新增FG609 7月前20会员逐日数据分析脚本和报告

成交量分析/pull_fg609.py

@@ -0,0 +1,124 @@
+"""拉取玻璃FG609 7月份所有交易日的前20会员持仓排名数据"""
+import akshare as ak
+import pandas as pd
+import time
+from datetime import date, timedelta
+
+def to_int(x):
+    if isinstance(x, str):
+        return int(x.replace(",", ""))
+    return int(x)
+
+def get_rank_czce_safe(d):
+    """安全调用，失败重试"""
+    try:
+        return ak.get_rank_table_czce(date=d)
+    except Exception as e:
+        print(f"  [{d}] 失败: {e}")
+        return None
+
+# 7月交易日（去掉周末）
+trading_days = []
+start = date(2026, 7, 1)
+end = date(2026, 7, 23)
+d = start
+while d <= end:
+    if d.weekday() < 5:  # Mon-Fri
+        trading_days.append(d)
+    d += timedelta(days=1)
+
+print(f"共 {len(trading_days)} 个交易日")
+
+all_data = {}  # date_str -> DataFrame (FG609 member rank)
+
+for dt in trading_days:
+    ds = dt.strftime("%Y%m%d")
+    print(f"拉取 {ds}...", end=" ", flush=True)
+    rank = get_rank_czce_safe(ds)
+    if rank and "FG609" in rank:
+        df = rank["FG609"].copy()
+        for col in ["vol", "vol_chg", "long_open_interest", "long_open_interest_chg",
+                     "short_open_interest", "short_open_interest_chg"]:
+            df[col] = df[col].apply(to_int)
+        df = df.sort_values("rank")
+        all_data[ds] = df
+        # 摘要
+        total_vol = df["vol"].sum()
+        top1 = df.iloc[0]
+        top3_vol = df.head(3)["vol"].sum()
+        long_sum = df["long_open_interest"].sum()
+        short_sum = df["short_open_interest"].sum()
+        print(f"OK  vol={total_vol/10000:.0f}万  top1={top1['vol_party_name']}({top1['vol']/10000:.0f}万)  net={long_sum-short_sum:+,}")
+    else:
+        print(f"SKIP（无FG609数据）")
+    time.sleep(0.3)
+
+print(f"\n成功获取 {len(all_data)} 天数据")
+
+# ====== 汇总：逐日总成交量 & 前5会员 ======
+print("\n" + "="*80)
+print("【逐日汇总】FG609 前20会员成交量 & 多空净头寸")
+print("="*80)
+print(f"{'日期':>8} {'总成交量':>10} {'总多单':>10} {'总空单':>10} {'净头寸':>10} {'VolTop1':<18} {'VolTop1占比':>8}")
+print("-"*80)
+for ds in sorted(all_data.keys()):
+    df = all_data[ds]
+    tv = df["vol"].sum()
+    ls = df["long_open_interest"].sum()
+    ss = df["short_open_interest"].sum()
+    t1 = df.iloc[0]
+    share = t1["vol"] / tv * 100
+    d = f"{ds[:4]}-{ds[4:6]}-{ds[6:]}"
+    print(f"{d:>8} {tv:>10,} {ls:>10,} {ss:>10,} {ls-ss:>10,} {t1['vol_party_name']:<18} {share:>7.1f}%")
+
+# ====== 重点会员逐日变化 ======
+key_members = ["国泰君安（代客）", "东证期货（代客）", "中信期货（代客）",
+               "永安期货（代客）", "华泰期货（代客）", "方正中期（代客）"]
+print("\n" + "="*100)
+print("【重点会员逐日成交量】")
+print("="*100)
+header = f"{'日期':>8}"
+for m in key_members:
+    header += f" {m:<16}"
+print(header)
+print("-"*100)
+for ds in sorted(all_data.keys()):
+    df = all_data[ds]
+    line = f"{ds[:4]}-{ds[4:6]}-{ds[6:]:>8}"
+    for m in key_members:
+        row = df[df["vol_party_name"] == m]
+        if not row.empty:
+            vol = row.iloc[0]["vol"]
+            chg = row.iloc[0]["vol_chg"]
+            line += f" {vol:>6,}({chg:>+6,})"
+        else:
+            line += f" {'---':>16}"
+    print(line)
+
+# ====== 重点会员逐日净头寸（多-空） ======
+print("\n" + "="*100)
+print("【重点会员逐日净头寸（多单-空单）】")
+print("="*100)
+header = f"{'日期':>8}"
+for m in key_members:
+    header += f" {m:<16}"
+print(header)
+print("-"*100)
+for ds in sorted(all_data.keys()):
+    df = all_data[ds]
+    line = f"{ds[:4]}-{ds[4:6]}-{ds[6:]:>8}"
+    for m in key_members:
+        row = df[df["vol_party_name"] == m]
+        if not row.empty:
+            r = row.iloc[0]
+            net = r["long_open_interest"] - r["short_open_interest"]
+            line += f" {net:>+8,}"
+        else:
+            # try other name columns
+            row_l = df[df["long_party_name"] == m]
+            row_s = df[df["short_party_name"] == m]
+            long_v = row_l.iloc[0]["long_open_interest"] if not row_l.empty else 0
+            short_v = row_s.iloc[0]["short_open_interest"] if not row_s.empty else 0
+            net = long_v - short_v
+            line += f" {net:>+8,}"
+    print(line)