async-jquants-api-client 0.1.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- async_jquants_api_client-0.1.0/.github/workflows/ci.yml +43 -0
- async_jquants_api_client-0.1.0/.github/workflows/python-publish.yml +70 -0
- async_jquants_api_client-0.1.0/.gitignore +15 -0
- async_jquants_api_client-0.1.0/.pre-commit-config.yaml +15 -0
- async_jquants_api_client-0.1.0/CLAUDE.md +53 -0
- async_jquants_api_client-0.1.0/LICENSE +193 -0
- async_jquants_api_client-0.1.0/PKG-INFO +261 -0
- async_jquants_api_client-0.1.0/README.md +234 -0
- async_jquants_api_client-0.1.0/pyproject.toml +65 -0
- async_jquants_api_client-0.1.0/src/async_jquants_api_client/__init__.py +14 -0
- async_jquants_api_client-0.1.0/src/async_jquants_api_client/client.py +1449 -0
- async_jquants_api_client-0.1.0/src/async_jquants_api_client/constants.py +1214 -0
- async_jquants_api_client-0.1.0/src/async_jquants_api_client/exceptions.py +12 -0
- async_jquants_api_client-0.1.0/src/async_jquants_api_client/plans.py +29 -0
- async_jquants_api_client-0.1.0/tests/__init__.py +0 -0
- async_jquants_api_client-0.1.0/tests/conftest.py +11 -0
- async_jquants_api_client-0.1.0/tests/test_client.py +965 -0
- async_jquants_api_client-0.1.0/uv.lock +1044 -0
|
@@ -0,0 +1,43 @@
|
|
|
1
|
+
name: CI
|
|
2
|
+
|
|
3
|
+
on:
|
|
4
|
+
pull_request:
|
|
5
|
+
|
|
6
|
+
permissions:
|
|
7
|
+
contents: read
|
|
8
|
+
|
|
9
|
+
jobs:
|
|
10
|
+
build-test-precommit:
|
|
11
|
+
runs-on: ubuntu-latest
|
|
12
|
+
strategy:
|
|
13
|
+
fail-fast: false
|
|
14
|
+
matrix:
|
|
15
|
+
python-version: ["3.10", "3.11", "3.12", "3.13", "3.14"]
|
|
16
|
+
|
|
17
|
+
steps:
|
|
18
|
+
- name: Checkout
|
|
19
|
+
uses: actions/checkout@v4
|
|
20
|
+
|
|
21
|
+
- name: Set up Python
|
|
22
|
+
uses: actions/setup-python@v5
|
|
23
|
+
with:
|
|
24
|
+
python-version: ${{ matrix.python-version }}
|
|
25
|
+
|
|
26
|
+
- name: Set up uv
|
|
27
|
+
uses: astral-sh/setup-uv@v3
|
|
28
|
+
with:
|
|
29
|
+
enable-cache: true
|
|
30
|
+
|
|
31
|
+
- name: Install dependencies
|
|
32
|
+
run: uv sync --all-extras --dev --frozen
|
|
33
|
+
|
|
34
|
+
- name: Build
|
|
35
|
+
run: uv build
|
|
36
|
+
if: matrix.python-version == '3.14'
|
|
37
|
+
|
|
38
|
+
- name: Test
|
|
39
|
+
run: uv run pytest
|
|
40
|
+
|
|
41
|
+
- name: Pre-commit
|
|
42
|
+
run: uv run pre-commit run --all-files
|
|
43
|
+
if: matrix.python-version == '3.14'
|
|
@@ -0,0 +1,70 @@
|
|
|
1
|
+
# This workflow will upload a Python Package to PyPI when a release is created
|
|
2
|
+
# For more information see: https://docs.github.com/en/actions/automating-builds-and-tests/building-and-testing-python#publishing-to-package-registries
|
|
3
|
+
|
|
4
|
+
# This workflow uses actions that are not certified by GitHub.
|
|
5
|
+
# They are provided by a third-party and are governed by
|
|
6
|
+
# separate terms of service, privacy policy, and support
|
|
7
|
+
# documentation.
|
|
8
|
+
|
|
9
|
+
name: Upload Python Package
|
|
10
|
+
|
|
11
|
+
on:
|
|
12
|
+
release:
|
|
13
|
+
types: [published]
|
|
14
|
+
|
|
15
|
+
permissions:
|
|
16
|
+
contents: read
|
|
17
|
+
|
|
18
|
+
jobs:
|
|
19
|
+
release-build:
|
|
20
|
+
runs-on: ubuntu-latest
|
|
21
|
+
|
|
22
|
+
steps:
|
|
23
|
+
- uses: actions/checkout@v4
|
|
24
|
+
|
|
25
|
+
- uses: actions/setup-python@v5
|
|
26
|
+
with:
|
|
27
|
+
python-version: "3.x"
|
|
28
|
+
|
|
29
|
+
- name: Build release distributions
|
|
30
|
+
run: |
|
|
31
|
+
# NOTE: put your own distribution build steps here.
|
|
32
|
+
python -m pip install build
|
|
33
|
+
python -m build
|
|
34
|
+
|
|
35
|
+
- name: Upload distributions
|
|
36
|
+
uses: actions/upload-artifact@v4
|
|
37
|
+
with:
|
|
38
|
+
name: release-dists
|
|
39
|
+
path: dist/
|
|
40
|
+
|
|
41
|
+
pypi-publish:
|
|
42
|
+
runs-on: ubuntu-latest
|
|
43
|
+
needs:
|
|
44
|
+
- release-build
|
|
45
|
+
permissions:
|
|
46
|
+
# IMPORTANT: this permission is mandatory for trusted publishing
|
|
47
|
+
id-token: write
|
|
48
|
+
|
|
49
|
+
# Dedicated environments with protections for publishing are strongly recommended.
|
|
50
|
+
# For more information, see: https://docs.github.com/en/actions/deployment/targeting-different-environments/using-environments-for-deployment#deployment-protection-rules
|
|
51
|
+
environment:
|
|
52
|
+
name: pypi
|
|
53
|
+
# OPTIONAL: uncomment and update to include your PyPI project URL in the deployment status:
|
|
54
|
+
# url: https://pypi.org/p/YOURPROJECT
|
|
55
|
+
#
|
|
56
|
+
# ALTERNATIVE: if your GitHub Release name is the PyPI project version string
|
|
57
|
+
# ALTERNATIVE: exactly, uncomment the following line instead:
|
|
58
|
+
# url: https://pypi.org/project/YOURPROJECT/${{ github.event.release.name }}
|
|
59
|
+
|
|
60
|
+
steps:
|
|
61
|
+
- name: Retrieve release distributions
|
|
62
|
+
uses: actions/download-artifact@v4
|
|
63
|
+
with:
|
|
64
|
+
name: release-dists
|
|
65
|
+
path: dist/
|
|
66
|
+
|
|
67
|
+
- name: Publish release distributions to PyPI
|
|
68
|
+
uses: pypa/gh-action-pypi-publish@release/v1
|
|
69
|
+
with:
|
|
70
|
+
packages-dir: dist/
|
|
@@ -0,0 +1,15 @@
|
|
|
1
|
+
repos:
|
|
2
|
+
- repo: https://github.com/astral-sh/ruff-pre-commit
|
|
3
|
+
rev: v0.9.10
|
|
4
|
+
hooks:
|
|
5
|
+
- id: ruff
|
|
6
|
+
args: [--fix]
|
|
7
|
+
- id: ruff-format
|
|
8
|
+
|
|
9
|
+
- repo: https://github.com/pre-commit/mirrors-mypy
|
|
10
|
+
rev: v1.15.0
|
|
11
|
+
hooks:
|
|
12
|
+
- id: mypy
|
|
13
|
+
additional_dependencies:
|
|
14
|
+
- pandas-stubs
|
|
15
|
+
- types-python-dateutil
|
|
@@ -0,0 +1,53 @@
|
|
|
1
|
+
# CLAUDE.md
|
|
2
|
+
|
|
3
|
+
This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
|
|
4
|
+
|
|
5
|
+
## Commands
|
|
6
|
+
|
|
7
|
+
This project uses `uv` for dependency management.
|
|
8
|
+
|
|
9
|
+
```bash
|
|
10
|
+
# Install dependencies
|
|
11
|
+
uv sync --all-extras --dev --frozen
|
|
12
|
+
|
|
13
|
+
# Run all tests
|
|
14
|
+
uv run pytest
|
|
15
|
+
|
|
16
|
+
# Run a single test
|
|
17
|
+
uv run pytest tests/test_client.py::test_get_eq_bars_daily_returns_dataframe
|
|
18
|
+
|
|
19
|
+
# Lint and format (ruff)
|
|
20
|
+
uv run ruff check --fix .
|
|
21
|
+
uv run ruff format .
|
|
22
|
+
|
|
23
|
+
# Type check
|
|
24
|
+
uv run mypy src/
|
|
25
|
+
|
|
26
|
+
# Run all pre-commit checks
|
|
27
|
+
uv run pre-commit run --all-files
|
|
28
|
+
|
|
29
|
+
# Build
|
|
30
|
+
uv build
|
|
31
|
+
```
|
|
32
|
+
|
|
33
|
+
## Architecture
|
|
34
|
+
|
|
35
|
+
This is a single-file async Python client (`src/async_jquants_api_client/client.py`) wrapping the JQuants API v2. It is intentionally minimal — no abstraction layers, no base classes beyond `JQuantsClientV2`.
|
|
36
|
+
|
|
37
|
+
**Key design decisions:**
|
|
38
|
+
|
|
39
|
+
- **Rate limiting**: `aiolimiter.AsyncLimiter` is configured per `Plan` enum (FREE/LIGHT/STANDARD/PREMIUM). The limiter is held in `self._limiter` and wraps every HTTP call in `_get_with_retry`. Rate limits are `_RATE_LIMITS[plan]` requests/minute.
|
|
40
|
+
- **Retry logic**: `tenacity` handles 429/500/502/503/504 and network errors with exponential backoff (3 attempts max). Auth errors (401/403) raise `JQuantsAuthError` immediately without retry.
|
|
41
|
+
- **Pagination**: `_paginate()` is an async generator that follows `pagination_key` across pages. All `get_*` methods consume it with `[item async for item in self._paginate(...)]`.
|
|
42
|
+
- **Range methods**: Methods named `get_*_range()` use `asyncio.gather` to fetch all dates in the range concurrently (each date as a separate API call). This can fire many simultaneous requests — the rate limiter throttles them.
|
|
43
|
+
- **5/15-minute bars**: Computed client-side by aggregating 1-minute data via `_aggregate_bars_n_minute()`. The API only provides 1-minute data.
|
|
44
|
+
- **Cache**: `get_fin_summary_range` and `get_fin_details_range` accept `cache_dir`; files are stored as `{cache_dir}/{yyyy}/v2_{endpoint}_{yyyymmdd}.csv.gz`.
|
|
45
|
+
- **Config loading priority**: argument > `JQUANTS_API_KEY` env var > `JQUANTS_API_CLIENT_CONFIG_FILE` env var > `jquants-api.toml` (cwd) > `~/.jquants-api/jquants-api.toml` > Google Colab path. TOML key must be under `[jquants-api-client]`.
|
|
46
|
+
|
|
47
|
+
**Module layout:**
|
|
48
|
+
- `client.py` — `JQuantsClientV2` class, all API methods
|
|
49
|
+
- `plans.py` — `Plan` enum
|
|
50
|
+
- `exceptions.py` — `JQuantsError`, `JQuantsAuthError`, `JQuantsAPIError`
|
|
51
|
+
- `constants.py` — column name lists for each endpoint (used to define empty DataFrame schemas and enforce column ordering)
|
|
52
|
+
|
|
53
|
+
**Tests** use `pytest-httpx` (`HTTPXMock`) to intercept `httpx.AsyncClient` calls. The `conftest.py` fixture creates a `Plan.PREMIUM` client (bypasses rate limiting in tests). `asyncio_mode = "auto"` is set in `pyproject.toml` so `@pytest.mark.asyncio` is not required but still present in some tests.
|
|
@@ -0,0 +1,193 @@
|
|
|
1
|
+
Apache License
|
|
2
|
+
Version 2.0, January 2004
|
|
3
|
+
http://www.apache.org/licenses/
|
|
4
|
+
|
|
5
|
+
TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
|
|
6
|
+
|
|
7
|
+
1. Definitions.
|
|
8
|
+
|
|
9
|
+
"License" shall mean the terms and conditions for use, reproduction,
|
|
10
|
+
and distribution as defined by Sections 1 through 9 of this document.
|
|
11
|
+
|
|
12
|
+
"Licensor" shall mean the copyright owner or entity authorized by
|
|
13
|
+
the copyright owner that is granting the License.
|
|
14
|
+
|
|
15
|
+
"Legal Entity" shall mean the union of the acting entity and all
|
|
16
|
+
other entities that control, are controlled by, or are under common
|
|
17
|
+
control with that entity. For the purposes of this definition,
|
|
18
|
+
"control" means (i) the power, direct or indirect, to cause the
|
|
19
|
+
direction or management of such entity, whether by contract or
|
|
20
|
+
otherwise, or (ii) ownership of fifty percent (50%) or more of the
|
|
21
|
+
outstanding shares, or (iii) beneficial ownership of such entity.
|
|
22
|
+
|
|
23
|
+
"You" (or "Your") shall mean an individual or Legal Entity
|
|
24
|
+
exercising permissions granted by this License.
|
|
25
|
+
|
|
26
|
+
"Source" form shall mean the preferred form for making modifications,
|
|
27
|
+
including but not limited to software source code, documentation
|
|
28
|
+
source, and configuration files.
|
|
29
|
+
|
|
30
|
+
"Object" form shall mean any form resulting from mechanical
|
|
31
|
+
transformation or translation of a Source form, including but
|
|
32
|
+
not limited to compiled object code, generated documentation,
|
|
33
|
+
and conversions to other media types.
|
|
34
|
+
|
|
35
|
+
"Work" shall mean the work of authorship made available under
|
|
36
|
+
the License, as indicated by a copyright notice that is included in
|
|
37
|
+
or attached to the work (an example is provided in the Appendix below).
|
|
38
|
+
|
|
39
|
+
"Derivative Works" shall mean any work, whether in Source or Object
|
|
40
|
+
form, that is based on (or derived from) the Work and for which the
|
|
41
|
+
editorial revisions, annotations, elaborations, or other modifications
|
|
42
|
+
represent, as a whole, an original work of authorship. For the purposes
|
|
43
|
+
of this License, Derivative Works shall not include works that remain
|
|
44
|
+
separable from, or merely link (or bind by name) to the interfaces of,
|
|
45
|
+
the Work and Derivative Works thereof.
|
|
46
|
+
|
|
47
|
+
"Contribution" shall mean, as submitted to the Licensor for inclusion
|
|
48
|
+
in the Work by the copyright owner or by an individual or Legal Entity
|
|
49
|
+
authorized to submit on behalf of the copyright owner. For the purposes
|
|
50
|
+
of this definition, "submitted" means any form of electronic, verbal,
|
|
51
|
+
or written communication sent to the Licensor or its representatives,
|
|
52
|
+
including but not limited to communication on electronic mailing lists,
|
|
53
|
+
source code control systems, and issue tracking systems that are managed
|
|
54
|
+
by, or on behalf of, the Licensor for the purpose of discussing and
|
|
55
|
+
improving the Work, but excluding communication that is conspicuously
|
|
56
|
+
marked or otherwise designated in writing by the copyright owner as
|
|
57
|
+
"Not a Contribution."
|
|
58
|
+
|
|
59
|
+
"Contributor" shall mean Licensor and any Legal Entity on behalf of
|
|
60
|
+
whom a Contribution has been received by the Licensor and subsequently
|
|
61
|
+
incorporated within the Work.
|
|
62
|
+
|
|
63
|
+
2. Grant of Copyright License. Subject to the terms and conditions of
|
|
64
|
+
this License, each Contributor hereby grants to You a perpetual,
|
|
65
|
+
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
|
66
|
+
copyright license to reproduce, prepare Derivative Works of,
|
|
67
|
+
publicly display, publicly perform, sublicense, and distribute the
|
|
68
|
+
Work and such Derivative Works in Source or Object form.
|
|
69
|
+
|
|
70
|
+
3. Grant of Patent License. Subject to the terms and conditions of
|
|
71
|
+
this License, each Contributor hereby grants to You a perpetual,
|
|
72
|
+
worldwide, non-exclusive, no-charge, royalty-free, irrevocable
|
|
73
|
+
(except as stated in this section) patent license to make, have made,
|
|
74
|
+
use, offer to sell, sell, import, and otherwise transfer the Work,
|
|
75
|
+
where such license applies only to those patent claims licensable
|
|
76
|
+
by such Contributor that are necessarily infringed by their
|
|
77
|
+
Contribution(s) alone or by the combination of their Contribution(s)
|
|
78
|
+
with the Work to which such Contribution(s) was submitted. If You
|
|
79
|
+
institute patent litigation against any entity (including a cross-claim
|
|
80
|
+
or counterclaim in a lawsuit) alleging that the Work or any Contribution
|
|
81
|
+
embodied within the Work constitutes direct or contributory patent
|
|
82
|
+
infringement, then any patent licenses granted to You under this License
|
|
83
|
+
for that Work shall terminate as of the date such litigation is filed.
|
|
84
|
+
|
|
85
|
+
4. Redistribution. You may reproduce and distribute copies of the
|
|
86
|
+
Work or Derivative Works thereof in any medium, with or without
|
|
87
|
+
modifications, and in Source or Object form, provided that You
|
|
88
|
+
meet the following conditions:
|
|
89
|
+
|
|
90
|
+
(a) You must give any other recipients of the Work or Derivative Works
|
|
91
|
+
a copy of this License; and
|
|
92
|
+
|
|
93
|
+
(b) You must cause any modified files to carry prominent notices
|
|
94
|
+
stating that You changed the files; and
|
|
95
|
+
|
|
96
|
+
(c) You must retain, in the Source form of any Derivative Works
|
|
97
|
+
that You distribute, all copyright, patent, trademark, and
|
|
98
|
+
attribution notices from the Source form of the Work,
|
|
99
|
+
excluding those notices that do not pertain to any part of
|
|
100
|
+
the Derivative Works; and
|
|
101
|
+
|
|
102
|
+
(d) If the Work includes a "NOTICE" text file as part of its
|
|
103
|
+
distribution, You must include a readable copy of the attribution
|
|
104
|
+
notices contained within such NOTICE file, in at least one
|
|
105
|
+
of the following places: within a NOTICE text file distributed
|
|
106
|
+
as part of the Derivative Works; within the Source form or
|
|
107
|
+
documentation, if provided along with the Derivative Works; or,
|
|
108
|
+
within a display generated by the Derivative Works, if and
|
|
109
|
+
wherever such third-party notices normally appear. The contents
|
|
110
|
+
of the NOTICE file are for informational purposes only and
|
|
111
|
+
do not modify the License. You may add Your own attribution
|
|
112
|
+
notices within Derivative Works that You distribute, alongside
|
|
113
|
+
or as an addendum to the NOTICE text from the Work, provided
|
|
114
|
+
that such additional attribution notices cannot be construed
|
|
115
|
+
as modifying the License.
|
|
116
|
+
|
|
117
|
+
You may add Your own license statement for Your modifications and
|
|
118
|
+
may provide additional grant of rights to use, copy, modify, merge,
|
|
119
|
+
publish, distribute, sublicense, and/or sell copies of the
|
|
120
|
+
Contribution, either alone or with the Work, provided Your use,
|
|
121
|
+
reproduction, and distribution of the Work otherwise complies with
|
|
122
|
+
the conditions stated in this License.
|
|
123
|
+
|
|
124
|
+
5. Submission of Contributions. Unless You explicitly state otherwise,
|
|
125
|
+
any Contribution intentionally submitted for inclusion in the Work
|
|
126
|
+
by You to the Licensor shall be under the terms and conditions of
|
|
127
|
+
this License, without any additional terms or conditions.
|
|
128
|
+
Notwithstanding the above, nothing herein shall supersede or modify
|
|
129
|
+
the terms of any separate license agreement you may have executed
|
|
130
|
+
with Licensor regarding such Contributions.
|
|
131
|
+
|
|
132
|
+
6. Trademarks. This License does not grant permission to use the trade
|
|
133
|
+
names, trademarks, service marks, or product names of the Licensor,
|
|
134
|
+
except as required for reasonable and customary use in describing the
|
|
135
|
+
origin of the Work and reproducing the content of the NOTICE file.
|
|
136
|
+
|
|
137
|
+
7. Disclaimer of Warranty. Unless required by applicable law or
|
|
138
|
+
agreed to in writing, Licensor provides the Work (and each
|
|
139
|
+
Contributor provides its Contributions) on an "AS IS" BASIS,
|
|
140
|
+
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
|
|
141
|
+
implied, including, without limitation, any warranties or conditions
|
|
142
|
+
of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
|
|
143
|
+
PARTICULAR PURPOSE. You are solely responsible for determining the
|
|
144
|
+
appropriateness of using or reproducing the Work and assume any
|
|
145
|
+
risks associated with Your exercise of permissions under this License.
|
|
146
|
+
|
|
147
|
+
8. Limitation of Liability. In no event and under no legal theory,
|
|
148
|
+
whether in tort (including negligence), strict liability, or otherwise,
|
|
149
|
+
and unless required by applicable law (such as deliberate and grossly
|
|
150
|
+
negligent acts) or agreed to in writing, shall any Contributor be
|
|
151
|
+
liable to You for damages, including any direct, indirect, special,
|
|
152
|
+
incidental, or exemplary damages of any character arising as a result
|
|
153
|
+
of this License or out of the use or inability to use the Work
|
|
154
|
+
(including but not limited to damages for loss of goodwill, work
|
|
155
|
+
stoppage, computer failure or malfunction, or all other commercial
|
|
156
|
+
damages or losses), even if such Contributor has been advised of the
|
|
157
|
+
possibility of such damages.
|
|
158
|
+
|
|
159
|
+
9. Accepting Warranty or Liability. While redistributing the Work or
|
|
160
|
+
Derivative Works thereof, You may choose to offer, and charge a fee
|
|
161
|
+
for, acceptance of support, warranty, indemnity, or other liability
|
|
162
|
+
obligations and/or rights consistent with this License. However, in
|
|
163
|
+
accepting such obligations, You may offer such obligations only on
|
|
164
|
+
Your own behalf and on Your sole responsibility, not on behalf of
|
|
165
|
+
any other Contributor, and only if You agree to indemnify, defend,
|
|
166
|
+
and hold each Contributor harmless for any liability incurred by, or
|
|
167
|
+
claims asserted against, such Contributor by reason of your accepting
|
|
168
|
+
any such warranty or additional liability.
|
|
169
|
+
|
|
170
|
+
END OF TERMS AND CONDITIONS
|
|
171
|
+
|
|
172
|
+
APPENDIX: How to apply the Apache License to your work.
|
|
173
|
+
|
|
174
|
+
To apply the Apache License to your work, attach the following
|
|
175
|
+
boilerplate notice, with the fields enclosed by brackets "[]"
|
|
176
|
+
replaced with your own identifying information. (Don't include
|
|
177
|
+
the brackets!) The text should be enclosed in the appropriate
|
|
178
|
+
comment syntax for the format in question. It may also be appropriate
|
|
179
|
+
to include a "legal entity" name along with the copyright notice.
|
|
180
|
+
|
|
181
|
+
Copyright 2025 getumen
|
|
182
|
+
|
|
183
|
+
Licensed under the Apache License, Version 2.0 (the "License");
|
|
184
|
+
you may not use this file except in compliance with the License.
|
|
185
|
+
You may obtain a copy of the License at
|
|
186
|
+
|
|
187
|
+
http://www.apache.org/licenses/LICENSE-2.0
|
|
188
|
+
|
|
189
|
+
Unless required by applicable law or agreed to in writing, software
|
|
190
|
+
distributed under the License is distributed on an "AS IS" BASIS,
|
|
191
|
+
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
192
|
+
See the License for the specific language governing permissions and
|
|
193
|
+
limitations under the License.
|
|
@@ -0,0 +1,261 @@
|
|
|
1
|
+
Metadata-Version: 2.4
|
|
2
|
+
Name: async-jquants-api-client
|
|
3
|
+
Version: 0.1.0
|
|
4
|
+
Summary: Async Python client for JQuants API
|
|
5
|
+
Project-URL: Repository, https://github.com/getumen/async-jquants-api-client
|
|
6
|
+
Author: getumen
|
|
7
|
+
License-Expression: Apache-2.0
|
|
8
|
+
License-File: LICENSE
|
|
9
|
+
Classifier: Development Status :: 4 - Beta
|
|
10
|
+
Classifier: Intended Audience :: Developers
|
|
11
|
+
Classifier: Intended Audience :: Financial and Insurance Industry
|
|
12
|
+
Classifier: License :: OSI Approved :: Apache Software License
|
|
13
|
+
Classifier: Programming Language :: Python :: 3
|
|
14
|
+
Classifier: Programming Language :: Python :: 3.10
|
|
15
|
+
Classifier: Programming Language :: Python :: 3.11
|
|
16
|
+
Classifier: Programming Language :: Python :: 3.12
|
|
17
|
+
Classifier: Programming Language :: Python :: 3.13
|
|
18
|
+
Classifier: Topic :: Office/Business :: Financial
|
|
19
|
+
Classifier: Typing :: Typed
|
|
20
|
+
Requires-Python: >=3.10
|
|
21
|
+
Requires-Dist: aiolimiter>=1.1.0
|
|
22
|
+
Requires-Dist: httpx>=0.23.0
|
|
23
|
+
Requires-Dist: pandas>=2.2.0
|
|
24
|
+
Requires-Dist: pyarrow>=14.0.0
|
|
25
|
+
Requires-Dist: tenacity>=8.2.0
|
|
26
|
+
Description-Content-Type: text/markdown
|
|
27
|
+
|
|
28
|
+
# async-jquants-api-client
|
|
29
|
+
|
|
30
|
+
Async Python client for [JQuants API v2](https://jpx-jquants.com/).
|
|
31
|
+
|
|
32
|
+
[jquants-api-client-python](https://github.com/J-Quants/jquants-api-client-python) の以下の点を改善したライブラリです:
|
|
33
|
+
|
|
34
|
+
- **スレッドセーフでない・`requests.Session` ベース** → `httpx` + `asyncio` による完全非同期実装
|
|
35
|
+
- **v2 のレートリミット未対応** → `aiolimiter` によるプラン別レートリミット対応
|
|
36
|
+
|
|
37
|
+
## 要件
|
|
38
|
+
|
|
39
|
+
- Python 3.10+
|
|
40
|
+
- JQuants API キー([JQuants](https://jpx-jquants.com/) で取得)
|
|
41
|
+
|
|
42
|
+
## インストール
|
|
43
|
+
|
|
44
|
+
```bash
|
|
45
|
+
pip install async-jquants-api-client
|
|
46
|
+
```
|
|
47
|
+
|
|
48
|
+
### GitHubからの開発版インストール
|
|
49
|
+
|
|
50
|
+
```bash
|
|
51
|
+
pip install git+https://github.com/getumen/async-jquants-api-client.git
|
|
52
|
+
```
|
|
53
|
+
|
|
54
|
+
## 設定
|
|
55
|
+
|
|
56
|
+
API キーは以下の優先順位で読み込まれます:
|
|
57
|
+
|
|
58
|
+
1. コード内で直接指定
|
|
59
|
+
2. 環境変数 `JQUANTS_API_KEY`
|
|
60
|
+
3. 設定ファイル `jquants-api.toml`(カレントディレクトリ → `~/.jquants-api/` の順)
|
|
61
|
+
|
|
62
|
+
### 設定ファイルの例
|
|
63
|
+
|
|
64
|
+
```toml
|
|
65
|
+
[jquants-api-client]
|
|
66
|
+
api_key = "your_api_key_here"
|
|
67
|
+
```
|
|
68
|
+
|
|
69
|
+
## 基本的な使い方
|
|
70
|
+
|
|
71
|
+
```python
|
|
72
|
+
import asyncio
|
|
73
|
+
from async_jquants_api_client import JQuantsClientV2, Plan
|
|
74
|
+
|
|
75
|
+
async def main():
|
|
76
|
+
async with JQuantsClientV2(api_key="your_api_key", plan=Plan.STANDARD) as client:
|
|
77
|
+
# 株価日足(1日分)
|
|
78
|
+
df = await client.get_eq_bars_daily(code="86970", date_yyyymmdd="2024-01-05")
|
|
79
|
+
print(df)
|
|
80
|
+
|
|
81
|
+
# 株価日足(期間指定、全銘柄を並列取得)
|
|
82
|
+
df = await client.get_eq_bars_daily_range("20240101", "20240131")
|
|
83
|
+
print(df)
|
|
84
|
+
|
|
85
|
+
asyncio.run(main())
|
|
86
|
+
```
|
|
87
|
+
|
|
88
|
+
## プラン別レートリミット
|
|
89
|
+
|
|
90
|
+
| プラン | リクエスト数/分 |
|
|
91
|
+
|--------|---------------|
|
|
92
|
+
| FREE | 5 |
|
|
93
|
+
| LIGHT | 60 |
|
|
94
|
+
| STANDARD | 120 |
|
|
95
|
+
| PREMIUM | 500 |
|
|
96
|
+
| fins/summary (全プラン共通) | 60 |
|
|
97
|
+
| fins/details (全プラン共通) | 60 |
|
|
98
|
+
|
|
99
|
+
```python
|
|
100
|
+
from async_jquants_api_client import JQuantsClientV2, Plan
|
|
101
|
+
|
|
102
|
+
async with JQuantsClientV2(api_key="your_api_key", plan=Plan.PREMIUM) as client:
|
|
103
|
+
...
|
|
104
|
+
```
|
|
105
|
+
|
|
106
|
+
## API リファレンス
|
|
107
|
+
|
|
108
|
+
### 株式マスター
|
|
109
|
+
|
|
110
|
+
```python
|
|
111
|
+
# 上場銘柄一覧
|
|
112
|
+
df = await client.get_eq_master(code="86970", date="20240105")
|
|
113
|
+
|
|
114
|
+
# 上場銘柄一覧(業種・市場区分の英語名付き)
|
|
115
|
+
df = await client.get_list()
|
|
116
|
+
```
|
|
117
|
+
|
|
118
|
+
### 株価
|
|
119
|
+
|
|
120
|
+
```python
|
|
121
|
+
# 日足
|
|
122
|
+
df = await client.get_eq_bars_daily(code="86970", date_yyyymmdd="2024-01-05")
|
|
123
|
+
df = await client.get_eq_bars_daily(code="86970", from_yyyymmdd="20240101", to_yyyymmdd="20240131")
|
|
124
|
+
|
|
125
|
+
# 日足(日付範囲、全銘柄を並列取得)
|
|
126
|
+
df = await client.get_eq_bars_daily_range("20240101", "20240131")
|
|
127
|
+
|
|
128
|
+
# 前場四本値
|
|
129
|
+
df = await client.get_eq_bars_daily_am(code="86970")
|
|
130
|
+
|
|
131
|
+
# 分足・5分足・15分足
|
|
132
|
+
df = await client.get_eq_bars_minute(code="86970", date_yyyymmdd="2024-01-05")
|
|
133
|
+
df = await client.get_eq_bars_5minute(code="86970", date_yyyymmdd="2024-01-05")
|
|
134
|
+
df = await client.get_eq_bars_15minute(code="86970", date_yyyymmdd="2024-01-05")
|
|
135
|
+
```
|
|
136
|
+
|
|
137
|
+
### 財務情報
|
|
138
|
+
|
|
139
|
+
```python
|
|
140
|
+
# 財務情報サマリ
|
|
141
|
+
df = await client.get_fin_summary(code="86970")
|
|
142
|
+
df = await client.get_fin_summary_range("20240101", "20240131", cache_dir="/path/to/cache")
|
|
143
|
+
|
|
144
|
+
# 財務諸表詳細
|
|
145
|
+
df = await client.get_fin_details(date_yyyymmdd="2024-01-05")
|
|
146
|
+
df = await client.get_fin_details_range("20240101", "20240131", cache_dir="/path/to/cache")
|
|
147
|
+
|
|
148
|
+
# 配当金情報
|
|
149
|
+
df = await client.get_fin_dividend(code="86970")
|
|
150
|
+
|
|
151
|
+
# 決算発表予定
|
|
152
|
+
df = await client.get_eq_earnings_cal()
|
|
153
|
+
```
|
|
154
|
+
|
|
155
|
+
### 市場統計
|
|
156
|
+
|
|
157
|
+
```python
|
|
158
|
+
# 空売り比率
|
|
159
|
+
df = await client.get_mkt_short_ratio(date_yyyymmdd="2024-01-05")
|
|
160
|
+
df = await client.get_mkt_short_ratio_range("20240101", "20240131")
|
|
161
|
+
|
|
162
|
+
# 空売り残高報告
|
|
163
|
+
df = await client.get_mkt_short_sale_report(disclosed_date="2024-01-05")
|
|
164
|
+
df = await client.get_mkt_short_sale_report_range("20240101", "20240131")
|
|
165
|
+
|
|
166
|
+
# 信用取引週末残高
|
|
167
|
+
df = await client.get_mkt_margin_interest(date_yyyymmdd="2024-01-05")
|
|
168
|
+
df = await client.get_mkt_margin_interest_range("20240101", "20240131")
|
|
169
|
+
|
|
170
|
+
# 日々公表信用取引残高
|
|
171
|
+
df = await client.get_mkt_margin_alert(date_yyyymmdd="2024-01-05")
|
|
172
|
+
df = await client.get_mkt_margin_alert_range("20240101", "20240131")
|
|
173
|
+
|
|
174
|
+
# 売買内訳
|
|
175
|
+
df = await client.get_mkt_breakdown(date_yyyymmdd="2024-01-05")
|
|
176
|
+
df = await client.get_mkt_breakdown_range("20240101", "20240131")
|
|
177
|
+
|
|
178
|
+
# 取引カレンダー
|
|
179
|
+
df = await client.get_mkt_calendar(from_yyyymmdd="20240101", to_yyyymmdd="20240131")
|
|
180
|
+
|
|
181
|
+
# 投資部門別売買状況
|
|
182
|
+
df = await client.get_eq_investor_types(section="TSEPrime")
|
|
183
|
+
```
|
|
184
|
+
|
|
185
|
+
### 指数
|
|
186
|
+
|
|
187
|
+
```python
|
|
188
|
+
# 指数四本値
|
|
189
|
+
df = await client.get_idx_bars_daily(code="0000", date_yyyymmdd="2024-01-05")
|
|
190
|
+
|
|
191
|
+
# TOPIX
|
|
192
|
+
df = await client.get_idx_bars_daily_topix(from_yyyymmdd="20240101", to_yyyymmdd="20240131")
|
|
193
|
+
```
|
|
194
|
+
|
|
195
|
+
### デリバティブ
|
|
196
|
+
|
|
197
|
+
```python
|
|
198
|
+
# 先物四本値
|
|
199
|
+
df = await client.get_drv_bars_daily_fut(date_yyyymmdd="2024-01-05")
|
|
200
|
+
df = await client.get_drv_bars_daily_fut_range("20240101", "20240131")
|
|
201
|
+
|
|
202
|
+
# オプション四本値
|
|
203
|
+
df = await client.get_drv_bars_daily_opt(date_yyyymmdd="2024-01-05")
|
|
204
|
+
df = await client.get_drv_bars_daily_opt_range("20240101", "20240131")
|
|
205
|
+
|
|
206
|
+
# 日経225オプション四本値
|
|
207
|
+
df = await client.get_drv_bars_daily_opt_225(date_yyyymmdd="2024-01-05")
|
|
208
|
+
df = await client.get_drv_bars_daily_opt_225_range("20240101", "20240131")
|
|
209
|
+
```
|
|
210
|
+
|
|
211
|
+
### マスターデータ(ローカル)
|
|
212
|
+
|
|
213
|
+
```python
|
|
214
|
+
# 17業種・33業種・市場区分(APIリクエストなし)
|
|
215
|
+
df = client.get_17_sectors()
|
|
216
|
+
df = client.get_33_sectors()
|
|
217
|
+
df = client.get_market_segments()
|
|
218
|
+
```
|
|
219
|
+
|
|
220
|
+
## キャッシュ
|
|
221
|
+
|
|
222
|
+
`get_fin_summary_range` と `get_fin_details_range` は `cache_dir` を指定することで日付ごとにキャッシュできます。
|
|
223
|
+
|
|
224
|
+
```python
|
|
225
|
+
df = await client.get_fin_summary_range(
|
|
226
|
+
"20200101", "20240131",
|
|
227
|
+
cache_dir="/path/to/cache"
|
|
228
|
+
)
|
|
229
|
+
df = await client.get_fin_details_range(
|
|
230
|
+
"20200101", "20240131",
|
|
231
|
+
cache_dir="/path/to/cache"
|
|
232
|
+
)
|
|
233
|
+
```
|
|
234
|
+
|
|
235
|
+
キャッシュファイルのパス形式:
|
|
236
|
+
|
|
237
|
+
| メソッド | 形式 | パス |
|
|
238
|
+
|---------|------|------|
|
|
239
|
+
| `get_fin_summary_range` | CSV.gz | `{cache_dir}/{yyyy}/v2_fin_summary_{yyyymmdd}.csv.gz` |
|
|
240
|
+
| `get_fin_details_range` | Parquet | `{cache_dir}/{yyyy}/v2_fin_details_{yyyymmdd}.parquet` |
|
|
241
|
+
|
|
242
|
+
## エラーハンドリング
|
|
243
|
+
|
|
244
|
+
```python
|
|
245
|
+
from async_jquants_api_client import JQuantsAuthError, JQuantsAPIError
|
|
246
|
+
|
|
247
|
+
try:
|
|
248
|
+
df = await client.get_eq_bars_daily(code="86970", date_yyyymmdd="2024-01-05")
|
|
249
|
+
except JQuantsAuthError:
|
|
250
|
+
# 401/403: APIキーが無効
|
|
251
|
+
...
|
|
252
|
+
except JQuantsAPIError as e:
|
|
253
|
+
# その他のAPIエラー(リトライ済み)
|
|
254
|
+
print(e.status_code, e.message)
|
|
255
|
+
```
|
|
256
|
+
|
|
257
|
+
429/500/502/503/504 は指数バックオフで最大3回自動リトライします。
|
|
258
|
+
|
|
259
|
+
## ライセンス
|
|
260
|
+
|
|
261
|
+
Apache License 2.0
|