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
114 lines
3.3 KiB
Python
114 lines
3.3 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2022/6/28 14:57
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Desc: 中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-外汇市场行情
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人民币外汇即期报价: fx_spot_quote
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人民币外汇远掉报价: fx_swap_quote
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外币对即期报价: fx_pair_quote
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"""
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import time
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import pandas as pd
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import requests
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from akshare.fx.cons import (
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SHORT_HEADERS,
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FX_SPOT_URL,
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FX_SWAP_URL,
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FX_PAIR_URL,
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)
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def fx_spot_quote() -> pd.DataFrame:
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"""
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中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-外汇市场行情-人民币外汇即期报价
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http://www.chinamoney.com.cn/chinese/mkdatapfx/
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:return: 人民币外汇即期报价
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:rtype: pandas.DataFrame
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"""
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payload = {"t": str(int(round(time.time() * 1000)))}
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res = requests.post(FX_SPOT_URL, data=payload, headers=SHORT_HEADERS)
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temp_df = pd.DataFrame(res.json()["records"])
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temp_df = temp_df[["ccyPair", "bidPrc", "askPrc", "midprice", "time"]]
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temp_df.columns = [
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"货币对",
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"买报价",
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"卖报价",
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"-",
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"-",
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]
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temp_df = temp_df[["货币对", "买报价", "卖报价"]]
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temp_df["买报价"] = pd.to_numeric(temp_df["买报价"], errors="coerce")
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temp_df["卖报价"] = pd.to_numeric(temp_df["卖报价"], errors="coerce")
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return temp_df
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def fx_swap_quote() -> pd.DataFrame:
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"""
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中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-债券市场行情-人民币外汇远掉报价
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https://www.chinamoney.com.cn/chinese/index.html
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:return: 人民币外汇远掉报价
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:rtype: pandas.DataFrame
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"""
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payload = {"t": str(int(round(time.time() * 1000)))}
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res = requests.post(FX_SWAP_URL, data=payload, headers=SHORT_HEADERS)
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temp_df = pd.DataFrame(res.json()["records"])
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temp_df = temp_df[
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[
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"ccyPair",
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"label_1W",
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"label_1M",
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"label_3M",
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"label_6M",
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"label_9M",
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"label_1Y",
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]
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]
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temp_df.columns = [
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"货币对",
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"1周",
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"1月",
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"3月",
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"6月",
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"9月",
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"1年",
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]
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return temp_df
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def fx_pair_quote() -> pd.DataFrame:
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"""
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中国外汇交易中心暨全国银行间同业拆借中心-市场数据-市场行情-债券市场行情-外币对即期报价
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http://www.chinamoney.com.cn/chinese/mkdatapfx/
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:return: 外币对即期报价
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:rtype: pandas.DataFrame
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"""
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payload = {"t": str(int(round(time.time() * 1000)))}
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res = requests.post(FX_PAIR_URL, data=payload, headers=SHORT_HEADERS)
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temp_df = pd.DataFrame(res.json()["records"])
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temp_df = temp_df[["ccyPair", "bidPrc", "askPrc", "midprice", "time"]]
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temp_df.columns = [
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"货币对",
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"买报价",
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"卖报价",
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"-",
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"-",
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]
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temp_df = temp_df[["货币对", "买报价", "卖报价"]]
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temp_df["买报价"] = pd.to_numeric(temp_df["买报价"], errors="coerce")
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temp_df["卖报价"] = pd.to_numeric(temp_df["卖报价"], errors="coerce")
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return temp_df
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if __name__ == "__main__":
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fx_spot_quote_df = fx_spot_quote()
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print(fx_spot_quote_df)
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fx_swap_quote_df = fx_swap_quote()
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print(fx_swap_quote_df)
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fx_pair_quote_df = fx_pair_quote()
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print(fx_pair_quote_df)
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