fix(futures_return_index_nh): fix futures_return_index_nh interface

fix futures_return_index_nh interface

akshare/__init__.py

@@ -1096,7 +1096,7 @@
 0.6.68: add: add macro_china_retail_price_index interface
 0.6.69: fix: fix box_office_spot interface
 0.6.70: fix: fix bond_investing_global interface
-0.6.71: fix: fix futures_nh_return_index interface
+0.6.71: fix: fix futures_return_index_nh interface
 0.6.72: fix: fix get_receipt interface
 0.6.73: add: add news_cctv interface
 0.6.74: fix: fix macro and acm interface
@@ -1672,7 +1672,7 @@
 1.2.47 fix: fix covid_19_dxy interface
 1.2.48 fix: fix covid_19_dxy interface
 1.2.49 fix: fix rate_interbank interface
-1.2.50 fix: fix futures_nh_price_index interface
+1.2.50 fix: fix futures_price_index_nh interface
 1.2.51 add: add futures_hq_subscribe_exchange_symbol interface
 1.2.52 fix: fix futures_foreign_commodity_realtime interface
 1.2.53 add: add get_ine_daily interface
@@ -1967,9 +1967,10 @@
 1.5.45 add: add stock_hot_deal_xq interface
 1.5.46 fix: fix stock_yzxdr_em interface
 1.5.47 fix: fix macro_china_lpr interface
+1.5.48 fix: fix futures_return_index_nh interface
 """
 
-__version__ = "1.5.47"
+__version__ = "1.5.48"
 __author__ = "AKFamily"
 
 import sys
@@ -1999,7 +2000,7 @@
 南华期货-品种指数涨跌
 南华期货-相关系数矩阵
 """
-from akshare.futures_derivative.other_index_nh import (
+from akshare.futures_derivative.futures_other_index_nh import (
     futures_correlation_nh,
     futures_board_index_nh,
     futures_variety_index_nh,
@@ -3531,12 +3532,12 @@
 """
 南华期货-南华指数
 """
-from akshare.futures_derivative.nh_index_return import futures_nh_return_index
-from akshare.futures_derivative.nh_index_price import (
-    futures_nh_price_index,
-    futures_nh_index_symbol_table,
+from akshare.futures_derivative.futures_index_return_nh import futures_return_index_nh
+from akshare.futures_derivative.futures_index_price_nh import (
+    futures_price_index_nh,
+    futures_index_symbol_table_nh,
 )
-from akshare.futures_derivative.nh_index_volatility import futures_nh_volatility_index
+from akshare.futures_derivative.futures_index_volatility_nh import futures_nh_volatility_index
 
 """
 空气-河北

akshare/futures_derivative/nh_index_price.py → akshare/futures_derivative/futures_index_price_nh.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2021/12/20 14:52
+Date: 2022/4/28 16:25
 Desc: 南华期货-商品指数历史走势-价格指数-数值
 http://www.nanhua.net/nhzc/varietytrend.html
 1000 点开始, 用收益率累计
@@ -13,7 +13,7 @@
 import pandas as pd
 
 
-def futures_nh_index_symbol_table() -> pd.DataFrame:
+def futures_index_symbol_table_nh() -> pd.DataFrame:
     """
     南华期货-南华指数所有品种一览表
     http://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
@@ -28,16 +28,16 @@ def futures_nh_index_symbol_table() -> pd.DataFrame:
     return temp_df
 
 
-def futures_nh_price_index(symbol: str = "A") -> pd.DataFrame:
+def futures_price_index_nh(symbol: str = "A") -> pd.DataFrame:
     """
     南华期货-南华指数单品种-价格-所有历史数据
     http://www.nanhua.net/ianalysis/varietyindex/price/A.json?t=1574932974280
-    :param symbol: 通过 ak.futures_nh_index_symbol_table() 获取
+    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
     :type symbol: str
     :return: 南华期货-南华指数单品种-价格-所有历史数据
     :rtype: pandas.Series
     """
-    symbol_df = futures_nh_index_symbol_table()
+    symbol_df = futures_index_symbol_table_nh()
     if symbol in symbol_df["code"].tolist():
         t = time.time()
         url = f"http://www.nanhua.net/ianalysis/varietyindex/price/{symbol}.json?t={int(round(t * 1000))}"
@@ -50,8 +50,8 @@ def futures_nh_price_index(symbol: str = "A") -> pd.DataFrame:
 
 
 if __name__ == "__main__":
-    futures_nh_index_symbol_table_df = futures_nh_index_symbol_table()
-    print(futures_nh_index_symbol_table_df)
+    futures_index_symbol_table_nh_df = futures_index_symbol_table_nh()
+    print(futures_index_symbol_table_nh_df)
 
-    futures_nh_price_index_df = futures_nh_price_index(symbol="NHAI")
-    print(futures_nh_price_index_df)
+    futures_price_index_nh_df = futures_price_index_nh(symbol="NHAI")
+    print(futures_price_index_nh_df)

akshare/futures_derivative/nh_index_return.py → akshare/futures_derivative/futures_index_return_nh.py

@@ -1,7 +1,7 @@
 #!/usr/bin/env python
 # -*- coding:utf-8 -*-
 """
-Date: 2021/12/20 15:19
+Date: 2022/4/28 16:19
 Desc: 南华期货-商品指数历史走势-收益率指数-数值-http://www.nanhua.net/nhzc/varietytrend.html
 1000 点开始, 用收益率累计
 目标地址: http://www.nanhua.net/ianalysis/varietyindex/index/NHCI.json?t=1574932290494
@@ -11,29 +11,31 @@
 import requests
 import pandas as pd
 
-from akshare.futures_derivative.nh_index_price import futures_nh_index_symbol_table
+from akshare.futures_derivative.futures_index_price_nh import futures_index_symbol_table_nh
 
 
-def futures_nh_return_index(symbol: str = "Y") -> pd.DataFrame:
+def futures_return_index_nh(symbol: str = "Y") -> pd.DataFrame:
     """
     南华期货-南华指数单品种-收益率-所有历史数据
-    :param symbol: 通过 ak.futures_nh_index_symbol_table() 获取
+    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
     :type symbol: str
     :return: 南华指数单品种-收益率-所有历史数据
     :rtype: pandas.Series
     """
-    symbol_df = futures_nh_index_symbol_table()
-    if symbol in symbol_df["code"].tolist():
+    symbol_df = futures_index_symbol_table_nh()
+    symbol_list = symbol_df["code"].tolist()
+    if symbol in symbol_list:
         t = time.time()
         url = f"http://www.nanhua.net/ianalysis/varietyindex/index/{symbol}.json?t={int(round(t * 1000))}"
         r = requests.get(url)
         data_json = r.json()
         temp_df = pd.DataFrame(data_json)
         temp_df.columns = ["date", "value"]
         temp_df['date'] = pd.to_datetime(temp_df["date"], unit='ms').dt.date
+        temp_df['value'] = pd.to_numeric(temp_df['value'])
         return temp_df
 
 
 if __name__ == "__main__":
-    futures_nh_return_index_df = futures_nh_return_index(symbol='NHAI')
-    print(futures_nh_return_index_df)
+    futures_return_index_nh_df = futures_return_index_nh(symbol='NHAI')
+    print(futures_return_index_nh_df)

akshare/futures_derivative/nh_index_volatility.py → akshare/futures_derivative/futures_index_volatility_nh.py

@@ -12,21 +12,21 @@
 import requests
 import pandas as pd
 
-from akshare.futures_derivative.nh_index_price import futures_nh_index_symbol_table
+from akshare.futures_derivative.futures_index_price_nh import futures_index_symbol_table_nh
 
 
 def futures_nh_volatility_index(symbol: str = "NHCI", period: str = '20') -> pd.DataFrame:
     """
     南华期货-南华指数单品种-波动率-所有历史数据
     http://www.nanhua.net/nhzc/varietytrend.html
-    :param symbol: 通过 ak.futures_nh_index_symbol_table() 获取
+    :param symbol: 通过 ak.futures_index_symbol_table_nh() 获取
     :type symbol: str
     :param period: 波动周期 choice of {'5', '20', '60', '120'}
     :type period: str
     :return: 波动率-所有历史数据
     :rtype: pandas.DataFrame
     """
-    symbol_df = futures_nh_index_symbol_table()
+    symbol_df = futures_index_symbol_table_nh()
     if symbol in symbol_df["code"].tolist():
         t = time.time()
         url = f"http://www.nanhua.net/ianalysis/volatility/{period}/{symbol}.json?t={int(round(t * 1000))}"

docs/changelog.md

@@ -4,6 +4,9 @@
 
 | AKShare 版本 | 旧接口名称                             | 新接口名称                             | 修改日期     |
 |------------|-----------------------------------|-----------------------------------|----------|
+| 1.5.48     | futures_nh_price_index            | futures_price_index_nh            | 20220428 |
+| 1.5.48     | futures_nh_index_symbol_table     | futures_index_symbol_table_nh     | 20220428 |
+| 1.5.48     | futures_nh_return_index           | futures_return_index_nh           | 20220428 |
 | 1.5.46     | stock_em_yzxdr                    | stock_yzxdr_em                    | 20220427 |
 | 1.5.34     | stock_em_gpzy_industry_data       | stock_gpzy_industry_data_em       | 20220420 |
 | 1.5.26     | stock_em_comment                  | stock_comment_em                  | 20220415 |
@@ -20,6 +23,12 @@
 
 ## 更新说明
 
+1.5.48 fix: fix futures_return_index_nh interface
+
+    1. 修复 futures_return_index_nh 接口，重命名接口及规范数据输出格式
+    2. 修复 futures_index_symbol_table_nh 接口，重名接口
+    3. 修复 futures_price_index_nh 接口，重名接口
+
 1.5.47 fix: fix macro_china_lpr interface
 
     1. 修复 macro_china_lpr 接口，规范数据的输出格式
@@ -454,6 +463,8 @@
 
 ## 版本更新说明
 
+1.5.48 fix: fix futures_return_index_nh interface
+
 1.5.47 fix: fix macro_china_lpr interface
 
 1.5.46 fix: fix stock_yzxdr_em interface

docs/data/futures/futures.md

@@ -2854,7 +2854,7 @@ print(futures_contract_detail_df)
 
 #### 收益率指数
 
-接口: futures_nh_return_index
+接口: futures_return_index_nh
 
 目标地址: http://www.nanhua.net/nhzc/varietytrend.html
 
@@ -2866,7 +2866,7 @@ print(futures_contract_detail_df)
 
 | 名称     | 类型  | 描述                                                                   |
 |--------|-----|----------------------------------------------------------------------|
-| symbol | str | symbol="Y", 请参考南华指数品种一览表, 可以通过 ak.futures_nh_index_symbol_table() 获取 |
+| symbol | str | symbol="Y", 请参考南华指数品种一览表, 可以通过 ak.futures_index_symbol_table_nh() 获取 |
 
 南华指数品种一览表
 
@@ -2957,8 +2957,8 @@ print(futures_contract_detail_df)
 ```python
 import akshare as ak
 
-futures_nh_return_index_df = ak.futures_nh_return_index()
-print(futures_nh_return_index_df)
+futures_return_index_nh_df = ak.futures_return_index_nh()
+print(futures_return_index_nh_df)
 ```
 
 数据示例
@@ -2980,7 +2980,7 @@ print(futures_nh_return_index_df)
 
 #### 价格指数
 
-接口: futures_nh_price_index
+接口: futures_price_index_nh
 
 目标地址: http://www.nanhua.net/nhzc/varietytrend.html
 
@@ -2992,7 +2992,7 @@ print(futures_nh_return_index_df)
 
 | 名称     | 类型  | 描述                                                                   |
 |--------|-----|----------------------------------------------------------------------|
-| symbol | str | symbol="Y", 请参考南华指数品种一览表, 可以通过 ak.futures_nh_index_symbol_table() 获取 |
+| symbol | str | symbol="Y", 请参考南华指数品种一览表, 可以通过 ak.futures_index_symbol_table_nh() 获取 |
 
 南华指数品种一览表
 
@@ -3076,8 +3076,8 @@ print(futures_nh_return_index_df)
 ```python
 import akshare as ak
 
-futures_nh_price_index_df = ak.futures_nh_price_index(symbol="Y")
-print(futures_nh_price_index_df)
+futures_price_index_nh_df = ak.futures_price_index_nh(symbol="Y")
+print(futures_price_index_nh_df)
 ```
 
 数据示例
@@ -3111,7 +3111,7 @@ print(futures_nh_price_index_df)
 
 | 名称     | 类型  | 描述                                                                                         |
 |--------|-----|--------------------------------------------------------------------------------------------|
-| symbol | str | symbol="Y"; 注意是具体品种(不包含指数); 请参考南华指数品种一览表, 可以通过调用 **ak.futures_nh_index_symbol_table()** 获取 |
+| symbol | str | symbol="Y"; 注意是具体品种(不包含指数); 请参考南华指数品种一览表, 可以通过调用 **ak.futures_index_symbol_table_nh()** 获取 |
 | period | str | period='20'; 波动周期; choice of {'5', '20', '60', '120'}                                      |
 
 南华指数品种一览表

docs/tutorial.md

@@ -134,9 +134,9 @@
  # 南华期货-南华指数-波动率指数
  "futures_nh_volatility_index"  # 波动率指数
  # 南华期货-南华指数-价格指数
- "futures_nh_price_index"  # 价格指数
+ "futures_price_index_nh"  # 价格指数
  # 南华期货-南华指数-收益率指数
- "futures_nh_return_index"  # 收益率指数
+ "futures_return_index_nh"  # 收益率指数
  # 经济政策不确定性(EPU)指数
  "article_epu_index"  # 主要国家和地区的经济政策不确定性(EPU)指数
  # 微博指数