MoFin/venv/lib/python3.12/site-packages/akshare/option/option_finance.py

#!/usr/bin/env python
# -*- coding:utf-8 -*-
"""
Date: 2024/2/24 15:18
Desc: 金融期权数据
http://www.sse.com.cn/assortment/options/price/
http://www.szse.cn/market/product/option/index.html
http://www.cffex.com.cn/hs300gzqq/
http://www.cffex.com.cn/zz1000gzqq/
"""

from io import BytesIO

import pandas as pd
import requests

from akshare.option.cons import (
    SH_OPTION_PAYLOAD,
    SH_OPTION_PAYLOAD_OTHER,
    SH_OPTION_URL_50,
    SH_OPTION_URL_KING_50,
    SH_OPTION_URL_300,
    SH_OPTION_URL_KING_300,
    SH_OPTION_URL_500,
    SH_OPTION_URL_KING_500,
    SH_OPTION_URL_KC_50,
    SH_OPTION_URL_KC_KING_50,
    SH_OPTION_URL_KC_50_YFD,
    SH_OPTION_URL_KING_50_YFD,
    CFFEX_OPTION_URL_300,
)


def option_finance_sse_underlying(symbol: str = "华夏科创50ETF期权") -> pd.DataFrame:
    """
    期权标的当日行情
    http://www.sse.com.cn/assortment/options/price/
    :param symbol: choice of {"华夏上证50ETF期权", "华泰柏瑞沪深300ETF期权", "南方中证500ETF期权", "华夏科创50ETF期权", "易方达科创50ETF期权"}
    :type symbol: str
    :return: 期权标的当日行情
    :rtype: pandas.DataFrame
    """
    symbol_map = {
        "华夏上证50ETF期权": SH_OPTION_URL_50,
        "华泰柏瑞沪深300ETF期权": SH_OPTION_URL_300,
        "南方中证500ETF期权": SH_OPTION_URL_500,
        "华夏科创50ETF期权": SH_OPTION_URL_KC_50,
        "易方达科创50ETF期权": SH_OPTION_URL_KC_50_YFD,
    }
    r = requests.get(symbol_map[symbol], params=SH_OPTION_PAYLOAD)
    data_json = r.json()
    raw_data = pd.DataFrame(data_json["list"])
    raw_data.at[0, 0] = "510300"
    raw_data.at[0, 8] = pd.to_datetime(
        str(data_json["date"]) + str(data_json["time"]),
        format="%Y%m%d%H%M%S",
    )
    raw_data.columns = [
        "代码",
        "名称",
        "当前价",
        "涨跌",
        "涨跌幅",
        "振幅",
        "成交量(手)",
        "成交额(万元)",
        "更新日期",
    ]
    return raw_data


def option_finance_board(
    symbol: str = "嘉实沪深300ETF期权", end_month: str = "2306"
) -> pd.DataFrame:
    """
    期权当前交易日的行情数据
    主要为三个: 华夏上证50ETF期权, 华泰柏瑞沪深300ETF期权, 嘉实沪深300ETF期权,
    沪深300股指期权, 中证1000股指期权, 上证50股指期权, 华夏科创50ETF期权, 易方达科创50ETF期权
    http://www.sse.com.cn/assortment/options/price/
    http://www.szse.cn/market/product/option/index.html
    http://www.cffex.com.cn/hs300gzqq/
    http://www.cffex.com.cn/zz1000gzqq/
    :param symbol: choice of {"华夏上证50ETF期权", "华泰柏瑞沪深300ETF期权", "南方中证500ETF期权",
    "华夏科创50ETF期权", "易方达科创50ETF期权", "嘉实沪深300ETF期权", "沪深300股指期权", "中证1000股指期权", "上证50股指期权"}
    :type symbol: str
    :param end_month: 2003; 2020 年 3 月到期的期权
    :type end_month: str
    :return: 当日行情
    :rtype: pandas.DataFrame
    """
    end_month = end_month[-2:]
    if symbol == "华夏上证50ETF期权":
        r = requests.get(
            SH_OPTION_URL_KING_50.format(end_month),
            params=SH_OPTION_PAYLOAD_OTHER,
        )
        data_json = r.json()
        raw_data = pd.DataFrame(data_json["list"])
        raw_data.index = [str(data_json["date"]) + str(data_json["time"])] * data_json[
            "total"
        ]
        raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
        raw_data["数量"] = [data_json["total"]] * data_json["total"]
        raw_data.reset_index(inplace=True)
        raw_data.columns = [
            "日期",
            "合约交易代码",
            "当前价",
            "涨跌幅",
            "前结价",
            "行权价",
            "数量",
        ]
        return raw_data
    elif symbol == "华泰柏瑞沪深300ETF期权":
        r = requests.get(
            SH_OPTION_URL_KING_300.format(end_month),
            params=SH_OPTION_PAYLOAD_OTHER,
        )
        data_json = r.json()
        raw_data = pd.DataFrame(data_json["list"])
        raw_data.index = [str(data_json["date"]) + str(data_json["time"])] * data_json[
            "total"
        ]
        raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
        raw_data["数量"] = [data_json["total"]] * data_json["total"]
        raw_data.reset_index(inplace=True)
        raw_data.columns = [
            "日期",
            "合约交易代码",
            "当前价",
            "涨跌幅",
            "前结价",
            "行权价",
            "数量",
        ]
        return raw_data
    elif symbol == "南方中证500ETF期权":
        r = requests.get(
            SH_OPTION_URL_KING_500.format(end_month),
            params=SH_OPTION_PAYLOAD_OTHER,
        )
        data_json = r.json()
        raw_data = pd.DataFrame(data_json["list"])
        raw_data.index = [str(data_json["date"]) + str(data_json["time"])] * data_json[
            "total"
        ]
        raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
        raw_data["数量"] = [data_json["total"]] * data_json["total"]
        raw_data.reset_index(inplace=True)
        raw_data.columns = [
            "日期",
            "合约交易代码",
            "当前价",
            "涨跌幅",
            "前结价",
            "行权价",
            "数量",
        ]
        return raw_data
    elif symbol == "华夏科创50ETF期权":
        r = requests.get(
            SH_OPTION_URL_KC_KING_50.format(end_month),
            params=SH_OPTION_PAYLOAD_OTHER,
        )
        data_json = r.json()
        raw_data = pd.DataFrame(data_json["list"])
        raw_data.index = [str(data_json["date"]) + str(data_json["time"])] * data_json[
            "total"
        ]
        raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
        raw_data["数量"] = [data_json["total"]] * data_json["total"]
        raw_data.reset_index(inplace=True)
        raw_data.columns = [
            "日期",
            "合约交易代码",
            "当前价",
            "涨跌幅",
            "前结价",
            "行权价",
            "数量",
        ]
        return raw_data
    elif symbol == "易方达科创50ETF期权":
        r = requests.get(
            SH_OPTION_URL_KING_50_YFD.format(end_month),
            params=SH_OPTION_PAYLOAD_OTHER,
        )
        data_json = r.json()
        raw_data = pd.DataFrame(data_json["list"])
        raw_data.index = [str(data_json["date"]) + str(data_json["time"])] * data_json[
            "total"
        ]
        raw_data.columns = ["合约交易代码", "当前价", "涨跌幅", "前结价", "行权价"]
        raw_data["数量"] = [data_json["total"]] * data_json["total"]
        raw_data.reset_index(inplace=True)
        raw_data.columns = [
            "日期",
            "合约交易代码",
            "当前价",
            "涨跌幅",
            "前结价",
            "行权价",
            "数量",
        ]
        return raw_data
    elif symbol == "嘉实沪深300ETF期权":
        url = "http://www.szse.cn/api/report/ShowReport/data"
        params = {
            "SHOWTYPE": "JSON",
            "CATALOGID": "ysplbrb",
            "TABKEY": "tab1",
            "PAGENO": "1",
            "random": "0.10642298535346595",
        }
        r = requests.get(url, params=params)
        data_json = r.json()
        page_num = data_json[0]["metadata"]["pagecount"]
        big_df = pd.DataFrame()
        for page in range(1, page_num + 1):
            params = {
                "SHOWTYPE": "JSON",
                "CATALOGID": "ysplbrb",
                "TABKEY": "tab1",
                "PAGENO": page,
                "random": "0.10642298535346595",
            }
            r = requests.get(url, params=params)
            data_json = r.json()
            temp_df = pd.DataFrame(data_json[0]["data"])
            big_df = pd.concat([big_df, temp_df], ignore_index=True)

        big_df.columns = [
            "合约编码",
            "合约简称",
            "标的名称",
            "类型",
            "行权价",
            "合约单位",
            "期权行权日",
            "行权交收日",
        ]
        big_df["期权行权日"] = pd.to_datetime(big_df["期权行权日"])
        big_df["end_month"] = big_df["期权行权日"].dt.month.astype(str).str.zfill(2)
        big_df = big_df[big_df["end_month"] == end_month]
        del big_df["end_month"]
        big_df.reset_index(inplace=True, drop=True)
        return big_df
    elif symbol == "沪深300股指期权":
        headers = {
            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
        }
        r = requests.get(CFFEX_OPTION_URL_300, headers=headers)
        raw_df = pd.read_table(BytesIO(r.content), sep=",")
        raw_df["end_month"] = (
            raw_df["instrument"]
            .str.split("-", expand=True)
            .iloc[:, 0]
            .str.slice(
                4,
            )
        )
        raw_df = raw_df[raw_df["end_month"] == end_month]
        del raw_df["end_month"]
        raw_df.reset_index(inplace=True, drop=True)
        return raw_df
    elif symbol == "中证1000股指期权":
        headers = {
            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
        }
        url = "http://www.cffex.com.cn/quote_MO.txt"
        r = requests.get(url, headers=headers)
        raw_df = pd.read_table(BytesIO(r.content), sep=",")
        raw_df["end_month"] = (
            raw_df["instrument"]
            .str.split("-", expand=True)
            .iloc[:, 0]
            .str.slice(
                4,
            )
        )
        raw_df = raw_df[raw_df["end_month"] == end_month]
        del raw_df["end_month"]
        raw_df.reset_index(inplace=True, drop=True)
        return raw_df
    elif symbol == "上证50股指期权":
        headers = {
            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/109.0.0.0 Safari/537.36"
        }
        url = "http://www.cffex.com.cn/quote_HO.txt"
        r = requests.get(url, headers=headers)
        raw_df = pd.read_table(BytesIO(r.content), sep=",")
        raw_df["end_month"] = (
            raw_df["instrument"]
            .str.split("-", expand=True)
            .iloc[:, 0]
            .str.slice(
                4,
            )
        )
        raw_df = raw_df[raw_df["end_month"] == end_month]
        del raw_df["end_month"]
        raw_df.reset_index(inplace=True, drop=True)
        return raw_df
    else:
        return pd.DataFrame()


if __name__ == "__main__":
    option_finance_sse_underlying_df = option_finance_sse_underlying(
        symbol="华夏科创50ETF期权"
    )
    print(option_finance_sse_underlying_df)

    option_finance_board_df = option_finance_board(
        symbol="华夏上证50ETF期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="华泰柏瑞沪深300ETF期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="南方中证500ETF期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="华夏科创50ETF期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="易方达科创50ETF期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="嘉实沪深300ETF期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="沪深300股指期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="中证1000股指期权", end_month="2306"
    )
    print(option_finance_board_df)

    option_finance_board_df = option_finance_board(
        symbol="上证50股指期权", end_month="2306"
    )
    print(option_finance_board_df)