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

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

@@ -0,0 +1,234 @@
+from __future__ import annotations
+
+from datetime import date, datetime
+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.tradedate.constant import (
+    KEY,
+    NAME,
+    PAGINATE,
+    SOURCE,
+    TARGET,
+)
+
+
+@JobHouse.register(KEY, alias=KEY)
+class TradeDate(TushareJob):
+    """
+    描述:
+    - 交易日历数据，包括交易所的交易日期和非交易日期
+    - API文档: https://tushare.pro/document/2?doc_id=26
+
+    属性:
+    - name: 模块名称 = "tradedate"
+    - key: 模块键 = "/tushare/tradedate"
+    - source: 源数据表结构
+    - target: 目标数据表结构
+    - paginate: 分页设置 (pagesize=1000, pagelimit=10)
+
+    参数:
+    - session: Session, 必需, Tushare会话对象
+    - params: Params | dict, 可选, 查询参数
+        - exchange: str, 可选, 交易所代码 (SSE/SZSE/CFFEX/SHFE/CZCE/DCE/INE)
+        - year: str | int, 可选, 年份 (YYYY)
+        - start_date: str, 可选, 开始日期 (YYYYMMDD)
+        - end_date: str, 可选, 结束日期 (YYYYMMDD)
+        - is_open: str | int, 可选, 是否交易日 (0=休市, 1=交易)
+    - coolant: Coolant | dict, 可选, 请求冷却配置
+    - retry: Retry | dict, 可选, 重试配置
+    - cache: Cache | dict | bool, 可选, 缓存配置
+
+    方法:
+    - run() -> pd.DataFrame: 运行作业并返回数据
+    - transform(data: pd.DataFrame) -> pd.DataFrame: 转换数据格式
+    - list_dates() -> list[str]: 返回所有日期列表
+    - list_datecodes() -> list[str]: 返回所有日期代码列表
+    - list_open_dates() -> list[str]: 返回交易日列表
+    - list_open_datecodes() -> list[str]: 返回交易日代码列表
+    - check(session, value) -> bool: 检查指定日期是否为交易日
+
+    例子:
+        ```python
+        from xfintech.data.source.tushare.session import Session
+        from xfintech.data.source.tushare.stock.tradedate import TradeDate
+
+        session = Session(credential="your_token")
+
+        # 获取2023年交易日历
+        job = TradeDate(session=session, params={"year": "2023"})
+        df = job.run()
+
+        # 获取指定日期范围
+        job = TradeDate(
+            session=session,
+            params={
+                "start_date": "20230101",
+                "end_date": "20231231",
+                "exchange": "SSE"
+            }
+        )
+        df = job.run()
+
+        # 获取交易日列表
+        dates = job.list_open_dates()
+
+        # 检查是否为交易日
+        is_trading = TradeDate.check(session, "2023-01-03")
+        ```
+    """
+
+    @classmethod
+    def check(
+        cls,
+        session: Session,
+        value: Optional[datetime | date | str] = None,
+    ) -> bool:
+        if isinstance(value, datetime):
+            value = value.date()
+        elif isinstance(value, date):
+            pass
+        elif isinstance(value, str):
+            if "-" in value:
+                value = datetime.strptime(value, "%Y-%m-%d").date()
+            else:
+                value = datetime.strptime(value, "%Y%m%d").date()
+        else:
+            value = datetime.now().date()
+
+        datecode = value.strftime("%Y%m%d")
+        job = cls(
+            session=session,
+            params={
+                "start_date": datecode,
+                "end_date": datecode,
+                "is_open": "1",
+            },
+        )
+        result = job.run()
+        return not result.empty and datecode in result["datecode"].values
+
+    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, Any] | bool] = None,
+    ) -> None:
+        super().__init__(
+            session=session,
+            name=NAME,
+            key=KEY,
+            source=SOURCE,
+            target=TARGET,
+            params=params,
+            paginate=PAGINATE,
+            coolant=coolant,
+            retry=retry,
+            cache=cache,
+        )
+
+    def _run(self) -> pd.DataFrame:
+        cached = self._load_cache()
+        if cached is not None:
+            return cached
+
+        payload = self.params.to_dict()
+        payload = self._parse_date_params(
+            payload,
+            keys=["start_date", "end_date"],
+        )
+        payload = self._parse_year_params(
+            payload,
+            key="year",
+        )
+        fields = SOURCE.list_column_names()
+        payload["fields"] = ",".join(fields)
+
+        # Fetch data based on is_open parameter
+        if "is_open" in payload:
+            df = self._fetchall(
+                api=self.connection.trade_cal,
+                **payload,
+            )
+        else:
+            # Fetch both trading and non-trading days
+            df_open = self._fetchall(
+                api=self.connection.trade_cal,
+                is_open="1",
+                **payload,
+            )
+            df_close = self._fetchall(
+                api=self.connection.trade_cal,
+                is_open="0",
+                **payload,
+            )
+            df = pd.concat([df_open, df_close], ignore_index=True)
+
+        result = self.transform(df)
+        self._save_cache(result)
+        return result
+
+    # Transform logic
+    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["dt"] = pd.to_datetime(
+            out["cal_date"],
+            format="%Y%m%d",
+            errors="coerce",
+        )
+        out["date"] = out["dt"].dt.strftime("%Y-%m-%d")
+        out["datecode"] = out["cal_date"].astype(str)
+        out["is_open"] = out["is_open"].astype(int).eq(1)
+        out["previous"] = pd.to_datetime(
+            out["pretrade_date"],
+            format="%Y%m%d",
+            errors="coerce",
+        ).dt.strftime("%Y-%m-%d")
+        out["exchange"] = "ALL"
+        out["year"] = out["dt"].dt.year.fillna(0).astype(int)
+        out["month"] = out["dt"].dt.month.fillna(0).astype(int)
+        out["day"] = out["dt"].dt.day.fillna(0).astype(int)
+        out["week"] = out["dt"].dt.isocalendar().week.fillna(0).astype(int)
+        out["weekday"] = out["dt"].dt.day_name().fillna("").str[:3]
+        out["quarter"] = out["dt"].dt.quarter.fillna(0).astype(int)
+
+        # Clean up temporary columns
+        out.drop(columns=["dt"], inplace=True)
+        out = out[cols].drop_duplicates()
+        out = out.sort_values(by=["datecode"])
+        out = out.reset_index(drop=True)
+        self.markpoint("transform[OK]")
+        return out
+
+    def list_dates(self) -> list[str]:
+        df = self.run()
+        return sorted(df["date"].unique().tolist())
+
+    def list_datecodes(self) -> list[str]:
+        df = self.run()
+        return sorted(df["datecode"].unique().tolist())
+
+    def list_open_dates(self) -> list[str]:
+        df = self.run()
+        return sorted(df.loc[df["is_open"], "date"].unique().tolist())
+
+    def list_open_datecodes(self) -> list[str]:
+        df = self.run()
+        return sorted(df.loc[df["is_open"], "datecode"].unique().tolist())

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

@@ -0,0 +1,19 @@
+from __future__ import annotations
+
+from xfintech.data.source.tushare.stock.weekline.constant import (
+    KEY,
+    NAME,
+    PAGINATE,
+    SOURCE,
+    TARGET,
+)
+from xfintech.data.source.tushare.stock.weekline.weekline import Weekline
+
+__all__ = [
+    "Weekline",
+    "KEY",
+    "NAME",
+    "PAGINATE",
+    "SOURCE",
+    "TARGET",
+]

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

@@ -0,0 +1,87 @@
+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 = "weekly"
+URL = "https://tushare.pro/document/2?doc_id=144"
+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 = "weekline"
+KEY = "/tushare/weekline"
+PAGINATE = Paginate(
+    pagesize=6000,
+    pagelimit=1000,
+)
+SOURCE = TableInfo(
+    desc="A股周线行情数据（Tushare格式）",
+    meta={
+        "provider": PROVIDER,
+        "source": SOURCE_NAME,
+        "url": URL,
+        "args": ARGS,
+        "type": "partitioned",
+        "scale": "crosssection",
+    },
+    columns=[
+        ColumnInfo(name="ts_code", kind=ColumnKind.STRING, desc="股票代码"),
+        ColumnInfo(name="trade_date", kind=ColumnKind.STRING, desc="交易日期"),
+        ColumnInfo(name="open", kind=ColumnKind.FLOAT, desc="周开盘价"),
+        ColumnInfo(name="high", kind=ColumnKind.FLOAT, desc="周最高价"),
+        ColumnInfo(name="low", kind=ColumnKind.FLOAT, desc="周最低价"),
+        ColumnInfo(name="close", kind=ColumnKind.FLOAT, desc="周收盘价"),
+        ColumnInfo(name="pre_close", kind=ColumnKind.FLOAT, desc="上周收盘价"),
+        ColumnInfo(name="change", kind=ColumnKind.FLOAT, desc="周涨跌额"),
+        ColumnInfo(name="pct_chg", kind=ColumnKind.FLOAT, desc="周涨跌幅"),
+        ColumnInfo(name="vol", kind=ColumnKind.FLOAT, desc="周成交量(手)"),
+        ColumnInfo(name="amount", kind=ColumnKind.FLOAT, desc="周成交额(千元)"),
+    ],
+)
+TARGET = TableInfo(
+    desc="A股周线行情数据（xfintech格式）",
+    meta={
+        "key": KEY,
+        "name": NAME,
+        "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"),
+        ColumnInfo(name="datecode", kind=ColumnKind.STRING, desc="交易日期代码(YYYYMMDD)"),
+        ColumnInfo(name="open", kind=ColumnKind.FLOAT, desc="开盘价(元)"),
+        ColumnInfo(name="high", kind=ColumnKind.FLOAT, desc="最高价(元)"),
+        ColumnInfo(name="low", kind=ColumnKind.FLOAT, desc="最低价(元)"),
+        ColumnInfo(name="close", kind=ColumnKind.FLOAT, desc="收盘价(元)"),
+        ColumnInfo(name="pre_close", kind=ColumnKind.FLOAT, desc="昨收价(元)"),
+        ColumnInfo(name="change", kind=ColumnKind.FLOAT, desc="涨跌额(元)"),
+        ColumnInfo(name="percent_change", kind=ColumnKind.FLOAT, desc="涨跌幅(%)"),
+        ColumnInfo(name="volume", kind=ColumnKind.FLOAT, desc="成交量(手)"),
+        ColumnInfo(name="amount", kind=ColumnKind.FLOAT, desc="成交额(千元)"),
+    ],
+)