deepquant 0.4.3__tar.gz

deepquant-0.4.3/MANIFEST.in

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+global-exclude __pycache__/*
+global-exclude *.pyc
+recursive-include deepquant swordfish.libs *
+recursive-include deepquant oplib *

deepquant-0.4.3/PKG-INFO

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+Metadata-Version: 2.1
+Name: deepquant
+Version: 0.4.3
+Summary: quant data and factor tools by cgs
+Author: cgs
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+Requires-Dist: requests>=2.25.1
+Requires-Dist: numpy<=1.26.4,>=1.19.5
+Requires-Dist: pandas>=1.2.0
+Requires-Dist: websocket-client
+Requires-Dist: protobuf<=3.20.3
+Requires-Dist: PyJWT
+Requires-Dist: statsmodels
+Requires-Dist: scipy
+Requires-Dist: pyecharts
+Requires-Dist: empyrical-reloaded
+Requires-Dist: astor
+Requires-Dist: RestrictedPython
+Requires-Dist: pyyaml
+Requires-Dist: hdf5plugin==5.0.0
+Requires-Dist: tqdm==4.67.1
+Requires-Dist: lru-dict==1.3.0
+Requires-Dist: logbook
+Requires-Dist: jsonpickle
+Requires-Dist: methodtools
+Requires-Dist: tabulate
+Requires-Dist: tqdm
+Requires-Dist: hdf5plugin
+Requires-Dist: lru-dict
+Requires-Dist: matplotlib
+Provides-Extra: dev
+Requires-Dist: pytest>=6.2.2; extra == "dev"
+Requires-Dist: sphinx>=3.4.3; extra == "dev"
+
+# deepquantSDK
+
+投资决策平台因子数据SDK
+
+## Getting started
+
+
+
+## 文档说明
+
+## deepquant包结构
+
+```
+deepquant
+├── data  # 数据接口
+│   ├── gqclient   # 基础框架
+│   ├── __init__.py
+│   ├── interface  # 数据接口
+│   ├── proto      # pb协议
+│   └── utils
+├── factor # 因子分析
+├── oplib  # 金融函数库
+├── swordfish.libs # 金融函数库相关so
+├── __init__.py
+├── samples # 示例代码
+└── setup.py
+```

deepquant-0.4.3/README.md

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+# deepquantSDK
+
+投资决策平台因子数据SDK
+
+## Getting started
+
+
+
+## 文档说明
+
+## deepquant包结构
+
+```
+deepquant
+├── data  # 数据接口
+│   ├── gqclient   # 基础框架
+│   ├── __init__.py
+│   ├── interface  # 数据接口
+│   ├── proto      # pb协议
+│   └── utils
+├── factor # 因子分析
+├── oplib  # 金融函数库
+├── swordfish.libs # 金融函数库相关so
+├── __init__.py
+├── samples # 示例代码
+└── setup.py
+```

deepquant-0.4.3/deepquant/__init__.py

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+from .data.interface import gid

deepquant-0.4.3/deepquant/__main__.py

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+# -*- coding: utf-8 -*-
+#
+# Copyright 2016 Ricequant, Inc
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+from deepquant.quest.sdk import entry_point
+
+if __name__ == '__main__':
+    entry_point()

deepquant-0.4.3/deepquant/data/gqclient/__init__.py

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+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+"""
+@author: zhangluping_it
+@time: 2024/7/9 15:30
+@description: 
+"""

deepquant-0.4.3/deepquant/data/gqclient/commons.py

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+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+import time
+from enum import Enum
+
+
+class DataType(Enum):
+    """
+    返回数据类型
+    """
+    DATAFRAME = 0  #: 返回dataframe
+    JSON = 10  #: 返回json，如[{'symbol':'SH600000','price':10.0},{'symbol':'SZ000001','price':10.0}]
+    PROTO_BUF = 11  #: 返回数据为protocol buffer
+
+    @staticmethod
+    def get(name='', code=''):
+        for item in DataType:
+            if name is not None and item.name == name:
+                return item
+            elif code is not None and item.value == code:
+                return code
+        return DataType.JSON
+
+
+class ApiReqMethod(Enum):
+    """
+    API请求类型：POST、GET
+    """
+    POST = 0
+    GET = 1
+
+    @staticmethod
+    def get(name='', code=''):
+        for item in ApiReqMethod:
+            if name is not None and item.name == name:
+                return item
+            elif code is not None and item.value == code:
+                return item
+        return ApiReqMethod.POST
+
+
+class ApiEncrypt(Enum):
+    """
+    API是否加密：不加密/请求相应加密/...
+    """
+    NO = 0
+    # TODO 加解密功能待实现
+    ENCRY_REQ_RSP = 10
+
+    @staticmethod
+    def get(name='', code=''):
+        for item in ApiEncrypt:
+            if name is not None and item.name == name:
+                return item
+            elif code is not None and item.value == code:
+                return item
+        return ApiEncrypt.NO
+
+
+class ApiRspCode(Enum):
+    SUCCESS = '00000'
+    HTTP_ERROR = 'H0001'
+    HTTP_TIMEOUT = 'H0002'
+    # HTTP返回码如果是非200，则错误码为HC404之类
+    HTTP_ERRCODE_PRE = 'HC{}'
+
+    NOT_AUTH = 'U0404'
+
+    PARAM_ERROR = 'P0001'
+
+    RSP_ERROR = 'RT999'
+
+    SDK_ERROR = 'SDK99'
+
+    @staticmethod
+    def is_succ(code):
+        if ApiRspCode.SUCCESS == code or ApiRspCode.SUCCESS.value == code or 200 == code or 0 == code or '0' == code:
+            return True
+        else:
+            return False
+
+
+class ApiAggregateType(Enum):
+    # 不需要聚合
+    NO = 0
+    # 分批聚合
+    BATCH = 1
+
+    # 分页聚合，TODO，本期暂不实现
+
+    @staticmethod
+    def get(name='', code=''):
+        for item in ApiAggregateType:
+            if name is not None and item.name == name:
+                return item
+            elif code is not None and item.value == code:
+                return item
+        return ApiAggregateType.NO
+
+
+class ApiRspMode(Enum):
+    # 处理后返回，默认选项
+    PROCESSED = 0
+    # 透传
+    PASSED = 1
+
+
+class ApiResponse:
+    """
+    Api响应返回对象
+    """
+
+    def __init__(self, code, msg, data, **kwargs):
+        """
+        :param code:    返回码，0-成功，其他相关错误码
+        :param msg:     返回提示
+        :param data:    返回数据
+        """
+        self.code = code
+        self.msg = msg
+        self.data = data
+        self.extra = kwargs
+
+    @staticmethod
+    def assemble_succ_resp(data, **kwargs):
+        response = ApiResponse(code=ApiRspCode.SUCCESS, msg='success', data=data, **kwargs)
+        return response
+
+    @staticmethod
+    def assemble_err_resp(code, msg):
+        response = ApiResponse(code=code, msg=msg, data=None)
+        return response
+
+    def is_success(self):
+        return ApiRspCode.is_succ(self.code)
+
+    def __str__(self):
+        _str = self.__class__.__name__ + '(' + \
+               ','.join([key + '=' + str(value) for key, value in self.__dict__.items() if value is not None]) \
+               + ')'
+        return _str
+
+
+class ApiInfo:
+    def __init__(self, mod_type, func_name, api_uri,
+                 req_method=ApiReqMethod.POST.name,
+                 req_data_type=DataType.JSON.name,
+                 rsp_data_type=DataType.JSON.name,
+                 ret_data_node=None,
+                 aggregate_type=ApiAggregateType.NO.name,
+                 encrypt_type=ApiEncrypt.NO.name,
+                 extras=None, comment=None):
+        """
+        HTTP API信息
+        :param mod_type:    API所属模块类型，比如数据-Data、因子-Factor
+        :param func_name:     API的唯一名称，模块内唯一，比如getBars
+        :param api_uri:     API对应网关的URI
+        :param req_method:  请求方式
+        :param req_data_type:   请求数据格式
+        :param rsp_data_type:   响应数据格式
+        :param ret_data_node:   返回数据的节点，比如返回json或pb根目录下的datas
+
+        :param aggregate_type:      是否需要批量聚合，0-不需要，1-分批聚合，2-分页聚合
+        :param encrypt_type:      加解密类型
+        :param extras:          扩展字段，作为预留
+        """
+        # API类型，比如data/factor...
+        self.mod_type = mod_type
+        self.func_name = func_name
+        self.api_uri = api_uri
+        self.req_method = ApiReqMethod.get(req_method)
+        self.req_data_type = DataType.get(req_data_type)
+        self.rsp_data_type = DataType.get(rsp_data_type)
+        self.ret_data_node = ret_data_node
+
+        # 分批聚合功能已支持
+        self.aggregate_type = ApiAggregateType.get(aggregate_type)
+        self.encrypt_type = ApiEncrypt.get(encrypt_type)
+        self.extras = extras
+        self.comment = comment
+
+    @staticmethod
+    def gen_from_json_item(_json_config):
+        mod_type = _json_config.get('modType')
+        if mod_type is None:
+            mod_type = _json_config.get('mod_type')
+
+        func_name = _json_config.get('funcName')
+        if func_name is None:
+            func_name = _json_config.get('func_name')
+
+        api_uri = _json_config.get('apiUri')
+        if api_uri is None:
+            api_uri = _json_config.get('api_uri')
+
+        req_method = _json_config.get('reqMethod')
+        if req_method is None:
+            req_method = _json_config.get('req_method')
+
+        req_data_type = _json_config.get('reqDataType')
+        if req_data_type is None:
+            req_data_type = _json_config.get('req_data_type')
+
+        rsp_data_type = _json_config.get('rspDataType')
+        if rsp_data_type is None:
+            rsp_data_type = _json_config.get('rsp_data_type')
+
+        ret_data_node = _json_config.get('retDataNode')
+        if ret_data_node is None:
+            ret_data_node = _json_config.get('ret_data_node')
+
+        encrypt_type = _json_config.get('encryptType')
+        if encrypt_type is None:
+            encrypt_type = _json_config.get('encrypt_type')
+
+        comment = _json_config.get('remark')
+        if comment is None:
+            comment = _json_config.get('comment')
+
+        return ApiInfo(mod_type=mod_type, func_name=func_name, api_uri=api_uri, req_method=req_method,
+                       req_data_type=req_data_type, rsp_data_type=rsp_data_type, ret_data_node=ret_data_node,
+                       encrypt_type=encrypt_type,
+                       comment=comment)
+
+    @staticmethod
+    def default(mod_type, func_name, api_uri, method="POST"):
+        return ApiInfo(mod_type=mod_type, func_name=func_name, api_uri=api_uri, req_method=method)
+
+    def set_req_method(self, req_method):
+        self.req_method = req_method
+        return self
+
+    def set_data_type(self, data_type):
+        self.req_data_type = data_type
+        self.rsp_data_type = data_type
+        return self
+
+    def set_ret_data_node(self, ret_data_node):
+        self.ret_data_node = ret_data_node
+        return self
+
+    def has_data_node(self):
+        if self.ret_data_node is not None and len(self.ret_data_node) > 0:
+            return True
+        else:
+            return False
+
+    def __str__(self):
+        _str = self.__class__.__name__ + '(' + \
+               ','.join([key + '=' + str(value) for key, value in self.__dict__.items() if value is not None]) \
+               + ')'
+        return _str
+
+
+class TTLCache(object):
+    """
+    TTL缓存，用于token缓存等
+    """
+    NOT_FOUND = None
+
+    def __init__(self):
+        # 记录key-value数据
+        self.datas = dict()
+        # 记录key-expire失效时间
+        self.expires = dict()
+
+    def check_and_remove_key_expires(self, key):
+        if key in self.datas:
+            if key in self.expires:
+                now = time.time()
+                expire_time = self.expires[key]
+                if expire_time > now:
+                    # 超时时间>当前时间，则返回数据
+                    return self.datas[key]
+                else:
+                    print('[check_key_expires]key-expired:' + key + ', ' + self.datas[key])
+                    del self.datas[key]
+                    del self.expires[key]
+                    return TTLCache.NOT_FOUND
+            else:
+                del self.datas[key]
+                return TTLCache.NOT_FOUND
+        else:
+            return TTLCache.NOT_FOUND
+
+    def get(self, key):
+        return self.check_and_remove_key_expires(key)
+
+    def set(self, key, value, ttl=86400):
+        now = time.time()
+        self.datas[key] = value
+        self.expires[key] = now + ttl
+
+
+class FunctionMode(Enum):
+    # 无上传参数模式
+    SIMPLE = 1
+    # 无上传参数模式
+    COMPLEX = 2