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
64 lines
2.4 KiB
Python
64 lines
2.4 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2023/9/5 15:41
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Desc: 芝加哥商业交易所-比特币成交量报告
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https://datacenter.jin10.com/reportType/dc_cme_btc_report
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"""
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import pandas as pd
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import requests
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def crypto_bitcoin_cme(date: str = "20230830") -> pd.DataFrame:
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"""
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芝加哥商业交易所-比特币成交量报告
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https://datacenter.jin10.com/reportType/dc_cme_btc_report
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:param date: Specific date, e.g., "20230830"
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:type date: str
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:return: 比特币成交量报告
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:rtype: pandas.DataFrame
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"""
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url = "https://datacenter-api.jin10.com/reports/list"
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params = {
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"category": "cme",
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"date": "-".join([date[:4], date[4:6], date[6:]]),
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"attr_id": "4",
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}
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headers = {
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"accept": "*/*",
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"accept-encoding": "gzip, deflate, br",
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"accept-language": "zh-CN,zh;q=0.9,en;q=0.8",
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"cache-control": "no-cache",
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"origin": "https://datacenter.jin10.com",
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"pragma": "no-cache",
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"referer": "https://datacenter.jin10.com/",
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"sec-ch-ua": '" Not;A Brand";v="99", "Google Chrome";v="91", "Chromium";v="91"',
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"sec-ch-ua-mobile": "?0",
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"sec-fetch-dest": "empty",
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"sec-fetch-mode": "cors",
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"sec-fetch-site": "same-site",
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"user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/91.0.4472.106 Safari/537.36",
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"x-app-id": "rU6QIu7JHe2gOUeR",
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"x-csrf-token": "",
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"x-version": "1.0.0",
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}
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r = requests.get(url, params=params, headers=headers)
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data_json = r.json()
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temp_df = pd.DataFrame(
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[item for item in data_json["data"]["values"]],
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columns=[item["name"] for item in data_json["data"]["keys"]],
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)
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temp_df["电子交易合约"] = pd.to_numeric(temp_df["电子交易合约"], errors="coerce")
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temp_df["场内成交合约"] = pd.to_numeric(temp_df["场内成交合约"], errors="coerce")
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temp_df["场外成交合约"] = pd.to_numeric(temp_df["场外成交合约"], errors="coerce")
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temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
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temp_df["未平仓合约"] = pd.to_numeric(temp_df["未平仓合约"], errors="coerce")
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temp_df["持仓变化"] = pd.to_numeric(temp_df["持仓变化"], errors="coerce")
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return temp_df
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if __name__ == "__main__":
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crypto_bitcoin_cme_df = crypto_bitcoin_cme(date="20230830")
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print(crypto_bitcoin_cme_df)
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