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

datahub/dbo/sr.pyi

@@ -17,49 +17,565 @@ class StarRocks(Database):
     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_with_cache(self, sql: str, return_format: Literal['dataframe', 'records'] = 'dataframe') -> pl.DataFrame | list[dict] | None:
+        """
+        使用查询缓存, 用于下载大量数据
+        背景:
+            由于数据库驱动与数据库存在大量的序列化和网络开销, 所以普通查询速度较慢,
+            未来starrocks要添加arrow格式传输接口, 能解决此问题
+        原理:
+            1. 将查询请求转化为输出为parquet文件, 存放到FTP目录
+            2. 从FTP目录下载parquet文件, 转化为dataframe
+
+        :param sql: SQL
+        :param return_format: 返回格式
+        :return: DataFrame
+        """
     def query_large_data(self, sql: str) -> pl.DataFrame: ...
-    def get_indicator_type(self) -> pl.DataFrame: ...
+    def get_indicator_type(self) -> pl.DataFrame:
+        '''
+        获取指标类型信息
+
+        :return:
+        {
+          "indicator_type": 指标类型,
+          "indicator_type_desc": 指标类型描述,
+          "update_time": 更新日期,
+        }
+        '''
     @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_future_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 | Sequence[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, realtime: 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_future_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_future_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_ex_split_info(self, instruments: Sequence[str] = (), trade_date: date | None = None) -> pl.DataFrame: ...
-    def get_trading_days(self, start_date: date, end_date: date, market: str = 'XSHG') -> list[date]: ...
-    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_fut_kline(self, freq: str, instrument_sub_type: Sequence[str], start_date: date, end_date: date, market: str = 'CCFX', rank_id: int = 1, domain_factor: str = 'volume') -> 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_predictor_basket_series(self, start_date: date, end_date: date, predictors: Sequence[int] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
-    def get_index_weight(self, start_date: date, end_date: date, index_ids: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame: ...
-    def get_etf_component(self, start_date: date, end_date: date, instrument_ids: Sequence[str] = (), com_instrument_ids: Sequence[str] = ()) -> pl.DataFrame: ...
-    def get_etf_cash_component(self, start_date: date, end_date: date, instrument_ids: Sequence[str] = ()) -> 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 broker_load_csv(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: ...
+    def get_factor_info(self, factors: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取因子信息
+
+        :param factors: id列表, 为空表示不过滤id
+        :param types: type列表, 为空表示不过滤type
+        :return:
+            "factor_id": "str"
+            "factor_no": "i64"
+            "factor_type": "str"
+            "process_function": "str"
+            "create_by": "str"
+            "maintain_by": "str"
+            "data_source": "str"
+            "create_time": "datetime[μs]"
+            "update_time": "datetime[μs]"
+            "factor_description": "str"
+            "interval_minutes": "i64"
+        '''
+    def get_seq_factor_info(self, resample_type: str, factors: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取SEQ因子信息
+
+        :param resample_type: time_interval_ms_500
+        :param factors: id列表, 为空表示不过滤id
+        :return:
+        """
+    def get_future_seq_factor_info(self, resample_type: str, factors: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取期货SEQ因子信息
+
+        :param resample_type: time_interval_ms_500
+        :param factors: id列表, 为空表示不过滤id
+        :return:
+        """
+    def get_seq_y_info(self, resample_type: str, factors: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取SEQ y信息
+
+        :param resample_type: time_interval_ms_500
+        :param factors: id列表, 为空表示不过滤id
+        :return:
+        """
+    def get_factor_type(self) -> pl.DataFrame:
+        '''
+        获取因子类型信息
+
+        :return:
+        {
+          "factor_type": 因子类型,
+          "factor_type_desc": 因子类型描述,
+          "update_time": 更新日期,
+        }
+        '''
+    def get_indicator_info(self, indicators: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取indicator信息
+
+        :param indicators: id列表, 为空表示不过滤id
+        :param types: type列表, 为空表示不过滤type
+        :return:
+            {
+              "indicator_id": 指标ID,
+              "indicator_type": 指标类型,
+              "process_function": 处理函数,
+              "create_by": 创建人,
+              "maintain_by": 维护人,
+              "data_source": 来源,
+              "create_time": 创建时间,
+              "update_time": 更新时间,
+              "indicator_desc": 指标描述,
+              "interval_ms": 计算间隔
+            }
+        '''
+    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:
+        """
+        获取主力期货合约信息, 额外生成一列instrument_id_ext格式为: {instrument_sub_type}{rank_id:04d}.{market}
+
+        :param instrument_sub_type: 标的类型, IC IF IH, 默认返回全部
+        :param start_date: 开始日期(包含)
+        :param end_date: 结束日期(不包含), 与start_date相等时包含
+        :param market: 交易市场
+        :param rank_id: 合约序号, 1为主力
+        :param domain_factor: 主力合约计算方式, 默认按交易量计算
+        :return:
+        ┌───────────────────┬────────────┬───────────────┬───────────────┬─────────────────────┬────────┬───────────┬─────────┬───────────────┬─────────┬─────────────────────┐
+        │ instrument_id_ext ┆ trade_date ┆ instrument_id ┆ domain_factor ┆ instrument_sub_type ┆ market ┆ turnover  ┆ volume  ┆ open_interest ┆ rank_id ┆ update_time         │
+        │ ---               ┆ ---        ┆ ---           ┆ ---           ┆ ---                 ┆ ---    ┆ ---       ┆ ---     ┆ ---           ┆ ---     ┆ ---                 │
+        │ str               ┆ date       ┆ str           ┆ str           ┆ str                 ┆ str    ┆ f64       ┆ f64     ┆ f64           ┆ i64     ┆ datetime[μs]        │
+        ╞═══════════════════╪════════════╪═══════════════╪═══════════════╪═════════════════════╪════════╪═══════════╪═════════╪═══════════════╪═════════╪═════════════════════╡
+        │ IC0001.CCFX       ┆ 2022-01-04 ┆ IC2201.CCFX   ┆ volume        ┆ IC                  ┆ CCFX   ┆ 6.5508e10 ┆ 44534.0 ┆ 92724.0       ┆ 1       ┆ 2025-03-20 22:41:02 │
+        │ IF0001.CCFX       ┆ 2022-01-04 ┆ IF2201.CCFX   ┆ volume        ┆ IF                  ┆ CCFX   ┆ 9.6336e10 ┆ 65395.0 ┆ 82784.0       ┆ 1       ┆ 2025-03-20 22:41:02 │
+        └───────────────────┴────────────┴───────────────┴───────────────┴─────────────────────┴────────┴───────────┴─────────┴───────────────┴─────────┴─────────────────────┘
+        """
+    def get_future_snapshot(self, instrument_sub_type: str | Sequence[str], start_date: date, end_date: date, market: str = 'CCFX', rank_id: int = 1, domain_factor: str = 'volume') -> pl.DataFrame:
+        """
+        获取期货快照
+
+        :param instrument_sub_type: 标的类型, IC IF IH, 支持单个字符串或字符串列表
+        :param start_date: 开始日期(包含)
+        :param end_date: 结束日期(不包含), 与start_date相等时包含
+        :param market: 交易市场
+        :param rank_id: 合约序号, 1为主力
+        :param domain_factor: 主力合约计算方式, 默认按交易量计算
+        :return:
+        """
+    def get_indicator_data(self, start_time: datetime, end_time: datetime, indicators: Sequence[str] = (), instruments: Sequence[str] = (), types: Sequence[str] = (), use_last: bool = False, realtime: bool = False) -> pl.DataFrame:
+        '''
+        获取指标的数据
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param indicators: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :param types: type列表, 为空表示不过滤type
+        :param use_last: 使用最新的数据, 而不是历史
+        :param realtime: True 时使用实盘 indicator 数据, 默认使用清算数据
+        :return:
+            {
+              "instrument_id": 标的ID,
+              "trade_time": 因子时间,
+              "indicator_id": 指标ID,
+              "value": 值,,
+              "update_time": 更新时间
+            }
+        '''
+    def get_seq_factor_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取指标的数据
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间
+        :param factors: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+            {
+              "instrument_id": 标的ID,
+              "trade_time": 因子时间,
+              "factor_id": 指标ID,
+              "value": 值,,
+              "update_time": 更新时间
+            }
+        '''
+    def get_future_seq_factor_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取期货因子的数据
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间
+        :param factors: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+            {
+              "instrument_id": 标的ID,
+              "trade_time": 因子时间,
+              "factor_id": 指标ID,
+              "value": 值,,
+              "update_time": 更新时间
+            }
+        '''
+    def get_seq_factor_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取seq factor 的统计值
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间
+        :param stat_type: "mean_5d", "std_5d" ...
+        :param factors: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+
+        '''
+    def get_future_seq_factor_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取期货seq factor 的统计值
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间
+        :param stat_type: "mean_5d", "std_5d" ...
+        :param factors: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+
+        '''
+    def get_factor_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = (), types: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取因子的数据
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param factors: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :param types: type列表, 为空表示不过滤type
+        :return: 因子数据DataFrame
+        """
+    def get_risk_factor_data(self, version: str, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取风险因子的数据
+
+        :param version: 因子版本
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param factors: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+            {
+              "instrument_id": 标的ID,
+              "trade_time": 因子时间,
+              "factor_id": 因子ID,
+              "value": 值,,
+              "update_time": 更新时间
+            }
+        '''
+    def get_return_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = (), adj_method: Literal['forward'] = 'forward') -> pl.DataFrame:
+        '''
+        获取指标的数据
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param factors: 因子id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :param adj_method: 复权方式, None 不复权, forward 前复权, backward 后复权
+        :return:
+            {
+              "instrument_id": 标的ID,
+              "trade_time": 因子时间,
+              "factor_id": 因子ID,
+              "value": 值,,
+              "update_time": 更新时间
+            }
+        '''
+    def get_seq_y_data(self, start_time: datetime, end_time: datetime, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取高频y的数据
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param factors: 因子id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+            {
+              "instrument_id": 标的ID,
+              "trade_time": 因子时间,
+              "factor_id": 因子ID,
+              "value": 值,,
+              "update_time": 更新时间
+            }
+        '''
+    def get_seq_y_stat(self, start_time: datetime, end_time: datetime, stat_type: str, factors: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取seq y 的统计值
+
+        :param start_time: >= 开始时间
+        :param end_time: < 结束时间
+        :param stat_type: "mean_5d", "std_5d" ...
+        :param factors: id列表, 为空表示不过滤id
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+
+        '''
+    def get_ex_factor_info(self, instruments: Sequence[str] = (), trade_date: date | None = None) -> pl.DataFrame:
+        """
+        获取给定交易日最新的分红因子, 如果没有则为1
+
+        :param instruments: instrument_id列表, 如:[600519.XSHG,000001.XSHE], 空表示所有标的
+        :param trade_date: 交易日, 默认为最新日期
+        :return:
+        """
+    def get_ex_split_info(self, instruments: Sequence[str] = (), trade_date: date | None = None) -> pl.DataFrame:
+        """
+        获取给定交易日最新的分股因子, 如果没有则为1
+
+        :param instruments: instrument_id列表, 如:[600519.XSHG,000001.XSHE], 空表示所有标的
+        :param trade_date: 交易日, 默认为最新日期
+        :return:
+        """
+    def get_trading_days(self, start_date: date, end_date: date, market: str = 'XSHG') -> list[date]:
+        """
+        获取固定市场的交易日
+
+        :param start_date: >= 开始日期
+        :param end_date: < 结束日期, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param market: 市场代码
+        :return: [交易日]
+        """
+    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:
+        '''
+        获取k线数据
+
+        :param freq: 1min, 5min, 10min, 15min, 1hour, 1day
+        :param instruments: instrument_id列表, 如:[600519.XSHG,000001.XSHE], 空表示所有标的
+        :param start_time: 开始时间, None 表示从1900年开始
+        :param end_time: 结束时间, None 表示当前时间
+        :param adj_method: 复权方式, None 不复权, forward 前复权(目前不支持), backward 后复权
+        :return:
+          {
+            "instrument_id": 600519.XSHG,
+            "open_price": 1500.0,
+            "high_price": 1500.0,
+            "low_price": 1500.0,
+            "close_price": 1500.0,
+            "volume": 100,
+            "amount": 10000,
+            "datetime": datetime(2020, 1, 1)
+          }
+        '''
+    def get_fut_kline(self, freq: str, instrument_sub_type: Sequence[str], start_date: date, end_date: date, market: str = 'CCFX', rank_id: int = 1, domain_factor: str = 'volume') -> pl.DataFrame:
+        """
+        获取k线数据
+
+        :param freq: 1min, 5min, 10min, 15min, 1hour, 1day
+        :param instrument_sub_type:标的类型, IC IF IH, 支持单个字符串或字符串列表
+        :param start_date: 开始日期(包含)
+        :param end_date: 结束日期(不包含), 与start_date相等时包含
+        :param market: 交易市场
+        :param rank_id: 合约序号, 1为主力
+        :param domain_factor: 主力合约计算方式, 默认按交易量计算
+        :return:
+        """
+    def get_md_transaction(self, start_date: date, end_date: date, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame:
+        '''
+        获取逐笔成交数据
+
+        :param start_date: >= 开始日期
+        :param end_date: < 结束日期, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :param markets: type列表, 为空表示不过滤type
+        :return:
+          `md_date` date NOT NULL COMMENT "",
+          `market` varchar(8) NOT NULL COMMENT "",
+          `channel_id` varchar(8) NOT NULL COMMENT "",
+          `instrument_id` varchar(64) NOT NULL COMMENT "",
+          `biz_index` bigint(20) NOT NULL COMMENT "",
+          `trade_time` datetime NOT NULL COMMENT "",
+          `last_timestamp` datetime NULL COMMENT "接收或者发送时间",
+          `trade_type` varchar(4) NOT NULL COMMENT "0-成交, C-撤单 AL-新增limit委托,AM-新增market委托 S-产品订单状态",
+          `bid_order_id` varchar(32) NULL COMMENT "",
+          `ask_order_id` varchar(32) NULL COMMENT "",
+          `trade_price` double NULL COMMENT "",
+          `trade_qty` double NULL COMMENT "",
+          `bs_flag` varchar(4) NULL COMMENT ""
+        '''
+    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:
+        """
+        获取给定日期标的行业分类
+
+        :param trade_date: 交易日
+        :param industry_source: 数据源
+        :param industry_level: 分类级别
+        :param use_last: 如果给定的trade_date没有数据, 是否使用trade_date之前最新的数据
+        :return:
+        """
+    def get_instrument_list(self, trade_date: date, indicators: Sequence[str] = ()) -> Sequence[str]:
+        """
+        获取给定日期和指标可用的标的列表
+
+        :param trade_date: 交易日
+        :param indicators: 可选, 为空表示所有indicator
+        :return:
+        """
+    def get_universe(self, trade_date: date, universe: str | None = None) -> pl.DataFrame:
+        """
+        获取给定日期的标的池
+
+        :param trade_date: 交易日
+        :param universe: 可选, 为空表示所有universe
+        :return: trade_date, instrument_id, universe
+        """
+    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:
+        '''
+        获取给定日期的标的信息
+
+        :param trade_date: 交易日
+        :param fields: 查询字段, 默认trade_date, instrument_id, lot_size, price_tick, contract_unit, symbol
+        :param market: 交易市场
+        :param instrument_type: 标的类型
+        :return:
+          `trade_date` date NOT NULL COMMENT "",
+          `instrument_id` varchar(32) NOT NULL COMMENT "合约ID",
+          `security_id` varchar(32) NULL COMMENT "证券ID",
+          `market` varchar(16) NULL COMMENT "市场",
+          `quote_currency_id` varchar(8) NULL COMMENT "报价币种",
+          `settle_currency_id` varchar(8) NULL COMMENT "结算币种",
+          `lot_size` decimal(20, 4) NULL COMMENT "最小交易单位",
+          `price_tick` decimal(20, 4) NULL COMMENT "价格步长",
+          `contract_unit` decimal(20, 4) NULL COMMENT "合约单位",
+          `intraday_trading` tinyint(4) NULL COMMENT "是否支持日内交易",
+          `delist_date` date NULL COMMENT "退市日期",
+          `list_date` date NULL COMMENT "上市日期",
+          `instrument_type` varchar(16) NULL COMMENT "合约类型",
+          `instrument_sub_type` varchar(16) NULL COMMENT "合约子类型",
+          `symbol` varchar(64) NULL COMMENT "合约名称",
+          `min_size` decimal(20, 4) NULL COMMENT "最小交易量",
+          `max_size` decimal(20, 4) NULL COMMENT "最大交易量",
+          `price_cage` decimal(20, 4) NULL COMMENT "涨跌幅限制",
+          `posi_qty_ratio_limit` decimal(20, 4) NULL COMMENT "持仓量限制比例",
+          `external_info` varchar(65533) NULL COMMENT "扩展信息",
+          `update_time` datetime NULL COMMENT "更新时间",
+          `enable` tinyint(4) NULL COMMENT "是否启用",
+          `underlying_instrument_id` varchar(32) NULL COMMENT "标的合约ID"
+        '''
+    def get_md_snapshot(self, start_date: date, end_date: date, instruments: Sequence[str] = (), markets: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取快照数据
+
+        :param start_date: >= 开始日期
+        :param end_date: < 结束日期, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :param markets: type列表, 为空表示不过滤type
+        :return:
+        """
+    def get_seq_snapshot(self, start_date: date, end_date: date, instruments: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取自建快照数据
+
+        :param start_date: >= 开始日期
+        :param end_date: < 结束日期, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+        """
+    def get_resample_lob(self, resample_type: str, start_date: date, end_date: date, instruments: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取抽样快照数据
+
+        :param resample_type: time_interval_ms_500
+        :param start_date: >= 开始日期
+        :param end_date: < 结束日期, 当开始与结束时间相同时, 返回数据时间=start_time
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :return:
+        """
+    def get_last_seq_snapshot(self, end_time: datetime, instruments: Sequence[str] = (), is_filter_limit: bool = False) -> pl.DataFrame:
+        """
+        获取当日最新快照数据
+
+        :param end_time: 结束时间
+        :param instruments: 标的列表, 为空表示不过滤标的
+        :param is_filter_limit: 是否过滤涨跌停
+        :return:
+        """
+    def get_predictor_basket_series(self, start_date: date, end_date: date, predictors: Sequence[int] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取predictor_table_backtest
+
+        :param start_date: 开始日期(包含)
+        :param end_date: 结束日期(不包含)
+        :param predictors: 筛选id, 为空表示全部
+        :param instruments:  标的id, 为空表示全部
+        :return:
+        """
+    def get_index_weight(self, start_date: date, end_date: date, index_ids: Sequence[str] = (), instruments: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取指数权重数据
+
+        :param start_date: 开始日期(包含)
+        :param end_date: 结束日期(不包含)
+        :param index_ids: 筛选指数id, 为空表示全部
+        :param instruments: 筛选指数成分标的id, 为空表示全部
+        :return:
+        """
+    def get_etf_info(self, etf_ids: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取etf基础信息
+
+        :param etf_ids: 筛选etf id, 为空表示全部
+        :return:
+        """
+    def get_etf_component(self, start_date: date, end_date: date, instrument_ids: Sequence[str] = (), com_instrument_ids: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取etf权重数据
+
+        :param start_date: 开始日期(包含)
+        :param end_date: 结束日期(不包含)
+        :param instrument_ids: 筛选指数标的, 为空表示全部
+        :param com_instrument_ids: 筛选指数成分标的, 为空表示全部
+        :return:
+        """
+    def get_etf_cash_component(self, start_date: date, end_date: date, instrument_ids: Sequence[str] = ()) -> pl.DataFrame:
+        """
+        获取etf现金成分
+
+        :param start_date: 开始日期(包含)
+        :param end_date: 结束日期(不包含)
+        :param instrument_ids: 筛选指数标的, 为空表示全部
+        :return:
+        """
+    def get_loads(self, label: str) -> pl.DataFrame:
+        """
+        获取导入任务状态
+
+        :param label: 标签名
+        :return:
+        """
+    def stream_load(self, database: str, table: str, file_path: str):
+        """
+        用stream_load写入csv文件到数据库
+
+        :param database: 数据库名
+        :param table: 表名
+        :param file_path: 路径
+        :return:
+        """
+    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:
+        """
+        用broker_load写入parquet文件到数据库
+
+        :param database: 数据库名
+        :param table: 表名
+        :param fields: 列名
+        :param file_path: 文件路径
+        :param timeout: 超时时间
+        :param label: 标签名, 默认生成格式 {table}_{datetime.now().strftime('%Y%m%d%H%M%S')}
+        :param is_sync: 是否同步等待，默认异步执行
+        :return: 标签名
+        """
+    def broker_load_csv(self, database: str, table: str, fields: Sequence[str], file_path: str, timeout: int = 3600, label: str | None = None, is_sync: bool = False) -> str:
+        """
+        用broker_load写入csv文件到数据库
+
+        :param database: 数据库名
+        :param table: 表名
+        :param fields: 列名
+        :param file_path: 文件路径
+        :param timeout: 超时时间
+        :param label: 标签名, 默认生成格式 {table}_{datetime.now().strftime('%Y%m%d%H%M%S')}
+        :param is_sync: 是否同步等待，默认异步执行
+        :return: 标签名
+        """
+    def get_profile(self, sql: str) -> str:
+        """
+        获取sql执行效果 https://docs.starrocks.io/zh/docs/administration/query_profile_overview
+
+        :param sql: SQL
+        :return: profile
+        """

datahub/utils/logger.pyi

@@ -1,10 +1,18 @@
 from .monitor import Feishu as Feishu
 from _typeshed import Incomplete
+from datetime import datetime as datetime
+from pathlib import Path as Path
 from typing import Callable, Literal
 
 LOGURU_LEVEL: Incomplete
 
-def timer_decorator(func: Callable) -> Callable: ...
+def timer_decorator(func: Callable) -> Callable:
+    """
+     简单计时装饰器，记录函数执行时间，并打印函数的传参值
+
+    :param func: 被测试函数
+    :return:
+    """
 def filter_log_level(record, level): ...
 
 class Logger:
@@ -22,6 +30,15 @@ class Logger:
     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', prefix: str = '') -> None: ...
+    def __init__(self, name: str, log_dir: str | None = None, retention: int = 5, monitor_type: Literal['Feishu'] = 'Feishu', prefix: str = '') -> None:
+        """
+        日志记录器
+
+        :param name: logger名称
+        :param log_dir: 输出目录, 无输出目录时不会记录log到文件
+        :param retention: 保留天数
+        :param monitor_type: 是否启用监控报警
+        :param prefix: 日志文件前缀，默认为空
+        """
 
 def main() -> None: ...