akshare-one 0.3.1__py3-none-any.whl → 0.3.3__py3-none-any.whl

akshare_one/modules/historical/sina.py

@@ -1,254 +1,254 @@
-from cachetools import cached
-from .base import HistoricalDataProvider
-import akshare as ak
-import pandas as pd
-from ..cache import CACHE_CONFIG
-
-
-class SinaHistorical(HistoricalDataProvider):
-    """Adapter for Sina historical stock data API"""
-
-    @cached(
-        cache=CACHE_CONFIG["hist_data_cache"],
-        key=lambda self: f"sina_hist_{self.symbol}_{self.interval}_{self.interval_multiplier}_{self.adjust}",
-    )
-    def get_hist_data(self) -> pd.DataFrame:
-        """Fetches Sina historical market data
-
-        Returns:
-            pd.DataFrame:
-                - timestamp
-                - open
-                - high
-                - low
-                - close
-                - volume
-        """
-        self.interval = self.interval.lower()
-        self._validate_interval_params(self.interval, self.interval_multiplier)
-
-        try:
-            stock = (
-                f"sh{self.symbol}"
-                if not self.symbol.startswith(("sh", "sz", "bj"))
-                else self.symbol
-            )
-
-            if self.interval == "minute":
-                df = self._get_minute_data(stock)
-            elif self.interval == "hour":
-                df = self._get_hour_data(stock)
-            else:
-                df = self._get_daily_plus_data(stock)
-
-            return df
-        except Exception as e:
-            raise ValueError(f"Failed to fetch historical data: {str(e)}")
-
-    def _get_minute_data(self, stock: str) -> pd.DataFrame:
-        """Fetches minute level data"""
-        raw_df = ak.stock_zh_a_minute(
-            symbol=stock,
-            period="1",
-            adjust=self._map_adjust_param(self.adjust),
-        )
-        raw_df = raw_df.rename(columns={"day": "date"})
-        raw_df["date"] = pd.to_datetime(raw_df["date"])
-        raw_df = raw_df.set_index("date")
-        raw_df = (
-            raw_df.resample(f"{self.interval_multiplier}min")
-            .agg(
-                {
-                    "open": "first",
-                    "high": "max",
-                    "low": "min",
-                    "close": "last",
-                    "volume": "sum",
-                }
-            )
-            .reset_index()
-        )
-        return self._clean_minute_data(raw_df)
-
-    def _get_hour_data(self, stock: str) -> pd.DataFrame:
-        """Fetches hour level data"""
-        if self.interval_multiplier < 1:
-            raise ValueError("Hour interval multiplier must be >= 1")
-
-        raw_df = ak.stock_zh_a_minute(
-            symbol=stock,
-            period="60",
-            adjust=self._map_adjust_param(self.adjust),
-        )
-        raw_df = raw_df.rename(columns={"day": "date"})
-        raw_df["date"] = pd.to_datetime(raw_df["date"])
-        raw_df = raw_df.set_index("date")
-        raw_df = (
-            raw_df.resample(f"{self.interval_multiplier}h")
-            .agg(
-                {
-                    "open": "first",
-                    "high": "max",
-                    "low": "min",
-                    "close": "last",
-                    "volume": "sum",
-                }
-            )
-            .reset_index()
-        )
-        return self._clean_minute_data(raw_df)
-
-    def _get_b_share_data(self, stock: str) -> pd.DataFrame:
-        """Fetches B-share historical data"""
-        start_date = self._convert_date_format(self.start_date)
-        end_date = self._convert_date_format(self.end_date)
-
-        if self.interval in ["minute", "hour"]:
-            period = "1" if self.interval == "minute" else "60"
-            raw_df = ak.stock_zh_b_minute(
-                symbol=stock,
-                period=period,
-                adjust=self._map_adjust_param(self.adjust),
-            )
-            # Rename 'day' to 'date' for consistency
-            raw_df = raw_df.rename(columns={"day": "date"})
-
-            if self.interval_multiplier > 1:
-                freq = f"{self.interval_multiplier}{'min' if self.interval == 'minute' else 'h'}"
-                raw_df = self._resample_intraday_data(raw_df, freq)
-        else:
-            raw_df = ak.stock_zh_b_daily(
-                symbol=stock,
-                start_date=start_date,
-                end_date=end_date,
-                adjust=self._map_adjust_param(self.adjust),
-            )
-            if self.interval_multiplier > 1:
-                raw_df = self._resample_data(
-                    raw_df, self.interval, self.interval_multiplier
-                )
-
-        return self._clean_data(raw_df)
-
-    def _get_daily_plus_data(self, stock: str) -> pd.DataFrame:
-        """Fetches daily and higher-level data (day/week/month/year)"""
-        # Check if it's a B-share symbol
-        if stock.startswith(("sh9", "sz2")):
-            return self._get_b_share_data(stock)
-
-        start_date = self._convert_date_format(self.start_date)
-        end_date = self._convert_date_format(self.end_date)
-
-        raw_df = ak.stock_zh_a_daily(
-            symbol=stock,
-            start_date=start_date,
-            end_date=end_date,
-            adjust=self._map_adjust_param(self.adjust),
-        )
-
-        if self.interval_multiplier > 1:
-            raw_df = self._resample_data(
-                raw_df, self.interval, self.interval_multiplier
-            )
-
-        return self._clean_data(raw_df)
-
-    def _validate_interval_params(self, interval: str, multiplier: int) -> None:
-        """Validates the validity of interval and multiplier"""
-        if interval not in self.get_supported_intervals():
-            raise ValueError(f"Unsupported interval parameter: {interval}")
-
-        if interval in ["minute", "hour"] and multiplier < 1:
-            raise ValueError(f"interval_multiplier for {interval} level must be ≥ 1")
-
-    def _convert_date_format(self, date_str: str) -> str:
-        """Converts date format from YYYY-MM-DD to YYYYMMDD"""
-        return date_str.replace("-", "") if "-" in date_str else date_str
-
-    def _map_adjust_param(self, adjust: str) -> str:
-        """Maps adjustment parameters to the required format"""
-        return adjust if adjust != "none" else ""
-
-    def _resample_data(
-        self, df: pd.DataFrame, interval: str, multiplier: int
-    ) -> pd.DataFrame:
-        """Resamples daily and higher-level data to the specified interval"""
-        freq_map = {
-            "day": f"{multiplier}D",
-            "week": f"{multiplier}W-MON",
-            "month": f"{multiplier}MS",
-            "year": f"{multiplier}AS-JAN",
-        }
-        freq = freq_map[interval]
-
-        df["date"] = pd.to_datetime(df["date"])
-        df = df.set_index("date")
-        resampled = df.resample(freq).agg(
-            {
-                "open": "first",
-                "high": "max",
-                "low": "min",
-                "close": "last",
-                "volume": "sum",
-            }
-        )
-        return resampled.reset_index()
-
-    def _clean_minute_data(self, raw_df: pd.DataFrame) -> pd.DataFrame:
-        """Cleans and standardizes minute/hour level data, converting timestamps to UTC"""
-        column_map = {
-            "date": "timestamp",
-            "open": "open",
-            "high": "high",
-            "low": "low",
-            "close": "close",
-            "volume": "volume",
-        }
-
-        df = raw_df.rename(columns=column_map)
-
-        if "timestamp" in df.columns:
-            df["timestamp"] = (
-                pd.to_datetime(df["timestamp"])
-                .dt.tz_localize("Asia/Shanghai")
-                .dt.tz_convert("UTC")
-            )
-
-        return self._select_standard_columns(df)
-
-    def _clean_data(self, raw_df: pd.DataFrame) -> pd.DataFrame:
-        """Cleans and standardizes daily and higher-level data, converting timestamps to UTC"""
-        column_map = {
-            "date": "timestamp",
-            "open": "open",
-            "high": "high",
-            "low": "low",
-            "close": "close",
-            "volume": "volume",
-        }
-
-        df = raw_df.rename(columns=column_map)
-
-        if "timestamp" in df.columns:
-            df["timestamp"] = (
-                pd.to_datetime(df["timestamp"])
-                .dt.tz_localize("Asia/Shanghai")
-                .dt.tz_convert("UTC")
-            )
-
-        if "volume" in df.columns:
-            df["volume"] = df["volume"].astype("int64")
-
-        return self._select_standard_columns(df)
-
-    def _select_standard_columns(self, df: pd.DataFrame) -> pd.DataFrame:
-        """Selects and orders the standard output columns"""
-        standard_columns = [
-            "timestamp",
-            "open",
-            "high",
-            "low",
-            "close",
-            "volume",
-        ]
-        return df[[col for col in standard_columns if col in df.columns]]
+from cachetools import cached
+from .base import HistoricalDataProvider
+import akshare as ak
+import pandas as pd
+from ..cache import CACHE_CONFIG
+
+
+class SinaHistorical(HistoricalDataProvider):
+    """Adapter for Sina historical stock data API"""
+
+    @cached(
+        cache=CACHE_CONFIG["hist_data_cache"],
+        key=lambda self: f"sina_hist_{self.symbol}_{self.interval}_{self.interval_multiplier}_{self.adjust}",
+    )
+    def get_hist_data(self) -> pd.DataFrame:
+        """Fetches Sina historical market data
+
+        Returns:
+            pd.DataFrame:
+                - timestamp
+                - open
+                - high
+                - low
+                - close
+                - volume
+        """
+        self.interval = self.interval.lower()
+        self._validate_interval_params(self.interval, self.interval_multiplier)
+
+        try:
+            stock = (
+                f"sh{self.symbol}"
+                if not self.symbol.startswith(("sh", "sz", "bj"))
+                else self.symbol
+            )
+
+            if self.interval == "minute":
+                df = self._get_minute_data(stock)
+            elif self.interval == "hour":
+                df = self._get_hour_data(stock)
+            else:
+                df = self._get_daily_plus_data(stock)
+
+            return df
+        except Exception as e:
+            raise ValueError(f"Failed to fetch historical data: {str(e)}")
+
+    def _get_minute_data(self, stock: str) -> pd.DataFrame:
+        """Fetches minute level data"""
+        raw_df = ak.stock_zh_a_minute(
+            symbol=stock,
+            period="1",
+            adjust=self._map_adjust_param(self.adjust),
+        )
+        raw_df = raw_df.rename(columns={"day": "date"})
+        raw_df["date"] = pd.to_datetime(raw_df["date"])
+        raw_df = raw_df.set_index("date")
+        raw_df = (
+            raw_df.resample(f"{self.interval_multiplier}min")
+            .agg(
+                {
+                    "open": "first",
+                    "high": "max",
+                    "low": "min",
+                    "close": "last",
+                    "volume": "sum",
+                }
+            )
+            .reset_index()
+        )
+        return self._clean_minute_data(raw_df)
+
+    def _get_hour_data(self, stock: str) -> pd.DataFrame:
+        """Fetches hour level data"""
+        if self.interval_multiplier < 1:
+            raise ValueError("Hour interval multiplier must be >= 1")
+
+        raw_df = ak.stock_zh_a_minute(
+            symbol=stock,
+            period="60",
+            adjust=self._map_adjust_param(self.adjust),
+        )
+        raw_df = raw_df.rename(columns={"day": "date"})
+        raw_df["date"] = pd.to_datetime(raw_df["date"])
+        raw_df = raw_df.set_index("date")
+        raw_df = (
+            raw_df.resample(f"{self.interval_multiplier}h")
+            .agg(
+                {
+                    "open": "first",
+                    "high": "max",
+                    "low": "min",
+                    "close": "last",
+                    "volume": "sum",
+                }
+            )
+            .reset_index()
+        )
+        return self._clean_minute_data(raw_df)
+
+    def _get_b_share_data(self, stock: str) -> pd.DataFrame:
+        """Fetches B-share historical data"""
+        start_date = self._convert_date_format(self.start_date)
+        end_date = self._convert_date_format(self.end_date)
+
+        if self.interval in ["minute", "hour"]:
+            period = "1" if self.interval == "minute" else "60"
+            raw_df = ak.stock_zh_b_minute(
+                symbol=stock,
+                period=period,
+                adjust=self._map_adjust_param(self.adjust),
+            )
+            # Rename 'day' to 'date' for consistency
+            raw_df = raw_df.rename(columns={"day": "date"})
+
+            if self.interval_multiplier > 1:
+                freq = f"{self.interval_multiplier}{'min' if self.interval == 'minute' else 'h'}"
+                raw_df = self._resample_intraday_data(raw_df, freq)
+        else:
+            raw_df = ak.stock_zh_b_daily(
+                symbol=stock,
+                start_date=start_date,
+                end_date=end_date,
+                adjust=self._map_adjust_param(self.adjust),
+            )
+            if self.interval_multiplier > 1:
+                raw_df = self._resample_data(
+                    raw_df, self.interval, self.interval_multiplier
+                )
+
+        return self._clean_data(raw_df)
+
+    def _get_daily_plus_data(self, stock: str) -> pd.DataFrame:
+        """Fetches daily and higher-level data (day/week/month/year)"""
+        # Check if it's a B-share symbol
+        if stock.startswith(("sh9", "sz2")):
+            return self._get_b_share_data(stock)
+
+        start_date = self._convert_date_format(self.start_date)
+        end_date = self._convert_date_format(self.end_date)
+
+        raw_df = ak.stock_zh_a_daily(
+            symbol=stock,
+            start_date=start_date,
+            end_date=end_date,
+            adjust=self._map_adjust_param(self.adjust),
+        )
+
+        if self.interval_multiplier > 1:
+            raw_df = self._resample_data(
+                raw_df, self.interval, self.interval_multiplier
+            )
+
+        return self._clean_data(raw_df)
+
+    def _validate_interval_params(self, interval: str, multiplier: int) -> None:
+        """Validates the validity of interval and multiplier"""
+        if interval not in self.get_supported_intervals():
+            raise ValueError(f"Unsupported interval parameter: {interval}")
+
+        if interval in ["minute", "hour"] and multiplier < 1:
+            raise ValueError(f"interval_multiplier for {interval} level must be ≥ 1")
+
+    def _convert_date_format(self, date_str: str) -> str:
+        """Converts date format from YYYY-MM-DD to YYYYMMDD"""
+        return date_str.replace("-", "") if "-" in date_str else date_str
+
+    def _map_adjust_param(self, adjust: str) -> str:
+        """Maps adjustment parameters to the required format"""
+        return adjust if adjust != "none" else ""
+
+    def _resample_data(
+        self, df: pd.DataFrame, interval: str, multiplier: int
+    ) -> pd.DataFrame:
+        """Resamples daily and higher-level data to the specified interval"""
+        freq_map = {
+            "day": f"{multiplier}D",
+            "week": f"{multiplier}W-MON",
+            "month": f"{multiplier}MS",
+            "year": f"{multiplier}AS-JAN",
+        }
+        freq = freq_map[interval]
+
+        df["date"] = pd.to_datetime(df["date"])
+        df = df.set_index("date")
+        resampled = df.resample(freq).agg(
+            {
+                "open": "first",
+                "high": "max",
+                "low": "min",
+                "close": "last",
+                "volume": "sum",
+            }
+        )
+        return resampled.reset_index()
+
+    def _clean_minute_data(self, raw_df: pd.DataFrame) -> pd.DataFrame:
+        """Cleans and standardizes minute/hour level data, converting timestamps to UTC"""
+        column_map = {
+            "date": "timestamp",
+            "open": "open",
+            "high": "high",
+            "low": "low",
+            "close": "close",
+            "volume": "volume",
+        }
+
+        df = raw_df.rename(columns=column_map)
+
+        if "timestamp" in df.columns:
+            df["timestamp"] = (
+                pd.to_datetime(df["timestamp"])
+                .dt.tz_localize("Asia/Shanghai")
+                .dt.tz_convert("UTC")
+            )
+
+        return self._select_standard_columns(df)
+
+    def _clean_data(self, raw_df: pd.DataFrame) -> pd.DataFrame:
+        """Cleans and standardizes daily and higher-level data, converting timestamps to UTC"""
+        column_map = {
+            "date": "timestamp",
+            "open": "open",
+            "high": "high",
+            "low": "low",
+            "close": "close",
+            "volume": "volume",
+        }
+
+        df = raw_df.rename(columns=column_map)
+
+        if "timestamp" in df.columns:
+            df["timestamp"] = (
+                pd.to_datetime(df["timestamp"])
+                .dt.tz_localize("Asia/Shanghai")
+                .dt.tz_convert("UTC")
+            )
+
+        if "volume" in df.columns:
+            df["volume"] = df["volume"].astype("int64")
+
+        return self._select_standard_columns(df)
+
+    def _select_standard_columns(self, df: pd.DataFrame) -> pd.DataFrame:
+        """Selects and orders the standard output columns"""
+        standard_columns = [
+            "timestamp",
+            "open",
+            "high",
+            "low",
+            "close",
+            "volume",
+        ]
+        return df[[col for col in standard_columns if col in df.columns]]