siat 2.13.43__py3-none-any.whl → 2.14.2__py3-none-any.whl

siat/allin.py

@@ -18,6 +18,7 @@ from siat.bond import *
 
 # 资本资产定价模型
 from siat.capm_beta import *
+from siat.capm_beta2 import *
 
 # 数字货币
 from siat.cryptocurrency import *
@@ -69,6 +70,7 @@ from siat.option_pricing import *
 
 # 风险调整收益
 from siat.risk_adjusted_return import *
+from siat.risk_adjusted_return2 import *
 
 # 风险评估
 from siat.risk_evaluation import *
@@ -89,7 +91,7 @@ from siat.security_prices import *
 from siat.stock import *
 
 # 股票趋势分析，集成函数
-from siat.security_trend import *
+from siat.security_trend2 import *
 
 # 中国的股票
 from siat.stock_china import *
@@ -112,6 +114,7 @@ from siat.compare_cross import *
 
 # 股票技术分析
 from siat.stock_technical import *
+
 # 2FA: Google Authenticator
 from siat.google_authenticator import *
 

siat/bond_zh_sina.py

@@ -0,0 +1,143 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/2/28 23:00
+Desc: 新浪财经-债券-沪深债券-实时行情数据和历史行情数据
+https://vip.stock.finance.sina.com.cn/mkt/#hs_z
+"""
+import datetime
+import re
+
+import pandas as pd
+import requests
+from py_mini_racer import py_mini_racer
+
+from akshare.bond.cons import (
+    zh_sina_bond_hs_count_url,
+    zh_sina_bond_hs_payload,
+    zh_sina_bond_hs_url,
+    zh_sina_bond_hs_hist_url,
+)
+from akshare.stock.cons import hk_js_decode
+from akshare.utils import demjson
+from akshare.utils.tqdm import get_tqdm
+
+
+def get_zh_bond_hs_page_count() -> int:
+    """
+    行情中心首页-债券-沪深债券的总页数
+    https://vip.stock.finance.sina.com.cn/mkt/#hs_z
+    :return: 总页数
+    :rtype: int
+    """
+    params = {
+        "node": "hs_z",
+    }
+    res = requests.get(zh_sina_bond_hs_count_url, params=params)
+    page_count = int(re.findall(re.compile(r"\d+"), res.text)[0]) / 80
+    if isinstance(page_count, int):
+        return page_count
+    else:
+        return int(page_count) + 1
+
+
+def bond_zh_hs_spot() -> pd.DataFrame:
+    """
+    新浪财经-债券-沪深债券-实时行情数据, 大量抓取容易封IP
+    https://vip.stock.finance.sina.com.cn/mkt/#hs_z
+    :return: 所有沪深债券在当前时刻的实时行情数据
+    :rtype: pandas.DataFrame
+    """
+    page_count = get_zh_bond_hs_page_count()
+    zh_sina_bond_hs_payload_copy = zh_sina_bond_hs_payload.copy()
+    tqdm = get_tqdm()
+    big_df = pd.DataFrame()
+    for page in tqdm(range(1, page_count + 1), leave=False):
+        zh_sina_bond_hs_payload_copy.update({"page": page})
+        r = requests.get(zh_sina_bond_hs_url, params=zh_sina_bond_hs_payload_copy)
+        data_json = demjson.decode(r.text)
+        temp_df = pd.DataFrame(data_json)
+        big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
+    big_df.columns = [
+        '代码',
+        '-',
+        '名称',
+        '最新价',
+        '涨跌额',
+        '涨跌幅',
+        '买入',
+        '卖出',
+        '昨收',
+        '今开',
+        '最高',
+        '最低',
+        '成交量',
+        '成交额',
+        '-',
+        '-',
+        '-',
+        '-',
+        '-',
+        '-',
+    ]
+    big_df = big_df[[
+        '代码',
+        '名称',
+        '最新价',
+        '涨跌额',
+        '涨跌幅',
+        '买入',
+        '卖出',
+        '昨收',
+        '今开',
+        '最高',
+        '最低',
+        '成交量',
+        '成交额',
+    ]]
+    big_df['买入'] = pd.to_numeric(big_df['买入'], errors="coerce")
+    big_df['卖出'] = pd.to_numeric(big_df['卖出'], 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['最新价'] = pd.to_numeric(big_df['最新价'], errors="coerce")
+    return big_df
+
+
+def bond_zh_hs_daily(symbol: str = "sh010107") -> pd.DataFrame:
+    """
+    新浪财经-债券-沪深债券-历史行情数据, 大量抓取容易封 IP
+    https://vip.stock.finance.sina.com.cn/mkt/#hs_z
+    :param symbol: 沪深债券代码; e.g., sh010107
+    :type symbol: str
+    :return: 指定沪深债券代码的日 K 线数据
+    :rtype: pandas.DataFrame
+    """
+    r = requests.get(
+        zh_sina_bond_hs_hist_url.format(
+            symbol, datetime.datetime.now().strftime("%Y_%m_%d")
+        )
+    )
+    js_code = py_mini_racer.MiniRacer()
+    js_code.eval(hk_js_decode)
+    dict_list = js_code.call(
+        "d", r.text.split("=")[1].split(";")[0].replace('"', "")
+    )  # 执行 js 解密代码
+    if len(dict_list) == 0: return None
+    
+    data_df = pd.DataFrame(dict_list)
+    data_df["date"] = pd.to_datetime(data_df["date"], errors="coerce").dt.date
+    data_df['open'] = pd.to_numeric(data_df['open'], errors="coerce")
+    data_df['high'] = pd.to_numeric(data_df['high'], errors="coerce")
+    data_df['low'] = pd.to_numeric(data_df['low'], errors="coerce")
+    data_df['close'] = pd.to_numeric(data_df['close'], errors="coerce")
+    return data_df
+
+
+if __name__ == "__main__":
+    bond_zh_hs_spot_df = bond_zh_hs_spot()
+    print(bond_zh_hs_spot_df)
+
+    bond_zh_hs_daily_df = bond_zh_hs_daily(symbol="sh010107")
+    print(bond_zh_hs_daily_df)