datahub_binary 1.4.7__cp312-cp312-win_amd64.whl → 1.4.9__cp312-cp312-win_amd64.whl

datahub/__init__.pyi

@@ -0,0 +1,16 @@
+from .setting import *
+import datahub.protos as protos
+import datahub.utils.logger as logger
+import datahub.utils.sftp as sftp
+from .datahub import BarDataMatrix as BarDataMatrix, CronTask as CronTask, DataHub as DataHub
+from datahub.ats import client_sdk as ats_client
+
+__all__ = ['DataHub', 'Setting', 'StarRocksSetting', 'RedisSetting', 'PostgresSetting', 'BarDataMatrix', 'protos', 'sftp', 'logger', 'SftpSetting', 'CronServerSetting', 'CronTask', 'ats_client']
+
+# Names in __all__ with no definition:
+#   CronServerSetting
+#   PostgresSetting
+#   RedisSetting
+#   Setting
+#   SftpSetting
+#   StarRocksSetting

datahub/ats/client_sdk.pyi

@@ -0,0 +1,73 @@
+import datetime
+from _typeshed import Incomplete
+from dataclasses import dataclass
+from datahub.protos import client_msg as client_msg
+from enum import Enum
+
+QuoteType: Incomplete
+SubscribeType: Incomplete
+
+class ChannelType(Enum):
+    Subscribe = 1
+    Quote = 3
+    Query = 4
+    Reply = 5
+    Event = 6
+
+class StrategyError(Exception): ...
+
+@dataclass
+class Setting:
+    user_id: str
+    password: str
+    strategy_id: int
+    interval: int
+    quote_sub_url: str
+    event_sub_url: str
+    client_dealer_url: str
+
+class BaseStrategy:
+    setting: Incomplete
+    def __init__(self, setting: Setting) -> None: ...
+    @property
+    def strategy_id(self): ...
+    @property
+    def subscribed_topic(self): ...
+    def subscribe(self, instrument_id: str, quote_type: QuoteType): ...
+    def unsubscribe(self, instrument_id: str, quote_type: QuoteType): ...
+    def on_init(self) -> None: ...
+    def on_start(self) -> None: ...
+    def on_stop(self) -> None: ...
+    def on_order(self, event: client_msg.OrderEvent): ...
+    def qry_instrument_req(self, instrument_id: str = None, basket_instrument_id: str = None, market_list: list[str] = ()) -> str: ...
+    def on_qry_instrument_rsp(self, rsp: client_msg.QryInstrumentRsp): ...
+    def qry_strategy_info_req(self, strategy_id: int) -> str: ...
+    def on_qry_strategy_info_rsp(self, rsp: client_msg.QryStrategyInfoRsp): ...
+    def qry_trade_req(self) -> str: ...
+    def on_qry_trade_rsp(self, rsp: client_msg.QryTradesRsp): ...
+    def qry_order_req(self, cl_order_id: str = None, order_id: str = None, is_active: int = 0) -> str: ...
+    def on_qry_order_rsp(self, rsp: client_msg.QryOrdersRsp): ...
+    def qry_strategy_posi_req(self) -> str: ...
+    def on_qry_strategy_posi_rsp(self, rsp: client_msg.QryStrategyPositionRsp): ...
+    def qry_book_stat_req(self, book_id: str = None) -> str: ...
+    def on_qry_book_stat_rsp(self, rsp: client_msg.QryBookStatRsp): ...
+    def qry_signal_kline_req(self, signal_id: int, start_date: datetime.date = None) -> str: ...
+    def on_qry_signal_kline_rsp(self, rsp: client_msg.QrySignalKlineRsp): ...
+    def qry_quote_req(self, instrument_id: str | None = None) -> str: ...
+    def on_qry_quote_rsp(self, qry_quote_rsp: client_msg.QryQuoteRsp): ...
+    def on_snapshot(self, snapshot: client_msg.MDSnapshot): ...
+    def place_order(self, order: client_msg.PlaceOrder): ...
+    def book_trade_req(self, trade: client_msg.BookTradeReq): ...
+    def on_book_trade_rsp(self, rsp: client_msg.BookTradeRsp): ...
+    def on_trade_confirm(self, trade: client_msg.TradeConfirm): ...
+    def on_order_reject(self, order: client_msg.OrderReject): ...
+    def cancel_order(self, order: client_msg.CancelOrder): ...
+    def cancel_all_order(self) -> None: ...
+    def on_cancel_confirm(self, order: client_msg.CancelConfirm): ...
+    def on_cancel_pending_confirm(self, order: client_msg.CancelPendingConfirm): ...
+    def on_cancel_reject(self, order: client_msg.CancelReject): ...
+    def on_qry_lock_record_rsp(self, rsp: client_msg.QryLockRecordRsp): ...
+    def calc(self) -> None: ...
+    def qry_lock_record_req(self) -> None: ...
+    def proxy(self) -> None: ...
+    def run(self) -> None: ...

datahub/datacache.pyi

@@ -0,0 +1,68 @@
+import polars as pl
+from _typeshed import Incomplete
+from datahub import PostgresSetting as PostgresSetting, Setting as Setting, StarRocksSetting as StarRocksSetting
+from datahub.datahub import DataHub as DataHub
+from datahub.utils.logger import logger as logger
+from datetime import datetime, time
+from enum import Enum
+from typing import Any, Literal, Sequence
+
+class UpdateLevel(Enum):
+    META = 'meta'
+    DF = 'df'
+
+class KVJsonDB:
+    db_path: Incomplete
+    def __init__(self, db_path: str) -> None: ...
+    def set(self, key: str, value: Any): ...
+    def get(self, key: str, default: Any | None = None) -> Any | None: ...
+    def delete(self, key: str) -> bool: ...
+    def all(self) -> dict[str, Any]: ...
+    def all_keys(self) -> list[str]: ...
+    def clear(self) -> None: ...
+    def close(self) -> None: ...
+
+class DataCache:
+    prefix: Incomplete
+    data_path: Incomplete
+    update_cache: Incomplete
+    cache_only: Incomplete
+    datahub: Incomplete
+    meta_db: Incomplete
+    data_files: Incomplete
+    def __init__(self, datahub: DataHub, data_path: str, prefix: str, update_cache: bool = False, cache_only: bool = False) -> None: ...
+    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame: ...
+    def get_cache_filepath(self, trade_time: datetime) -> str: ...
+    def update_datacache(self, filepath: str, df: pl.DataFrame, update_level: Sequence[UpdateLevel] = ()): ...
+    def read_from_cache(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame: ...
+    def sync_all_meta_info(self) -> None: ...
+    @staticmethod
+    def f64_to_f32(df: pl.DataFrame) -> pl.DataFrame: ...
+    @staticmethod
+    def get_missing_times(df: pl.DataFrame, intra_time_list: list[time]) -> list[time]: ...
+    @staticmethod
+    def get_missing_instruments(df: pl.DataFrame, instruments: list[str]) -> list[str]: ...
+    @staticmethod
+    def get_missing_factors(df: pl.DataFrame, factors: list[str]) -> list[str]: ...
+
+class FactorDataCache(DataCache):
+    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame: ...
+    def read_factor_from_cache(self, trade_time: datetime, factors: list[str], instrument_ids: list[str]) -> pl.DataFrame: ...
+
+class RiskFactorDataCache(DataCache):
+    version: Incomplete
+    def __init__(self, datahub: DataHub, version: str, data_path: str, prefix: str, update_cache: bool = False) -> None: ...
+    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame: ...
+    def read_risk_factors_from_cache(self, trade_time: datetime, factors: list[str], instrument_ids: list[str]) -> pl.DataFrame: ...
+
+class ReturnDataCache(DataCache):
+    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame: ...
+    def read_return_from_cache(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], adj_method: Literal['forward'] = 'forward') -> pl.DataFrame: ...
+
+class HFTFactorDataCache(DataCache):
+    def read_factor_from_cache(self, trade_time: datetime, factors: list[str], instrument_ids: list[str]) -> pl.DataFrame: ...
+
+class HFTReturnDataCache(DataCache):
+    def read_return_from_cache(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], adj_method: Literal['forward'] = 'forward') -> pl.DataFrame: ...
+
+def main() -> None: ...

datahub/datahub.pyi

@@ -0,0 +1,121 @@
+import numpy.typing as npt
+import polars as pl
+from .dbo.pg import Postgres as Postgres
+from .dbo.redis_stream import RedisStream as RedisStream
+from .dbo.sr import StarRocks as StarRocks
+from .protos.client_msg import BarMatrix as BarMatrix, MsgType as MsgType
+from .setting import Setting as Setting
+from .utils.logger import logger as logger
+from _typeshed import Incomplete
+from dataclasses import dataclass
+from datetime import date, datetime, time
+from pydantic import BaseModel
+from typing import Any, Iterator, Literal, Sequence
+
+class DataHubError(Exception): ...
+
+class CronTask(BaseModel):
+    task_id: str
+    task_type: str
+    task_name: str
+    task_status: str
+    task_params: dict[str, Any]
+    result: str | None
+    create_time: str | None
+    end_time: str | None
+
+@dataclass
+class BarDataMatrix:
+    msg_sequence: int
+    trade_time: datetime
+    last_timestamp: datetime
+    instrument_ids: Sequence[str]
+    cols: Sequence[str]
+    data_matrix: npt.NDArray[Any]
+    def to_df(self) -> pl.DataFrame: ...
+    @staticmethod
+    def get_empty_matrix(instrument_ids: Sequence[str], cols: Sequence[str], trade_time: datetime) -> BarDataMatrix: ...
+    @staticmethod
+    def from_df(instrument_ids: Sequence[str], cols: Sequence[str], trade_time: datetime, df: pl.DataFrame) -> BarDataMatrix: ...
+    @staticmethod
+    def from_proto(proto_msg: BarMatrix) -> BarDataMatrix: ...
+    def to_proto(self) -> BarMatrix: ...
+
+class RsTopic:
+    indicator_5min: str
+    factor_5min: str
+    predictor: str
+
+class DataHub:
+    setting: Incomplete
+    def __init__(self, setting: Setting) -> None: ...
+    @property
+    def calendar(self): ...
+    @property
+    def starrocks(self): ...
+    @property
+    def postgres(self): ...
+    @property
+    def redis(self): ...
+    def post_task(self, task: CronTask) -> dict[str, Any]: ...
+    def get_kline(self, freq: str, instruments: Sequence[str] = (), start_time: datetime | None = None, end_time: datetime | None = None, adj_method: str | None = None) -> pl.DataFrame: ...
+    def get_indicator_type(self): ...
+    def get_factor_type(self) -> pl.DataFrame: ...
+    def get_indicator_info(self, indicators: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_factor_info(self, factors: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_factor_info(self, resample_type: str, factors: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_y_info(self, resample_type: str, factors: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_factor_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_y_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_indicator_data(self, start_time: datetime, end_time: datetime | None = None, indicators: Sequence[str] = (), instruments: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_instrument_list(self, trade_date: date, indicators: Sequence[str] = ()) -> Sequence[str]: ...
+    def get_instrument_info(self, trade_date: date, fields: Sequence[str] | None = None, market: str | None = None, instrument_type: Literal['option', 'spot', 'future', 'etf'] | None = None) -> pl.DataFrame: ...
+    def get_future_domain_info(self, instrument_sub_type: str | None = None, start_date: date | None = None, end_date: date | None = None, market: str = 'CCFX', rank_id: int = 1, domain_factor: str = 'volume') -> pl.DataFrame: ...
+    def get_future_snapshot(self, instrument_sub_type: str, start_date: date, end_date: date, market: str = 'CCFX', rank_id: int = 1, domain_factor: str = 'volume') -> pl.DataFrame: ...
+    def get_universe(self, trade_date: date, universe: str | None = None) -> pl.DataFrame: ...
+    def get_indicator_matrix(self, trade_time: datetime, indicators: Sequence[str], instrument_ids: Sequence[str], expire_days: int = 1) -> BarDataMatrix: ...
+    def get_seq_factor_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_indicator_matrix_list(self, start_date: date, end_date: date, indicators: Sequence[str], instrument_ids: Sequence[str], expire_days: int = 1) -> list[BarDataMatrix]: ...
+    def get_risk_factor_matrix(self, version: str, trade_time: datetime, factors: Sequence[str], instrument_ids: Sequence[str]) -> BarDataMatrix: ...
+    def read_indicator_matrix(self, start_time: datetime | None = None, topic: str = ..., block: int = 0) -> Iterator[BarDataMatrix]: ...
+    def write_indicator_matrix(self, matrix: BarDataMatrix, topic: str = ...): ...
+    def delete_indicator_matrix(self, topic: str = ...): ...
+    def read_factor_matrix(self, start_time: datetime | None = None, topic: str = ..., block: int = 0) -> Iterator[BarDataMatrix]: ...
+    def write_factor_matrix(self, matrix: BarDataMatrix, topic: str = ...): ...
+    def delete_factor_matrix(self, topic: str = ...): ...
+    def read_predictor_matrix(self, start_time: datetime | None = None, topic: str = ..., block: int = 0) -> Iterator[BarDataMatrix]: ...
+    def write_predictor_matrix(self, matrix: BarDataMatrix, topic: str = ...): ...
+    def delete_predictor_matrix(self, topic: str = ...): ...
+    def get_factor_data(self, start_time: datetime, end_time: datetime | None = None, factors: Sequence[str] = (), instruments: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_factor_matrix(self, trade_time: datetime, factors: Sequence[str], instrument_ids: Sequence[str]) -> BarDataMatrix: ...
+    def get_return_data(self, start_time: datetime, end_time: datetime | None = None, factors: Sequence[str] = (), instruments: Sequence[str] = (), adj_method: Literal['forward'] = 'forward') -> pl.DataFrame: ...
+    def get_seq_y_data(self, start_time: datetime, end_time: datetime | None = None, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_return_matrix(self, trade_time: datetime, factors: Sequence[str], instrument_ids: Sequence[str], adj_method: Literal['forward'] = 'forward') -> BarDataMatrix: ...
+    def get_ex_factor_info(self, instruments: Sequence[str] = (), trade_date: date | None = None) -> pl.DataFrame: ...
+    def get_instrument_industry(self, trade_date: date, industry_source: str = 'sws', industry_level: Literal[1, 2, 3] = 1, use_last: bool = False) -> pl.DataFrame: ...
+    def get_md_transaction(self, start_date: date, end_date: date | None = None, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_md_snapshot(self, start_date: date, end_date: date | None = None, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_snapshot(self, start_date: date, end_date: date | None = None, instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_resample_lob(self, resample_type: str, start_date: date, end_date: date | None = None, instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_last_seq_snapshot(self, end_time: datetime, instruments: Sequence[str] = (), is_filter_limit: bool = False) -> pl.DataFrame: ...
+    def get_trading_days(self, start_date: date, end_date: date, market: str = 'XSHG') -> list[date]: ...
+    def upsert_from_file(self, database: str, table: str, file_path: str): ...
+    def get_blacklist(self, blacklist_ids: Sequence[str], end_date: date = None) -> pl.DataFrame: ...
+    def get_sbl_list(self, brokers: Sequence[str] = (), sbl_ids: Sequence[str] = (), start_date: date | None = None, end_date: date | None = None) -> pl.DataFrame: ...
+
+class Calendar:
+    def __init__(self, datahub: DataHub) -> None: ...
+    def after(self, trade_date: date, n: int): ...
+    def before(self, trade_date: date, n: int): ...
+    def between(self, start_date: date, end_date: date): ...
+    @staticmethod
+    def str2date(dt: str, fmt: str = '%Y-%m-%d') -> date: ...
+    @staticmethod
+    def str2datetime(dt: str, fmt: str = '%Y-%m-%d') -> datetime: ...
+    @staticmethod
+    def date2datetime(dt: date, hour: int = 0, minute: int = 0, second: int = 0) -> datetime: ...
+    @staticmethod
+    def datetime2date(dt: datetime) -> date: ...
+    def get_latest_trade_date(self, dt: date | None = None) -> date: ...
+    @staticmethod
+    def get_trading_hours(trade_date: date, freq: str, morning_time_range: tuple[time, time] = ..., afternoon_time_range: tuple[time, time] = ...) -> list[datetime]: ...

datahub/dbo/database.pyi

@@ -0,0 +1,19 @@
+import polars as pl
+from _typeshed import Incomplete
+from contextlib import contextmanager
+from datahub.utils.logger import logger as logger
+from sqlalchemy.engine import Connection as Connection, Engine as Engine
+from sqlalchemy.orm import Session as Session
+from typing import Any, Generator, Literal
+
+class Database:
+    engine: Incomplete
+    metadata: Incomplete
+    schema: Incomplete
+    session_factory: Incomplete
+    def __init__(self, connection_string: str, pool_size: int = 3, max_overflow: int = 10, pool_timeout: int = 30, pool_recycle: int = 3600) -> None: ...
+    def insert_many(self, table_name: str, data: list[dict[str, Any]]) -> int: ...
+    def query(self, sql: str, return_format: Literal['dataframe', 'records'] = 'dataframe') -> pl.DataFrame | list[dict] | None: ...
+    @contextmanager
+    def get_session(self) -> Generator[Session, Any, None]: ...
+    def query_with_session(self, sql: str, session: Session, return_format: Literal['dataframe', 'records'] = 'dataframe'): ...

datahub/dbo/pg.pyi

@@ -0,0 +1,15 @@
+import polars as pl
+from .database import Database as Database
+from _typeshed import Incomplete
+from datahub.setting import PostgresSetting as PostgresSetting
+from datahub.utils.logger import logger as logger
+from datetime import date
+from typing import Any, Sequence
+
+class Postgres(Database):
+    db_url: Incomplete
+    def __init__(self, setting: PostgresSetting) -> None: ...
+    def upsert_many(self, table_name: str, data: list[dict[str, Any]], keys: list[str]) -> int: ...
+    def get_trading_days(self, start_date: date, end_date: date, market: str = 'XSHG') -> list[date]: ...
+    def get_blacklist(self, blacklist_ids: Sequence[str], end_date: date = None) -> pl.DataFrame: ...
+    def get_sbl_list(self, brokers: Sequence[str] = (), sbl_ids: Sequence[str] = (), start_date: date | None = None, end_date: date | None = None) -> pl.DataFrame: ...

datahub/dbo/redis_stream.pyi

@@ -0,0 +1,15 @@
+from ..protos.client_msg import deserialize as deserialize, serialize as serialize
+from _typeshed import Incomplete
+from datahub.setting import RedisSetting as RedisSetting
+from typing import Any, Iterator, Sequence
+
+class RedisStream:
+    client: Incomplete
+    ident: Incomplete
+    def __init__(self, setting: RedisSetting) -> None: ...
+    def ensure_group(self, topics: Sequence[str]): ...
+    def set_position(self, topic: str, posi: str): ...
+    def read(self, topics: Sequence[str], count: int = 1, ignore_pending: bool = False, block: int = 0) -> Iterator[Any]: ...
+    def write(self, topic: str, proto_msg: Any): ...
+    def delete(self, topic: str): ...
+    def ack(self, topic: str, message_id: str): ...

datahub/dbo/sr.pyi

@@ -0,0 +1,54 @@
+import polars as pl
+from .database import Database as Database
+from _typeshed import Incomplete
+from datahub.setting import StarRocksSetting as StarRocksSetting
+from datahub.utils.logger import logger as logger
+from datahub.utils.sftp import SFTPClient as SFTPClient
+from datetime import date, datetime
+from typing import Literal, Sequence
+
+class StarRocks(Database):
+    db_url: Incomplete
+    http_url: Incomplete
+    username: Incomplete
+    password: Incomplete
+    setting: Incomplete
+    home_path: str
+    sftp_setting: Incomplete
+    force_query: Incomplete
+    def __init__(self, setting: StarRocksSetting) -> None: ...
+    def query_with_cache(self, sql: str, return_format: Literal['dataframe', 'records'] = 'dataframe') -> pl.DataFrame | list[dict] | None: ...
+    def query_large_data(self, sql: str) -> pl.DataFrame: ...
+    def get_indicator_type(self) -> pl.DataFrame: ...
+    @property
+    def factor_info(self) -> pl.DataFrame: ...
+    def get_factor_info(self, factors: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_factor_info(self, resample_type: str, factors: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_y_info(self, resample_type: str, factors: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_factor_type(self) -> pl.DataFrame: ...
+    def get_indicator_info(self, indicators: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_future_domain_info(self, instrument_sub_type: str | None = None, start_date: date | None = None, end_date: date | None = None, market: str = 'CCFX', rank_id: int = 1, domain_factor: str = 'volume') -> pl.DataFrame: ...
+    def get_future_snapshot(self, instrument_sub_type: str, start_date: date, end_date: date, market: str = 'CCFX', rank_id: int = 1, domain_factor: str = 'volume') -> pl.DataFrame: ...
+    def get_indicator_data(self, start_time: datetime, end_time: datetime, indicators: Sequence[str] = (), instruments: Sequence[str] = (), types: Sequence[str] = (), use_last: bool = False) -> pl.DataFrame: ...
+    def get_seq_factor_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_factor_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_factor_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_risk_factor_data(self, version: str, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_return_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = (), adj_method: Literal['forward'] = 'forward') -> pl.DataFrame: ...
+    def get_seq_y_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_y_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_ex_factor_info(self, instruments: Sequence[str] = (), trade_date: date | None = None) -> pl.DataFrame: ...
+    def get_kline(self, freq: str, instruments: Sequence[str] = (), start_time: datetime | None = None, end_time: datetime | None = None, adj_method: str | None = None) -> pl.DataFrame: ...
+    def get_md_transaction(self, start_date: date, end_date: date, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_instrument_industry(self, trade_date: date, industry_source: str = 'sws', industry_level: Literal[1, 2, 3] = 1, use_last: bool = False) -> pl.DataFrame: ...
+    def get_instrument_list(self, trade_date: date, indicators: Sequence[str] = ()) -> Sequence[str]: ...
+    def get_universe(self, trade_date: date, universe: str | None = None) -> pl.DataFrame: ...
+    def get_instrument_info(self, trade_date: date, fields: Sequence[str] | None = None, market: str | None = None, instrument_type: Literal['option', 'spot', 'future', 'etf'] | None = None) -> pl.DataFrame: ...
+    def get_md_snapshot(self, start_date: date, end_date: date, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_seq_snapshot(self, start_date: date, end_date: date, instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_resample_lob(self, resample_type: str, start_date: date, end_date: date, instruments: Sequence[str] = ()) -> pl.DataFrame: ...
+    def get_last_seq_snapshot(self, end_time: datetime, instruments: Sequence[str] = (), is_filter_limit: bool = False) -> pl.DataFrame: ...
+    def get_loads(self, label: str) -> pl.DataFrame: ...
+    def stream_load(self, database: str, table: str, file_path: str): ...
+    def broker_load_parquet(self, database: str, table: str, fields: Sequence[str], file_path: str, timeout: int = 3600, label: str | None = None, is_sync: bool = False) -> str: ...
+    def get_profile(self, sql: str) -> str: ...

datahub/setting.pyi

@@ -0,0 +1,46 @@
+from dataclasses import dataclass
+
+@dataclass
+class RedisSetting:
+    url: str
+    ident: str
+
+@dataclass
+class SftpSetting:
+    host: str
+    port: int
+    username: str
+    password: str
+    home_path: str
+
+@dataclass
+class StarRocksSetting:
+    host: str
+    db_port: int
+    http_port: int
+    username: str
+    password: str
+    timezone: str = ...
+    force_query: bool = ...
+    sftp: SftpSetting | None = ...
+
+@dataclass
+class PostgresSetting:
+    host: str
+    db_port: int
+    username: str
+    password: str
+
+@dataclass
+class CronServerSetting:
+    host: str
+    port: int
+
+@dataclass
+class Setting:
+    redis: RedisSetting | None = ...
+    starrocks: StarRocksSetting | None = ...
+    postgres: PostgresSetting | None = ...
+    sftp: SftpSetting | None = ...
+    cron_server: CronServerSetting | None = ...
+    timezone: str = ...

datahub/utils/logger.pyi

@@ -0,0 +1,27 @@
+from .monitor import Feishu as Feishu
+from _typeshed import Incomplete
+from typing import Callable, Literal
+
+LOGURU_LEVEL: Incomplete
+
+def timer_decorator(func: Callable) -> Callable: ...
+def filter_log_level(record, level): ...
+
+class Logger:
+    log_dir: Incomplete
+    retention: Incomplete
+    name: Incomplete
+    log_format: Incomplete
+    trace: Incomplete
+    debug: Incomplete
+    info: Incomplete
+    warning: Incomplete
+    error: Incomplete
+    exception: Incomplete
+    min_level: Incomplete
+    min_level_no: Incomplete
+    monitor_type: Incomplete
+    monitor: Incomplete
+    def __init__(self, name: str, log_dir: str | None = None, retention: int = 5, monitor_type: Literal['Feishu'] = 'Feishu') -> None: ...
+
+def main() -> None: ...

datahub/utils/monitor/__init__.pyi

@@ -0,0 +1,2 @@
+from .base import Monitor as Monitor
+from .feishu import Feishu as Feishu

datahub/utils/monitor/base.pyi

@@ -0,0 +1,11 @@
+from dataclasses import dataclass
+
+@dataclass
+class Monitor:
+    def to(self, who: str): ...
+    def at(self, who: str): ...
+    def clear(self) -> None: ...
+    def info(self, msg: str): ...
+    def error(self, msg: str): ...
+    def warning(self, msg: str): ...
+    def debug(self, msg: str): ...

datahub/utils/monitor/feishu.pyi

@@ -0,0 +1,14 @@
+from .base import Monitor as Monitor
+from _typeshed import Incomplete
+from dataclasses import dataclass, field
+
+TARGET: Incomplete
+
+@dataclass
+class Feishu(Monitor):
+    app_id: str = ...
+    app_secret: str = ...
+    users: dict = field(default_factory=Incomplete)
+    chats: dict = field(default_factory=Incomplete)
+    def to(self, who: TARGET): ...
+    def at(self, who: TARGET): ...

datahub/utils/sftp.pyi

@@ -0,0 +1,18 @@
+from _typeshed import Incomplete
+from datahub.setting import SftpSetting
+from paramiko import SFTPClient as _SFTPClient
+
+__all__ = ['SFTPClient']
+
+class SFTPClient:
+    setting: Incomplete
+    chmod: Incomplete
+    ssh: Incomplete
+    sftp: _SFTPClient
+    def __init__(self, setting: SftpSetting, chmod: int = 509) -> None: ...
+    def ensure_dir(self, dir_path: str, chmod: int = 509) -> bool: ...
+    def rmdir_recursive(self, path: str): ...
+    def connect(self): ...
+    def close(self) -> None: ...
+    def __enter__(self): ...
+    def __exit__(self, exc_type: type[BaseException] | None, exc_val: BaseException | None, exc_tb: types.TracebackType | None) -> None: ...

datahub.pyi

@@ -17,7 +17,6 @@ __name__ = ...
 
 # Modules used internally, to allow implicit dependencies to be seen:
 import os
-import _frozen_importlib_external
 import datetime
 import time
 import dataclasses

{datahub_binary-1.4.7.dist-info → datahub_binary-1.4.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: datahub_binary
-Version: 1.4.7
+Version: 1.4.9
 Summary: A comprehensive Python library for data processing, integration, and management.
 Requires-Python: <3.13,>=3.9
 Description-Content-Type: text/markdown

datahub_binary-1.4.9.dist-info/RECORD

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+datahub/utils/monitor/base.pyi,sha256=n1dKYK73JJ_7QPkCWFc-6Aj_a16j2z_VBaQ9zkN9A3E,310
+datahub/utils/monitor/feishu.pyi,sha256=GgvJXYeX3cPOQjqpV0GJUr_Ri1_cZe2-viRBkpe6O_g,402
+datahub.build/.gitignore,sha256=aEiIwOuxfzdCmLZe4oB1JsBmCUxwG8x-u-HBCV9JT8E,1
+datahub_binary-1.4.9.dist-info/METADATA,sha256=fJXI17taUl48dejnemLFPZsOPOn7izrMB4TT8fQsQf0,806
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+datahub_binary-1.4.9.dist-info/top_level.txt,sha256=J0rzqYfZghMgpObWaPGhQtV88I-KXrgArDvi_ddf6ZA,8
+datahub_binary-1.4.9.dist-info/RECORD,,

{datahub_binary-1.4.7.dist-info → datahub_binary-1.4.9.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: Nuitka (2.7.10)
+Generator: Nuitka (2.7.11)
 Root-Is-Purelib: false
 Tag: cp312-cp312-win_amd64
 

datahub_binary-1.4.7.dist-info/RECORD

@@ -1,16 +0,0 @@
-datahub.cp312-win_amd64.pyd,sha256=82y2OZDtnBETYoaLReK71NMm-7v5Enq64XNliHVGZS4,1796608
-datahub.pyi,sha256=8HXrC_9uuH03DtGCJIlr4-jb33B9rgHhs9ZZ4Q4li4A,1483
-datahub/protos/client_pb2.pyi,sha256=CZTEbNX3LduN31Ir1gNb4iK9GFEbP75kc4yeuAwg-dA,220830
-datahub/protos/common_pb2.pyi,sha256=KCzIIakHr0iViKFNFcK1ZotkqcQuZ9_XTNIfvyvcSbM,32839
-datahub/protos/management_pb2.pyi,sha256=DtHNxR31C1T4HTUWT7KSsFPMvHiq37u_3G3aO__McA8,23183
-datahub/protos/position_pb2.pyi,sha256=C4FCpOCjQrNtqvtjvxPZFbDG7aWBsjmQEBSzNVmRKp4,32252
-datahub/protos/query_pb2.pyi,sha256=V6-yht8zbiCm02e7MTb1Ag_afoMnBFX1YsIETdom87I,15945
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-datahub/protos/trade_pb2.pyi,sha256=YLZFMLEMR3q1fSQxgyR81BsVvYngNQPbKPKvLA7ktjs,49810
-datahub.build/.gitignore,sha256=aEiIwOuxfzdCmLZe4oB1JsBmCUxwG8x-u-HBCV9JT8E,1
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-datahub_binary-1.4.7.dist-info/RECORD,,