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
101 lines
3.7 KiB
Python
101 lines
3.7 KiB
Python
# -*- coding:utf-8 -*-
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# !/usr/bin/env python
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"""
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Date: 2025/9/13 16:00
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Desc: 深圳证券交易所-期权子网-行情数据-当日合约
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"""
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from io import BytesIO
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import pandas as pd
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import requests
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def option_current_day_szse() -> pd.DataFrame:
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"""
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深圳证券交易所-期权子网-行情数据-当日合约
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https://www.sse.org.cn/option/quotation/contract/daycontract/index.html
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:return: 深圳期权当日合约
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:rtype: pandas.DataFrame
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"""
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import warnings
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warnings.filterwarnings(
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action="ignore", message="Workbook contains no default style"
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)
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url = "https://www.sse.org.cn/api/report/ShowReport"
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params = {
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"SHOWTYPE": "xlsx",
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"CATALOGID": "option_drhy",
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"TABKEY": "tab1",
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}
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r = requests.get(url, params=params)
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temp_df = pd.read_excel(BytesIO(r.content))
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temp_df["序号"] = pd.to_numeric(temp_df["序号"], errors="coerce")
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temp_df["行权价"] = pd.to_numeric(temp_df["行权价"], errors="coerce")
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temp_df["合约单位"] = pd.to_numeric(temp_df["合约单位"], errors="coerce")
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temp_df["涨停价格"] = pd.to_numeric(temp_df["涨停价格"], errors="coerce")
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temp_df["跌停价格"] = pd.to_numeric(temp_df["跌停价格"], errors="coerce")
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temp_df["前结算价"] = pd.to_numeric(temp_df["前结算价"], errors="coerce")
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temp_df["合约总持仓"] = pd.to_numeric(temp_df["合约总持仓"], errors="coerce")
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temp_df["原行权价格"] = pd.to_numeric(temp_df["原行权价格"], errors="coerce")
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temp_df["原合约单位"] = pd.to_numeric(temp_df["原合约单位"], errors="coerce")
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temp_df["合约到期剩余交易天数"] = pd.to_numeric(
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temp_df["合约到期剩余交易天数"], errors="coerce"
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)
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temp_df["合约到期剩余自然天数"] = pd.to_numeric(
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temp_df["合约到期剩余自然天数"], errors="coerce"
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)
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temp_df["下次合约调整剩余交易天数"] = pd.to_numeric(
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temp_df["下次合约调整剩余交易天数"], errors="coerce"
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)
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temp_df["下次合约调整剩余自然天数"] = pd.to_numeric(
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temp_df["下次合约调整剩余自然天数"], errors="coerce"
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)
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temp_df["交易日期"] = pd.to_datetime(temp_df["交易日期"], errors="coerce").dt.date
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temp_df["最后交易日"] = pd.to_datetime(
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temp_df["最后交易日"], errors="coerce"
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).dt.date
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temp_df["行权日"] = pd.to_datetime(temp_df["行权日"], errors="coerce").dt.date
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temp_df["到期日"] = pd.to_datetime(temp_df["到期日"], errors="coerce").dt.date
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temp_df["交收日"] = pd.to_datetime(temp_df["交收日"], errors="coerce").dt.date
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temp_df = temp_df[
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[
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"序号",
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"合约编码",
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"合约代码",
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"合约简称",
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"标的证券简称(代码)",
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"合约类型",
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"行权价",
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"合约单位",
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"最后交易日",
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"行权日",
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"到期日",
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"交收日",
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"新挂",
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"涨停价格",
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"跌停价格",
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"前结算价",
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"合约调整",
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"停牌",
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"合约总持仓",
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"挂牌原因",
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"原合约代码",
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"原合约简称",
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"原行权价格",
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"原合约单位",
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"合约到期剩余交易天数",
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"合约到期剩余自然天数",
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"下次合约调整剩余交易天数",
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"下次合约调整剩余自然天数",
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"交易日期",
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]
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]
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return temp_df
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if __name__ == "__main__":
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option_current_day_szse_df = option_current_day_szse()
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print(option_current_day_szse_df)
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