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
93 lines
3.5 KiB
Python
93 lines
3.5 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2022/3/5 12:55
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Desc: 上登债券信息网-债券成交概览
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http://bond.sse.com.cn/data/statistics/overview/turnover/
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"""
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from io import BytesIO
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import pandas as pd
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import requests
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def bond_cash_summary_sse(date: str = "20210111") -> pd.DataFrame:
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"""
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上登债券信息网-市场数据-市场统计-市场概览-债券现券市场概览
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http://bond.sse.com.cn/data/statistics/overview/bondow/
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:param date: 指定日期
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:type date: str
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:return: 债券成交概览
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:rtype: pandas.DataFrame
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"""
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url = "http://query.sse.com.cn/commonExcelDd.do"
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headers = {
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"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9",
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"Referer": "http://bond.sse.com.cn/",
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/87.0.4280.88 Safari/537.36",
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}
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params = {
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"sqlId": "COMMON_SSEBOND_SCSJ_SCTJ_SCGL_ZQXQSCGL_CX_L",
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"TRADE_DATE": f"{date[:4]}-{date[4:6]}-{date[6:]}",
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}
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r = requests.get(url, params=params, headers=headers)
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temp_df = pd.read_excel(BytesIO(r.content), engine="xlrd")
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temp_df.columns = [
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"债券现货",
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"托管只数",
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"托管市值",
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"托管面值",
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"数据日期",
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]
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temp_df["托管只数"] = pd.to_numeric(temp_df["托管只数"])
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temp_df["托管市值"] = pd.to_numeric(temp_df["托管市值"])
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temp_df["托管面值"] = pd.to_numeric(temp_df["托管面值"])
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temp_df["数据日期"] = pd.to_datetime(temp_df["数据日期"]).dt.date
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return temp_df
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def bond_deal_summary_sse(date: str = "20210104") -> pd.DataFrame:
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"""
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上登债券信息网-市场数据-市场统计-市场概览-债券成交概览
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http://bond.sse.com.cn/data/statistics/overview/turnover/
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:param date: 指定日期
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:type date: str
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:return: 债券成交概览
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:rtype: pandas.DataFrame
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"""
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url = "http://query.sse.com.cn/commonExcelDd.do"
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headers = {
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"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/avif,image/webp,image/apng,*/*;q=0.8,application/signed-exchange;v=b3;q=0.9",
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"Referer": "http://bond.sse.com.cn/",
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"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/87.0.4280.88 Safari/537.36",
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}
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params = {
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"sqlId": "COMMON_SSEBOND_SCSJ_SCTJ_SCGL_ZQCJGL_CX_L",
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"TRADE_DATE": f"{date[:4]}-{date[4:6]}-{date[6:]}",
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}
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r = requests.get(url, params=params, headers=headers)
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temp_df = pd.read_excel(BytesIO(r.content))
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temp_df.columns = [
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"债券类型",
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"当日成交笔数",
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"当日成交金额",
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"当年成交笔数",
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"当年成交金额",
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"数据日期",
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]
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temp_df["当日成交笔数"] = pd.to_numeric(temp_df["当日成交笔数"])
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temp_df["当日成交金额"] = pd.to_numeric(temp_df["当日成交金额"])
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temp_df["当年成交笔数"] = pd.to_numeric(temp_df["当年成交笔数"])
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temp_df["当年成交金额"] = pd.to_numeric(temp_df["当年成交金额"])
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temp_df["数据日期"] = pd.to_datetime(temp_df["数据日期"]).dt.date
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return temp_df
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if __name__ == "__main__":
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bond_cash_summary_sse_df = bond_cash_summary_sse(date="20210111")
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print(bond_cash_summary_sse_df)
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bond_summary_sse_df = bond_deal_summary_sse(date="20210111")
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print(bond_summary_sse_df)
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