下载A股交易日历

calendar-dl.py

#!/usr/bin/env python3
"""
从深圳交易所官网下载交易日历
深圳交易所：http://www.szse.cn/aboutus/calendar/

{
    "zrxh": 2, -- 意义不明
    "jybz": "1", -- 是否交易日，1是，0否；类型是str
    "jyrq": "2021-03-01" -- 日历日期
}

"""
import csv
import random
import datetime
import requests


def next_month(date):
    if date.month == 12:
        return datetime.datetime(date.year + 1, 1, 1)
    return datetime.datetime(date.year, date.month+1, 1)


def list_dates(date):
    url = 'http://www.szse.cn/api/report/exchange/onepersistenthour/monthList'
    params = {
        'month': date.strftime('%Y-%m'),
        'random': random.random(),
    }
    response = requests.get(url, params=params)
    payload = response.json()
    for d in payload['data']:
        yield d



start = datetime.datetime(2010, 1, 1)
with open('calendar.csv', 'w') as fd:
    w = None
    for d in list_dates(start):
        if w is None:
            w = csv.DictWriter(fd, fieldnames=list(d.keys()))
            w.writeheader()
        w.writerow(d)
    start = next_month(start)
    while start < datetime.datetime(2021, 12, 31):
        for d in list_dates(start):
            w.writerow(d)
        start = next_month(start)