gjdatac-api 0.0.7__tar.gz → 0.0.9__tar.gz

{gjdatac_api-0.0.7 → gjdatac_api-0.0.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac_api
-Version: 0.0.7
+Version: 0.0.9
 Summary: 主动管理项目第一版(部分接口)
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.0.7 → gjdatac_api-0.0.9}/gjdatac_api/data_api_class.py

@@ -33,13 +33,13 @@ class GJDataC:
         self.password = password
 
         # 连接数据库
-        self.db_session = ddb.session()
-        success = self.db_session.connect(self.host, self.port, self.user_id, self.password)
-        if not success:
-            raise Exception("please check your database connection information")
+        # self.db_session = ddb.session()
+        # success = self.db_session.connect(self.host, self.port, self.user_id, self.password)
+        # if not success:
+        #     raise Exception("please check your database connection information")
 
-        ''' 关闭数据库连接 '''
-        self.db_session.close()
+        # ''' 关闭数据库连接 '''
+        # self.db_session.close()
 
         ''' get_price 接口相关属性 '''
         # self.get_price_data = None  # 用于存放get_price接口数据
@@ -85,7 +85,9 @@ class GJDataC:
 
         # 连接数据库
         db_session = ddb.session()
-        db_session.connect(self.host, self.port, self.user_id, self.password)
+        success = db_session.connect(self.host, self.port, self.user_id, self.password)
+        if not success:
+            raise Exception("please check your database connection information")
 
         # 从数据库中获取数据
         data = db_session.loadTable(tableName=table_name, dbPath=db_path)
@@ -601,7 +603,7 @@ class GJDataC:
                     "tick_l1": (history_future_tick_db_table_name, history_future_tick_db_path),
                     "1d": (history_future_day_db_table_name, history_future_day_db_path),
                     "1min": (history_future_min_db_table_name, history_future_min_db_path),
-                    # "1min_gtja": (history_future_min_gtja_db_table_name, history_future_min_gtja_db_path),
+                    "1min_gtja": (history_future_1min_gtja_db_table_name, history_future_1min_gtja_db_path),
                     # "tick_l2": (history_future_tick_l2_db_table_name, history_future_tick_l2_db_path),
                 }.get(frequency)
             elif asset_type == "option":
@@ -629,7 +631,7 @@ class GJDataC:
         :param commodity: str or list, 合约品种  和 commodity_type 必填 二选一  若填写品种参数，则返回该品种所有合约基础信息
         :param asset_type: str, 合约类型--必填
         :param fields: str or list, 字段列表--选填，默认为全部字段
-        :return: 合约基础信息
+        :return: data:合约基础信息
         """
 
         ''' 数据校验 '''
@@ -640,21 +642,22 @@ class GJDataC:
         self.general_validate_asset_type(asset_type)
 
         ''' 根据传入的asset_type以及order_book_ids获取数据 '''
-        self.get_instruments_data_get_data(asset_type=asset_type, order_book_ids=order_book_ids, commodity=commodity)
+        data = self.get_instruments_data_get_data(asset_type=asset_type, order_book_ids=order_book_ids,
+                                                  commodity=commodity)
 
         # 重命名字段
-        self.get_instruments_data_rename_columns(asset_type)
+        data = self.get_instruments_data_rename_columns(asset_type, data)
 
         # 从交易参数中填充commodity和trading_hour的值
-        self.get_instruments_deal_commodity_trading_hour()
+        data = self.get_instruments_deal_commodity_trading_hour(data)
 
         ''' 按照文档筛选需要返回的字段 '''
-        self.get_instruments_data_filter_return_fileds(asset_type)
+        data = self.get_instruments_data_filter_return_fileds(asset_type, data)
 
         # 对fields进行校验并根据fields返回对应的字段
-        self.get_instruments_validate_fields(fields)
+        data = self.get_instruments_validate_fields(fields, data)
 
-        return self.get_instruments_data
+        return data
 
     def get_instruments_validate_order_book_ids_commodity(self, order_book_ids, commodity):
         """
@@ -673,51 +676,57 @@ class GJDataC:
         if commodity:
             self.general_validate_field_str_or_list(commodity, "commodity")
 
-    def get_instruments_filter_order_book_ids(self, order_book_ids):
-        """
-        根据order_book_ids筛选数据
-        :param order_book_ids: str or list,合约代码
-        :return: None
-        """
+    # def get_instruments_filter_order_book_ids(self, order_book_ids):
+    #     """
+    #     根据order_book_ids筛选数据
+    #     :param order_book_ids: str or list,合约代码
+    #     :return: None
+    #     """
 
-        self.get_instruments_data = self.get_instruments_data[
-            self.get_instruments_data["order_book_id"].isin(order_book_ids)] if isinstance(
-            order_book_ids, list) else self.get_instruments_data[
-            self.get_instruments_data["order_book_id"] == order_book_ids]
+    #     self.get_instruments_data = self.get_instruments_data[
+    #         self.get_instruments_data["order_book_id"].isin(order_book_ids)] if isinstance(
+    #         order_book_ids, list) else self.get_instruments_data[
+    #         self.get_instruments_data["order_book_id"] == order_book_ids]
 
-    def get_instruments_filter_commodity(self, commodity):
-        """
-        根据commodity筛选数据
-        :param commodity: str or list, 合约品种
-        :return: None
+    # def get_instruments_filter_commodity(self, commodity):
+    #     """
+    #     根据commodity筛选数据
+    #     :param commodity: str or list, 合约品种
+    #     :return: None
 
-        """
+    #     """
 
-        self.get_instruments_data = self.get_instruments_data[
-            self.get_instruments_data["commodity"].isin(commodity)] if isinstance(
-            commodity, list) else self.get_instruments_data[
-            self.get_instruments_data["commodity"] == commodity]
+    #     self.get_instruments_data = self.get_instruments_data[
+    #         self.get_instruments_data["commodity"].isin(commodity)] if isinstance(
+    #         commodity, list) else self.get_instruments_data[
+    #         self.get_instruments_data["commodity"] == commodity]
 
-    def get_instruments_data_filter_return_fileds(self, asset_type):
+    def get_instruments_data_filter_return_fileds(self, asset_type, data):
         """
         根据asset_type返回对应的字段(不同合约类型字段不同)
         :param asset_type: 合约类型，"future" or "option"
-        :return: None
+        :param data: 数据
+        :return: data: 返回筛选后的数据
         """
 
         if asset_type == "future":
-            self.get_instruments_data = self.get_instruments_data[get_instruments_type_dict.get("future_return_fields")]
+            data = data[get_instruments_type_dict.get("future_return_fields")]
         elif asset_type == "option":
-            self.get_instruments_data = self.get_instruments_data[get_instruments_type_dict.get("option_return_fields")]
+            data = data[get_instruments_type_dict.get("option_return_fields")]
 
-    def get_instruments_validate_fields(self, fields):
+        return data
+
+    def get_instruments_validate_fields(self, fields, data):
         """
         根据用户选择的字段返回数据
         :param fields: str or list, 字段列表
-        :return: None
+        :param data: 数据
+        :return: data: 返回筛选后的数据
         """
 
-        self.get_instruments_data = self.general_validate_fields(self.get_instruments_data, fields)
+        data = self.general_validate_fields(data, fields)
+
+        return data
 
     def _get_instruments_data_get_data(self, order_book_ids, table_name, db_path):
         """
@@ -749,7 +758,7 @@ class GJDataC:
         :param asset_type: 合约类型
         :param order_book_ids: 合约代码
         :param commodity: 合约品种
-        :return: None
+        :return: data: 获取的数据
         """
 
         # 如果传入的是commodity，需要获取参数品种下所有合约代码
@@ -772,51 +781,60 @@ class GJDataC:
 
         ''' 期货行情数据 '''
         if asset_type == "future":
-            self.get_instruments_data = self._get_instruments_data_get_data(order_book_ids,
-                                                                            future_contract_db_table_name,
-                                                                            future_contract_db_path)
-            self.get_instruments_data["type"] = "future"
+            data = self._get_instruments_data_get_data(order_book_ids,
+                                                       future_contract_db_table_name,
+                                                       future_contract_db_path)
+            data["type"] = "future"
         elif asset_type == "option":
-            self.get_instruments_data = self._get_instruments_data_get_data(order_book_ids,
-                                                                            option_contract_db_table_name,
-                                                                            option_contract_db_path)
-            self.get_instruments_data["type"] = "option"
-            self.get_instruments_data["exercise_type"] = self.get_instruments_data["optionstype"]
+            data = self._get_instruments_data_get_data(order_book_ids,
+                                                       option_contract_db_table_name,
+                                                       option_contract_db_path)
+            data["type"] = "option"
+            data["exercise_type"] = data["optionstype"]
         else:
             raise Exception("asset_type is not valid")
-        self.get_instruments_data["commodity"] = ""
-        self.get_instruments_data["trading_hour"] = ""
+        data["commodity"] = ""
+        data["trading_hour"] = ""
 
-    def get_instruments_data_rename_columns(self, asset_type):
+        return data
+
+    def get_instruments_data_rename_columns(self, asset_type, data):
         """
         将从数据库中获取的数据列名重命名为文档要求的名字
 
         :param asset_type: 合约类型
-        :return: None
+        :param data: 数据
+        :return: data
         """
 
         new_columns = get_instruments_type_dict.get(asset_type)
-        self.get_instruments_data = self.get_instruments_data.rename(columns=new_columns)
+        data = data.rename(columns=new_columns)
 
-    def get_instruments_deal_commodity_trading_hour(self):
+        return data
+
+    def get_instruments_deal_commodity_trading_hour(self, data):
         """
         用于处理commodity和trading_hour
+        :param data: 数据
+        :return: data: 处理后的数据
         """
 
         try:
             # 获取交易参数
             trading_param_data, db_session = self.connect_db(trading_params_db_table_name, trading_params_db_path)
 
-            for index, row in self.get_instruments_data.iterrows():
+            for index, row in data.iterrows():
                 match = trading_param_data.toDF()[trading_param_data.toDF()['contractcode'] == row['order_book_id']]
                 if not match.empty:
-                    self.get_instruments_data.loc[index, 'commodity'] = match['productcode'].iloc[0]
-                    self.get_instruments_data.loc[index, 'trading_hour'] = match['tradesection'].iloc[0]
+                    data.loc[index, 'commodity'] = match['productcode'].iloc[0]
+                    data.loc[index, 'trading_hour'] = match['tradesection'].iloc[0]
             db_session.close()
         except ValueError as e:
             print(e)
             pass
 
+        return data
+
     """   get_trading_dates(交易日历)  """
 
     def get_trading_dates(self, date=datetime.date.today(), n=None, start_date=None, end_date=None):
@@ -827,13 +845,13 @@ class GJDataC:
         :param start_date: str（datetime.date, datetime.datetime）--选填, 开始日期
         :param end_date: str（datetime.date, datetime.datetime）--选填, 结束日期
         若填写【date、n】为入参，则无法填写【start_date、end_date】，反之依然
-        :return: 交易日历
+        :return: data:交易日历
         """
 
         """ 校验参数 """
-        self.get_trading_dates_data = self.get_trading_dates_validate_date_n_start_end(date, n, start_date, end_date)
+        data = self.get_trading_dates_validate_date_n_start_end(date, n, start_date, end_date)
 
-        return self.get_trading_dates_data
+        return data
 
     def get_trading_dates_validate_date_n_start_end(self, date, n, start_date, end_date):
         """
@@ -843,7 +861,7 @@ class GJDataC:
         :param n: str--根据不同值获取对应的交易日历
         :param start_date: str（datetime.date, datetime.datetime）--开始日期
         :param end_date: str（datetime.date, datetime.datetime）--结束日期
-        :return: None
+        :return: 如果校验通过，就返回对应的数据，否则抛出异常
         """
 
         if (date and n) and (start_date and end_date):
@@ -883,7 +901,7 @@ class GJDataC:
         :param start_date: str（datetime.date, datetime.datetime）--选填, 开始日期
         :param end_date: str（datetime.date, datetime.datetime）--选填, 结束日期
 
-        :return: 根据start_date和end_date筛选后的数据
+        :return: data:根据start_date和end_date筛选后的数据
         """
 
         trading_params_data = self.get_trading_dates_get_data()
@@ -901,13 +919,12 @@ class GJDataC:
 
             # 筛选 tradeflag 列等于 T 的数据（是交易日的数据）
             final_df = filtered_df.loc[filtered_df['tradeflag'] == 'T']
-            self.get_trading_dates_data = sorted(final_df["tradingday"].tolist())
+            data = sorted(final_df["tradingday"].tolist())
+            return data
         else:
             raise ValueError(
                 "start_date or end_date type error, please input str, datetime.date or datetime.datetime type")
 
-        return self.get_trading_dates_data
-
     @staticmethod
     def _get_trading_dates_by_start_end(time_data):
         """

{gjdatac_api-0.0.7 → gjdatac_api-0.0.9}/gjdatac_api/dolphin_db_info.py

@@ -15,6 +15,10 @@ history_future_min_db_table_name = "ctp_future_mink"  # 表名
 history_future_day_db_path = "dfs://dayk"  # 数据库路径
 history_future_day_db_table_name = "ctp_future_dayk"  # 表名
 
+# 历史期货实时分钟k线合成数据
+history_future_1min_gtja_db_path = "dfs://minutek"  # 数据库路径
+history_future_1min_gtja_db_table_name = "t_trade_future_mink"  # 表名
+
 ''' 期权 '''
 # 历史期权行情数据 tick数据
 history_option_tick_db_path = "dfs://tick"  # 数据库路径

{gjdatac_api-0.0.7 → gjdatac_api-0.0.9}/gjdatac_api.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac-api
-Version: 0.0.7
+Version: 0.0.9
 Summary: 主动管理项目第一版(部分接口)
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.0.7 → gjdatac_api-0.0.9}/setup.py

@@ -5,7 +5,7 @@ with open('description_info.md', 'r', encoding='utf-8') as f:
 
 setup(
     name='gjdatac_api',  # 你的包名
-    version='0.0.7',  # 版本号
+    version='0.0.9',  # 版本号
     description='主动管理项目第一版(部分接口)',  # 包的简要描述
     long_description=long_description,  # 包的详细描述
     long_description_content_type='text/markdown',  # 描述文件的类型