gjdatac-api 0.2.9__tar.gz → 0.3.1__tar.gz

{gjdatac_api-0.2.9 → gjdatac_api-0.3.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac_api
-Version: 0.2.9
+Version: 0.3.1
 Summary: 数据接口打包
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.2.9 → gjdatac_api-0.3.1}/gjdatac_api/data_api_class.py

@@ -11,13 +11,13 @@ 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,
-                             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,
-                             main_contract_return_fields, main_contract_return_fields_rename,
-                             tick_main_contract_return_fields, tick_main_contract_return_fields_rename,
-                             gtja_mink_main_contract_return_fields, gtja_mink_main_contract_return_fields_rename
-                             )
+                        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,
+                        main_contract_return_fields, main_contract_return_fields_rename,
+                        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
 
@@ -406,6 +406,69 @@ class GJDataC:
         else:
             raise TypeError("输入类型必须是 datetime、date 或 对应格式的str")
 
+    @staticmethod
+    def validate_dates(start_date, end_date):
+        """
+        校验日期合法性并比较先后关系
+
+        参数:
+            start_date: 开始日期(可以是str/datetime/date类型)
+            end_date: 结束日期(可以是str/datetime/date类型)
+
+        返回:
+            如果日期合法且start_date <= end_date，返回(parsed_start, parsed_end)
+            否则返回None
+        """
+
+        def parse_date(date_obj):
+            """将各种类型的日期统一转换为datetime.datetime对象"""
+            if isinstance(date_obj, datetime.datetime):
+                return date_obj
+            if isinstance(date_obj, datetime.date):
+                # 将date转换为datetime，时间部分设为00:00:00
+                return datetime.datetime.combine(date_obj, datetime.time.min)
+            if not isinstance(date_obj, str):
+                return None
+
+            # 移除可能存在的单引号
+            date_str = date_obj.strip("'\"")
+
+            # 尝试匹配各种日期格式
+            patterns = [
+                r'(\d{4})[-.](\d{1,2})[-.](\d{1,2})(?:\s+(\d{1,2}):(\d{1,2}):(\d{1,2}))?',  # 带时间的格式
+                r'(\d{4})[-.](\d{1,2})[-.](\d{1,2})',  # 不带时间的格式
+                r'(\d{4})(\d{2})(\d{2})'  # 紧凑格式
+            ]
+
+            for pattern in patterns:
+                match = re.fullmatch(pattern, date_str)
+                if match:
+                    groups = match.groups()
+                    year, month, day = map(int, groups[:3])
+                    try:
+                        # 如果有时间部分则解析时间，否则设为00:00:00
+                        if len(groups) > 3 and all(groups[3:6]):
+                            hour, minute, second = map(int, groups[3:6])
+                            return datetime.datetime(year, month, day, hour, minute, second)
+                        return datetime.datetime(year, month, day)
+                    except ValueError:
+                        return None
+            return None
+
+        # 解析日期（统一转换为datetime对象）
+        parsed_start = parse_date(start_date)
+        parsed_end = parse_date(end_date)
+
+        # 检查日期是否有效
+        if not parsed_start or not parsed_end:
+            return None
+
+        # 比较日期时间
+        if parsed_start > parsed_end:
+            return None
+
+        return (parsed_start, parsed_end)
+
     """ get_price(获取行情数据接口) """
 
     def get_price(self, order_book_ids=None, asset_type="future", frequency=None, start_date=None, end_date=None,
@@ -427,6 +490,10 @@ class GJDataC:
         # self.get_price_data = self.get_price_data.sort_values(by='datetime', ascending=True)
 
         ''' 数据校验 (先对必填参数进行校验)'''
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
+
         # 对order_book_ids进行校验
         self.get_price_validate_order_book_ids(order_book_ids)
 
@@ -1105,6 +1172,10 @@ class GJDataC:
         """
 
         """ 校验参数 """
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
+
         data = self.get_trading_dates_validate_date_n_start_end(date, n, start_date, end_date, is_include_start,
                                                                 is_include_end, trade_time, date_count, date_type)
 
@@ -1186,7 +1257,6 @@ class GJDataC:
             if isinstance(end_date, str):
                 end_date = self._get_trading_dates_by_start_end(end_date)
 
-
             # 筛选 trading_day_str 列在 start_date 和 end_date 之间的数据
             # filtered_df = trading_params_data.loc[
             #     (trading_params_data['trading_day_str'] >= start_date) & (
@@ -1799,6 +1869,10 @@ class GJDataC:
         """
 
         """ 校验参数 """
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
+
         self.get_active_contract_validate_params(commodity, start_date, end_date, frequency, compute_type, adjust_type,
                                                  adjust_method)
 
@@ -2004,13 +2078,7 @@ 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}")
@@ -2056,8 +2124,6 @@ class GJDataC:
         # else:
         #     raise ValueError("start_date or end_date type error, please enter datetime.date type")
 
-
-
         self.format_date(start_date)
         self.format_date(end_date)
 
@@ -2208,6 +2274,10 @@ class GJDataC:
         """
 
         """ 校验参数 """
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
+
         self.get_basic_data_validate_params(order_book_id, asset_type, start_date, end_date)
 
         """ 获取数据 """
@@ -2326,7 +2396,6 @@ class GJDataC:
         start_dolphin_date = self.format_date(start_date)
         end_dolphin_date = self.format_date(end_date)
 
-
         # 此处还需要判断的原因是，因为对 dolphindb 中不同的日期数据类型查询数据的语法不同
         asset_type_data = product_data.where(
             f"data_date>={start_dolphin_date} and data_date<={end_dolphin_date}") if asset_type == '库存' \
@@ -2409,6 +2478,10 @@ class GJDataC:
         """
 
         """ 校验必填参数 """
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
+
         # 校验commodity, start_date, end_date 是否为必填参数
         self.get_warehouse_stocks_future_validate_required_params(commodity, start_date, end_date)
 
@@ -2452,8 +2525,6 @@ 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
         """
 
@@ -2506,8 +2577,6 @@ class GJDataC:
         :return: 过滤后的数据
         """
 
-
-
         start_date = self._get_warehouse_stocks_future_date_conversion(start_date)
         end_date = self._get_warehouse_stocks_future_date_conversion(end_date)
 
@@ -2551,6 +2620,10 @@ class GJDataC:
         """
 
         """ 校验必填参数 """
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
+
         # 校验oder_book_ids, start_date, end_date, frequency 是否为必填参数
         self.get_vwap_validate_required_params(order_book_ids, start_date, end_date, frequency)
 
@@ -2797,6 +2870,9 @@ class GJDataC:
         """
 
         """ 校验必填参数 """
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
         # 校验oder_book_ids, start_date, end_date, frequency 是否为必填参数
         self.get_twap_validate_required_params(order_book_ids, start_date, end_date, frequency)
 
@@ -3086,7 +3162,7 @@ class GJDataC:
     """
 
     def get_history_bars(self, datetime_str=None, instrument_id=None, bar_count=None,
-                        frequency=None, fields=None, start_date=None, end_date=None):
+                         frequency=None, fields=None, start_date=None, end_date=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
@@ -3107,7 +3183,6 @@ 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 is not None:
             # 参数验证
@@ -3205,7 +3280,6 @@ class GJDataC:
         # except ValueError:
         #     raise ValueError("Invalid datetime format, should be 'YYYY-MM-DD HH:MM:SS'")
 
-
     def _get_history_bar_execute_query(self, frequency, instrument_id, datetime_str, bar_count):
         """
         执行查询
@@ -3244,7 +3318,6 @@ 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),
@@ -3358,6 +3431,10 @@ class GJDataC:
         """
 
         # 校验参数
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
+
         self.get_history_bars_validate_params(instrument_id, start_date, end_date, frequency, fields)
 
         # 查询数据
@@ -3452,9 +3529,8 @@ class GJDataC:
         table_data, bars_db_session = self.connect_db(table_info[0], table_info[1])
 
         # 转换日期格式
-        conv_start_date =  self.format_date(start_date)
-        conv_end_date =  self.format_date(end_date)
-
+        conv_start_date = self.format_date(start_date)
+        conv_end_date = self.format_date(end_date)
 
         # 筛选数据
         query_data = self._get_history_bars_filter_data(table_data, instrument_id, conv_start_date, conv_end_date)
@@ -3754,6 +3830,9 @@ class GJDataC:
         """
 
         """ 获取数据 """
+        if start_date and end_date:
+            if not self.validate_dates(start_date, end_date):
+                return None
         result, db_session = self.get_trading__dates_get_data(start_date, end_date, is_include_start, is_include_end)
         db_session.close()
 
@@ -3811,7 +3890,6 @@ class GJDataC:
         # 将 trade_time 转换为 datetime 对象
         trade_time = self.format_date(trade_time)
 
-
         # 获取交易日历数据
         trading_dates = self.get_trading_dates_data()
 
@@ -3845,7 +3923,8 @@ class GJDataC:
 
         return trading_dates
 
-    def get_trading_days(self, trading_dates, trade_time, date_count):
+    @staticmethod
+    def get_trading_days(trading_dates, trade_time, date_count):
         """
         查询前后 N 个交易日
         :param trading_dates: 交易日历数据
@@ -3896,6 +3975,20 @@ class GJDataC:
                                     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')
 
@@ -3905,6 +3998,36 @@ 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:
@@ -3931,7 +4054,6 @@ class GJDataC:
         data, db_session = self.connect_db(trading_dates_db_table_name, trading_dates_db_path)
         date = self.format_date(date)
 
-
         # 根据条件筛选数据
         # 筛选 trade_flag 列等于 T 的数据（是交易日的数据）
         filtered_data = data.where(f"trading_day = {date}").where("trade_flag = 'T'").toDF()

{gjdatac_api-0.2.9 → gjdatac_api-0.3.1}/gjdatac_api.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: gjdatac-api
-Version: 0.2.9
+Version: 0.3.1
 Summary: 数据接口打包
 Author: yin
 Author-email: 2018209921@qq.com

{gjdatac_api-0.2.9 → gjdatac_api-0.3.1}/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='0.2.9',  # 版本号
+    version='0.3.1',  # 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