def match_main_contract(exchange: str = "dce") -> str:
"""
获取主力合约
:param exchange: choice of {'czce', 'dce', 'shfe', 'cffex'}
:type exchange: str
:return: 获取主力合约的字符串
:rtype: str
"""
subscribe_exchange_list = []
exchange_symbol_list = zh_subscribe_exchange_symbol(
exchange).iloc[:, 1].tolist()
for item in exchange_symbol_list:
# item = 'jhb_qh'
zh_match_main_contract_payload.update({"node": item})
res = requests.get(
zh_match_main_contract_url,
params=zh_match_main_contract_payload)
data_json = demjson.decode(res.text)
data_df = pd.DataFrame(data_json)
try:
main_contract = data_df[data_df.iloc[:, 3:].duplicated()]
print(main_contract["symbol"].values[0])
subscribe_exchange_list.append(main_contract["symbol"].values[0])
except:
if len(data_df) == 1:
subscribe_exchange_list.append(data_df['symbol'].values[0])
print(data_df['symbol'].values[0])
else:
print(item, "无主力合约")
continue
print(f"{exchange}主力合约获取成功")
return ','.join(["nf_" + item for item in subscribe_exchange_list])
def match_main_contract(symbol: str = "cffex") -> str:
"""
新浪财经-期货-主力合约
http://vip.stock.finance.sina.com.cn/quotes_service/view/qihuohangqing.html#titlePos_1
:param symbol: choice of {'czce', 'dce', 'shfe', 'cffex'}
:type symbol: str
:return: 主力合约的字符串
:rtype: str
"""
subscribe_exchange_list = []
exchange_symbol_list = zh_subscribe_exchange_symbol(
symbol).iloc[:, 1].tolist()
for item in exchange_symbol_list:
# item = 'sngz_qh'
zh_match_main_contract_payload.update({"node": item})
res = requests.get(zh_match_main_contract_url,
params=zh_match_main_contract_payload)
data_json = demjson.decode(res.text)
data_df = pd.DataFrame(data_json)
try:
main_contract = data_df[data_df.iloc[:, 3:].duplicated()]
print(main_contract["symbol"].values[0])
subscribe_exchange_list.append(main_contract["symbol"].values[0])
except:
if len(data_df) == 1:
subscribe_exchange_list.append(data_df["symbol"].values[0])
print(data_df["symbol"].values[0])
else:
print(item, "无主力合约")
continue
print(f"{symbol}主力合约获取成功")
return ",".join([item for item in subscribe_exchange_list])
def match_main_contract(exchange: str = "dce") -> pd.DataFrame:
"""
指定交易所的所有可以提供数据的合约
:param exchange: choice of {"dce", "czce", "shfe", "cffex"}
:type exchange: str
:return: 指定交易所的所有可以提供数据的合约
:rtype: pandas.DataFrame
"""
subscribe_cffex_list = []
exchange_symbol_list = zh_subscribe_exchange_symbol(exchange).iloc[:, 1].tolist()
for item in exchange_symbol_list:
zh_match_main_contract_payload.update({"node": item})
res = requests.get(
zh_match_main_contract_url, params=zh_match_main_contract_payload
)
data_json = demjson.decode(res.text)
data_df = pd.DataFrame(data_json)
try:
main_contract = data_df.iloc[0, :3]
subscribe_cffex_list.append(main_contract)
except:
print(item, "无主力连续合约")
continue
print("主力连续合约获取成功")
return pd.DataFrame(subscribe_cffex_list)
def match_main_contract(symbol: str = "shfe") -> pd.DataFrame:
"""
指定交易所的所有可以提供数据的合约
https://finance.sina.com.cn/futuremarket/index.shtml
:param symbol: choice of {"dce", "czce", "shfe", "cffex"}
:type symbol: str
:return: 指定交易所的所有可以提供数据的合约
:rtype: pandas.DataFrame
"""
subscribe_list = []
exchange_symbol_list = zh_subscribe_exchange_symbol(
symbol).iloc[:, 1].tolist()
for item in exchange_symbol_list:
zh_match_main_contract_payload.update({"node": item})
res = requests.get(zh_match_main_contract_url,
params=zh_match_main_contract_payload)
data_json = demjson.decode(res.text)
data_df = pd.DataFrame(data_json)
try:
main_contract = data_df[
data_df['name'].str.contains("连续")
& data_df['symbol'].str.extract(
r'([\w])(\d)').iloc[:, 1].str.contains("0")].iloc[0, :3]
subscribe_list.append(main_contract)
except:
# print(item, "无主力连续合约")
continue
# print("主力连续合约获取成功")
temp_df = pd.DataFrame(subscribe_list)
return temp_df
def match_main_contract(exchange="dce"):
subscribe_cffex_list = []
exchange_symbol_list = zh_subscribe_exchange_symbol(
exchange).iloc[:, 1].tolist()
for item in exchange_symbol_list:
zh_match_main_contract_payload.update({"node": item})
res = requests.get(zh_match_main_contract_url,
params=zh_match_main_contract_payload)
data_json = demjson.decode(res.text)
data_df = pd.DataFrame(data_json)
try:
main_contract = data_df.iloc[0, :3]
subscribe_cffex_list.append(main_contract)
except:
print(item, "无主力连续合约")
continue
print("主力连续合约获取成功")
return pd.DataFrame(subscribe_cffex_list)
def match_main_contract(exchange="dce"):
subscribe_cffex_list = []
exchange_symbol_list = zh_subscribe_exchange_symbol(
exchange).iloc[:, 1].tolist()
for item in exchange_symbol_list:
zh_match_main_contract_payload.update({"node": item})
res = requests.get(zh_match_main_contract_url,
params=zh_match_main_contract_payload)
data_json = demjson.decode(res.text)
data_df = pd.DataFrame(data_json)
try:
main_contract = data_df[data_df.iloc[:, 3:].duplicated()]
print(main_contract["symbol"].values[0])
subscribe_cffex_list.append(main_contract["symbol"].values[0])
except:
print(item, "无主力合约")
continue
print("主力合约获取成功")
return ','.join(["nf_" + item for item in subscribe_cffex_list])
