datahub_binary 1.4.9__cp312-cp312-win_amd64.whl → 1.4.11__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/datahub.pyi +4 -5
- datahub/dbo/sr.pyi +1 -0
- datahub.cp312-win_amd64.pyd +0 -0
- datahub_binary-1.4.11.dist-info/METADATA +252 -0
- {datahub_binary-1.4.9.dist-info → datahub_binary-1.4.11.dist-info}/RECORD +7 -7
- {datahub_binary-1.4.9.dist-info → datahub_binary-1.4.11.dist-info}/WHEEL +1 -1
- datahub_binary-1.4.9.dist-info/METADATA +0 -22
- {datahub_binary-1.4.9.dist-info → datahub_binary-1.4.11.dist-info}/top_level.txt +0 -0
datahub/datahub.pyi
CHANGED
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@@ -6,7 +6,6 @@ from .dbo.sr import StarRocks as StarRocks
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from .protos.client_msg import BarMatrix as BarMatrix, MsgType as MsgType
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from .setting import Setting as Setting
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from .utils.logger import logger as logger
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from _typeshed import Incomplete
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from dataclasses import dataclass
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from datetime import date, datetime, time
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from pydantic import BaseModel
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@@ -47,14 +46,14 @@ class RsTopic:
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predictor: str
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class DataHub:
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setting:
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setting: Setting
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def __init__(self, setting: Setting) -> None: ...
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@property
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def calendar(self): ...
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def calendar(self) -> Calendar: ...
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@property
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def starrocks(self): ...
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def starrocks(self) -> StarRocks: ...
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@property
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def postgres(self): ...
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def postgres(self) -> Postgres: ...
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@property
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def redis(self): ...
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def post_task(self, task: CronTask) -> dict[str, Any]: ...
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datahub/dbo/sr.pyi
CHANGED
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@@ -38,6 +38,7 @@ class StarRocks(Database):
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def get_seq_y_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
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def get_seq_y_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
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def get_ex_factor_info(self, instruments: Sequence[str] = (), trade_date: date | None = None) -> pl.DataFrame: ...
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def get_trading_days(self, start_date: date, end_date: date, market: str = 'XSHG') -> list[date]: ...
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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: ...
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def get_md_transaction(self, start_date: date, end_date: date, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame: ...
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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: ...
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datahub.cp312-win_amd64.pyd
CHANGED
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Binary file
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@@ -0,0 +1,252 @@
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1
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Metadata-Version: 2.4
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Name: datahub_binary
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Version: 1.4.11
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Summary: A comprehensive Python library for data processing, integration, and management.
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Requires-Python: <3.13,>=3.9
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Description-Content-Type: text/markdown
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Requires-Dist: SQLAlchemy>=1.0.0
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Requires-Dist: httpx[socks]>=0.28.0
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Requires-Dist: starrocks>=1.0.0
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Requires-Dist: polars-lts-cpu>=1.0.0; sys_platform == "darwin"
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Requires-Dist: polars>=1.0.0; sys_platform != "darwin"
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Requires-Dist: loguru>=0.7.3
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Requires-Dist: numpy>=2.0.0
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Requires-Dist: protobuf>=6.30.1
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Requires-Dist: redis>=5.2.1
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Requires-Dist: psycopg2-binary>=2.9.10
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Requires-Dist: paramiko>=3.5.1
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Requires-Dist: toml>=0.10.0
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Requires-Dist: pydantic>=2.11.3
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Requires-Dist: lark-oapi>=1.4.14
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Requires-Dist: pyzmq>=26.4.0
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Requires-Dist: sortedcontainers>=2.4.0
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### 使用示例
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```python3
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import os
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from datetime import datetime
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import polars as pl
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os.environ["LOGURU_LEVEL"] = "TRACE"
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from datahub import *
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def main():
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starrocks_setting = StarRocksSetting(
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host="xxx",
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db_port=9030,
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http_port=8040,
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username="xxx",
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password="xxx",
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# sftp=sftp_setting # 设置sftp后会启用大查询缓存
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)
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setting = Setting(
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starrocks=starrocks_setting,
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)
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datahub = DataHub(setting)
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start_time = datetime(2024, 12, 19)
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end_time = datetime(2024, 12, 29)
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# pl.Config.set_tbl_cols(-1) # -1 表示显示所有列
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# pl.Config.set_fmt_str_lengths(100) # 设置字符串显示长度
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# pl.Config.set_tbl_width_chars(200) # 设置表格宽度字符数
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# 发送监控报警
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# mylogger = logger.Logger("test")
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# mylogger.monitor.to("alpha运维").info("test")
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# mylogger.monitor.to("alpha运维").at("all").error("test")
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print("获取交易日")
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result = datahub.get_trading_days(start_time, end_time)
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print(result)
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print("获取指定日期, 指定indicator 可用标的")
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result = datahub.get_instrument_list(
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trade_date=start_time.date(),
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indicators=["premiums_income"],
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)
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print(result)
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print("获取指定日期标的信息")
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result = datahub.get_instrument_info(
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trade_date=start_time.date(), market="XSHG", instrument_type="spot")
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print(result)
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print("获取指定日期标的池")
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result = datahub.get_universe(trade_date=datetime(
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2025, 2, 20), universe="basic_alpha")
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print(result)
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print("获取某日逐笔成交")
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result = datahub.get_md_transaction(
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start_date=datetime(2025, 1, 27).date(),
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instruments=["508086.XSHG"],
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)
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print(result)
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print("获取某日快照行情")
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result = datahub.get_md_snapshot(
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start_date=datetime(2025, 1, 27).date(),
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instruments=["508086.XSHG"],
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)
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print(result)
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print("获取某日快照行情")
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result = datahub.get_trading_days(
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start_date=start_time.date(),
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end_date=end_time.date(),
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)
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print(result)
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print("获取指标值")
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result = datahub.get_indicator_data(
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start_time=start_time,
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end_time=end_time,
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# indicators=["5min_stat_open"],
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instruments=["600519.XSHG"],
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types=["5min_stat"]
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)
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print(result)
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print("获取BarDataMatrix")
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bar_data = datahub.get_indicator_matrix(
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trade_time=datetime(2024, 12, 19, 10),
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indicators=["5min_stat_open", "5min_stat_low"],
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instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
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)
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print(bar_data)
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print("获取BarDataMatrix列表")
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bar_data = datahub.get_indicator_matrix_list(
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start_date=datetime(2024, 12, 19, 10),
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end_date=datetime(2024, 12, 20, 10),
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indicators=["5min_stat_open", "5min_stat_low"],
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instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
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)
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print(bar_data)
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print("获取因子值")
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result = datahub.get_factor_data(
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start_time=start_time,
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end_time=end_time,
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# factors=["5min_stat_open"],
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instruments=["600519.XSHG"],
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types=["5min_stat"]
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)
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print(result)
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print("获取因子值矩阵")
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result = datahub.get_factor_matrix(
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trade_time=datetime(2024, 12, 19, 10),
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factors=["5min_stat_open", "5min_stat_low"],
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instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
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)
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print(result)
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print("获取收益率数据")
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result = datahub.get_return_data(
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start_time=start_time,
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end_time=end_time,
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instruments=["600519.XSHG"],
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)
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print(result)
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print("获取收益率矩阵")
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result = datahub.get_return_matrix(
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trade_time=datetime(2024, 10, 31, 19, 15),
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factors=["forward_ret_raw_1d"],
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instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
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)
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print(result)
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print("获取K线")
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result = datahub.get_kline(
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"5min", instruments=["600519.XSHG", "603350.XSHG"],
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start_time=start_time, end_time=end_time, adj_method="backward"
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)
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print(result)
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print("获取指标信息")
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result = datahub.get_indicator_info()
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print(result)
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print("获取指标类型信息")
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result = datahub.get_indicator_type()
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print(result)
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print("获取因子类型信息")
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result = datahub.get_factor_type()
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print(result)
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print("获取行业分类信息")
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result = datahub.get_instrument_industry(datetime(2018, 1, 5).date())
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print(result)
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print("获取交易日")
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result = datahub.calendar.get_latest_trade_date(
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dt=datetime(2025, 1, 4).date())
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print(result)
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print("获取主力期货合约信息")
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result = datahub.get_future_domain_info("IC")
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print(result)
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print("获取主力期货快照行情")
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result = datahub.get_future_snapshot(
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"IC", start_date=start_time.date(), end_date=end_time.date())
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print(result)
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print("获取return_factor的数据")
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df = datahub.get_return_matrix(
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trade_time=datetime(2018, 1, 29, 9, 35),
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factors=["ret_raw_1d", "ret_raw_3d", "ret_raw_5d"],
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instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
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)
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print(df)
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print("获取risk_factor的数据")
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df = datahub.get_risk_factor_matrix(
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version="rq_v2_sws2021",
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trade_time=datetime(2018, 1, 11, 20),
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factors=["liquidity", "longterm_reversal", "mid_cap"],
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instrument_ids=["600519.XSHG", "000001.XSHE", "000002.XSHG"],
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)
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print(df)
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print("获取最新黑名单列表, 可以指定日期")
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df = datahub.get_blacklist(blacklist_ids=["cms_dma_blacklist", "XXX"], end_date=None)
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print(df)
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print("获取券池列表, 可以指定券池和日期")
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df = datahub.get_sbl_list(end_date=datetime(2025, 1, 1))
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print(df)
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print("获取seq y")
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df = datahub.get_seq_y_info(resample_type="time_interval_ms_500",)
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print(df)
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print("获取seq factor info")
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df = datahub.get_seq_factor_info(resample_type="time_interval_ms_500",)
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print(df)
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print("获取 seq factor")
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df = datahub.get_seq_factor_data(
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start_time=datetime(2025, 2, 10, 9, 30, 9, 920000),
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end_time=datetime(2025, 2, 10, 9, 30, 11, 920000),
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factors=["ActiveCashFlowFactors__lookback_tick_30s__time_interval_ms_500__buy_amount"],
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instruments=["000029.XSHE"]
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)
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print(df)
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print("获取get_seq_y_stat")
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df = datahub.get_seq_y_stat(start_time=datetime(2025, 1, 10, 23), end_time=datetime(2025, 1, 10, 23),
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stat_type="std_1d")
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print(df)
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if __name__ == "__main__":
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+
main()
|
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252
|
+
```
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@@ -1,14 +1,14 @@
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1
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-
datahub.cp312-win_amd64.pyd,sha256=
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datahub.cp312-win_amd64.pyd,sha256=ZMtiRae4BKyrnQHBktR4Clq_6zuasJEDnLo88Lvd5h0,1786880
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datahub.pyi,sha256=IXQ1dWxIq3itkkoYNJiPuRMWksWE1_4XVpjRYjy9tnQ,1449
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datahub/__init__.pyi,sha256=hX8D9Qd6uPjZiUBd6rIq7Llkt_H4l_RvRXsws3sdYbI,630
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datahub/datacache.pyi,sha256=rVDkzr0nLn54RT6EkYMDBh41t788XfVFyL4XKTJ2eSM,3587
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-
datahub/datahub.pyi,sha256=
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datahub/datahub.pyi,sha256=nsMRPw9eoYYBO6sVhkCdClcOysrm5nwBtHjGV_FkPL0,8751
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datahub/setting.pyi,sha256=u6gYjjF6r1thSpp2XNMvg_1JUcqB64dRTkNoHlOoKUQ,889
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7
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datahub/ats/client_sdk.pyi,sha256=wwYRrVlM_qnpGhUifS-xgBAwoUDgQgFAC6TkTq8CLX8,3263
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8
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datahub/dbo/database.pyi,sha256=O8Gp0Os3tzznLa6hdmCaXnq7Iw4xAAkW4YcjK0jUSUY,1024
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datahub/dbo/pg.pyi,sha256=zSr5GAiPVwvqXSN6qctkUh1My7c2tMyGETJB0Ir1Uvo,871
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datahub/dbo/redis_stream.pyi,sha256=B3DJ5GQ_gnGqaPAGwgHwvTAVubMz99mAaoS8EK_2VaQ,734
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datahub/dbo/sr.pyi,sha256=
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datahub/dbo/sr.pyi,sha256=S-xVb0WDkxgusdot4FGQJ6dyTsMdehFUybllWYPe-BU,5375
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datahub/protos/client_pb2.pyi,sha256=CZTEbNX3LduN31Ir1gNb4iK9GFEbP75kc4yeuAwg-dA,220830
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datahub/protos/common_pb2.pyi,sha256=KCzIIakHr0iViKFNFcK1ZotkqcQuZ9_XTNIfvyvcSbM,32839
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14
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datahub/protos/management_pb2.pyi,sha256=DtHNxR31C1T4HTUWT7KSsFPMvHiq37u_3G3aO__McA8,23183
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@@ -25,7 +25,7 @@ datahub/utils/monitor/__init__.pyi,sha256=EOwgf8CbJ4g3iUAaFoR6O-mYemJ9xjP42zlBj2
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25
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datahub/utils/monitor/base.pyi,sha256=n1dKYK73JJ_7QPkCWFc-6Aj_a16j2z_VBaQ9zkN9A3E,310
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datahub/utils/monitor/feishu.pyi,sha256=GgvJXYeX3cPOQjqpV0GJUr_Ri1_cZe2-viRBkpe6O_g,402
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datahub.build/.gitignore,sha256=aEiIwOuxfzdCmLZe4oB1JsBmCUxwG8x-u-HBCV9JT8E,1
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datahub_binary-1.4.
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datahub_binary-1.4.
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datahub_binary-1.4.
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datahub_binary-1.4.
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datahub_binary-1.4.11.dist-info/METADATA,sha256=-adT-eTbYoSLuIy8n8GF1hD4Ag_o-rQ1ixgZJc9nqY4,7841
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29
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+
datahub_binary-1.4.11.dist-info/WHEEL,sha256=tWCxmH9d_GUc87O5UyoepLtMKV1B60gTHo4Fs15C0qE,97
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datahub_binary-1.4.11.dist-info/top_level.txt,sha256=J0rzqYfZghMgpObWaPGhQtV88I-KXrgArDvi_ddf6ZA,8
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datahub_binary-1.4.11.dist-info/RECORD,,
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Metadata-Version: 2.4
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Name: datahub_binary
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Version: 1.4.9
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Summary: A comprehensive Python library for data processing, integration, and management.
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Requires-Python: <3.13,>=3.9
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Description-Content-Type: text/markdown
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Requires-Dist: SQLAlchemy>=1.0.0
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Requires-Dist: protobuf>=6.30.1
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Requires-Dist: redis>=5.2.1
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Requires-Dist: psycopg2-binary>=2.9.10
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Requires-Dist: paramiko>=3.5.1
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Requires-Dist: toml>=0.10.0
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Requires-Dist: pydantic>=2.11.3
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Requires-Dist: lark-oapi>=1.4.14
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Requires-Dist: sortedcontainers>=2.4.0
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