ftshare 1.0.9__py3-none-any.whl

ftshare/__init__.py

@@ -0,0 +1,98 @@
+"""Public entrypoint for the ftshare Python SDK.
+
+Typical usage:
+
+    import ftshare as ft
+
+    market = ft.market_api()
+    payload = market.baidu_financial_calendar(
+        start_date="2026-05-26",
+        end_date="2026-05-27",
+    )
+
+The package-level ``BASE_URL`` is intentionally mutable so deployments can
+switch environments without changing every client construction site.
+"""
+
+from __future__ import annotations
+
+from collections.abc import Mapping
+
+from . import client as _client
+from .client import DEFAULT_BASE_URL, FtshareClient
+from .exceptions import (
+    FtshareAPIError,
+    FtshareDecodeError,
+    FtshareError,
+    FtshareHTTPError,
+)
+
+BASE_URL = _client.get_base_url()
+
+
+def get_base_url() -> str:
+    """Return the package-level base URL used by ``market_api()``.
+
+    Returns:
+        The normalized base URL, always ending with ``/``.
+    """
+    return BASE_URL
+
+
+def set_base_url(url: str) -> str:
+    """Set the package-level base URL used by new clients.
+
+    Args:
+        url: API base URL. Both ``https://host/gateway`` and
+            ``https://host/gateway/`` are accepted.
+
+    Returns:
+        The normalized base URL.
+
+    Raises:
+        ValueError: If ``url`` is empty after stripping whitespace.
+    """
+    global BASE_URL
+    BASE_URL = _client.set_base_url(url)
+    return BASE_URL
+
+
+def market_api(
+    base_url: str | None = None,
+    timeout: float = 10,
+    headers: Mapping[str, str] | None = None,
+    api_key: str | None = None,
+) -> FtshareClient:
+    """Create a synchronous FTShare market data API client.
+
+    Args:
+        base_url: Optional client-specific base URL. If omitted, the current
+            package-level ``BASE_URL`` is used.
+        timeout: Request timeout in seconds.
+        headers: Optional headers applied to every request from this client.
+        api_key: Optional FTShare API key. Defaults to the ``FTSHARE_API_KEY``
+            environment variable.
+
+    Returns:
+        A configured ``FtshareClient`` instance.
+    """
+    return _client.market_api(
+        base_url=base_url or BASE_URL,
+        timeout=timeout,
+        headers=headers,
+        api_key=api_key,
+    )
+
+
+__all__ = [
+    "BASE_URL",
+    "DEFAULT_BASE_URL",
+    "FtshareAPIError",
+    "FtshareClient",
+    "FtshareDecodeError",
+    "FtshareError",
+    "FtshareHTTPError",
+    "get_base_url",
+    "market_api",
+    "set_base_url",
+]

ftshare/apis/__init__.py

@@ -0,0 +1,29 @@
+"""ftshare-doc topic API mixins used by ``FtshareClient``."""
+
+from .stock import StockApiMixin
+from .hk import HkApiMixin
+from .us import UsApiMixin
+from .index import IndexApiMixin
+from .etf import EtfApiMixin
+from .fund import FundApiMixin
+from .futures import FuturesApiMixin
+from .bond import BondApiMixin
+from .economic import EconomicApiMixin
+from .llm_corpus import LlmCorpusApiMixin
+from .spot import SpotApiMixin
+from .forex import ForexApiMixin
+
+__all__ = [
+    'StockApiMixin',
+    'HkApiMixin',
+    'UsApiMixin',
+    'IndexApiMixin',
+    'EtfApiMixin',
+    'FundApiMixin',
+    'FuturesApiMixin',
+    'BondApiMixin',
+    'EconomicApiMixin',
+    'LlmCorpusApiMixin',
+    'SpotApiMixin',
+    'ForexApiMixin',
+]

ftshare/apis/bond.py

@@ -0,0 +1,443 @@
+"""Bond API methods grouped by ftshare-doc."""
+
+from __future__ import annotations
+
+from collections.abc import Sequence
+from typing import Any
+
+from ..endpoints import ENDPOINTS
+from ..params import symbols_to_json_string
+
+
+class BondApiMixin:
+    """Endpoint methods for the bond ftshare-doc topic."""
+
+    def convertible_bond_candlesticks(
+        self,
+        symbol: Any | None = None,
+        interval_unit: Any | None = None,
+        adjust_kind: Any | None = None,
+        since_ts_millis: Any | None = None,
+        until_ts_millis: Any | None = None,
+        limit: Any | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """可转债历史K线.
+
+        Endpoint: ``api/v1/market/data/convertible-bond-candlesticks``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_candlesticks``.
+
+        Args:
+            symbol: 单只可转债代码，如 113042.SH；也接受 .XSHG、.XSHE 后缀 (type: string; required: Y).
+            interval_unit: 周期单位：Day/Week/Month/Year，大小写不敏感 (type: enum; required: Y).
+            adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+            since_ts_millis: 起始时间戳，单位毫秒；不得晚于 until，且与 until 相差不超过 12 个自然月 (type: int(ms); required: Y).
+            until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+            limit: 保留最新 K 线条数上限；省略返回窗口内全部记录 (type: int; required: N).
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'symbol': symbol, 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+        request_params.update(kwargs)
+        return self._call_endpoint(
+            'convertible_bond_candlesticks',
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+    def convertible_bond_candlesticks_batch(
+        self,
+        symbols: Any | None = None,
+        interval_unit: Any | None = None,
+        adjust_kind: Any | None = None,
+        since_ts_millis: Any | None = None,
+        until_ts_millis: Any | None = None,
+        limit: Any | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """批量可转债历史K线.
+
+        Endpoint: ``api/v2/market/data/convertible-bond-candlesticks/batch``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_candlesticks_batch``.
+
+        Args:
+            symbols: 可转债代码列表，1～20 个；支持重复参数、逗号分隔或 JSON 字符串数组 (type: string[]; required: Y).
+            interval_unit: 周期单位：Day/Week/Month/Year，大小写不敏感 (type: enum; required: Y).
+            adjust_kind: 复权：None（默认，不复权）/Forward（前复权）/Backward（后复权） (type: enum; required: N).
+            since_ts_millis: 起始时间戳，单位毫秒；不得晚于 until，且与 until 相差不超过 12 个自然月 (type: int(ms); required: Y).
+            until_ts_millis: 结束时间戳，单位毫秒 (type: int(ms); required: Y).
+            limit: 每个标的最新 K 线条数上限；省略返回窗口内全部记录 (type: int; required: N).
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'symbols': symbols, 'interval_unit': interval_unit, 'adjust_kind': adjust_kind, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+        request_params.update(kwargs)
+        return self._call_endpoint(
+            'convertible_bond_candlesticks_batch',
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+    def convertible_bond_minute_candlesticks(
+        self,
+        symbol: Any | None = None,
+        symbols: Any | None = None,
+        interval_value: Any | None = None,
+        since_ts_millis: Any | None = None,
+        until_ts_millis: Any | None = None,
+        limit: Any | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """可转债历史分钟K线.
+
+        Endpoint: ``api/v2/market/data/convertible-bond-minute-candlesticks``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_minute_candlesticks``.
+
+        Args:
+            symbol: 单只可转债代码（与 symbols 二选一，不能同时传） (type: string; required: N).
+            symbols: 1～20 个可转债代码；支持重复参数、逗号分隔或 JSON 字符串数组（与 symbol 二选一） (type: string[]; required: N).
+            interval_value: 分钟周期：仅支持 1、5、15，默认 1 (type: enum; required: N).
+            since_ts_millis: 起始时间戳，单位毫秒；单只、批量都必须提供 (type: int(ms); required: Y).
+            until_ts_millis: 结束时间戳，单位毫秒；不得早于 since，且单次跨度不超过 3 个自然日 (type: int(ms); required: Y).
+            limit: 每只标的聚合后最多返回条数，范围 1～1000；省略返回窗口内全部记录 (type: int; required: N).
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'symbol': symbol, 'symbols': symbols, 'interval_value': interval_value, 'since_ts_millis': since_ts_millis, 'until_ts_millis': until_ts_millis, 'limit': limit}
+        request_params.update(kwargs)
+        return self._call_endpoint(
+            'convertible_bond_minute_candlesticks',
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+    def convertible_bond_realtime_day_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
+        """可转债实时日K线.
+
+        Endpoint: ``api/v4/market/data/convertible-bond-realtime-day-kline``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_realtime_day_kline``.
+
+        Args:
+            symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, or raw JSON when ``raw=True``.
+        """
+        params = {'symbols': symbols_to_json_string(symbols)}
+        params.update(kwargs)
+        return self._call_endpoint('convertible_bond_realtime_day_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
+
+    def convertible_bond_realtime_minute_kline(self, symbols: Any | None = None, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
+        """可转债实时分钟K线.
+
+        Endpoint: ``api/v4/market/data/convertible-bond-realtime-minute-kline``.
+        Method: ``GET``.
+        Documented endpoint: ``convertible_bond_realtime_minute_kline``.
+
+        Args:
+            symbols: 1～20 个可转债代码的 JSON 字符串数组，如 ``["113042.SH","123107.SZ"]``；单只也必须传单元素数组 (type: string; required: Y).
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, or raw JSON when ``raw=True``.
+        """
+        params = {'symbols': symbols_to_json_string(symbols)}
+        params.update(kwargs)
+        return self._call_endpoint('convertible_bond_realtime_minute_kline', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
+
+    def szse_convertible_bond_matching_trades(
+        self,
+        security_code: Any | None = None,
+        trade_date: Any | None = None,
+        start_date: Any | None = None,
+        end_date: Any | None = None,
+        page: int | None = None,
+        page_size: int | None = None,
+        limit: int | None = None,
+        all_pages: bool = False,
+        max_pages: int | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """深交所可转债匹配成交.
+
+        Endpoint: ``api/v1/market/data/convertible-bond/szse/matching-trades``.
+        Method: ``GET``.
+        Documented endpoint: ``szse_convertible_bond_matching_trades``.
+
+        Args:
+            security_code: 六位可转债证券代码，例如 `123001`。 (type: string; required: N).
+            trade_date: 单个交易日，格式 `YYYYMMDD`；不能与 `start_date`、`end_date` 同时使用。 (type: integer; required: N).
+            start_date: 查询开始日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            end_date: 查询结束日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+            page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+            limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+            all_pages: Fetch and combine pages until the server reports the last page.
+            max_pages: Optional safety cap for ``all_pages``.
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'security_code': security_code, 'trade_date': trade_date, 'start_date': start_date, 'end_date': end_date}
+        request_params.update(kwargs)
+        path = ENDPOINTS['szse_convertible_bond_matching_trades'].path
+        return self.get_paginated(
+            path,
+            page=page,
+            page_size=page_size,
+            limit=limit,
+            all_pages=all_pages,
+            max_pages=max_pages,
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+
+    def szse_convertible_bond_negotiated_trades(
+        self,
+        security_code: Any | None = None,
+        trade_date: Any | None = None,
+        start_date: Any | None = None,
+        end_date: Any | None = None,
+        page: int | None = None,
+        page_size: int | None = None,
+        limit: int | None = None,
+        all_pages: bool = False,
+        max_pages: int | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """深交所可转债协议成交.
+
+        Endpoint: ``api/v1/market/data/convertible-bond/szse/negotiated-trades``.
+        Method: ``GET``.
+        Documented endpoint: ``szse_convertible_bond_negotiated_trades``.
+
+        Args:
+            security_code: 六位可转债证券代码，例如 `123001`。 (type: string; required: N).
+            trade_date: 单个交易日，格式 `YYYYMMDD`；不能与 `start_date`、`end_date` 同时使用。 (type: integer; required: N).
+            start_date: 查询开始日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            end_date: 查询结束日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+            page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+            limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+            all_pages: Fetch and combine pages until the server reports the last page.
+            max_pages: Optional safety cap for ``all_pages``.
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'security_code': security_code, 'trade_date': trade_date, 'start_date': start_date, 'end_date': end_date}
+        request_params.update(kwargs)
+        path = ENDPOINTS['szse_convertible_bond_negotiated_trades'].path
+        return self.get_paginated(
+            path,
+            page=page,
+            page_size=page_size,
+            limit=limit,
+            all_pages=all_pages,
+            max_pages=max_pages,
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+
+    def szse_convertible_bond_directed_trades(
+        self,
+        security_code: Any | None = None,
+        trade_date: Any | None = None,
+        start_date: Any | None = None,
+        end_date: Any | None = None,
+        page: int | None = None,
+        page_size: int | None = None,
+        limit: int | None = None,
+        all_pages: bool = False,
+        max_pages: int | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """深交所可转债定向成交.
+
+        Endpoint: ``api/v1/market/data/convertible-bond/szse/directed-trades``.
+        Method: ``GET``.
+        Documented endpoint: ``szse_convertible_bond_directed_trades``.
+
+        Args:
+            security_code: 六位可转债证券代码，例如 `123001`。 (type: string; required: N).
+            trade_date: 单个交易日，格式 `YYYYMMDD`；不能与 `start_date`、`end_date` 同时使用。 (type: integer; required: N).
+            start_date: 查询开始日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            end_date: 查询结束日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+            page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+            limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+            all_pages: Fetch and combine pages until the server reports the last page.
+            max_pages: Optional safety cap for ``all_pages``.
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'security_code': security_code, 'trade_date': trade_date, 'start_date': start_date, 'end_date': end_date}
+        request_params.update(kwargs)
+        path = ENDPOINTS['szse_convertible_bond_directed_trades'].path
+        return self.get_paginated(
+            path,
+            page=page,
+            page_size=page_size,
+            limit=limit,
+            all_pages=all_pages,
+            max_pages=max_pages,
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )
+
+
+    def cb_lists(self, *, raw: bool = False, fields: Sequence[str] | str | None = None, as_dataframe: bool = True, **kwargs: Any) -> Any:
+        """可转债列表."""
+        params = {}
+        params.update(kwargs)
+        return self._call_endpoint('cb_lists', raw=raw, fields=fields, as_dataframe=as_dataframe, **params)
+
+    def szse_convertible_bond_declaration_snapshots(
+        self,
+        security_code: Any | None = None,
+        trade_date: Any | None = None,
+        start_date: Any | None = None,
+        end_date: Any | None = None,
+        page: int | None = None,
+        page_size: int | None = None,
+        limit: int | None = None,
+        all_pages: bool = False,
+        max_pages: int | None = None,
+        *,
+        raw: bool = False,
+        fields: Sequence[str] | str | None = None,
+        as_dataframe: bool = True,
+        **kwargs: Any,
+    ) -> Any:
+        """深交所可转债申报快照.
+
+        Endpoint: ``api/v1/market/data/convertible-bond/szse/declaration-snapshots``.
+        Method: ``GET``.
+        Documented endpoint: ``szse_convertible_bond_declaration_snapshots``.
+
+        Args:
+            security_code: 六位可转债证券代码，例如 `123001`。 (type: string; required: N).
+            trade_date: 单个交易日，格式 `YYYYMMDD`；不能与 `start_date`、`end_date` 同时使用。 (type: integer; required: N).
+            start_date: 查询开始日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            end_date: 查询结束日期，格式 `YYYYMMDD`。 (type: integer; required: N).
+            page: Page number, starting from 1. If omitted, the server default is used unless ``limit`` or ``all_pages`` is set.
+            page_size: Rows per page. The SDK validates this against the endpoint-specific maximum.
+            limit: Maximum number of rows to return. The SDK may fetch multiple pages to satisfy this limit.
+            all_pages: Fetch and combine pages until the server reports the last page.
+            max_pages: Optional safety cap for ``all_pages``.
+            raw: Return the decoded JSON payload without tabular extraction.
+            fields: Optional field list or comma-separated field string applied after extraction.
+            as_dataframe: Return a pandas ``DataFrame`` by default; set to ``False`` for Python rows.
+            **kwargs: Extra request parameters forwarded unchanged. Useful when the service adds parameters before the SDK is regenerated.
+
+        Returns:
+            A pandas ``DataFrame`` by default, Python rows when
+            ``as_dataframe=False``, raw JSON when ``raw=True``, or raw page
+            payloads when multi-page fetching is used with ``raw=True``.
+        """
+        request_params = {'security_code': security_code, 'trade_date': trade_date, 'start_date': start_date, 'end_date': end_date}
+        request_params.update(kwargs)
+        path = ENDPOINTS['szse_convertible_bond_declaration_snapshots'].path
+        return self.get_paginated(
+            path,
+            page=page,
+            page_size=page_size,
+            limit=limit,
+            all_pages=all_pages,
+            max_pages=max_pages,
+            raw=raw,
+            fields=fields,
+            as_dataframe=as_dataframe,
+            **request_params,
+        )