lib-x17-fintech 2.1.3__py3-none-any.whl

xfintech/data/source/tushare/stock/capflowths/__init__.py

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+from __future__ import annotations
+
+from xfintech.data.source.tushare.stock.capflowths.capflowths import CapflowTHS
+from xfintech.data.source.tushare.stock.capflowths.constant import (
+    KEY,
+    NAME,
+    PAGINATE,
+    SOURCE,
+    TARGET,
+)
+
+__all__ = [
+    "CapflowTHS",
+    "KEY",
+    "NAME",
+    "PAGINATE",
+    "SOURCE",
+    "TARGET",
+]

xfintech/data/source/tushare/stock/capflowths/capflowths.py

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+from __future__ import annotations
+
+from typing import Any, Dict, Optional
+
+import pandas as pd
+
+from xfintech.data.common.cache import Cache
+from xfintech.data.common.coolant import Coolant
+from xfintech.data.common.params import Params
+from xfintech.data.common.retry import Retry
+from xfintech.data.job import JobHouse
+from xfintech.data.source.tushare.job import TushareJob
+from xfintech.data.source.tushare.session.session import Session
+from xfintech.data.source.tushare.stock.capflowths.constant import (
+    KEY,
+    NAME,
+    PAGINATE,
+    SOURCE,
+    TARGET,
+)
+
+
+@JobHouse.register(KEY, alias=KEY)
+class CapflowTHS(TushareJob):
+    """
+    描述:
+    - 获取同花顺个股资金流向数据
+    - API文档: https://tushare.pro/document/2?doc_id=348
+    - 提供5日主力净额数据
+    - SCALE: CrossSection & Individual
+    - TYPE: Partitioned
+    - PAGINATE: 6000 rows / 1000 pages
+
+    属性:
+    - name: str, 作业名称 'thscapflow'。
+    - key: str, 作业键 '/tushare/thscapflow'。
+    - session: Session, Tushare会话对象。
+    - source: TableInfo, 源表信息（Tushare原始格式）。
+    - target: TableInfo, 目标表信息（转换后格式）。
+    - params: Params, 查询参数。
+        - ts_code: str, 可选, 股票代码
+        - trade_date: str, 可选, 交易日期（YYYYMMDD）
+        - start_date: str, 可选, 开始日期（YYYYMMDD）
+        - end_date: str, 可选, 结束日期（YYYYMMDD）
+    - coolant: Coolant, 请求冷却控制。
+    - paginate: Paginate, 分页控制（pagesize=6000, pagelimit=5）。
+    - retry: Retry, 重试策略。
+    - cache: Cache, 缓存管理。
+
+    方法:
+    - run(): 执行作业，返回资金流向DataFrame。
+    - _run(): 内部执行逻辑，处理日期参数。
+    - transform(data): 转换数据格式，将源格式转为目标格式。
+
+    例子:
+    ```python
+        from xfintech.data.source.tushare.session import Session
+        from xfintech.data.source.tushare.stock.capflowths import CapflowTHS
+
+        # 创建会话
+        session = Session(credential="your_token")
+
+        # 获取单只股票资金流向数据
+        job = CapflowTHS(
+            session=session,
+            params={
+                "ts_code": "000001.SZ",
+                "start_date": "20241001",
+                "end_date": "20241031"
+            }
+        )
+        df = job.run()
+        print(f"共 {len(df)} 条资金流向数据")
+
+        # 获取某个交易日全市场资金流向
+        job = CapflowTHS(session=session, params={"trade_date": "20241011"})
+        df = job.run()
+
+        # 获取多只股票资金流向
+        job = CapflowTHS(
+            session=session,
+            params={
+                "ts_code": "000001.SZ,000002.SZ,600000.SH",
+                "start_date": "20241001",
+                "end_date": "20241011"
+            }
+        )
+        df = job.run()
+    ```
+    """
+
+    def __init__(
+        self,
+        session: Session,
+        params: Optional[Params | Dict[str, Any]] = None,
+        coolant: Optional[Coolant | Dict[str, Any]] = None,
+        retry: Optional[Retry | Dict[str, Any]] = None,
+        cache: Optional[Cache | Dict[str, str] | bool] = None,
+    ) -> None:
+        super().__init__(
+            name=NAME,
+            key=KEY,
+            session=session,
+            source=SOURCE,
+            target=TARGET,
+            params=params,
+            coolant=coolant,
+            paginate=PAGINATE,
+            retry=retry,
+            cache=cache,
+        )
+
+    def _run(self) -> pd.DataFrame:
+        cached = self._load_cache()
+        if cached is not None:
+            return cached
+
+        # Prepare payload dict
+        payload = self.params.to_dict()
+        payload = self._parse_date_params(
+            payload,
+            keys=["trade_date", "start_date", "end_date"],
+        )
+        payload = self._parse_string_params(
+            payload,
+            keys=["ts_code"],
+        )
+        # Fetch and transform data
+        data = self._fetchall(
+            api=self.connection.moneyflow_ths,
+            **payload,
+        )
+        result = self.transform(data)
+        self._save_cache(result)
+        return result
+
+    def transform(
+        self,
+        data: pd.DataFrame,
+    ) -> pd.DataFrame:
+        cols = self.target.list_column_names()
+        if data is None or data.empty:
+            return pd.DataFrame(columns=cols)
+
+        out = data.copy()
+        out["code"] = out["ts_code"].astype(str)
+        out["date"] = pd.to_datetime(
+            out["trade_date"],
+            format="%Y%m%d",
+            errors="coerce",
+        ).dt.strftime("%Y-%m-%d")
+        out["datecode"] = out["trade_date"].astype(str)
+        out["name"] = out["name"].astype(str)
+        out["percent_change"] = pd.to_numeric(out["pct_change"], errors="coerce")
+
+        # Convert numeric fields
+        numeric_fields = [
+            "latest",
+            "net_amount",
+            "net_d5_amount",
+            "buy_lg_amount",
+            "buy_lg_amount_rate",
+            "buy_md_amount",
+            "buy_md_amount_rate",
+            "buy_sm_amount",
+            "buy_sm_amount_rate",
+        ]
+        for field in numeric_fields:
+            out[field] = pd.to_numeric(out[field], errors="coerce")
+
+        # Select target columns, drop duplicates, and sort
+        out = out[cols].drop_duplicates()
+        return out.sort_values(["code", "date"]).reset_index(drop=True)

xfintech/data/source/tushare/stock/capflowths/constant.py

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+from __future__ import annotations
+
+from xfintech.data.common.paginate import Paginate
+from xfintech.fabric.column.info import ColumnInfo
+from xfintech.fabric.column.kind import ColumnKind
+from xfintech.fabric.table.info import TableInfo
+
+PROVIDER = "tushare"
+SOURCE_NAME = "moneyflow_ths"
+URL = "https://tushare.pro/document/2?doc_id=348"
+ARGS = {
+    "ts_code": {
+        "type": ColumnKind.STRING,
+        "required": "N",
+        "desc": "股票代码",
+    },
+    "trade_date": {
+        "type": ColumnKind.STRING,
+        "required": "N",
+        "desc": "交易日期(YYYYMMDD)",
+    },
+    "start_date": {
+        "type": ColumnKind.STRING,
+        "required": "N",
+        "desc": "开始日期(YYYYMMDD)",
+    },
+    "end_date": {
+        "type": ColumnKind.STRING,
+        "required": "N",
+        "desc": "结束日期(YYYYMMDD)",
+    },
+}
+
+# Exported constants
+NAME = "capflowths"
+KEY = "/tushare/capflowths"
+PAGINATE = Paginate(
+    pagesize=6000,
+    pagelimit=1000,
+)
+SOURCE = TableInfo(
+    desc="同花顺个股资金流向数据（Tushare格式）",
+    meta={
+        "provider": PROVIDER,
+        "source": SOURCE_NAME,
+        "url": URL,
+        "args": ARGS,
+        "type": "partitioned",
+        "scale": "crosssection",
+    },
+    columns=[
+        ColumnInfo(name="trade_date", kind=ColumnKind.STRING, desc="交易日期"),
+        ColumnInfo(name="ts_code", kind=ColumnKind.STRING, desc="股票代码"),
+        ColumnInfo(name="name", kind=ColumnKind.STRING, desc="股票名称"),
+        ColumnInfo(name="pct_change", kind=ColumnKind.FLOAT, desc="涨跌幅"),
+        ColumnInfo(name="latest", kind=ColumnKind.FLOAT, desc="最新价"),
+        ColumnInfo(name="net_amount", kind=ColumnKind.FLOAT, desc="资金净流入(万元)"),
+        ColumnInfo(name="net_d5_amount", kind=ColumnKind.FLOAT, desc="5日主力净额(万元)"),
+        ColumnInfo(name="buy_lg_amount", kind=ColumnKind.FLOAT, desc="今日大单净流入额(万元)"),
+        ColumnInfo(name="buy_lg_amount_rate", kind=ColumnKind.FLOAT, desc="今日大单净流入占比(%)"),
+        ColumnInfo(name="buy_md_amount", kind=ColumnKind.FLOAT, desc="今日中单净流入额(万元)"),
+        ColumnInfo(name="buy_md_amount_rate", kind=ColumnKind.FLOAT, desc="今日中单净流入占比(%)"),
+        ColumnInfo(name="buy_sm_amount", kind=ColumnKind.FLOAT, desc="今日小单净流入额(万元)"),
+        ColumnInfo(name="buy_sm_amount_rate", kind=ColumnKind.FLOAT, desc="今日小单净流入占比(%)"),
+    ],
+)
+TARGET = TableInfo(
+    desc="同花顺个股资金流向数据（xfintech标准格式）",
+    meta={
+        "provider": PROVIDER,
+        "source": SOURCE_NAME,
+        "url": URL,
+        "type": "partitioned",
+        "scale": "crosssection",
+    },
+    columns=[
+        ColumnInfo(name="code", kind=ColumnKind.STRING, desc="股票代码"),
+        ColumnInfo(name="date", kind=ColumnKind.STRING, desc="交易日期 (YYYY-MM-DD)"),
+        ColumnInfo(name="datecode", kind=ColumnKind.STRING, desc="交易日期 (YYYYMMDD)"),
+        ColumnInfo(name="name", kind=ColumnKind.STRING, desc="股票名称"),
+        ColumnInfo(name="percent_change", kind=ColumnKind.FLOAT, desc="涨跌幅"),
+        ColumnInfo(name="latest", kind=ColumnKind.FLOAT, desc="最新价"),
+        ColumnInfo(name="net_amount", kind=ColumnKind.FLOAT, desc="资金净流入(万元)"),
+        ColumnInfo(name="net_d5_amount", kind=ColumnKind.FLOAT, desc="5日主力净额(万元)"),
+        ColumnInfo(name="buy_lg_amount", kind=ColumnKind.FLOAT, desc="今日大单净流入额(万元)"),
+        ColumnInfo(name="buy_lg_amount_rate", kind=ColumnKind.FLOAT, desc="今日大单净流入占比(%)"),
+        ColumnInfo(name="buy_md_amount", kind=ColumnKind.FLOAT, desc="今日中单净流入额(万元)"),
+        ColumnInfo(name="buy_md_amount_rate", kind=ColumnKind.FLOAT, desc="今日中单净流入占比(%)"),
+        ColumnInfo(name="buy_sm_amount", kind=ColumnKind.FLOAT, desc="今日小单净流入额(万元)"),
+        ColumnInfo(name="buy_sm_amount_rate", kind=ColumnKind.FLOAT, desc="今日小单净流入占比(%)"),
+    ],
+)