def get_contract_data_jisilu(contract_id):
url = 'https://www.jisilu.cn/data/index_future/if_hist_list/' + contract_id
json_data = get_data_from_jisilu(url)
contract_ids = []
rows = json_data['rows']
for row in rows:
contract_ids.append(util.json_object_to_convert(row['id']))
return contract_ids
def parse_jisilu_data(data):
price_dt = []
a_price = []
a_price_increase_rt = [] # A涨幅
a_profit_rt = [] # A收益率
a_amount = [] # A份额（万份）
a_amount_increase = [] # A新增份额（万份）
a_amount_increase_rt = [] # A份额增长率
a_discount_rt = [] # A折价率
b_discount_rt = [] # B溢价率
b_net_leverage_rt = [] # b基净值杠杆率
b_price_leverage_rt = [] # b基价格杠杆率
base_discount_rt = [] # 合并溢价
net_value = [] # 母基净值
base_est_val = [] # 母基估值
est_err = [] # 母基估值误差
rows = data['rows']
for row in rows:
row_data = row['cell']
price_dt.append(util.json_object_to_convert(row_data['price_dt']))
a_price.append(util.json_object_to_convert(row_data['a_price']))
a_price_increase_rt.append(util.json_object_to_convert(row_data['a_price_increase_rt']))
a_profit_rt.append(util.json_object_to_convert(row_data['a_profit_rt']))
a_amount.append(util.json_object_to_convert(row_data['a_amount']))
a_amount_increase.append(util.json_object_to_convert(row_data['a_amount_increase']))
a_amount_increase_rt.append(util.json_object_to_convert(row_data['a_amount_increase_rt']))
a_discount_rt.append(util.json_object_to_convert(row_data['a_discount_rt']))
b_discount_rt.append(util.json_object_to_convert(row_data['b_discount_rt']))
b_net_leverage_rt.append(util.json_object_to_convert(row_data['b_net_leverage_rt']))
b_price_leverage_rt.append(util.json_object_to_convert(row_data['b_price_leverage_rt']))
base_discount_rt.append(util.json_object_to_convert(row_data['base_discount_rt']))
net_value.append(util.json_object_to_convert(row_data['net_value']))
base_est_val.append(util.json_object_to_convert(row_data['base_est_val']))
est_err.append(util.json_object_to_convert(row_data['est_err']))
d = {
'price_dt': price_dt,
'a_price': a_price,
'a_price_increase_rt': a_price_increase_rt,
'a_profit_rt': a_profit_rt,
'a_amount': a_amount,
'a_amount_increase': a_amount_increase,
'a_amount_increase_rt': a_amount_increase_rt,
'a_discount_rt': a_discount_rt,
'b_discount_rt': b_discount_rt,
'b_net_leverage_rt': b_net_leverage_rt,
'b_price_leverage_rt': b_price_leverage_rt,
'base_discount_rt': base_discount_rt,
'net_value': net_value,
'base_est_val': base_est_val,
'est_err': est_err
}
df = pd.DataFrame(d)
df = df.set_index('price_dt')
return df
def parse_data(data):
fundb_base_fund_id = []
funda_id = []
funda_name = []
fundb_id = []
fundb_name = []
maturity_dt = []
coupon_descr_s = [] # 利率规则
fundb_nav_dt = []
fundb_discount_rt = [] # 溢价率
fundb_price_leverage_rt = [] # 杠杆率
fundb_capital_rasising_rt = [] # 融资成本
fundb_lower_recalc_rt = [] # 下折母基跌幅
fundb_upper_recalc_rt = [] # 上折母基涨幅
fundb_base_est_dis_rt = [] # 整体溢价率
abrate = [] # a/b 份额比
fundb_base_price = [] # 母基净值
funda_current_price = [] # a基现价
fundb_current_price = [] # b基现价
fundb_value = [] # b基净值
rows = data['rows']
for row in rows:
row_data = row['cell']
fundb_base_fund_id.append(
util.json_object_to_convert(row_data['fundb_base_fund_id']))
funda_id.append(util.json_object_to_convert(row_data['funda_id']))
funda_name.append(util.json_object_to_convert(row_data['funda_name']))
fundb_id.append(util.json_object_to_convert(row_data['fundb_id']))
fundb_name.append(util.json_object_to_convert(row_data['fundb_name']))
maturity_dt.append(util.json_object_to_convert(
row_data['maturity_dt']))
coupon_descr_s.append(
util.json_object_to_convert(row_data['coupon_descr_s']))
fundb_nav_dt.append(
util.json_object_to_convert(row_data['fundb_nav_dt']))
fundb_discount_rt.append(
util.json_object_to_convert(row_data['fundb_discount_rt']))
fundb_price_leverage_rt.append(
util.json_object_to_convert(row_data['fundb_price_leverage_rt']))
fundb_capital_rasising_rt.append(
util.json_object_to_convert(row_data['fundb_capital_rasising_rt']))
fundb_lower_recalc_rt.append(
util.json_object_to_convert(row_data['fundb_lower_recalc_rt']))
fundb_base_est_dis_rt.append(
util.json_object_to_convert(row_data['fundb_base_est_dis_rt']))
abrate.append(util.json_object_to_convert(row_data['abrate']))
fundb_base_price.append(
util.json_object_to_convert(row_data['fundb_base_price']))
fundb_upper_recalc_rt.append(
util.json_object_to_convert(row_data['fundb_upper_recalc_rt']))
funda_current_price.append(
util.json_object_to_convert(row_data['funda_current_price']))
fundb_current_price.append(
util.json_object_to_convert(row_data['fundb_current_price']))
fundb_value.append(util.json_object_to_convert(
row_data['fundb_value']))
d = {
'fundb_base_fund_id': fundb_base_fund_id,
'funda_id': funda_id,
'fundb_id': fundb_id,
'funda_name': funda_name,
'fundb_name': fundb_name,
'maturity_dt': maturity_dt,
'coupon_descr_s': coupon_descr_s,
'fundb_nav_dt': fundb_nav_dt,
'fundb_discount_rt': fundb_discount_rt,
'fundb_price_leverage_rt': fundb_price_leverage_rt,
'fundb_capital_rasising_rt': fundb_capital_rasising_rt,
'fundb_lower_recalc_rt': fundb_lower_recalc_rt,
'fundb_base_est_dis_rt': fundb_base_est_dis_rt,
'abrate': abrate,
'fundb_upper_recalc_rt': fundb_upper_recalc_rt,
'funda_current_price': funda_current_price,
'fundb_current_price': fundb_current_price,
'fundb_value': fundb_value,
'fundb_base_price': fundb_base_price
}
df = pd.DataFrame(d)
df = df.set_index('fundb_base_fund_id')
return df
def parse_jisilu_data(data):
price_dt = []
a_price = []
a_price_increase_rt = [] # A涨幅
a_profit_rt = [] # A收益率
a_amount = [] # A份额（万份）
a_amount_increase = [] # A新增份额（万份）
a_amount_increase_rt = [] # A份额增长率
a_discount_rt = [] # A折价率
b_discount_rt = [] # B溢价率
b_net_leverage_rt = [] # b基净值杠杆率
b_price_leverage_rt = [] # b基价格杠杆率
base_discount_rt = [] # 合并溢价
net_value = [] # 母基净值
base_est_val = [] # 母基估值
est_err = [] # 母基估值误差
rows = data['rows']
for row in rows:
row_data = row['cell']
price_dt.append(util.json_object_to_convert(row_data['price_dt']))
a_price.append(util.json_object_to_convert(row_data['a_price']))
a_price_increase_rt.append(
util.json_object_to_convert(row_data['a_price_increase_rt']))
a_profit_rt.append(util.json_object_to_convert(
row_data['a_profit_rt']))
a_amount.append(util.json_object_to_convert(row_data['a_amount']))
a_amount_increase.append(
util.json_object_to_convert(row_data['a_amount_increase']))
a_amount_increase_rt.append(
util.json_object_to_convert(row_data['a_amount_increase_rt']))
a_discount_rt.append(
util.json_object_to_convert(row_data['a_discount_rt']))
b_discount_rt.append(
util.json_object_to_convert(row_data['b_discount_rt']))
b_net_leverage_rt.append(
util.json_object_to_convert(row_data['b_net_leverage_rt']))
b_price_leverage_rt.append(
util.json_object_to_convert(row_data['b_price_leverage_rt']))
base_discount_rt.append(
util.json_object_to_convert(row_data['base_discount_rt']))
net_value.append(util.json_object_to_convert(row_data['net_value']))
base_est_val.append(
util.json_object_to_convert(row_data['base_est_val']))
est_err.append(util.json_object_to_convert(row_data['est_err']))
d = {
'price_dt': price_dt,
'a_price': a_price,
'a_price_increase_rt': a_price_increase_rt,
'a_profit_rt': a_profit_rt,
'a_amount': a_amount,
'a_amount_increase': a_amount_increase,
'a_amount_increase_rt': a_amount_increase_rt,
'a_discount_rt': a_discount_rt,
'b_discount_rt': b_discount_rt,
'b_net_leverage_rt': b_net_leverage_rt,
'b_price_leverage_rt': b_price_leverage_rt,
'base_discount_rt': base_discount_rt,
'net_value': net_value,
'base_est_val': base_est_val,
'est_err': est_err
}
df = pd.DataFrame(d)
df = df.set_index('price_dt')
return df
def parse_data(data):
fundb_base_fund_id = []
funda_id = []
funda_name = []
fundb_id = []
fundb_name = []
maturity_dt = []
coupon_descr_s = [] # 利率规则
fundb_nav_dt = []
fundb_discount_rt = [] # 溢价率
fundb_price_leverage_rt = [] # 杠杆率
fundb_capital_rasising_rt = [] # 融资成本
fundb_lower_recalc_rt = [] # 下折母基跌幅
fundb_upper_recalc_rt = [] # 上折母基涨幅
fundb_base_est_dis_rt = [] # 整体溢价率
abrate = [] # a/b 份额比
fundb_base_price = [] # 母基净值
funda_current_price = [] # a基现价
fundb_current_price = [] # b基现价
fundb_value = [] # b基净值
rows = data['rows']
for row in rows:
row_data = row['cell']
fundb_base_fund_id.append(util.json_object_to_convert(row_data['fundb_base_fund_id']))
funda_id.append(util.json_object_to_convert(row_data['funda_id']))
funda_name.append(util.json_object_to_convert(row_data['funda_name']))
fundb_id.append(util.json_object_to_convert(row_data['fundb_id']))
fundb_name.append(util.json_object_to_convert(row_data['fundb_name']))
maturity_dt.append(util.json_object_to_convert(row_data['maturity_dt']))
coupon_descr_s.append(util.json_object_to_convert(row_data['coupon_descr_s']))
fundb_nav_dt.append(util.json_object_to_convert(row_data['fundb_nav_dt']))
fundb_discount_rt.append(util.json_object_to_convert(row_data['fundb_discount_rt']))
fundb_price_leverage_rt.append(util.json_object_to_convert(row_data['fundb_price_leverage_rt']))
fundb_capital_rasising_rt.append(util.json_object_to_convert(row_data['fundb_capital_rasising_rt']))
fundb_lower_recalc_rt.append(util.json_object_to_convert(row_data['fundb_lower_recalc_rt']))
fundb_base_est_dis_rt.append(util.json_object_to_convert(row_data['fundb_base_est_dis_rt']))
abrate.append(util.json_object_to_convert(row_data['abrate']))
fundb_base_price.append(util.json_object_to_convert(row_data['fundb_base_price']))
fundb_upper_recalc_rt.append(util.json_object_to_convert(row_data['fundb_upper_recalc_rt']))
funda_current_price.append(util.json_object_to_convert(row_data['funda_current_price']))
fundb_current_price.append(util.json_object_to_convert(row_data['fundb_current_price']))
fundb_value.append(util.json_object_to_convert(row_data['fundb_value']))
d = {
'fundb_base_fund_id': fundb_base_fund_id,
'funda_id': funda_id,
'fundb_id': fundb_id,
'funda_name': funda_name,
'fundb_name': fundb_name,
'maturity_dt': maturity_dt,
'coupon_descr_s': coupon_descr_s,
'fundb_nav_dt': fundb_nav_dt,
'fundb_discount_rt': fundb_discount_rt,
'fundb_price_leverage_rt': fundb_price_leverage_rt,
'fundb_capital_rasising_rt': fundb_capital_rasising_rt,
'fundb_lower_recalc_rt': fundb_lower_recalc_rt,
'fundb_base_est_dis_rt': fundb_base_est_dis_rt,
'abrate': abrate,
'fundb_upper_recalc_rt': fundb_upper_recalc_rt,
'funda_current_price': funda_current_price,
'fundb_current_price': fundb_current_price,
'fundb_value': fundb_value,
'fundb_base_price': fundb_base_price}
df = pd.DataFrame(d)
df = df.set_index('fundb_base_fund_id')
return df