知微
fa45d8aa5f
- health_checklist.json: 192.168.1.122→node122
- ocr_client.py: docstring IP→node122
- docs/market-data-requirements.md: IP→node122
- 所有API调用通过ProxyHandler({})绕过系统代理
Privoxy对node122:18003返回500，直连正常
232 lines
7.9 KiB
Python
232 lines
7.9 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2024/5/10 14:00
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Desc: 中国外汇交易中心暨全国银行间同业拆借中心
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https://www.chinamoney.com.cn/chinese/scsjzqxx/
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"""
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import functools
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import pandas as pd
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import requests
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from akshare.bond.bond_china import bond_china_close_return_map
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from akshare.utils.tqdm import get_tqdm
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@functools.lru_cache()
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def bond_info_cm_query(symbol: str = "评级等级") -> pd.DataFrame:
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"""
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中国外汇交易中心暨全国银行间同业拆借中心-查询相关指标的参数
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https://www.chinamoney.com.cn/chinese/scsjzqxx/
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:param symbol: choice of {"主承销商", "债券类型", "息票类型", "发行年份", "评级等级"}
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:type symbol: str
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:return: 查询相关指标的参数
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:rtype: pandas.DataFrame
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"""
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bond_china_close_return_map()
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if symbol == "主承销商":
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url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/EntyFullNameSearchCondition"
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
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"Chrome/109.0.0.0 Safari/537.36"
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}
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r = requests.post(url, headers=headers)
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data_json = r.json()
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temp_df = pd.DataFrame(data_json["data"]["enty"])
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temp_df.columns = ["code", "name"]
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temp_df = temp_df[["name", "code"]]
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return temp_df
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else:
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symbol_map = {
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"债券类型": "bondType",
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"息票类型": "couponType",
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"发行年份": "issueYear",
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"评级等级": "bondRtngShrt",
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}
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url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondBaseInfoSearchCondition"
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
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"Chrome/109.0.0.0 Safari/537.36"
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}
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r = requests.post(url, headers=headers)
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data_json = r.json()
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temp_df = pd.DataFrame(data_json["data"][f"{symbol_map[symbol]}"])
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if temp_df.shape[1] == 1:
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temp_df.columns = ["name"]
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temp_df["code"] = temp_df["name"]
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temp_df.columns = ["code", "name"]
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temp_df = temp_df[["name", "code"]]
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return temp_df
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@functools.lru_cache()
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def bond_info_cm(
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bond_name: str = "",
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bond_code: str = "",
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bond_issue: str = "",
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bond_type: str = "",
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coupon_type: str = "",
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issue_year: str = "",
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underwriter: str = "",
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grade: str = "",
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) -> pd.DataFrame:
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"""
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中国外汇交易中心暨全国银行间同业拆借中心-数据-债券信息-信息查询
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https://www.chinamoney.com.cn/chinese/scsjzqxx/
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:param bond_name: 债券名称
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:type bond_name: str
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:param bond_code: 债券代码
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:type bond_code: str
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:param bond_issue: 发行人/受托机构
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:type bond_issue: str
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:param bond_type: 债券类型
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:type bond_type: str
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:param coupon_type: 息票类型
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:type coupon_type: str
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:param issue_year: 发行年份
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:type issue_year: str
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:param underwriter: 主承销商
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:type underwriter: str
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:param grade: 评级等级
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:type grade: str
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:return: 信息查询结果
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:rtype: pandas.DataFrame
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"""
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bond_china_close_return_map()
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if bond_type:
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bond_type_df = bond_info_cm_query(symbol="债券类型")
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bond_type_df_value = bond_type_df[bond_type_df["name"] == bond_type][
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"code"
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].values[0]
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else:
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bond_type_df_value = ""
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if coupon_type:
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coupon_type_df = bond_info_cm_query(symbol="息票类型")
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coupon_type_df_value = coupon_type_df[coupon_type_df["name"] == coupon_type][
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"code"
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].values[0]
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else:
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coupon_type_df_value = ""
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if underwriter:
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underwriter_df = bond_info_cm_query(symbol="主承销商")
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underwriter_value = underwriter_df[underwriter_df["name"] == underwriter][
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"code"
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].values[0]
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else:
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underwriter_value = ""
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url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondMarketInfoList2"
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payload = {
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"pageNo": "1",
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"pageSize": "15",
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"bondName": bond_name,
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"bondCode": bond_code,
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"issueEnty": bond_issue,
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"bondType": bond_type_df_value if bond_type_df_value else "",
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"bondSpclPrjctVrty": "",
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"couponType": coupon_type_df_value if coupon_type_df_value else "",
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"issueYear": issue_year,
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"entyDefinedCode": underwriter_value if underwriter_value else "",
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"rtngShrt": grade,
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}
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
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"Chrome/109.0.0.0 Safari/537.36"
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}
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r = requests.post(url, data=payload, headers=headers)
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data_json = r.json()
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total_page = data_json["data"]["pageTotal"]
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big_df = pd.DataFrame()
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tqdm = get_tqdm()
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for page in tqdm(range(1, total_page + 1), leave=False):
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payload.update({"pageNo": page})
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r = requests.post(url, data=payload, headers=headers)
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data_json = r.json()
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temp_df = pd.DataFrame(data_json["data"]["resultList"])
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big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
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big_df.rename(
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columns={
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"bondDefinedCode": "查询代码",
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"bondName": "债券简称",
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"bondCode": "债券代码",
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"issueStartDate": "发行日期",
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"issueEndDate": "-",
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"bondTypeCode": "-",
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"bondType": "债券类型",
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"entyFullName": "发行人/受托机构",
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"entyDefinedCode": "-",
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"debtRtng": "最新债项评级",
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"isin": "-",
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"inptTp": "-",
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},
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inplace=True,
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)
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big_df = big_df[
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[
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"债券简称",
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"债券代码",
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"发行人/受托机构",
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"债券类型",
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"发行日期",
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"最新债项评级",
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"查询代码",
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]
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]
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return big_df
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@functools.lru_cache()
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def bond_info_detail_cm(symbol: str = "淮安农商行CDSD2022021012") -> pd.DataFrame:
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"""
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中国外汇交易中心暨全国银行间同业拆借中心-数据-债券信息-信息查询-债券详情
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https://www.chinamoney.com.cn/chinese/zqjc/?bondDefinedCode=egfjh08154
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:param symbol: 债券简称
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:type symbol: str
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:return: 债券详情
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:rtype: pandas.DataFrame
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"""
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bond_china_close_return_map()
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url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondDetailInfo"
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inner_bond_info_cm_df = bond_info_cm(bond_name=symbol)
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bond_code = inner_bond_info_cm_df["查询代码"].values[0]
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payload = {"bondDefinedCode": bond_code}
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headers = {
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
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"Chrome/109.0.0.0 Safari/537.36",
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"host": "www.chinamoney.com.cn",
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"origin": "https://www.chinamoney.com.cn",
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"referer": "https://www.chinamoney.com.cn/chinese/zqjc/?bondDefinedCode=egfjh08154",
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}
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r = requests.post(url, data=payload, headers=headers)
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data_json = r.json()
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data_dict = data_json["data"]["bondBaseInfo"]
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if data_dict["creditRateEntyList"]:
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del data_dict["creditRateEntyList"]
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if data_dict["exerciseInfoList"]:
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del data_dict["exerciseInfoList"]
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temp_df = pd.DataFrame.from_dict(data_dict, orient="index")
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temp_df.reset_index(inplace=True)
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temp_df.columns = ["name", "value"]
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return temp_df
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if __name__ == "__main__":
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bond_info_cm_df = bond_info_cm(
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bond_name="",
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bond_code="",
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bond_issue="",
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bond_type="短期融资券",
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coupon_type="零息式",
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issue_year="2019",
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grade="A-1",
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underwriter="重庆农村商业银行股份有限公司",
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)
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print(bond_info_cm_df)
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bond_info_detail_cm_df = bond_info_detail_cm(symbol="19渝机电CP002")
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print(bond_info_detail_cm_df)
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