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
83 lines
2.5 KiB
Python
83 lines
2.5 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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"""
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Date: 2025/10/17 16:30
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Desc: 郑州商品交易所-交易数据-历史行情下载-期权历史行情下载
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http://www.czce.com.cn/cn/jysj/lshqxz/H770319index_1.htm
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自 20200101 起，成交量、空盘量、成交额、行权量均为单边计算
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郑州商品交易所-期权上市时间表
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"SR": "20170419"
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"CF": "20190410"
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"TA": "20191216"
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"MA": "20191217"
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"RM": "20200116"
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"ZC": "20200630"
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"OI": "20220826"
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"PK": "20220826"
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"PX": "20230915"
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"SH": "20230915"
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"SA": "20231020"
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"PF": "20231020"
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"SM": "20231020"
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"SF": "20231020"
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"UR": "20231020"
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"AP": "20231020"
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"CJ": "20240621"
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"FG": "20240621"
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"PR": "20241227"
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"""
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import warnings
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from io import StringIO
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import pandas as pd
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import requests
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def option_hist_yearly_czce(symbol: str = "SR", year: str = "2021") -> pd.DataFrame:
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"""
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郑州商品交易所-交易数据-历史行情下载-期权历史行情下载
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http://www.czce.com.cn/cn/jysj/lshqxz/H770319index_1.htm
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:param symbol: choice of {"白糖": "SR", "棉花": "CF", "PTA": "TA", "甲醇": "MA", "菜籽粕": "RM",
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"动力煤": "ZC", "菜籽油": "OI", "花生": "PK", "对二甲苯": "PX", "烧碱": "SH", "纯碱": "SA", "短纤": "PF",
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"锰硅": "SM", "硅铁": "SF", "尿素": "UR", "苹果": "AP", "红枣": "CJ", "玻璃": "FG", "瓶片": "PR"}
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:type symbol: str
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:param year: 需要获取数据的年份, 注意品种的上市时间
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:type year: str
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:return: 指定年份的日频期权数据
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:rtype: pandas.DataFrame
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"""
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symbol_year_dict = {
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"SR": "2017",
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"CF": "2019",
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"TA": "2019",
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"MA": "2019",
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"RM": "2020",
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"ZC": "2020",
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"OI": "2022",
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"PK": "2022",
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"PX": "2023",
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"SH": "2023",
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"SA": "2023",
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"PF": "2023",
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"SM": "2023",
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"SF": "2023",
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"UR": "2023",
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"AP": "2023",
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"CJ": "2024",
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"FG": "2024",
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"PR": "2024",
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}
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if int(symbol_year_dict[symbol]) > int(year):
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warnings.warn(f"{year} year, symbol {symbol} is not on trade")
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return pd.DataFrame()
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url = f"http://www.czce.com.cn/cn/DFSStaticFiles/Option/{year}/OptionDataAllHistory/{symbol}OPTIONS{year}.txt"
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r = requests.get(url)
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option_df = pd.read_table(StringIO(r.text), skiprows=1, sep="|", low_memory=False)
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return option_df
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if __name__ == "__main__":
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option_hist_yearly_czce_df = option_hist_yearly_czce(symbol="RM", year="2025")
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print(option_hist_yearly_czce_df)
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