gjdatac-api 0.1.7__tar.gz → 0.1.8__tar.gz
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- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/PKG-INFO +1 -1
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api/data_api_class.py +12 -7
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api/dolphindb_info.py +17 -2
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api.egg-info/PKG-INFO +1 -1
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/setup.py +1 -1
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api/__init__.py +0 -0
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api/dict_data.py +0 -0
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api/instrument_class.py +0 -0
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api.egg-info/SOURCES.txt +0 -0
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api.egg-info/dependency_links.txt +0 -0
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api.egg-info/requires.txt +0 -0
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/gjdatac_api.egg-info/top_level.txt +0 -0
- {gjdatac_api-0.1.7 → gjdatac_api-0.1.8}/setup.cfg +0 -0
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@@ -15,7 +15,8 @@ from utils.dict_data import (get_price_frequency_dict, get_price_data_type_dict,
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future_margin_ratio_return_fields, future_margin_ratio_return_fields_rename,
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future_limit_position_return_fields, future_limit_position_return_fields_rename,
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main_contract_return_fields, main_contract_return_fields_rename,
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tick_main_contract_return_fields, tick_main_contract_return_fields_rename
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tick_main_contract_return_fields, tick_main_contract_return_fields_rename,
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gtja_mink_main_contract_return_fields, gtja_mink_main_contract_return_fields_rename
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)
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from utils.dolphindb_info import *
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from utils.instrument_class import Instrument
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@@ -44,7 +45,6 @@ class GJDataC:
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# 创建向量,包含所有可用节点的地址和端口
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self.sites = dolphindb_service
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-
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def connect_db(self, table_name, db_path):
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"""
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此方法用于根据不同的数据表及数据库获取数据,只返回Table对象,对应的数据处理在对应的数据接口处理
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@@ -60,7 +60,7 @@ class GJDataC:
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# 创建连接;开启高可用,并指定sites为所有可用节点的ip:port
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success = db_session.connect(self.host, self.port, self.user_id, self.password, highAvailability=True,
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highAvailabilitySites=self.sites)
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if not success:
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raise Exception("please check your database connection information")
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@@ -1767,7 +1767,7 @@ class GJDataC:
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return {
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'1d': (qc_future_maincontract_dayk, dayk_future_maincontract_db),
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'1min': (qc_future_maincontract_minutek, minutek_future_maincontract_db),
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'1min_gtja': (
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'1min_gtja': (qc_future_maincontract_gtja_minutek, minutek_future_maincontract_gtja_db)
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}.get(frequency, (None, None))
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@staticmethod
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@@ -1938,9 +1938,12 @@ class GJDataC:
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"""
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new_df = data.copy()
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if frequency in ['1min', '1d'
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if frequency in ['1min', '1d']:
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return_fields = main_contract_return_fields
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return_fields_rename = main_contract_return_fields_rename
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elif frequency in ['1min_gtja']:
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return_fields = gtja_mink_main_contract_return_fields
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return_fields_rename = gtja_mink_main_contract_return_fields_rename
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else:
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return_fields = tick_main_contract_return_fields
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return_fields_rename = tick_main_contract_return_fields_rename
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@@ -1951,10 +1954,12 @@ class GJDataC:
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# 将实际数据字段转换成需求文档中指定的字段
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new_df.rename(columns=return_fields_rename, inplace=True)
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if frequency in ['1min', '1d'
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if frequency in ['1min', '1d']:
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new_df['none_close'] = new_df['close']
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new_df['none_prev_close'] = new_df['prev_close']
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new_df['ex_factor'] = ex_factor
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elif frequency in ['1min_gtja']:
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new_df['ex_factor'] = ex_factor
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else:
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new_df['total_turnover'] = new_df.groupby(['order_book_ids', 'trading_day'])['turnover'].transform('sum')
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@@ -1971,7 +1976,7 @@ class GJDataC:
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:return: 计算后的数据
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"""
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if not adjust_type or frequency in ['tick_l1', 'tick_l2']:
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if not adjust_type or frequency in ['tick_l1', 'tick_l2', '1min_gtja']:
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return data
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adjust_fields = ['open', 'close', 'high', 'low', 'limit_up', 'limit_down', 'settlement', 'prev_settlement',
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@@ -101,7 +101,21 @@ get_warehouse_stocks_future_db_table_name = "qc_warehouse_stocks" # 表名(
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# 主力合约
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main_contract_db_path = "dfs://dayk" # 数据库路径
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main_contract_db_table_name = "
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main_contract_db_table_name = "qc_gtja_future_maincontract" # 表名
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# 主/次力合约
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dayk_future_maincontract_db = "dfs://dayk_future_maincontract"
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minutek_future_maincontract_db = "dfs://minutek_future_maincontract"
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minutek_future_maincontract_gtja_db = "dfs://minutek"
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qc_future_maincontract_dayk = "qc_future_maincontract_dayk"
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qc_future_maincontract_minutek = "qc_future_maincontract_mink"
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qc_future_maincontract_gtja_minutek = "qc_gtja_future_mink"
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tick_main_contract_db_path = "dfs://tick" # 数据库路径
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tick_main_contract_db_table_name = "qc_future_tick" # 表名
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# 期货交割手续费(目前需求中所需的字段在交易参数表中都存在,所以直接使用交易参数表)
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delivery_fee_db_path = "dfs://basicinfo" # 数据库路径
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@@ -132,5 +146,6 @@ inventory_db_table_name = "qc_product_inventory" # 表名
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subscribe_min_db_table_name = "QcMinKlineTable" # 表名
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''' 仿真服务器 '''
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dolphindb_service = ["10.74.56.101:8902", "10.74.56.102:8902", "10.74.56.103:8902"]
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@@ -5,7 +5,7 @@ with open('description_info.md', 'r', encoding='utf-8') as f:
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setup(
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name='gjdatac_api', # 你的包名
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version='0.1.
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version='0.1.8', # 版本号
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description='数据接口打包', # 包的简要描述
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long_description=long_description, # 包的详细描述
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long_description_content_type='text/markdown', # 描述文件的类型
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