Files
MoFin/venv/lib/python3.12/site-packages/akshare/stock/stock_dzjy_em.py
T
知微 fa45d8aa5f fix: 小果地址统一node122(兼容LAN+EasyTier)
- 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
2026-06-30 02:56:35 +08:00

623 lines
22 KiB
Python

#!/usr/bin/env python
# -*- coding:utf-8 -*-
"""
Date: 2025/1/13 22:30
Desc: 东方财富网-数据中心-大宗交易-市场统计
https://data.eastmoney.com/dzjy/
"""
import pandas as pd
import requests
def stock_dzjy_sctj() -> pd.DataFrame:
"""
东方财富网-数据中心-大宗交易-市场统计
https://data.eastmoney.com/dzjy/dzjy_sctj.html
:return: 市场统计表
:rtype: pandas.DataFrame
"""
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
params = {
"sortColumns": "TRADE_DATE",
"sortTypes": "-1",
"pageSize": "500",
"pageNumber": "1",
"reportName": "PRT_BLOCKTRADE_MARKET_STA",
"columns": "TRADE_DATE,SZ_INDEX,SZ_CHANGE_RATE,BLOCKTRADE_DEAL_AMT,PREMIUM_DEAL_AMT,"
"PREMIUM_RATIO,DISCOUNT_DEAL_AMT,DISCOUNT_RATIO",
"source": "WEB",
"client": "WEB",
}
r = requests.get(url, params=params)
data_json = r.json()
total_page = int(data_json["result"]["pages"])
big_df = pd.DataFrame()
for page in range(1, total_page + 1):
params.update({"pageNumber": page})
r = requests.get(url, params=params)
data_json = r.json()
temp_df = pd.DataFrame(data_json["result"]["data"])
big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
big_df.reset_index(inplace=True)
big_df["index"] = big_df["index"] + 1
big_df.columns = [
"序号",
"交易日期",
"上证指数",
"上证指数涨跌幅",
"大宗交易成交总额",
"溢价成交总额",
"溢价成交总额占比",
"折价成交总额",
"折价成交总额占比",
]
big_df["交易日期"] = pd.to_datetime(big_df["交易日期"], errors="coerce").dt.date
big_df["上证指数"] = pd.to_numeric(big_df["上证指数"], errors="coerce")
big_df["上证指数涨跌幅"] = pd.to_numeric(big_df["上证指数涨跌幅"], errors="coerce")
big_df["大宗交易成交总额"] = pd.to_numeric(
big_df["大宗交易成交总额"], errors="coerce"
)
big_df["溢价成交总额"] = pd.to_numeric(big_df["溢价成交总额"], errors="coerce")
big_df["溢价成交总额占比"] = pd.to_numeric(
big_df["溢价成交总额占比"], errors="coerce"
)
big_df["折价成交总额"] = pd.to_numeric(big_df["折价成交总额"], errors="coerce")
big_df["折价成交总额占比"] = pd.to_numeric(
big_df["折价成交总额占比"], errors="coerce"
)
return big_df
def stock_dzjy_mrmx(
symbol: str = "基金", start_date: str = "20220104", end_date: str = "20220104"
) -> pd.DataFrame:
"""
东方财富网-数据中心-大宗交易-每日明细
https://data.eastmoney.com/dzjy/dzjy_mrmx.html
:param symbol: choice of {'A股', 'B股', '基金', '债券'}
:type symbol: str
:param start_date: 开始日期
:type start_date: str
:param end_date: 结束日期
:type end_date: str
:return: 每日明细
:rtype: pandas.DataFrame
"""
symbol_map = {
"A股": "1",
"B股": "2",
"基金": "3",
"债券": "4",
}
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
params = {
"sortColumns": "SECURITY_CODE",
"sortTypes": "1",
"pageSize": "5000",
"pageNumber": "1",
"reportName": "RPT_DATA_BLOCKTRADE",
"columns": "TRADE_DATE,SECURITY_CODE,SECUCODE,SECURITY_NAME_ABBR,CHANGE_RATE,CLOSE_PRICE,"
"DEAL_PRICE,PREMIUM_RATIO,DEAL_VOLUME,DEAL_AMT,TURNOVER_RATE,BUYER_NAME,SELLER_NAME,"
"CHANGE_RATE_1DAYS,CHANGE_RATE_5DAYS,CHANGE_RATE_10DAYS,CHANGE_RATE_20DAYS,BUYER_CODE,SELLER_CODE",
"source": "WEB",
"client": "WEB",
"filter": f"""(SECURITY_TYPE_WEB={symbol_map[symbol]})(TRADE_DATE>=
'{"-".join([start_date[:4], start_date[4:6], start_date[6:]])}')(TRADE_DATE<=
'{"-".join([end_date[:4], end_date[4:6], end_date[6:]])}')""",
}
r = requests.get(url, params=params)
data_json = r.json()
if not data_json["result"]["data"]:
return pd.DataFrame()
temp_df = pd.DataFrame(data_json["result"]["data"])
temp_df.reset_index(inplace=True)
temp_df["index"] = temp_df.index + 1
if symbol in {"A股"}:
temp_df.columns = [
"序号",
"交易日期",
"证券代码",
"-",
"证券简称",
"涨跌幅",
"收盘价",
"成交价",
"折溢率",
"成交量",
"成交额",
"成交额/流通市值",
"买方营业部",
"卖方营业部",
"_",
"_",
"_",
"_",
"_",
"_",
]
temp_df["交易日期"] = pd.to_datetime(
temp_df["交易日期"], errors="coerce"
).dt.date
temp_df = temp_df[
[
"序号",
"交易日期",
"证券代码",
"证券简称",
"涨跌幅",
"收盘价",
"成交价",
"折溢率",
"成交量",
"成交额",
"成交额/流通市值",
"买方营业部",
"卖方营业部",
]
]
temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
temp_df["收盘价"] = pd.to_numeric(temp_df["收盘价"], errors="coerce")
temp_df["成交价"] = pd.to_numeric(temp_df["成交价"], errors="coerce")
temp_df["折溢率"] = pd.to_numeric(temp_df["折溢率"], errors="coerce")
temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
temp_df["成交额/流通市值"] = pd.to_numeric(
temp_df["成交额/流通市值"], errors="coerce"
)
if symbol in {"B股", "基金", "债券"}:
temp_df.columns = [
"序号",
"交易日期",
"证券代码",
"-",
"证券简称",
"-",
"-",
"成交价",
"-",
"成交量",
"成交额",
"-",
"买方营业部",
"卖方营业部",
"_",
"_",
"_",
"_",
"_",
"_",
]
temp_df["交易日期"] = pd.to_datetime(
temp_df["交易日期"], errors="coerce"
).dt.date
temp_df = temp_df[
[
"序号",
"交易日期",
"证券代码",
"证券简称",
"成交价",
"成交量",
"成交额",
"买方营业部",
"卖方营业部",
]
]
temp_df["成交价"] = pd.to_numeric(temp_df["成交价"], errors="coerce")
temp_df["成交量"] = pd.to_numeric(temp_df["成交量"], errors="coerce")
temp_df["成交额"] = pd.to_numeric(temp_df["成交额"], errors="coerce")
return temp_df
def stock_dzjy_mrtj(
start_date: str = "20220105", end_date: str = "20220105"
) -> pd.DataFrame:
"""
东方财富网-数据中心-大宗交易-每日统计
https://data.eastmoney.com/dzjy/dzjy_mrtj.html
:param start_date: 开始日期
:type start_date: str
:param end_date: 结束日期
:type end_date: str
:return: 每日统计
:rtype: pandas.DataFrame
"""
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
params = {
"sortColumns": "TURNOVERRATE",
"sortTypes": "-1",
"pageSize": "5000",
"pageNumber": "1",
"reportName": "RPT_BLOCKTRADE_STA",
"columns": "TRADE_DATE,SECURITY_CODE,SECUCODE,SECURITY_NAME_ABBR,CHANGE_RATE,"
"CLOSE_PRICE,AVERAGE_PRICE,PREMIUM_RATIO,DEAL_NUM,VOLUME,DEAL_AMT,"
"TURNOVERRATE,D1_CLOSE_ADJCHRATE,D5_CLOSE_ADJCHRATE,D10_CLOSE_ADJCHRATE,D20_CLOSE_ADJCHRATE",
"source": "WEB",
"client": "WEB",
"filter": f"(TRADE_DATE>='{'-'.join([start_date[:4], start_date[4:6], start_date[6:]])}')(TRADE_DATE<="
f"'{'-'.join([end_date[:4], end_date[4:6], end_date[6:]])}')",
}
r = requests.get(url, params=params)
data_json = r.json()
temp_df = pd.DataFrame(data_json["result"]["data"])
temp_df.reset_index(inplace=True)
temp_df["index"] = temp_df.index + 1
temp_df.columns = [
"序号",
"交易日期",
"证券代码",
"-",
"证券简称",
"涨跌幅",
"收盘价",
"成交价",
"折溢率",
"成交笔数",
"成交总量",
"成交总额",
"成交总额/流通市值",
"_",
"_",
"_",
"_",
]
temp_df["交易日期"] = pd.to_datetime(temp_df["交易日期"], errors="coerce").dt.date
temp_df = temp_df[
[
"序号",
"交易日期",
"证券代码",
"证券简称",
"涨跌幅",
"收盘价",
"成交价",
"折溢率",
"成交笔数",
"成交总量",
"成交总额",
"成交总额/流通市值",
]
]
temp_df["涨跌幅"] = pd.to_numeric(temp_df["涨跌幅"], errors="coerce")
temp_df["收盘价"] = pd.to_numeric(temp_df["收盘价"], errors="coerce")
temp_df["成交价"] = pd.to_numeric(temp_df["成交价"], errors="coerce")
temp_df["折溢率"] = pd.to_numeric(temp_df["折溢率"], errors="coerce")
temp_df["成交笔数"] = pd.to_numeric(temp_df["成交笔数"], errors="coerce")
temp_df["成交总量"] = pd.to_numeric(temp_df["成交总量"], errors="coerce")
temp_df["成交总额"] = pd.to_numeric(temp_df["成交总额"], errors="coerce")
temp_df["成交总额/流通市值"] = pd.to_numeric(
temp_df["成交总额/流通市值"], errors="coerce"
)
return temp_df
def stock_dzjy_hygtj(symbol: str = "近三月") -> pd.DataFrame:
"""
东方财富网-数据中心-大宗交易-活跃 A 股统计
https://data.eastmoney.com/dzjy/dzjy_hygtj.html
:param symbol: choice of {'近一月', '近三月', '近六月', '近一年'}
:type symbol: str
:return: 活跃 A 股统计
:rtype: pandas.DataFrame
"""
period_map = {
"近一月": "1",
"近三月": "3",
"近六月": "6",
"近一年": "12",
}
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
params = {
"sortColumns": "DEAL_NUM,SECURITY_CODE",
"sortTypes": "-1,-1",
"pageSize": "5000",
"pageNumber": "1",
"reportName": "RPT_BLOCKTRADE_ACSTA",
"columns": "SECURITY_CODE,SECUCODE,SECURITY_NAME_ABBR,CLOSE_PRICE,CHANGE_RATE,TRADE_DATE,"
"DEAL_AMT,PREMIUM_RATIO,SUM_TURNOVERRATE,DEAL_NUM,PREMIUM_TIMES,DISCOUNT_TIMES,"
"D1_AVG_ADJCHRATE,D5_AVG_ADJCHRATE,D10_AVG_ADJCHRATE,D20_AVG_ADJCHRATE,DATE_TYPE_CODE",
"source": "WEB",
"client": "WEB",
"filter": f"(DATE_TYPE_CODE={period_map[symbol]})",
}
r = requests.get(url, params=params)
data_json = r.json()
total_page = data_json["result"]["pages"]
big_df = pd.DataFrame()
for page in range(1, int(total_page) + 1):
params.update({"pageNumber": page})
r = requests.get(url, params=params)
data_json = r.json()
temp_df = pd.DataFrame(data_json["result"]["data"])
big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
big_df.reset_index(inplace=True)
big_df["index"] = big_df.index + 1
big_df.columns = [
"序号",
"证券代码",
"_",
"证券简称",
"最新价",
"涨跌幅",
"最近上榜日",
"总成交额",
"折溢率",
"成交总额/流通市值",
"上榜次数-总计",
"上榜次数-溢价",
"上榜次数-折价",
"上榜日后平均涨跌幅-1日",
"上榜日后平均涨跌幅-5日",
"上榜日后平均涨跌幅-10日",
"上榜日后平均涨跌幅-20日",
"_",
]
big_df = big_df[
[
"序号",
"证券代码",
"证券简称",
"最新价",
"涨跌幅",
"最近上榜日",
"上榜次数-总计",
"上榜次数-溢价",
"上榜次数-折价",
"总成交额",
"折溢率",
"成交总额/流通市值",
"上榜日后平均涨跌幅-1日",
"上榜日后平均涨跌幅-5日",
"上榜日后平均涨跌幅-10日",
"上榜日后平均涨跌幅-20日",
]
]
big_df["最近上榜日"] = pd.to_datetime(big_df["最近上榜日"], errors="coerce").dt.date
big_df["最新价"] = pd.to_numeric(big_df["最新价"], errors="coerce")
big_df["涨跌幅"] = pd.to_numeric(big_df["涨跌幅"], errors="coerce")
big_df["上榜次数-总计"] = pd.to_numeric(big_df["上榜次数-总计"], errors="coerce")
big_df["上榜次数-溢价"] = pd.to_numeric(big_df["上榜次数-溢价"], errors="coerce")
big_df["上榜次数-折价"] = pd.to_numeric(big_df["上榜次数-折价"], errors="coerce")
big_df["总成交额"] = pd.to_numeric(big_df["总成交额"], errors="coerce")
big_df["折溢率"] = pd.to_numeric(big_df["折溢率"], errors="coerce")
big_df["成交总额/流通市值"] = pd.to_numeric(
big_df["成交总额/流通市值"], errors="coerce"
)
big_df["上榜日后平均涨跌幅-1日"] = pd.to_numeric(
big_df["上榜日后平均涨跌幅-1日"], errors="coerce"
)
big_df["上榜日后平均涨跌幅-5日"] = pd.to_numeric(
big_df["上榜日后平均涨跌幅-5日"], errors="coerce"
)
big_df["上榜日后平均涨跌幅-10日"] = pd.to_numeric(
big_df["上榜日后平均涨跌幅-10日"], errors="coerce"
)
big_df["上榜日后平均涨跌幅-20日"] = pd.to_numeric(
big_df["上榜日后平均涨跌幅-20日"], errors="coerce"
)
return big_df
def stock_dzjy_hyyybtj(symbol: str = "近3日") -> pd.DataFrame:
"""
东方财富网-数据中心-大宗交易-活跃营业部统计
https://data.eastmoney.com/dzjy/dzjy_hyyybtj.html
:param symbol: choice of {'当前交易日', '近3日', '近5日', '近10日', '近30日'}
:type symbol: str
:return: 活跃营业部统计
:rtype: pandas.DataFrame
"""
period_map = {
"当前交易日": "1",
"近3日": "3",
"近5日": "5",
"近10日": "10",
"近30日": "30",
}
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
params = {
"sortColumns": "BUYER_NUM,TOTAL_BUYAMT",
"sortTypes": "-1,-1",
"pageSize": "5000",
"pageNumber": "1",
"reportName": "RPT_BLOCKTRADE_OPERATEDEPTSTATISTICS",
"columns": "OPERATEDEPT_CODE,OPERATEDEPT_NAME,ONLIST_DATE,STOCK_DETAILS,"
"BUYER_NUM,SELLER_NUM,TOTAL_BUYAMT,TOTAL_SELLAMT,TOTAL_NETAMT,N_DATE",
"source": "WEB",
"client": "WEB",
"filter": f"(N_DATE=-{period_map[symbol]})",
}
r = requests.get(url, params=params)
data_json = r.json()
total_page = data_json["result"]["pages"]
big_df = pd.DataFrame()
for page in range(1, int(total_page) + 1):
params.update({"pageNumber": page})
r = requests.get(url, params=params)
data_json = r.json()
temp_df = pd.DataFrame(data_json["result"]["data"])
big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
big_df.reset_index(inplace=True)
big_df["index"] = big_df.index + 1
big_df.columns = [
"序号",
"_",
"营业部名称",
"最近上榜日",
"买入的股票",
"次数总计-买入",
"次数总计-卖出",
"成交金额统计-买入",
"成交金额统计-卖出",
"成交金额统计-净买入额",
"_",
]
big_df = big_df[
[
"序号",
"最近上榜日",
"营业部名称",
"次数总计-买入",
"次数总计-卖出",
"成交金额统计-买入",
"成交金额统计-卖出",
"成交金额统计-净买入额",
"买入的股票",
]
]
big_df["最近上榜日"] = pd.to_datetime(big_df["最近上榜日"], errors="coerce").dt.date
big_df["次数总计-买入"] = pd.to_numeric(big_df["次数总计-买入"], errors="coerce")
big_df["次数总计-卖出"] = pd.to_numeric(big_df["次数总计-卖出"], errors="coerce")
big_df["成交金额统计-买入"] = pd.to_numeric(
big_df["成交金额统计-买入"], errors="coerce"
)
big_df["成交金额统计-卖出"] = pd.to_numeric(
big_df["成交金额统计-卖出"], errors="coerce"
)
big_df["成交金额统计-净买入额"] = pd.to_numeric(
big_df["成交金额统计-净买入额"], errors="coerce"
)
return big_df
def stock_dzjy_yybph(symbol: str = "近三月") -> pd.DataFrame:
"""
东方财富网-数据中心-大宗交易-营业部排行
https://data.eastmoney.com/dzjy/dzjy_yybph.html
:param symbol: choice of {'近一月', '近三月', '近六月', '近一年'}
:type symbol: str
:return: 营业部排行
:rtype: pandas.DataFrame
"""
period_map = {
"近一月": "30",
"近三月": "90",
"近六月": "180",
"近一年": "360",
}
url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
params = {
"sortColumns": "D5_BUYER_NUM,D1_AVERAGE_INCREASE",
"sortTypes": "-1,-1",
"pageSize": "5000",
"pageNumber": "1",
"reportName": "RPT_BLOCKTRADE_OPERATEDEPT_RANK",
"columns": "OPERATEDEPT_CODE,OPERATEDEPT_NAME,D1_BUYER_NUM,D1_AVERAGE_INCREASE,"
"D1_RISE_PROBABILITY,D5_BUYER_NUM,D5_AVERAGE_INCREASE,D5_RISE_PROBABILITY,"
"D10_BUYER_NUM,D10_AVERAGE_INCREASE,D10_RISE_PROBABILITY,D20_BUYER_NUM,"
"D20_AVERAGE_INCREASE,D20_RISE_PROBABILITY,N_DATE,RELATED_ORG_CODE",
"source": "WEB",
"client": "WEB",
"filter": f"(N_DATE=-{period_map[symbol]})",
}
r = requests.get(url, params=params)
data_json = r.json()
total_page = data_json["result"]["pages"]
big_df = pd.DataFrame()
for page in range(1, int(total_page) + 1):
params.update({"pageNumber": page})
r = requests.get(url, params=params)
data_json = r.json()
temp_df = pd.DataFrame(data_json["result"]["data"])
big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True)
big_df.reset_index(inplace=True)
big_df["index"] = big_df.index + 1
big_df.columns = [
"序号",
"_",
"营业部名称",
"上榜后1天-买入次数",
"上榜后1天-平均涨幅",
"上榜后1天-上涨概率",
"上榜后5天-买入次数",
"上榜后5天-平均涨幅",
"上榜后5天-上涨概率",
"上榜后10天-买入次数",
"上榜后10天-平均涨幅",
"上榜后10天-上涨概率",
"上榜后20天-买入次数",
"上榜后20天-平均涨幅",
"上榜后20天-上涨概率",
"_",
"_",
]
big_df = big_df[
[
"序号",
"营业部名称",
"上榜后1天-买入次数",
"上榜后1天-平均涨幅",
"上榜后1天-上涨概率",
"上榜后5天-买入次数",
"上榜后5天-平均涨幅",
"上榜后5天-上涨概率",
"上榜后10天-买入次数",
"上榜后10天-平均涨幅",
"上榜后10天-上涨概率",
"上榜后20天-买入次数",
"上榜后20天-平均涨幅",
"上榜后20天-上涨概率",
]
]
big_df["上榜后1天-买入次数"] = pd.to_numeric(
big_df["上榜后1天-买入次数"], errors="coerce"
)
big_df["上榜后1天-平均涨幅"] = pd.to_numeric(
big_df["上榜后1天-平均涨幅"], errors="coerce"
)
big_df["上榜后1天-上涨概率"] = pd.to_numeric(
big_df["上榜后1天-上涨概率"], errors="coerce"
)
big_df["上榜后5天-买入次数"] = pd.to_numeric(
big_df["上榜后5天-买入次数"], errors="coerce"
)
big_df["上榜后5天-平均涨幅"] = pd.to_numeric(
big_df["上榜后5天-平均涨幅"], errors="coerce"
)
big_df["上榜后5天-上涨概率"] = pd.to_numeric(
big_df["上榜后5天-上涨概率"], errors="coerce"
)
big_df["上榜后10天-买入次数"] = pd.to_numeric(
big_df["上榜后10天-买入次数"], errors="coerce"
)
big_df["上榜后10天-平均涨幅"] = pd.to_numeric(
big_df["上榜后10天-平均涨幅"], errors="coerce"
)
big_df["上榜后10天-上涨概率"] = pd.to_numeric(
big_df["上榜后10天-上涨概率"], errors="coerce"
)
big_df["上榜后20天-买入次数"] = pd.to_numeric(
big_df["上榜后20天-买入次数"], errors="coerce"
)
big_df["上榜后20天-平均涨幅"] = pd.to_numeric(
big_df["上榜后20天-平均涨幅"], errors="coerce"
)
big_df["上榜后20天-上涨概率"] = pd.to_numeric(
big_df["上榜后20天-上涨概率"], errors="coerce"
)
return big_df
if __name__ == "__main__":
stock_dzjy_sctj_df = stock_dzjy_sctj()
print(stock_dzjy_sctj_df)
stock_dzjy_mrmx_df = stock_dzjy_mrmx(
symbol="债券", start_date="20220104", end_date="20220104"
)
print(stock_dzjy_mrmx_df)
stock_dzjy_mrtj_df = stock_dzjy_mrtj(start_date="20220105", end_date="20220105")
print(stock_dzjy_mrtj_df)
stock_dzjy_hygtj_df = stock_dzjy_hygtj(symbol="近三月")
print(stock_dzjy_hygtj_df)
stock_dzjy_hyyybtj_df = stock_dzjy_hyyybtj(symbol="近3日")
print(stock_dzjy_hyyybtj_df)
stock_dzjy_yybph_df = stock_dzjy_yybph(symbol="近三月")
print(stock_dzjy_yybph_df)