FinMind 2.0.3__tar.gz → 2.0.5__tar.gz

{finmind-2.0.3 → finmind-2.0.5}/FinMind/data/data_loader.py

@@ -46,6 +46,23 @@ class DataLoader(FinMindApi):
         )
         return stock_info
 
+    def taiwan_stock_active_etf_info(self, timeout: int = None) -> pd.DataFrame:
+        """get 主動式ETF清單（台灣掛牌主動式ETF 代號/名稱/分類/市場別）
+        :param timeout (int): timeout seconds, default None
+
+        :return: 主動式ETF清單 TaiwanStockActiveETFInfo
+        :rtype pd.DataFrame
+        :rtype column date (str): 日期
+        :rtype column stock_id (str): ETF 代碼
+        :rtype column stock_name (str): ETF 名稱
+        :rtype column category (str): 分類
+        :rtype column type (str): 市場別
+        """
+        stock_info = self.get_data(
+            dataset=Dataset.TaiwanStockActiveETFInfo, timeout=timeout
+        )
+        return stock_info
+
     def taiwan_securities_trader_info(
         self, timeout: int = None
     ) -> pd.DataFrame:
@@ -404,6 +421,88 @@ class DataLoader(FinMindApi):
         )
         return stock_loan_collateral_balance
 
+    def taiwan_stock_active_etf_holding(
+        self,
+        stock_id: str = "",
+        start_date: str = "",
+        end_date: str = "",
+        timeout: int = None,
+        use_async: bool = False,
+        stock_id_list: typing.List[str] = None,
+    ) -> pd.DataFrame:
+        """get 主動式ETF每日持股明細（Sponsor）
+
+        台灣掛牌主動式ETF（上市 + 上櫃）每日完整投資組合，包含成份標的、
+        股數、權重、市值、幣別；買賣標的可由相鄰交易日持股差分取得。
+
+        :param stock_id (str): ETF 代號("00980A")；空字串則取當日全部主動式ETF
+        :param start_date (str): 起始日期("2025-05-05")
+        :param end_date (str): 結束日期("2025-05-31")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 主動式ETF每日持股明細 TaiwanStockActiveETFHolding
+        :rtype pd.DataFrame
+        :rtype column date (str): 日期（持股基準日）
+        :rtype column stock_id (str): ETF 代號
+        :rtype column component_stock_id (str): 成份標的代號
+        :rtype column component_stock_name (str): 成份標的名稱
+        :rtype column asset_type (str): 資產類別
+        :rtype column shares (float): 股數
+        :rtype column weight (float): 權重(%)
+        :rtype column market_value (float): 市值
+        :rtype column currency (str): 幣別
+        """
+        stock_active_etf_holding = self.get_data(
+            dataset=Dataset.TaiwanStockActiveETFHolding,
+            data_id=stock_id,
+            start_date=start_date,
+            end_date=end_date,
+            timeout=timeout,
+            use_async=use_async,
+            data_id_list=stock_id_list,
+        )
+        return stock_active_etf_holding
+
+    def taiwan_stock_active_etf_holding_change(
+        self,
+        stock_id: str = "",
+        start_date: str = "",
+        end_date: str = "",
+        timeout: int = None,
+        use_async: bool = False,
+        stock_id_list: typing.List[str] = None,
+    ) -> pd.DataFrame:
+        """get 主動式ETF每日持股異動／買賣（Sponsor）
+
+        台灣掛牌主動式ETF（上市 + 上櫃）每日持股異動，由相鄰交易日持股
+        差分推導出的買賣標的，包含成份標的、當日買進股數 buy、當日賣出股數
+        sell（皆為整數），每一列僅有 buy／sell 其一為非零值。
+
+        :param stock_id (str): ETF 代號("00980A")；空字串則取當日全部主動式ETF
+        :param start_date (str): 起始日期("2025-05-05")
+        :param end_date (str): 結束日期("2025-05-31")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 主動式ETF每日持股異動 TaiwanStockActiveETFHoldingChange
+        :rtype pd.DataFrame
+        :rtype column date (str): 日期（異動基準日）
+        :rtype column stock_id (str): ETF 代號
+        :rtype column component_stock_id (str): 成份標的代號
+        :rtype column component_stock_name (str): 成份標的名稱
+        :rtype column buy (int): 當日買進股數
+        :rtype column sell (int): 當日賣出股數（正值）
+        """
+        stock_active_etf_holding_change = self.get_data(
+            dataset=Dataset.TaiwanStockActiveETFHoldingChange,
+            data_id=stock_id,
+            start_date=start_date,
+            end_date=end_date,
+            timeout=timeout,
+            use_async=use_async,
+            data_id_list=stock_id_list,
+        )
+        return stock_active_etf_holding_change
+
     def taiwan_stock_margin_purchase_short_sale(
         self,
         stock_id: str = "",
@@ -2918,6 +3017,68 @@ class DataLoader(FinMindApi):
         )
         return taiwan_stock_day_trading_borrowing_fee_rate
 
+    def taiwan_stock_convertible_bond_monthly_analysis(
+        self,
+        cb_id: str = "",
+        start_date: str = "",
+        end_date: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 可轉換公司債月份分析表
+        :param cb_id (str): 可轉債代號("11011")
+        :param start_date (str): 起始日期("2026-05-01")
+        :param end_date (str): 結束日期("2026-05-02")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 可轉換公司債月份分析表 TaiwanStockConvertibleBondMonthlyAnalysis
+        :rtype pd.DataFrame
+        :rtype column cb_id (str): 可轉債代號
+        :rtype column cb_name (str): 可轉債名稱
+        :rtype column cb_name_en (str): 可轉債英文名稱
+        :rtype column custody_balance (int): 保管餘額
+        :rtype column last_month_balance (int): 上月餘額
+        :rtype column change (int): 增減
+        :rtype column change_percent (float): 增減百分比
+        :rtype column issued_units (int): 發行單位數
+        :rtype column custody_accounts (int): 保管戶數
+        :rtype column pledged_units (int): 設質單位數
+        :rtype column date (str): 日期
+        """
+        taiwan_stock_convertible_bond_monthly_analysis = self.get_data(
+            dataset=Dataset.TaiwanStockConvertibleBondMonthlyAnalysis,
+            data_id=cb_id,
+            start_date=start_date,
+            end_date=end_date,
+            timeout=timeout,
+        )
+        return taiwan_stock_convertible_bond_monthly_analysis
+
+    def taiwan_option_vix(
+        self,
+        start_date: str = "",
+        end_date: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 臺指選擇權波動率指數
+        :param start_date (str): 起始日期("2024-01-01")
+        :param end_date (str): 結束日期("2024-12-31")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 臺指選擇權波動率指數 TaiwanOptionVix
+        :rtype pd.DataFrame
+        :rtype column date (str): 日期
+        :rtype column time (str): 時間
+        :rtype column vix (float): 波動率指數
+        """
+        taiwan_option_vix = self.get_data(
+            dataset=Dataset.TaiwanOptionVix,
+            data_id="",
+            start_date=start_date,
+            end_date=end_date,
+            timeout=timeout,
+        )
+        return taiwan_option_vix
+
     def _get_stock_id_list(
         self, date: str, timeout: int = None
     ) -> typing.List[str]:

{finmind-2.0.3 → finmind-2.0.5}/FinMind/schema/data.py

@@ -37,6 +37,7 @@ class Dataset(str, Enum):
     TaiwanStockDividendResult = "TaiwanStockDividendResult"
     TaiwanStockInfo = "TaiwanStockInfo"
     TaiwanStockInfoWithWarrant = "TaiwanStockInfoWithWarrant"
+    TaiwanStockActiveETFInfo = "TaiwanStockActiveETFInfo"
     TaiwanStockSecuritiesLending = "TaiwanStockSecuritiesLending"
     TaiwanFutOptTickInfo = "TaiwanFutOptTickInfo"
     TaiwanFutOptDailyInfo = "TaiwanFutOptDailyInfo"
@@ -137,6 +138,12 @@ class Dataset(str, Enum):
     TaiwanOptionFinalSettlementPrice = "TaiwanOptionFinalSettlementPrice"
     TaiwanStockBlockTrade = "TaiwanStockBlockTrade"
     TaiwanStockLoanCollateralBalance = "TaiwanStockLoanCollateralBalance"
+    TaiwanStockActiveETFHolding = "TaiwanStockActiveETFHolding"
+    TaiwanStockActiveETFHoldingChange = "TaiwanStockActiveETFHoldingChange"
+    TaiwanStockConvertibleBondMonthlyAnalysis = (
+        "TaiwanStockConvertibleBondMonthlyAnalysis"
+    )
+    TaiwanOptionVix = "TaiwanOptionVix"
 
 
 class Version(str, Enum):

{finmind-2.0.3/finmind.egg-info → finmind-2.0.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: finmind
-Version: 2.0.3
+Version: 2.0.5
 Summary: financial mining
 Author-email: linsam <finmind.tw@gmail.com>
 License:                                  Apache License

{finmind-2.0.3 → finmind-2.0.5/finmind.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: finmind
-Version: 2.0.3
+Version: 2.0.5
 Summary: financial mining
 Author-email: linsam <finmind.tw@gmail.com>
 License:                                  Apache License