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
715 lines
23 KiB
Python
715 lines
23 KiB
Python
#!/usr/bin/env python
|
|
# -*- coding:utf-8 -*-
|
|
"""
|
|
Date: 2025/7/4 15:00
|
|
Desc: 新浪财经-债券-沪深可转债-实时行情数据和历史行情数据
|
|
https://vip.stock.finance.sina.com.cn/mkt/#hskzz_z
|
|
"""
|
|
|
|
import datetime
|
|
import re
|
|
|
|
import pandas as pd
|
|
import py_mini_racer
|
|
import requests
|
|
|
|
from akshare.bond.cons import (
|
|
zh_sina_bond_hs_cov_count_url,
|
|
zh_sina_bond_hs_cov_payload,
|
|
zh_sina_bond_hs_cov_url,
|
|
zh_sina_bond_hs_cov_hist_url,
|
|
)
|
|
from akshare.stock.cons import hk_js_decode
|
|
from akshare.utils import demjson
|
|
from akshare.utils.func import fetch_paginated_data
|
|
from akshare.utils.tqdm import get_tqdm
|
|
|
|
|
|
def _get_zh_bond_hs_cov_page_count() -> int:
|
|
"""
|
|
新浪财经-行情中心-债券-沪深可转债的总页数
|
|
https://vip.stock.finance.sina.com.cn/mkt/#hskzz_z
|
|
:return: 总页数
|
|
:rtype: int
|
|
"""
|
|
params = {
|
|
"node": "hskzz_z",
|
|
}
|
|
r = requests.get(zh_sina_bond_hs_cov_count_url, params=params)
|
|
page_count = int(re.findall(re.compile(r"\d+"), r.text)[0]) / 80
|
|
if isinstance(page_count, int):
|
|
return page_count
|
|
else:
|
|
return int(page_count) + 1
|
|
|
|
|
|
def bond_zh_hs_cov_spot() -> pd.DataFrame:
|
|
"""
|
|
新浪财经-债券-沪深可转债的实时行情数据; 大量抓取容易封IP
|
|
https://vip.stock.finance.sina.com.cn/mkt/#hskzz_z
|
|
:return: 所有沪深可转债在当前时刻的实时行情数据
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
big_df = pd.DataFrame()
|
|
page_count = _get_zh_bond_hs_cov_page_count()
|
|
zh_sina_bond_hs_payload_copy = zh_sina_bond_hs_cov_payload.copy()
|
|
tqdm = get_tqdm()
|
|
for page in tqdm(range(1, page_count + 1), leave=False):
|
|
zh_sina_bond_hs_payload_copy.update({"page": page})
|
|
res = requests.get(zh_sina_bond_hs_cov_url, params=zh_sina_bond_hs_payload_copy)
|
|
data_json = demjson.decode(res.text)
|
|
big_df = pd.concat(objs=[big_df, pd.DataFrame(data_json)], ignore_index=True)
|
|
return big_df
|
|
|
|
|
|
def bond_zh_hs_cov_daily(symbol: str = "sh010107") -> pd.DataFrame:
|
|
"""
|
|
新浪财经-债券-沪深可转债的历史行情数据, 大量抓取容易封 IP
|
|
https://vip.stock.finance.sina.com.cn/mkt/#hskzz_z
|
|
:param symbol: 沪深可转债代码; e.g., sh010107
|
|
:type symbol: str
|
|
:return: 指定沪深可转债代码的日 K 线数据
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
r = requests.get(
|
|
zh_sina_bond_hs_cov_hist_url.format(
|
|
symbol, datetime.datetime.now().strftime("%Y_%m_%d")
|
|
)
|
|
)
|
|
js_code = py_mini_racer.MiniRacer()
|
|
js_code.eval(hk_js_decode)
|
|
dict_list = js_code.call(
|
|
"d", r.text.split("=")[1].split(";")[0].replace('"', "")
|
|
) # 执行js解密代码
|
|
data_df = pd.DataFrame(dict_list)
|
|
data_df["date"] = pd.to_datetime(data_df["date"]).dt.date
|
|
return data_df
|
|
|
|
|
|
def _code_id_map() -> dict:
|
|
"""
|
|
东方财富-股票和市场代码
|
|
https://quote.eastmoney.com/center/gridlist.html#hs_a_board
|
|
:return: 股票和市场代码
|
|
:rtype: dict
|
|
"""
|
|
url = "https://80.push2.eastmoney.com/api/qt/clist/get"
|
|
params = {
|
|
"pn": "1",
|
|
"pz": "100",
|
|
"po": "1",
|
|
"np": "1",
|
|
"ut": "bd1d9ddb04089700cf9c27f6f7426281",
|
|
"fltt": "2",
|
|
"invt": "2",
|
|
"fid": "f12",
|
|
"fs": "m:1 t:2,m:1 t:23",
|
|
"fields": "f3,f12",
|
|
}
|
|
temp_df = fetch_paginated_data(url, params)
|
|
temp_df["market_id"] = 1
|
|
temp_df.rename(columns={"f12": "sh_code", "market_id": "sh_id"}, inplace=True)
|
|
code_id_dict = dict(zip(temp_df["sh_code"], temp_df["sh_id"]))
|
|
params = {
|
|
"pn": "1",
|
|
"pz": "100",
|
|
"po": "1",
|
|
"np": "1",
|
|
"ut": "bd1d9ddb04089700cf9c27f6f7426281",
|
|
"fltt": "2",
|
|
"invt": "2",
|
|
"fid": "f3",
|
|
"fs": "m:0 t:6,m:0 t:80",
|
|
"fields": "f3,f12",
|
|
}
|
|
temp_df_sz = fetch_paginated_data(url, params)
|
|
temp_df_sz["sz_id"] = 0
|
|
code_id_dict.update(dict(zip(temp_df_sz["f12"], temp_df_sz["sz_id"])))
|
|
return code_id_dict
|
|
|
|
|
|
def bond_zh_hs_cov_min(
|
|
symbol: str = "sz128039",
|
|
period: str = "15",
|
|
adjust: str = "",
|
|
start_date: str = "1979-09-01 09:32:00",
|
|
end_date: str = "2222-01-01 09:32:00",
|
|
) -> pd.DataFrame:
|
|
"""
|
|
东方财富网-可转债-分时行情
|
|
https://quote.eastmoney.com/concept/sz128039.html
|
|
:param symbol: 转债代码
|
|
:type symbol: str
|
|
:param period: choice of {'1', '5', '15', '30', '60'}
|
|
:type period: str
|
|
:param adjust: choice of {'', 'qfq', 'hfq'}
|
|
:type adjust: str
|
|
:param start_date: 开始日期
|
|
:type start_date: str
|
|
:param end_date: 结束日期
|
|
:type end_date: str
|
|
:return: 分时行情
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
market_type = {"sh": "1", "sz": "0"}
|
|
if period == "1":
|
|
url = "https://push2.eastmoney.com/api/qt/stock/trends2/get"
|
|
params = {
|
|
"secid": f"{market_type[symbol[:2]]}.{symbol[2:]}",
|
|
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
|
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
|
"iscr": "0",
|
|
"iscca": "0",
|
|
"ut": "f057cbcbce2a86e2866ab8877db1d059",
|
|
"ndays": "1",
|
|
}
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame(
|
|
[item.split(",") for item in data_json["data"]["trends"]]
|
|
)
|
|
temp_df.columns = [
|
|
"时间",
|
|
"开盘",
|
|
"收盘",
|
|
"最高",
|
|
"最低",
|
|
"成交量",
|
|
"成交额",
|
|
"最新价",
|
|
]
|
|
temp_df.index = pd.to_datetime(temp_df["时间"])
|
|
temp_df = temp_df[start_date:end_date]
|
|
temp_df.reset_index(drop=True, inplace=True)
|
|
temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
|
|
temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
|
|
temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
|
|
temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
|
|
temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
|
|
temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
|
|
temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
|
|
temp_df["时间"] = pd.to_datetime(temp_df["时间"]).astype(
|
|
str
|
|
) # show datatime here
|
|
return temp_df
|
|
else:
|
|
adjust_map = {
|
|
"": "0",
|
|
"qfq": "1",
|
|
"hfq": "2",
|
|
}
|
|
url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
|
|
params = {
|
|
"secid": f"{market_type[symbol[:2]]}.{symbol[2:]}",
|
|
"klt": period,
|
|
"fqt": adjust_map[adjust],
|
|
"lmt": "66",
|
|
"end": "20500000",
|
|
"iscca": "1",
|
|
"fields1": "f1,f2,f3,f4,f5",
|
|
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61",
|
|
"ut": "7eea3edcaed734bea9cbfc24409ed989",
|
|
"forcect": "1",
|
|
}
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame(
|
|
[item.split(",") for item in data_json["data"]["klines"]]
|
|
)
|
|
temp_df.columns = [
|
|
"时间",
|
|
"开盘",
|
|
"收盘",
|
|
"最高",
|
|
"最低",
|
|
"成交量",
|
|
"成交额",
|
|
"振幅",
|
|
"涨跌幅",
|
|
"涨跌额",
|
|
"换手率",
|
|
]
|
|
temp_df.index = pd.to_datetime(temp_df["时间"])
|
|
temp_df = temp_df[start_date:end_date]
|
|
temp_df.reset_index(drop=True, inplace=True)
|
|
temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
|
|
temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
|
|
temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
|
|
temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
|
|
temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
|
|
temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
|
|
temp_df["振幅"] = pd.to_numeric(temp_df["振幅"], errors="coerce")
|
|
temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
|
|
temp_df["涨跌额"] = pd.to_numeric(temp_df["涨跌额"], errors="coerce")
|
|
temp_df["换手率"] = pd.to_numeric(temp_df["换手率"], errors="coerce")
|
|
temp_df["时间"] = pd.to_datetime(temp_df["时间"]).astype(str)
|
|
temp_df = temp_df[
|
|
[
|
|
"时间",
|
|
"开盘",
|
|
"收盘",
|
|
"最高",
|
|
"最低",
|
|
"涨跌幅",
|
|
"涨跌额",
|
|
"成交量",
|
|
"成交额",
|
|
"振幅",
|
|
"换手率",
|
|
]
|
|
]
|
|
return temp_df
|
|
|
|
|
|
def bond_zh_hs_cov_pre_min(symbol: str = "sh113570") -> pd.DataFrame:
|
|
"""
|
|
东方财富网-可转债-分时行情-盘前
|
|
https://quote.eastmoney.com/concept/sz128039.html
|
|
:param symbol: 转债代码
|
|
:type symbol: str
|
|
:return: 分时行情-盘前
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
market_type = {"sh": "1", "sz": "0"}
|
|
url = "https://push2.eastmoney.com/api/qt/stock/trends2/get"
|
|
params = {
|
|
"fields1": "f1,f2,f3,f4,f5,f6,f7,f8,f9,f10,f11,f12,f13",
|
|
"fields2": "f51,f52,f53,f54,f55,f56,f57,f58",
|
|
"ndays": "1",
|
|
"iscr": "1",
|
|
"iscca": "0",
|
|
"secid": f"{market_type[symbol[:2]]}.{symbol[2:]}",
|
|
}
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame([item.split(",") for item in data_json["data"]["trends"]])
|
|
temp_df.columns = [
|
|
"时间",
|
|
"开盘",
|
|
"收盘",
|
|
"最高",
|
|
"最低",
|
|
"成交量",
|
|
"成交额",
|
|
"最新价",
|
|
]
|
|
temp_df.index = pd.to_datetime(temp_df["时间"])
|
|
temp_df.reset_index(drop=True, inplace=True)
|
|
temp_df["开盘"] = pd.to_numeric(temp_df["开盘"], errors="coerce")
|
|
temp_df["收盘"] = pd.to_numeric(temp_df["收盘"], errors="coerce")
|
|
temp_df["最高"] = pd.to_numeric(temp_df["最高"], errors="coerce")
|
|
temp_df["最低"] = pd.to_numeric(temp_df["最低"], errors="coerce")
|
|
temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
|
|
temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
|
|
temp_df["最新价"] = pd.to_numeric(temp_df["最新价"], errors="coerce")
|
|
temp_df["时间"] = pd.to_datetime(temp_df["时间"]).astype(str)
|
|
return temp_df
|
|
|
|
|
|
def bond_zh_cov() -> pd.DataFrame:
|
|
"""
|
|
东方财富网-数据中心-新股数据-可转债数据
|
|
https://data.eastmoney.com/kzz/default.html
|
|
:return: 可转债数据
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
|
|
params = {
|
|
"sortColumns": "PUBLIC_START_DATE",
|
|
"sortTypes": "-1",
|
|
"pageSize": "500",
|
|
"pageNumber": "1",
|
|
"reportName": "RPT_BOND_CB_LIST",
|
|
"columns": "ALL",
|
|
"quoteColumns": "f2~01~CONVERT_STOCK_CODE~CONVERT_STOCK_PRICE,"
|
|
"f235~10~SECURITY_CODE~TRANSFER_PRICE,f236~10~SECURITY_CODE~TRANSFER_VALUE,"
|
|
"f2~10~SECURITY_CODE~CURRENT_BOND_PRICE,f237~10~SECURITY_CODE~TRANSFER_PREMIUM_RATIO,"
|
|
"f239~10~SECURITY_CODE~RESALE_TRIG_PRICE,f240~10~SECURITY_CODE~REDEEM_TRIG_PRICE,"
|
|
"f23~01~CONVERT_STOCK_CODE~PBV_RATIO",
|
|
"source": "WEB",
|
|
"client": "WEB",
|
|
}
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
total_page = data_json["result"]["pages"]
|
|
big_df = pd.DataFrame()
|
|
tqdm = get_tqdm()
|
|
for page in tqdm(range(1, total_page + 1), leave=False):
|
|
params.update({"pageNumber": page})
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame(data_json["result"]["data"])
|
|
big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
|
|
|
|
big_df.columns = [
|
|
"债券代码",
|
|
"_",
|
|
"_",
|
|
"债券简称",
|
|
"_",
|
|
"上市时间",
|
|
"正股代码",
|
|
"_",
|
|
"信用评级",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"发行规模",
|
|
"申购上限",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"申购代码",
|
|
"_",
|
|
"申购日期",
|
|
"_",
|
|
"_",
|
|
"中签号发布日",
|
|
"原股东配售-股权登记日",
|
|
"正股简称",
|
|
"原股东配售-每股配售额",
|
|
"_",
|
|
"中签率",
|
|
"-",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"正股价",
|
|
"转股价",
|
|
"转股价值",
|
|
"债现价",
|
|
"转股溢价率",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
"_",
|
|
]
|
|
big_df = big_df[
|
|
[
|
|
"债券代码",
|
|
"债券简称",
|
|
"申购日期",
|
|
"申购代码",
|
|
"申购上限",
|
|
"正股代码",
|
|
"正股简称",
|
|
"正股价",
|
|
"转股价",
|
|
"转股价值",
|
|
"债现价",
|
|
"转股溢价率",
|
|
"原股东配售-股权登记日",
|
|
"原股东配售-每股配售额",
|
|
"发行规模",
|
|
"中签号发布日",
|
|
"中签率",
|
|
"上市时间",
|
|
"信用评级",
|
|
]
|
|
]
|
|
|
|
big_df["申购上限"] = pd.to_numeric(big_df["申购上限"], errors="coerce")
|
|
big_df["正股价"] = pd.to_numeric(big_df["正股价"], errors="coerce")
|
|
big_df["转股价"] = pd.to_numeric(big_df["转股价"], errors="coerce")
|
|
big_df["转股价值"] = pd.to_numeric(big_df["转股价值"], errors="coerce")
|
|
big_df["债现价"] = pd.to_numeric(big_df["债现价"], errors="coerce")
|
|
big_df["转股溢价率"] = pd.to_numeric(big_df["转股溢价率"], errors="coerce")
|
|
big_df["原股东配售-每股配售额"] = pd.to_numeric(
|
|
big_df["原股东配售-每股配售额"], errors="coerce"
|
|
)
|
|
big_df["发行规模"] = pd.to_numeric(big_df["发行规模"], errors="coerce")
|
|
big_df["中签率"] = pd.to_numeric(big_df["中签率"], errors="coerce")
|
|
big_df["中签号发布日"] = pd.to_datetime(
|
|
big_df["中签号发布日"], errors="coerce"
|
|
).dt.date
|
|
big_df["上市时间"] = pd.to_datetime(big_df["上市时间"], errors="coerce").dt.date
|
|
big_df["申购日期"] = pd.to_datetime(big_df["申购日期"], errors="coerce").dt.date
|
|
big_df["原股东配售-股权登记日"] = pd.to_datetime(
|
|
big_df["原股东配售-股权登记日"], errors="coerce"
|
|
).dt.date
|
|
big_df["债现价"] = big_df["债现价"].fillna(100)
|
|
return big_df
|
|
|
|
|
|
def bond_cov_comparison() -> pd.DataFrame:
|
|
"""
|
|
东方财富网-行情中心-债券市场-可转债比价表
|
|
https://quote.eastmoney.com/center/fullscreenlist.html#convertible_comparison
|
|
:return: 可转债比价表数据
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
url = "https://16.push2.eastmoney.com/api/qt/clist/get"
|
|
params = {
|
|
"pn": "1",
|
|
"pz": "100",
|
|
"po": "1",
|
|
"np": "1",
|
|
"ut": "bd1d9ddb04089700cf9c27f6f7426281",
|
|
"fltt": "2",
|
|
"invt": "2",
|
|
"fid": "f243",
|
|
"fs": "b:MK0354",
|
|
"fields": "f1,f152,f2,f3,f12,f13,f14,f227,f228,f229,f230,f231,f232,f233,f234,"
|
|
"f235,f236,f237,f238,f239,f240,f241,f242,f26,f243",
|
|
}
|
|
temp_df = fetch_paginated_data(url, params)
|
|
temp_df.columns = [
|
|
"序号",
|
|
"_",
|
|
"转债最新价",
|
|
"转债涨跌幅",
|
|
"转债代码",
|
|
"_",
|
|
"转债名称",
|
|
"上市日期",
|
|
"_",
|
|
"纯债价值",
|
|
"_",
|
|
"正股最新价",
|
|
"正股涨跌幅",
|
|
"_",
|
|
"正股代码",
|
|
"_",
|
|
"正股名称",
|
|
"转股价",
|
|
"转股价值",
|
|
"转股溢价率",
|
|
"纯债溢价率",
|
|
"回售触发价",
|
|
"强赎触发价",
|
|
"到期赎回价",
|
|
"开始转股日",
|
|
"申购日期",
|
|
]
|
|
temp_df = temp_df[
|
|
[
|
|
"序号",
|
|
"转债代码",
|
|
"转债名称",
|
|
"转债最新价",
|
|
"转债涨跌幅",
|
|
"正股代码",
|
|
"正股名称",
|
|
"正股最新价",
|
|
"正股涨跌幅",
|
|
"转股价",
|
|
"转股价值",
|
|
"转股溢价率",
|
|
"纯债溢价率",
|
|
"回售触发价",
|
|
"强赎触发价",
|
|
"到期赎回价",
|
|
"纯债价值",
|
|
"开始转股日",
|
|
"上市日期",
|
|
"申购日期",
|
|
]
|
|
]
|
|
return temp_df
|
|
|
|
|
|
def bond_zh_cov_info(
|
|
symbol: str = "123121", indicator: str = "基本信息"
|
|
) -> pd.DataFrame:
|
|
"""
|
|
https://data.eastmoney.com/kzz/detail/123121.html
|
|
东方财富网-数据中心-新股数据-可转债详情
|
|
:param symbol: 可转债代码
|
|
:type symbol: str
|
|
:param indicator: choice of {"基本信息", "中签号", "筹资用途", "重要日期"}
|
|
:type indicator: str
|
|
:return: 可转债详情
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
indicator_map = {
|
|
"基本信息": "RPT_BOND_CB_LIST",
|
|
"中签号": "RPT_CB_BALLOTNUM",
|
|
"筹资用途": "RPT_BOND_BS_OPRFINVESTITEM",
|
|
"重要日期": "RPT_CB_IMPORTANTDATE",
|
|
}
|
|
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
|
|
params = {
|
|
"reportName": "RPT_BOND_CB_LIST",
|
|
"columns": "ALL",
|
|
"quoteColumns": "f2~01~CONVERT_STOCK_CODE~CONVERT_STOCK_PRICE,f235~10~SECURITY_CODE~TRANSFER_PRICE,"
|
|
"f236~10~SECURITY_CODE~TRANSFER_VALUE,f2~10~SECURITY_CODE~CURRENT_BOND_PRICE,"
|
|
"f237~10~SECURITY_CODE~TRANSFER_PREMIUM_RATIO,f239~10~SECURITY_CODE~RESALE_TRIG_PRICE,"
|
|
"f240~10~SECURITY_CODE~REDEEM_TRIG_PRICE,f23~01~CONVERT_STOCK_CODE~PBV_RATIO",
|
|
"quoteType": "0",
|
|
"source": "WEB",
|
|
"client": "WEB",
|
|
"filter": f'(SECURITY_CODE="{symbol}")',
|
|
}
|
|
if indicator == "基本信息":
|
|
params.update(
|
|
{
|
|
"reportName": indicator_map[indicator],
|
|
"quoteColumns": "f2~01~CONVERT_STOCK_CODE~CONVERT_STOCK_PRICE,f235~10~SECURITY_CODE~TRANSFER_PRICE,"
|
|
"f236~10~SECURITY_CODE~TRANSFER_VALUE,f2~10~SECURITY_CODE~CURRENT_BOND_PRICE,"
|
|
"f237~10~SECURITY_CODE~TRANSFER_PREMIUM_RATIO,f239~10~SECURITY_CODE~RESALE_TRIG_PRICE,"
|
|
"f240~10~SECURITY_CODE~REDEEM_TRIG_PRICE,f23~01~CONVERT_STOCK_CODE~PBV_RATIO",
|
|
}
|
|
)
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame.from_dict(data_json["result"]["data"])
|
|
return temp_df
|
|
elif indicator == "中签号":
|
|
params.update(
|
|
{
|
|
"reportName": indicator_map[indicator],
|
|
"quoteColumns": "",
|
|
}
|
|
)
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame.from_dict(data_json["result"]["data"])
|
|
return temp_df
|
|
elif indicator == "筹资用途":
|
|
params.update(
|
|
{
|
|
"reportName": indicator_map[indicator],
|
|
"quoteColumns": "",
|
|
"sortColumns": "SORT",
|
|
"sortTypes": "1",
|
|
}
|
|
)
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame.from_dict(data_json["result"]["data"])
|
|
return temp_df
|
|
elif indicator == "重要日期":
|
|
params.update(
|
|
{
|
|
"reportName": indicator_map[indicator],
|
|
"quoteColumns": "",
|
|
}
|
|
)
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame.from_dict(data_json["result"]["data"])
|
|
return temp_df
|
|
else:
|
|
return pd.DataFrame()
|
|
|
|
|
|
def bond_zh_cov_value_analysis(symbol: str = "113527") -> pd.DataFrame:
|
|
"""
|
|
https://data.eastmoney.com/kzz/detail/113527.html
|
|
东方财富网-数据中心-新股数据-可转债数据-价值分析-溢价率分析
|
|
:param symbol: 可转债代码
|
|
:type symbol: str
|
|
:return: 可转债价值分析
|
|
:rtype: pandas.DataFrame
|
|
"""
|
|
url = "https://datacenter-web.eastmoney.com/api/data/get"
|
|
params = {
|
|
"sty": "ALL",
|
|
"token": "894050c76af8597a853f5b408b759f5d",
|
|
"st": "date",
|
|
"sr": "1",
|
|
"source": "WEB",
|
|
"type": "RPTA_WEB_KZZ_LS",
|
|
"filter": f'(zcode="{symbol}")',
|
|
"p": "1",
|
|
"ps": "8000",
|
|
}
|
|
r = requests.get(url, params=params)
|
|
data_json = r.json()
|
|
temp_df = pd.DataFrame(data_json["result"]["data"])
|
|
temp_df.columns = [
|
|
"日期",
|
|
"-",
|
|
"-",
|
|
"转股价值",
|
|
"纯债价值",
|
|
"纯债溢价率",
|
|
"转股溢价率",
|
|
"收盘价",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
"-",
|
|
]
|
|
temp_df = temp_df[
|
|
[
|
|
"日期",
|
|
"收盘价",
|
|
"纯债价值",
|
|
"转股价值",
|
|
"纯债溢价率",
|
|
"转股溢价率",
|
|
]
|
|
]
|
|
temp_df["收盘价"] = pd.to_numeric(temp_df["收盘价"], errors="coerce")
|
|
temp_df["纯债价值"] = pd.to_numeric(temp_df["纯债价值"], errors="coerce")
|
|
temp_df["转股价值"] = pd.to_numeric(temp_df["转股价值"], errors="coerce")
|
|
temp_df["纯债溢价率"] = pd.to_numeric(temp_df["纯债溢价率"], errors="coerce")
|
|
temp_df["转股溢价率"] = pd.to_numeric(temp_df["转股溢价率"], errors="coerce")
|
|
temp_df["日期"] = pd.to_datetime(temp_df["日期"], errors="coerce").dt.date
|
|
return temp_df
|
|
|
|
|
|
if __name__ == "__main__":
|
|
bond_zh_hs_cov_min_df = bond_zh_hs_cov_min(
|
|
symbol="sz128039",
|
|
period="1",
|
|
adjust="hfq",
|
|
start_date="1979-09-01 09:32:00",
|
|
end_date="2222-01-01 09:32:00",
|
|
)
|
|
print(bond_zh_hs_cov_min_df)
|
|
|
|
bond_zh_hs_cov_pre_min_df = bond_zh_hs_cov_pre_min(symbol="sz128039")
|
|
print(bond_zh_hs_cov_pre_min_df)
|
|
|
|
bond_zh_hs_cov_daily_df = bond_zh_hs_cov_daily(symbol="sz128039")
|
|
print(bond_zh_hs_cov_daily_df)
|
|
|
|
bond_zh_hs_cov_spot_df = bond_zh_hs_cov_spot()
|
|
print(bond_zh_hs_cov_spot_df)
|
|
|
|
bond_zh_cov_df = bond_zh_cov()
|
|
print(bond_zh_cov_df)
|
|
|
|
bond_cov_comparison_df = bond_cov_comparison()
|
|
print(bond_cov_comparison_df)
|
|
|
|
bond_zh_cov_info_df = bond_zh_cov_info(symbol="123121", indicator="基本信息")
|
|
print(bond_zh_cov_info_df)
|
|
|
|
bond_zh_cov_value_analysis_df = bond_zh_cov_value_analysis(symbol="113527")
|
|
print(bond_zh_cov_value_analysis_df)
|