datahub_binary 1.4.9__cp312-cp312-win_amd64.whl → 1.4.10__cp312-cp312-win_amd64.whl
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.
- datahub/dbo/sr.pyi +1 -0
- datahub.cp312-win_amd64.pyd +0 -0
- datahub_binary-1.4.10.dist-info/METADATA +252 -0
- {datahub_binary-1.4.9.dist-info → datahub_binary-1.4.10.dist-info}/RECORD +6 -6
- datahub_binary-1.4.9.dist-info/METADATA +0 -22
- {datahub_binary-1.4.9.dist-info → datahub_binary-1.4.10.dist-info}/WHEEL +0 -0
- {datahub_binary-1.4.9.dist-info → datahub_binary-1.4.10.dist-info}/top_level.txt +0 -0
datahub/dbo/sr.pyi
CHANGED
|
@@ -38,6 +38,7 @@ class StarRocks(Database):
|
|
|
38
38
|
def get_seq_y_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
|
|
39
39
|
def get_seq_y_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
|
|
40
40
|
def get_ex_factor_info(self, instruments: Sequence[str] = (), trade_date: date | None = None) -> pl.DataFrame: ...
|
|
41
|
+
def get_trading_days(self, start_date: date, end_date: date, market: str = 'XSHG') -> list[date]: ...
|
|
41
42
|
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: ...
|
|
42
43
|
def get_md_transaction(self, start_date: date, end_date: date, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame: ...
|
|
43
44
|
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: ...
|
datahub.cp312-win_amd64.pyd
CHANGED
|
Binary file
|
|
@@ -0,0 +1,252 @@
|
|
|
1
|
+
Metadata-Version: 2.4
|
|
2
|
+
Name: datahub_binary
|
|
3
|
+
Version: 1.4.10
|
|
4
|
+
Summary: A comprehensive Python library for data processing, integration, and management.
|
|
5
|
+
Requires-Python: <3.13,>=3.9
|
|
6
|
+
Description-Content-Type: text/markdown
|
|
7
|
+
Requires-Dist: SQLAlchemy>=1.0.0
|
|
8
|
+
Requires-Dist: httpx[socks]>=0.28.0
|
|
9
|
+
Requires-Dist: starrocks>=1.0.0
|
|
10
|
+
Requires-Dist: polars-lts-cpu>=1.0.0; sys_platform == "darwin"
|
|
11
|
+
Requires-Dist: polars>=1.0.0; sys_platform != "darwin"
|
|
12
|
+
Requires-Dist: loguru>=0.7.3
|
|
13
|
+
Requires-Dist: numpy>=2.0.0
|
|
14
|
+
Requires-Dist: protobuf>=6.30.1
|
|
15
|
+
Requires-Dist: redis>=5.2.1
|
|
16
|
+
Requires-Dist: psycopg2-binary>=2.9.10
|
|
17
|
+
Requires-Dist: paramiko>=3.5.1
|
|
18
|
+
Requires-Dist: toml>=0.10.0
|
|
19
|
+
Requires-Dist: pydantic>=2.11.3
|
|
20
|
+
Requires-Dist: lark-oapi>=1.4.14
|
|
21
|
+
Requires-Dist: pyzmq>=26.4.0
|
|
22
|
+
Requires-Dist: sortedcontainers>=2.4.0
|
|
23
|
+
|
|
24
|
+
### 使用示例
|
|
25
|
+
|
|
26
|
+
```python3
|
|
27
|
+
import os
|
|
28
|
+
from datetime import datetime
|
|
29
|
+
|
|
30
|
+
import polars as pl
|
|
31
|
+
|
|
32
|
+
os.environ["LOGURU_LEVEL"] = "TRACE"
|
|
33
|
+
|
|
34
|
+
from datahub import *
|
|
35
|
+
|
|
36
|
+
|
|
37
|
+
def main():
|
|
38
|
+
starrocks_setting = StarRocksSetting(
|
|
39
|
+
host="xxx",
|
|
40
|
+
db_port=9030,
|
|
41
|
+
http_port=8040,
|
|
42
|
+
username="xxx",
|
|
43
|
+
password="xxx",
|
|
44
|
+
# sftp=sftp_setting # 设置sftp后会启用大查询缓存
|
|
45
|
+
)
|
|
46
|
+
|
|
47
|
+
setting = Setting(
|
|
48
|
+
starrocks=starrocks_setting,
|
|
49
|
+
)
|
|
50
|
+
datahub = DataHub(setting)
|
|
51
|
+
start_time = datetime(2024, 12, 19)
|
|
52
|
+
end_time = datetime(2024, 12, 29)
|
|
53
|
+
# pl.Config.set_tbl_cols(-1) # -1 表示显示所有列
|
|
54
|
+
# pl.Config.set_fmt_str_lengths(100) # 设置字符串显示长度
|
|
55
|
+
# pl.Config.set_tbl_width_chars(200) # 设置表格宽度字符数
|
|
56
|
+
|
|
57
|
+
# 发送监控报警
|
|
58
|
+
# mylogger = logger.Logger("test")
|
|
59
|
+
# mylogger.monitor.to("alpha运维").info("test")
|
|
60
|
+
# mylogger.monitor.to("alpha运维").at("all").error("test")
|
|
61
|
+
|
|
62
|
+
print("获取交易日")
|
|
63
|
+
result = datahub.get_trading_days(start_time, end_time)
|
|
64
|
+
print(result)
|
|
65
|
+
|
|
66
|
+
print("获取指定日期, 指定indicator 可用标的")
|
|
67
|
+
result = datahub.get_instrument_list(
|
|
68
|
+
trade_date=start_time.date(),
|
|
69
|
+
indicators=["premiums_income"],
|
|
70
|
+
)
|
|
71
|
+
print(result)
|
|
72
|
+
|
|
73
|
+
print("获取指定日期标的信息")
|
|
74
|
+
result = datahub.get_instrument_info(
|
|
75
|
+
trade_date=start_time.date(), market="XSHG", instrument_type="spot")
|
|
76
|
+
print(result)
|
|
77
|
+
|
|
78
|
+
print("获取指定日期标的池")
|
|
79
|
+
result = datahub.get_universe(trade_date=datetime(
|
|
80
|
+
2025, 2, 20), universe="basic_alpha")
|
|
81
|
+
print(result)
|
|
82
|
+
|
|
83
|
+
print("获取某日逐笔成交")
|
|
84
|
+
result = datahub.get_md_transaction(
|
|
85
|
+
start_date=datetime(2025, 1, 27).date(),
|
|
86
|
+
instruments=["508086.XSHG"],
|
|
87
|
+
)
|
|
88
|
+
print(result)
|
|
89
|
+
|
|
90
|
+
print("获取某日快照行情")
|
|
91
|
+
result = datahub.get_md_snapshot(
|
|
92
|
+
start_date=datetime(2025, 1, 27).date(),
|
|
93
|
+
instruments=["508086.XSHG"],
|
|
94
|
+
)
|
|
95
|
+
print(result)
|
|
96
|
+
|
|
97
|
+
print("获取某日快照行情")
|
|
98
|
+
result = datahub.get_trading_days(
|
|
99
|
+
start_date=start_time.date(),
|
|
100
|
+
end_date=end_time.date(),
|
|
101
|
+
)
|
|
102
|
+
print(result)
|
|
103
|
+
|
|
104
|
+
print("获取指标值")
|
|
105
|
+
result = datahub.get_indicator_data(
|
|
106
|
+
start_time=start_time,
|
|
107
|
+
end_time=end_time,
|
|
108
|
+
# indicators=["5min_stat_open"],
|
|
109
|
+
instruments=["600519.XSHG"],
|
|
110
|
+
types=["5min_stat"]
|
|
111
|
+
)
|
|
112
|
+
print(result)
|
|
113
|
+
|
|
114
|
+
print("获取BarDataMatrix")
|
|
115
|
+
bar_data = datahub.get_indicator_matrix(
|
|
116
|
+
trade_time=datetime(2024, 12, 19, 10),
|
|
117
|
+
indicators=["5min_stat_open", "5min_stat_low"],
|
|
118
|
+
instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
|
|
119
|
+
)
|
|
120
|
+
print(bar_data)
|
|
121
|
+
|
|
122
|
+
print("获取BarDataMatrix列表")
|
|
123
|
+
bar_data = datahub.get_indicator_matrix_list(
|
|
124
|
+
start_date=datetime(2024, 12, 19, 10),
|
|
125
|
+
end_date=datetime(2024, 12, 20, 10),
|
|
126
|
+
indicators=["5min_stat_open", "5min_stat_low"],
|
|
127
|
+
instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
|
|
128
|
+
)
|
|
129
|
+
print(bar_data)
|
|
130
|
+
|
|
131
|
+
print("获取因子值")
|
|
132
|
+
result = datahub.get_factor_data(
|
|
133
|
+
start_time=start_time,
|
|
134
|
+
end_time=end_time,
|
|
135
|
+
# factors=["5min_stat_open"],
|
|
136
|
+
instruments=["600519.XSHG"],
|
|
137
|
+
types=["5min_stat"]
|
|
138
|
+
)
|
|
139
|
+
print(result)
|
|
140
|
+
|
|
141
|
+
print("获取因子值矩阵")
|
|
142
|
+
result = datahub.get_factor_matrix(
|
|
143
|
+
trade_time=datetime(2024, 12, 19, 10),
|
|
144
|
+
factors=["5min_stat_open", "5min_stat_low"],
|
|
145
|
+
instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
|
|
146
|
+
)
|
|
147
|
+
print(result)
|
|
148
|
+
|
|
149
|
+
print("获取收益率数据")
|
|
150
|
+
result = datahub.get_return_data(
|
|
151
|
+
start_time=start_time,
|
|
152
|
+
end_time=end_time,
|
|
153
|
+
instruments=["600519.XSHG"],
|
|
154
|
+
)
|
|
155
|
+
print(result)
|
|
156
|
+
|
|
157
|
+
print("获取收益率矩阵")
|
|
158
|
+
result = datahub.get_return_matrix(
|
|
159
|
+
trade_time=datetime(2024, 10, 31, 19, 15),
|
|
160
|
+
factors=["forward_ret_raw_1d"],
|
|
161
|
+
instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
|
|
162
|
+
)
|
|
163
|
+
print(result)
|
|
164
|
+
|
|
165
|
+
print("获取K线")
|
|
166
|
+
result = datahub.get_kline(
|
|
167
|
+
"5min", instruments=["600519.XSHG", "603350.XSHG"],
|
|
168
|
+
start_time=start_time, end_time=end_time, adj_method="backward"
|
|
169
|
+
)
|
|
170
|
+
print(result)
|
|
171
|
+
|
|
172
|
+
print("获取指标信息")
|
|
173
|
+
result = datahub.get_indicator_info()
|
|
174
|
+
print(result)
|
|
175
|
+
|
|
176
|
+
print("获取指标类型信息")
|
|
177
|
+
result = datahub.get_indicator_type()
|
|
178
|
+
print(result)
|
|
179
|
+
|
|
180
|
+
print("获取因子类型信息")
|
|
181
|
+
result = datahub.get_factor_type()
|
|
182
|
+
print(result)
|
|
183
|
+
|
|
184
|
+
print("获取行业分类信息")
|
|
185
|
+
result = datahub.get_instrument_industry(datetime(2018, 1, 5).date())
|
|
186
|
+
print(result)
|
|
187
|
+
|
|
188
|
+
print("获取交易日")
|
|
189
|
+
result = datahub.calendar.get_latest_trade_date(
|
|
190
|
+
dt=datetime(2025, 1, 4).date())
|
|
191
|
+
print(result)
|
|
192
|
+
|
|
193
|
+
print("获取主力期货合约信息")
|
|
194
|
+
result = datahub.get_future_domain_info("IC")
|
|
195
|
+
print(result)
|
|
196
|
+
|
|
197
|
+
print("获取主力期货快照行情")
|
|
198
|
+
result = datahub.get_future_snapshot(
|
|
199
|
+
"IC", start_date=start_time.date(), end_date=end_time.date())
|
|
200
|
+
print(result)
|
|
201
|
+
|
|
202
|
+
print("获取return_factor的数据")
|
|
203
|
+
df = datahub.get_return_matrix(
|
|
204
|
+
trade_time=datetime(2018, 1, 29, 9, 35),
|
|
205
|
+
factors=["ret_raw_1d", "ret_raw_3d", "ret_raw_5d"],
|
|
206
|
+
instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
|
|
207
|
+
)
|
|
208
|
+
print(df)
|
|
209
|
+
|
|
210
|
+
print("获取risk_factor的数据")
|
|
211
|
+
df = datahub.get_risk_factor_matrix(
|
|
212
|
+
version="rq_v2_sws2021",
|
|
213
|
+
trade_time=datetime(2018, 1, 11, 20),
|
|
214
|
+
factors=["liquidity", "longterm_reversal", "mid_cap"],
|
|
215
|
+
instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
|
|
216
|
+
)
|
|
217
|
+
print(df)
|
|
218
|
+
|
|
219
|
+
print("获取最新黑名单列表, 可以指定日期")
|
|
220
|
+
df = datahub.get_blacklist(blacklist_ids=["cms_dma_blacklist", "XXX"], end_date=None)
|
|
221
|
+
print(df)
|
|
222
|
+
|
|
223
|
+
print("获取券池列表, 可以指定券池和日期")
|
|
224
|
+
df = datahub.get_sbl_list(end_date=datetime(2025, 1, 1))
|
|
225
|
+
print(df)
|
|
226
|
+
|
|
227
|
+
print("获取seq y")
|
|
228
|
+
df = datahub.get_seq_y_info(resample_type="time_interval_ms_500",)
|
|
229
|
+
print(df)
|
|
230
|
+
|
|
231
|
+
print("获取seq factor info")
|
|
232
|
+
df = datahub.get_seq_factor_info(resample_type="time_interval_ms_500",)
|
|
233
|
+
print(df)
|
|
234
|
+
|
|
235
|
+
print("获取 seq factor")
|
|
236
|
+
df = datahub.get_seq_factor_data(
|
|
237
|
+
start_time=datetime(2025, 2, 10, 9, 30, 9, 920000),
|
|
238
|
+
end_time=datetime(2025, 2, 10, 9, 30, 11, 920000),
|
|
239
|
+
factors=["ActiveCashFlowFactors__lookback_tick_30s__time_interval_ms_500__buy_amount"],
|
|
240
|
+
instruments=["000029.XSHE"]
|
|
241
|
+
)
|
|
242
|
+
print(df)
|
|
243
|
+
|
|
244
|
+
print("获取get_seq_y_stat")
|
|
245
|
+
df = datahub.get_seq_y_stat(start_time=datetime(2025, 1, 10, 23), end_time=datetime(2025, 1, 10, 23),
|
|
246
|
+
stat_type="std_1d")
|
|
247
|
+
print(df)
|
|
248
|
+
|
|
249
|
+
|
|
250
|
+
if __name__ == "__main__":
|
|
251
|
+
main()
|
|
252
|
+
```
|
|
@@ -1,4 +1,4 @@
|
|
|
1
|
-
datahub.cp312-win_amd64.pyd,sha256=
|
|
1
|
+
datahub.cp312-win_amd64.pyd,sha256=kWmDuLEYfXKYeLaNn3CC5wSy8aOktPyw_1yrt7CuRtg,1786880
|
|
2
2
|
datahub.pyi,sha256=IXQ1dWxIq3itkkoYNJiPuRMWksWE1_4XVpjRYjy9tnQ,1449
|
|
3
3
|
datahub/__init__.pyi,sha256=hX8D9Qd6uPjZiUBd6rIq7Llkt_H4l_RvRXsws3sdYbI,630
|
|
4
4
|
datahub/datacache.pyi,sha256=rVDkzr0nLn54RT6EkYMDBh41t788XfVFyL4XKTJ2eSM,3587
|
|
@@ -8,7 +8,7 @@ datahub/ats/client_sdk.pyi,sha256=wwYRrVlM_qnpGhUifS-xgBAwoUDgQgFAC6TkTq8CLX8,32
|
|
|
8
8
|
datahub/dbo/database.pyi,sha256=O8Gp0Os3tzznLa6hdmCaXnq7Iw4xAAkW4YcjK0jUSUY,1024
|
|
9
9
|
datahub/dbo/pg.pyi,sha256=zSr5GAiPVwvqXSN6qctkUh1My7c2tMyGETJB0Ir1Uvo,871
|
|
10
10
|
datahub/dbo/redis_stream.pyi,sha256=B3DJ5GQ_gnGqaPAGwgHwvTAVubMz99mAaoS8EK_2VaQ,734
|
|
11
|
-
datahub/dbo/sr.pyi,sha256=
|
|
11
|
+
datahub/dbo/sr.pyi,sha256=S-xVb0WDkxgusdot4FGQJ6dyTsMdehFUybllWYPe-BU,5375
|
|
12
12
|
datahub/protos/client_pb2.pyi,sha256=CZTEbNX3LduN31Ir1gNb4iK9GFEbP75kc4yeuAwg-dA,220830
|
|
13
13
|
datahub/protos/common_pb2.pyi,sha256=KCzIIakHr0iViKFNFcK1ZotkqcQuZ9_XTNIfvyvcSbM,32839
|
|
14
14
|
datahub/protos/management_pb2.pyi,sha256=DtHNxR31C1T4HTUWT7KSsFPMvHiq37u_3G3aO__McA8,23183
|
|
@@ -25,7 +25,7 @@ datahub/utils/monitor/__init__.pyi,sha256=EOwgf8CbJ4g3iUAaFoR6O-mYemJ9xjP42zlBj2
|
|
|
25
25
|
datahub/utils/monitor/base.pyi,sha256=n1dKYK73JJ_7QPkCWFc-6Aj_a16j2z_VBaQ9zkN9A3E,310
|
|
26
26
|
datahub/utils/monitor/feishu.pyi,sha256=GgvJXYeX3cPOQjqpV0GJUr_Ri1_cZe2-viRBkpe6O_g,402
|
|
27
27
|
datahub.build/.gitignore,sha256=aEiIwOuxfzdCmLZe4oB1JsBmCUxwG8x-u-HBCV9JT8E,1
|
|
28
|
-
datahub_binary-1.4.
|
|
29
|
-
datahub_binary-1.4.
|
|
30
|
-
datahub_binary-1.4.
|
|
31
|
-
datahub_binary-1.4.
|
|
28
|
+
datahub_binary-1.4.10.dist-info/METADATA,sha256=D70IvDmHs7fjTK9H6VP9FsCGJ0V4Tg51llWqNjaFZFM,7841
|
|
29
|
+
datahub_binary-1.4.10.dist-info/WHEEL,sha256=wQGB_Dged6RIso_Q-D9Gk_VsGJ3cQzyC7g9I2lGvFV4,97
|
|
30
|
+
datahub_binary-1.4.10.dist-info/top_level.txt,sha256=J0rzqYfZghMgpObWaPGhQtV88I-KXrgArDvi_ddf6ZA,8
|
|
31
|
+
datahub_binary-1.4.10.dist-info/RECORD,,
|
|
@@ -1,22 +0,0 @@
|
|
|
1
|
-
Metadata-Version: 2.4
|
|
2
|
-
Name: datahub_binary
|
|
3
|
-
Version: 1.4.9
|
|
4
|
-
Summary: A comprehensive Python library for data processing, integration, and management.
|
|
5
|
-
Requires-Python: <3.13,>=3.9
|
|
6
|
-
Description-Content-Type: text/markdown
|
|
7
|
-
Requires-Dist: SQLAlchemy>=1.0.0
|
|
8
|
-
Requires-Dist: httpx[socks]>=0.28.0
|
|
9
|
-
Requires-Dist: starrocks>=1.0.0
|
|
10
|
-
Requires-Dist: polars-lts-cpu>=1.0.0; sys_platform == "darwin"
|
|
11
|
-
Requires-Dist: polars>=1.0.0; sys_platform != "darwin"
|
|
12
|
-
Requires-Dist: loguru>=0.7.3
|
|
13
|
-
Requires-Dist: numpy>=2.0.0
|
|
14
|
-
Requires-Dist: protobuf>=6.30.1
|
|
15
|
-
Requires-Dist: redis>=5.2.1
|
|
16
|
-
Requires-Dist: psycopg2-binary>=2.9.10
|
|
17
|
-
Requires-Dist: paramiko>=3.5.1
|
|
18
|
-
Requires-Dist: toml>=0.10.0
|
|
19
|
-
Requires-Dist: pydantic>=2.11.3
|
|
20
|
-
Requires-Dist: lark-oapi>=1.4.14
|
|
21
|
-
Requires-Dist: pyzmq>=26.4.0
|
|
22
|
-
Requires-Dist: sortedcontainers>=2.4.0
|
|
File without changes
|
|
File without changes
|