Module: Tushare::Stock::Shibor

Extended by:
Util
Defined in:
lib/tushare/stock/shibor.rb

Overview

上海银行间同业拆放利率（Shibor）数据接口

Class Method Summary collapse

Methods included from Util

_code_to_symbol, _write_console, _write_head, check_quarter, check_year, fetch_ftp_file, holiday?, trade_cal

Class Method Details

.lpr_data(year = Time.now.year) ⇒ Object

Return

date:日期 1Y:1年贷款基础利率



91
92
93
94
95
96
 
# File 'lib/tushare/stock/shibor.rb', line 91

def lpr_data(year = Time.now.year)
  url = format(SHIBOR_DATA_URL, P_TYPE['http'], DOMAINS['shibor'],
               PAGES['dw'], 'LPR', year, SHIBOR_TYPE['LPR'], year)
  xls = ::Roo::Spreadsheet.open(URI.encode(url), extension: 'xls')
  process_xls_file(xls, LPR_COLS)
end

.lpr_ma_data(year = Time.now.year) ⇒ Object

Return

date:日期 1Y_5:5日均值 1Y_10:10日均值 1Y_20:20日均值



109
110
111
112
113
114
115
 
# File 'lib/tushare/stock/shibor.rb', line 109

def lpr_ma_data(year = Time.now.year)
  url = format(SHIBOR_DATA_URL, P_TYPE['http'], DOMAINS['shibor'],
               PAGES['dw'], 'LPR_Tendency', year,
               SHIBOR_TYPE['LPR_Tendency'], year)
  xls = ::Roo::Spreadsheet.open(URI.encode(url), extension: 'xls')
  process_xls_file(xls, LPR_MA_COLS)
end

.process_xls_file(xls, cols) ⇒ Object

process xls every sheet and every sheet skip the first row



120
121
122
123
124
125
126
127
128
129
130
 
# File 'lib/tushare/stock/shibor.rb', line 120

def process_xls_file(xls, cols)
  result = []
  xls.each_with_pagename do |_, sheet|
    sheet.drop(1).each do |row|
      object = {}
      cols.each_with_index { |key, index| object[key] = row[index] }
      result << object
    end
  end
  result
end

.shibor_data(year = Time.now.year) ⇒ Object

Return

date:日期 ON:隔夜拆放利率 1W:1周拆放利率 2W:2周拆放利率 1M:1个月拆放利率 3M:3个月拆放利率 6M:6个月拆放利率 9M:9个月拆放利率 1Y:1年拆放利率



25
26
27
28
29
30
 
# File 'lib/tushare/stock/shibor.rb', line 25

def shibor_data(year = Time.now.year)
  url = format(SHIBOR_DATA_URL, P_TYPE['http'], DOMAINS['shibor'],
               PAGES['dw'], 'Shibor', year, SHIBOR_TYPE['Shibor'], year)
  xls = ::Roo::Spreadsheet.open(URI.encode(url), extension: 'xls')
  process_xls_file(xls, SHIBOR_COLS)
end

.shibor_ma_data(year = Time.now.year) ⇒ Object

Return

date:日期

其它分别为各周期5、10、20均价



74
75
76
77
78
79
80
 
# File 'lib/tushare/stock/shibor.rb', line 74

def shibor_ma_data(year = Time.now.year)
  url = format(SHIBOR_DATA_URL, P_TYPE['http'], DOMAINS['shibor'],
               PAGES['dw'], 'Shibor_Tendency', year, SHIBOR_TYPE['Tendency'],
               year)
  xls = ::Roo::Spreadsheet.open(URI.encode(url), extension: 'xls')
  process_xls_file(xls, SHIBOR_MA_COLS)
end

.shibor_quote_data(year = Time.now.year) ⇒ Object

Return

date:日期 bank:报价银行名称 ON:隔夜拆放利率 ON_B:隔夜拆放买入价 ON_A:隔夜拆放卖出价 1W_B:1周买入 1W_A:1周卖出 2W_B:买入 2W_A:卖出 1M_B:买入 1M_A:卖出 3M_B:买入 3M_A:卖出 6M_B:买入 6M_A:卖出 9M_B:买入 9M_A:卖出 1Y_B:买入 1Y_A:卖出



58
59
60
61
62
63
 
# File 'lib/tushare/stock/shibor.rb', line 58

def shibor_quote_data(year = Time.now.year)
  url = format(SHIBOR_DATA_URL, P_TYPE['http'], DOMAINS['shibor'],
               PAGES['dw'], 'Quote', year, SHIBOR_TYPE['Quote'], year)
  xls = ::Roo::Spreadsheet.open(URI.encode(url), extension: 'xls')
  process_xls_file(xls, QUOTE_COLS)
end