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
72 lines
2.5 KiB
Python
72 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: 2025/6/16 18:00
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Desc: 唯爱期货-期权保证金
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https://www.iweiai.com/qihuo/yuanyou
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"""
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import requests
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import pandas as pd
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from io import StringIO
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from bs4 import BeautifulSoup
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from functools import lru_cache
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@lru_cache()
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def option_margin_symbol() -> pd.DataFrame:
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"""
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获取商品期权品种代码和名称
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:return: 商品期权品种代码和名称
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:rtype: pandas.DataFrame
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"""
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url = "https://www.iweiai.com/qiquan/yuanyou"
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r = requests.get(url)
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soup = BeautifulSoup(r.content, features="lxml")
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symbol_text = [
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item.get_text() for item in soup.find_all("a") if "qiquan" in item["href"]
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]
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symbol_url = [
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item["href"] for item in soup.find_all("a") if "qiquan" in item["href"]
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]
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symbol_df = pd.DataFrame([symbol_text, symbol_url]).T
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symbol_df.columns = ["symbol", "url"]
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return symbol_df
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def option_margin(symbol: str = "原油期权") -> pd.DataFrame:
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"""
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获取商品期权保证金
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:param symbol: 商品期权品种名称, 如 "原油期权"，可以通过 ak.option_margin_symbol() 获取所有商品期权品种代码和名称
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:type symbol: str
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:return: 商品期权保证金
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:rtype: pandas.DataFrame
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"""
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option_margin_symbol_df = option_margin_symbol()
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url = option_margin_symbol_df[option_margin_symbol_df["symbol"] == symbol][
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"url"
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].values[0]
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r = requests.get(url)
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soup = BeautifulSoup(r.content, features="lxml")
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updated_time = soup.find_all("small")[0].get_text().strip("最近更新：")
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temp_df = pd.read_html(StringIO(r.text))[0]
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temp_df["更新时间"] = updated_time
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temp_df["结算价"] = pd.to_numeric(temp_df["结算价"], errors="coerce")
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temp_df["交易乘数"] = pd.to_numeric(temp_df["交易乘数"], errors="coerce")
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temp_df["买方权利金"] = pd.to_numeric(temp_df["买方权利金"], errors="coerce")
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temp_df["卖方保证金"] = pd.to_numeric(temp_df["卖方保证金"], errors="coerce")
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temp_df["开仓手续费"] = pd.to_numeric(temp_df["开仓手续费"], errors="coerce")
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temp_df["平今手续费"] = pd.to_numeric(temp_df["平今手续费"], errors="coerce")
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temp_df["平昨手续费"] = pd.to_numeric(temp_df["平昨手续费"], errors="coerce")
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temp_df["手续费(开+平今)"] = pd.to_numeric(
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temp_df["手续费(开+平今)"], errors="coerce"
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)
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return temp_df
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if __name__ == "__main__":
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option_margin_df = option_margin(symbol="原油期权")
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print(option_margin_df)
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