def shibor_ma_data(year=None):
"""
获取Shibor均值数据
Parameters
------
year:年份(int)
Return
------
date:日期
其它分别为各周期5、10、20均价
"""
year = du.get_year() if year is None else year
lab = ct.SHIBOR_TYPE['Tendency']
lab = lab.encode('utf-8') if ct.PY3 else lab
try:
df = pd.read_excel(
ct.SHIBOR_DATA_URL %
(ct.P_TYPE['http'], ct.DOMAINS['shibor'], ct.PAGES['dw'],
'Shibor_Tendency', year, lab, year),
skiprows=[0])
df.columns = ct.SHIBOR_MA_COLS
df['date'] = df['date'].map(lambda x: x.date())
df['date'] = df['date'].astype(np.datetime64)
return df
except:
return None
def shibor_data(year=None):
"""
获取上海银行间同业拆放利率（Shibor）
Parameters
------
year:年份(int)
Return
------
date:日期
ON:隔夜拆放利率
1W:1周拆放利率
2W:2周拆放利率
1M:1个月拆放利率
3M:3个月拆放利率
6M:6个月拆放利率
9M:9个月拆放利率
1Y:1年拆放利率
"""
year = du.get_year() if year is None else year
lab = ct.SHIBOR_TYPE['Shibor']
lab = lab.encode('utf-8') if ct.PY3 else lab
try:
df = pd.read_excel(ct.SHIBOR_DATA_URL %
(ct.P_TYPE['http'], ct.DOMAINS['shibor'],
ct.PAGES['dw'], 'Shibor', year, lab, year))
df.columns = ct.SHIBOR_COLS
df['date'] = df['date'].map(lambda x: x.date())
df['date'] = df['date'].astype(np.datetime64)
return df
except:
return None
def lpr_data(year=None):
"""
获取贷款基础利率（LPR）
Parameters
------
year:年份(int)
Return
------
date:日期
1Y:1年贷款基础利率
"""
year = du.get_year() if year is None else year
lab = ct.SHIBOR_TYPE['LPR']
lab = lab.encode('utf-8') if ct.PY3 else lab
try:
df = pd.read_excel(ct.SHIBOR_DATA_URL %
(ct.P_TYPE['http'], ct.DOMAINS['shibor'],
ct.PAGES['dw'], 'LPR', year, lab, year))
df.columns = ct.LPR_COLS
df['date'] = df['date'].map(lambda x: x.date())
df['date'] = df['date'].astype(np.datetime64)
return df
except:
return None
def xsg_data(year=None, month=None,
retry_count=3, pause=0.001):
"""
获取限售股解禁数据
Parameters
--------
year:年份,默认为当前年
month:解禁月份，默认为当前月
retry_count : int, 默认 3
如遇网络等问题重复执行的次数
pause : int, 默认 0
重复请求数据过程中暂停的秒数，防止请求间隔时间太短出现的问题
Return
------
DataFrame
code:股票代码
name:名称
date:解禁日期
count:解禁数量（万股）
ratio:占总盘比率
"""
year = dt.get_year() if year is None else year
month = dt.get_month() if month is None else month
for _ in range(retry_count):
time.sleep(pause)
try:
request = Request(rv.XSG_URL%(ct.P_TYPE['http'], ct.DOMAINS['em'],
ct.PAGES['emxsg'], year, month))
lines = urlopen(request, timeout = 10).read()
lines = lines.decode('utf-8') if ct.PY3 else lines
except Exception as e:
print(e)
else:
da = lines[3:len(lines)-3]
list = []
for row in da.split('","'):
list.append([data for data in row.split(',')])
df = pd.DataFrame(list)
df = df[[1, 3, 4, 5, 6]]
for col in [5, 6]:
df[col] = df[col].astype(float)
df[5] = df[5]/10000
df[6] = df[6]*100
df[5] = df[5].map(ct.FORMAT)
df[6] = df[6].map(ct.FORMAT)
df.columns = rv.XSG_COLS
return df
raise IOError(ct.NETWORK_URL_ERROR_MSG)
def shibor_quote_data(year=None):
"""
获取Shibor银行报价数据
Parameters
------
year:年份(int)
Return
------
date:日期
bank:报价银行名称
ON:隔夜拆放利率
ON_B:隔夜拆放买入价
ON_A:隔夜拆放卖出价
1W_B:1周买入
1W_A:1周卖出
2W_B:买入
2W_A:卖出
1M_B:买入
1M_A:卖出
3M_B:买入
3M_A:卖出
6M_B:买入
6M_A:卖出
9M_B:买入
9M_A:卖出
1Y_B:买入
1Y_A:卖出
"""
year = du.get_year() if year is None else year
lab = ct.SHIBOR_TYPE['Quote']
lab = lab.encode('utf-8') if ct.PY3 else lab
try:
df = pd.read_excel(ct.SHIBOR_DATA_URL %
(ct.P_TYPE['http'], ct.DOMAINS['shibor'],
ct.PAGES['dw'], 'Quote', year, lab, year),
skiprows=[0])
df.columns = ct.QUOTE_COLS
df['date'] = df['date'].map(lambda x: x.date())
df['date'] = df['date'].astype(np.datetime64)
return df
except:
return None