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jasonudu avatar jasonudu commented on June 29, 2024
image 交易所公布的数据

from akshare.

albertandking avatar albertandking commented on June 29, 2024

描述遇到的问题

windows11

3.8.8

AKShare 版本 1.12.93

接口报错的截图或代码 SHFfutures_daily_df = ak.get_futures_daily(start_date=f_dt, end_date=e_dt, market="SHFE")

数据返还的成交金额字段turnover与交易所公布的数据不一致 image

比如:接口获得的数据,比如AL2406的turnover 是5734733980 交易所网站的数据为2867421.37,核查代码,发行是下面的错误

    df["turnover"] = df.v_wap * df.VOLUME

上期所的交易金额在接口是自己计算的,而不是直接取数据。我们这个算法没考虑到期货合约的乘数,所以出错

  1. 期望获得的正确结果
    希望修改算法,或者直接读取网站的数据

感谢反馈问题,已修复该问题,升级到 AKShare 1.13.38 使用

from akshare.

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