f i5 dZddlmZddlZddlZddlmZdejfdZ edej fdZ dd e d e d e de dej f dZ dd e de dej fdZdej fdZedkrIe dd ddZeeeddZeeeZeedSdS)u Date: 2024/6/27 16:00 Desc: 收盘收益率曲线历史数据 https://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1 ) lru_cacheN)get_tqdmreturnc~tj}ddi}|d||j}dd|D}ddi}id d d d d dddddddd|ddddddddddddd d!d"d#ddd$d%}|d&||'|j}dd(|D}d)d ddd*|dddddd!d#dd%d+}|d,||S)-u 将服务注册到网站中，则该 IP 在 24 小时内可以直接访问 https://www.chinamoney.com.cn :return: 访问过的 Session :rtype: requests.Session User-AgentoMozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/108.0.0.0 Safari/537.36Thttps://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1)urlheadersz; c3*K|]\}}|d|VdS=N.0kvs H/usr/local/lib/python3.11/dist-packages/akshare/bond/bond_china_money.py z*__bond_register_service..!0HH41aqJJ1JJHHHHHHkeyzTThwSjc2NWkzV0VSOVRzOA==Accept.application/json, text/javascript, */*; q=0.01Accept-Encodinggzip, deflate, brAccept-Languageen Cache-Controlno-cache Connection keep-aliveContent-Length22Cookie Content-Typez0application/x-www-form-urlencoded; charset=UTF-8Hostwww.chinamoney.com.cnOriginhttps://www.chinamoney.com.cnPragmaRefererSec-Fetch-DestemptySec-Fetch-ModecorsSec-Fetch-Site same-originX-Requested-WithXMLHttpRequestz5https://www.chinamoney.com.cn/dqs/rest/cm-u-rbt/apply)r datar c3*K|]\}}|d|VdSr rrs rrz*__bond_register_service..Brrz,application/json, text/javascript, /; q=0.010)rrrr!r#r%r&r'r)r,r-r/r1rr3zBhttps://www.chinamoney.com.cn/lss/rest/cm-s-account/getSessionUser)requestsSessiongetcookiesget_dictjoinitemspost)sessionr cookies_dict cookies_strr5s r__bond_register_servicerCs7  G)G KK b?++--L))HH<3E3E3G3GHHHHHK - .DB. 4   l  $  + J ' 1 * i ' & - )!$ ,%G( LL C ?++--L))HH<3E3E3G3GHHHHHK@."J'1i! '),!G$ LL P Nrc 4dddddddddd d d d }d } tj||}|}n@#t}|||}|}YnxYwt j|d}|S)u 收盘收益率曲线历史数据 https://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1 :return: 收盘收益率曲线历史数据 :rtype: pandas.DataFrame rrzh-CN,zh;q=0.9,en;q=0.8r r"r7r(r*r rr4) rrrrr!r#r'r)r+r,rr3zFhttps://www.chinamoney.com.cn/ags/ms/cm-u-bk-currency/ClsYldCurvCurvGO)r records)r8r:jsonrCpd DataFrame)r r r data_jsonr@temp_dfs rbond_china_close_return_maprM\sC.4#"'1i),G SC Lg . . .FFHH )++ KKWK - -FFHH l9Y/00G Ns *>;A;国债120231101symbolperiod start_dateend_datec Bt}||d|kdjd}d}ddi}dd|d |d d |d d |d d gd |d d |d d |d d g|d dd}tj|||} | } t j| d} | d=gd| _| gd} t j | ddj j | d<t j | dd| d<t j | dd| d<t j | dd| d<t j | dd| d<| S)u; 收盘收益率曲线历史数据 https://www.chinamoney.com.cn/chinese/bkcurvclosedyhis/?bondType=CYCC000&reference=1 :param symbol: 需要获取的指标 :type period: choice of {'0.1', '0.5', '1'} :param period: 期限间隔 :type symbol: str :param start_date: 开始日期, 结束日期和开始日期不要超过 1 个月 :type start_date: str :param end_date: 结束日期, 结束日期和开始日期不要超过 1 个月 :type end_date: str :return: 收盘收益率曲线历史数据 :rtype: pandas.DataFrame cnLabelvaluerzChttps://www.chinamoney.com.cn/ags/ms/cm-u-bk-currency/ClsYldCurvHisrrCNz1,2,3-NrO50)lang referencebondType startDateendDatetermIdpageNumpageSize)paramsr rF newDateValue)日期期限到期收益率即期收益率远期收益率rgcoerceerrorsrhrirjrk) rMvaluesr=r8r:rGrHrIcolumns to_datetimedtdate to_numeric) rQrRrSrT name_code_df symbol_coder r rerJrKrLs rbond_china_close_returnrws(/00L|I6&@A'JQRSTK OC)G XXz"1"~z!A# 122OPP88Xbqb\8AaC=(122,GHH  F  S999AIl9Y/00GGO   Gwx'8JJJMRGH gh&7IIIGH!#w7H/IRZ![![![G !#w7H/IRZ![![![G !#w7H/IRZ![![![G  Nr20231204c td|dd|dd|ddg}d|dd|dd|ddg}d}dd||dd d d d d }iddddddddddddddddddddd d!d"d#d$d%d&d'd(d)d*d+d,d-d.d/i}tj|||0}|}t j|d1}gd2|_t jd3|d4D}gd5|_t j||gd67} | gd8} t j | d9d:;j j | d9<t j | d<d:;| d<<t j | d=d:;| d=<t j | d>d:;| d><t j | d?d:;| d?<t j | d@d:;| d@<t j | dAd:;| dA<t j | dBd:;| dB<t j | dCd:;| dC<t j | dDd:;| dD<t j | dEd:;| dE<t j | dFd:;| dF<| d9gdGdGH| S)Iu FR007 利率互换曲线历史数据; 只能获取近一年的数据 https://www.chinamoney.com.cn/chinese/bkcurvfxhis/?cfgItemType=72&curveType=FR007 :param start_date: 开始日期, 开始和结束日期不得超过一个月 :type start_date: str :param end_date: 结束日期, 开始和结束日期不得超过一个月 :type end_date: str :return: FR007利率互换曲线历史数据 :rtype: pandas.DataFrame rYNrZr[z;https://www.chinamoney.com.cn/ags/ms/cm-u-bk-shibor/IfccHis72r7rXu全部5000rO) cfgItemTypeinterestRateTyper`ra bidAskTyper] quoteTimerdrcrrrrrrErr r!r"r#r'r(r)r*r+r,zQhttps://www.chinamoney.com.cn/chinese/bkcurvfxhis/?cfgItemType=72&curveType=FR007z sec-ch-uazA"Google Chrome";v="107", "Chromium";v="107", "Not=A?Brand";v="24"zsec-ch-ua-mobilez?0zsec-ch-ua-platformz "Windows"r-r.r/r0r1r2roMozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/107.0.0.0 Safari/537.36r3r4r5r rF)rg_r时刻rrrrr 价格类型r 曲线名称rrrrr5cg|]}|Srr)ritems r z)macro_china_swap_rate..s>>>dT>>>rr5) 1M3M6M9M1Y2Y3Y4Y5Y7Y10Y)objsaxis)rgrrrrrrrrrrrrrrrgrlrmrrrrrrrrrrrT)inplace ignore_index)rMr=r8r?rGrHrIrpconcatrqrrrsrt sort_values) rSrTr rer rJrKrLprice_dfbig_dfs rmacro_china_swap_raters !!!:bqb>:ac?JqrrNKLLJxx"1"x!}hqrrlCDDH GC  FB. 4   l  #  ' 1 * f X D k ' & -!" )#& ,'G*  c888AIl9Y/00GGO&|>>gfo>>>??H   HYWh/a 8 8 8F    F&~fX&6xHHHKPF8=h???F4L=h???F4L=h???F4L=h???F4L=h???F4L=h???F4L=h???F4L=h???F4L=h???F4L=h???F4LM&-AAAF5M z4dCCC Mrctd}ddi}dddddddd}tj|||}|}t |d d d z}t j}t}|td |d D]v}| d|itj|||}|}t j|d} t j || gd}wgd|_ |gd}t j |dd|d<t j |dd|d<|S)u 中国-债券信息披露-债券发行 https://www.chinamoney.com.cn/chinese/xzjfx/ :return: 债券发行 :rtype: pandas.DataFrame zrs  ''''''I!1IIIIX R\ F  >> > >> > \ >>>>D3=vvv,/v\vvvvr>>>>>B z!8!8"3:PZ""" E $%%%44     E "###!8!8!:!: E $%%%%%r