Files
MoFin/venv/lib/python3.12/site-packages/akshare/futures/futures_rule.py
T
知微 fa45d8aa5f fix: 小果地址统一node122(兼容LAN+EasyTier)
- 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
2026-06-30 02:56:35 +08:00

46 lines
1.5 KiB
Python

#!/usr/bin/env python
# -*- coding:utf-8 -*-
"""
Date: 2025/3/31 18:00
Desc: 国泰君安期货-交易日历数据表
https://www.gtjaqh.com/pc/calendar.html
"""
from io import StringIO
import pandas as pd
import requests
def futures_rule(date: str = "20231205") -> pd.DataFrame:
"""
国泰君安期货-交易日历数据表
https://www.gtjaqh.com/pc/calendar.html
:param date: 需要指定为交易日, 且是近期的日期
:type date: str
:return: 交易日历数据
:rtype: pandas.DataFrame
"""
import urllib3
urllib3.disable_warnings()
url = " https://www.gtjaqh.com/pc/calendar"
params = {"date": f"{date}"}
r = requests.get(url, params=params, verify=False)
big_df = pd.read_html(StringIO(r.text), header=1)[0]
big_df["交易保证金比例"] = big_df["交易保证金比例"].str.strip("%")
big_df["交易保证金比例"] = pd.to_numeric(big_df["交易保证金比例"], errors="coerce")
big_df["涨跌停板幅度"] = big_df["涨跌停板幅度"].str.strip("%")
big_df["涨跌停板幅度"] = pd.to_numeric(big_df["涨跌停板幅度"], errors="coerce")
big_df["合约乘数"] = pd.to_numeric(big_df["合约乘数"], errors="coerce")
big_df["最小变动价位"] = pd.to_numeric(big_df["最小变动价位"], errors="coerce")
big_df["限价单每笔最大下单手数"] = pd.to_numeric(
big_df["限价单每笔最大下单手数"], errors="coerce"
)
return big_df
if __name__ == "__main__":
futures_rule_df = futures_rule(date="20250328")
print(futures_rule_df)