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

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

@@ -0,0 +1,314 @@
+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.techindex.constant import (
+    _IN_BFQ_COLS,
+    _IN_HFQ_COLS,
+    _IN_QFQ_COLS,
+    _OUT_BA_COLS,
+    _OUT_FA_COLS,
+    _OUT_MAIN_COLS,
+    _OUT_NA_COLS,
+    KEY,
+    NAME,
+    PAGINATE,
+    SOURCE,
+    TARGET,
+)
+
+
+@JobHouse.register(KEY, alias=KEY)
+class TechIndex(TushareJob):
+    """
+    描述:
+    - 获取A股股票技术面因子数据
+    - 技术面因子包括动量、波动率、成交量、趋势等多个维度
+    - 因子数据由Tushare自行生产
+    - 5000积分每分钟可以请求30次,
+    - API文档: https://tushare.pro/document/2?doc_id=328
+    - SCALE: CrossSection & Individual
+    - TYPE: Partitioned
+    - PAGINATE: 10000 rows / 1000 pages
+
+    属性:
+    - name: str, 作业名称 'techindex'。
+    - key: str, 作业键 '/tushare/techindex'。
+    - 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, 特定交易日期（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=10000, pagelimit=1000）。
+    - retry: Retry, 重试策略。
+    - cache: Cache, 缓存管理。
+
+    方法:
+    - run(): 执行作业，返回技术面因子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。
+    - na_transform(data): 转换N/A因子数据格式。
+    - ba_transform(data): 转换前复权因子数据格式。
+    - fa_transform(data): 转换后复权因子数据格式。
+    - slice_main(data): 切片主因子数据。
+    - slice_na(data): 切片N/A因子数据。
+    - slice_ba(data): 切片前复权因子数据。
+    - slice_fa(data): 切片后复权因子数据。
+
+    例子:
+    ```python
+        from xfintech.data.source.tushare.session import Session
+        from xfintech.data.source.tushare.stock.techindex import TechIndex
+
+        # 创建会话
+        session = Session(credential="your_token")
+
+        # 获取单只股票全部技术面因子
+        job = TechIndex(
+            session=session,
+            params={"ts_code": "000001.SZ"}
+        )
+        df = job.run()
+        print(f"共 {len(df)} 条技术面因子数据")
+
+    ```
+    """
+
+    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 data from API
+        data = self._fetchall(
+            api=self.connection.stk_factor_pro,
+            **payload,
+        )
+        result = self.transform(data)
+        self._save_cache(result)
+        return result
+
+    def _transform_main(
+        self,
+        data: pd.DataFrame,
+    ) -> pd.DataFrame:
+        cols = [item.name for item in _OUT_MAIN_COLS]
+        if data is None or data.empty:
+            return pd.DataFrame(columns=cols)
+
+        # Create a copy and transform
+        transformed = {}
+        transformed["code"] = data["ts_code"].astype(str)
+        transformed["date"] = pd.to_datetime(
+            data["trade_date"],
+            format="%Y%m%d",
+            errors="coerce",
+        ).dt.strftime("%Y-%m-%d")
+        transformed["datecode"] = data["trade_date"].astype(str)
+        transformed["change"] = pd.to_numeric(data["change"], errors="coerce")
+        transformed["percent_change"] = pd.to_numeric(data["pct_chg"], errors="coerce")
+        transformed["volume"] = pd.to_numeric(data["vol"], errors="coerce")
+        transformed["amount"] = pd.to_numeric(data["amount"], errors="coerce")
+        transformed["turnover_rate"] = pd.to_numeric(data["turnover_rate"], errors="coerce")
+        transformed["turnover_rate_f"] = pd.to_numeric(data["turnover_rate_f"], errors="coerce")
+        transformed["volume_ratio"] = pd.to_numeric(data["volume_ratio"], errors="coerce")
+        transformed["pe"] = pd.to_numeric(data["pe"], errors="coerce")
+        transformed["pe_ttm"] = pd.to_numeric(data["pe_ttm"], errors="coerce")
+        transformed["pb"] = pd.to_numeric(data["pb"], errors="coerce")
+        transformed["ps"] = pd.to_numeric(data["ps"], errors="coerce")
+        transformed["ps_ttm"] = pd.to_numeric(data["ps_ttm"], errors="coerce")
+        transformed["dv_ratio"] = pd.to_numeric(data["dv_ratio"], errors="coerce")
+        transformed["dv_ttm"] = pd.to_numeric(data["dv_ttm"], errors="coerce")
+        transformed["total_share"] = pd.to_numeric(data["total_share"], errors="coerce")
+        transformed["float_share"] = pd.to_numeric(data["float_share"], errors="coerce")
+        transformed["free_share"] = pd.to_numeric(data["free_share"], errors="coerce")
+        transformed["total_mv"] = pd.to_numeric(data["total_mv"], errors="coerce")
+        transformed["circle_mv"] = pd.to_numeric(data["circ_mv"], errors="coerce")
+        transformed["adj_factor"] = pd.to_numeric(data["adj_factor"], errors="coerce")
+        transformed["downdays"] = pd.to_numeric(data["downdays"], errors="coerce")
+        transformed["updays"] = pd.to_numeric(data["updays"], errors="coerce")
+        transformed["lowdays"] = pd.to_numeric(data["lowdays"], errors="coerce")
+        transformed["topdays"] = pd.to_numeric(data["topdays"], errors="coerce")
+        return pd.DataFrame(transformed)
+
+    def _transform_na(
+        self,
+        data: pd.DataFrame,
+    ) -> pd.DataFrame:
+        cols = [item.name for item in _OUT_NA_COLS]
+        if data is None or data.empty:
+            return pd.DataFrame(columns=cols)
+
+        # Create a copy and transform
+        transformed = {}
+        for col in _IN_BFQ_COLS:
+            src = col.name
+            dst = src.replace("_bfq", "")
+            if src in data.columns:
+                transformed[dst] = pd.to_numeric(
+                    data[src],
+                    errors="coerce",
+                )
+            else:
+                transformed[dst] = pd.NA
+        return pd.DataFrame(transformed)
+
+    def _transform_ba(
+        self,
+        data: pd.DataFrame,
+    ) -> pd.DataFrame:
+        cols = [item.name for item in _OUT_BA_COLS]
+        if data is None or data.empty:
+            return pd.DataFrame(columns=cols)
+
+        # Create a copy and transform
+        transformed = {}
+        for col in _IN_HFQ_COLS:
+            src = col.name
+            dst = "ba_" + src.replace("_hfq", "")
+            if src in data.columns:
+                transformed[dst] = pd.to_numeric(
+                    data[src],
+                    errors="coerce",
+                )
+            else:
+                transformed[dst] = pd.NA
+        return pd.DataFrame(transformed)
+
+    def _transform_fa(
+        self,
+        data: pd.DataFrame,
+    ) -> pd.DataFrame:
+        cols = [item.name for item in _OUT_FA_COLS]
+        if data is None or data.empty:
+            return pd.DataFrame(columns=cols)
+
+        # Create a copy and transform
+        transformed = {}
+        for col in _IN_QFQ_COLS:
+            src = col.name
+            dst = "fa_" + src.replace("_qfq", "")
+            if src in data.columns:
+                transformed[dst] = pd.to_numeric(
+                    data[src],
+                    errors="coerce",
+                )
+            else:
+                transformed[dst] = pd.NA
+        return pd.DataFrame(transformed)
+
+    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)
+
+        main_df = self._transform_main(data)
+        na_df = self._transform_na(data)
+        ba_df = self._transform_ba(data)
+        fa_df = self._transform_fa(data)
+        result = pd.concat([main_df, na_df, ba_df, fa_df], axis=1)
+        return result[cols].reset_index(drop=True)
+
+    def slice_main(
+        self,
+        data: pd.DataFrame | None = None,
+    ) -> pd.DataFrame:
+        if data is not None:
+            df = data
+        else:
+            df = self.run()
+        maincols = [item.name for item in _OUT_MAIN_COLS]
+        if df.empty:
+            return pd.DataFrame(columns=maincols)
+        else:
+            return df[maincols].copy().reset_index(drop=True)
+
+    def slice_na(
+        self,
+        data: pd.DataFrame | None = None,
+    ) -> pd.DataFrame:
+        if data is not None:
+            df = data
+        else:
+            df = self.run()
+        nacols = [item.name for item in _OUT_MAIN_COLS + _OUT_NA_COLS]
+        if df.empty:
+            return pd.DataFrame(columns=nacols)
+        else:
+            return df[nacols].copy().reset_index(drop=True)
+
+    def slice_ba(
+        self,
+        data: pd.DataFrame | None = None,
+    ) -> pd.DataFrame:
+        if data is not None:
+            df = data
+        else:
+            df = self.run()
+        bacols = [item.name for item in _OUT_MAIN_COLS + _OUT_BA_COLS]
+        if df.empty:
+            return pd.DataFrame(columns=bacols)
+        else:
+            return df[bacols].copy().reset_index(drop=True)
+
+    def slice_fa(
+        self,
+        data: pd.DataFrame | None = None,
+    ) -> pd.DataFrame:
+        if data is not None:
+            df = data
+        else:
+            df = self.run()
+        facols = [item.name for item in _OUT_MAIN_COLS + _OUT_FA_COLS]
+        if df.empty:
+            return pd.DataFrame(columns=facols)
+        else:
+            return df[facols].copy().reset_index(drop=True)