gjdatac-api 0.3.7__tar.gz → 0.3.8__tar.gz

{gjdatac_api-0.3.7 → gjdatac_api-0.3.8}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: gjdatac_api
-Version: 0.3.7
+Version: 0.3.8
 Summary: 数据接口打包
 Author: fml
 Author-email: 13306510996@163.com

{gjdatac_api-0.3.7 → gjdatac_api-0.3.8}/gjdatac_api/data_api_class.py

@@ -1078,7 +1078,7 @@ class GJDataC:
                                                        option_contract_db_table_name,
                                                        option_contract_db_path)
             data["type"] = "option"
-            data["exercise_type"] = data["optionstype"]
+            data["exercise_type"] = data["option_stype"]
         else:
             raise Exception("asset_type is not valid")
         data["commodity"] = ""
@@ -1123,24 +1123,64 @@ class GJDataC:
 
     def get_instruments_deal_commodity_trading_hour(self, data):
         """
-        qc_nexttradeparam
-        用于处理commodity和trading_hour
+        从合约基础信息表获取 commodity，从 qc_product 表获取 trading_hour
+        期货查 qc_futinstrument，期权查 qc_optinstrument
         :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 data.iterrows():
-                match = trading_param_data.toDF()[trading_param_data.toDF()['instrument_id'] == row['order_book_id']]
-                # match = trading_param_data.toDF()[trading_param_data.toDF()['contractcode'] == row['order_book_id']]
-
-                if not match.empty:
-                    # data.loc[index, 'commodity'] = match['productcode'].iloc[0]
-                    # data.loc[index, 'trading_hour'] = match['tradesection'].iloc[0]
-                    data.loc[index, 'commodity'] = match['product_id'].iloc[0]
-                    data.loc[index, 'trading_hour'] = match['trade_section'].iloc[0]
+            unique_ids = data['order_book_id'].unique().tolist()
+
+            # 根据合约类型选择基础信息表
+            if 'type' in data.columns and data['type'].iloc[0] == 'option':
+                table_name = option_contract_db_table_name
+            else:
+                table_name = future_contract_db_table_name
+            contract_data, db_session = self.connect_db(table_name, future_contract_db_path)
+
+            filtered = contract_data.select("*").where(
+                "instrument_id in {}".format(unique_ids)
+            ).toDF()
+
+            if not filtered.empty:
+                # 从基础信息表取 product_id 作为 commodity
+                lookup = filtered[['instrument_id', 'product_id']].rename(
+                    columns={'product_id': '_commodity'}
+                )
+                lookup = lookup.drop_duplicates(subset=['instrument_id'], keep='first')
+
+                data = data.merge(
+                    lookup,
+                    left_on='order_book_id',
+                    right_on='instrument_id',
+                    how='left'
+                )
+                data['commodity'] = data['_commodity']
+                data.drop(columns=['instrument_id', '_commodity'], inplace=True, errors='ignore')
+
+                # 用 product_id 关联 qc_product 表获取 trade_section 作为 trading_hour
+                unique_products = data['commodity'].dropna().unique().tolist()
+                if unique_products:
+                    product_data, product_session = self.connect_db(product_db_table_name, product_db_path)
+                    product_filtered = product_data.select("*").where(
+                        "product_id in {}".format(unique_products)
+                    ).toDF()
+                    if not product_filtered.empty:
+                        product_lookup = product_filtered[['product_id', 'trade_section']].rename(
+                            columns={'trade_section': '_trading_hour'}
+                        )
+                        product_lookup = product_lookup.drop_duplicates(subset=['product_id'], keep='first')
+                        data = data.merge(
+                            product_lookup,
+                            left_on='commodity',
+                            right_on='product_id',
+                            how='left'
+                        )
+                        data['trading_hour'] = data['_trading_hour']
+                        data.drop(columns=['product_id', '_trading_hour'], inplace=True, errors='ignore')
+                    product_session.close()
+
             db_session.close()
         except ValueError as e:
             print(e)

{gjdatac_api-0.3.7 → gjdatac_api-0.3.8}/gjdatac_api/dict_data.py

@@ -145,7 +145,7 @@ get_instruments_type_dict = {
         # "": "commodity",
         "open_date": "listed_date", "expire_date": "maturity_date", "delivery_month": "delivery_month",
         "start_deliv_date": "start_delivery", "end_deliv_date": "end_delivery", "delisting_date": "de_listed_date",
-        "option_stype": "option_type", "strike_price": "strike_price",
+        "option_type": "option_type", "strike_price": "strike_price",
         "underlying_instrument_id": "underlying_order_book_id",
         "volume_multiple": "contract_multiplier",
         # "trading_hour": "trading_hour"

{gjdatac_api-0.3.7 → gjdatac_api-0.3.8}/gjdatac_api/dolphindb_info.py

@@ -146,5 +146,10 @@ inventory_db_table_name = "qc_product_inventory"  # 表名
 subscribe_min_db_table_name = "QcMinKlineTable"  # 表名
 
 
+# 品种信息（含交易时间段）
+product_db_path = "dfs://basicinfo"  # 数据库路径
+product_db_table_name = "qc_product"  # 表名
+
+
 
 

{gjdatac_api-0.3.7 → gjdatac_api-0.3.8}/gjdatac_api.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: gjdatac_api
-Version: 0.3.7
+Version: 0.3.8
 Summary: 数据接口打包
 Author: fml
 Author-email: 13306510996@163.com

{gjdatac_api-0.3.7 → gjdatac_api-0.3.8}/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='0.3.7',  # 版本号
+    version='0.3.8',  # 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