python量化数据7：获取东方财富每日大盘资金流入流出数据

import pandas as pd
import requests
import json
def get_market_fund_flow():
        """
        东方财富网-数据中心-资金流向-大盘
        https://data.eastmoney.com/zjlx/dpzjlx.html
        :return: 近期大盘的资金流数据
        :rtype: pandas.DataFrame
        """
        url = "http://push2his.eastmoney.com/api/qt/stock/fflow/daykline/get"
        headers = {
            "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/81.0.4044.138 Safari/537.36",
        }
        params = {
            "lmt": "0",
            "klt": "101",
            "secid": "1.000001",
            "secid2": "0.399001",
            "fields1": "f1,f2,f3,f7",
            "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64,f65",
            "ut": "b2884a393a59ad64002292a3e90d46a5",
            "cb": "jQuery183003743205523325188_1589197499471",
            "_": int(time.time() * 1000),
        }
        r = requests.get(url, params=params, headers=headers)
        text_data = r.text
        json_data = json.loads(text_data[text_data.find("{") : -2])
        content_list = json_data["data"]["klines"]
        temp_df = pd.DataFrame([item.split(",") for item in content_list])
        temp_df.columns = [
            "日期",
            "主力净流入-净额",
            "小单净流入-净额",
            "中单净流入-净额",
            "大单净流入-净额",
            "超大单净流入-净额",
            "主力净流入-净占比",
            "小单净流入-净占比",
            "中单净流入-净占比",
            "大单净流入-净占比",
            "超大单净流入-净占比",
            "上证-收盘价",
            "上证-涨跌幅",
            "深证-收盘价",
            "深证-涨跌幅",
        ]
        temp_df = temp_df[
            [
                "日期",
                "上证-收盘价",
                "上证-涨跌幅",
                "深证-收盘价",
                "深证-涨跌幅",
                "主力净流入-净额",
                "主力净流入-净占比",
                "超大单净流入-净额",
                "超大单净流入-净占比",
                "大单净流入-净额",
                "大单净流入-净占比",
                "中单净流入-净额",
                "中单净流入-净占比",
                "小单净流入-净额",
                "小单净流入-净占比",
            ]
        ]
        temp_df["日期"] = pd.to_datetime(temp_df["日期"]).dt.date
        temp_df["上证-收盘价"] = pd.to_numeric(temp_df["上证-收盘价"], errors="coerce")
        temp_df["上证-涨跌幅"] = pd.to_numeric(temp_df["上证-涨跌幅"], errors="coerce")
        temp_df["深证-收盘价"] = pd.to_numeric(temp_df["深证-收盘价"], errors="coerce")
        temp_df["深证-涨跌幅"] = pd.to_numeric(temp_df["深证-涨跌幅"], errors="coerce")
        temp_df["主力净流入-净额"] = pd.to_numeric(temp_df["主力净流入-净额"], errors="coerce")/100000000
        temp_df["主力净流入-净占比"] = pd.to_numeric(temp_df["主力净流入-净占比"], errors="coerce")
        temp_df["超大单净流入-净额"] = pd.to_numeric(temp_df["超大单净流入-净额"], errors="coerce")/100000000
        temp_df["超大单净流入-净占比"] = pd.to_numeric(temp_df["超大单净流入-净占比"], errors="coerce")
        temp_df["大单净流入-净额"] = pd.to_numeric(temp_df["大单净流入-净额"], errors="coerce")/100000000
        temp_df["大单净流入-净占比"] = pd.to_numeric(temp_df["大单净流入-净占比"], errors="coerce")
        temp_df["中单净流入-净额"] = pd.to_numeric(temp_df["中单净流入-净额"], errors="coerce")/100000000
        temp_df["中单净流入-净占比"] = pd.to_numeric(temp_df["中单净流入-净占比"], errors="coerce")
        temp_df["小单净流入-净额"] = pd.to_numeric(temp_df["小单净流入-净额"], errors="coerce")/100000000
        temp_df["小单净流入-净占比"] = pd.to_numeric(temp_df["小单净流入-净占比"], errors="coerce")
        return temp_df

df = get_market_fund_flow()
print(df)
df.to_excel("数据.xlsx") #导出excel

运行

作者：ETF股债基指标