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C菌
2026-07-04 00:17:11 +08:00
commit 6087341a48
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backend/.venv/lib/python3.9/site-packages/akshare/futures/cons.py
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#!/usr/bin/env python
# -*- coding:utf-8 -*-
"""
Date: 2025/7/21 15:00
Desc: 期货配置文件
"""
import datetime
import json
import os
import pickle
import re
futures_inventory_em_symbol_dict = {
"a": "A", # 豆一
"ag": "AG", # 沪银
"al": "AL", # 沪铝
"ao": "AO", # 氧化铝
"AP": "AP", # 苹果
"au": "AU", # 沪金
"b": "B", # 豆二
"bb": None, # 胶合板 (new中没有对应)
"bc": None, # 国际铜 (new中没有对应)
"br": "BR", # BR橡胶
"bu": "BU", # 沥青
"c": "C", # 玉米
"CF": "CF", # 棉花/郑棉
"CJ": "CJ", # 红枣
"cs": "CS", # 淀粉/玉米淀粉
"cu": "CU", # 沪铜
"CY": "CY", # 棉纱
"eb": "EB", # 苯乙烯
"ec": "ec", # 集运欧线/集运指数(欧线)
"eg": "EG", # 乙二醇
"fb": None, # 纤维板 (new中没有对应)
"FG": "FG", # 玻璃
"PL": "PL", # 丙烯
"fu": "FU", # 燃料油/燃油
"hc": "HC", # 热卷
"i": "I", # 铁矿石
"IC": "IC", # 中证500
"IF": "IF", # 沪深300
"IH": "IH", # 上证50
"IM": "IM", # 中证1000
"j": "J", # 焦炭
"jd": "JD", # 鸡蛋
"jm": "JM", # 焦煤
"JR": None, # 粳稻 (new中没有对应)
"l": "L", # 塑料
"lc": "lc", # 碳酸锂
"lh": "LH", # 生猪
"LR": None, # 晚籼稻 (new中没有对应)
"lu": "lu", # LU燃油/低硫燃料油
"m": "M", # 豆粕
"MA": "MA", # 甲醇
"ni": "NI", # 沪镍/镍
"nr": "nr", # 20号胶
"OI": "OI", # 菜籽油/菜油
"p": "P", # 棕榈油/棕榈
"pb": "PB", # 沪铅
"PF": "PF", # 短纤
"pg": "PG", # 液化气/液化石油气
"PK": "PK", # 花生
"PM": None, # 普麦 (new中没有对应)
"pp": "PP", # 聚丙烯
"PX": "PX", # 对二甲苯
"rb": "RB", # 螺纹钢
"RI": None, # 早籼稻 (new中没有对应)
"RM": "RM", # 菜籽粕/菜粕
"rr": None, # 粳米 (new中没有对应)
"RS": "RS", # 油菜籽/菜籽
"ru": "RU", # 橡胶
"SA": "SA", # 纯碱
"sc": None, # 原油 (new中没有对应)
"SF": "SF", # 硅铁
"SH": "SH", # 烧碱
"si": "si", # 工业硅
"SM": "SM", # 锰硅
"sn": "SN", # 沪锡/锡
"sp": "SP", # 纸浆
"SR": "SR", # 白糖
"ss": "SS", # 不锈钢
"T": "T", # 十年国债/10年期国债
"TA": "TA", # PTA
"TF": "TF", # 五年国债/5年期国债
"TL": "TL", # 三十年国债/30年期国债期货
"TS": "TS", # 二年国债/2年期国债
"UR": "UR", # 尿素
"v": "V", # PVC
"WH": None, # 强麦 (new中没有对应)
"wr": None, # 线材 (new中没有对应)
"y": "Y", # 豆油
"ZC": None, # 动力煤 (new中没有对应)
"zn": "ZN", # 沪锌
}
hq_sina_spot_headers = {
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,"
"image/apng,*/*;q=0.8,application/signed-exchange;v=b3",
"Accept-Encoding": "gzip, deflate",
"Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
"Cache-Control": "no-cache",
"Connection": "keep-alive",
"Host": "finance.sina.com.cn",
"Pragma": "no-cache",
"Referer": "https://finance.sina.com.cn/futuremarket/",
"Upgrade-Insecure-Requests": "1",
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 "
"(KHTML, like Gecko) Chrome/78.0.3904.97 Safari/537.36",
}
# zh_sina_spot
zh_subscribe_exchange_symbol_url = (
"http://vip.stock.finance.sina.com.cn/quotes_service/view/js/qihuohangqing.js"
)
zh_match_main_contract_url = (
"http://vip.stock.finance.sina.com.cn/quotes_service/"
"api/json_v2.php/Market_Center.getHQFuturesData"
)
zh_match_main_contract_payload = {
"page": "1",
"num": "5",
"sort": "position",
"asc": "0",
"node": "001",
"base": "futures",
}
zh_sina_spot_headers = {
"Accept": "*/*",
"Accept-Encoding": "gzip, deflate, br",
"Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
"Cache-Control": "no-cache",
"Connection": "keep-alive",
"Host": "hq.sinajs.cn",
"Pragma": "no-cache",
"Referer": "https://finance.sina.com.cn/futuremarket/",
"Sec-Fetch-Mode": "no-cors",
"Sec-Fetch-Site": "cross-site",
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
"Chrome/78.0.3904.97 Safari/537.36",
}
# 99 期货
inventory_temp_headers = {
"Accept": "image/webp,image/apng,image/*,*/*;q=0.8",
"Accept-Encoding": "gzip, deflate",
"Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
"Connection": "keep-alive",
"Content-Type": "application/x-www-form-urlencoded",
"Cookie": "UM_distinctid=16c378978de5cc-02cfeac5f7869b-c343162-1fa400-16c378978df8d7; "
"__utmz=181566328.1570520149.3.2.utmcsr=baidu|utmccn=(organic)|utmcmd=organic; "
"ASP.NET_SessionId=wj5gxuzl3fvvr25503tquq55; __utmc=181566328; _fxaid=1D9A634AB9F5D026585"
"6F7E85E7BC196%1D%2BOOl1inxPE7181fmKs5HCs%2BdLO%2Fq%2FbSvf46UVjo%2BE7w%3D%1DPYphpUa9OlzW"
"UzatrOQTXLPOVillbwMhTIJas%2ByfkyVL2Hd5XA1GOSslksqDkMTccXvQ2duLNsc0CHT4789JrYNbakJrpzrxL"
"nwtBC5GCTssKHGEpor6EwAZfWJgBUlCs4JYFcGUnh3jIO69A4LsOlRMOGf4c9cd%2FbohSjTx3VA%3D; __utma"
"=181566328.1348268634.1564299852.1571066568.1571068391.7; tgw_l7_route=eb1311426274fc07"
"631b2135a6431f7d; __utmt=1; __utmb=181566328.7.10.1571068391",
"Host": "service.99qh.com",
"Referer": "http://service.99qh.com/Storage/Storage.aspx?page=99qh",
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 "
"(KHTML, like Gecko) Chrome/77.0.3865.90 Safari/537.36",
}
# 奇货可查
QHKC_INDEX_URL = "https://www.qhkch.com/ajax/index_show.php"
QHKC_INDEX_TREND_URL = "https://qhkch.com/ajax/indexes_trend.php"
QHKC_INDEX_PROFIT_LOSS_URL = "https://qhkch.com/ajax/indexes_profit_loss.php"
QHKC_FUND_BS_URL = "https://qhkch.com/ajax/fund_bs_pie.php"
QHKC_FUND_POSITION_URL = "https://qhkch.com/ajax/fund_position_pie.php"
QHKC_FUND_POSITION_CHANGE_URL = "https://qhkch.com/ajax/fund_position_chge_pie.php"
QHKC_FUND_DEAL_URL = "https://qhkch.com/ajax/fund_deal_pie.php"
QHKC_FUND_BIG_CHANGE_URL = "https://qhkch.com/ajax/fund_big_chge.php"
QHKC_TOOL_FOREIGN_URL = "https://qhkch.com/ajax/toolbox_foreign.php"
QHKC_TOOL_GDP_URL = "https://qhkch.com/dist/views/toolbox/gdp.html?v=1.10.7.1"
# 键值对: 键为交易所代码, 值为具体合约代码
market_exchange_symbols = {
"cffex": ["IF", "IC", "IM", "IH", "T", "TF", "TS", "TL"],
"dce": [
"C",
"CS",
"A",
"B",
"M",
"Y",
"P",
"FB",
"BB",
"JD",
"L",
"V",
"PP",
"J",
"JM",
"I",
"EG",
"RR",
"EB", # 20191009
"PG",
"LH", # 20210108 生猪期货
"LG", # 20241118 原木期货
"BZ", # 20250708 纯苯期货
],
"czce": [
"WH",
"PM",
"CF",
"SR",
"TA",
"OI",
"RI",
"MA",
"ME",
"FG",
"RS",
"RM",
"ZC",
"JR",
"LR",
"SF",
"SM",
"WT",
"TC",
"GN",
"RO",
"ER",
"SRX",
"SRY",
"WSX",
"WSY",
"CY",
"AP",
"UR",
"CJ", # 红枣期货
"SA", # 纯碱期货
"PK", # 20210201 花生期货
"PF", # 短纤
"PX", # 对二甲苯
"SH", # 烧碱
"PR", # 瓶片
"PL", # 丙烯
],
"shfe": [
"CU",
"AL",
"ZN",
"PB",
"NI",
"SN",
"AU",
"AG",
"RB",
"WR",
"HC",
"FU",
"BU",
"RU",
"SC",
"NR",
"SP",
"SS",
"LU",
"BC",
"AO",
"BR",
"EC", # 集运指数
"AD", # 铸造铝合金期货
"OP", # 胶版印刷纸期货
],
"gfex": ["SI", "LC", "PS"],
}
contract_symbols = []
[contract_symbols.extend(i) for i in market_exchange_symbols.values()]
headers = {
"Host": "www.czce.com.cn",
"Connection": "keep-alive",
"Cache-Control": "max-age=0",
"Accept": "text/html, */*; q=0.01",
"X-Requested-With": "XMLHttpRequest",
"User-Agent": "Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) "
"Chrome/56.0.2924.87 Safari/537.36",
"DNT": "1",
"Referer": "http://www.super-ping.com/?ping=www.google.com&locale=sc",
"Accept-Encoding": "gzip, deflate, sdch",
"Accept-Language": "zh-CN,zh;q=0.8,ja;q=0.6",
}
shfe_headers = {"User-Agent": "Mozilla/4.0 (compatible; MSIE 5.5; Windows NT)"}
dce_headers = {
"Accept": "text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,image/apng,"
"*/*;q=0.8,application/signed-exchange;v=b3",
"Accept-Encoding": "gzip, deflate",
"Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8",
"Cache-Control": "max-age=0",
"Content-Length": "71",
"Content-Type": "application/x-www-form-urlencoded",
"Host": "www.dce.com.cn",
"Origin": "http://www.dce.com.cn",
"Proxy-Connection": "keep-alive",
"Referer": "http://www.dce.com.cn/publicweb/quotesdata/weekQuotesCh.html",
"Upgrade-Insecure-Requests": "1",
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) "
"Chrome/77.0.3865.90 Safari/537.36",
}
SYS_SPOT_PRICE_URL = "http://www.100ppi.com/sf/day-{}.html"
SYS_SPOT_PRICE_LATEST_URL = "http://www.100ppi.com/sf/"
SHFE_VOL_RANK_URL = "https://tsite.shfe.com.cn/data/dailydata/kx/pm%s.dat"
SHFE_VOL_RANK_URL_20250701 = (
"https://www.shfe.com.cn/data/tradedata/future/dailydata/pm%s.dat"
)
CFFEX_VOL_RANK_URL = "http://www.cffex.com.cn/sj/ccpm/%s/%s/%s_1.csv"
DCE_VOL_RANK_URL_1 = (
"http://portal.dce.com.cn/publicweb/quotesdata/exportMemberDealPosiQuotesData.html?"
"memberDealPosiQuotes.variety=%s&memberDealPosiQuotes.trade_type=0&contract.cont"
"ract_id=%s&contract.variety_id=%s&year=%s&month=%s&day=%s&exportFlag=txt"
)
DCE_VOL_RANK_URL_2 = (
"http://portal.dce.com.cn/publicweb/quotesdata/memberDealPosiQuotes.html?memberDeal"
"PosiQuotes.variety=%s&memberDealPosiQuotes.trade_type=0&contract.contract_id="
"all&contract.variety_id=%s&year=%s&month=%s&day=%s"
)
CZCE_VOL_RANK_URL_1 = "http://www.czce.com.cn/cn/exchange/jyxx/pm/pm%s.html"
CZCE_VOL_RANK_URL_2 = "http://www.czce.com.cn/cn/exchange/%s/datatradeholding/%s.htm"
CZCE_VOL_RANK_URL_3 = (
"http://www.czce.com.cn/cn/DFSStaticFiles/Future/%s/%s/FutureDataHolding.htm"
)
DCE_RECEIPT_URL = "http://portal.dce.com.cn/publicweb/quotesdata/wbillWeeklyQuotes.html"
SHFE_RECEIPT_URL_1 = "http://tsite.shfe.com.cn/data/dailydata/%sdailystock.html"
SHFE_RECEIPT_URL_2 = "http://tsite.shfe.com.cn/data/dailydata/%sdailystock.dat"
SHFE_RECEIPT_URL_20250701 = (
"https://www.shfe.com.cn/data/tradedata/future/dailydata/%sdailystock.dat"
)
CZCE_RECEIPT_URL_1 = "http://www.czce.com.cn/cn/exchange/jyxx/sheet/sheet%s.html"
CZCE_RECEIPT_URL_2 = "http://www.czce.com.cn/cn/exchange/%s/datawhsheet/%s.htm"
CZCE_RECEIPT_URL_3 = (
"http://www.czce.com.cn/cn/DFSStaticFiles/Future/%s/%s/FutureDataWhsheet.htm"
)
CFFEX_DAILY_URL = "http://www.cffex.com.cn/fzjy/mrhq/{}/{}/{}_1.csv"
SHFE_DAILY_URL = "http://tsite.shfe.com.cn/data/dailydata/kx/kx%s.dat"
SHFE_DAILY_URL_20250630 = (
"https://www.shfe.com.cn/data/tradedata/future/dailydata/kx%s.dat"
)
SHFE_V_WAP_URL = "http://tsite.shfe.com.cn/data/dailydata/ck/%sdailyTimePrice.dat"
DCE_DAILY_URL = "http://www.dce.com.cn//publicweb/quotesdata/dayQuotesCh.html"
CZCE_DAILY_URL_1 = "http://www.czce.com.cn/cn/exchange/jyxx/hq/hq%s.html"
CZCE_DAILY_URL_2 = "http://www.czce.com.cn/cn/exchange/%s/datadaily/%s.txt"
CZCE_DAILY_URL_3 = (
"http://www.czce.com.cn/cn/DFSStaticFiles/Future/%s/%s/FutureDataDaily.txt"
)
DATE_PATTERN = re.compile(r"^([0-9]{4})[-/]?([0-9]{2})[-/]?([0-9]{2})")
FUTURES_SYMBOL_PATTERN = re.compile(r"(^[A-Za-z]{1,2})[0-9]+")
CFFEX_COLUMNS = [
"open",
"high",
"low",
"volume",
"turnover",
"open_interest",
"close",
"settle",
"change1",
"change2",
]
CZCE_COLUMNS = [
"pre_settle",
"open",
"high",
"low",
"close",
"settle",
"change1",
"change2",
"volume",
"open_interest",
"oi_chg",
"turnover",
"final_settle",
]
CZCE_COLUMNS_2 = [
"pre_settle",
"open",
"high",
"low",
"close",
"settle",
"change1",
"volume",
"open_interest",
"oi_chg",
"turnover",
"final_settle",
]
SHFE_COLUMNS = {
"CLOSEPRICE": "close",
"HIGHESTPRICE": "high",
"LOWESTPRICE": "low",
"OPENINTEREST": "open_interest",
"OPENPRICE": "open",
"PRESETTLEMENTPRICE": "pre_settle",
"SETTLEMENTPRICE": "settle",
"VOLUME": "volume",
}
SHFE_V_WAP_COLUMNS = {
":B1": "date",
"INSTRUMENT_ID": "symbol",
"TIME": "time_range",
"REF_SETTLEMENT_PRICE": "v_wap",
}
DCE_COLUMNS = [
"open",
"high",
"low",
"close",
"pre_settle",
"settle",
"change1",
"change2",
"volume",
"open_interest",
"oi_chg",
"turnover",
]
DCE_OPTION_COLUMNS = [
"open",
"high",
"low",
"close",
"pre_settle",
"settle",
"change1",
"change2",
"delta",
"volume",
"open_interest",
"oi_chg",
"turnover",
"exercise_volume",
]
OUTPUT_COLUMNS = [
"symbol",
"date",
"open",
"high",
"low",
"close",
"volume",
"open_interest",
"turnover",
"settle",
"pre_settle",
"variety",
]
OPTION_OUTPUT_COLUMNS = [
"symbol",
"date",
"open",
"high",
"low",
"close",
"pre_settle",
"settle",
"delta",
"volume",
"open_interest",
"oi_chg",
"turnover",
"implied_volatility",
"exercise_volume",
"variety",
]
DCE_MAP = {
"大豆": "A",
"豆一": "A",
"豆二": "B",
"豆粕": "M",
"豆油": "Y",
"棕榈油": "P",
"玉米": "C",
"玉米淀粉": "CS",
"鸡蛋": "JD",
"纤维板": "FB",
"胶合板": "BB",
"聚乙烯": "L",
"聚氯乙烯": "V",
"聚丙烯": "PP",
"焦炭": "J",
"焦煤": "JM",
"铁矿石": "I",
"乙二醇": "EG",
"粳米": "RR",
"苯乙烯": "EB",
"液化石油气": "PG",
"生猪": "LH",
"原木": "LG",
"纯苯": "BZ",
"聚氯乙烯月均价": "VF",
"聚丙烯月均价": "PPF",
"聚乙烯月均价": "LF",
}
def convert_date(date):
"""
transform a date string to datetime.date object
:param date, string, e.g. 2016-01-01, 20160101 or 2016/01/01
:return: object of datetime.date(such as 2016-01-01) or None
"""
if isinstance(date, datetime.date):
return date
elif isinstance(date, str):
match = DATE_PATTERN.match(date)
if match:
groups = match.groups()
if len(groups) == 3:
return datetime.date(
year=int(groups[0]),
month=int(groups[1]),
day=int(groups[2]),
)
return None
def get_json_path(name, module_file):
"""
获取 JSON 配置文件的路径(从模块所在目录查找)
:param name: 文件名
:param module_file: filename
:return: str json_file_path
"""
module_folder = os.path.abspath(os.path.dirname(os.path.dirname(module_file)))
module_json_path = os.path.join(module_folder, "file_fold", name)
return module_json_path
def get_pk_path(name, module_file):
"""
获取 pickle 配置文件的路径(从模块所在目录查找)
:param name: 文件名
:param module_file: filename
:return: str json_file_path
"""
module_folder = os.path.abspath(os.path.dirname(os.path.dirname(module_file)))
module_json_path = os.path.join(module_folder, "file_fold", name)
return module_json_path
def get_pk_data(file_name):
"""
获取交易日历至 2019 年结束, 这里的交易日历需要按年更新
:return: json
"""
setting_file_name = file_name
setting_file_path = get_pk_path(setting_file_name, __file__)
return pickle.load(open(setting_file_path, "rb"))
def get_calendar():
"""
获取交易日历, 这里的交易日历需要按年更新, 主要是从新浪获取的
:return: 交易日历
:rtype: json
"""
setting_file_name = "calendar.json"
setting_file_path = get_json_path(setting_file_name, __file__)
with open(setting_file_path, "r", encoding="utf-8") as f:
data_json = json.load(f)
return data_json
def last_trading_day(day):
"""
获取前一个交易日
:param day: "%Y%m%d" or datetime.date()
:return last_day: "%Y%m%d" or datetime.date()
"""
calendar = get_calendar()
if isinstance(day, str):
if day not in calendar:
print("Today is not trading day：" + day)
return False
pos = calendar.index(day)
last_day = calendar[pos - 1]
return last_day
elif isinstance(day, datetime.date):
d_str = day.strftime("%Y%m%d")
if d_str not in calendar:
print("Today is not working day：" + d_str)
return False
pos = calendar.index(d_str)
last_day = calendar[pos - 1]
last_day = datetime.datetime.strptime(last_day, "%Y%m%d").date()
return last_day
def get_latest_data_date(day):
"""
获取最新的有数据的交易日
:param day: datetime.datetime
:return string YYYYMMDD
"""
calendar = get_calendar()
if day.strftime("%Y%m%d") in calendar:
if day.time() > datetime.time(17, 0, 0):
return day.strftime("%Y%m%d")
else:
return last_trading_day(day.strftime("%Y%m%d"))
else:
while day.strftime("%Y%m%d") not in calendar:
day = day - datetime.timedelta(days=1)
return day.strftime("%Y%m%d")
if __name__ == "__main__":
d = datetime.datetime(2018, 10, 5, 17, 1, 0)
print(get_latest_data_date(d))