Date (#4035)

* add version * add symbol * add symbol * fix get_cffex_rank_table * fix futures_spot_price * update date
akfamily · Aug 8, 2023 · 9b58967 · 9b58967
1 parent c5e9c0f
commit 9b58967
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diff --git a/akshare/__init__.py b/akshare/__init__.py
@@ -2492,9 +2492,10 @@
 1.10.75 add: add macro_china_urban_unemployment interface
 1.10.76 fix: fix stock_notice_report interface
 1.10.77 add: add bond_cb_profile_sina interface
+1.10.78 fix: fix get_cffex_rank_table interface
 """
 
-__version__ = "1.10.77"
+__version__ = "1.10.78"
 __author__ = "AKFamily"
 
 import sys

diff --git a/akshare/futures/cons.py b/akshare/futures/cons.py
@@ -24,7 +24,9 @@
 }
 
 # zh_sina_spot
-zh_subscribe_exchange_symbol_url = "http://vip.stock.finance.sina.com.cn/quotes_service/view/js/qihuohangqing.js"
+zh_subscribe_exchange_symbol_url = (
+    "http://vip.stock.finance.sina.com.cn/quotes_service/view/js/qihuohangqing.js"
+)
 zh_match_main_contract_url = "http://vip.stock.finance.sina.com.cn/quotes_service/api/json_v2.php/Market_Center.getHQFuturesData"
 zh_match_main_contract_payload = {
     "page": "1",
@@ -91,21 +93,17 @@
 QHKC_INDEX_PROFIT_LOSS_URL = "https://qhkch.com/ajax/indexes_profit_loss.php"
 QHKC_FUND_BS_URL = "https://qhkch.com/ajax/fund_bs_pie.php"
 QHKC_FUND_POSITION_URL = "https://qhkch.com/ajax/fund_position_pie.php"
-QHKC_FUND_POSITION_CHANGE_URL = (
-    "https://qhkch.com/ajax/fund_position_chge_pie.php"
-)
+QHKC_FUND_POSITION_CHANGE_URL = "https://qhkch.com/ajax/fund_position_chge_pie.php"
 QHKC_FUND_DEAL_URL = "https://qhkch.com/ajax/fund_deal_pie.php"
 QHKC_FUND_BIG_CHANGE_URL = "https://qhkch.com/ajax/fund_big_chge.php"
 QHKC_TOOL_FOREIGN_URL = "https://qhkch.com/ajax/toolbox_foreign.php"
 QHKC_TOOL_GDP_URL = "https://qhkch.com/dist/views/toolbox/gdp.html?v=1.10.7.1"
 
-BOND_BANK_URL = (
-    "http://zhuce.nafmii.org.cn/fans/publicQuery/releFileProjDataGrid"
-)
+BOND_BANK_URL = "http://zhuce.nafmii.org.cn/fans/publicQuery/releFileProjDataGrid"
 
 # 键值对: 键为交易所代码, 值为具体合约代码
 market_exchange_symbols = {
-    "cffex": ["IF", "IC", "IM", "IH", "T", "TF", "TS"],
+    "cffex": ["IF", "IC", "IM", "IH", "T", "TF", "TS", "TL"],
     "dce": [
         "C",
         "CS",
@@ -185,8 +183,9 @@
         "LU",
         "BC",
         "AO",
+        "BR",
     ],
-    "gfex": ["SI"],
+    "gfex": ["SI", "LC"],
 }
 
 contract_symbols = []
@@ -241,32 +240,28 @@
 SYS_SPOT_PRICE_LATEST_URL = "http://www.100ppi.com/sf/"
 
 SHFE_VOL_RANK_URL = "http://www.shfe.com.cn/data/dailydata/kx/pm%s.dat"
-CFFEX_VOL_RANK_URL = "http://www.cffex.com.cn/fzjy/ccpm/%s/%s/%s_1.csv"
+CFFEX_VOL_RANK_URL = "http://www.cffex.com.cn/sj/ccpm/%s/%s/%s_1.csv"
 DCE_VOL_RANK_URL_1 = "http://www.dce.com.cn/publicweb/quotesdata/exportMemberDealPosiQuotesData.html?memberDealPosiQuotes.variety=%s&memberDealPosiQuotes.trade_type=0&contract.contract_id=%s&contract.variety_id=%s&year=%s&month=%s&day=%s&exportFlag=txt"
 DCE_VOL_RANK_URL_2 = "http://www.dce.com.cn/publicweb/quotesdata/memberDealPosiQuotes.html?memberDealPosiQuotes.variety=%s&memberDealPosiQuotes.trade_type=0&contract.contract_id=all&contract.variety_id=%s&year=%s&month=%s&day=%s"
 CZCE_VOL_RANK_URL_1 = "http://www.czce.com.cn/cn/exchange/jyxx/pm/pm%s.html"
-CZCE_VOL_RANK_URL_2 = (
-    "http://www.czce.com.cn/cn/exchange/%s/datatradeholding/%s.htm"
+CZCE_VOL_RANK_URL_2 = "http://www.czce.com.cn/cn/exchange/%s/datatradeholding/%s.htm"
+CZCE_VOL_RANK_URL_3 = (
+    "http://www.czce.com.cn/cn/DFSStaticFiles/Future/%s/%s/FutureDataHolding.htm"
 )
-CZCE_VOL_RANK_URL_3 = "http://www.czce.com.cn/cn/DFSStaticFiles/Future/%s/%s/FutureDataHolding.htm"
 
-DCE_RECEIPT_URL = (
-    "http://www.dce.com.cn/publicweb/quotesdata/wbillWeeklyQuotes.html"
-)
+DCE_RECEIPT_URL = "http://www.dce.com.cn/publicweb/quotesdata/wbillWeeklyQuotes.html"
 
 SHFE_RECEIPT_URL_1 = "http://www.shfe.com.cn/data/dailydata/%sdailystock.html"
 SHFE_RECEIPT_URL_2 = "http://www.shfe.com.cn/data/dailydata/%sdailystock.dat"
-CZCE_RECEIPT_URL_1 = (
-    "http://www.czce.com.cn/cn/exchange/jyxx/sheet/sheet%s.html"
-)
+CZCE_RECEIPT_URL_1 = "http://www.czce.com.cn/cn/exchange/jyxx/sheet/sheet%s.html"
 CZCE_RECEIPT_URL_2 = "http://www.czce.com.cn/cn/exchange/%s/datawhsheet/%s.htm"
-CZCE_RECEIPT_URL_3 = "http://www.czce.com.cn/cn/DFSStaticFiles/Future/%s/%s/FutureDataWhsheet.htm"
+CZCE_RECEIPT_URL_3 = (
+    "http://www.czce.com.cn/cn/DFSStaticFiles/Future/%s/%s/FutureDataWhsheet.htm"
+)
 
 CFFEX_DAILY_URL = "http://www.cffex.com.cn/fzjy/mrhq/{}/{}/{}_1.csv"
 SHFE_DAILY_URL = "http://www.shfe.com.cn/data/dailydata/kx/kx%s.dat"
-SHFE_V_WAP_URL = (
-    "http://www.shfe.com.cn/data/dailydata/ck/%sdailyTimePrice.dat"
-)
+SHFE_V_WAP_URL = "http://www.shfe.com.cn/data/dailydata/ck/%sdailyTimePrice.dat"
 DCE_DAILY_URL = "http://www.dce.com.cn//publicweb/quotesdata/dayQuotesCh.html"
 CZCE_DAILY_URL_1 = "http://www.czce.com.cn/cn/exchange/jyxx/hq/hq%s.html"
 CZCE_DAILY_URL_2 = "http://www.czce.com.cn/cn/exchange/%s/datadaily/%s.txt"
@@ -459,9 +454,7 @@ def get_json_path(name, module_file):
     :param module_file: filename
     :return: str json_file_path
     """
-    module_folder = os.path.abspath(
-        os.path.dirname(os.path.dirname(module_file))
-    )
+    module_folder = os.path.abspath(os.path.dirname(os.path.dirname(module_file)))
     module_json_path = os.path.join(module_folder, "file_fold", name)
     return module_json_path
 
@@ -473,9 +466,7 @@ def get_pk_path(name, module_file):
     :param module_file: filename
     :return: str json_file_path
     """
-    module_folder = os.path.abspath(
-        os.path.dirname(os.path.dirname(module_file))
-    )
+    module_folder = os.path.abspath(os.path.dirname(os.path.dirname(module_file)))
     module_json_path = os.path.join(module_folder, "file_fold", name)
     return module_json_path
 

diff --git a/akshare/futures/cot.py b/akshare/futures/cot.py
@@ -1,9 +1,9 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2023/7/12 17:06
+Date: 2023/8/8 17:00
 Desc: 期货-中国-交易所-会员持仓数据接口
-大连商品交易所、上海期货交易所、郑州商品交易所、中国金融期货交易所
+大连商品交易所、上海期货交易所、郑州商品交易所、中国金融期货交易所、广州期货交易所(交易所未提供)
 采集前 20 会员持仓数据;
 建议下午 16:30 以后采集当天数据, 避免交易所数据更新不稳定;
 郑州商品交易所格式分为三类
@@ -20,7 +20,6 @@
 import warnings
 import zipfile
 from io import BytesIO
-from io import StringIO
 
 import pandas as pd
 import requests
@@ -709,9 +708,10 @@ def get_dce_rank_table(
     return big_dict
 
 
-def get_cffex_rank_table(date="20200427", vars_list=cons.contract_symbols):
+def get_cffex_rank_table(date: str = "20190805", vars_list=cons.contract_symbols):
     """
     中国金融期货交易所前 20 会员持仓排名数据明细
+    http://www.cffex.com.cn/ccpm/
     注：该交易所既公布品种排名，也公布标的排名
     :param date: 日期 format：YYYY-MM-DD 或 YYYYMMDD 或 datetime.date对象 为空时为当天
     :param vars_list: 合约品种如RB、AL等列表 为空时为所有商品, 数据从20100416开始，每交易日16:30左右更新数据
@@ -737,11 +737,14 @@ def get_cffex_rank_table(date="20200427", vars_list=cons.contract_symbols):
         cons.convert_date(date) if date is not None else datetime.date.today()
     )
     if date < datetime.date(2010, 4, 16):
-        print(Exception("cffex数据源开始日期为20100416，跳过"))
+        print(Exception("CFFEX 数据源开始日期为 20100416，跳过"))
         return {}
     if date.strftime("%Y%m%d") not in calendar:
         warnings.warn("%s非交易日" % date.strftime("%Y%m%d"))
         return {}
+    headers = {
+        "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/81.0.4044.138 Safari/537.36",
+    }
     big_dict = {}
     for var in vars_list:
         # print(var)
@@ -751,26 +754,36 @@ def get_cffex_rank_table(date="20200427", vars_list=cons.contract_symbols):
             date.strftime("%d"),
             var,
         )
-        r = requests_link(url, encoding="gbk")
-        if not r:
-            return False
-        if "网页错误" not in r.text:
+        # url = 'http://www.cffex.com.cn/sj/ccpm/201908/05/IF_1.csv'
+        # url = 'http://www.cffex.com.cn/sj/ccpm/202308/08/IF_1.csv'
+        r = requests.get(url, headers=headers)
+        # 20200316 开始数据结构变化，统一格式
+        if r.status_code == 200:
             try:
-                temp_chche = StringIO(r.text.split("\n交易日,")[1])
+                # 当所需要的合约没有数据时
+                temp_df = pd.read_table(BytesIO(r.content), encoding="gbk", header=None)
             except:
-                temp_chche = StringIO(
-                    r.text.split("\n交易日,")[0][4:]
-                )  # 20200316开始数据结构变化，统一格式
-            table = pd.read_csv(temp_chche)
-            table = table.dropna(how="any")
-            table = table.applymap(
-                lambda x: x.strip() if isinstance(x, str) else x
-            )
-            for symbol in set(table["合约"]):
-                table_cut = table[table["合约"] == symbol]
-                table_cut.columns = ["symbol", "rank"] + rank_columns
-                table_cut = _table_cut_cal(pd.DataFrame(table_cut), symbol)
-                big_dict[symbol] = table_cut.reset_index(drop=True)
+                continue
+            need_index = temp_df.iloc[:, 0].str.contains("交易日")
+            if sum(need_index) > 2:
+                table = temp_df.iloc[temp_df[need_index].index[1]:, 0].str.split(",", expand=True)
+                table.columns = table.iloc[0,:]
+                table = table.iloc[2:, :].copy()
+                table.reset_index(inplace=True, drop=True)
+            else:
+                table = pd.read_csv(BytesIO(r.content), encoding="gbk")
+        else:
+            return
+        table = table.dropna(how="any")
+        table = table.applymap(
+            lambda x: x.strip() if isinstance(x, str) else x
+        )
+        del table['交易日']
+        for symbol in set(table["合约"]):
+            table_cut = table[table["合约"] == symbol]
+            table_cut.columns = ["symbol", "rank"] + rank_columns
+            table_cut = _table_cut_cal(pd.DataFrame(table_cut), symbol)
+            big_dict[symbol] = table_cut.reset_index(drop=True)
     return big_dict
 
 
@@ -1121,30 +1134,30 @@ def futures_dce_position_rank_other(date: str = "20160104"):
 
 
 if __name__ == "__main__":
-    # # 郑州商品交易所
-    # get_czce_rank_table_first_df = get_czce_rank_table(date="20210525")
-    # print(get_czce_rank_table_first_df)
-    #
-    # get_czce_rank_table_first_df = get_czce_rank_table(date="20201026")
-    # print(get_czce_rank_table_first_df)
-    #
-    # # 中国金融期货交易所
-    # get_cffex_rank_table_df = get_cffex_rank_table(date="20200325")
-    # print(get_cffex_rank_table_df)
-    #
-    # # 上海期货交易所
-    # get_shfe_rank_table_df = get_shfe_rank_table(date="20230705")
-    # print(get_shfe_rank_table_df)
-    #
-    # # 大连商品交易所
-    # get_dce_rank_table_first_df = get_dce_rank_table(date="20131227")
-    # print(get_dce_rank_table_first_df)
-    #
-    # get_dce_rank_table_second_df = get_dce_rank_table(date="20171227")
-    # print(get_dce_rank_table_second_df)
-    #
-    # get_dce_rank_table_third_df = get_dce_rank_table(date="20200929")
-    # print(get_dce_rank_table_third_df)
+    # 郑州商品交易所
+    get_czce_rank_table_first_df = get_czce_rank_table(date="20210525")
+    print(get_czce_rank_table_first_df)
+
+    get_czce_rank_table_first_df = get_czce_rank_table(date="20201026")
+    print(get_czce_rank_table_first_df)
+
+    # 中国金融期货交易所
+    get_cffex_rank_table_df = get_cffex_rank_table(date="20100810")
+    print(get_cffex_rank_table_df)
+
+    # 上海期货交易所
+    get_shfe_rank_table_df = get_shfe_rank_table(date="20230808")
+    print(get_shfe_rank_table_df)
+
+    # 大连商品交易所
+    get_dce_rank_table_first_df = get_dce_rank_table(date="20131227")
+    print(get_dce_rank_table_first_df)
+
+    get_dce_rank_table_second_df = get_dce_rank_table(date="20171227")
+    print(get_dce_rank_table_second_df)
+
+    get_dce_rank_table_third_df = get_dce_rank_table(date="20200929")
+    print(get_dce_rank_table_third_df)
 
     get_dce_rank_table_third_df = get_dce_rank_table(date="20230706")
     print(get_dce_rank_table_third_df)

diff --git a/akshare/futures/futures_basis.py b/akshare/futures/futures_basis.py
@@ -297,8 +297,8 @@ def futures_spot_price_previous(date: str = "20220209") -> pd.DataFrame:
     )
     print(futures_spot_price_daily_df)
 
-    futures_spot_price_df = futures_spot_price("20200510")
+    futures_spot_price_df = futures_spot_price("20230807")
     print(futures_spot_price_df)
 
-    futures_spot_price_previous_df = futures_spot_price_previous('20220209')
+    futures_spot_price_previous_df = futures_spot_price_previous('20230807')
     print(futures_spot_price_previous_df)
diff --git a/akshare/futures/symbol_var.py b/akshare/futures/symbol_var.py
@@ -1,8 +1,8 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2019/9/30 13:58
-Desc:
+Date: 2023/8/8 20:58
+Desc: 期货品种映射表
 """
 import re
 
@@ -156,6 +156,8 @@ def chinese_to_english(chinese_var: str):
         '花生',
         '工业硅',
         '氧化铝',
+        '丁二烯橡胶',
+        '碳酸锂',
     ]
     english_list = [
         "RU",
@@ -263,6 +265,8 @@ def chinese_to_english(chinese_var: str):
         "PK",
         "SI",
         "AO",
+        "BR",
+        "LC",
     ]
     pos = chinese_list.index(chinese_var)
     return english_list[pos]

diff --git a/docs/changelog.md b/docs/changelog.md
@@ -63,6 +63,11 @@
 
 ## 更新说明详情
 
+1.10.78 fix: fix get_cffex_rank_table interface
+
+    1. 修复 get_cffex_rank_table 接口
+    2. 修复 futures_spot_price 接口
+
 1.10.77 add: add bond_cb_profile_sina interface
 
     1. 新增 bond_cb_profile_sina 接口
@@ -2730,6 +2735,8 @@
 
 ## 版本更新说明
 
+1.10.78 fix: fix get_cffex_rank_table interface
+
 1.10.77 add: add bond_cb_profile_sina interface
 
 1.10.76 fix: fix stock_notice_report interface

diff --git a/docs/introduction.md b/docs/introduction.md
@@ -6,7 +6,7 @@
 **风险提示：[AKShare](https://github.com/akfamily/akshare) 开源财经数据接口库所采集的数据皆来自公开的数据源，不涉及任何个人隐私数据和非公开数据。
 同时本项目提供的数据接口及相关数据仅用于学术研究，任何个人、机构及团体使用本项目的数据接口及相关数据请注意商业风险。**
 
-1. 本文档更新时间：**2023-08-07**；
+1. 本文档更新时间：**2023-08-08**；
 2. 如有 [AKShare](https://github.com/akfamily/akshare) 库、文档及数据的相关问题，请在 [AKShare Issues](https://github.com/akfamily/akshare/issues) 中提 Issues；
 3. 欢迎关注 **数据科学实战** 微信公众号：<div><img src="https://jfds-1252952517.cos.ap-chengdu.myqcloud.com/akshare/readme/qrcode/ds.png"></div>；
 4. 如果您的问题未能在文档中找到答案，您也可以加入 **AKShare-VIP QQ 群**: 为了提高问答质量，此群为收费群(一杯咖啡钱即可入群，赠送[《AKShare-初阶-使用教学》](https://zmj.xet.tech/s/wck86)视频课)，可以添加 **AKShare-小助手** QQ：1254836886，由小助手邀请入群! ![](https://jfds-1252952517.cos.ap-chengdu.myqcloud.com/akshare/readme/qrcode/qr_code_1254836886.jpg)