gjdatac-api 0.2.8__tar.gz → 0.3.0__tar.gz

{gjdatac_api-0.2.8 → gjdatac_api-0.3.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac_api
-Version: 0.2.8
+Version: 0.3.0
 Summary: 数据接口打包
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.2.8 → gjdatac_api-0.3.0}/gjdatac_api/data_api_class.py

@@ -10,7 +10,7 @@ import chinese_calendar as calendar
 import pandas as pd
 import dolphindb as ddb
 
-from 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 dict_data import (get_price_frequency_dict, get_price_data_type_dict, get_i
                              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 dolphindb_info import *
-from instrument_class import Instrument
+from .dolphindb_info import *
+from .instrument_class import Instrument
 
 
 class GJDataC:
@@ -2004,13 +2004,8 @@ class GJDataC:
         # 先从数据库获取数据
         tick_data, db_session = self.connect_db(table_name, db_path)
 
-        # 使用 strftime 方法将 Timestamp 转换为所需格式
-        formatted_dates = [ts.strftime('%Y.%m.%d') for ts in data['trading_day'].tolist()]
 
         # 根据日期筛选数据
-        # 将日期转换成 DolphinDB 识别的日期格式，用于筛选数据
-        # start_dolphin_date = self.get_active_contract_datetime_to_dolphin_time(start_date)
-        # end_dolphin_date = self.get_active_contract_datetime_to_dolphin_time(end_date)
         start_dolphin_date = self.format_date(start_date)
         end_dolphin_date = self.format_date(end_date)
         date_data = tick_data.where(f"trading_day >= {start_dolphin_date} and trading_day <= {end_dolphin_date}")
@@ -2452,8 +2447,6 @@ class GJDataC:
         """
         校验参数类型是否为str
         :param commodity: str--必填，期货合约品种
-        :param start_date: str--必填，开始日期
-        :param end_date: str--必填，结束日期 (默认为策略当天日期的前一天)
         :return: None
         """
 
@@ -3862,10 +3855,13 @@ class GJDataC:
             # 向前查询
             filtered_dates = trading_dates[trading_dates['trading_day'] < trade_time]
             result = filtered_dates['trading_day'].sort_values(ascending=False).head(abs(date_count))
-        else:
+        elif date_count > 0:
             # 向后查询
             filtered_dates = trading_dates[trading_dates['trading_day'] > trade_time]
             result = filtered_dates['trading_day'].sort_values().head(date_count)
+        else:
+            filtered_dates = trading_dates[trading_dates['trading_day'] == trade_time]
+            result = filtered_dates['trading_day']
 
         # 将结果转换为指定格式的字符串列表
         fina_result = sorted(result.dt.strftime('%Y.%m.%d').tolist())
@@ -3893,6 +3889,19 @@ class GJDataC:
         time_points = pd.date_range(start=trade_time - datetime.timedelta(minutes=abs(date_count)),
                                     end=trade_time + datetime.timedelta(minutes=abs(date_count)),
                                     freq='min')  # 'T' 表示分钟频率
+        def _before_trading_day(_date):
+            if _date in trading_dates['trading_day'].dt.date.values:
+                return _date
+            else:
+                _previous_date = _date - datetime.timedelta(days=1)
+                return _before_trading_day(_previous_date)
+
+        def _after_trading_day(_date):
+            if _date in trading_dates['trading_day'].dt.date.values:
+                return _date
+            else:
+                _previous_date = _date + datetime.timedelta(days=1)
+                return _after_trading_day(_previous_date)
 
         # 将时间点转换为指定格式的字符串
         time_points_str = time_points.strftime('%Y.%m.%d %H:%M:%S')
@@ -3903,14 +3912,46 @@ class GJDataC:
             # 检查时间点是否在交易日历中
             if point.date() in trading_dates['trading_day'].dt.date.values:
                 valid_time_points.append(point_str)
+            else:
+                if point.date() < trade_time.date():
+                    previous_date = point.date() - datetime.timedelta(days=1)
+                    trading_date = _before_trading_day(previous_date)
+                elif point.date() > trade_time.date():
+                    previous_date = point.date() + datetime.timedelta(days=1)
+                    trading_date = _after_trading_day(previous_date)
+                else:
+                    trading_date = point.date()
+                datetime_obj = datetime.datetime.combine(trading_date, datetime.time.min)
+
+                # 获取当天的最后一秒（23:59:59）
+                end_of_day = datetime.datetime.combine(datetime_obj.date(), datetime.time(23, 59, 59))
+                if trading_date < trade_time.date():
+                    _time_points = \
+                        pd.date_range(start=end_of_day - datetime.timedelta(minutes=abs(date_count)),
+                                      end=end_of_day,
+                                      freq='min')
+                elif trading_date > trade_time.date():
+                    _time_points = \
+                        pd.date_range(start=datetime_obj,
+                                      end=datetime_obj + datetime.timedelta(minutes=abs(date_count)),
+                                      freq='min')
+                else:
+                    _time_points = \
+                        pd.date_range(start=datetime_obj,
+                                      end=datetime_obj,
+                                      freq='min')
+                _time_points = _time_points.strftime('%Y.%m.%d %H:%M:%S')
+                valid_time_points.extend(_time_points)
 
         # 根据 date_count 的正负决定查询方向
         if date_count < 0:
             # 向前查询
             result = [p for p in valid_time_points if pd.to_datetime(p) < trade_time][-abs(date_count):]
-        else:
+        elif date_count > 0:
             # 向后查询
             result = [p for p in valid_time_points if pd.to_datetime(p) > trade_time][:date_count]
+        else:
+            result = [p for p in valid_time_points if pd.to_datetime(p) == trade_time]
 
         # return sorted(result) if len(result) > 1 else result[0]
         return sorted(result) if len(result) > 1 else result

{gjdatac_api-0.2.8 → gjdatac_api-0.3.0}/gjdatac_api.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac-api
-Version: 0.2.8
+Version: 0.3.0
 Summary: 数据接口打包
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.2.8 → gjdatac_api-0.3.0}/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='0.2.8',  # 版本号
+    version='0.3.0',  # 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