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
62 lines
2.0 KiB
Python
62 lines
2.0 KiB
Python
# -*- coding:utf-8 -*-
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# !/usr/bin/env python
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"""
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Date: 2025/9/8 16:20
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Desc: 上海证券交易所-产品-股票期权-信息披露-当日合约
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http://www.sse.com.cn/assortment/options/disclo/preinfo/
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"""
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import pandas as pd
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import requests
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def option_current_day_sse() -> pd.DataFrame:
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"""
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上海证券交易所-产品-股票期权-信息披露-当日合约
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http://www.sse.com.cn/assortment/options/disclo/preinfo/
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:return: 上交所期权当日合约
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:rtype: pandas.DataFrame
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"""
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url = "http://query.sse.com.cn/commonQuery.do"
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params = {
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"isPagination": "false",
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"expireDate": "",
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"securityId": "",
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"sqlId": "SSE_ZQPZ_YSP_GGQQZSXT_XXPL_DRHY_SEARCH_L",
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}
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headers = {
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"Accept": "*/*",
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"Accept-Encoding": "gzip, deflate",
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"Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
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"Cache-Control": "no-cache",
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"Connection": "keep-alive",
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"Host": "query.sse.com.cn",
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"Pragma": "no-cache",
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"Referer": "http://www.sse.com.cn/",
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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/101.0.4951.67 Safari/537.36",
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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["result"])
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dict_df = {
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"SECURITY_ID": "合约编码",
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"CONTRACT_ID": "合约交易代码",
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"CONTRACT_SYMBOL": "合约简称",
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"SECURITYNAMEBYID": "标的券名称及代码",
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"CALL_OR_PUT": "类型",
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"EXERCISE_PRICE": "行权价",
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"CONTRACT_UNIT": "合约单位",
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"END_DATE": "期权行权日",
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"DELIVERY_DATE": "行权交收日",
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"EXPIRE_DATE": "到期日",
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"START_DATE": "开始日期",
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}
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temp_df = temp_df[dict_df.keys()].rename(columns=dict_df)
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return temp_df
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if __name__ == "__main__":
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option_current_day_sse_df = option_current_day_sse()
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print(option_current_day_sse_df)
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