#!/usr/bin/env python # -*- coding:utf-8 -*- """ Date: 2024/5/10 14:00 Desc: 中国外汇交易中心暨全国银行间同业拆借中心 https://www.chinamoney.com.cn/chinese/scsjzqxx/ """ import functools import pandas as pd import requests from akshare.utils.tqdm import get_tqdm from akshare.bond.bond_china import bond_china_close_return_map @functools.lru_cache() def bond_info_cm_query(symbol: str = "评级等级") -> pd.DataFrame: """ 中国外汇交易中心暨全国银行间同业拆借中心-查询相关指标的参数 https://www.chinamoney.com.cn/chinese/scsjzqxx/ :param symbol: choice of {"主承销商", "债券类型", "息票类型", "发行年份", "评级等级"} :type symbol: str :return: 查询相关指标的参数 :rtype: pandas.DataFrame """ bond_china_close_return_map() if symbol == "主承销商": url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/EntyFullNameSearchCondition" headers = { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) " "Chrome/109.0.0.0 Safari/537.36" } r = requests.post(url, headers=headers) data_json = r.json() temp_df = pd.DataFrame(data_json["data"]["enty"]) temp_df.columns = ["code", "name"] temp_df = temp_df[["name", "code"]] return temp_df else: symbol_map = { "债券类型": "bondType", "息票类型": "couponType", "发行年份": "issueYear", "评级等级": "bondRtngShrt", } url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondBaseInfoSearchCondition" headers = { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) " "Chrome/109.0.0.0 Safari/537.36" } r = requests.post(url, headers=headers) data_json = r.json() temp_df = pd.DataFrame(data_json["data"][f"{symbol_map[symbol]}"]) if temp_df.shape[1] == 1: temp_df.columns = ["name"] temp_df["code"] = temp_df["name"] temp_df.columns = ["code", "name"] temp_df = temp_df[["name", "code"]] return temp_df @functools.lru_cache() def bond_info_cm( bond_name: str = "", bond_code: str = "", bond_issue: str = "", bond_type: str = "", coupon_type: str = "", issue_year: str = "", underwriter: str = "", grade: str = "", ) -> pd.DataFrame: """ 中国外汇交易中心暨全国银行间同业拆借中心-数据-债券信息-信息查询 https://www.chinamoney.com.cn/chinese/scsjzqxx/ :param bond_name: 债券名称 :type bond_name: str :param bond_code: 债券代码 :type bond_code: str :param bond_issue: 发行人/受托机构 :type bond_issue: str :param bond_type: 债券类型 :type bond_type: str :param coupon_type: 息票类型 :type coupon_type: str :param issue_year: 发行年份 :type issue_year: str :param underwriter: 主承销商 :type underwriter: str :param grade: 评级等级 :type grade: str :return: 信息查询结果 :rtype: pandas.DataFrame """ bond_china_close_return_map() if bond_type: bond_type_df = bond_info_cm_query(symbol="债券类型") bond_type_df_value = bond_type_df[bond_type_df["name"] == bond_type][ "code" ].values[0] else: bond_type_df_value = "" if coupon_type: coupon_type_df = bond_info_cm_query(symbol="息票类型") coupon_type_df_value = coupon_type_df[coupon_type_df["name"] == coupon_type][ "code" ].values[0] else: coupon_type_df_value = "" if underwriter: underwriter_df = bond_info_cm_query(symbol="主承销商") underwriter_value = underwriter_df[underwriter_df["name"] == underwriter][ "code" ].values[0] else: underwriter_value = "" url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondMarketInfoList2" payload = { "pageNo": "1", "pageSize": "15", "bondName": bond_name, "bondCode": bond_code, "issueEnty": bond_issue, "bondType": bond_type_df_value if bond_type_df_value else "", "bondSpclPrjctVrty": "", "couponType": coupon_type_df_value if coupon_type_df_value else "", "issueYear": issue_year, "entyDefinedCode": underwriter_value if underwriter_value else "", "rtngShrt": grade, } headers = { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) " "Chrome/109.0.0.0 Safari/537.36" } r = requests.post(url, data=payload, headers=headers) data_json = r.json() total_page = data_json["data"]["pageTotal"] big_df = pd.DataFrame() tqdm = get_tqdm() for page in tqdm(range(1, total_page + 1), leave=False): payload.update({"pageNo": page}) r = requests.post(url, data=payload, headers=headers) data_json = r.json() temp_df = pd.DataFrame(data_json["data"]["resultList"]) big_df = pd.concat(objs=[big_df, temp_df], ignore_index=True) big_df.rename( columns={ "bondDefinedCode": "查询代码", "bondName": "债券简称", "bondCode": "债券代码", "issueStartDate": "发行日期", "issueEndDate": "-", "bondTypeCode": "-", "bondType": "债券类型", "entyFullName": "发行人/受托机构", "entyDefinedCode": "-", "debtRtng": "最新债项评级", "isin": "-", "inptTp": "-", }, inplace=True, ) big_df = big_df[ [ "债券简称", "债券代码", "发行人/受托机构", "债券类型", "发行日期", "最新债项评级", "查询代码", ] ] return big_df @functools.lru_cache() def bond_info_detail_cm(symbol: str = "淮安农商行CDSD2022021012") -> pd.DataFrame: """ 中国外汇交易中心暨全国银行间同业拆借中心-数据-债券信息-信息查询-债券详情 https://www.chinamoney.com.cn/chinese/zqjc/?bondDefinedCode=egfjh08154 :param symbol: 债券简称 :type symbol: str :return: 债券详情 :rtype: pandas.DataFrame """ bond_china_close_return_map() url = "https://www.chinamoney.com.cn/ags/ms/cm-u-bond-md/BondDetailInfo" inner_bond_info_cm_df = bond_info_cm(bond_name=symbol) bond_code = inner_bond_info_cm_df["查询代码"].values[0] payload = {"bondDefinedCode": bond_code} headers = { "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) " "Chrome/109.0.0.0 Safari/537.36" } r = requests.post(url, data=payload, headers=headers) data_json = r.json() data_dict = data_json["data"]["bondBaseInfo"] if data_dict["creditRateEntyList"]: del data_dict["creditRateEntyList"] if data_dict["exerciseInfoList"]: del data_dict["exerciseInfoList"] temp_df = pd.DataFrame.from_dict(data_dict, orient="index") temp_df.reset_index(inplace=True) temp_df.columns = ["name", "value"] return temp_df if __name__ == "__main__": bond_info_cm_df = bond_info_cm( bond_name="", bond_code="", bond_issue="", bond_type="短期融资券", coupon_type="零息式", issue_year="2019", grade="A-1", underwriter="重庆农村商业银行股份有限公司", ) print(bond_info_cm_df) bond_info_detail_cm_df = bond_info_detail_cm(symbol="19万林投资CP001") print(bond_info_detail_cm_df)