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