stock-tracker

2026-07-04 00:17:11 +08:00
commit 6087341a48
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+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2020/1/10 17:09
+Desc:
+"""
@@ -0,0 +1,138 @@
+#!/usr/bin/env python
+# -*- coding:utf-8 -*-
+"""
+Date: 2024/5/11 22:00
+Desc: 东方财富网-经济数据-银行间拆借利率
+https://data.eastmoney.com/shibor/shibor.aspx
+"""
+
+import pandas as pd
+import requests
+from akshare.utils.tqdm import get_tqdm
+
+
+def rate_interbank(
+    market: str = "上海银行同业拆借市场",
+    symbol: str = "Shibor人民币",
+    indicator: str = "隔夜",
+):
+    """
+    东方财富-拆借利率一览-具体市场的具体品种的具体指标的拆借利率数据
+    具体 market 和 symbol 参见: https://data.eastmoney.com/shibor/shibor.aspx?m=sg&t=88&d=99333&cu=sgd&type=009065&p=79
+    :param market: choice of {"上海银行同业拆借市场", "中国银行同业拆借市场", "伦敦银行同业拆借市场", "欧洲银行同业拆借市场", "香港银行同业拆借市场", "新加坡银行同业拆借市场"}
+    :type market: str
+    :param symbol: choice of {"Shibor人民币", "Chibor人民币", "Libor英镑", "***", "Sibor美元"}
+    :type symbol: str
+    :param indicator: choice of {"隔夜", "1周", "2周", "***", "1年"}
+    :type indicator: str
+    :return: 具体市场的具体品种的具体指标的拆借利率数据
+    :rtype: pandas.DataFrame
+    """
+    market_map = {
+        "上海银行同业拆借市场": "001",
+        "中国银行同业拆借市场": "002",
+        "伦敦银行同业拆借市场": "003",
+        "欧洲银行同业拆借市场": "004",
+        "香港银行同业拆借市场": "005",
+        "新加坡银行同业拆借市场": "006",
+    }
+    symbol_map = {
+        "Shibor人民币": "CNY",
+        "Chibor人民币": "CNY",
+        "Libor英镑": "GBP",
+        "Libor欧元": "EUR",
+        "Libor美元": "USD",
+        "Libor日元": "JPY",
+        "Euribor欧元": "EUR",
+        "Hibor美元": "USD",
+        "Hibor人民币": "CNH",
+        "Hibor港币": "HKD",
+        "Sibor星元": "SGD",
+        "Sibor美元": "USD",
+    }
+    indicator_map = {
+        "隔夜": "001",
+        "1周": "101",
+        "2周": "102",
+        "3周": "103",
+        "1月": "201",
+        "2月": "202",
+        "3月": "203",
+        "4月": "204",
+        "5月": "205",
+        "6月": "206",
+        "7月": "207",
+        "8月": "208",
+        "9月": "209",
+        "10月": "210",
+        "11月": "211",
+        "1年": "301",
+    }
+    url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
+    params = {
+        "reportName": "RPT_IMP_INTRESTRATEN",
+        "columns": "REPORT_DATE,REPORT_PERIOD,IR_RATE,CHANGE_RATE,INDICATOR_ID,"
+        "LATEST_RECORD,MARKET,MARKET_CODE,CURRENCY,CURRENCY_CODE",
+        "quoteColumns": "",
+        "filter": f"""(MARKET_CODE="{market_map[market]}")(CURRENCY_CODE="{symbol_map[symbol]}")
+        (INDICATOR_ID="{indicator_map[indicator]}")""",
+        "pageNumber": "1",
+        "pageSize": "500",
+        "sortTypes": "-1",
+        "sortColumns": "REPORT_DATE",
+        "source": "WEB",
+        "client": "WEB",
+        "p": "1",
+        "pageNo": "1",
+        "pageNum": "1",
+    }
+    r = requests.get(url, params=params)
+    data_json = r.json()
+    total_page = data_json["result"]["pages"]
+    big_df = pd.DataFrame()
+    tqdm = get_tqdm()
+    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, 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)
+    big_df.columns = [
+        "报告日",
+        "-",
+        "利率",
+        "涨跌",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+        "-",
+    ]
+    big_df = big_df[
+        [
+            "报告日",
+            "利率",
+            "涨跌",
+        ]
+    ]
+    big_df["报告日"] = pd.to_datetime(big_df["报告日"], errors="coerce").dt.date
+    big_df["利率"] = pd.to_numeric(big_df["利率"], errors="coerce")
+    big_df["涨跌"] = pd.to_numeric(big_df["涨跌"], errors="coerce")
+    big_df.sort_values(["报告日"], inplace=True)
+    big_df.reset_index(inplace=True, drop=True)
+    return big_df
+
+
+if __name__ == "__main__":
+    rate_interbank_shanghai_df = rate_interbank(
+        market="上海银行同业拆借市场", symbol="Shibor人民币", indicator="3月"
+    )
+    print(rate_interbank_shanghai_df)