akshare-one 0.3.5.1__py3-none-any.whl → 0.3.7__py3-none-any.whl

akshare_one/eastmoney/client.py

@@ -0,0 +1,80 @@
+import requests
+from typing import Dict, Any
+
+
+class EastMoneyClient:
+    """
+    A client for interacting directly with EastMoney's data APIs.
+    This class handles session management, request signing, and API calls.
+    """
+
+    def __init__(self):
+        self.session = requests.Session()
+
+    def _get_security_id(self, symbol: str) -> str:
+        """
+        Converts a stock symbol to EastMoney's internal secid format.
+        e.g., '600519' -> '1.600519', '000001' -> '0.000001'
+        """
+        symbol = symbol.upper()
+        if symbol.startswith("SZ"):
+            market = "0"
+            code = symbol[2:]
+        elif symbol.startswith("SH"):
+            market = "1"
+            code = symbol[2:]
+        elif symbol.startswith("HK"):
+            market = "116"
+            code = symbol[2:]
+        elif len(symbol) == 6:
+            if symbol.startswith(("000", "001", "002", "003", "300", "200")):
+                market = "0"
+            elif symbol.startswith(("600", "601", "603", "605", "688", "900")):
+                market = "1"
+            else:
+                market = "0"  # Default to SZ for ambiguity
+            code = symbol
+        elif len(symbol) == 5:  # HK Market
+            market = "116"
+            code = symbol
+        else:
+            market = "0"
+            code = symbol
+        return f"{market}.{code}"
+
+    def fetch_historical_klines(
+        self, symbol: str, klt: str, fqt: str, start_date: str, end_date: str
+    ) -> Dict[str, Any]:
+        """
+        Fetches historical K-line (candlestick) data.
+        """
+        url = "https://push2his.eastmoney.com/api/qt/stock/kline/get"
+        secid = self._get_security_id(symbol)
+        params = {
+            "fields1": "f1,f2,f3,f4,f5,f6",
+            "fields2": "f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61",
+            "klt": klt,
+            "fqt": fqt,
+            "secid": secid,
+            "beg": start_date,
+            "end": end_date,
+        }
+        response = self.session.get(url, params=params)
+        response.raise_for_status()
+        return response.json()
+
+    def fetch_realtime_quote(self, symbol: str) -> Dict[str, Any]:
+        """
+        Fetches real-time quote data for a single stock.
+        """
+        url = "https://push2.eastmoney.com/api/qt/stock/get"
+        secid = self._get_security_id(symbol)
+        params = {
+            "invt": "2",
+            "fltt": "2",
+            "fields": "f43,f57,f58,f169,f170,f46,f60,f44,f51,f168,f47,f164,f163,f116,f60,f45,f52,f50,f48,f167,f117,f71,f161,f49,f530",
+            "secid": secid,
+        }
+        response = self.session.get(url, params=params)
+        response.raise_for_status()
+        return response.json()

akshare_one/eastmoney/utils.py

@@ -0,0 +1,102 @@
+import pandas as pd
+from typing import Dict, Any
+
+
+def parse_kline_data(data: Dict[str, Any]) -> pd.DataFrame:
+    """
+    Parses K-line data from the API response into a pandas DataFrame.
+    """
+    klines = data.get("data", {}).get("klines", [])
+    if not klines:
+        return pd.DataFrame(
+            columns=["timestamp", "open", "high", "low", "close", "volume"]
+        )
+
+    records = []
+    for kline in klines:
+        parts = kline.split(",")
+        if len(parts) >= 6:
+            records.append(
+                {
+                    "timestamp": parts[0],
+                    "open": float(parts[1]),
+                    "close": float(parts[2]),
+                    "high": float(parts[3]),
+                    "low": float(parts[4]),
+                    "volume": int(parts[5]),
+                }
+            )
+
+    df = pd.DataFrame(records)
+    if not df.empty:
+        df["timestamp"] = pd.to_datetime(df["timestamp"])
+        df["timestamp"] = df["timestamp"].dt.tz_localize("Asia/Shanghai")
+        df = df[["timestamp", "open", "high", "low", "close", "volume"]]
+    return df
+
+
+def parse_realtime_data(data: Dict[str, Any]) -> pd.DataFrame:
+    """
+    Parses real-time quote data from the API response into a pandas DataFrame.
+    """
+    stock_data = data.get("data")
+    if not stock_data:
+        return pd.DataFrame()
+
+    df = pd.DataFrame(
+        [
+            {
+                "symbol": stock_data.get("f57"),
+                "price": stock_data.get("f43"),
+                "change": stock_data.get("f169"),
+                "pct_change": stock_data.get("f170"),
+                "volume": stock_data.get("f47"),
+                "amount": stock_data.get("f48"),
+                "open": stock_data.get("f46"),
+                "high": stock_data.get("f44"),
+                "low": stock_data.get("f45"),
+                "prev_close": stock_data.get("f60"),
+            }
+        ]
+    )
+    df["timestamp"] = pd.Timestamp.now(tz="Asia/Shanghai")
+    return df
+
+
+def resample_historical_data(
+    df: pd.DataFrame, interval: str, multiplier: int
+) -> pd.DataFrame:
+    """
+    Resamples historical data to a specified frequency.
+    """
+    if df.empty or multiplier <= 1:
+        return df
+
+    df = df.set_index("timestamp")
+
+    freq_map = {
+        "day": f"{multiplier}D",
+        "week": f"{multiplier}W-MON",
+        "month": f"{multiplier}MS",
+        "year": f"{multiplier * 12}MS",
+    }
+    freq = freq_map.get(interval)
+
+    if not freq:
+        return df.reset_index()
+
+    resampled = (
+        df.resample(freq)
+        .agg(
+            {
+                "open": "first",
+                "high": "max",
+                "low": "min",
+                "close": "last",
+                "volume": "sum",
+            }
+        )
+        .dropna()
+    )
+
+    return resampled.reset_index()

akshare_one/modules/financial/eastmoney_direct.py

@@ -0,0 +1,183 @@
+import pandas as pd
+import requests
+
+from akshare_one.modules.cache import cache
+from .base import FinancialDataProvider
+
+
+class EastMoneyDirectFinancialReport(FinancialDataProvider):
+    _balance_sheet_rename_map = {
+        "REPORT_DATE": "report_date",
+        "TOTAL_ASSETS": "total_assets",
+        "FIXED_ASSET": "fixed_assets_net",
+        "MONETARYFUNDS": "cash_and_equivalents",
+        "ACCOUNTS_RECE": "accounts_receivable",
+        "INVENTORY": "inventory",
+        "TOTAL_LIABILITIES": "total_liabilities",
+        "ACCOUNTS_PAYABLE": "trade_and_non_trade_payables",
+        "ADVANCE_RECEIVABLES": "deferred_revenue",
+        "TOTAL_EQUITY": "shareholders_equity",
+    }
+
+    _income_statement_rename_map = {
+        "REPORT_DATE": "report_date",
+        "TOTAL_OPERATE_INCOME": "revenue",
+        "TOTAL_OPERATE_COST": "total_operating_costs",
+        "OPERATE_PROFIT": "operating_profit",
+        "PARENT_NETPROFIT": "net_income_common_stock",
+    }
+
+    _cash_flow_rename_map = {
+        "REPORT_DATE": "report_date",
+        "NETCASH_OPERATE": "net_cash_flow_from_operations",
+        "NETCASH_INVEST": "net_cash_flow_from_investing",
+        "NETCASH_FINANCE": "net_cash_flow_from_financing",
+        "CCE_ADD": "change_in_cash_and_equivalents",
+    }
+
+    def __init__(self, symbol):
+        super().__init__(symbol)
+
+    def get_income_statement(self):
+        pass
+
+    def get_balance_sheet(self):
+        pass
+
+    def get_cash_flow(self):
+        pass
+
+    @cache(
+        "financial_cache",
+        key=lambda self, symbol=None: f"eastmoney_financial_metrics_{self.symbol}",
+    )
+    def get_financial_metrics(self) -> pd.DataFrame:
+        """获取三大财务报表关键指标"""
+        balance_sheet = self._fetch_balance_sheet()
+        income_statement = self._fetch_income_statement()
+        cash_flow = self._fetch_cash_flow()
+
+        if balance_sheet.empty and income_statement.empty and cash_flow.empty:
+            return pd.DataFrame()
+
+        merged = pd.merge(
+            balance_sheet, income_statement, on="report_date", how="outer"
+        )
+        merged = pd.merge(merged, cash_flow, on="report_date", how="outer")
+
+        # Convert report_date to datetime and format as YYYY-MM-DD
+        merged["report_date"] = pd.to_datetime(merged["report_date"]).dt.strftime(
+            "%Y-%m-%d"
+        )
+
+        # Sort by report_date in descending order (most recent first)
+        merged = merged.sort_values("report_date", ascending=False).reset_index(
+            drop=True
+        )
+
+        return merged
+
+    def _fetch_balance_sheet(self) -> pd.DataFrame:
+        """
+        Get stock balance sheet data from East Money API
+        """
+        try:
+            # API endpoint and parameters
+            api_url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
+            params = {
+                "reportName": "RPT_DMSK_FN_BALANCE",
+                "filter": f'(SECURITY_CODE="{self.symbol}")',
+                "pageNumber": "1",
+                "pageSize": "1000",
+                "sortColumns": "REPORT_DATE",
+                "sortTypes": "-1",
+                "columns": ",".join(self._balance_sheet_rename_map.keys()),
+            }
+
+            # Fetch data from API
+            response = requests.get(api_url, params=params)
+            response.raise_for_status()
+            data = response.json()
+
+            # Extract the actual data
+            if data.get("result") and data["result"].get("data"):
+                df = pd.DataFrame(data["result"]["data"])
+                df.rename(columns=self._balance_sheet_rename_map, inplace=True)
+                return df
+            else:
+                print("No balance sheet data found in API response")
+                return pd.DataFrame()
+
+        except Exception as e:
+            print(f"Error occurred: {str(e)}")
+            return pd.DataFrame()
+
+    def _fetch_income_statement(self) -> pd.DataFrame:
+        """
+        Get stock income statement data from East Money API
+        """
+        try:
+            # API endpoint and parameters
+            api_url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
+            params = {
+                "reportName": "RPT_DMSK_FN_INCOME",
+                "filter": f'(SECURITY_CODE="{self.symbol}")',
+                "pageNumber": "1",
+                "pageSize": "1000",
+                "sortColumns": "REPORT_DATE",
+                "sortTypes": "-1",
+                "columns": ",".join(self._income_statement_rename_map.keys()),
+            }
+
+            # Fetch data from API
+            response = requests.get(api_url, params=params)
+            response.raise_for_status()
+            data = response.json()
+
+            # Extract the actual data
+            if data.get("result") and data["result"].get("data"):
+                df = pd.DataFrame(data["result"]["data"])
+                df.rename(columns=self._income_statement_rename_map, inplace=True)
+                return df
+            else:
+                print("No income statement data found in API response")
+                return pd.DataFrame()
+
+        except Exception as e:
+            print(f"Error occurred: {str(e)}")
+            return pd.DataFrame()
+
+    def _fetch_cash_flow(self) -> pd.DataFrame:
+        """
+        Get stock cash flow statement data from East Money API
+        """
+        try:
+            # API endpoint and parameters
+            api_url = "https://datacenter-web.eastmoney.com/api/data/v1/get"
+            params = {
+                "reportName": "RPT_DMSK_FN_CASHFLOW",
+                "filter": f'(SECURITY_CODE="{self.symbol}")',
+                "pageNumber": "1",
+                "pageSize": "1000",
+                "sortColumns": "REPORT_DATE",
+                "sortTypes": "-1",
+                "columns": ",".join(self._cash_flow_rename_map.keys()),
+            }
+
+            # Fetch data from API
+            response = requests.get(api_url, params=params)
+            response.raise_for_status()
+            data = response.json()
+
+            # Extract the actual data
+            if data.get("result") and data["result"].get("data"):
+                df = pd.DataFrame(data["result"]["data"])
+                df.rename(columns=self._cash_flow_rename_map, inplace=True)
+                return df
+            else:
+                print("No cash flow statement data found in API response")
+                return pd.DataFrame()
+
+        except Exception as e:
+            print(f"Error occurred: {str(e)}")
+            return pd.DataFrame()

akshare_one/modules/indicators/simple.py

@@ -1,230 +1,384 @@
-import pandas as pd
-from .base import BaseIndicatorCalculator
-
-
-class SimpleIndicatorCalculator(BaseIndicatorCalculator):
-    """Basic pandas-based indicator implementations"""
-
-    def calculate_sma(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        return (
-            df["close"]
-            .rolling(window=window, min_periods=window)
-            .mean()
-            .to_frame("sma")
-        )
-
-    def calculate_ema(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        return (
-            df["close"]
-            .ewm(span=window, adjust=False, min_periods=window)
-            .mean()
-            .to_frame("ema")
-        )
-
-    def calculate_rsi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        delta = df["close"].diff()
-        gain = delta.clip(lower=0)
-        loss = -delta.clip(upper=0)
-
-        avg_gain = gain.ewm(alpha=1 / window, min_periods=window, adjust=False).mean()
-        avg_loss = loss.ewm(alpha=1 / window, min_periods=window, adjust=False).mean()
-
-        rs = avg_gain / avg_loss
-        rsi = 100 - (100 / (1 + rs))
-
-        return rsi.clip(0, 100).to_frame("rsi")
-
-    def calculate_macd(
-        self, df: pd.DataFrame, fast: int, slow: int, signal: int
-    ) -> pd.DataFrame:
-        close = df["close"]
-        ema_fast = close.ewm(span=fast, adjust=False, min_periods=fast).mean()
-        ema_slow = close.ewm(span=slow, adjust=False, min_periods=slow).mean()
-
-        macd_line = ema_fast - ema_slow
-        signal_line = macd_line.ewm(
-            span=signal, adjust=False, min_periods=signal
-        ).mean()
-
-        return pd.DataFrame(
-            {
-                "macd": macd_line,
-                "signal": signal_line,
-                "histogram": macd_line - signal_line,
-            }
-        )
-
-    def calculate_bollinger_bands(
-        self, df: pd.DataFrame, window: int, std: int
-    ) -> pd.DataFrame:
-        close = df["close"]
-        sma = close.rolling(window=window, min_periods=window).mean()
-        rolling_std = close.rolling(window=window, min_periods=window).std()
-        upper_band = sma + (rolling_std * std)
-        lower_band = sma - (rolling_std * std)
-        return pd.DataFrame(
-            {"upper_band": upper_band, "middle_band": sma, "lower_band": lower_band}
-        )
-
-    def calculate_stoch(
-        self, df: pd.DataFrame, window: int, smooth_d: int, smooth_k: int
-    ) -> pd.DataFrame:
-        high = df["high"]
-        low = df["low"]
-        close = df["close"]
-
-        lowest_low = low.rolling(window=window).min()
-        highest_high = high.rolling(window=window).max()
-
-        k = 100 * (close - lowest_low) / (highest_high - lowest_low)
-        slow_k = k.rolling(window=smooth_k).mean()
-        slow_d = slow_k.rolling(window=smooth_d).mean()
-
-        return pd.DataFrame({"slow_k": slow_k, "slow_d": slow_d})
-
-    def calculate_atr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        high = df["high"]
-        low = df["low"]
-        close = df["close"]
-
-        tr1 = high - low
-        tr2 = abs(high - close.shift())
-        tr3 = abs(low - close.shift())
-        tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
-
-        atr = tr.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
-        return atr.to_frame("atr")
-
-    def calculate_cci(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        high = df["high"]
-        low = df["low"]
-        close = df["close"]
-
-        tp = (high + low + close) / 3
-        tp_sma = tp.rolling(window=window, min_periods=window).mean()
-        mean_dev = tp.rolling(window=window, min_periods=window).apply(
-            lambda x: (x - x.mean()).abs().mean()
-        )
-
-        cci = (tp - tp_sma) / (0.015 * mean_dev)
-        return cci.to_frame("cci")
-
-    def calculate_adx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        high = df["high"]
-        low = df["low"]
-        close = df["close"]
-
-        # Calculate +DM, -DM and TR
-        move_up = high.diff()
-        move_down = low.diff().apply(abs)
-
-        plus_dm = pd.Series((move_up > move_down) & (move_up > 0)).astype(int) * move_up
-        minus_dm = (
-            pd.Series((move_down > move_up) & (move_down > 0)).astype(int) * move_down
-        )
-
-        tr1 = high - low
-        tr2 = abs(high - close.shift())
-        tr3 = abs(low - close.shift())
-        tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
-
-        # Smooth +DM, -DM and TR
-        atr = tr.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
-        plus_di = 100 * (
-            plus_dm.ewm(alpha=1 / window, adjust=False, min_periods=window).mean() / atr
-        )
-        minus_di = 100 * (
-            minus_dm.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
-            / atr
-        )
-
-        # Calculate ADX
-        dx = 100 * (abs(plus_di - minus_di) / (plus_di + minus_di))
-        adx = dx.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
-
-        return adx.to_frame("adx")
-
-    def calculate_willr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("WILLR not implemented in simple calculator")
-
-    def calculate_ad(self, df: pd.DataFrame) -> pd.DataFrame:
-        raise NotImplementedError("AD not implemented in simple calculator")
-
-    def calculate_adosc(
-        self, df: pd.DataFrame, fast_period: int, slow_period: int
-    ) -> pd.DataFrame:
-        raise NotImplementedError("ADOSC not implemented in simple calculator")
-
-    def calculate_obv(self, df: pd.DataFrame) -> pd.DataFrame:
-        raise NotImplementedError("OBV not implemented in simple calculator")
-
-    def calculate_mom(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("MOM not implemented in simple calculator")
-
-    def calculate_sar(
-        self, df: pd.DataFrame, acceleration: float, maximum: float
-    ) -> pd.DataFrame:
-        raise NotImplementedError("SAR not implemented in simple calculator")
-
-    def calculate_tsf(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("TSF not implemented in simple calculator")
-
-    def calculate_apo(
-        self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
-    ) -> pd.DataFrame:
-        raise NotImplementedError("APO not implemented in simple calculator")
-
-    def calculate_aroon(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("AROON not implemented in simple calculator")
-
-    def calculate_aroonosc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("AROONOSC not implemented in simple calculator")
-
-    def calculate_bop(self, df: pd.DataFrame) -> pd.DataFrame:
-        raise NotImplementedError("BOP not implemented in simple calculator")
-
-    def calculate_cmo(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("CMO not implemented in simple calculator")
-
-    def calculate_dx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("DX not implemented in simple calculator")
-
-    def calculate_mfi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("MFI not implemented in simple calculator")
-
-    def calculate_minus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("MINUS_DI not implemented in simple calculator")
-
-    def calculate_minus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("MINUS_DM not implemented in simple calculator")
-
-    def calculate_plus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("PLUS_DI not implemented in simple calculator")
-
-    def calculate_plus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("PLUS_DM not implemented in simple calculator")
-
-    def calculate_ppo(
-        self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
-    ) -> pd.DataFrame:
-        raise NotImplementedError("PPO not implemented in simple calculator")
-
-    def calculate_roc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("ROC not implemented in simple calculator")
-
-    def calculate_rocp(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("ROCP not implemented in simple calculator")
-
-    def calculate_rocr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("ROCR not implemented in simple calculator")
-
-    def calculate_rocr100(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("ROCR100 not implemented in simple calculator")
-
-    def calculate_trix(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
-        raise NotImplementedError("TRIX not implemented in simple calculator")
-
-    def calculate_ultosc(
-        self, df: pd.DataFrame, window1: int, window2: int, window3: int
-    ) -> pd.DataFrame:
-        raise NotImplementedError("ULTOSC not implemented in simple calculator")
+import pandas as pd
+import numpy as np
+from .base import BaseIndicatorCalculator
+
+
+class SimpleIndicatorCalculator(BaseIndicatorCalculator):
+    """Basic pandas-based indicator implementations"""
+
+    def _get_ma(self, series: pd.Series, window: int, ma_type: int) -> pd.Series:
+        if ma_type == 0:
+            return series.rolling(window=window, min_periods=window).mean()
+        elif ma_type == 1:
+            return series.ewm(span=window, adjust=False, min_periods=window).mean()
+        else:
+            raise ValueError(
+                f"Unsupported ma_type: {ma_type} in simple calculator. Only SMA (0) and EMA (1) are supported."
+            )
+
+    def _wilder_smooth(self, series: pd.Series, window: int) -> pd.Series:
+        return series.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
+
+    def calculate_sma(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        return (
+            df["close"]
+            .rolling(window=window, min_periods=window)
+            .mean()
+            .to_frame("sma")
+        )
+
+    def calculate_ema(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        return (
+            df["close"]
+            .ewm(span=window, adjust=False, min_periods=window)
+            .mean()
+            .to_frame("ema")
+        )
+
+    def calculate_rsi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        delta = df["close"].diff()
+        gain = delta.clip(lower=0)
+        loss = -delta.clip(upper=0)
+
+        avg_gain = gain.ewm(alpha=1 / window, min_periods=window, adjust=False).mean()
+        avg_loss = loss.ewm(alpha=1 / window, min_periods=window, adjust=False).mean()
+
+        rs = avg_gain / avg_loss
+        rsi = 100 - (100 / (1 + rs))
+
+        return rsi.clip(0, 100).to_frame("rsi")
+
+    def calculate_macd(
+        self, df: pd.DataFrame, fast: int, slow: int, signal: int
+    ) -> pd.DataFrame:
+        close = df["close"]
+        ema_fast = close.ewm(span=fast, adjust=False, min_periods=fast).mean()
+        ema_slow = close.ewm(span=slow, adjust=False, min_periods=slow).mean()
+
+        macd_line = ema_fast - ema_slow
+        signal_line = macd_line.ewm(
+            span=signal, adjust=False, min_periods=signal
+        ).mean()
+
+        return pd.DataFrame(
+            {
+                "macd": macd_line,
+                "signal": signal_line,
+                "histogram": macd_line - signal_line,
+            }
+        )
+
+    def calculate_bollinger_bands(
+        self, df: pd.DataFrame, window: int, std: int
+    ) -> pd.DataFrame:
+        close = df["close"]
+        sma = close.rolling(window=window, min_periods=window).mean()
+        rolling_std = close.rolling(window=window, min_periods=window).std()
+        upper_band = sma + (rolling_std * std)
+        lower_band = sma - (rolling_std * std)
+        return pd.DataFrame(
+            {"upper_band": upper_band, "middle_band": sma, "lower_band": lower_band}
+        )
+
+    def calculate_stoch(
+        self, df: pd.DataFrame, window: int, smooth_d: int, smooth_k: int
+    ) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        close = df["close"]
+
+        lowest_low = low.rolling(window=window).min()
+        highest_high = high.rolling(window=window).max()
+
+        k = 100 * (close - lowest_low) / (highest_high - lowest_low).replace(0, np.nan)
+        slow_k = k.rolling(window=smooth_k, min_periods=smooth_k).mean()
+        slow_d = slow_k.rolling(window=smooth_d, min_periods=smooth_d).mean()
+
+        return pd.DataFrame({"slow_k": slow_k, "slow_d": slow_d})
+
+    def calculate_atr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        close = df["close"]
+
+        tr1 = high - low
+        tr2 = abs(high - close.shift())
+        tr3 = abs(low - close.shift())
+        tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
+
+        atr = self._wilder_smooth(tr, window)
+        return atr.to_frame("atr")
+
+    def calculate_cci(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        close = df["close"]
+
+        tp = (high + low + close) / 3
+        tp_sma = tp.rolling(window=window, min_periods=window).mean()
+        mean_dev = tp.rolling(window=window, min_periods=window).apply(
+            lambda x: (x - x.mean()).abs().mean()
+        )
+
+        cci = (tp - tp_sma) / (0.015 * mean_dev)
+        return cci.to_frame("cci")
+
+    def calculate_adx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        dx = self.calculate_dx(df, window)["dx"]
+        adx = self._wilder_smooth(dx, window)
+        return adx.to_frame("adx")
+
+    def calculate_willr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        close = df["close"]
+        highest_high = high.rolling(window=window, min_periods=window).max()
+        lowest_low = low.rolling(window=window, min_periods=window).min()
+        willr = -100 * (highest_high - close) / (highest_high - lowest_low)
+        return willr.to_frame("willr")
+
+    def calculate_ad(self, df: pd.DataFrame) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        close = df["close"]
+        volume = df["volume"]
+        mfm = ((close - low) - (high - close)) / (high - low).replace(0, np.nan)
+        mfm = mfm.fillna(0)
+        mfv = mfm * volume
+        ad = mfv.cumsum()
+        return ad.to_frame("ad")
+
+    def calculate_adosc(
+        self, df: pd.DataFrame, fast_period: int, slow_period: int
+    ) -> pd.DataFrame:
+        ad = self.calculate_ad(df)["ad"]
+        ema_fast = ad.ewm(span=fast_period, adjust=False).mean()
+        ema_slow = ad.ewm(span=slow_period, adjust=False).mean()
+        adosc = ema_fast - ema_slow
+        return adosc.to_frame("adosc")
+
+    def calculate_obv(self, df: pd.DataFrame) -> pd.DataFrame:
+        close = df["close"]
+        volume = df["volume"]
+        sign = (close > close.shift(1)).astype(int) - (close < close.shift(1)).astype(
+            int
+        )
+        obv = (volume * sign).cumsum()
+        return obv.to_frame("obv")
+
+    def calculate_mom(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close = df["close"]
+        mom = close.diff(periods=window)
+        return mom.to_frame("mom")
+
+    def calculate_sar(
+        self, df: pd.DataFrame, acceleration: float, maximum: float
+    ) -> pd.DataFrame:
+        high, low = df["high"], df["low"]
+        sar = pd.Series(index=df.index, dtype=float)
+        uptrend = True
+        accel_factor = acceleration
+        extreme_point = high[0]
+        sar.iloc[0] = low[0]
+
+        for i in range(1, len(df)):
+            prev_sar = sar.iloc[i - 1]
+
+            if uptrend:
+                sar.iloc[i] = prev_sar + accel_factor * (extreme_point - prev_sar)
+                sar.iloc[i] = min(sar.iloc[i], low.iloc[i - 1])
+                if i > 1:
+                    sar.iloc[i] = min(sar.iloc[i], low.iloc[i - 2])
+
+                if low[i] < sar.iloc[i]:
+                    uptrend = False
+                    sar.iloc[i] = extreme_point
+                    extreme_point = low[i]
+                    accel_factor = acceleration
+                else:
+                    if high[i] > extreme_point:
+                        extreme_point = high[i]
+                        accel_factor = min(maximum, accel_factor + acceleration)
+            else:
+                sar.iloc[i] = prev_sar - accel_factor * (prev_sar - extreme_point)
+                sar.iloc[i] = max(sar.iloc[i], high.iloc[i - 1])
+                if i > 1:
+                    sar.iloc[i] = max(sar.iloc[i], high.iloc[i - 2])
+
+                if high[i] > sar.iloc[i]:
+                    uptrend = True
+                    sar.iloc[i] = extreme_point
+                    extreme_point = high[i]
+                    accel_factor = acceleration
+                else:
+                    if low[i] < extreme_point:
+                        extreme_point = low[i]
+                        accel_factor = min(maximum, accel_factor + acceleration)
+
+        return sar.to_frame("sar")
+
+    def calculate_tsf(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close = df["close"]
+
+        def linear_reg_forecast(y):
+            x = np.arange(1, len(y) + 1)
+            b_num = len(x) * np.sum(x * y) - np.sum(x) * np.sum(y)
+            b_den = len(x) * np.sum(x * x) - np.sum(x) ** 2
+            b = b_num / b_den if b_den != 0 else 0
+            a = np.mean(y) - b * np.mean(x)
+            return a + b * len(y)
+
+        tsf = close.rolling(window=window, min_periods=window).apply(
+            linear_reg_forecast, raw=True
+        )
+        return tsf.to_frame("tsf")
+
+    def calculate_apo(
+        self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
+    ) -> pd.DataFrame:
+        close = df["close"]
+        fast_ma = self._get_ma(close, fast_period, ma_type)
+        slow_ma = self._get_ma(close, slow_period, ma_type)
+        apo = fast_ma - slow_ma
+        return apo.to_frame("apo")
+
+    def calculate_aroon(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        periods_since_high = high.rolling(window=window, min_periods=window).apply(
+            lambda x: len(x) - 1 - np.argmax(x), raw=True
+        )
+        periods_since_low = low.rolling(window=window, min_periods=window).apply(
+            lambda x: len(x) - 1 - np.argmin(x), raw=True
+        )
+        aroon_up = ((window - periods_since_high) / window) * 100
+        aroon_down = ((window - periods_since_low) / window) * 100
+        return pd.DataFrame({"aroon_up": aroon_up, "aroon_down": aroon_down})
+
+    def calculate_aroonosc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        aroon_df = self.calculate_aroon(df, window)
+        aroonosc = aroon_df["aroon_up"] - aroon_df["aroon_down"]
+        return aroonosc.to_frame("aroonosc")
+
+    def calculate_bop(self, df: pd.DataFrame) -> pd.DataFrame:
+        bop = (df["close"] - df["open"]) / (df["high"] - df["low"]).replace(0, np.nan)
+        bop = bop.fillna(0)
+        return bop.to_frame("bop")
+
+    def calculate_cmo(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close_diff = df["close"].diff(1)
+        sum_up = close_diff.where(close_diff > 0, 0).rolling(window=window).sum()
+        sum_down = -close_diff.where(close_diff < 0, 0).rolling(window=window).sum()
+        cmo = 100 * (sum_up - sum_down) / (sum_up + sum_down).replace(0, np.nan)
+        cmo = cmo.fillna(0)
+        return cmo.to_frame("cmo")
+
+    def calculate_dx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        plus_di = self.calculate_plus_di(df, window)["plus_di"]
+        minus_di = self.calculate_minus_di(df, window)["minus_di"]
+        dx = 100 * abs(plus_di - minus_di) / (plus_di + minus_di).replace(0, np.nan)
+        dx = dx.fillna(0)
+        return dx.to_frame("dx")
+
+    def calculate_mfi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        typical_price = (df["high"] + df["low"] + df["close"]) / 3
+        money_flow = typical_price * df["volume"]
+        price_diff = typical_price.diff()
+        positive_mf = money_flow.where(price_diff > 0, 0)
+        negative_mf = money_flow.where(price_diff < 0, 0)
+        positive_mf_sum = positive_mf.rolling(window=window).sum()
+        negative_mf_sum = negative_mf.rolling(window=window).sum()
+        money_ratio = positive_mf_sum / negative_mf_sum.replace(0, np.nan)
+        money_ratio = money_ratio.fillna(0)
+        mfi = 100 - (100 / (1 + money_ratio))
+        return mfi.to_frame("mfi")
+
+    def calculate_minus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        atr = self.calculate_atr(df, window)["atr"]
+        minus_dm = self.calculate_minus_dm(df, window)["minus_dm"]
+        minus_di = 100 * (minus_dm / atr)
+        return minus_di.to_frame("minus_di")
+
+    def calculate_minus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        up_move = high.diff()
+        down_move = -low.diff()
+        minus_dm = down_move.where((down_move > up_move) & (down_move > 0), 0)
+        smoothed_minus_dm = self._wilder_smooth(minus_dm, window)
+        return smoothed_minus_dm.to_frame("minus_dm")
+
+    def calculate_plus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        atr = self.calculate_atr(df, window)["atr"]
+        plus_dm = self.calculate_plus_dm(df, window)["plus_dm"]
+        plus_di = 100 * (plus_dm / atr)
+        return plus_di.to_frame("plus_di")
+
+    def calculate_plus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        high = df["high"]
+        low = df["low"]
+        up_move = high.diff()
+        down_move = -low.diff()
+        plus_dm = up_move.where((up_move > down_move) & (up_move > 0), 0)
+        smoothed_plus_dm = self._wilder_smooth(plus_dm, window)
+        return smoothed_plus_dm.to_frame("plus_dm")
+
+    def calculate_ppo(
+        self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
+    ) -> pd.DataFrame:
+        close = df["close"]
+        fast_ma = self._get_ma(close, fast_period, ma_type)
+        slow_ma = self._get_ma(close, slow_period, ma_type)
+        ppo = ((fast_ma - slow_ma) / slow_ma) * 100
+        return ppo.to_frame("ppo")
+
+    def calculate_roc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close = df["close"]
+        roc = (close.diff(window) / close.shift(window)) * 100
+        return roc.to_frame("roc")
+
+    def calculate_rocp(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close = df["close"]
+        rocp = close.diff(window) / close.shift(window)
+        return rocp.to_frame("rocp")
+
+    def calculate_rocr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close = df["close"]
+        rocr = close / close.shift(window)
+        return rocr.to_frame("rocr")
+
+    def calculate_rocr100(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close = df["close"]
+        rocr100 = (close / close.shift(window)) * 100
+        return rocr100.to_frame("rocr100")
+
+    def calculate_trix(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
+        close = df["close"]
+        ema1 = close.ewm(span=window, adjust=False).mean()
+        ema2 = ema1.ewm(span=window, adjust=False).mean()
+        ema3 = ema2.ewm(span=window, adjust=False).mean()
+        trix = 100 * ema3.diff(1) / ema3.shift(1)
+        return trix.to_frame("trix")
+
+    def calculate_ultosc(
+        self, df: pd.DataFrame, window1: int, window2: int, window3: int
+    ) -> pd.DataFrame:
+        low = df["low"]
+        high = df["high"]
+        close = df["close"]
+        close_prev = close.shift(1)
+        true_low = pd.concat([low, close_prev], axis=1).min(axis=1)
+        true_high = pd.concat([high, close_prev], axis=1).max(axis=1)
+        bp = close - true_low
+        tr = true_high - true_low
+        tr_sum1 = tr.rolling(window=window1).sum()
+        tr_sum2 = tr.rolling(window=window2).sum()
+        tr_sum3 = tr.rolling(window=window3).sum()
+        avg1 = bp.rolling(window=window1).sum() / tr_sum1.replace(0, np.nan)
+        avg2 = bp.rolling(window=window2).sum() / tr_sum2.replace(0, np.nan)
+        avg3 = bp.rolling(window=window3).sum() / tr_sum3.replace(0, np.nan)
+        avg1 = avg1.fillna(0)
+        avg2 = avg2.fillna(0)
+        avg3 = avg3.fillna(0)
+        ultosc = 100 * (4 * avg1 + 2 * avg2 + 1 * avg3) / (4 + 2 + 1)
+        return ultosc.to_frame("ultosc")

{akshare_one-0.3.5.1.dist-info → akshare_one-0.3.7.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: akshare-one
-Version: 0.3.5.1
+Version: 0.3.7
 Summary: Standardized interface for Chinese financial market data, built on AKShare with unified data formats and simplified APIs
 License-Expression: MIT
 Project-URL: Homepage, https://github.com/zwldarren/akshare-one
@@ -9,7 +9,7 @@ Keywords: akshare,financial-data,stock-data,quant
 Requires-Python: >=3.10
 Description-Content-Type: text/markdown
 License-File: LICENSE
-Requires-Dist: akshare>=1.17.21
+Requires-Dist: akshare>=1.17.26
 Requires-Dist: cachetools>=5.5.2
 Provides-Extra: talib
 Requires-Dist: ta-lib>=0.6.4; extra == "talib"

{akshare_one-0.3.5.1.dist-info → akshare_one-0.3.7.dist-info}/RECORD

@@ -1,8 +1,11 @@
 akshare_one/__init__.py,sha256=htgTumncxiGHqXMgqmBuIQXoPBcOnwcTjCg02Ydr73I,6524
 akshare_one/indicators.py,sha256=x3Amff9CG_GvQpA-sqGfFwEAIvaaXlBxDfzTxD05taQ,12533
+akshare_one/eastmoney/client.py,sha256=SSMB4oupaCns5hxtSwxaX-UE_uOrxZEGxqUiC3BT-4k,2794
+akshare_one/eastmoney/utils.py,sha256=fATw0L5SW14wHWXlJ4IFEqnSsSBMT8MYGevxo7Kf1nY,2935
 akshare_one/modules/cache.py,sha256=_3n35rt9xJfQzZSV6JZ6bGzf2VnqTmLfe49WXk4c9K8,867
 akshare_one/modules/utils.py,sha256=msHqsjWSRULbX-3Bnit1p26a4a7MOEuNfkPSaECXr4k,333
 akshare_one/modules/financial/base.py,sha256=TG3ncf3rXfgWCk4qUORN01uxT1SgLWiyjkt5Jb9eoxo,688
+akshare_one/modules/financial/eastmoney_direct.py,sha256=BwiUWi3X24qbtrQv5ht2Lj6crgFrhdcgW4Aa53ZFEOg,6725
 akshare_one/modules/financial/factory.py,sha256=9xR_uKt7n8dndYUxEGDDL65LXnbm-edtTLdhF0Bfyro,1468
 akshare_one/modules/financial/sina.py,sha256=c6rSxCVNU6h-7XWSiqPHDN_XAhRdGHdqI9Haruy3mDs,12801
 akshare_one/modules/historical/base.py,sha256=kDy76OJUp-LIddsC23YAQdf4Q_YGCrnZ8AvU4xRzQsI,1286
@@ -13,7 +16,7 @@ akshare_one/modules/historical/sina.py,sha256=sQoUnQlkxyI4i7Cuw5YwKT3IoNM8-K5wle
 akshare_one/modules/indicators/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 akshare_one/modules/indicators/base.py,sha256=DhFivpVIUIkdIv24U2WoOy1GCDySxsw0tD0-rBRe5Lc,4376
 akshare_one/modules/indicators/factory.py,sha256=pKx57oej_L0Lz3kkXwzVievKpOYph0T_Y7fzSwO3Zd4,1021
-akshare_one/modules/indicators/simple.py,sha256=vAqE3v9HYpW-Sy6KsG9oV5fppWchQTxtz1M_508sQtY,9342
+akshare_one/modules/indicators/simple.py,sha256=fwkM7tqqu6JIX_jv5_w6klrGO3s3WCJTz87xy4dy-Hc,15479
 akshare_one/modules/indicators/talib.py,sha256=w0KpV-BXVxU0LmWs_EbXJUFgo9dbMeUQijjJMkjtWtU,10773
 akshare_one/modules/info/base.py,sha256=Kof-e1I2usx1VOc1d05kyL-8B_QEDOsbry4R3dV0zZE,697
 akshare_one/modules/info/eastmoney.py,sha256=pvWLcVoVWwgZS_4Bg-OtHQW5SPCZ9I1PAFbN4yqluq0,1610
@@ -29,8 +32,8 @@ akshare_one/modules/realtime/eastmoney.py,sha256=6acJeIdrvkW4ZqM9CALithlx85QSogr
 akshare_one/modules/realtime/eastmoney_direct.py,sha256=A2ScBRfIP6n_BxQ6muB26AEykIvTG7Mt3BDAZMyugkg,1236
 akshare_one/modules/realtime/factory.py,sha256=_7jBDgqWqkt5xTTT1SpZoUHM9IpMRpcUQeyyCglM5z0,1528
 akshare_one/modules/realtime/xueqiu.py,sha256=CHTN5VUwo24H-2EGKQkN8oqr3MWjDi-7DpvQEDyPlls,2196
-akshare_one-0.3.5.1.dist-info/licenses/LICENSE,sha256=3bqxoD7aU4QS7kpNtQmRd4MikxXe6Gtm_DrojyFHGAc,1087
-akshare_one-0.3.5.1.dist-info/METADATA,sha256=BwuanrNYHYV1nATF_Z8ixF93Y3fNW9liB4ygJnKgo-E,2274
-akshare_one-0.3.5.1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-akshare_one-0.3.5.1.dist-info/top_level.txt,sha256=kNiucyLVAGa89wmUSpXbBLWD7pF_RuahuiaOfLHZSyw,12
-akshare_one-0.3.5.1.dist-info/RECORD,,
+akshare_one-0.3.7.dist-info/licenses/LICENSE,sha256=3bqxoD7aU4QS7kpNtQmRd4MikxXe6Gtm_DrojyFHGAc,1087
+akshare_one-0.3.7.dist-info/METADATA,sha256=R2t-LPC6OnmV95Ec_Y6P0Hu0W8sctFC5GjRlLBSGCdQ,2272
+akshare_one-0.3.7.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+akshare_one-0.3.7.dist-info/top_level.txt,sha256=kNiucyLVAGa89wmUSpXbBLWD7pF_RuahuiaOfLHZSyw,12
+akshare_one-0.3.7.dist-info/RECORD,,