siat 3.10.130__py3-none-any.whl → 3.10.132__py3-none-any.whl

build/lib/siat/bond_china.py

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+# -*- coding: utf-8 -*-
+
+"""
+本模块功能：债券，仅用于中国，目前针对交易所债券，仿照股票分析模式
+所属工具包：证券投资分析工具SIAT 
+SIAT：Security Investment Analysis Tool
+创建日期：2023年5月25日
+最新修订日期：2023年5月25日
+作者：王德宏 (WANG Dehong, Peter)
+作者单位：北京外国语大学国际商学院
+版权所有：王德宏
+用途限制：仅限研究与教学使用，不可商用！商用需要额外授权。
+特别声明：作者不对使用本工具进行证券投资导致的任何损益负责！
+
+注意：未完工，暂不使用！
+"""
+
+#==============================================================================
+#关闭所有警告
+import warnings; warnings.filterwarnings('ignore')
+from siat.grafix import *
+from siat.common import *
+from siat.translate import *
+from siat.bond_base import *
+from siat.bond import *
+from siat.stock import *
+from siat.security_prices import *
+from siat.security_price2 import *
+#==============================================================================
+import matplotlib.pyplot as plt
+#plt.rcParams['figure.figsize']=(12.8,7.2)
+plt.rcParams['figure.figsize']=(12.8,6.4)
+plt.rcParams['figure.dpi']=300
+plt.rcParams['font.size'] = 13
+plt.rcParams['xtick.labelsize']=11 #横轴字体大小
+plt.rcParams['ytick.labelsize']=11 #纵轴字体大小
+
+title_txt_size=16
+ylabel_txt_size=14
+xlabel_txt_size=14
+legend_txt_size=14
+
+#处理绘图汉字乱码问题
+import sys; czxt=sys.platform
+if czxt in ['win32','win64']:
+    plt.rcParams['font.sans-serif'] = ['SimHei']  # 设置默认字体
+    mpfrc={'font.family': 'SimHei'}
+
+if czxt in ['darwin']: #MacOSX
+    plt.rcParams['font.family']= ['Heiti TC']
+    mpfrc={'font.family': 'Heiti TC'}
+
+if czxt in ['linux']: #website Jupyter
+    plt.rcParams['font.family']= ['Heiti TC']
+    mpfrc={'font.family':'Heiti TC'}
+
+# 解决保存图像时'-'显示为方块的问题
+plt.rcParams['axes.unicode_minus'] = False 
+#==============================================================================
+if __name__ =="__main__":
+    ticker="010107.SS"
+    ticker="102229.SZ"
+    ticker2symbol(ticker)
+
+def ticker2symbol(ticker):
+    """
+    功能：将xxxxxx.SS格式转换为shxxxxxx
+    """
+    ticker1=ticker.upper()
+    exchTag=ticker1[-3:]
+    bondCode=ticker1[:-3]
+
+    exchList=['.SS','.SZ']
+    if not (exchTag in exchList):
+        print("  #Error(): unsupported type of exchange for bond",ticker)
+        print("  Supported exchange bond suffix:",exchList) 
+        return None
+    
+    if exchTag=='.SS':
+        symbol='sh'+bondCode
+    
+    if exchTag=='.SZ':
+        symbol='sz'+bondCode
+
+    return symbol
+
+#==============================================================================
+if __name__ =="__main__":
+    ticker="010107.SS"
+    fromdate="2023-1-1"
+    todate="2023-5-20"
+    rtype="Daily Ret%"
+    datatag=False
+    power=3
+    retinfo=exchbond_ret(ticker,fromdate,todate,power=power)
+
+
+
+
+

build/lib/siat/bond_zh_sina.py

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+#!/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)