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convertible_bond.py
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convertible_bond.py
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import argparse
import requests
import json
import openpyxl
from lxml import html
import re
def list_cb(cookie):
url = "https://www.jisilu.cn/webapi/cb/list/"
headers = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/121.0.0.0 Safari/537.36",
# 设置 User-Agent
"Columns": "1,70,2,3,5,6,11,12,14,15,16,29,30,32,34,44,46,47,50,52,53,54,56,57,58,59,60,62,63,67",
"Init": "1",
}
cookies = {
"Cookie": cookie,
# 设置 Cookie
}
response = requests.get(url, headers=headers, cookies=cookies)
if response.status_code == 200:
data = response.text
# 处理数据
# 解析 JSON 字符串
parsed_json = json.loads(data)
# 获取数据中的bond_id值
data_list = parsed_json["data"]
print('code:', parsed_json["code"], 'msg:', parsed_json["msg"], 'data size:', len(data_list))
for item in data_list:
# 移除指定的键
parsed_json.pop("icons", None)
put_ytm = detail(cookie, item["bond_id"])
item["put_ytm"] = put_ytm
# 将 put_ytm 插入到字典的最前面
item_keys = list(item.keys())
item_keys.insert(0, "put_ytm")
item_values = [item.pop(key) for key in item_keys if key in item]
item.update(zip(item_keys, item_values))
# 根据 put_ytm 的值进行排序（降序）
sorted_bond_data = sorted(data_list, key=lambda x: float(x.get("put_ytm", "0%").rstrip("%")), reverse=True)
# 打印数据列表到文件
write_to_excel(sorted_bond_data)
else:
print("Error:", response.status_code)
def write_to_excel(data):
# 创建一个新的 Excel 工作簿
wb = openpyxl.Workbook()
# 获取活动的工作表
ws = wb.active
# 写入表头
header = ["到期税后收益率", "代码", "转债名称", "现价", "评级", "到期时间", "剩余年限/年", "涨跌幅"]
ws.append(header)
# 将数据写入工作表
for item in data:
ws.append(
[item["put_ytm"], item["bond_id"], item["bond_nm"], item["price"], item["rating_cd"], item["maturity_dt"], str(item["year_left"]), str(item["increase_rt"]) + '%'])
# 保存工作簿
wb.save("output.xlsx")
print("数据已写入到 output.xlsx 文件中")
def write_to_txt(data):
# 打印数据列表到文本文件，每个值之间添加制表符
with open("output.txt", "w", encoding="utf-8") as file:
for item in data:
# 将字典中的值转换为字符串
values_as_strings = [str(value) for value in item.values()]
# 连接值并写入文件
file.write("\t".join(values_as_strings) + "\n")
def detail(cookie, code):
url = "https://www.jisilu.cn/data/convert_bond_detail/" + code
headers = {
"User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/121.0.0.0 Safari/537.36",
# 设置 User-Agent
}
cookies = {
"Cookie": cookie,
# 设置 Cookie
}
response = requests.get(url, headers=headers, cookies=cookies)
if response.status_code == 200:
data = response.text
# 处理数据
return Yield_to_Maturity_After_Taxes(data)
else:
print("Error:", response.status_code)
return '-999%'
def Yield_to_Maturity_After_Taxes(content):
# 使用 lxml 解析 HTML
tree = html.fromstring(content)
code = tree.xpath('//*[@id="tc_data"]/div/div[1]/table[1]/tr/td/div/div[1]/text()')[1]
name = tree.xpath('//*[@id="tc_data"]/div/div[1]/table[1]/tr/td/div/div[1]/span')
# 如果找到了元素
if name:
# 获取元素的HTML内容
element_html = html.tostring(name[0], pretty_print=True, encoding='unicode')
print(element_html)
# 获取子字符串 "123044" 在字符串中的位置
index = element_html.find(code)
# 如果找到了子字符串
if index != -1:
# 截取从字符串开头到子字符串位置的部分
span = element_html[:index].strip()
# <span class="font_18">红相转债</span>
tree_span = html.fromstring(span)
name = tree_span.xpath('text()')[0]
else:
print("未找到子字符串")
# 使用 XPath 表达式定位到特定的元素
value = tree.xpath('//*[@id="tc_data"]/div/div[1]/table[1]/tr[3]/td[3]/text()')[0]
# 输出获取到的值
print(code, name, value)
# 使用正则表达式匹配模式
pattern = r'-?\d+\.\d+%' # 匹配一个可选的负号，后面跟着一个或多个数字，然后是一个小数点，接着是一个或多个数字，最后是一个百分号
match = re.search(pattern, value)
# 如果找到了匹配项
if match:
result = match.group() # 获取匹配到的字符串
print(f'计算到期税后收益率返回值:{result}')
return result
else:
print("未找到匹配到期税后收益率,返回值为-999")
return '-999%'
def main(cookie):
list_cb(cookie)
if __name__ == "__main__":
parser = argparse.ArgumentParser()
parser.add_argument("cookie", help="jisilu cookie")
options = parser.parse_args()
main(options.cookie)