DYAMS 0.3__py3-none-any.whl → 0.5__py3-none-any.whl

DYAMS/api/get_asset_allocation.py

@@ -0,0 +1,57 @@
+import requests
+import pandas as pd
+from .util import get_response_json_with_check
+from ..enums import PenetrateType, WeightType
+
+field_mapping = {
+    'date': 'date',
+    'assetCategory': 'asset_type',
+    'weight': 'weight',
+    'marketValue': 'position_market_value'
+}
+
+
+def get_asset_allocation(client,
+                         post_investment_product_id,
+                         start_date=None,
+                         end_date=None,
+                         date=None,
+                         asset_class="交易属性",
+                         look_through=PenetrateType.NO_PENETRATE,
+                         level=1,
+                         weight_types=WeightType.TOTAL_FILTERED,
+                         asset_sceening=[]):
+
+    if date:
+        start_date = date
+        end_date = date
+    elif not start_date or not end_date:
+        raise ValueError("start_date and end_date are required")
+
+    url = f"{client.base_url}/lib/portfolio/v1/positionDistribution"
+    data = {
+        'accountCode': post_investment_product_id,
+        'startDate': start_date,
+        'endDate': end_date,
+        'penetrateWay': look_through.name if look_through else PenetrateType.NO_PENETRATE,
+        'level': level,
+        'assetCategoryName': asset_class,
+        'ratioAssetType': weight_types.name if weight_types else WeightType.TOTAL_FILTERED,
+        'securityTypes': [security_type.name for security_type in asset_sceening]
+    }
+    headers = client.get_headers()
+    try:
+        response = requests.post(url, headers=headers, json=data)
+        r = get_response_json_with_check(response)
+
+        rows = []
+        for item in r.get('list'):
+            row = {}
+            for api_field, our_field in field_mapping.items():
+                row[our_field] = item.get(api_field, None)
+            rows.append(row)
+
+        df = pd.DataFrame(rows)
+        return df
+    except Exception as e:
+        raise e

DYAMS/api/get_performance_indicators.py

@@ -0,0 +1,47 @@
+import requests
+from .util import get_response_json_with_check
+
+field_mapping = {
+    'accountCode': 'product_id',
+    'benchmark': 'benchmark',
+    'startDate': 'start_date',
+    'endDate': 'end_date',
+    'totalReturn': 'cumulative_return',
+    'activeReturn': 'active_return',
+    'latestWeekReturn': 'recent_week_return',
+    'thisWeekReturn': 'weekly_return',
+    'latestMonthReturn': 'recent_month_return',
+    'thisMonthReturn': 'monthly_return',
+    'ytdReturn': 'YTD_return',
+    'annualTotalReturn': 'annualized_total_return',
+    'annualActiveReturn': 'annualized_active_return',
+    'annualTotalRisk': 'annualized_total_risk',
+    'annualActiveRisk': 'annualized_active_risk',
+    'maxDrawdown': 'maximum_drawdown',
+    'sharpRatio': 'sharpe_ratio',
+    'infoRatio': 'information_ratio',
+    'sortinoRatio': 'sortino_ratio',
+    'calmarRatio': 'calmar_ratio'
+}
+
+
+def get_performance_indicators(client,
+                               post_investment_product_id):
+
+    url = f"{client.base_url}/lib/portfolio/v1/perf"
+    headers = client.get_headers()
+    params = {
+        'accountCode': post_investment_product_id
+    }
+
+    try:
+        response = requests.get(url, headers=headers, params=params)
+        r = get_response_json_with_check(response)
+
+        data = {}
+        for item in r.get('data').keys():
+            data[item] = r.get('data').get(item)
+
+        return data
+    except Exception as e:
+        raise e

DYAMS/api/get_portfolio_holdings.py

@@ -1,7 +1,83 @@
 import requests
 import pandas as pd
+from .util import get_response_json_with_check
+from ..enums import PenetrateType, PositionField
+
+default_fields = [
+    'assetCategory',
+    'date',
+    'assetName',
+    'assetCode',
+    'securityType',
+    'exchangeCd',
+    'netPrice',
+    'aiRate',
+    'chg',
+    'amount',
+    'marketValueLocal',
+    'weight',
+    'dailyProfitValueLocal',
+    'dailyProfitRate',
+    'floatingProfitValueLocal',
+    'floatingProfitRate',
+    'cumulativeProfitValueLocal',
+    'cumulativeProfitRate',
+    'totalBuyCostLocal',
+    'realizedAiLocal',
+    'realizedProfitValueLocal',
+    'channel',
+    'positionTime'
+]
+
+field_enum_mapping = {
+    PositionField.CLASS: 'assetCategory',
+    PositionField.DATE: 'date',
+    PositionField.ASSET_NAME: 'assetName',
+    PositionField.ASSET_CODE: 'assetCode',
+    PositionField.SECURITY_TYPE: 'securityType',
+    PositionField.TRADING_MARKET: 'exchangeCd',
+    PositionField.CURRENT_CLEAN_PRICE: 'netPrice',
+    PositionField.ACCRUED_INTEREST: 'aiRate',
+    PositionField.PRICE_CHANGE: 'chg',
+    PositionField.POSITION_QUANTITY: 'amount',
+    PositionField.POSITION_MARKET_VALUE: 'marketValueLocal',
+    PositionField.POSITION_WEIGHT_NET_ASSETS: 'weight',
+    PositionField.DAILY_PROFIT_LOSS: 'dailyProfitValueLocal',
+    PositionField.DAILY_PROFIT_LOSS_RATE: 'dailyProfitRate',
+    PositionField.FLOATING_PROFIT_LOSS: 'floatingProfitValueLocal',
+    PositionField.FLOATING_PROFIT_LOSS_RATE: 'floatingProfitRate',
+    PositionField.CUMULATIVE_PROFIT_LOSS: 'cumulativeProfitValueLocal',
+    PositionField.CUMULATIVE_PROFIT_LOSS_RATE: 'cumulativeProfitRate',
+    PositionField.POSITION_COST: 'totalBuyCostLocal',
+    PositionField.INTEREST_INCOME: 'realizedAiLocal',
+    PositionField.REALIZED_PROFIT_LOSS: 'realizedProfitValueLocal',
+    PositionField.MATURITY_DATE: 'dueDate',
+    PositionField.TRADING_CHANNEL: 'channel',
+    PositionField.POSITION_DIRECTION: 'direction',
+    PositionField.LATEST_PRICE: 'price',
+    PositionField.POSITION_WEIGHT_TOTAL_ASSETS: 'weightTotal',
+    PositionField.POSITION_WEIGHT_TOTAL_COST: 'weightCost',
+    PositionField.COST_PRICE: 'buyCost',
+    PositionField.AMORTIZED_COST: 'cost',
+    PositionField.VALUATION_EXCHANGE_RATE: 'fxRate',
+    PositionField.MARKET_QUOTATION_TIME: 'positionTime',
+    PositionField.POSITION_BUILDING_DATE: 'holdDate',
+    PositionField.ISSUING_ENTITY: 'partyFullName',
+    PositionField.REMAINING_MATURITY: 'yearToMaturity',
+    PositionField.BOND_RATING_AGENCY: 'nominalRatingInst',
+    PositionField.BOND_RATING: 'nominalRating',
+    PositionField.MARGIN_REQUIREMENT: 'margin',
+    PositionField.CITY: 'city',
+    PositionField.PROVINCE: 'province',
+    PositionField.ISSUER_RATING_YY: 'instRatingYY',
+    PositionField.ISSUER_RATING_DATE: 'instRatingDate',
+    PositionField.ISSUER_RATING: 'instRating',
+    PositionField.BOND_RATING_DATE: 'nominalRatingDate',
+    PositionField.ISSUER_RATING_AGENCY: 'instRatingInst'
+}
 
 field_mapping = {
+    'assetCategory': 'class',
     'date': 'date',
     'assetName': 'asset_name',
     'assetCode': 'asset_code',
@@ -35,7 +111,6 @@ field_mapping = {
     'holdDate': 'position_building_date',
     'partyFullName': 'issuing_entity',
     'yearToMaturity': 'remaining_maturity',
-    'ytmByBrain': 'YTM_(Cost)',
     'nominalRatingInst': 'bond_rating_agency',
     'nominalRating': 'bond_rating',
     'margin': 'margin_requirement',
@@ -49,27 +124,51 @@ field_mapping = {
 }
 
 
-def get_portfolio_holdings(client, account_code, start_date, end_date):
+def get_portfolio_holdings(client,
+                           post_investment_product_id,
+                           start_date=None,
+                           end_date=None,
+                           date=None,
+                           asset_class="交易属性",
+                           look_through=PenetrateType.NO_PENETRATE,
+                           level=1,
+                           fields=[]):
+
+    if date:
+        start_date = date
+        end_date = date
+    elif not start_date or not end_date:
+        raise ValueError("start_date and end_date are required")
+
     url = f"{client.base_url}/lib/portfolio/v1/position"
-    params = {
-        'accountCode': account_code,
+    data = {
+        'accountCode': post_investment_product_id,
         'startDate': start_date,
-        'endDate': end_date
+        'endDate': end_date,
+        'penetrateWay': look_through.name if look_through else PenetrateType.NO_PENETRATE,
+        'level': level,
+        'assetCategoryName': asset_class
     }
     headers = client.get_headers()
     try:
-        response = requests.get(url, params=params, headers=headers)
-        if response.status_code != 200:
-            response.raise_for_status()
-        r = response.json()
-        if r.get('code') == 'F00100':
-            raise ValueError('rate limit')
-        items = r.get('list')
+        response = requests.post(url, headers=headers, json=data)
+        r = get_response_json_with_check(response)
+
+        if not fields:
+            fields = default_fields
+        else:
+            fields = default_fields + [
+                field_enum_mapping[field]
+                for field in fields
+                if field in field_enum_mapping
+                and field_enum_mapping[field] in field_mapping
+                and field_enum_mapping[field] not in default_fields
+            ]
         rows = []
-        for item in items:
+        for item in r.get('list'):
             row = {}
-            for api_field, our_field in field_mapping.items():
-                row[our_field] = item.get(api_field, None)
+            for field in fields:
+                row[field_mapping[field]] = item.get(field, None)
             rows.append(row)
         df = pd.DataFrame(rows)
         return df

DYAMS/api/get_post_investment_product_list.py

@@ -1,5 +1,6 @@
 import requests
 import pandas as pd
+from .util import get_response_json_with_check
 
 field_mapping = {
     'accountName': 'post_investment_product_name',  # 产品名称
@@ -14,7 +15,8 @@ field_mapping = {
 }
 
 
-def get_post_investment_product_list(client, post_investment_product_id=None):
+def get_post_investment_product_list(client,
+                                     post_investment_product_id=None):
 
     url = f"{client.base_url}/lib/portfolio/v1/list"
     headers = client.get_headers()
@@ -24,28 +26,16 @@ def get_post_investment_product_list(client, post_investment_product_id=None):
 
     try:
         response = requests.post(url, headers=headers, data=data)
-        if response.status_code != 200:
-            response.raise_for_status()
-        r = response.json()
-        if r.get('code') == 'F00100':
-            raise ValueError('rate limit')
-        items = r.get('list')
+        r = get_response_json_with_check(response)
 
         rows = []
-        for item in items:
+        for item in r.get('list'):
             row = {}
             for api_field, our_field in field_mapping.items():
                 row[our_field] = item.get(api_field, None)
             rows.append(row)
 
         df = pd.DataFrame(rows)
-        date_fields = ['establishment_date', 'NAV_start_date', 'latest_NAV_date']
-        for field in date_fields:
-            if field in df.columns:
-                try:
-                    df[field] = pd.to_datetime(df[field], errors='coerce').dt.strftime('%Y-%m-%d')
-                except Exception:
-                    pass
         return df
     except Exception as e:
         raise e

DYAMS/api/get_post_investment_product_net.py

@@ -0,0 +1,40 @@
+import requests
+import pandas as pd
+from .util import get_response_json_with_check
+
+field_mapping = {
+    'date': '净值日期',
+    'unitNav': '单位净值',
+    'accumNav': '累计净值',
+    'adjustNav': '复权净值'
+}
+
+
+def get_post_investment_product_net(client,
+                                    post_investment_product_id,
+                                    start_date,
+                                    end_date):
+
+    url = f"{client.base_url}/lib/portfolio/v1/nav"
+    headers = client.get_headers()
+    params = {
+        'accountCode': post_investment_product_id,
+        'startDate': start_date,
+        'endDate': end_date
+    }
+
+    try:
+        response = requests.get(url, headers=headers, params=params)
+        r = get_response_json_with_check(response)
+
+        rows = []
+        for item in r.get('list'):
+            row = {}
+            for api_field, our_field in field_mapping.items():
+                row[our_field] = item.get(api_field, None)
+            rows.append(row)
+
+        df = pd.DataFrame(rows)
+        return df
+    except Exception as e:
+        raise e

DYAMS/api/heartbeat.py

@@ -0,0 +1,13 @@
+import requests
+from .util import get_response_json_with_check
+
+
+def heartbeat(client):
+
+    url = f"{client.base_url}/lib/monitor/v1/heartbeat"
+    headers = client.get_headers()
+    try:
+        response = requests.get(url, headers=headers)
+        get_response_json_with_check(response)
+    except Exception as e:
+        raise e

DYAMS/api/private_net.py

@@ -0,0 +1,42 @@
+import requests
+import pandas as pd
+from .util import get_response_json_with_check
+
+field_mapping = {
+    'date': '净值日期',
+    'unitNav': '单位净值',
+    'accumNav': '累计净值',
+    'adjustNav': '复权净值'
+}
+
+
+def private_net(client,
+                product_name=None,
+                product_code=None,
+                start_date=None,
+                end_date=None):
+
+    url = f"{client.base_url}/lib/asset/v1/nav"
+    headers = client.get_headers()
+    params = {
+        'accountCode': product_code,
+        'accountName': product_name,
+        'startDate': start_date,
+        'endDate': end_date
+    }
+
+    try:
+        response = requests.get(url, headers=headers, params=params)
+        r = get_response_json_with_check(response)
+
+        rows = []
+        for item in r.get('list'):
+            row = {}
+            for api_field, our_field in field_mapping.items():
+                row[our_field] = item.get(api_field, None)
+            rows.append(row)
+
+        df = pd.DataFrame(rows)
+        return df
+    except Exception as e:
+        raise e

DYAMS/api/util.py

@@ -0,0 +1,10 @@
+
+def get_response_json_with_check(response):
+    if response.status_code != 200:
+        response.raise_for_status()
+    r = response.json()
+    if r.get('code') == -403:
+        raise Exception("token认证失败")
+    if r.get('code') != 'S00000':
+        raise Exception(r.get('message'))
+    return r

DYAMS/client.py

@@ -1,5 +1,10 @@
+from .api.heartbeat import heartbeat
 from .api.get_post_investment_product_list import get_post_investment_product_list
 from .api.get_portfolio_holdings import get_portfolio_holdings
+from .api.get_performance_indicators import get_performance_indicators
+from .api.get_post_investment_product_net import get_post_investment_product_net
+from .api.get_asset_allocation import get_asset_allocation
+from .api.private_net import private_net
 
 
 class Client:
@@ -25,6 +30,7 @@ class Client:
         else:
             raise ValueError("error env")
         self._initialized = True
+        heartbeat(self)
 
     def get_headers(self):
         return {
@@ -32,8 +38,10 @@ class Client:
             'Authorization': f'Bearer {self.token}'
         }
 
-    def get_post_investment_product_list(self, post_investment_production_id=None):
-        return get_post_investment_product_list(self, post_investment_production_id)
 
-    def get_portfolio_holdings(self, account_code, start_date, end_date):
-        return get_portfolio_holdings(self, account_code, start_date, end_date)
+Client.get_post_investment_product_list = get_post_investment_product_list
+Client.get_portfolio_holdings = get_portfolio_holdings
+Client.get_performance_indicators = get_performance_indicators
+Client.get_post_investment_product_net = get_post_investment_product_net
+Client.get_asset_allocation = get_asset_allocation
+Client.private_net = private_net

DYAMS/enums.py

@@ -0,0 +1,78 @@
+from enum import Enum
+
+
+class PenetrateType(Enum):
+    NO_PENETRATE = "不穿透"
+    FOF_QUARTER = "FOF穿透（季报/中报/年报）"
+    FOF_SEMI = "FOF穿透（中报/年报）"
+    MOM = "MOM穿透"
+    ALL = "全部穿透"
+
+
+class PositionField(Enum):
+    CLASS = "资产分类"
+    DATE = "日期"
+    ASSET_NAME = "资产名称"
+    ASSET_CODE = "资产代码"
+    SECURITY_TYPE = "证券品种"
+    TRADING_MARKET = "交易市场"
+    CURRENT_CLEAN_PRICE = "当前净价"
+    ACCRUED_INTEREST = "应计利息"
+    PRICE_CHANGE = "涨跌"
+    POSITION_QUANTITY = "持仓数量"
+    POSITION_MARKET_VALUE = "持仓市值"
+    POSITION_WEIGHT_NET_ASSETS = "持仓权重(净资产)"
+    DAILY_PROFIT_LOSS = "当日盈亏"
+    DAILY_PROFIT_LOSS_RATE = "当日盈亏率"
+    FLOATING_PROFIT_LOSS = "浮动盈亏"
+    FLOATING_PROFIT_LOSS_RATE = "浮动盈亏率"
+    CUMULATIVE_PROFIT_LOSS = "累计盈亏"
+    CUMULATIVE_PROFIT_LOSS_RATE = "累计盈亏率"
+    POSITION_COST = "持仓成本"
+    INTEREST_INCOME = "利息收入"
+    REALIZED_PROFIT_LOSS = "已实现盈亏"
+    MATURITY_DATE = "到期日"
+    TRADING_CHANNEL = "交易通道"
+    POSITION_DIRECTION = "持仓方向"
+    LATEST_PRICE = "最新价"
+    POSITION_WEIGHT_TOTAL_ASSETS = "持仓权重(总资产)"
+    POSITION_WEIGHT_TOTAL_COST = "持仓权重(总成本)"
+    COST_PRICE = "成本价格"
+    AMORTIZED_COST = "摊薄成本"
+    VALUATION_EXCHANGE_RATE = "估值汇率"
+    MARKET_QUOTATION_TIME = "行情时间"
+    POSITION_BUILDING_DATE = "建仓日期"
+    ISSUING_ENTITY = "发行主体"
+    REMAINING_MATURITY = "剩余期限"
+    BOND_RATING_AGENCY = "债项评级机构"
+    BOND_RATING = "债项评级"
+    MARGIN_REQUIREMENT = "占用保证金"
+    CITY = "城市"
+    PROVINCE = "省份"
+    ISSUER_RATING_YY = "主体评级(YY)"
+    ISSUER_RATING_DATE = "主体评级日期"
+    ISSUER_RATING = "主体评级"
+    BOND_RATING_DATE = "债项评级日期"
+    ISSUER_RATING_AGENCY = "主体评级机构"
+
+
+class SecurityType(Enum):
+    stock = "股票"
+    bond = "债券"
+    fund = "公募基金"
+    future = "期货"
+    portfolio = "投后产品"
+    private_asset = "资管产品"
+    repo = "回购"
+    option = "期权"
+    margin_trading = "融券"
+    cash = "现金"
+    debt = "负债"
+    other = "其他"
+
+
+class WeightType(Enum):
+    NET_ASSET = "占净资产比"
+    TOTAL_COST = "占总成本比"
+    TOTAL_ASSET = "占总资产比"
+    TOTAL_FILTERED = "占资产总市值比"

{dyams-0.3.dist-info → dyams-0.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: DYAMS
-Version: 0.3
+Version: 0.5
 Summary: 通联数据AMS系统数据SDK
 Author-email: songjiangduo <jiangduo.song@datayes.com>
 License-Expression: MIT
@@ -11,11 +11,4 @@ Description-Content-Type: text/markdown
 License-File: LICENSE
 Dynamic: license-file
 
-## 通联数据AMS系统数据SDK
-
-### 介绍
-[萝卜投资](https://r.datayes.com/)
-
-### 调用示例
-
-### api列表
+可用于调取DataYes！pro中的投后组合及私有资产数据

dyams-0.5.dist-info/RECORD

@@ -0,0 +1,17 @@
+DYAMS/__init__.py,sha256=GHP58uOsE_7GJsU0Pzh7f5dKbWjdyAjKs7q2WeAwl8I,49
+DYAMS/client.py,sha256=sIvjy7H_Da7QLNdb6TvFbvneCuNFNyNIjFn5JqJdOQA,1713
+DYAMS/enums.py,sha256=rW9y7n1G_eYvPyokSN5OrPAp4-raQWB-hTWH4NIFrC8,2490
+DYAMS/api/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+DYAMS/api/get_asset_allocation.py,sha256=Mqq1K7BA0zlgorUspK31KG-i-QusPb3TeZsYz8EkC5w,1925
+DYAMS/api/get_performance_indicators.py,sha256=9xbhtMy8XbenwZz8HQBpPDrjk70koYTMF2zaIZ5W0Dc,1438
+DYAMS/api/get_portfolio_holdings.py,sha256=8TtaBMTr3T4KLdZsQiRp41mVSy5WPKbObYARE9hbq6E,6513
+DYAMS/api/get_post_investment_product_list.py,sha256=lomv2qu04AFQivS2NvenYaLBYn53_P1hyxlBA2m0eJM,1515
+DYAMS/api/get_post_investment_product_net.py,sha256=TWrnKKTp8AGS0Mwe-Wo2t64fXGcVhoFi7ujNjvqPhRo,1103
+DYAMS/api/heartbeat.py,sha256=jDjiXRqee4QtGKR7nEoo4VhnlG_wvjT3aMXYizTNt1M,333
+DYAMS/api/private_net.py,sha256=-xse2c7Ku1PieXZ5K4OFUetcl83KTE01mC-uf5ZTp-E,1078
+DYAMS/api/util.py,sha256=VVoNbaPTyySwyrGJ60pdUPja2gWUyNBJBxY4l_xRSr8,305
+dyams-0.5.dist-info/licenses/LICENSE,sha256=WOCX9n2629PC9kRp-MvyMGR4DrNHG7_Q1Woo6QotwZ4,1130
+dyams-0.5.dist-info/METADATA,sha256=BEeT39BdF49monMSMw3nXedlK4ynQs3N8CiuKsHz7rw,437
+dyams-0.5.dist-info/WHEEL,sha256=zaaOINJESkSfm_4HQVc5ssNzHCPXhJm0kEUakpsEHaU,91
+dyams-0.5.dist-info/top_level.txt,sha256=7vYrzyi90ywuwd-c24CKytuWbuILmzcU7kQYCuBu7No,6
+dyams-0.5.dist-info/RECORD,,

{dyams-0.3.dist-info → dyams-0.5.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (80.7.1)
+Generator: setuptools (80.8.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

dyams-0.3.dist-info/RECORD

@@ -1,10 +0,0 @@
-DYAMS/__init__.py,sha256=GHP58uOsE_7GJsU0Pzh7f5dKbWjdyAjKs7q2WeAwl8I,49
-DYAMS/client.py,sha256=uHJCtmAsWZj5BYBp3BzFbmNMT284PZJP9_TM93Tzn8g,1373
-DYAMS/api/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-DYAMS/api/get_portfolio_holdings.py,sha256=8_PneJMdyKNYkWWdAkRrVBw1nfxuNMUylAAeCH44hsQ,2720
-DYAMS/api/get_post_investment_product_list.py,sha256=YBwQ5OwJmH1cMeQPbaUeKn5RSrm7HRrY60jI93GBAxw,1922
-dyams-0.3.dist-info/licenses/LICENSE,sha256=WOCX9n2629PC9kRp-MvyMGR4DrNHG7_Q1Woo6QotwZ4,1130
-dyams-0.3.dist-info/METADATA,sha256=DPr5V4hf2MmIpKrW0k4T_XJog-UlO6ATGoAXrRkgZpg,487
-dyams-0.3.dist-info/WHEEL,sha256=Nw36Djuh_5VDukK0H78QzOX-_FQEo6V37m3nkm96gtU,91
-dyams-0.3.dist-info/top_level.txt,sha256=7vYrzyi90ywuwd-c24CKytuWbuILmzcU7kQYCuBu7No,6
-dyams-0.3.dist-info/RECORD,,