akshare 1.17.78__tar.gz → 1.17.80__tar.gz

{akshare-1.17.78 → akshare-1.17.80}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akshare
-Version: 1.17.78
+Version: 1.17.80
 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-1.17.78 → akshare-1.17.80}/akshare/__init__.py

@@ -3185,9 +3185,11 @@ amac_manager_cancelled_info # 中国证券投资基金业协会-信息公示-诚
 1.17.76 fix: fix futures_index_ccidx interface
 1.17.77 fix: fix get_dce_daily interface
 1.17.78 fix: fix update python 3.14 support
+1.17.79 fix: fix futures_contract_info_dce interface
+1.17.80 fix: fix futures_contract_detail_em interface
 """
 
-__version__ = "1.17.78"
+__version__ = "1.17.80"
 __author__ = "AKFamily"
 
 import sys
@@ -3209,6 +3211,11 @@ if sys.version_info < (3, 9):
 
 del sys
 
+"""
+openctp-合约信息接口
+"""
+from akshare.option.option_contract_info_ctp import option_contract_info_ctp
+
 """
 中国外汇交易中心暨全国银行间同业拆借中心-基准-外汇市场-外汇掉期曲线-外汇掉漆 C-Swap 定盘曲线
 """
@@ -4683,7 +4690,7 @@ from akshare.stock.stock_zh_kcb_report import stock_zh_kcb_report_em
 """
 期货合约详情
 """
-from akshare.futures.futures_contract_detail import futures_contract_detail
+from akshare.futures.futures_contract_detail import futures_contract_detail, futures_contract_detail_em
 
 """
 胡润排行榜

akshare-1.17.80/akshare/futures/futures_contract_detail.py

@@ -0,0 +1,89 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2025/10/30 17:00
+Desc: 查询期货合约当前时刻的详情
+https://finance.sina.com.cn/futures/quotes/V2101.shtml
+"""
+
+from io import StringIO
+
+import pandas as pd
+import requests
+from bs4 import BeautifulSoup
+
+
+def futures_contract_detail(symbol: str = "AP2101") -> pd.DataFrame:
+    """
+    查询期货合约详情
+    https://finance.sina.com.cn/futures/quotes/V2101.shtml
+    :param symbol: 合约
+    :type symbol: str
+    :return: 期货合约详情
+    :rtype: pandas.DataFrame
+    """
+    url = f"https://finance.sina.com.cn/futures/quotes/{symbol}.shtml"
+    r = requests.get(url)
+    r.encoding = "gb2312"
+    temp_df = pd.read_html(StringIO(r.text))[6]
+    data_one = temp_df.iloc[:, :2]
+    data_one.columns = ["item", "value"]
+    data_two = temp_df.iloc[:, 2:4]
+    data_two.columns = ["item", "value"]
+    data_three = temp_df.iloc[:, 4:]
+    data_three.columns = ["item", "value"]
+    temp_df = pd.concat(
+        objs=[data_one, data_two, data_three], axis=0, ignore_index=True
+    )
+    return temp_df
+
+
+def futures_contract_detail_em(symbol: str = "v2602F") -> pd.DataFrame:
+    """
+    查询期货合约详情
+    https://quote.eastmoney.com/qihuo/v2602F.html
+    :param symbol: 合约
+    :type symbol: str
+    :return: 期货合约详情
+    :rtype: pandas.DataFrame
+    """
+    url = f"https://quote.eastmoney.com/qihuo/{symbol}.html"
+    r = requests.get(url)
+    soup = BeautifulSoup(r.text, features="lxml")
+    url_text = \
+        soup.find(name="div", attrs={"class": "sidertabbox_tsplit"}).find(name="div", attrs={"class": "onet"}).find(
+            "a")[
+            'href']
+    inner_symbol = url_text.split("#")[-1].strip("futures_")
+    url = f"https://futsse-static.eastmoney.com/redis?msgid={inner_symbol}_info"
+    r = requests.get(url)
+    data_json = r.json()
+    temp_df = pd.DataFrame.from_dict(data_json, orient="index")
+    column_mapping = {
+        'vname': '交易品种',
+        'vcode': '交易代码',
+        'jydw': '交易单位',
+        'bjdw': '报价单位',
+        'market': '上市交易所',
+        'zxbddw': '最小变动价格',
+        'zdtbfd': '跌涨停板幅度',
+        'hyjgyf': '合约交割月份',
+        'jysj': '交易时间',
+        'zhjyr': '最后交易日',
+        'zhjgr': '最后交割日',
+        'jgpj': '交割品级',
+        'zcjybzj': '最初交易保证金',
+        'jgfs': '交割方式'
+    }
+    temp_df.rename(index=column_mapping, inplace=True)
+    temp_df.reset_index(drop=False, inplace=True)
+    temp_df.columns = ['item', 'value']
+    return temp_df
+
+
+if __name__ == "__main__":
+    futures_contract_detail_df = futures_contract_detail(symbol="V2101")
+    print(futures_contract_detail_df)
+
+    futures_contract_detail_em_df = futures_contract_detail_em(symbol="v2603F")
+    print(futures_contract_detail_em_df)

{akshare-1.17.78 → akshare-1.17.80}/akshare/futures_derivative/futures_contract_info_dce.py

@@ -6,29 +6,48 @@ Desc: 大连商品交易所-业务/服务-业务参数-交易参数-合约信息
 http://www.dce.com.cn/dalianshangpin/ywfw/ywcs/jycs/hyxxcx/index.html
 """
 
-from io import StringIO
-
 import pandas as pd
 import requests
 
 
 def futures_contract_info_dce() -> pd.DataFrame:
     """
-    大连商品交易所-业务/服务-业务参数-交易参数-合约信息查询
-    http://www.dce.com.cn/dalianshangpin/ywfw/ywcs/jycs/hyxxcx/index.html
+    大连商品交易所-数据中心-业务数据-交易参数-合约信息
+    http://www.dce.com.cn/dce/channel/list/180.html
     :return: 交易参数汇总查询
     :rtype: pandas.DataFrame
     """
-    url = "http://portal.dce.com.cn/publicweb/businessguidelines/queryContractInfo.html"
-    params = {
-        "contractInformation.variety": "all",
-        "contractInformation.trade_type": "0",
+    url = "http://www.dce.com.cn/dcereport/publicweb/tradepara/contractInfo"
+    payload = {
+        "lang": "zh",
+        "tradeType": "1",
+        "varietyId": "all",
     }
-    r = requests.post(url, params=params)
-    temp_df = pd.read_html(StringIO(r.text))[0]
+    r = requests.post(url, json=payload)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['data'])
+    temp_df.rename(columns={
+        "contractId": "合约",
+        "variety": "品种名称",
+        "varietyOrder": "品种代码",
+        "unit": "交易单位",
+        "tick": "最小变动价位",
+        "startTradeDate": "开始交易日",
+        "endTradeDate": "最后交易日",
+        "endDeliveryDate": "最后交割日",
+        "tradeType": "",
+    }, inplace=True)
+    temp_df = temp_df[[
+        "品种名称",
+        "合约",
+        "交易单位",
+        "最小变动价位",
+        "开始交易日",
+        "最后交易日",
+        "最后交割日",
+    ]]
     temp_df["交易单位"] = pd.to_numeric(temp_df["交易单位"], errors="coerce")
     temp_df["最小变动价位"] = pd.to_numeric(temp_df["最小变动价位"], errors="coerce")
-    temp_df["最小变动价位"] = pd.to_numeric(temp_df["最小变动价位"], errors="coerce")
     temp_df["开始交易日"] = pd.to_datetime(
         temp_df["开始交易日"], format="%Y%m%d", errors="coerce"
     ).dt.date

akshare-1.17.80/akshare/option/option_contract_info_ctp.py

@@ -0,0 +1,63 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2025/10/30 17:40
+Desc: openctp-合约信息接口
+http://openctp.cn/instruments.html
+"""
+
+import pandas as pd
+import requests
+
+
+def option_contract_info_ctp() -> pd.DataFrame:
+    """
+    openctp-合约信息接口-期权合约
+    http://openctp.cn/instruments.html
+    :return: 期权合约信息
+    :rtype: pandas.DataFrame
+    """
+    url = "http://dict.openctp.cn/instruments?types=option"
+    r = requests.get(url)
+    data_json = r.json()
+    temp_df = pd.DataFrame(data_json['data'])
+
+    # 字段映射：英文字段名 -> 中文字段名
+    column_mapping = {
+        'ExchangeID': '交易所ID',
+        'InstrumentID': '合约ID',
+        'InstrumentName': '合约名称',
+        'ProductClass': '商品类别',
+        'ProductID': '品种ID',
+        'VolumeMultiple': '合约乘数',
+        'PriceTick': '最小变动价位',
+        'LongMarginRatioByMoney': '做多保证金率',
+        'ShortMarginRatioByMoney': '做空保证金率',
+        'LongMarginRatioByVolume': '做多保证金/手',
+        'ShortMarginRatioByVolume': '做空保证金/手',
+        'OpenRatioByMoney': '开仓手续费率',
+        'OpenRatioByVolume': '开仓手续费/手',
+        'CloseRatioByMoney': '平仓手续费率',
+        'CloseRatioByVolume': '平仓手续费/手',
+        'CloseTodayRatioByMoney': '平今手续费率',
+        'CloseTodayRatioByVolume': '平今手续费/手',
+        'DeliveryYear': '交割年份',
+        'DeliveryMonth': '交割月份',
+        'OpenDate': '上市日期',
+        'ExpireDate': '最后交易日',
+        'DeliveryDate': '交割日',
+        'UnderlyingInstrID': '标的合约ID',
+        'UnderlyingMultiple': '标的合约乘数',
+        'OptionsType': '期权类型',
+        'StrikePrice': '行权价',
+        'InstLifePhase': '合约状态'
+    }
+    # 重命名列为中文
+    temp_df = temp_df.rename(columns=column_mapping)
+    return temp_df
+
+
+# 使用示例
+if __name__ == "__main__":
+    option_contract_info_ctp_df = option_contract_info_ctp()
+    print(option_contract_info_ctp_df)

{akshare-1.17.78 → akshare-1.17.80}/akshare/stock_feature/stock_a_indicator.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2024/4/25 20:24
+Date: 2025/10/30 20:24
 Desc: 市盈率, 市净率和股息率查询
 https://www.legulegu.com/stocklist
 https://www.legulegu.com/s/000001
@@ -24,12 +24,17 @@ def get_cookie_csrf(url: str = "") -> dict:
     :return: 指定市场的市盈率数据
     :rtype: pandas.DataFrame
     """
-    r = requests.get(url, headers=headers)
+    # 创建独立的 session，避免污染全局状态
+    session = requests.Session()
+    session.headers.update(headers)
+    r = session.get(url)
     soup = BeautifulSoup(r.text, features="lxml")
     csrf_tag = soup.find(name="meta", attrs={"name": "_csrf"})
     csrf_token = csrf_tag.attrs["content"]
-    headers.update({"X-CSRF-Token": csrf_token})
-    return {"cookies": r.cookies, "headers": headers}
+    # 创建新的 headers
+    local_headers = headers.copy()
+    local_headers.update({"X-CSRF-Token": csrf_token})
+    return {"cookies": r.cookies, "headers": local_headers}
 
 
 def get_token_lg() -> str:

{akshare-1.17.78 → akshare-1.17.80}/akshare/stock_feature/stock_ttm_lyr.py

@@ -1,11 +1,10 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2025/10/28 15:00
+Date: 2025/10/30 15:00
 Desc: 全部A股-等权重市盈率、中位数市盈率
 https://www.legulegu.com/stockdata/a-ttm-lyr
 """
-
 import pandas as pd
 import requests
 
@@ -15,29 +14,36 @@ from akshare.stock_feature.stock_a_indicator import get_token_lg, get_cookie_csr
 def stock_a_ttm_lyr() -> pd.DataFrame:
     """
     全部 A 股-等权重市盈率、中位数市盈率
-    https://www.legulegu.com/stockdata/a-ttm-lyr
     :return: 全部A股-等权重市盈率、中位数市盈率
     :rtype: pandas.DataFrame
     """
+
     url = "https://legulegu.com/api/stock-data/market-ttm-lyr"
     params = {
         "marketId": "5",
         "token": get_token_lg(),
     }
-    headers = get_cookie_csrf(url="https://www.legulegu.com/stockdata/a-ttm-lyr")['headers']
-    headers.update({
+    # 获取 cookie 和 headers
+    csrf_data = get_cookie_csrf(url="https://www.legulegu.com/stockdata/a-ttm-lyr")
+    # 使用返回的 headers（已经是副本）
+    request_headers = csrf_data['headers'].copy()
+    request_headers.update({
         "host": "www.legulegu.com",
         "referer": "https://www.legulegu.com/stockdata/a-ttm-lyr",
     })
-    r = requests.get(
+    # 使用独立的 session
+    session = requests.Session()
+    r = session.get(
         url,
         params=params,
-        cookies=get_cookie_csrf(url="https://www.legulegu.com/stockdata/a-ttm-lyr")['cookies'],
-        headers=headers,
+        cookies=csrf_data['cookies'],
+        headers=request_headers,
     )
     data_json = r.json()
     temp_df = pd.DataFrame(data_json["data"])
     temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date
+    # 关闭 session
+    session.close()
     return temp_df
 
 

{akshare-1.17.78 → akshare-1.17.80}/akshare.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akshare
-Version: 1.17.78
+Version: 1.17.80
 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-1.17.78 → akshare-1.17.80}/akshare.egg-info/SOURCES.txt

@@ -210,6 +210,7 @@ akshare/option/cons.py
 akshare/option/option_comm_qihuo.py
 akshare/option/option_commodity.py
 akshare/option/option_commodity_sina.py
+akshare/option/option_contract_info_ctp.py
 akshare/option/option_current_sse.py
 akshare/option/option_current_szse.py
 akshare/option/option_czce.py

akshare-1.17.78/akshare/futures/futures_contract_detail.py

@@ -1,42 +0,0 @@
-#!/usr/bin/env python
-# -*- coding:utf-8 -*-
-"""
-Date: 2024/1/29 17:00
-Desc: 查询期货合约当前时刻的详情
-https://finance.sina.com.cn/futures/quotes/V2101.shtml
-"""
-
-from io import StringIO
-
-import pandas as pd
-import requests
-
-
-def futures_contract_detail(symbol: str = "AP2101") -> pd.DataFrame:
-    """
-    查询期货合约详情
-    https://finance.sina.com.cn/futures/quotes/V2101.shtml
-    :param symbol: 合约
-    :type symbol: str
-    :return: 期货合约详情
-    :rtype: pandas.DataFrame
-    """
-    url = f"https://finance.sina.com.cn/futures/quotes/{symbol}.shtml"
-    r = requests.get(url)
-    r.encoding = "gb2312"
-    temp_df = pd.read_html(StringIO(r.text))[6]
-    data_one = temp_df.iloc[:, :2]
-    data_one.columns = ["item", "value"]
-    data_two = temp_df.iloc[:, 2:4]
-    data_two.columns = ["item", "value"]
-    data_three = temp_df.iloc[:, 4:]
-    data_three.columns = ["item", "value"]
-    temp_df = pd.concat(
-        objs=[data_one, data_two, data_three], axis=0, ignore_index=True
-    )
-    return temp_df
-
-
-if __name__ == "__main__":
-    futures_contract_detail_df = futures_contract_detail(symbol="IM2402")
-    print(futures_contract_detail_df)