akshare 1.17.16__tar.gz → 1.17.18__tar.gz

{akshare-1.17.16 → akshare-1.17.18}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akshare
-Version: 1.17.16
+Version: 1.17.18
 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-1.17.16 → akshare-1.17.18}/akshare/__init__.py

@@ -3123,9 +3123,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.17.14 fix: fix forex_spot_em interface
 1.17.15 fix: fix stock_comment_em interface
 1.17.16 fix: fix bond_zh_cov interface
+1.17.17 fix: fix stock_hk_spot interface
+1.17.18 fix: fix option_dce_daily interface
 """
 
-__version__ = "1.17.16"
+__version__ = "1.17.18"
 __author__ = "AKFamily"
 
 import sys

{akshare-1.17.16 → akshare-1.17.18}/akshare/futures/cons.py

@@ -199,6 +199,7 @@ market_exchange_symbols = {
         "PG",
         "LH",  # 20210108 生猪期货
         "LG",  # 20241118 原木期货
+        "BZ",  # 20250708 纯苯期货
     ],
     "czce": [
         "WH",
@@ -500,6 +501,7 @@ DCE_MAP = {
     "液化石油气": "PG",
     "生猪": "LH",
     "原木": "LG",
+    "纯苯": "BZ",
 }
 
 

{akshare-1.17.16 → akshare-1.17.18}/akshare/futures/futures_daily_bar.py

@@ -678,11 +678,13 @@ def get_futures_daily(
         temp_df = pd.concat(df_list).reset_index(drop=True)
         temp_df = temp_df[~temp_df["symbol"].str.contains("efp")]
         return temp_df
+    else:
+        return pd.DataFrame()
 
 
 if __name__ == "__main__":
     get_futures_daily_df = get_futures_daily(
-        start_date="20250102", end_date="20250102", market="DCE"
+        start_date="20250708", end_date="20250708", market="DCE"
     )
     print(get_futures_daily_df)
 

{akshare-1.17.16 → akshare-1.17.18}/akshare/futures/futures_hf_em.py

@@ -237,6 +237,10 @@ def futures_global_hist_em(symbol: str = "HG00Y") -> pd.DataFrame:
     temp_df["总量"] = pd.to_numeric(temp_df["总量"], errors="coerce")
     temp_df["涨幅"] = pd.to_numeric(temp_df["涨幅"], errors="coerce")
     temp_df["日增"] = pd.to_numeric(temp_df["日增"], errors="coerce")
+    # 日增修复为有符号32位整数值
+    unsigned_max, signed_max = (2 ** 32) - 1, (2 ** 31) - 1
+    mask = temp_df["日增"] > signed_max
+    temp_df.loc[mask, "日增"] = temp_df.loc[mask, "日增"] - (unsigned_max + 1)
     return temp_df
 
 

{akshare-1.17.16 → akshare-1.17.18}/akshare/option/option_commodity.py

@@ -26,7 +26,6 @@ from akshare.option.cons import (
     get_calendar,
     convert_date,
     DCE_DAILY_OPTION_URL,
-    SHFE_OPTION_URL,
     CZCE_DAILY_OPTION_URL_3,
     SHFE_HEADERS,
 )
@@ -157,6 +156,11 @@ def option_dce_daily(
             table_df[table_df["商品名称"] == "原木"],
             another_df[another_df.iloc[:, 0].str.contains("lg")],
         )
+    elif symbol == "纯苯期权":
+        result_one_df, result_two_df = (
+            table_df[table_df["商品名称"] == "纯苯"],
+            another_df[another_df.iloc[:, 0].str.contains("bz")],
+        )
     result_one_df.reset_index(inplace=True, drop=True)
     result_two_df.reset_index(inplace=True, drop=True)
     result_two_df.columns.name = None
@@ -630,7 +634,7 @@ if __name__ == "__main__":
     print(option_czce_daily_df)
 
     option_dce_daily_one, option_dce_daily_two = option_dce_daily(
-        symbol="生猪期权", trade_date="20250327"
+        symbol="纯苯期权", trade_date="20250708"
     )
     print(option_dce_daily_one)
     print(option_dce_daily_two)

{akshare-1.17.16 → akshare-1.17.18}/akshare/stock/stock_hk_sina.py

@@ -7,18 +7,15 @@ https://stock.finance.sina.com.cn/hkstock/quotes/00700.html
 """
 
 import pandas as pd
-import requests
 import py_mini_racer
+import requests
 
 from akshare.stock.cons import (
     hk_js_decode,
-    hk_sina_stock_dict_payload,
-    hk_sina_stock_list_url,
     hk_sina_stock_hist_url,
     hk_sina_stock_hist_hfq_url,
     hk_sina_stock_hist_qfq_url,
 )
-from akshare.utils import demjson
 
 
 def stock_hk_spot() -> pd.DataFrame:
@@ -28,42 +25,91 @@ def stock_hk_spot() -> pd.DataFrame:
     :return: 实时行情数据
     :rtype: pandas.DataFrame
     """
-    res = requests.get(hk_sina_stock_list_url, params=hk_sina_stock_dict_payload)
-    data_json = [
-        demjson.decode(tt)
-        for tt in [
-            item + "}" for item in res.text[1:-1].split("},") if not item.endswith("}")
-        ]
-    ]
-    data_df = pd.DataFrame(data_json)
-    data_df = data_df[
-        [
-            "symbol",
-            "name",
-            "engname",
-            "tradetype",
-            "lasttrade",
-            "prevclose",
-            "open",
-            "high",
-            "low",
-            "volume",
-            "amount",
-            "ticktime",
-            "buy",
-            "sell",
-            "pricechange",
-            "changepercent",
-        ]
+    url = "https://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHKStockData"
+    params = {
+        "page": "1",
+        "num": "60",
+        "sort": "symbol",
+        "asc": "1",
+        "node": "qbgg_hk",
+        "_s_r_a": "init",
+    }
+    big_df = pd.DataFrame()
+    from akshare.utils.tqdm import get_tqdm
+    tqdm = get_tqdm()
+    for page in tqdm(range(1, 100), leave=False):
+        params["page"] = str(page)
+        r = requests.get(url, params=params)
+        data_json = r.json()
+        if not data_json:
+            break
+        temp_df = pd.DataFrame(data_json)
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
+
+
+    big_df.columns = [
+        "代码",
+        "中文名称",
+        "英文名称",
+        "交易类型",
+        "最新价",
+        "昨收",
+        "今开",
+        "最高",
+        "最低",
+        "成交量",
+        "-",
+        "成交额",
+        "日期时间",
+        "买一",
+        "卖一",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "涨跌额",
+        "涨跌幅",
+        "-",
+        "-",
     ]
-    return data_df
+    big_df = big_df[[
+        "日期时间",
+        "代码",
+        "中文名称",
+        "英文名称",
+        "交易类型",
+        "最新价",
+        "涨跌额",
+        "涨跌幅",
+        "昨收",
+        "今开",
+        "最高",
+        "最低",
+        "成交量",
+        "成交额",
+        "买一",
+        "卖一",
+    ]]
+    big_df["最新价"] = pd.to_numeric(big_df["最新价"], errors="coerce")
+    big_df["涨跌额"] = pd.to_numeric(big_df["涨跌额"], errors="coerce")
+    big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"], errors="coerce")
+    big_df["昨收"] = pd.to_numeric(big_df["昨收"], errors="coerce")
+    big_df["今开"] = pd.to_numeric(big_df["今开"], errors="coerce")
+    big_df["最高"] = pd.to_numeric(big_df["最高"], errors="coerce")
+    big_df["最低"] = pd.to_numeric(big_df["最低"], errors="coerce")
+    big_df["成交量"] = pd.to_numeric(big_df["成交量"], errors="coerce")
+    big_df["成交额"] = pd.to_numeric(big_df["成交额"], errors="coerce")
+    big_df["买一"] = pd.to_numeric(big_df["买一"], errors="coerce")
+    big_df["卖一"] = pd.to_numeric(big_df["卖一"], errors="coerce")
+    return big_df
 
 
 def stock_hk_daily(symbol: str = "00981", adjust: str = "") -> pd.DataFrame:
     """
     新浪财经-港股-个股的历史行情数据
     https://stock.finance.sina.com.cn/hkstock/quotes/02912.html
-    :param symbol: 可以使用 stock_hk_spot 获取
+    :param symbol: 可以使用 ak.stock_hk_spot() 获取
     :type symbol: str
     :param adjust: "": 返回未复权的数据 ; qfq: 返回前复权后的数据; qfq-factor: 返回前复权因子和调整;
     :type adjust: str
@@ -234,6 +280,8 @@ def stock_hk_daily(symbol: str = "00981", adjust: str = "") -> pd.DataFrame:
         qfq_factor_df.reset_index(inplace=True)
         qfq_factor_df["date"] = pd.to_datetime(qfq_factor_df["date"]).dt.date
         return qfq_factor_df
+    else:
+        return pd.DataFrame()
 
 
 if __name__ == "__main__":

{akshare-1.17.16 → akshare-1.17.18}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akshare
-Version: 1.17.16
+Version: 1.17.18
 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