libfinance 0.0.1__tar.gz

libfinance-0.0.1/PKG-INFO

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+Metadata-Version: 2.1
+Name: libfinance
+Version: 0.0.1
+Summary: libfinance
+Home-page: 
+Author: 
+Author-email: 
+License: Apache License v2
+Classifier: Programming Language :: Python
+Classifier: Operating System :: Microsoft :: Windows
+Classifier: Operating System :: Unix
+Classifier: Programming Language :: Python :: 3.7
+Classifier: Programming Language :: Python :: 3.8
+Requires-Dist: dill>=0.3.8
+Requires-Dist: thriftpy2>=0.3.9
+Requires-Dist: pandas>=0.16.2

libfinance-0.0.1/README.md

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+# libfinance
+
+`libfinance` is python library for accessing financial data easily. The goal of `libfinance` is to provide HIGH quality financial data for scholars, researchers and developers in research and production environment.
+
+
+# install
+
+Install `libfinance` by `pip`
+
+``` {.sourceCode .bash}
+$ pip install libfinance
+```
+
+Install with a develop mode
+~~~
+git clone https://github.com/StateOfTheArt-quant/libfinance.git
+cd libfinance
+python setup.py develop
+~~~
+
+# quick-start
+
+~~~
+from libfinance import get_trading_dates, history_bars
+
+trading_dates = get_trading_dates(start_date="2023-12-25", end_date="2024-01-11")
+print(trading_dates)
+
+
+DatetimeIndex(['2023-12-25', '2023-12-26', '2023-12-27', '2023-12-28',
+               '2023-12-29', '2024-01-02', '2024-01-03', '2024-01-04',
+               '2024-01-05', '2024-01-08', '2024-01-09', '2024-01-10',
+               '2024-01-11'],
+              dtype='datetime64[ns]', freq=None)
+              
+
+
+
+trading_data  = history_bars(order_book_ids=["000001.XSHE","600000.XSHG"], bar_count=6, frequency="1d", datetime="2024-01-11")
+print(trading_data)
+
+
+                          open  close  ...       volume  total_turnover
+order_book_id datetime                 ...                             
+000001.XSHE   2024-01-04  9.19   9.11  ...   86419399.0    7.874701e+08
+              2024-01-05  9.10   9.27  ...  199162216.0    1.852660e+09
+              2024-01-08  9.23   9.15  ...  112115619.0    1.029007e+09
+              2024-01-09  9.16   9.18  ...   76619388.0    7.003757e+08
+              2024-01-10  9.16   9.09  ...   85862091.0    7.837712e+08
+              2024-01-11  9.08   9.17  ...   93468637.0    8.538902e+08
+600000.XSHG   2024-01-04  6.64   6.62  ...   28885978.0    1.905806e+08
+              2024-01-05  6.60   6.68  ...   44421387.0    2.969769e+08
+              2024-01-08  6.68   6.59  ...   37520337.0    2.479778e+08
+              2024-01-09  6.60   6.61  ...   30741897.0    2.026476e+08
+              2024-01-10  6.61   6.57  ...   22240946.0    1.466959e+08
+              2024-01-11  6.56   6.53  ...   35914708.0    2.353121e+08
+~~~
+
+# Documentation

libfinance-0.0.1/libfinance/__init__.py

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+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+__all__ = []
+
+from .version import __version__

libfinance-0.0.1/libfinance/api/__init__.py

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+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-

libfinance-0.0.1/libfinance/api/calendar.py

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+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+import bisect
+import datetime
+import pandas as pd
+
+from libfinance.client import get_client
+from libfinance.utils.decorators import export_as_api, ttl_cache, compatible_with_parm
+
+def _to_timestamp(d):
+    return pd.Timestamp(d).replace(hour=0, minute=0, second=0, microsecond=0)
+
+@ttl_cache(24 * 3600)
+def _get_all_trading_dates():
+    return get_client().get_trading_calendar()
+
+@export_as_api
+def get_trading_dates(start_date, end_date):
+    r"""get the trading datata
+    
+    获取A股某个区间的交易日期
+    
+    :param start_date: 开始日期
+    :param end_date: 结束如期
+    
+    Example::
+
+        获取2020-05-10至2020-05-20之间的交易日期
+
+    ..  code-block:: python3
+    
+        from libfinance.api import get_trading_dates
+
+     
+        >>> trading_dates = get_trading_dates(start_date = "2020-05-11", end_date="2020-05-20")
+        >>> print(trading_dates)
+        DatetimeIndex(['2020-05-11', '2020-05-12', '2020-05-13', '2020-05-14',
+           '2020-05-15', '2020-05-18', '2020-05-19', '2020-05-20'],
+          dtype='datetime64[ns]', freq=None)
+    """
+    trading_dates = _get_all_trading_dates()
+    
+    start_date = _to_timestamp(start_date)
+    end_date = _to_timestamp(end_date)
+    left = trading_dates.searchsorted(start_date)
+    right = trading_dates.searchsorted(end_date, side='right')
+    return trading_dates[left:right]
+
+@export_as_api
+def get_previous_trading_date(date, n=1):
+    """获取指定日期的之前的第 n 个交易日
+    
+    :param date: 指定日期
+    :param n: 第 n 个交易日
+    
+    Example::
+       
+        2020-05-18之前3天的交易日
+    
+    ..  code-block:: python3
+    
+        from libfinance.api import get_previous_trading_date
+        
+        >>> get_previous_trading_date(date='2020-05-18', n=3)
+        Timestamp('2020-05-13 00:00:00')
+    """    
+    trading_dates = _get_all_trading_dates()
+    pos = trading_dates.searchsorted(_to_timestamp(date))
+    if pos >= n:
+        return trading_dates[pos - n]
+    else:
+        return trading_dates[0]
+
+@export_as_api
+def get_next_trading_date(date, n=1):
+    """
+    获取指定日期之后的第 n 个交易日
+    
+    :param date: 指定日期
+    :param n: 第 n 个交易日
+        
+    :example:
+    
+    ..  code-block:: python3
+    
+        from simonsc.api import get_next_trading_date
+    
+        >>> get_next_trading_date(date='2020-05-13', n=3)
+        Timestamp('2020-05-18 00:00:00')
+    """    
+    trading_dates = _get_all_trading_dates()
+    pos = trading_dates.searchsorted(_to_timestamp(date), side='right')
+    if pos + n > len(trading_dates):
+        return trading_dates[-1]
+    else:
+        return trading_dates[pos + n - 1]
+
+@export_as_api
+def is_trading_date(date):
+    date = _to_timestamp(date)
+    trading_dates = _get_all_trading_dates()
+    pos = trading_dates.searchsorted(date)
+    return pos < len(trading_dates) and trading_dates[pos] == date
+
+@export_as_api
+def get_n_trading_dates_until(date, n):
+    trading_dates = _get_all_trading_dates()
+    pos = trading_dates.searchsorted(_to_timestamp(date), side='right')
+    if pos >= n:
+        return trading_dates[pos - n:pos]
+    return trading_dates[:pos]
+
+@export_as_api
+def count_trading_dates(start_date, end_date):
+    start_date = _to_timestamp(start_date)
+    end_date = _to_timestamp(end_date)
+    trading_dates = _get_all_trading_dates()
+    return trading_dates.searchsorted(end_date, side='right') - trading_dates.searchsorted(start_date)
+
+
+if __name__ == "__main__":
+    start_date = "2024-01-01"
+    end_date = "2024-02-27"
+    
+    trading_dates = get_trading_dates(start_date, end_date)
+    
+    
+
+

libfinance-0.0.1/libfinance/api/get_price.py

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+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+from typing import List, Union
+import datetime
+
+import pandas as pd
+from libfinance.client import get_client
+from libfinance.utils.decorators import export_as_api, ttl_cache, compatible_with_parm
+from libfinance.utils.datetime_func import convert_dateteime_to_timestamp
+
+@export_as_api
+def history_bars(
+    order_book_ids: list,
+    bar_count: int,
+    frequency: str,
+    datetime: str,
+    fields: List[str]=None,
+    skip_suspended: bool=True,
+    include_now: bool=True,
+    adjust_type: str="none",
+    adjust_orig:datetime.datetime = None) -> pd.DataFrame:
+    """获取指定合约的历史 k 线行情，支持任意日频率xd(1d,5d)和任意分钟频率xm(1m,3m,5m,15m)的历史数据。
+    
+    :param order_book_ids: 多个标的合约代码
+    :param bar_count: 获取的历史数据数量，必填项
+    :param frequency: 获取数据什么样的频率进行。'1d'或'1m'分别表示每日和每分钟，必填项
+    :param fields: 返回数据字段。必填项。见下方列表。
+    :param skip_suspended: 是否跳过停牌数据
+    :param include_now: 是否包含当前数据
+    :param adjust_type: 复权类型，默认为前复权 pre；可选 pre, none, post
+    
+    =========================   ===================================================
+    fields                      字段名
+    =========================   ===================================================
+    datetime                    时间戳
+    open                        开盘价
+    high                        最高价
+    low                         最低价
+    close                       收盘价
+    volume                      成交量
+    total_turnover              成交额
+    open_interest               持仓量（期货专用）
+    basis_spread                期现差（股指期货专用）
+    settlement                  结算价（期货日线专用）
+    prev_settlement             结算价（期货日线专用）
+    =========================   ===================================================
+    
+    Example1::
+    
+        获取中国平安和万科 2020-04-20之前10天的交易数据
+    
+    ..  code-block:: python3
+        
+        import pandas as pd
+        from simons.api import history_bars
+    
+        # 
+        >>> dt = pd.Timestamp("2020-04-20")
+        >>> fields=["datetime","open","high","low","close","volume"]
+        >>> data = history_bars(order_book_ids=["000001.XSHE", "000002.XSHE"], datatime=dt, bar_count=10, frequency="1d", fields=fields)
+        >>> print(data)
+        
+                                       open   high    low  close     volume
+        order_book_id datetime                                  
+        000001.XSHE   2020-04-07      12.89  12.94  12.81  12.88    87031371.0
+                      2020-04-08      12.88  12.92  12.72  12.78    52871614.0
+                      2020-04-09      12.88  12.89  12.72  12.74    40855377.0
+                      2020-04-10      12.76  12.98  12.65  12.79    66667495.0
+                      2020-04-13      12.67  12.71  12.47  12.59    44621440.0
+                      2020-04-14      12.65  12.86  12.57  12.86    68608687.0
+                      2020-04-15      12.86  12.93  12.78  12.87    65639640.0
+                      2020-04-16      12.79  12.79  12.54  12.68    78915498.0
+                      2020-04-17      12.77  13.04  12.65  12.89   133116477.0
+                      2020-04-20      12.86  13.05  12.77  12.99    81845583.0
+        000002.XSHE   2020-04-07      27.34  27.42  26.80  27.07    67154006.0
+                      2020-04-08      26.90  27.25  26.75  26.96    41251395.0
+                      2020-04-09      27.10  27.16  26.60  26.69    38726254.0
+                      2020-04-10      26.84  27.34  26.59  26.88    62460322.0
+                      2020-04-13      26.74  27.13  26.61  27.04    43264902.0
+                      2020-04-14      27.10  27.75  27.02  27.35    64241868.0
+                      2020-04-15      27.20  27.23  26.55  26.70    70359257.0
+                      2020-04-16      26.52  26.76  26.40  26.58    50238931.0
+                      2020-04-17      26.78  27.03  26.55  26.72    83813322.0
+                      2020-04-20      26.78  26.81  26.05  26.58    85012343.0
+    
+    """
+    dt = convert_dateteime_to_timestamp(datetime)
+    return get_client().multi_history_bars(order_book_ids=order_book_ids,
+                                           bar_count=bar_count, 
+                                           frequency=frequency, 
+                                           fields=fields, 
+                                           dt=dt,
+                                           skip_suspended=skip_suspended, 
+                                           include_now=include_now,
+                                           adjust_type=adjust_type, 
+                                           adjust_orig=adjust_orig)

libfinance-0.0.1/libfinance/api/index_components.py

@@ -0,0 +1,20 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+import datetime
+from typing import Any, Union, Optional, Iterable, Dict, List, Sequence, Iterable
+
+import pandas as pd
+from libfinance.client import get_client
+from libfinance.utils.decorators import export_as_api, ttl_cache, compatible_with_parm
+
+@export_as_api
+def get_instrument_industry(order_book_ids: list, date: Union[str, datetime.datetime], source: str = "010303") -> pd.DataFrame():
+    
+    return get_client().get_instrument_industry(order_book_ids=order_book_ids, date=date, source=source)
+
+@export_as_api
+def get_index_weights(index_id: str = "000300.XSHG", date: Union[str, datetime.datetime] = None) -> pd.DataFrame:
+    return get_client().get_index_weights(index_id=index_id, date = date)
+    
+

libfinance-0.0.1/libfinance/client.py

@@ -0,0 +1,147 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+import time
+import socket
+import threading
+import warnings
+
+import pdb
+
+import thriftpy2 as thriftpy
+from thriftpy2.rpc import make_client
+from thriftpy2.transport import TTransportException
+try:
+    from thriftpy2.protocol.cybin import ProtocolError
+except ImportError:
+    ProtocolError = type('FakeProtocolError', (Exception,), {})
+
+#from libfinance.thriftclient import libfinance_thrift
+from libfinance.utils.serialize import serialize_object, deserialize_object
+from libfinance.utils.loader import load_thrift_module
+
+socket_error = (TTransportException, socket.error, ProtocolError)
+
+libfinance_thrift = load_thrift_module(__file__, "libfinance.thrift")
+
+
+class ResponseError(Exception):
+    """响应错误"""
+    
+
+    
+class LibFinanceClient(object):
+
+    _threading_local = threading.local()
+    _auth_params = {}
+
+    _default_host = "127.0.0.1"
+    _default_port = 9090
+
+    request_timeout = 300
+    request_attempt_count = 3
+
+    def __init__(self, host=None, port=None, username="", password="", token=""):
+        self.host = host or self._default_host
+        self.port = int(port or self._default_port)
+        self.username = username
+        self.password = password
+        self.token = token
+
+        assert self.host, "host is required"
+        assert self.port, "port is required"
+        #assert self.username or self.token, "username is required"
+        #assert self.password or self.token, "password is required"
+
+        self.client = None
+        self.inited = False
+        self.not_auth = True
+        self.compress = True
+        self.data_api_url = ""
+        self._http_token = ""
+        
+        self._create_client()
+
+    def _create_client(self):
+        self.client = make_client(
+            libfinance_thrift.LibfinanceService,
+            self.host,
+            self.port,
+            timeout=(self.request_timeout * 1000)
+        )
+        return self.client
+    
+    def __getattr__(self, api_name):
+        return lambda **kwargs: self(api_name, **kwargs)
+    
+    def __call__(self, api_name, **kwargs):
+        err, result = None, None
+        for attempt_index in range(self.request_attempt_count):
+            try:
+                result = self.query(api_name, kwargs)
+                break
+            except socket_error as ex:
+                if (
+                        isinstance(ex, socket.timeout) or
+                        "TSocket read 0 bytes" in str(ex) or
+                        not self._ping_server()
+                        ):
+                    self._reset()
+                err = ex
+                if attempt_index < self.request_attempt_count - 1:
+                    time.sleep(0.6)
+            except ResponseError as ex:
+                err = ex
+
+        if result is None and isinstance(err, Exception):
+            if "TSocket read 0 bytes" in str(err):
+                raise Exception("连接被关闭，请减少数据查询量或检查网络后重试")
+            raise err
+
+        return result
+    
+    def query(self, api_name, params):
+        
+        request = libfinance_thrift.St_Query_Req()
+        request.api_name = api_name
+        request.params = serialize_object(params)
+        
+        
+        result = None
+        try:
+            #pdb.set_trace()
+            #self.ensure_auth()
+            response = self.client.query(request)
+            #pdb.set_trace()
+            if response.status is False:
+                # error occur
+                # raise RuntimeError(response.msg)
+                warnings.warn(response.msg)
+
+            # get process result
+            result = deserialize_object(response.result)
+        except Exception as e:
+            print(e)
+            raise RuntimeError("error:{}".format(e))
+        
+        return result
+
+
+_CLIENT = LibFinanceClient()
+
+
+def get_client():
+    return _CLIENT
+
+
+
+            
+if __name__ == "__main__":
+    client = LibFinanceClient()
+    
+    
+    #output = client.get_trading_dates(start_date="2024-01-01",end_date="2024-02-22")
+    #print(output)
+    
+    output = client.get_trading_dates("2024-01-01","2024-02-22")
+    print(output)
+    

libfinance-0.0.1/libfinance/libfinance.thrift

@@ -0,0 +1,16 @@
+struct St_Query_Req {
+    1:required string api_name,
+    2:required binary params,
+}
+
+struct St_Query_Rsp {
+    1:required bool status,
+    2:optional string msg,
+    3:optional binary result
+}
+
+service LibfinanceService {
+    St_Query_Rsp query(1:St_Query_Req request),
+    St_Query_Rsp auth(1:string username, 2:string password)//, 5:bool compress, 8:string mac, 10:string version),
+    St_Query_Rsp auth_by_token(1: string token)
+}

libfinance-0.0.1/libfinance/utils/__init__.py

@@ -0,0 +1,8 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Created on Sun Feb 25 18:59:59 2024
+
+@author: yujiang
+"""
+

libfinance-0.0.1/libfinance/utils/datetime_func.py

@@ -0,0 +1,26 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+import six
+import datetime
+import pandas as pd
+
+def convert_datetime_to_str(dt):
+    if dt is None:
+        return None
+    if isinstance(dt, pd.Timestamp):
+        dt = dt.to_pydatetime()
+    if isinstance(dt, six.string_types):
+        return dt
+    if isinstance(dt, datetime.datetime):
+        return dt.strftime("%Y-%m-%d %H:%M:%S")
+    if isinstance(dt, datetime.date):
+        return dt.strftime("%Y-%m-%d")
+
+
+def convert_dateteime_to_timestamp(dt):
+    if isinstance(dt, pd.Timestamp):
+        return dt
+    
+    if isinstance(dt, ((str, datetime.date, datetime.datetime))):
+        return pd.Timestamp(dt)
+    return dt

libfinance-0.0.1/libfinance/utils/decorators.py

@@ -0,0 +1,150 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+import time
+import types
+import warnings
+from functools import wraps, partial, update_wrapper
+
+import libfinance
+
+
+def deprecated(func=None, msg=None):
+    if func is None:
+        return partial(deprecated, msg=msg)
+
+    if msg is None:
+        msg = func.__name__ + " is deprecated, and will be removed in future."
+
+    @wraps(func)
+    def wrap(*args, **kwargs):
+        warnings.warn(msg, category=DeprecationWarning, stacklevel=0)
+        return func(*args, **kwargs)
+
+    return wrap
+
+
+def export_as_api(f=None, name=None, namespace=None, priority=0):
+    if f is None:
+        return partial(export_as_api, name=name, namespace=namespace)
+    name = name if name else f.__name__
+    if namespace:
+        if hasattr(libfinance, namespace):
+            namespace = getattr(libfinance, namespace)
+        else:
+            namespace_name = namespace
+            namespace = types.ModuleType(namespace_name)
+            namespace.__file__ = 'libfinance plugin'
+            namespace.__module__ = "libfinance"
+            setattr(libfinance, namespace_name, namespace)
+            libfinance.__all__.append(namespace_name)
+    else:
+        namespace = libfinance
+        libfinance.__all__.append(name)
+
+    old_f = getattr(namespace, name, None)
+    if old_f is not None:
+        if old_f.__priority > priority:
+            warnings.warn("!!!! CAN'T OVERWRITE API {} WITH {} BECAUSE OLD PRIPORITY {} > {} !!!!".format(name, f, old_f.__priority, priority))
+            return f
+        warnings.warn("!!!! OVERWRITE API {} WITH {} !!!!".format(name, f))
+
+    f.__priority = priority
+    setattr(namespace, name, f)
+
+    return f
+
+
+def retry(count, suppress_exceptions, delay=1.0):
+    def decorate(func):
+        @wraps(func)
+        def wrap(*args, **kwargs):
+            c = count
+            while c > 0:
+                try:
+                    return func(*args, **kwargs)
+                except suppress_exceptions as e:
+                    c -= 1
+                    if c == 0:
+                        raise e
+                    if delay:
+                        time.sleep(delay)
+
+        return wrap
+
+    return decorate
+
+
+def coroutine(func):
+    @wraps(func)
+    def primer(*args, **kwargs):
+        gen = func(*args, **kwargs)
+        next(gen)
+        return gen
+
+    return primer
+
+
+_ttl_cached_functions = set()
+
+
+def ttl_cache(ttl):
+    if not isinstance(ttl, int) or not ttl > 0:
+        raise TypeError("Expected ttl to be a positive integer")
+
+    def decorating_function(user_function):
+        wrapper = _ttl_cache_wrapper(user_function, ttl)
+        _ttl_cached_functions.add(wrapper)
+        return update_wrapper(wrapper, user_function)
+
+    return decorating_function
+
+
+def ttl_cache_clear():
+    for f in _ttl_cached_functions:
+        f.clear()
+
+
+def _ttl_cache_wrapper(user_function, ttl):
+    sentinel = object()
+    cache = {}
+    cache_get = cache.get  # bound method to lookup a key or return None
+    cache_clear = cache.clear
+
+    def wrapper(*args, **kwargs):
+        if kwargs:
+            key = args + (repr(sorted(kwargs.items())),)
+        else:
+            key = args
+
+        # in cpython, dict.get is thread-safe
+        result = cache_get(key, sentinel)
+        if result is not sentinel:
+            expire_at, value = result
+            if expire_at > time.time():
+                return value
+        value = user_function(*args, **kwargs)
+        cache[key] = (time.time() + ttl, value)
+        return value
+
+    setattr(wrapper, 'clear', cache_clear)
+    return wrapper
+
+
+def compatible_with_parm(func=None, name=None, value=None, replace=None):
+    if func is None:
+        return partial(compatible_with_parm, name=name, value=value, replace=replace)
+
+    @wraps(func)
+    def wrap(*args, **kwargs):
+        if name:
+            if name in kwargs:
+                msg = "'{}' is no longer used, please use '{}' instead ".format(name, replace)
+                warnings.warn(msg, category=DeprecationWarning, stacklevel=2)
+                item = kwargs.pop(name)
+                if item != value:
+                    raise ValueError("'{}': except '{}', got '{}'".format(name, value, item))
+        return func(*args, **kwargs)
+
+    return wrap
+

libfinance-0.0.1/libfinance/utils/loader.py

@@ -0,0 +1,44 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+import thriftpy2
+
+from typing import Any
+from pathlib import Path
+
+
+def load_thrift_module(dir_or_file: str, thrift_file: str = "") -> Any:
+    """加载thrift模块
+
+    Args:
+        dir_or_file (str): .thrift所在的文件或文件夹路径，若是文件则取当前文件所在目录为默认根目录
+        thrift_file (str, optional): thrift文件名全称，如果未提供，则默认按传入的文件名进行解析
+
+    Returns:
+        Any: thrifty配置文件加载后的实例
+
+    Examples:
+        >>> load_thrift_module(__file__, "pingpong.thrift")
+        <module 'pingpong_thrift'>
+        >>> load_thrift_module("/home/user/pingpong.thrift")
+        <module 'pingpong_thrift'>
+    """
+    # current file absolute working directory
+    working_dir = Path(dir_or_file).absolute()
+    # if file get file directory
+    if working_dir.is_file():
+        working_dir = working_dir.parent
+        thrift_file = thrift_file or working_dir.name
+    # is file name valid
+    if len(thrift_file) == 0:
+        raise ValueError(
+            "thrift file name is empty, please check path '{}' contains ".format(dir_or_file) +
+            "file name or given 'thrift_file' parameter when called 'load_thrift_module' function."
+        )
+    # convert file name from 'demo.thrifty' to module name 'demo_thrifty'
+    thrift_module_name = thrift_file.replace(".", "_")
+    # thriftpy2 do not support pathlib
+    thrift_module = thriftpy2.load(path=str(working_dir.joinpath(thrift_file)),
+                                   module_name=thrift_module_name)
+
+    return thrift_module

libfinance-0.0.1/libfinance/utils/serialize.py

@@ -0,0 +1,38 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+import dill
+import pickle
+
+from typing import Any
+
+
+def serialize_object(obj: Any, protocol: int = pickle.DEFAULT_PROTOCOL) -> bytes:
+    """serialize obj to bytes
+
+    protocol v5 only available in python3.8,it`s a new feature that can accelerate memory process efficiency.
+    We highly recommend use v5,but to adapt more other python version choose protocol v4 as default,consider
+    adding a new api in 'Handle' class to sync client and server protocol.
+
+    Args:
+        obj (object): almost support all python standard types,exclude frame, generator, traceback
+        protocol (int, optional): protocol can be 0-5,refer to https://docs.python.org/zh-cn/3/library/pickle.html#pickle-protocols
+
+    Returns:
+        bytes: serialize value
+    """
+    return dill.dumps(obj, protocol=protocol)
+
+
+def deserialize_object(stream: bytes) -> Any:
+    """deserialize bytes to object
+
+    Args:
+        stream (bytes): serialize bytes
+
+    Returns:
+        Any: deserialize object
+    """
+    if stream is None:
+        return
+
+    return dill.loads(stream)

libfinance-0.0.1/libfinance/version.py

@@ -0,0 +1,3 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+__version__ = "0.0.1"

libfinance-0.0.1/libfinance.egg-info/PKG-INFO

@@ -0,0 +1,16 @@
+Metadata-Version: 2.1
+Name: libfinance
+Version: 0.0.1
+Summary: libfinance
+Home-page: 
+Author: 
+Author-email: 
+License: Apache License v2
+Classifier: Programming Language :: Python
+Classifier: Operating System :: Microsoft :: Windows
+Classifier: Operating System :: Unix
+Classifier: Programming Language :: Python :: 3.7
+Classifier: Programming Language :: Python :: 3.8
+Requires-Dist: dill>=0.3.8
+Requires-Dist: thriftpy2>=0.3.9
+Requires-Dist: pandas>=0.16.2

libfinance-0.0.1/libfinance.egg-info/SOURCES.txt

@@ -0,0 +1,21 @@
+README.md
+setup.py
+libfinance/__init__.py
+libfinance/client.py
+libfinance/libfinance.thrift
+libfinance/version.py
+libfinance.egg-info/PKG-INFO
+libfinance.egg-info/SOURCES.txt
+libfinance.egg-info/dependency_links.txt
+libfinance.egg-info/not-zip-safe
+libfinance.egg-info/requires.txt
+libfinance.egg-info/top_level.txt
+libfinance/api/__init__.py
+libfinance/api/calendar.py
+libfinance/api/get_price.py
+libfinance/api/index_components.py
+libfinance/utils/__init__.py
+libfinance/utils/datetime_func.py
+libfinance/utils/decorators.py
+libfinance/utils/loader.py
+libfinance/utils/serialize.py

libfinance-0.0.1/libfinance.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

libfinance-0.0.1/libfinance.egg-info/not-zip-safe

@@ -0,0 +1 @@
+

libfinance-0.0.1/libfinance.egg-info/requires.txt

@@ -0,0 +1,3 @@
+dill>=0.3.8
+thriftpy2>=0.3.9
+pandas>=0.16.2

libfinance-0.0.1/libfinance.egg-info/top_level.txt

@@ -0,0 +1 @@
+libfinance

libfinance-0.0.1/setup.cfg

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

libfinance-0.0.1/setup.py

@@ -0,0 +1,33 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+from os.path import dirname, join
+
+from setuptools import find_packages, setup
+
+from libfinance.version import __version__
+
+def read_file(file):
+    with open(file, "rt") as f:
+        return f.read()
+    
+
+setup(
+    name='libfinance',
+    version=__version__,
+    description='libfinance',
+    packages=find_packages(exclude=[]),
+    author='',
+    author_email='',
+    license='Apache License v2',
+    package_data={'': ['*.*']},
+    url='',
+    install_requires=["dill>=0.3.8", "thriftpy2>=0.3.9","pandas>=0.16.2"],
+    zip_safe=False,    
+    classifiers=[
+        'Programming Language :: Python',
+        'Operating System :: Microsoft :: Windows',
+        'Operating System :: Unix',
+        'Programming Language :: Python :: 3.7',
+        'Programming Language :: Python :: 3.8',
+    ],
+)