare-1.16.64 → akshare-1.16.66}/akshare/air/outcrypto.js

@@ -4897,4 +4897,4 @@ CryptoJS.mode.ECB = function() {
     blockSize: 2
   });
   h.TripleDES = e._6(g)
-})();
+})();

{akshare-1.16.64 → akshare-1.16.66}/akshare/article/cons.py

@@ -4,6 +4,7 @@
 Date: 2019/11/14 20:32
 Desc: 学术板块配置文件
 """
+
 # EPU
 epu_home_url = "http://www.policyuncertainty.com/index.html"
 

{akshare-1.16.64 → akshare-1.16.66}/akshare/article/epu_index.py

@@ -5,6 +5,7 @@ Date: 2024/1/20 22:00
 Desc: 经济政策不确定性指数
 https://www.policyuncertainty.com/index.html
 """
+
 import pandas as pd
 
 
@@ -28,7 +29,7 @@ def article_epu_index(symbol: str = "China") -> pd.DataFrame:
         symbol = "HK"
         epu_df = pd.read_excel(
             io=f"http://www.policyuncertainty.com/media/{symbol}_EPU_Data_Annotated.xlsx",
-            engine="openpyxl"
+            engine="openpyxl",
         )
         return epu_df
     if symbol in ["Germany", "France", "Italy"]:  # 欧洲
@@ -40,13 +41,13 @@ def article_epu_index(symbol: str = "China") -> pd.DataFrame:
     if symbol in ["Ireland", "Chile", "Colombia", "Netherlands", "Singapore", "Sweden"]:
         epu_df = pd.read_excel(
             io=f"http://www.policyuncertainty.com/media/{symbol}_Policy_Uncertainty_Data.xlsx",
-            engine="openpyxl"
+            engine="openpyxl",
         )
         return epu_df
     if symbol == "Greece":
         epu_df = pd.read_excel(
             io=f"http://www.policyuncertainty.com/media/FKT_{symbol}_Policy_Uncertainty_Data.xlsx",
-            engine="openpyxl"
+            engine="openpyxl",
         )
         return epu_df
     url = f"http://www.policyuncertainty.com/media/{symbol}_Policy_Uncertainty_Data.csv"

{akshare-1.16.64 → akshare-1.16.66}/akshare/article/ff_factor.py

@@ -5,6 +5,7 @@ Date: 2024/1/20 22:30
 Desc: FF-data-library
 https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
 """
+
 from io import StringIO
 
 import pandas as pd
@@ -23,26 +24,31 @@ def article_ff_crr() -> pd.DataFrame:
     res = requests.get(ff_home_url)
     # first table
     list_index = (
-        pd.read_html(StringIO(res.text), header=0, index_col=0)[4].iloc[2, :].index.tolist()
+        pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
+        .iloc[2, :]
+        .index.tolist()
     )
     list_0 = [
         item
         for item in pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
-                    .iloc[0, :].iloc[0]
+        .iloc[0, :]
+        .iloc[0]
         .split(" ")
         if item != ""
     ]
     list_1 = [
         item
         for item in pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
-                    .iloc[0, :].iloc[1]
+        .iloc[0, :]
+        .iloc[1]
         .split(" ")
         if item != ""
     ]
     list_2 = [
         item
         for item in pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
-                    .iloc[0, :].iloc[2]
+        .iloc[0, :]
+        .iloc[2]
         .split(" ")
         if item != ""
     ]
@@ -63,26 +69,31 @@ def article_ff_crr() -> pd.DataFrame:
 
     # second table
     list_index = (
-        pd.read_html(StringIO(res.text), header=0, index_col=0)[4].iloc[1, :].index.tolist()
+        pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
+        .iloc[1, :]
+        .index.tolist()
     )
     list_0 = [
         item
         for item in pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
-                    .iloc[1, :].iloc[0]
+        .iloc[1, :]
+        .iloc[0]
         .split(" ")
         if item != ""
     ]
     list_1 = [
         item
         for item in pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
-                    .iloc[1, :].iloc[1]
+        .iloc[1, :]
+        .iloc[1]
         .split(" ")
         if item != ""
     ]
     list_2 = [
         item
         for item in pd.read_html(StringIO(res.text), header=0, index_col=0)[4]
-                    .iloc[1, :].iloc[2]
+        .iloc[1, :]
+        .iloc[2]
         .split(" ")
         if item != ""
     ]

{akshare-1.16.64 → akshare-1.16.66}/akshare/article/fred_md.py

@@ -6,6 +6,7 @@ Desc: Economic Research from Federal Reserve Bank of St. Louis
 https://research.stlouisfed.org/econ/mccracken/fred-databases/
 FRED-MD and FRED-QD are large macroeconomic databases designed for the empirical analysis of “big data.” The datasets of monthly and quarterly observations mimic the coverage of datasets already used in the literature, but they add three appealing features. They are updated in real-time through the FRED database. They are publicly accessible, facilitating the replication of empirical work. And they relieve the researcher of the task of incorporating data changes and revisions (a task accomplished by the data desk at the Federal Reserve Bank of St. Louis).
 """
+
 import pandas as pd
 
 
@@ -17,7 +18,9 @@ def fred_md(date: str = "2020-01") -> pd.DataFrame:
     :return: Monthly Data
     :rtype: pandas.DataFrame
     """
-    url = f"https://s3.amazonaws.com/files.fred.stlouisfed.org/fred-md/monthly/{date}.csv"
+    url = (
+        f"https://s3.amazonaws.com/files.fred.stlouisfed.org/fred-md/monthly/{date}.csv"
+    )
     temp_df = pd.read_csv(url)
     return temp_df
 

{akshare-1.16.64 → akshare-1.16.66}/akshare/article/risk_rv.py

@@ -4,6 +4,7 @@
 Date: 2024/1/20 20:51
 Desc: 修大成主页-Risk Lab-Realized Volatility; Oxford-Man Institute of Quantitative Finance Realized Library
 """
+
 import json
 
 import pandas as pd
@@ -64,11 +65,8 @@ def article_oman_rv(symbol: str = "FTSE", index: str = "rk_th2") -> pd.DataFrame
     res = requests.get(url)
     soup = BeautifulSoup(res.text, "lxml")
     soup_text = soup.find("p").get_text()
-    data_json = json.loads(soup_text[soup_text.find("{"): soup_text.rfind("};") + 1])
+    data_json = json.loads(soup_text[soup_text.find("{") : soup_text.rfind("};") + 1])
     date_list = data_json[f".{symbol}"]["dates"]
-    title_fore = data_json[f".{symbol}"][index]["name"]
-    title_last = data_json[f".{symbol}"][index]["measure"]
-    title_list = title_fore + "-" + title_last
     temp_df = pd.DataFrame([date_list, data_json[f".{symbol}"][index]["data"]]).T
     temp_df.index = pd.to_datetime(temp_df.iloc[:, 0], unit="ms")
     temp_df = temp_df.iloc[:, 1]
@@ -107,10 +105,7 @@ def article_oman_rv_short(symbol: str = "FTSE") -> pd.DataFrame:
     res = requests.get(url, headers=headers, verify=False)
     soup = BeautifulSoup(res.text, "lxml")
     soup_text = soup.find("p").get_text()
-    data_json = json.loads(soup_text[soup_text.find("{"): soup_text.rfind("}") + 1])
-    title_fore = data_json[f".{symbol}"]["name"]
-    title_last = data_json[f".{symbol}"]["measure"]
-    title_list = title_fore + "-" + title_last
+    data_json = json.loads(soup_text[soup_text.find("{") : soup_text.rfind("}") + 1])
     temp_df = pd.DataFrame(data_json[f".{symbol}"]["data"])
     temp_df.index = pd.to_datetime(temp_df.iloc[:, 0], unit="ms")
     temp_df = temp_df.iloc[:, 1]

{akshare-1.16.64 → akshare-1.16.66}/akshare/bond/bond_cb_sina.py

@@ -5,6 +5,7 @@ Date: 2023/9/12 16:50
 Desc: 新浪财经-债券-可转债
 https://money.finance.sina.com.cn/bond/info/sz128039.html
 """
+
 from io import StringIO
 
 import pandas as pd

{akshare-1.16.64 → akshare-1.16.66}/akshare/bond/bond_cbond.py

@@ -4,6 +4,7 @@
 Date: 2022/9/20 17:46
 Desc: 中国债券信息网-中债指数-中债指数族系-总指数-综合类指数
 """
+
 import pandas as pd
 import requests
 
@@ -58,17 +59,17 @@ def bond_new_composite_index_cbond(
     url = "https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQuery"
     params = {
         "indexid": "8a8b2ca0332abed20134ea76d8885831",
-        "": "",
+        "": "",  # noqa: F601
         "qxlxt": period_map[period],
-        "": "",
+        "": "",  # noqa: F601
         "ltcslx": "",
-        "": "",
-        "zslxt": indicator_map[indicator],
-        "": "",
-        "zslxt": indicator_map[indicator],
-        "": "",
+        "": "",  # noqa: F601
+        "zslxt": indicator_map[indicator],  # noqa: F601
+        "": "",  # noqa: F601
+        "zslxt": indicator_map[indicator],  # noqa: F601
+        "": "",  # noqa: F601
         "lx": "1",
-        "": "",
+        "": "",  # noqa: F601
         "locale": "",
     }
     r = requests.post(url, params=params)
@@ -79,8 +80,12 @@ def bond_new_composite_index_cbond(
     )
     temp_df.reset_index(inplace=True)
     temp_df.columns = ["date", "value"]
-    temp_df['date'] = temp_df['date'].astype(float)
-    temp_df["date"] = pd.to_datetime(temp_df["date"], unit="ms", errors="coerce", utc=True).dt.tz_convert("Asia/Shanghai").dt.date
+    temp_df["date"] = temp_df["date"].astype(float)
+    temp_df["date"] = (
+        pd.to_datetime(temp_df["date"], unit="ms", errors="coerce", utc=True)
+        .dt.tz_convert("Asia/Shanghai")
+        .dt.date
+    )
     temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce")
     return temp_df
 
@@ -135,13 +140,13 @@ def bond_composite_index_cbond(
     url = "https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQuery"
     params = {
         "indexid": "2c90818811afed8d0111c0c672b31578",
-        "": "",
+        "": "",  # noqa: F601
         "qxlxt": period_map[period],
-        "": "",
+        "": "",  # noqa: F601
         "zslxt": indicator_map[indicator],
-        "": "",
+        "": "",  # noqa: F601
         "lx": "1",
-        "": "",
+        "": "",  # noqa: F601
         "locale": "",
     }
     r = requests.post(url, params=params)

{akshare-1.16.64 → akshare-1.16.66}/akshare/bond/bond_em.py

@@ -5,6 +5,7 @@ Date: 2023/12/4 14:00
 Desc: 东方财富网-数据中心-经济数据-中美国债收益率
 https://data.eastmoney.com/cjsj/zmgzsyl.html
 """
+
 import pandas as pd
 import requests
 from tqdm import tqdm
@@ -30,7 +31,6 @@ def bond_zh_us_rate(start_date: str = "19901219") -> pd.DataFrame:
         "ps": "500",
         "pageNo": "1",
         "pageNum": "1",
-        "_": "1615791534490",
     }
     r = requests.get(url, params=params)
     data_json = r.json()
@@ -47,14 +47,13 @@ def bond_zh_us_rate(start_date: str = "19901219") -> pd.DataFrame:
             "ps": "500",
             "pageNo": page,
             "pageNum": page,
-            "_": "1615791534490",
         }
         r = requests.get(url, params=params)
         data_json = r.json()
         temp_df = pd.DataFrame(data_json["result"]["data"])
         for col in temp_df.columns:
             if temp_df[col].isnull().all():  # 检查列是否包含 None 或 NaN
-                temp_df[col] = pd.to_numeric(temp_df[col], errors='coerce')
+                temp_df[col] = pd.to_numeric(temp_df[col], errors="coerce")
         if big_df.empty:
             big_df = temp_df
         else:
@@ -62,7 +61,7 @@ def bond_zh_us_rate(start_date: str = "19901219") -> pd.DataFrame:
 
         temp_date_list = pd.to_datetime(big_df["SOLAR_DATE"]).dt.date.to_list()
         if pd.to_datetime(start_date) in pd.date_range(
-                temp_date_list[-1], temp_date_list[0]
+            temp_date_list[-1], temp_date_list[0]
         ):
             break
 
@@ -102,21 +101,41 @@ def bond_zh_us_rate(start_date: str = "19901219") -> pd.DataFrame:
         ]
     ]
     big_df["日期"] = pd.to_datetime(big_df["日期"], errors="coerce")
-    big_df["中国国债收益率2年"] = pd.to_numeric(big_df["中国国债收益率2年"], errors="coerce")
-    big_df["中国国债收益率5年"] = pd.to_numeric(big_df["中国国债收益率5年"], errors="coerce")
-    big_df["中国国债收益率10年"] = pd.to_numeric(big_df["中国国债收益率10年"], errors="coerce")
-    big_df["中国国债收益率30年"] = pd.to_numeric(big_df["中国国债收益率30年"], errors="coerce")
-    big_df["中国国债收益率10年-2年"] = pd.to_numeric(big_df["中国国债收益率10年-2年"], errors="coerce")
+    big_df["中国国债收益率2年"] = pd.to_numeric(
+        big_df["中国国债收益率2年"], errors="coerce"
+    )
+    big_df["中国国债收益率5年"] = pd.to_numeric(
+        big_df["中国国债收益率5年"], errors="coerce"
+    )
+    big_df["中国国债收益率10年"] = pd.to_numeric(
+        big_df["中国国债收益率10年"], errors="coerce"
+    )
+    big_df["中国国债收益率30年"] = pd.to_numeric(
+        big_df["中国国债收益率30年"], errors="coerce"
+    )
+    big_df["中国国债收益率10年-2年"] = pd.to_numeric(
+        big_df["中国国债收益率10年-2年"], errors="coerce"
+    )
     big_df["中国GDP年增率"] = pd.to_numeric(big_df["中国GDP年增率"], errors="coerce")
-    big_df["美国国债收益率2年"] = pd.to_numeric(big_df["美国国债收益率2年"], errors="coerce")
-    big_df["美国国债收益率5年"] = pd.to_numeric(big_df["美国国债收益率5年"], errors="coerce")
-    big_df["美国国债收益率10年"] = pd.to_numeric(big_df["美国国债收益率10年"], errors="coerce")
-    big_df["美国国债收益率30年"] = pd.to_numeric(big_df["美国国债收益率30年"], errors="coerce")
-    big_df["美国国债收益率10年-2年"] = pd.to_numeric(big_df["美国国债收益率10年-2年"], errors="coerce")
+    big_df["美国国债收益率2年"] = pd.to_numeric(
+        big_df["美国国债收益率2年"], errors="coerce"
+    )
+    big_df["美国国债收益率5年"] = pd.to_numeric(
+        big_df["美国国债收益率5年"], errors="coerce"
+    )
+    big_df["美国国债收益率10年"] = pd.to_numeric(
+        big_df["美国国债收益率10年"], errors="coerce"
+    )
+    big_df["美国国债收益率30年"] = pd.to_numeric(
+        big_df["美国国债收益率30年"], errors="coerce"
+    )
+    big_df["美国国债收益率10年-2年"] = pd.to_numeric(
+        big_df["美国国债收益率10年-2年"], errors="coerce"
+    )
     big_df["美国GDP年增率"] = pd.to_numeric(big_df["美国GDP年增率"], errors="coerce")
     big_df.sort_values("日期", inplace=True)
     big_df.set_index(["日期"], inplace=True)
-    big_df = big_df[pd.to_datetime(start_date):]
+    big_df = big_df[pd.to_datetime(start_date) :]
     big_df.reset_index(inplace=True)
     big_df["日期"] = pd.to_datetime(big_df["日期"]).dt.date
     return big_df