# -*- coding:utf-8 -*- # !/usr/bin/env python """ Date: 2026/4/10 19:00 Desc: 中国债券信息网-中债指数-中债指数族系-总指数-综合类指数 """ import pandas as pd import requests from akshare.bond.cons import INDEX_MAPPING, PERIOD_MAPPING, INDICATOR_MAPPING def bond_available_index_cbond(): """ 中国债券信息网-中债指数-中债指数族系 当中， 非指定期限部分 https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQueryResult :return: 可选项列表 :rtype: list """ temp_df = pd.DataFrame(list(INDEX_MAPPING.keys())) temp_df.reset_index(inplace=True) temp_df['index'] = temp_df['index'] + 1 temp_df.columns = ['index', 'value'] return temp_df def bond_index_general_cbond( index_category: str = "新综合指数", indicator: str = "全价", period: str = "总值" ): """ 中国债券信息网-中债指数-中债指数族系 https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQueryResult :param index_category: see result of available_bond_index() :type index_category: str :param indicator: choice of {"全价", "净价", "财富", "平均市值法久期", "平均现金流法久期", "平均市值法凸性", "平均现金流法凸性", "平均现金流法到期收益率", "平均市值法到期收益率", "平均基点价值", "平均待偿期", "平均派息率", "指数上日总市值", "财富指数涨跌幅", "全价指数涨跌幅", "净价指数涨跌幅", "现券结算量"} :type indicator: str :param period: choice of {"总值", "1年以下", "1-3年", "3-5年", "5-7年", "7-10年", "10年以上", "0-3个月", "3-6个月", "6-9个月", "9-12个月", "0-6个月", "6-12个月"} :type period: str :return: 指定指数的指定指标的指定期限分段数据 :rtype: pandas.DataFrame """ url = "https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQueryResult" params = { "indexid": INDEX_MAPPING[index_category], "qxlxt": PERIOD_MAPPING[period], "ltcslx": "", "zslxt": INDICATOR_MAPPING[indicator], "zslxt1": INDICATOR_MAPPING[indicator], "lx": "1", "locale": "zh_CN", } r = requests.post(url, params=params) raw_json = r.json() key_col_map = {f"{INDICATOR_MAPPING[indicator]}_{p_code}": freq_col for p_code, freq_col in raw_json['dqcName'].items()} data_json = {key: raw_json[key] for key in key_col_map} temp_df = pd.DataFrame.from_dict(data_json, orient="columns") temp_df.index = pd.to_datetime(pd.to_numeric(temp_df.index), unit="ms", utc=True).tz_convert("Asia/Shanghai") temp_df.index.name = "date" temp_df.rename(columns=key_col_map, inplace=True) temp_df.reset_index(inplace=True) temp_df.columns = ["date", "value"] temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date return temp_df def bond_treasury_index_cbond( indicator: str = "财富", period: str = "5Y" ) -> pd.DataFrame: """ 中国债券信息网-中债指数-中债指数族系-总指数-综合类指数-中债-国债指数 https://yield.chinabond.com.cn/cbweb-mn/indices/single_index_query :param indicator: choice of {"全价", "净价", "财富"} :type indicator: str :param period: choice of {'0-1Y', '0-3Y', '0-5Y', '0-10Y', '1-3Y', '1-5Y', '1-10Y', '3-5Y', '5Y', '7Y', '7-10Y', '10Y', '30Y'} :type period: str :return: 国债指数 :rtype: pandas.DataFrame """ mapping = { "0-1Y": "8a8b2cef70bc61380170be069828032b", "0-3Y": "61f69682dc3ec18fe9664ff59308314a", "0-5Y": "0beafb51867009998c2f4932bf22ede3", "0-10Y": "8a8b2cef7832f8920178350801470014", "1-3Y": "cc1cfe89b0cbd0800420a0e037026407", "1-5Y": "7c3110e5305f9301482517066427a554", "1-10Y": "a5d90802e3259978a027267de651106d", "3-5Y": "8a8b2ca04bf69582014c10b60f376c77", "5Y": "8a8b2ca03a3feea1013a44b98fc533f5", "7Y": "2c9081e50e8767dc010e87b6e26c0080", "7-10Y": "8a8b2c8f5a492a01015a4ac986480043", "10Y": "8a8b2ca04b666362014b723482bc4f49", "30Y": "8a8b2cef77b239980177b485d20a6379", } url = "https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQueryResult" params = { "indexid": mapping[period], "qxlxt": "00", "ltcslx": "", "zslxt": INDICATOR_MAPPING[indicator], "zslxt1": INDICATOR_MAPPING[indicator], "lx": "1", "locale": "zh_CN", } r = requests.post(url, params=params) raw_json = r.json() key_col_map = {f"{INDICATOR_MAPPING[indicator]}_{p_code}": freq_col for p_code, freq_col in raw_json['dqcName'].items()} data_json = {key: raw_json[key] for key in key_col_map} temp_df = pd.DataFrame.from_dict(data_json, orient="columns") temp_df.index = pd.to_datetime(pd.to_numeric(temp_df.index), unit="ms", utc=True).tz_convert("Asia/Shanghai") temp_df.index.name = "date" temp_df.rename(columns=key_col_map, inplace=True) temp_df.reset_index(inplace=True) temp_df.columns = ["date", "value"] temp_df['date'] = pd.to_datetime(temp_df['date'], errors="coerce").dt.date return temp_df def bond_new_composite_index_cbond( indicator: str = "财富", period: str = "总值" ) -> pd.DataFrame: """ 中国债券信息网-中债指数-中债指数族系-总指数-综合类指数-中债-新综合指数 https://yield.chinabond.com.cn/cbweb-mn/indices/single_index_query :param indicator: choice of {"全价", "净价", "财富", "平均市值法久期", "平均现金流法久期", "平均市值法凸性", "平均现金流法凸性", "平均现金流法到期收益率", "平均市值法到期收益率", "平均基点价值", "平均待偿期", "平均派息率", "指数上日总市值", "财富指数涨跌幅", "全价指数涨跌幅", "净价指数涨跌幅", "现券结算量"} :type indicator: str :param period: choice of {"总值", "1年以下", "1-3年", "3-5年", "5-7年", "7-10年", "10年以上", "0-3个月", "3-6个月", "6-9个月", "9-12个月", "0-6个月", "6-12个月"} :type period: str :return: 新综合指数 :rtype: pandas.DataFrame """ indicator_map = { "全价": "QJZS", "净价": "JJZS", "财富": "CFZS", "平均市值法久期": "PJSZFJQ", "平均现金流法久期": "PJXJLFJQ", "平均市值法凸性": "PJSZFTX", "平均现金流法凸性": "PJXJLFTX", "平均现金流法到期收益率": "PJDQSYL", "平均市值法到期收益率": "PJSZFDQSYL", "平均基点价值": "PJJDJZ", "平均待偿期": "PJDCQ", "平均派息率": "PJPXL", "指数上日总市值": "ZSZSZ", "财富指数涨跌幅": "CFZSZDF", "全价指数涨跌幅": "QJZSZDF", "净价指数涨跌幅": "JJZSZDF", "现券结算量": "XQJSL", } period_map = { "总值": "00", "1年以下": "01", "1-3年": "02", "3-5年": "03", "5-7年": "04", "7-10年": "05", "10年以上": "06", "0-3个月": "07", "3-6个月": "08", "6-9个月": "09", "9-12个月": "10", "0-6个月": "11", "6-12个月": "12", } url = "https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQuery" params = { "indexid": "8a8b2ca0332abed20134ea76d8885831", "": "", # noqa: F601 "qxlxt": period_map[period], "": "", # noqa: F601 "ltcslx": "", "": "", # noqa: F601 "zslxt": indicator_map[indicator], # noqa: F601 "": "", # noqa: F601 "zslxt": indicator_map[indicator], # noqa: F601 "": "", # noqa: F601 "lx": "1", "": "", # noqa: F601 "locale": "", } r = requests.post(url, params=params) data_json = r.json() temp_df = pd.DataFrame.from_dict( data_json[f"{indicator_map[indicator]}_{period_map[period]}"], orient="index", ) temp_df.reset_index(inplace=True) temp_df.columns = ["date", "value"] temp_df["date"] = temp_df["date"].astype(float) temp_df["date"] = ( pd.to_datetime(temp_df["date"], unit="ms", errors="coerce", utc=True) .dt.tz_convert("Asia/Shanghai") .dt.date ) temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce") return temp_df def bond_composite_index_cbond( indicator: str = "财富", period: str = "总值" ) -> pd.DataFrame: """ 中国债券信息网-中债指数-中债指数族系-总指数-综合类指数-中债-综合指数 https://yield.chinabond.com.cn/cbweb-mn/indices/single_index_query :param indicator: choice of {"全价", "净价", "财富", "平均市值法久期", "平均现金流法久期", "平均市值法凸性", "平均现金流法凸性", "平均现金流法到期收益率", "平均市值法到期收益率", "平均基点价值", "平均待偿期", "平均派息率", "指数上日总市值", "财富指数涨跌幅", "全价指数涨跌幅", "净价指数涨跌幅", "现券结算量"} :type indicator: str :param period: choice of {"总值", "1年以下", "1-3年", "3-5年", "5-7年", "7-10年", "10年以上", "0-3个月", "3-6个月", "6-9个月", "9-12个月", "0-6个月", "6-12个月"} :type period: str :return: 新综合指数 :rtype: pandas.DataFrame """ indicator_map = { "全价": "QJZS", "净价": "JJZS", "财富": "CFZS", "平均市值法久期": "PJSZFJQ", "平均现金流法久期": "PJXJLFJQ", "平均市值法凸性": "PJSZFTX", "平均现金流法凸性": "PJXJLFTX", "平均现金流法到期收益率": "PJDQSYL", "平均市值法到期收益率": "PJSZFDQSYL", "平均基点价值": "PJJDJZ", "平均待偿期": "PJDCQ", "平均派息率": "PJPXL", "指数上日总市值": "ZSZSZ", "财富指数涨跌幅": "CFZSZDF", "全价指数涨跌幅": "QJZSZDF", "净价指数涨跌幅": "JJZSZDF", "现券结算量": "XQJSL", } period_map = { "总值": "00", "1年以下": "01", "1-3年": "02", "3-5年": "03", "5-7年": "04", "7-10年": "05", "10年以上": "06", "0-3个月": "07", "3-6个月": "08", "6-9个月": "09", "9-12个月": "10", "0-6个月": "11", "6-12个月": "12", } url = "https://yield.chinabond.com.cn/cbweb-mn/indices/singleIndexQuery" params = { "indexid": "2c90818811afed8d0111c0c672b31578", "": "", # noqa: F601 "qxlxt": period_map[period], "": "", # noqa: F601 "zslxt": indicator_map[indicator], "": "", # noqa: F601 "lx": "1", "": "", # noqa: F601 "locale": "", } r = requests.post(url, params=params) data_json = r.json() temp_df = pd.DataFrame.from_dict( data_json[f"{indicator_map[indicator]}_{period_map[period]}"], orient="index", ) temp_df.reset_index(inplace=True) temp_df.columns = ["date", "value"] temp_df["date"] = pd.to_datetime(temp_df["date"].astype(int), errors="coerce", unit="ms").dt.date temp_df["value"] = pd.to_numeric(temp_df["value"], errors="coerce") return temp_df if __name__ == "__main__": bond_new_composite_index_cbond_df = bond_new_composite_index_cbond( indicator="财富", period="总值" ) print(bond_new_composite_index_cbond_df) bond_composite_index_cbond_df = bond_composite_index_cbond( indicator="财富", period="总值" ) print(bond_composite_index_cbond_df) bond_index_general_cbond_df = bond_index_general_cbond(index_category="新综合指数", indicator="全价", period="总值") print(bond_index_general_cbond_df) bond_treasury_index_cbond_df = bond_treasury_index_cbond(indicator="财富", period="5Y") print(bond_treasury_index_cbond_df)