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
285 lines
12 KiB
Python
285 lines
12 KiB
Python
#!/usr/bin/env python
|
||
# -*- coding:utf-8 -*-
|
||
"""
|
||
Date: 2024/4/11 17:00
|
||
Desc: 九期网-期货手续费
|
||
https://www.9qihuo.com/qihuoshouxufei
|
||
"""
|
||
|
||
from io import StringIO
|
||
|
||
import pandas as pd
|
||
import requests
|
||
from bs4 import BeautifulSoup
|
||
|
||
|
||
def _futures_comm_qihuo_process(df: pd.DataFrame, name: str = None) -> pd.DataFrame:
|
||
"""
|
||
期货手续费数据细节处理函数
|
||
https://www.9qihuo.com/qihuoshouxufei
|
||
:param df: 获取到的 pandas.DataFrame 数据
|
||
:type df: pandas.DataFrame
|
||
:param name: 交易所名称
|
||
:type name: str
|
||
:return: 处理后的数据
|
||
:rtype: pandas.DataFrame
|
||
"""
|
||
import urllib3
|
||
|
||
urllib3.disable_warnings(urllib3.exceptions.InsecureRequestWarning)
|
||
common_temp_df = df.copy()
|
||
common_temp_df["合约名称"] = (
|
||
common_temp_df["合约品种"].str.split("(", expand=True).iloc[:, 0].str.strip()
|
||
)
|
||
common_temp_df["合约代码"] = (
|
||
common_temp_df["合约品种"].str.split("(", expand=True).iloc[:, 1].str.strip(")")
|
||
)
|
||
common_temp_df["涨停板"] = (
|
||
common_temp_df["涨/跌停板"].str.split("/", expand=True).iloc[:, 0].str.strip()
|
||
)
|
||
common_temp_df["跌停板"] = (
|
||
common_temp_df["涨/跌停板"].str.split("/", expand=True).iloc[:, 1].str.strip()
|
||
)
|
||
common_temp_df["保证金-买开"] = common_temp_df["保证金-买开"].str.strip("%")
|
||
common_temp_df["保证金-卖开"] = common_temp_df["保证金-卖开"].str.strip("%")
|
||
common_temp_df["保证金-每手"] = common_temp_df["保证金-保证金/每手"].str.strip("元")
|
||
common_temp_df["手续费"] = common_temp_df["手续费(开+平)"].str.strip("元")
|
||
try:
|
||
temp_df_ratio = (
|
||
common_temp_df["手续费标准-开仓"][
|
||
common_temp_df["手续费标准-开仓"].str.contains("万分之")
|
||
]
|
||
.str.split("/", expand=True)
|
||
.iloc[:, 0]
|
||
.astype(float)
|
||
/ 10000
|
||
)
|
||
except IndexError:
|
||
temp_df_ratio = pd.NA
|
||
temp_df_yuan = common_temp_df["手续费标准-开仓"][
|
||
common_temp_df["手续费标准-开仓"].str.contains("元")
|
||
]
|
||
common_temp_df["手续费标准-开仓-万分之"] = temp_df_ratio
|
||
common_temp_df["手续费标准-开仓-元"] = temp_df_yuan.str.strip("元")
|
||
try:
|
||
temp_df_ratio = (
|
||
common_temp_df["手续费标准-平昨"][
|
||
common_temp_df["手续费标准-平昨"].str.contains("万分之")
|
||
]
|
||
.str.split("/", expand=True)
|
||
.iloc[:, 0]
|
||
.astype(float)
|
||
/ 10000
|
||
)
|
||
except IndexError:
|
||
temp_df_ratio = pd.NA
|
||
temp_df_yuan = common_temp_df["手续费标准-平昨"][
|
||
common_temp_df["手续费标准-平昨"].str.contains("元")
|
||
]
|
||
common_temp_df["手续费标准-平昨-万分之"] = temp_df_ratio
|
||
common_temp_df["手续费标准-平昨-元"] = temp_df_yuan.str.strip("元")
|
||
try:
|
||
temp_df_ratio = (
|
||
common_temp_df["手续费标准-平今"][
|
||
common_temp_df["手续费标准-平今"].str.contains("万分之")
|
||
]
|
||
.str.split("/", expand=True)
|
||
.iloc[:, 0]
|
||
.astype(float)
|
||
/ 10000
|
||
)
|
||
except IndexError:
|
||
temp_df_ratio = pd.NA
|
||
temp_df_yuan = common_temp_df["手续费标准-平今"][
|
||
common_temp_df["手续费标准-平今"].str.contains("元")
|
||
]
|
||
common_temp_df["手续费标准-平今-万分之"] = temp_df_ratio
|
||
common_temp_df["手续费标准-平今-元"] = temp_df_yuan.str.strip("元")
|
||
del common_temp_df["手续费标准-开仓"]
|
||
del common_temp_df["手续费标准-平昨"]
|
||
del common_temp_df["手续费标准-平今"]
|
||
del common_temp_df["合约品种"]
|
||
del common_temp_df["涨/跌停板"]
|
||
del common_temp_df["手续费(开+平)"]
|
||
del common_temp_df["保证金-保证金/每手"]
|
||
common_temp_df["交易所名称"] = name
|
||
common_temp_df = common_temp_df[
|
||
[
|
||
"交易所名称",
|
||
"合约名称",
|
||
"合约代码",
|
||
"现价",
|
||
"涨停板",
|
||
"跌停板",
|
||
"保证金-买开",
|
||
"保证金-卖开",
|
||
"保证金-每手",
|
||
"手续费标准-开仓-万分之",
|
||
"手续费标准-开仓-元",
|
||
"手续费标准-平昨-万分之",
|
||
"手续费标准-平昨-元",
|
||
"手续费标准-平今-万分之",
|
||
"手续费标准-平今-元",
|
||
"每跳毛利",
|
||
"手续费",
|
||
"每跳净利",
|
||
"备注",
|
||
]
|
||
]
|
||
common_temp_df["现价"] = pd.to_numeric(common_temp_df["现价"])
|
||
common_temp_df["涨停板"] = pd.to_numeric(common_temp_df["涨停板"])
|
||
common_temp_df["跌停板"] = pd.to_numeric(common_temp_df["跌停板"])
|
||
common_temp_df["保证金-买开"] = pd.to_numeric(common_temp_df["保证金-买开"])
|
||
common_temp_df["保证金-卖开"] = pd.to_numeric(common_temp_df["保证金-卖开"])
|
||
common_temp_df["保证金-每手"] = pd.to_numeric(common_temp_df["保证金-每手"])
|
||
# common_temp_df["手续费标准-开仓-元"] = pd.to_numeric(common_temp_df["手续费标准-开仓-元"])
|
||
# common_temp_df["手续费标准-平昨-元"] = pd.to_numeric(common_temp_df["手续费标准-平昨-元"])
|
||
# common_temp_df["手续费标准-平今-元"] = pd.to_numeric(common_temp_df["手续费标准-平今-元"])
|
||
common_temp_df["每跳毛利"] = pd.to_numeric(common_temp_df["每跳毛利"])
|
||
common_temp_df["手续费"] = pd.to_numeric(common_temp_df["手续费"])
|
||
common_temp_df["每跳净利"] = pd.to_numeric(common_temp_df["每跳净利"])
|
||
session = requests.Session()
|
||
headers = {
|
||
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
||
"Chrome/125.0.0.0 Safari/537.36",
|
||
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8",
|
||
"Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
|
||
"Accept-Encoding": "gzip, deflate, br",
|
||
"Connection": "keep-alive",
|
||
"Referer": "https://www.9qihuo.com/",
|
||
"Sec-Fetch-Dest": "document",
|
||
"Sec-Fetch-Mode": "navigate",
|
||
"Sec-Fetch-Site": "same-origin",
|
||
"Sec-Fetch-User": "?1",
|
||
"Upgrade-Insecure-Requests": "1",
|
||
"Cache-Control": "max-age=0",
|
||
}
|
||
session.get("https://www.9qihuo.com/", headers=headers, timeout=10)
|
||
r = session.get(
|
||
"https://www.9qihuo.com/qihuoshouxufei", headers=headers, timeout=10
|
||
)
|
||
soup = BeautifulSoup(r.text, features="lxml")
|
||
raw_date_text = soup.find(name="a", attrs={"id": "dlink"}).previous
|
||
comm_update_time = raw_date_text.split("，")[0].strip("（手续费更新时间：")
|
||
price_update_time = (
|
||
raw_date_text.split("，")[1].strip("价格更新时间：").strip("。）")
|
||
)
|
||
common_temp_df["手续费更新时间"] = comm_update_time
|
||
common_temp_df["价格更新时间"] = price_update_time
|
||
return common_temp_df
|
||
|
||
|
||
def futures_comm_info(symbol: str = "所有") -> pd.DataFrame:
|
||
"""
|
||
九期网-期货手续费
|
||
https://www.9qihuo.com/qihuoshouxufei
|
||
:param symbol: choice of {"所有", "上海期货交易所", "大连商品交易所", "郑州商品交易所", "上海国际能源交易中心", "中国金融期货交易所", "广州期货交易所"}
|
||
:type symbol: str
|
||
:return: 期货手续费
|
||
:rtype: pandas.DataFrame
|
||
"""
|
||
session = requests.Session()
|
||
headers = {
|
||
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
|
||
"Chrome/125.0.0.0 Safari/537.36",
|
||
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8",
|
||
"Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
|
||
"Accept-Encoding": "gzip, deflate, br",
|
||
"Connection": "keep-alive",
|
||
"Referer": "https://www.9qihuo.com/",
|
||
"Sec-Fetch-Dest": "document",
|
||
"Sec-Fetch-Mode": "navigate",
|
||
"Sec-Fetch-Site": "same-origin",
|
||
"Sec-Fetch-User": "?1",
|
||
"Upgrade-Insecure-Requests": "1",
|
||
"Cache-Control": "max-age=0",
|
||
}
|
||
session.get("https://www.9qihuo.com/", headers=headers, timeout=10)
|
||
r = session.get(
|
||
"https://www.9qihuo.com/qihuoshouxufei", headers=headers, timeout=10
|
||
)
|
||
temp_df = pd.read_html(StringIO(r.text))[0]
|
||
temp_df.columns = [
|
||
"合约品种",
|
||
"现价",
|
||
"涨/跌停板",
|
||
"保证金-买开",
|
||
"保证金-卖开",
|
||
"保证金-保证金/每手",
|
||
"手续费标准-开仓",
|
||
"手续费标准-平昨",
|
||
"手续费标准-平今",
|
||
"每跳毛利",
|
||
"手续费(开+平)",
|
||
"每跳净利",
|
||
"备注",
|
||
"-",
|
||
"-",
|
||
]
|
||
df_0 = temp_df[temp_df["合约品种"].str.contains("上海期货交易所")].index.values[0]
|
||
df_1 = temp_df[temp_df["合约品种"].str.contains("大连商品交易所")].index.values[0]
|
||
df_2 = temp_df[temp_df["合约品种"].str.contains("郑州商品交易所")].index.values[0]
|
||
df_3 = temp_df[
|
||
temp_df["合约品种"].str.contains("上海国际能源交易中心")
|
||
].index.values[0]
|
||
df_4 = temp_df[temp_df["合约品种"].str.contains("广州期货交易所")].index.values[0]
|
||
df_5 = temp_df[temp_df["合约品种"].str.contains("中国金融期货交易所")].index.values[
|
||
0
|
||
]
|
||
shfe_df = temp_df.iloc[df_0 + 3 : df_1, :].reset_index(drop=True)
|
||
dce_df = temp_df.iloc[df_1 + 3 : df_2, :].reset_index(drop=True)
|
||
czce_df = temp_df.iloc[df_2 + 3 : df_3, :].reset_index(drop=True)
|
||
ine_df = temp_df.iloc[df_3 + 3 : df_4, :].reset_index(drop=True)
|
||
gfex_df = temp_df.iloc[df_4 + 3 : df_5, :].reset_index(drop=True)
|
||
cffex_df = temp_df.iloc[df_5 + 3 :, :].reset_index(drop=True)
|
||
if symbol == "上海期货交易所":
|
||
return _futures_comm_qihuo_process(shfe_df, name="上海期货交易所")
|
||
elif symbol == "大连商品交易所":
|
||
return _futures_comm_qihuo_process(dce_df, name="大连商品交易所")
|
||
elif symbol == "郑州商品交易所":
|
||
return _futures_comm_qihuo_process(czce_df, name="郑州商品交易所")
|
||
elif symbol == "上海国际能源交易中心":
|
||
return _futures_comm_qihuo_process(ine_df, name="上海国际能源交易中心")
|
||
elif symbol == "广州期货交易所":
|
||
return _futures_comm_qihuo_process(gfex_df, name="广州期货交易所")
|
||
elif symbol == "中国金融期货交易所":
|
||
return _futures_comm_qihuo_process(cffex_df, name="中国金融期货交易所")
|
||
else:
|
||
big_df = pd.DataFrame()
|
||
big_df = pd.concat(
|
||
objs=[big_df, _futures_comm_qihuo_process(shfe_df, name="上海期货交易所")],
|
||
ignore_index=True,
|
||
)
|
||
big_df = pd.concat(
|
||
objs=[big_df, _futures_comm_qihuo_process(dce_df, name="大连商品交易所")],
|
||
ignore_index=True,
|
||
)
|
||
big_df = pd.concat(
|
||
objs=[big_df, _futures_comm_qihuo_process(czce_df, name="郑州商品交易所")],
|
||
ignore_index=True,
|
||
)
|
||
big_df = pd.concat(
|
||
objs=[
|
||
big_df,
|
||
_futures_comm_qihuo_process(ine_df, name="上海国际能源交易中心"),
|
||
],
|
||
ignore_index=True,
|
||
)
|
||
big_df = pd.concat(
|
||
objs=[big_df, _futures_comm_qihuo_process(gfex_df, name="广州期货交易所")],
|
||
ignore_index=True,
|
||
)
|
||
big_df = pd.concat(
|
||
objs=[
|
||
big_df,
|
||
_futures_comm_qihuo_process(cffex_df, name="中国金融期货交易所"),
|
||
],
|
||
ignore_index=True,
|
||
)
|
||
return big_df
|
||
|
||
|
||
if __name__ == "__main__":
|
||
futures_comm_info_df = futures_comm_info(symbol="所有")
|
||
print(futures_comm_info_df)
|