#!/usr/bin/env python # -*- coding:utf-8 -*- """ Date: 2024/1/20 23:04 Desc: 中国外汇交易中心暨全国银行间同业拆借中心-回购定盘利率-历史数据 """ import pandas as pd import requests def repo_rate_query(symbol: str = "回购定盘利率") -> pd.DataFrame: """ 中国外汇交易中心暨全国银行间同业拆借中心-回购定盘利率-历史数据 https://www.chinamoney.com.cn/chinese/bkfrr/ :param symbol: choice of {"回购定盘利率", "银银间回购定盘利率"} :type symbol: str :return: 回购定盘利率-历史数据 :rtype: pandas.DataFrame """ if symbol == "回购定盘利率": url = "https://www.chinamoney.com.cn/r/cms/www/chinamoney/data/currency/frr-chrt.csv" temp_df = pd.read_csv(url, header=None) temp_df.dropna(axis=1, inplace=True) temp_df.columns = ["date", "FR001", "FR007", "FR014"] temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date temp_df["FR001"] = pd.to_numeric(temp_df["FR001"], errors="coerce") temp_df["FR007"] = pd.to_numeric(temp_df["FR007"], errors="coerce") temp_df["FR014"] = pd.to_numeric(temp_df["FR014"], errors="coerce") temp_df.sort_values(by=["date"], ignore_index=True, inplace=True) return temp_df else: url = "https://www.chinamoney.com.cn/r/cms/www/chinamoney/data/currency/fdr-chrt.csv" temp_df = pd.read_csv(url, header=None) temp_df.dropna(axis=1, inplace=True) temp_df.columns = ["date", "FDR001", "FDR007", "FDR014"] temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date temp_df["FDR001"] = pd.to_numeric(temp_df["FDR001"], errors="coerce") temp_df["FDR007"] = pd.to_numeric(temp_df["FDR007"], errors="coerce") temp_df["FDR014"] = pd.to_numeric(temp_df["FDR014"], errors="coerce") temp_df.sort_values(by=["date"], ignore_index=True, inplace=True) return temp_df def repo_rate_hist( start_date: str = "20200930", end_date: str = "20201029" ) -> pd.DataFrame: """ 中国外汇交易中心暨全国银行间同业拆借中心-回购定盘利率-历史数据 https://www.chinamoney.com.cn/chinese/bkfrr/ :param start_date: 开始时间, 开始时间与结束时间需要在一个月内 :type start_date: str :param end_date: 结束时间, 开始时间与结束时间需要在一个月内 :type end_date: str :return: 回购定盘利率-历史数据 :rtype: pandas.DataFrame """ start_date = "-".join([start_date[:4], start_date[4:6], start_date[6:]]) end_date = "-".join([end_date[:4], end_date[4:6], end_date[6:]]) url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bk-currency/FrrHis" headers = { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/108.0.0.0 Safari/537.36", } params = { "lang": "CN", "startDate": start_date, "endDate": end_date, } r = requests.post(url, params=params, headers=headers) data_json = r.json() temp_df = pd.DataFrame(data_json["records"]) temp_df = pd.DataFrame([item for item in temp_df["frValueMap"].to_list()]) temp_df = temp_df[ [ "date", "FR001", "FR007", "FR014", "FDR001", "FDR007", "FDR014", ] ] temp_df["date"] = pd.to_datetime(temp_df["date"], errors="coerce").dt.date temp_df["FR001"] = pd.to_numeric(temp_df["FR001"], errors="coerce") temp_df["FR007"] = pd.to_numeric(temp_df["FR007"], errors="coerce") temp_df["FR014"] = pd.to_numeric(temp_df["FR014"], errors="coerce") temp_df["FDR001"] = pd.to_numeric(temp_df["FDR001"], errors="coerce") temp_df["FDR007"] = pd.to_numeric(temp_df["FDR007"], errors="coerce") temp_df["FDR014"] = pd.to_numeric(temp_df["FDR014"], errors="coerce") temp_df.sort_values(["date"], ignore_index=True, inplace=True) return temp_df if __name__ == "__main__": repo_rate_query_df = repo_rate_query(symbol="回购定盘利率") print(repo_rate_query_df) repo_rate_hist_df = repo_rate_hist(start_date="20231001", end_date="20240101") print(repo_rate_hist_df)