datahub_binary 1.7.10__cp312-cp312-win_amd64.whl → 1.7.12__cp312-cp312-win_amd64.whl

datahub/ats/client_sdk.pyi

@@ -33,50 +33,251 @@ class BaseStrategy:
     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 subscribe(self, instrument_id: str, quote_type: QuoteType):
+        """
+        订阅行情
+
+        :param instrument_id: 600519.XSHG
+        :param quote_type: 行情类型
+        :return:
+        """
+    def unsubscribe(self, instrument_id: str, quote_type: QuoteType):
+        """
+        取消订阅行情
+
+        :param instrument_id: 600519.XSHG
+        :param quote_type: 行情类型
+        :return:
+        """
+    def on_init(self) -> None:
+        """
+        回调函数, 收到初始化指令时调用
+
+        :return: None
+        """
+    def on_start(self) -> None:
+        """
+        回调函数, 收到运行指令时调用
+
+        :return: None
+        """
+    def on_stop(self) -> None:
+        """
+        回调函数, 收到停止指令时调用
+
+        :return: None
+        """
+    def on_order(self, event: client_msg.OrderEvent):
+        """
+        回调函数, 收到订单事件时调用
+
+        :param event: OrderEvent消息
+        :return: None
+        """
+    def qry_instrument_req(self, instrument_id: str = None, basket_instrument_id: str = None, market_list: list[str] = ()) -> str:
+        """
+        查询标的请求
+
+        :param instrument_id: 标的ID
+        :param basket_instrument_id: 篮子标的ID, 如: ETF标的id, 返回篮子成分
+        :param market_list: 市场标的列表，为空表示所有标的
+        :return: 请求ID
+        """
+    def on_qry_instrument_rsp(self, rsp: client_msg.QryInstrumentRsp):
+        """
+        回调函数, 收到标的结果时调用
+
+        :param rsp: QryInstrumentRsp
+        :return: None
+        """
+    def qry_strategy_info_req(self, strategy_id: int) -> str:
+        """
+        查询订单请求
+
+        :param strategy_id: 策略ID
+        :return: 请求ID
+        """
+    def on_qry_strategy_info_rsp(self, rsp: client_msg.QryStrategyInfoRsp):
+        """
+        回调函数, 收到策略查询结果时调用
+
+        :param rsp: QryStrategyInfoRsp
+        :return: None
+        """
+    def qry_trade_req(self) -> str:
+        """
+        查询成交请求
+
+        :return: 请求ID
+        """
+    def on_qry_trade_rsp(self, rsp: client_msg.QryTradesRsp):
+        """
+        回调函数, 收到成交查询结果时调用
+
+        :param rsp: QryTradesRsp
+        :return: None
+        """
+    def qry_order_req(self, cl_order_id: str = None, order_id: str = None, is_active: int = 0) -> str:
+        """
+        查询策略订单请求
+        // cl_order_id和order_id空时查全部
+        // cl_order_id或order_id不为空时不为空的做为查询条件
+        // cl_order_id和order_id都不为空时cl_order_id做为查询条件
+
+        :param cl_order_id: 本地委托号
+        :param order_id: 委托号
+        :param is_active: 是否仅查询在途委托，0已完成+在途；1仅在途
+        :return: 请求ID
+        """
+    def on_qry_order_rsp(self, rsp: client_msg.QryOrdersRsp):
+        """
+        回调函数, 收到订单查询结果时调用
+
+        :param rsp: QryOrdersRsp
+        :return: None
+        """
+    def qry_strategy_posi_req(self) -> str:
+        """
+        查询策略持仓请求
+
+        :return: 请求ID
+        """
+    def on_qry_strategy_posi_rsp(self, rsp: client_msg.QryStrategyPositionRsp):
+        """
+        回调函数, 收到持仓查询结果时调用
+
+        :param rsp: QryPosiRsp
+        :return: None
+        """
+    def qry_book_stat_req(self, book_id: str = None) -> str:
+        """
+        查询Book统计信息请求
+
+        :param book_id: book id
+        :return: 请求ID
+        """
+    def on_qry_book_stat_rsp(self, rsp: client_msg.QryBookStatRsp):
+        """
+        回调函数, 收到Book统计信息结果时调用
+
+        :param rsp: QryBookStatRsp
+        :return: None
+        """
+    def qry_signal_kline_req(self, signal_id: int, start_date: datetime.date = None) -> str:
+        """
+        查询信号K线请求
+
+        :param signal_id: 信号ID
+        :param start_date: 开始日期, 默认为当天
+        :return: 请求ID
+        """
+    def on_qry_signal_kline_rsp(self, rsp: client_msg.QrySignalKlineRsp):
+        """
+        回调函数, 收到信号K线查询结果时调用
+
+        :param rsp: QrySignalKlineRsp
+        :return: None
+        """
+    def qry_quote_req(self, instrument_id: str | None = None) -> str:
+        """
+        查询最新行情信息
+
+        :param instrument_id: 标的
+        :return: 请求ID
+        """
+    def on_qry_quote_rsp(self, qry_quote_rsp: client_msg.QryQuoteRsp):
+        """
+        查询最新行情信息返回
+
+        :param qry_quote_rsp: 行情
+        :return:
+        """
     def qry_broker_posi_req(self) -> str: ...
     def on_qry_broker_posi_rsp(self, rsp: client_msg.QryBrokerPosiRsp): ...
     def qry_broker_fund_req(self) -> str: ...
     def on_qry_broker_fund_rsp(self, rsp: client_msg.QryBrokerFundRsp): ...
-    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_snapshot(self, snapshot: client_msg.MDSnapshot):
+        """
+        回调函数, 收到行情快照时调用
+
+        :param snapshot: MDSnapshot
+        :return: None
+        """
+    def place_order(self, order: client_msg.PlaceOrder):
+        """
+        下单请求
+
+        :param order: 下单请求
+        :return: None
+        """
+    def book_trade_req(self, trade: client_msg.BookTradeReq):
+        """
+        簿记成交
+
+        :param trade: 簿记
+        :return: None
+        """
     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_trade_confirm(self, trade: client_msg.TradeConfirm):
+        """
+        回调函数, 收到成交确认时调用
+
+        :param trade: TradeConfirm
+        :return: None
+        """
+    def on_order_reject(self, order: client_msg.OrderReject):
+        """
+        回调函数, 收到订单拒绝时调用
+
+        :param order: OrderReject
+        :return: None
+        """
+    def cancel_order(self, order: client_msg.CancelOrder):
+        """
+        撤单请求
+
+        :param order: 撤单请求
+        :return: None
+        """
+    def cancel_all_order(self) -> None:
+        """
+        全部撤单请求
+
+        :return: None
+        """
+    def on_cancel_confirm(self, order: client_msg.CancelConfirm):
+        """
+        回调函数, 收到撤单确认时调用
+
+        :param order: 撤单确认
+        :return: None
+        """
+    def on_cancel_pending_confirm(self, order: client_msg.CancelPendingConfirm):
+        """
+        回调函数, 收到正撤时调用
+
+        :param order: 正撤
+        :return: None
+        """
+    def on_cancel_reject(self, order: client_msg.CancelReject):
+        """
+        回调函数, 收到撤单拒绝时调用
+
+        :param order: 撤单拒绝
+        :return: None
+        """
     def on_qry_sbl_list_rsp(self, rsp: client_msg.QrySblListRsp): ...
     def on_qry_lock_record_rsp(self, rsp: client_msg.QryLockRecordRsp): ...
     def on_lock_sbl_rsp(self, rsp: client_msg.LockSblRsp): ...
     def on_qry_lock_position_rsp(self, rsp: client_msg.QryLockPositionRsp): ...
     def update_strategy_param_req(self, req: client_msg.UpdateStrategyParamsReq): ...
     def on_update_strategy_params_rsp(self, rsp: client_msg.UpdateStrategyParamsRsp): ...
-    def calc(self) -> None: ...
+    def calc(self) -> None:
+        """
+        策略计算, 会按照 self.interval 设置的间隔定时调用
+
+        :return:
+        """
     def qry_sbl_list_req(self, sbl_ids: list[str]) -> str: ...
     def lock_sbl_req(self, instrument_id: str, sbl_id: str, lock_qty: int) -> str: ...
     def qry_lock_position_req(self) -> None: ...

datahub/datacache.pyi

@@ -13,14 +13,22 @@ class UpdateLevel(Enum):
 
 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: ...
+    def __init__(self, db_path: str) -> None:
+        """初始化基于文件系统的数据库"""
+    def set(self, key: str, value: Any):
+        """设置键值对"""
+    def get(self, key: str, default: Any | None = None) -> Any | None:
+        """获取指定键的值"""
+    def delete(self, key: str) -> bool:
+        """删除指定键"""
+    def all(self) -> dict[str, Any]:
+        """返回所有键值对"""
+    def all_keys(self) -> list[str]:
+        """返回所有键"""
+    def clear(self) -> None:
+        """清空数据库"""
+    def close(self) -> None:
+        """关闭数据库（在文件系统实现中不需要特别操作）"""
 
 class DataCache:
     prefix: Incomplete
@@ -30,33 +38,68 @@ class DataCache:
     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: ...
+    def __init__(self, datahub: DataHub, data_path: str, prefix: str, update_cache: bool = False, cache_only: bool = False) -> None:
+        """
+        初始化数据缓存
+
+        :param datahub: Datahub实例
+        :param data_path: 数据目录
+        :param prefix: 数据文件前缀
+        :param update_cache: 是否刷新本地缓存
+        :param cache_only: 仅使用缓存, 缺失数据时会触发异常
+        """
+    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame:
+        """获取数据矩阵，由子类实现"""
+    def get_cache_filepath(self, trade_time: datetime) -> str:
+        """生成缓存文件路径"""
+    def update_datacache(self, filepath: str, df: pl.DataFrame, update_level: Sequence[UpdateLevel] = ()):
+        """
+        更新数据缓存
+
+        :param filepath: 文件路径
+        :param df: 数据
+        :param update_level: 更新级别
+        """
+    def read_from_cache(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame:
+        """
+        从缓存读取数据，如果缓存不存在或不完整则从数据源获取
+
+        :param trade_time: 时间点
+        :param factors: 因子列表
+        :param instrument_ids: 标的列表
+        :return: DataFrame
+        """
+    def sync_all_meta_info(self) -> None:
+        """同步所有文件的元数据信息"""
     @staticmethod
-    def f64_to_f32(df: pl.DataFrame) -> pl.DataFrame: ...
+    def f64_to_f32(df: pl.DataFrame) -> pl.DataFrame:
+        """float64 转 float32"""
     @staticmethod
-    def get_missing_times(df: pl.DataFrame, intra_time_list: list[time]) -> list[time]: ...
+    def get_missing_times(df: pl.DataFrame, intra_time_list: list[time]) -> list[time]:
+        """获取缺失的时间点"""
     @staticmethod
-    def get_missing_instruments(df: pl.DataFrame, instruments: list[str]) -> list[str]: ...
+    def get_missing_instruments(df: pl.DataFrame, instruments: list[str]) -> list[str]:
+        """获取缺失的标的"""
     @staticmethod
-    def get_missing_factors(df: pl.DataFrame, factors: list[str]) -> list[str]: ...
+    def get_missing_factors(df: pl.DataFrame, factors: list[str]) -> list[str]:
+        """获取缺失的因子"""
 
 class FactorDataCache(DataCache):
-    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame: ...
+    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame:
+        """获取因子数据矩阵"""
     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 __init__(self, datahub: DataHub, version: str, data_path: str, prefix: str, update_cache: bool = False) -> None:
+        """初始化风险因子数据缓存"""
+    def get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame:
+        """获取风险因子数据矩阵"""
     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 get_data_matrix(self, trade_time: datetime, factors: list[str], instrument_ids: list[str], **kwargs) -> pl.DataFrame:
+        """获取因子数据矩阵"""
     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):