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fix: fix stock_board_industry_cons_ths
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Original file line number | Diff line number | Diff line change |
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#!/usr/bin/env python | ||
# -*- coding:utf-8 -*- | ||
""" | ||
Date: 2024/6/14 17:00 | ||
Desc: 东方财富网-数据中心-融资融券-融资融券账户统计-两融账户信息 | ||
https://www.szse.cn/disclosure/margin/object/index.html | ||
""" | ||
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import pandas as pd | ||
import requests | ||
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from akshare.utils.tqdm import get_tqdm | ||
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def stock_margin_account_info() -> pd.DataFrame: | ||
""" | ||
东方财富网-数据中心-融资融券-融资融券账户统计-两融账户信息 | ||
https://data.eastmoney.com/rzrq/zhtjday.html | ||
:return: 融资融券账户统计 | ||
:rtype: pandas.DataFrame | ||
""" | ||
url = "https://datacenter-web.eastmoney.com/api/data/v1/get" | ||
params = { | ||
"reportName": "RPTA_WEB_MARGIN_DAILYTRADE", | ||
"columns": "ALL", | ||
"pageNumber": "1", | ||
"pageSize": "500", | ||
"sortColumns": "STATISTICS_DATE", | ||
"sortTypes": "-1", | ||
"p": "1", | ||
"pageNo": "1", | ||
"pageNum": "1", | ||
"_": "1718357149317", | ||
} | ||
r = requests.get(url=url, params=params) | ||
data_json = r.json() | ||
total_page = data_json["result"]["pages"] | ||
tqdm = get_tqdm() | ||
big_df = pd.DataFrame() | ||
for page in tqdm(range(1, total_page + 1), leave=False): | ||
params.update( | ||
{ | ||
"pageNumber": page, | ||
"p": page, | ||
"pageNo": page, | ||
"pageNum": page, | ||
} | ||
) | ||
r = requests.get(url=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) | ||
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big_df.rename( | ||
columns={ | ||
"STATISTICS_DATE": "日期", | ||
"FIN_BALANCE": "融资余额", | ||
"LOAN_BALANCE": "融券余额", | ||
"FIN_BUY_AMT": "融资买入额", | ||
"LOAN_SELL_AMT": "融券卖出额", | ||
"SECURITY_ORG_NUM": "证券公司数量", | ||
"OPERATEDEPT_NUM": "营业部数量", | ||
"PERSONAL_INVESTOR_NUM": "个人投资者数量", | ||
"ORG_INVESTOR_NUM": "机构投资者数量", | ||
"INVESTOR_NUM": "参与交易的投资者数量", | ||
"MARGINLIAB_INVESTOR_NUM": "有融资融券负债的投资者数量", | ||
"TOTAL_GUARANTEE": "担保物总价值", | ||
"AVG_GUARANTEE_RATIO": "平均维持担保比例", | ||
}, | ||
inplace=True, | ||
) | ||
big_df = big_df[ | ||
[ | ||
"日期", | ||
"融资余额", | ||
"融券余额", | ||
"融资买入额", | ||
"融券卖出额", | ||
"证券公司数量", | ||
"营业部数量", | ||
"个人投资者数量", | ||
"机构投资者数量", | ||
"参与交易的投资者数量", | ||
"有融资融券负债的投资者数量", | ||
"担保物总价值", | ||
"平均维持担保比例", | ||
] | ||
] | ||
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big_df["日期"] = pd.to_datetime(big_df["日期"], errors="coerce").dt.date | ||
for item in big_df.columns[1:]: | ||
big_df[item] = pd.to_numeric(big_df[item], errors="coerce") | ||
big_df.sort_values(["日期"], ignore_index=True, inplace=True) | ||
return big_df | ||
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if __name__ == "__main__": | ||
stock_margin_account_info_df = stock_margin_account_info() | ||
print(stock_margin_account_info_df) |
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