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

xfintech/data/source/tushare/stock/industrycapflowths/industrycapflowths.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.industrycapflowths.constant import (
+    KEY,
+    NAME,
+    PAGINATE,
+    SOURCE,
+    TARGET,
+)
+
+
+@JobHouse.register(KEY, alias=KEY)
+class IndustryCapflowTHS(TushareJob):
+    """
+    描述:
+    - 获取同花顺行业资金流向数据
+    - 统计各行业板块的资金流入流出情况
+    - 包含行业指数、领涨股、公司数量等信息
+    - 每日盘后更新
+    - 单次最大提取5000行记录
+    - API文档: https://tushare.pro/document/2?doc_id=343
+    - SCALE: CrossSection & Individual
+    - TYPE: Partitioned
+    - PAGINATE: 5000 rows / 1000 pages
+
+    属性:
+    - name: str, 作业名称 'thsindustrycapflow'。
+    - key: str, 作业键 '/tushare/thsindustrycapflow'。
+    - 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, 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=5000, pagelimit=1000）。
+    - retry: Retry, 重试策略。
+    - cache: Cache, 缓存管理。
+
+    方法:
+    - run(): 执行作业，返回行业资金流向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.industrycapflowths import IndustryCapflowTHS
+
+        # 创建会话
+        session = Session(credential="your_token")
+
+        # 获取当日所有行业资金流向
+        job = IndustryCapflowTHS(session=session, params={"trade_date": "20240927"})
+        df = job.run()
+        print(f"共 {len(df)} 个行业资金流向数据")
+
+        # 获取指定行业代码的资金流向
+        job = IndustryCapflowTHS(
+            session=session,
+            params={
+                "ts_code": "881267.TI",
+                "start_date": "20240901",
+                "end_date": "20240930"
+            }
+        )
+        df = job.run()
+
+        # 获取指定日期区间的所有行业数据
+        job = IndustryCapflowTHS(
+            session=session,
+            params={
+                "start_date": "20240920",
+                "end_date": "20240927"
+            }
+        )
+        df = job.run()
+        print(df[["code", "date", "industry", "net_amount", "percent_change"]])
+    ```
+    """
+
+    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_ind_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["percent_change"] = pd.to_numeric(
+            out["pct_change"],
+            errors="coerce",
+        )
+        out["percent_change_stock"] = pd.to_numeric(
+            out["pct_change_stock"],
+            errors="coerce",
+        )
+
+        # Convert numeric fields
+        numeric_fields = [
+            "close",
+            "close_price",
+            "net_buy_amount",
+            "net_sell_amount",
+            "net_amount",
+        ]
+        for field in numeric_fields:
+            out[field] = pd.to_numeric(
+                out[field],
+                errors="coerce",
+            )
+
+        # Convert company_num to integer
+        out["company_num"] = (
+            pd.to_numeric(
+                out["company_num"],
+                errors="coerce",
+            )
+            .fillna(0)
+            .astype(int)
+        )
+
+        # Finalize output
+        out = out[cols].drop_duplicates()
+        out = out.sort_values(by=["code", "date"])
+        out = out.reset_index(drop=True)
+        self.markpoint("transform[OK]")
+        return out