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
79 lines
2.9 KiB
Python
79 lines
2.9 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2026/2/22 15:45
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Desc: 金十数据-期货手续费
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https://www.jin10.com/
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"""
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import json
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import pandas as pd
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import requests
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def futures_comm_js(date: str = "20260213") -> pd.DataFrame:
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"""
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金十财经-期货手续费
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https://www.jin10.com/
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:param date: 日期; 格式为 YYYYMMDD，例如 "20250213"
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:type date: str
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:return: 期货手续费数据
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:rtype: pandas.DataFrame
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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/107.0.0.0 Safari/537.36",
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"x-app-id": "fiXF2nOnDycGutVA",
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"x-version": "1.0",
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"referer": "https://www.jin10.com/",
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"origin": "https://www.jin10.com",
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}
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url = "https://mp-api.jin10.com/api/dynamic-data/child"
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formatted_date = "-".join([date[:4], date[4:6], date[6:]])
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params = {
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"tb_name": "_vir_26",
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"search": json.dumps({"range,date": f"{formatted_date},{formatted_date}", "status": 1}),
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"order": "date,desc",
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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(data_json["data"])
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temp_df = temp_df.rename(
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columns={
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"date": "日期",
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"heyue_name": "合约品种",
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"heyue_code": "合约代码",
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"pub_date_commission": "手续费公布时间",
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"pub_date_price": "价格公布时间",
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"heyue_price": "现价",
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"up_limit_num": "涨停板",
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"down_limit_num": "跌停板",
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"buy_ratio": "保证金/买开",
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"sell_ratio": "保证金/卖开",
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"per_lot_price": "保证金/每手",
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"per_ratio": "每手跳数",
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"buy_commission": "开仓",
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"sell_yesterday_commission": "平昨",
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"sell_cur_commission": "平今",
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"per_commission_price": "每跳毛利",
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"per_net_profit": "每跳净利",
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"jys": "交易所",
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}
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)
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temp_df = temp_df.drop(
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columns=["id", "status", "created_at", "updated_at", "_date", "_pub_date_commission", "_pub_date_price"],
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errors="ignore")
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temp_df['日期'] = pd.to_datetime(temp_df['日期'], errors="coerce").dt.date
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temp_df['现价'] = pd.to_numeric(temp_df['现价'], errors="coerce")
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temp_df['涨停板'] = pd.to_numeric(temp_df['涨停板'], errors="coerce")
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temp_df['跌停板'] = pd.to_numeric(temp_df['跌停板'], errors="coerce")
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temp_df['每手跳数'] = pd.to_numeric(temp_df['每手跳数'], errors="coerce")
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temp_df['每跳毛利'] = pd.to_numeric(temp_df['每跳毛利'], errors="coerce")
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temp_df['每跳净利'] = pd.to_numeric(temp_df['每跳净利'], errors="coerce")
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return temp_df
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if __name__ == "__main__":
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futures_comm_js_df = futures_comm_js(date="20260213")
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print(futures_comm_js_df)
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