libfinance 0.0.1__tar.gz → 0.0.2__tar.gz

{libfinance-0.0.1 → libfinance-0.0.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: libfinance
-Version: 0.0.1
+Version: 0.0.2
 Summary: libfinance
 Home-page: 
 Author: 
@@ -13,4 +13,4 @@ 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
+Requires-Dist: pandas==1.3.4

libfinance-0.0.2/README.md

@@ -0,0 +1,63 @@
+# 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
+
+Method1: Install `libfinance` by `pip`
+
+``` {.sourceCode .bash}
+$ pip install libfinance
+```
+
+Method2: Install from source with a develop mode
+~~~
+git clone https://github.com/StateOfTheArt-quant/libfinance.git
+cd libfinance
+pip install -e .
+~~~
+
+# quick-start
+
+~~~
+from libfinance import get_trading_dates, get_price
+
+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)
+              
+
+
+
+data = get_price(order_book_ids=["000001.XSHE","600000.XSHG"], start_date="2024-03-01", end_date="2024-03-11")
+print(data)
+        
+                           open   high    low  close       volume
+order_book_id datetime                                           
+000001.XSHE   2024-03-01  10.59  10.60  10.43  10.49  182810290.0
+              2024-03-04  10.45  10.50  10.32  10.33  165592954.0
+              2024-03-05  10.30  10.47  10.26  10.43  181731907.0
+              2024-03-06  10.40  10.45  10.33  10.33  134564016.0
+              2024-03-07  10.33  10.64  10.33  10.38  201616589.0
+              2024-03-08  10.35  10.44  10.30  10.38  111397428.0
+              2024-03-11  10.38  10.47  10.34  10.47  121067298.0
+600000.XSHG   2024-03-01   7.13   7.16   7.10   7.11   29431801.0
+              2024-03-04   7.12   7.12   7.05   7.07   27855963.0
+              2024-03-05   7.05   7.18   7.04   7.16   41756232.0
+              2024-03-06   7.17   7.22   7.12   7.12   25918749.0
+              2024-03-07   7.12   7.20   7.11   7.14   24690348.0
+              2024-03-08   7.12   7.17   7.11   7.12   19861794.0
+              2024-03-11   7.13   7.17   7.06   7.11   26195498.0
+~~~
+
+# Documentation
+
+More info for [Documentation](https://libfinance.readthedocs.io/zh/latest/)
+

libfinance-0.0.2/libfinance/__init__.py

@@ -0,0 +1,20 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+
+__all__ = ["__version__"]
+
+__version__ = "0.0.1"
+#from libfinance.api import *
+def __go():
+    import sys
+    import importlib
+    import pkgutil
+
+    # 3.4 引入 asyncio，3.5 引入 async/await 语法，3.6 引入 async generator
+    async_syntax_supported = sys.version_info[:2] >= (3, 6)
+
+    for loader, module_name, is_pkg in pkgutil.walk_packages(__path__, "libfinance."):
+        if module_name.startswith("libfinance.api") and not is_pkg:
+            importlib.import_module(module_name)
+
+__go()

{libfinance-0.0.1 → libfinance-0.0.2}/libfinance/api/calendar.py

@@ -29,7 +29,7 @@ def get_trading_dates(start_date, end_date):
 
     ..  code-block:: python3
     
-        from libfinance.api import get_trading_dates
+        from libfinance import get_trading_dates
 
      
         >>> trading_dates = get_trading_dates(start_date = "2020-05-11", end_date="2020-05-20")
@@ -59,7 +59,7 @@ def get_previous_trading_date(date, n=1):
     
     ..  code-block:: python3
     
-        from libfinance.api import get_previous_trading_date
+        from libfinance import get_previous_trading_date
         
         >>> get_previous_trading_date(date='2020-05-18', n=3)
         Timestamp('2020-05-13 00:00:00')
@@ -83,7 +83,7 @@ def get_next_trading_date(date, n=1):
     
     ..  code-block:: python3
     
-        from simonsc.api import get_next_trading_date
+        from libfinance import get_next_trading_date
     
         >>> get_next_trading_date(date='2020-05-13', n=3)
         Timestamp('2020-05-18 00:00:00')

libfinance-0.0.2/libfinance/api/concept.py

@@ -0,0 +1,87 @@
+#!/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_concept_meta(source:str="THS") -> pd.DataFrame:
+    """
+    获取某个数据源的概念分类的元信息
+    
+    :param source: 来源(当前仅支持的同花顺(THS)这一来源的概念分类)
+        
+    :example:
+    
+    ..  code-block:: python3
+    
+        from libfinance import get_concept_meta
+    
+        >>> concept_meta = get_concept_meta(source="THS")
+        >>> print(>>>)
+        
+             datetime        concept_name     component_number    concept_id source
+        0    2024-03-25         AI语料            25.0             309126    THS
+        1    2024-03-20       铜缆高速连接        24.0             309125    THS
+        2    2024-03-12        高股息精选         327.0            309124    THS
+        3    2024-03-04        AI PC              13.0             309121    THS
+        4    2024-03-04         AI手机            19.0             309120    THS
+        ..          ...          ...               ...               ...    ...
+        402  2000-01-01       京津冀一体化        NaN              300061    THS
+        403  2000-01-01           流感            NaN              300038    THS
+        404  2000-01-01         苹果概念          NaN              300309    THS
+        405  2000-01-01        PM2.5              NaN              300134    THS
+        406  2000-01-01          石墨烯           NaN              300337    THS
+    """   
+    return get_client().get_concept_meta(source=source)
+
+@export_as_api
+def get_concept_weights(concept_ids:list, source:str="THS") -> pd.DataFrame:
+    """
+    获取某一个概念的成分股及其权重数据
+    :param concept_ids: 概念id的列表
+    :param source: 来源(当前仅支持的同花顺(THS)这一来源的概念分类)
+        
+    :example:
+        
+    .. code-block:: python
+    
+        from libfinance import get_concept_weights
+    
+        >>> concept_weight = get_concept_weights(concept_ids=["309126"], source="THS")
+        >>> print(concept_weight)
+       
+            order_book_id instrument_name  weight  ... source update_date concept_name
+        0    002908.XSHE            德生科技    0.04  ...    THS  2024-04-01         AI语料
+        1    300133.XSHE            华策影视    0.04  ...    THS  2024-04-01         AI语料
+        2    002226.XSHE            江南化工    0.04  ...    THS  2024-04-01         AI语料
+        3    300766.XSHE            每日互动    0.04  ...    THS  2024-04-01         AI语料
+        4    002649.XSHE            博彦科技    0.04  ...    THS  2024-04-01         AI语料
+        5    600728.XSHG            佳都科技    0.04  ...    THS  2024-04-01         AI语料
+        6    600100.XSHG            同方股份    0.04  ...    THS  2024-04-01         AI语料
+        7    000710.XSHE            贝瑞基因    0.04  ...    THS  2024-04-01         AI语料
+        8    688590.XSHG            新致软件    0.04  ...    THS  2024-04-01         AI语料
+        9    603000.XSHG             人民网    0.04  ...    THS  2024-04-01         AI语料
+        10   300033.XSHE             同花顺    0.04  ...    THS  2024-04-01         AI语料
+        11   002362.XSHE            汉王科技    0.04  ...    THS  2024-04-01         AI语料
+        12   000681.XSHE            视觉中国    0.04  ...    THS  2024-04-01         AI语料
+        13   300166.XSHE            东方国信    0.04  ...    THS  2024-04-01         AI语料
+        14   002230.XSHE            科大讯飞    0.04  ...    THS  2024-04-01         AI语料
+        15   300182.XSHE            捷成股份    0.04  ...    THS  2024-04-01         AI语料
+        16   300418.XSHE            昆仑万维    0.04  ...    THS  2024-04-01         AI语料
+        17   688787.XSHG            海天瑞声    0.04  ...    THS  2024-04-01         AI语料
+        18   300229.XSHE             拓尔思    0.04  ...    THS  2024-04-01         AI语料
+        19   601858.XSHG            中国科传    0.04  ...    THS  2024-04-01         AI语料
+        20   300785.XSHE             值得买    0.04  ...    THS  2024-04-01         AI语料
+        21   300654.XSHE            世纪天鸿    0.04  ...    THS  2024-04-01         AI语料
+        22   300364.XSHE            中文在线    0.04  ...    THS  2024-04-01         AI语料
+        23   603721.XSHG            中广天择    0.04  ...    THS  2024-04-01         AI语料
+        24   603533.XSHG            掌阅科技    0.04  ...    THS  2024-04-01         AI语料
+        
+        [25 rows x 7 columns]
+    """
+    return get_client().get_concept_weights(concept_ids=concept_ids, source = source)
+    

{libfinance-0.0.1 → libfinance-0.0.2}/libfinance/api/get_price.py

@@ -13,8 +13,8 @@ from libfinance.utils.datetime_func import convert_dateteime_to_timestamp
 def history_bars(
     order_book_ids: list,
     bar_count: int,
-    frequency: str,
     datetime: str,
+    frequency: str="1d",
     fields: List[str]=None,
     skip_suspended: bool=True,
     include_now: bool=True,
@@ -53,12 +53,11 @@ def history_bars(
     ..  code-block:: python3
         
         import pandas as pd
-        from simons.api import history_bars
+        from libfinance 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)
+        >>> dt = "2020-04-20"
+        >>> data = history_bars(order_book_ids=["000001.XSHE", "000002.XSHE"], datetime=dt, bar_count=10)
         >>> print(data)
         
                                        open   high    low  close     volume
@@ -86,7 +85,7 @@ def history_bars(
     
     """
     dt = convert_dateteime_to_timestamp(datetime)
-    return get_client().multi_history_bars(order_book_ids=order_book_ids,
+    return get_client().history_bars(order_book_ids=order_book_ids,
                                            bar_count=bar_count, 
                                            frequency=frequency, 
                                            fields=fields, 
@@ -94,4 +93,84 @@ def history_bars(
                                            skip_suspended=skip_suspended, 
                                            include_now=include_now,
                                            adjust_type=adjust_type, 
+                                           adjust_orig=adjust_orig)
+
+@export_as_api
+def get_price(
+    order_book_ids: list,
+    start_date: str,
+    end_date: str,
+    frequency: str="1d",
+    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, 必填项
+    :param start_date: 开始日期，必填项
+    :param end_date: 结束日期，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
+    :param fields: 返回数据字段
+    :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::
+    
+        获取中国平安和浦发银行 2024-03-01至2024-03-11之间的交易数据
+    
+    ..  code-block:: python3
+        
+        import pandas as pd
+        from libfinance import get_price
+    
+        >>> data = get_price(order_book_ids=["000001.XSHE","600000.XSHG"], start_date="2024-03-01", end_date="2024-03-11")
+        >>> print(data)
+        
+                                   open   high    low  close       volume
+        order_book_id datetime                                           
+        000001.XSHE   2024-03-01  10.59  10.60  10.43  10.49  182810290.0
+                      2024-03-04  10.45  10.50  10.32  10.33  165592954.0
+                      2024-03-05  10.30  10.47  10.26  10.43  181731907.0
+                      2024-03-06  10.40  10.45  10.33  10.33  134564016.0
+                      2024-03-07  10.33  10.64  10.33  10.38  201616589.0
+                      2024-03-08  10.35  10.44  10.30  10.38  111397428.0
+                      2024-03-11  10.38  10.47  10.34  10.47  121067298.0
+        600000.XSHG   2024-03-01   7.13   7.16   7.10   7.11   29431801.0
+                      2024-03-04   7.12   7.12   7.05   7.07   27855963.0
+                      2024-03-05   7.05   7.18   7.04   7.16   41756232.0
+                      2024-03-06   7.17   7.22   7.12   7.12   25918749.0
+                      2024-03-07   7.12   7.20   7.11   7.14   24690348.0
+                      2024-03-08   7.12   7.17   7.11   7.12   19861794.0
+                      2024-03-11   7.13   7.17   7.06   7.11   26195498.0
+    
+    """
+    start_date = convert_dateteime_to_timestamp(start_date)
+    end_date = convert_dateteime_to_timestamp(end_date)
+    return get_client().get_price(order_book_ids=order_book_ids,
+                                           start_date=start_date,
+                                           end_date=end_date,
+                                           frequency=frequency, 
+                                           fields=fields, 
+                                           skip_suspended=skip_suspended, 
+                                           include_now=include_now,
+                                           adjust_type=adjust_type, 
                                            adjust_orig=adjust_orig)

libfinance-0.0.2/libfinance/api/index_components.py

@@ -0,0 +1,74 @@
+#!/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:
+    """
+    获取股票合约的所属行业信息
+    
+    :param order_book_ids: 股票合约的id列表
+    :param date: 日期
+    :param source: 来源(010303-申万行业分类, 010314-中证行业分类（2016版),010321-申万行业分类（2021版), 010317-中信行业分类)
+        
+    :example:
+    
+    ..  code-block:: python3
+    
+        from libfinance import get_instrument_industry
+    
+        >>> order_book_ids = ["000001.XSHE","600000.XSHG"]
+        >>> instrument_industry = get_instrument_industry(order_book_ids=order_book_ids, date="2022-09-20")        
+        >>> print(instrument_industry)
+        
+                          industry      industryID1     industryName1  industryID2 industryName2
+        order_book_id                                                               
+        000001.XSHE     申万行业分类      1030321            银行    103032101            银行
+        600000.XSHG     申万行业分类      1030321            银行    103032101            银行
+
+    """
+    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:
+    """
+    获取特定日期,指数成分股及其权重数据
+    
+    :param index_id: 指数的id
+    :param date: 日期(当前仅支持的同花顺(THS)这一来源的概念分类)
+        
+    :example:
+    
+    ..  code-block:: python3
+    
+        from libfinance import get_index_weights
+    
+        >>> index_weight = get_index_weights(index_id="000300.XSHG", date="2022-07-20")       
+        >>> print(index_weight)
+        
+                       index_order_book_id index_name  ... order_book_name    weight
+       datetime                                   ...                          
+       2022-07-20         000300.XSHG      沪深300  ...            歌尔股份  0.003813
+       2022-07-20         000300.XSHG      沪深300  ...            新城控股  0.000934
+       2022-07-20         000300.XSHG      沪深300  ...             凯莱英  0.001957
+       2022-07-20         000300.XSHG      沪深300  ...            华侨城A  0.001139
+       2022-07-20         000300.XSHG      沪深300  ...            特变电工  0.005060
+                           ...        ...  ...             ...       ...
+       2022-07-20         000300.XSHG      沪深300  ...            晶盛机电  0.002218
+       2022-07-20         000300.XSHG      沪深300  ...            华能国际  0.001589
+       2022-07-20         000300.XSHG      沪深300  ...            京东方A  0.007253
+       2022-07-20         000300.XSHG      沪深300  ...            海尔智家  0.004762
+       2022-07-20         000300.XSHG      沪深300  ...            澜起科技  0.001217
+
+       [300 rows x 5 columns]
+
+    """
+    return get_client().get_index_weights(index_id=index_id, date = date)
+    
+

{libfinance-0.0.1 → libfinance-0.0.2}/libfinance/client.py

@@ -33,8 +33,8 @@ class LibFinanceClient(object):
 
     _threading_local = threading.local()
     _auth_params = {}
-
-    _default_host = "127.0.0.1"
+    #_default_host = "0.0.0.0"
+    _default_host = "libfinance.tech"#"101.201.30.6"
     _default_port = 9090
 
     request_timeout = 300
@@ -111,6 +111,7 @@ class LibFinanceClient(object):
             #pdb.set_trace()
             #self.ensure_auth()
             response = self.client.query(request)
+            #print(response)
             #pdb.set_trace()
             if response.status is False:
                 # error occur

{libfinance-0.0.1 → libfinance-0.0.2}/libfinance/utils/decorators.py

@@ -41,7 +41,8 @@ def export_as_api(f=None, name=None, namespace=None, priority=0):
     else:
         namespace = libfinance
         libfinance.__all__.append(name)
-
+        #print(libfinance.__all__)
+        
     old_f = getattr(namespace, name, None)
     if old_f is not None:
         if old_f.__priority > priority:

{libfinance-0.0.1 → libfinance-0.0.2}/libfinance.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: libfinance
-Version: 0.0.1
+Version: 0.0.2
 Summary: libfinance
 Home-page: 
 Author: 
@@ -13,4 +13,4 @@ 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
+Requires-Dist: pandas==1.3.4

{libfinance-0.0.1 → libfinance-0.0.2}/libfinance.egg-info/SOURCES.txt

@@ -3,7 +3,6 @@ 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
@@ -12,6 +11,7 @@ libfinance.egg-info/requires.txt
 libfinance.egg-info/top_level.txt
 libfinance/api/__init__.py
 libfinance/api/calendar.py
+libfinance/api/concept.py
 libfinance/api/get_price.py
 libfinance/api/index_components.py
 libfinance/utils/__init__.py

{libfinance-0.0.1 → libfinance-0.0.2}/libfinance.egg-info/requires.txt

@@ -1,3 +1,3 @@
 dill>=0.3.8
 thriftpy2>=0.3.9
-pandas>=0.16.2
+pandas==1.3.4

{libfinance-0.0.1 → libfinance-0.0.2}/setup.py

@@ -4,7 +4,7 @@ from os.path import dirname, join
 
 from setuptools import find_packages, setup
 
-from libfinance.version import __version__
+__version__= "0.0.2"
 
 def read_file(file):
     with open(file, "rt") as f:
@@ -21,7 +21,7 @@ setup(
     license='Apache License v2',
     package_data={'': ['*.*']},
     url='',
-    install_requires=["dill>=0.3.8", "thriftpy2>=0.3.9","pandas>=0.16.2"],
+    install_requires=["dill>=0.3.8", "thriftpy2>=0.3.9","pandas==1.3.4"],
     zip_safe=False,    
     classifiers=[
         'Programming Language :: Python',

libfinance-0.0.1/README.md

@@ -1,59 +0,0 @@
-# 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

@@ -1,6 +0,0 @@
-#!/usr/bin/env python3
-# -*- coding: utf-8 -*-
-
-__all__ = []
-
-from .version import __version__

libfinance-0.0.1/libfinance/api/index_components.py

@@ -1,20 +0,0 @@
-#!/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/version.py

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