本篇是閱讀劉承彥老師寫的 "Python股票演算法交易實務 147 個關鍵技巧詳解" (第二版, 博碩 2021) 第二章技巧 34, 關於抓取融資融券交易資訊的實測紀錄.
證交所的融券借券資訊查詢網址如下 :
在上方選擇資料年月, 按 "查詢" 就會顯示該標的之該日融券借券資訊 (預設前一交易日) :
利用瀏覽器的開發者工具分析, 此網頁是透過下列網址從後端伺服器取得資料的 :
# https://www.twse.com.tw/exchangeReport/TWT93U?response=json&date=20250829
以下測試就直接拿之前的程式模組修改如下 :
# twse_securities_lending.py
import requests
import json
from fake_useragent import UserAgent
from rich import print as pprint
def get_securities_lending(date):
url=f'https://www.twse.com.tw/exchangeReport/TWT93U?response=json&date={date}'
ua=UserAgent()
headers={'User-Agent': ua.random}
res=requests.get(url, headers=headers)
if res.status_code == requests.codes.ok:
data=json.loads(res.text)
return data
else:
print(f'Error: {res.status_code}, Response: {res.text}')
return False
if __name__ == '__main__':
date=input('請輸入日期 (格式 YYYYMMDD) :')
result=get_securities_lending(date)
if result:
print(result['title'])
print(result['fields'])
print(result['data'])
else:
print('爬取網頁失敗')
執行結果如下 :
>>> %Run twse_securities_lending.py
請輸入日期 (格式 YYYYMMDD) :20250829
114年08月29日 信用額度總量管制餘額表
['代號', '名稱', '前日餘額', '賣出', '買進', '現券', '今日餘額', '次一營業日限額', '前日餘額', '當日賣出', '當日還券', '當日調整', '當日餘額', '次一營業日可限額', '備註']
[['0050', '元大台灣50', '581,000', '5,000', '13,000', '0', '573,000', '3,159,875,000', '141,591,000', '214,000', '71,000', '0', '141,734,000', '22,369,368', ' '], ['0051', '元大中型100', '0', '0', '0', '0', '0', '6,250,000', '631,000', '1,000', '0', '0', '632,000', '28,922', ' '], ['0052', '富邦科技', '0', '0', '0', '0', '0', '17,125,000', '656,000', '0', '0', '0', '656,000', '218,870', ' '], ['0053', '元大電子', '0', '0', '0', '0', '0', '1,247,000', '46,000', '0', '0', '0', '46,000', '5,221', ' '], ['0055', '元大MSCI金融', '0', '0', '0', '0', '0', '17,538,500', '243,000', '0', '0', '0', '243,000', '33,960', ' '], ['0056', '元大高股息', '160,000', '41,000', '0', '0', '201,000', '3,493,508,500', '84,167,000', '74,000', '0', '0', '84,241,000', '9,963,691', ' '], ['0057', '富邦摩台', '0', '0', '0', '0', '0', '381,750', '0', '0', '0', '0', '0', '20,966', 'X '], ['0061', '元大寶滬深', '10,000', '0', '0', '0', '10,000', '34,029,000', '394,000', '0', '0', '0', '394,000', '143,474', ' '], ['006203', '元大MSCI台灣', '0', '0', '0', '0', '0', '2,554,500', '5,000', '0', '0', '0', '5,000', '2,450', 'X '], ['006204', '永豐臺灣加權', '0', '0', '0', '0', '0', '375,000', '0', '0', '0', '0', '0', '10,012', ' '], ['006205', '富邦上証', '1,000', '0', '0', '0', '1,000', '32,734,750', '960,000', '0', '0', '0', '960,000', '248,761', ' '], ['006206', '元大上證50', '0', '0', '0', '0', '0', '9,694,500', '705,000', '0', '0', '0', '705,000', '54,488', ' '], ['006207', '復華滬深', '0', '0', '0', '0', '0', '7,098,000', '485,000', '0', '0', '0', '485,000', '29,814', ' '], ['006208', '富邦台50', '26,000', '0', '2,000', '0', '24,000', '495,010,000', '21,364,000', '742,000', '0', '0', '22,106,000', '2,741,651', ' '],
... (略) ...
['9943', '好樂迪', '0', '0', '0', '0', '0', '31,292,877', '481,000', '0', '0', '0', '481,000', '28,892', ' '], ['9944', '新麗', '0', '0', '0', '0', '0', '26,477,025', '100,000', '0', '0', '0', '100,000', '6,757', ' '], ['9945', '潤泰新', '14,000', '3,000', '2,000', '0', '15,000', '711,056,271', '29,057,000', '0', '2,063,000', '0', '26,994,000', '3,440,730', ' '], ['9946', '三發地產', '5,000', '12,000', '4,000', '0', '13,000', '81,638,537', '1,025,150', '0', '73,000', '0', '952,150', '56,173', ' '], ['9955', '佳龍', '86,000', '0', '0', '0', '86,000', '26,128,432', '2,283,000', '2,000', '158,000', '0', '2,127,000', '138,567', ' '], ['9958', '世紀鋼', '132,000', '7,000', '43,000', '0', '96,000', '64,224,166', '8,503,339', '415,000', '64,000', '0', '8,854,339', '987,028', ' '], ['', '合計', '283,860,000', '19,948,000', '15,057,000', '1,670,000', '287,081,000', '0', '12,849,502,985', '184,925,000', '139,721,272', '0', '12,894,706,713', '0', ' ']]
由於此餘額表包含全部 ETF 與股票, 所以略去中間部分的輸出.
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