gjdatac-api 0.1.9__tar.gz → 0.2.0__tar.gz

{gjdatac_api-0.1.9 → gjdatac_api-0.2.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac_api
-Version: 0.1.9
+Version: 0.2.0
 Summary: 数据接口打包
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.1.9 → gjdatac_api-0.2.0}/gjdatac_api/data_api_class.py

@@ -10,7 +10,7 @@ import chinese_calendar as calendar
 import pandas as pd
 import dolphindb as ddb
 
-from utils.dict_data import (get_price_frequency_dict, get_price_data_type_dict, get_instruments_type_dict,
+from .dict_data import (get_price_frequency_dict, get_price_data_type_dict, get_instruments_type_dict,
                              future_delivery_fee_return_fields, future_delivery_fee_return_fields_rename,
                              future_margin_ratio_return_fields, future_margin_ratio_return_fields_rename,
                              future_limit_position_return_fields, future_limit_position_return_fields_rename,
@@ -18,8 +18,8 @@ from utils.dict_data import (get_price_frequency_dict, get_price_data_type_dict,
                              tick_main_contract_return_fields, tick_main_contract_return_fields_rename,
                              gtja_mink_main_contract_return_fields, gtja_mink_main_contract_return_fields_rename
                              )
-from utils.dolphindb_info import *
-from utils.instrument_class import Instrument
+from .dolphindb_info import *
+from .instrument_class import Instrument
 
 
 class GJDataC:
@@ -2916,26 +2916,20 @@ class GJDataC:
         except Exception as e:
             raise e
 
-    """ 
-    get_history_bars 此接口和下面的接口合并为一个，根据传入的参数进行判断，调用不同的方法
-    查询合约指定日期前的行情数据（2024-12-24提出） 
-    """
+    """ get_history_bar 查询合约指定日期前的行情数据（2024-12-24提出） """
 
-    def get_history_bars(self, datetime_str=None, instrument_id=None, bar_count=None,
-                        frequency=None, fields=None, start_date=None, end_date=None):
+    def get_history_bar(self, datetime_str=None, instrument_id=None, bar_count=None,
+                        frequency=None, fields=None):
         """
-        （此接口根据接收的参数调用不同的功能函数）
         查询合约指定日期时间前的行情数据
         需要程序自行判断合约代码是期货还是期权（根据期货/期权合约信息表中的 mk_instrument_id 和 instrument_id 进行筛选）
         mk_instrument_id: 米筐合约代码， instrument_id: CTP合约代码
         Args:
-            datetime_str: str, 查询的日期时间，格式为'YYYY.MM.DD'
+            datetime_str: str, 查询的日期时间，格式为'YYYY-MM-DD HH:MM:SS'
             instrument_id: str or List[str], 合约代码，可以是单个合约或合约列表
             bar_count: int, 获取的历史K线数量
             frequency: str, 历史行情频率，可选值：'1d'或'1m'
             fields: str, 返回的数据字段，如'close_price'表示收盘价
-            start_date: str, 开始日期，格式为'YYYY.MM.DD' （此接口根据接收的参数调用不同的功能函数）
-            end_date: str, 结束日期，格式为'YYYY.MM.DD' （此接口根据接收的参数调用不同的功能函数）
         Returns:
             如果instrument_id是字符串，返回一个浮点数列表 [619.70, 620.20, 618.40, 622.00, 610.10]
             如果instrument_id是列表，返回一个浮点数列表的列表 [[619.70, 620.20], [618.40, 622.00]]
@@ -2943,25 +2937,21 @@ class GJDataC:
             ValueError: 参数验证失败时抛出
         """
 
-        ''' 根据参数的不同，调用不同的函数 '''
-        if datetime_str and bar_count:
-            # 参数验证
-            self._get_history_bar_validate_params(datetime_str, instrument_id, bar_count, frequency, fields)
+        # 参数验证
+        self._get_history_bar_validate_params(datetime_str, instrument_id, bar_count, frequency, fields)
 
-            # 转换日期格式
-            # query_time = self._get_history_bar_parse_datetime(datetime_str)
+        # 转换日期格式
+        query_time = self._get_history_bar_parse_datetime(datetime_str)
 
-            # 执行查询并筛选数据
-            result, bar_db_session = self._get_history_bar_execute_query(frequency, instrument_id, datetime_str,
-                                                                         bar_count)
-            # 此处在所有的查询筛选都在数据库层面进行完后，再关闭连接
-            # 如果将dolphindb的Table对象转换成DataFrame时，如果数据量较大，那么需要耗费的时间较长，所以尽可能将所有的筛选在数据库层面完成
-            bar_db_session.close()
+        # 执行查询并筛选数据
+        result, bar_db_session = self._get_history_bar_execute_query(frequency, instrument_id, query_time,
+                                                                     bar_count)
+        # 此处在所有的查询筛选都在数据库层面进行完后，再关闭连接
+        # 如果将dolphindb的Table对象转换成DataFrame时，如果数据量较大，那么需要耗费的时间较长，所以尽可能将所有的筛选在数据库层面完成
+        bar_db_session.close()
 
-            # 处理结果
-            return self._get_history_bar_process_result(result, instrument_id, fields, bar_count)
-        else:
-            return self.get_history_bar(instrument_id, start_date, end_date, frequency, fields)
+        # 处理结果
+        return self._get_history_bar_process_result(result, instrument_id, fields, bar_count)
 
     def _get_history_bar_validate_params(self, datetime_str, instrument_id, bar_count,
                                          frequency, fields):
@@ -2979,8 +2969,8 @@ class GJDataC:
         # 验证时间格式
         if not datetime_str or not isinstance(datetime_str, str):
             raise ValueError("datetime_str must be a non-empty string")
-        # if not self._get_history_bar_is_convertible_datetime(datetime_str):
-        #     raise ValueError("datetime_str must be in the format 'YYYY-MM-DD HH:MM:SS'")
+        if not self._get_history_bar_is_convertible_datetime(datetime_str):
+            raise ValueError("datetime_str must be in the format 'YYYY-MM-DD HH:MM:SS'")
 
         # 验证合约代码
         self.general_validate_field_str_or_list(instrument_id, "instrument_id")
@@ -3076,7 +3066,6 @@ class GJDataC:
         """
         contract_type = self.filter_contract_type(instrument_id)
 
-
         if contract_type == "future":
             return {
                 "1d": (history_future_day_db_table_name, history_future_day_db_path),
@@ -3105,8 +3094,7 @@ class GJDataC:
         """
 
         # 将日期转换成 DolphinDB 识别的日期格式，用于筛选数据
-        # dolphin_date = self._get_history_bar_datetime_to_dolphin_time(datetime_str)
-        dolphin_date = datetime_str
+        dolphin_date = self._get_history_bar_datetime_to_dolphin_time(datetime_str)
 
         # 使用 DolphinDB 的 where 子句筛选数据(这里因为实际需求的原因需要对每个instrument_id进行筛选，所以需要使用 contextby)
         # 根据bar_count 分别对不同的instrument_id 进行筛选
@@ -3174,7 +3162,7 @@ class GJDataC:
 
     """ get_history_bars 查询行情指定范围日期的行情数据"""
 
-    def get_history_bar(self, instrument_id, start_date, end_date, frequency, fields=None):
+    def get_history_bars(self, instrument_id, start_date, end_date, frequency, fields=None):
         """
         Args:
             instrument_id: str or List[str], 合约代码，可以是单个合约或合约列表

{gjdatac_api-0.1.9 → gjdatac_api-0.2.0}/gjdatac_api/dict_data.py

@@ -213,15 +213,15 @@ future_margin_ratio_return_fields = ["instrument_id", "trading_day", "product_id
 # 期货保证金--返回结果字段重命名
 # qc_nexttradeparam
 future_margin_ratio_return_fields_rename = {
-                                            "instrument_id": "order_book_id", "commodity": "commodity",
-                                            "trading_day": "date",
-                                            "product_id": "commodity",
-                                            "exchange_id": "exchange",
-                                            "s_long_mrg_rate": "s_buy_margin",
-                                            "s_short_mrg_rate": "s_sell_margin",
-                                            "h_long_mrg_rate": "h_buy_margin",
-                                            "h_short_mrg_rate": "h_sell_margin"
-                                            }
+    "instrument_id": "order_book_id", "commodity": "commodity",
+    "trading_day": "date",
+    "product_id": "commodity",
+    "exchange_id": "exchange",
+    "s_long_mrg_rate": "s_buy_margin",
+    "s_short_mrg_rate": "s_sell_margin",
+    "h_long_mrg_rate": "h_buy_margin",
+    "h_short_mrg_rate": "h_sell_margin"
+}
 
 # qc_future_tradeparam
 # future_margin_ratio_return_fields_rename = {
@@ -247,11 +247,11 @@ future_limit_position_return_fields = ["instrument_id", "trading_day", "product_
 # 期货保证金--返回结果字段重命名
 # qc_nexttradeparam
 future_limit_position_return_fields_rename = {
-                                            "instrument_id": "order_book_id", "product_id": "commodity",
-                                            "trading_day": "date",
-                                            "exchange_id": "exchange",
-                                            "pos_limit_vol": "limit_position"
-                                            }
+    "instrument_id": "order_book_id", "product_id": "commodity",
+    "trading_day": "date",
+    "exchange_id": "exchange",
+    "pos_limit_vol": "limit_position"
+}
 
 # qc_future_tradeparam
 # 缺失字段：交易所， 持仓限额
@@ -260,4 +260,127 @@ future_limit_position_return_fields_rename = {
 #                                             "trading_day": "date",
 #                                             # "交易所": "exchange",
 #                                             # "持仓限额": "limit_position"
-#                                             }s
+#                                             }
+
+
+# 主力合约
+
+""" 主力合约 """
+# 主力合约--返回结果字段--dayk、mink
+main_contract_return_fields = ["trading_day", "trade_time", "exchange_id", "instrument_id", "open_price", "close_price",
+                               "highest_price", "lowest_price", "upper_limit_price", "lower_limit_price",
+                               "settlement_price",
+                               "pre_settlement_price", "pre_close_price", "turnover", "volume",
+                               "open_interest", "total_open_interest", "total_volume", "insert_time",
+                               "prev_close_spread", "open_spread", "prev_close_ratio", "open_ratio"]
+
+# 主力合约--返回结果字段重命名--dayk、mink
+main_contract_return_fields_rename = {
+    "trading_day": "trading_day",
+    "trade_time": "datetime",
+    "exchange_id": "exchange_id",
+    "instrument_id": "order_book_ids",
+    "open_price": "open",
+    "close_price": "close",
+    "highest_price": "high",
+    "lowest_price": "low",
+    "upper_limit_price": "limit_up",
+    "lower_limit_price": "limit_down",
+    "settlement_price": "settlement",
+    "pre_settlement_price": "prev_settlement",
+    "pre_close_price": "prev_close",
+    "turnover": "total_turnover",
+    "volume": "volume",
+    "open_interest": "open_interest",
+    "total_open_interest": "total_open_interest",
+    "total_volume": "total_volume",
+    "insert_time": "insert_time",
+
+}
+
+
+# 主力合约--返回结果字段--gtja_mink
+gtja_mink_main_contract_return_fields = ["trading_day", "trade_time", "trade_timestamp",
+                                         "exchange_id", "instrument_id", "open_price", "close_price",
+                               "highest_price", "lowest_price", "upper_limit_price", "lower_limit_price",
+                               "settlement_price",
+                               "pre_settlement_price", "turnover", "volume",
+                               "open_interest", "insert_time", "product_id"
+                               ]
+                               # "prev_close_spread", "open_spread", "prev_close_ratio", "open_ratio", 'pre_close_price']
+
+# 主力合约--返回结果字段重命名--gtja_mink
+gtja_mink_main_contract_return_fields_rename = {
+    "trading_day": "trading_day",
+    "trade_time": "datetime",
+    "exchange_id": "exchange_id",
+    "instrument_id": "order_book_ids",
+    "open_price": "open",
+    "close_price": "close",
+    "highest_price": "high",
+    "lowest_price": "low",
+    "upper_limit_price": "limit_up",
+    "lower_limit_price": "limit_down",
+    "settlement_price": "settlement",
+    "pre_settlement_price": "prev_settlement",
+    # "pre_close_price": "prev_close",
+    "turnover": "total_turnover",
+    "volume": "volume",
+    "open_interest": "open_interest",
+    # "total_open_interest": "total_open_interest",
+    # "total_volume": "total_volume",
+    "insert_time": "insert_time",
+
+}
+
+
+
+tick_main_contract_return_fields = ["trading_day", "trade_time", "exchange_id", "instrument_id", "open_price",
+                                    "highest_price", "lowest_price", "last_price", "upper_limit_price", "lower_limit_price",
+                                    "pre_settlement_price", "pre_close_price", "volume",
+                                    "open_interest", "turnover",
+                                    "ask_price1", "ask_price2", "ask_price3", "ask_price4", "ask_price5",
+                                    "ask_volume1", "ask_volume2", "ask_volume3", "ask_volume4", "ask_volume5",
+                                    "bid_price1", "bid_price2", "bid_price3", "bid_price4", "bid_price5",
+                                    "bid_volume1", "bid_volume2", "bid_volume3", "bid_volume4", "bid_volume5",
+                                    "insert_time"]
+
+# 主力合约--返回结果字段重命名
+tick_main_contract_return_fields_rename = {
+    "trading_day": "trading_day",
+    "trade_time": "datetime",
+    "exchange_id": "exchange_id",
+    "instrument_id": "order_book_ids",
+    "open_price": "open",
+    "highest_price": "high",
+    "lowest_price": "low",
+    "last_price": "last",
+    "upper_limit_price": "limit_up",
+    "lower_limit_price": "limit_down",
+    "pre_settlement_price": "prev_settlement",
+    "pre_close_price": "prev_close",
+    "volume": "volume",
+    "open_interest": "open_interest",
+    'ask_price1': 'a1',
+    'ask_price2': 'a2',
+    'ask_price3': 'a3',
+    'ask_price4': 'a4',
+    'ask_price5': 'a5',
+    'ask_volume1': 'a1_v',
+    'ask_volume2': 'a2_v',
+    'ask_volume3': 'a3_v',
+    'ask_volume4': 'a4_v',
+    'ask_volume5': 'a5_v',
+    'bid_price1': 'b1',
+    'bid_price2': 'b2',
+    'bid_price3': 'b3',
+    'bid_price4': 'b4',
+    'bid_price5': 'b5',
+    'bid_volume1': 'b1_v',
+    'bid_volume2': 'b2_v',
+    'bid_volume3': 'b3_v',
+    'bid_volume4': 'b4_v',
+    'bid_volume5': 'b5_v',
+    "insert_time": "insert_time",
+
+}

{gjdatac_api-0.1.9 → gjdatac_api-0.2.0}/gjdatac_api.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac-api
-Version: 0.1.9
+Version: 0.2.0
 Summary: 数据接口打包
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.1.9 → gjdatac_api-0.2.0}/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='0.1.9',  # 版本号
+    version='0.2.0',  # 版本号
     description='数据接口打包',  # 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