gjqh-DataFetch 0.0.1__tar.gz

gjqh_datafetch-0.0.1/LICENSE.txt

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2025 HongYuan
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

gjqh_datafetch-0.0.1/PKG-INFO

@@ -0,0 +1,20 @@
+Metadata-Version: 2.4
+Name: gjqh_DataFetch
+Version: 0.0.1
+Summary: A simple and foolish trading API for internal use compatible with IS and XT trading systems.
+Author-email: HongYuan <yuanhong2@gtht.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/pypa/sampleproject
+Project-URL: Issues, https://github.com/pypa/sampleproject/issues
+Classifier: Programming Language :: Python :: 3
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE.txt
+Dynamic: license-file
+
+# Example Package
+
+This is a simple example package. You can use
+[GitHub-flavored Markdown](https://guides.github.com/features/mastering-markdown/)
+to write your content.

gjqh_datafetch-0.0.1/README.md

@@ -0,0 +1,5 @@
+# Example Package
+
+This is a simple example package. You can use
+[GitHub-flavored Markdown](https://guides.github.com/features/mastering-markdown/)
+to write your content.

gjqh_datafetch-0.0.1/pyproject.toml

@@ -0,0 +1,27 @@
+[build-system]
+requires = ["setuptools >= 77.0.3"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "gjqh_DataFetch"
+version = "0.0.1"
+authors = [
+  { name="HongYuan", email="yuanhong2@gtht.com" },
+]
+description = "A simple and foolish trading API for internal use compatible with IS and XT trading systems."
+readme = "README.md"
+requires-python = ">=3.9"
+classifiers = [
+    "Programming Language :: Python :: 3",
+    "Operating System :: OS Independent",
+]
+license = "MIT"
+license-files = ["LICENSE.txt"]
+
+[project.urls]
+Homepage = "https://github.com/pypa/sampleproject"
+Issues = "https://github.com/pypa/sampleproject/issues"
+
+
+[tool.setuptools.package-data]
+"gjqh_DataFetch" = ["*.so"]

gjqh_datafetch-0.0.1/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

gjqh_datafetch-0.0.1/src/gjqh_DataFetch/__init__.py

@@ -0,0 +1 @@
+from .DataFetch import DataFetch

gjqh_datafetch-0.0.1/src/gjqh_DataFetch/example.py

@@ -0,0 +1,131 @@
+
+# 需要将DataFetch.cp38-win_amd64.pyd置于本文件的同级目录下。
+# pip install clickhouse-connect; pip install pandas
+
+from gjqh_DataFetch import DataFetch
+import pandas as pd
+import json
+
+# 01 类初始化
+# account_id : 资金账号;
+# acquire_key : 密码 用于查询数据库 默认123456;
+# user_id : 用户名 用于在数据库内进行操作留痕 建议填写
+
+x = DataFetch(account_id='1086000', acquire_key='123456', user_id='yh')
+
+
+# 02 新增信号/覆盖信号 适用情况：1，当前tradingday首次导入数据 2，当前tradingday下, 某个contract 的持仓量/方向/日盘夜盘等特征 需要修改
+# 字段格式要求： 可参考 factors.t_order_dtl 中的字段格式 枚举值需符合规定
+# 除 trade_time, signal_date 外 均为必填项
+
+###########
+# 更新 
+# 对锁 ：平今对锁 数据集 mat_01 增加参数 传入 feature = 1
+
+
+# 一些更新
+# 单次上传只能上传同一个交易日（tradingday 唯一）
+
+### fun_update_signal 函数参数
+# 1 continuous_holding 参数：适用于日内某几个合约调仓
+
+# continuous_holding = False : 未上传合约会被平仓
+# continuous_holding = True : 同一tradingday下，每个合约取最近一次上传的仓位。当前tradingday下未曾上传的合约不交易。
+# input_data 中未传入的合约不交易 ： 需要在调用 fun_update_signal 时候 增加 参数 continous_holding=True （默认continous_holding=False）
+
+# 2 use_redis 参数
+# 使用 redis 交易： 需要在调用 fun_update_signal 时候 增加 参数 use_redis=True （默认use_redis=False）
+###########
+
+
+
+mat_01 = pd.DataFrame(data=[['20230804', 'AP2310', 5, 'L', 'intraday_trading', '', '20230803'],
+                            ['20230804', 'AP2311', 5, 'L', 'intraday_trading', 'D', '']],
+                      columns=['trading_day', 'contract', 'position', 'direction', 'order_typ', 'trade_time', 'signal_date'])
+
+mat_01 = pd.DataFrame(data=[['20230804', 'AP2310', 5, 'L', 'intraday_trading'],
+                            ['20230804', 'AP2311', 5, 'L', 'intraday_trading']],
+                      columns=['trading_day', 'contract', 'position', 'direction', 'order_typ'])
+
+mat_02 = json.loads(mat_01.to_json(orient='records'))
+a01 = x.fun_update_signal(input_data=mat_02, use_redis=True, continuous_holding=True)
+
+
+# 03 删除数据
+# 仅适用于仿真非redis上传仓位的情况
+# 实盘 redis 请使用 fun_update_signal 进行目标仓位调整
+
+a02 = x.fun_delete_signal(trading_day='20230723', trade_time='D', order_typ='intraday_trading', contract=['AP2311'])
+a03 = x.fun_delete_signal(trading_day='20230723', trade_time='D', order_typ='intraday_trading')
+a041 = x.fun_delete_signal(trading_day='20230804', trade_time='', order_typ='intraday_trading', contract=['AP2310'])
+
+
+# 04 查询导入的仓位（这里不显示已删除数据）trading_day >= start_date and trading_day <= end_date
+a04 = x.fun_read_signal(start_date='20230719', end_date='20230720')
+
+
+# 05 06 查询时间段内的成交明细以及持仓情况（t+1更新） Factors.t_deal_dtl  m_strTradeDate >= start_date and m_strTradeDate <= end_date
+a05 = x.fun_read_deal(start_date='20230721', end_date='20230721')
+a06 = x.fun_read_position(start_date='20230721', end_date='20230721')
+
+
+# 07 更改当前资金账号的交易状态 Factors.t_account_info 生效时间：从当前时间点开始
+a07 = x.fun_update_sts(trade_tag='T')
+
+
+#############
+# 20240122更新
+
+# 08 读取当前仓位 （盘中 / 盘后）
+
+a08 = x.fun_redis_position() # 返回的是盘中由持仓查询回调返回的最新仓位。code = 0 即查询成功
+
+#############
+
+# 20240208 更新 
+
+# 09 新增 读取 净值情况
+
+a09 = x.fun_read_equity() # 返回的是历史净值及份额 目前暂不支持时间区间删选 返回的是全量净值情况  
+a09 = x.fun_margin_used() # 返回的是实时净值 balance
+
+## 10 因子值查询 
+test = DataFetch.factors_value(typ='value', start_date= '20240905', end_date = '20240906')
+print(test['data'])
+
+test = DataFetch.factors_value(typ='weight', start_date= '20240905', end_date = '20240906')
+print(test['data'])
+
+
+# 11 拆单 参数自定义 （在redis场景下）
+# if_twap 1 : True; 0: False
+# time_gap : 相邻报单时间间隔 -- 单位 s
+# volume : 拆单手数
+## 程序有一个初始值（初始值不区分品种） 可以用下述参数覆盖原始 # 只需要上传一次 之后一直生效 不需要每天上传
+
+df_01 = pd.DataFrame(data=[['SA', 1, 0.5, 5],
+                           ['RM', 1, 0.5, 5],
+                           ['BU', 1, 0.5, 5],
+                           ['P', 1, 0.5, 5],
+                           ['I', 1, 0.5, 5],
+                           ['Y', 1, 0.5, 5],
+                           ['J', 1, 0.5, 5],
+                           ['TA', 1, 0.5, 5],
+                           ['JM', 1, 0.5, 5],
+                           ['MA', 1, 0.5, 5],
+                           ['M', 1, 0.5, 5],
+                           ['CF', 1, 0.5, 5],
+                           ['LU', 1, 0.5, 5],
+                           ['RU', 1, 0.5, 5],
+                           ['EB', 1, 0.5, 5],
+                           ['SR', 1, 0.5, 5],
+                           ['FG', 1, 0.5, 5],
+                           ['OI', 1, 0.5, 5],
+                           ['RB', 1, 0.5, 5],
+                           ['HC', 1, 0.5, 5],
+                           ],
+                      columns=['commodity', 'if_twap', 'time_gap', 'volume'])
+
+df_02 = json.loads(df_01.to_json(orient='records'))
+a01 = x.fun_update_TWAP_info(input_data=df_02)
+

gjqh_datafetch-0.0.1/src/gjqh_DataFetch.egg-info/PKG-INFO

@@ -0,0 +1,20 @@
+Metadata-Version: 2.4
+Name: gjqh_DataFetch
+Version: 0.0.1
+Summary: A simple and foolish trading API for internal use compatible with IS and XT trading systems.
+Author-email: HongYuan <yuanhong2@gtht.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/pypa/sampleproject
+Project-URL: Issues, https://github.com/pypa/sampleproject/issues
+Classifier: Programming Language :: Python :: 3
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE.txt
+Dynamic: license-file
+
+# Example Package
+
+This is a simple example package. You can use
+[GitHub-flavored Markdown](https://guides.github.com/features/mastering-markdown/)
+to write your content.

gjqh_datafetch-0.0.1/src/gjqh_DataFetch.egg-info/SOURCES.txt

@@ -0,0 +1,10 @@
+LICENSE.txt
+README.md
+pyproject.toml
+src/gjqh_DataFetch/DataFetch.cpython-39-x86_64-linux-gnu.so
+src/gjqh_DataFetch/__init__.py
+src/gjqh_DataFetch/example.py
+src/gjqh_DataFetch.egg-info/PKG-INFO
+src/gjqh_DataFetch.egg-info/SOURCES.txt
+src/gjqh_DataFetch.egg-info/dependency_links.txt
+src/gjqh_DataFetch.egg-info/top_level.txt

gjqh_datafetch-0.0.1/src/gjqh_DataFetch.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

gjqh_datafetch-0.0.1/src/gjqh_DataFetch.egg-info/top_level.txt

@@ -0,0 +1 @@
+gjqh_DataFetch