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
101 lines
3.1 KiB
Python
101 lines
3.1 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2023/11/15 18:00
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Desc: 东方财富网-数据中心-期货期权-COMEX库存数据
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https://data.eastmoney.com/pmetal/comex/by.html
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"""
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import pandas as pd
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import requests
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from akshare.utils.tqdm import get_tqdm
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def futures_comex_inventory(symbol: str = "黄金") -> pd.DataFrame:
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"""
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东方财富网-数据中心-期货期权-COMEX库存数据
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https://data.eastmoney.com/pmetal/comex/by.html
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:param symbol: choice of {"黄金", "白银"}
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:type symbol: str
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:return: COMEX库存数据
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:rtype: pandas.DataFrame
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"""
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symbol_map = {
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"黄金": "EMI00069026",
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"白银": "EMI00069027",
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}
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url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
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params = {
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"sortColumns": "REPORT_DATE",
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"sortTypes": "-1",
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"pageSize": "500",
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"pageNumber": "1",
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"reportName": "RPT_FUTUOPT_GOLDSIL",
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"columns": "ALL",
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"quoteColumns": "",
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"source": "WEB",
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"client": "WEB",
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"filter": f'(INDICATOR_ID1="{symbol_map[symbol]}")(@STORAGE_TON<>"NULL")',
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}
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r = requests.get(url, params=params)
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data_json = r.json()
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total_page = data_json["result"]["pages"]
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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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params.update(
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{
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"pageNumber": page,
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}
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)
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r = requests.get(url, params=params)
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data_json = r.json()
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temp_df = pd.DataFrame(data_json["result"]["data"])
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big_df = pd.concat(objs=[big_df, temp_df], axis=0, ignore_index=True)
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big_df.reset_index(inplace=True)
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big_df["index"] = big_df["index"] + 1
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big_df.rename(
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columns={
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"index": "序号",
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"REPORT_DATE": "日期",
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"INDICATOR_NAME": "-",
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"INDICATOR_ID1": "-",
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"STORAGE_TON": f"COMEX{symbol}库存量-吨",
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"STORAGE_OUNCE": f"COMEX{symbol}库存量-盎司",
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"INDICATOR_ID2": "-",
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"NETPOSITION_TON": "-",
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"NETPOSITION_OUNCE": "-",
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"NETPOSITION_DOLLAR": "-",
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"INDICATOR_ID3": "-",
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"OPENPOSI_STOCK": "-",
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"OPENPOSTOCK_WECHANGE": "-",
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"OPENPOSI_STOCK_SUM": "-",
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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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"序号",
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"日期",
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f"COMEX{symbol}库存量-吨",
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f"COMEX{symbol}库存量-盎司",
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]
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]
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big_df[f"COMEX{symbol}库存量-吨"] = pd.to_numeric(
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big_df[f"COMEX{symbol}库存量-吨"], errors="coerce"
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)
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big_df[f"COMEX{symbol}库存量-盎司"] = pd.to_numeric(
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big_df[f"COMEX{symbol}库存量-盎司"], errors="coerce"
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)
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big_df["日期"] = pd.to_datetime(big_df["日期"], errors="coerce").dt.date
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big_df.sort_values(["日期"], inplace=True, ignore_index=True)
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big_df["序号"] = range(1, len(big_df) + 1)
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return big_df
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if __name__ == "__main__":
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futures_comex_inventory_df = futures_comex_inventory(symbol="黄金")
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print(futures_comex_inventory_df)
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