neurostats-API 0.0.25rc1__py3-none-any.whl → 1.0.0__py3-none-any.whl

neurostats_API/transformers/cash_flow/us.py

@@ -0,0 +1,38 @@
+from .base import BaseCashFlowTransformer
+from neurostats_API.utils import StatsProcessor, YoY_Calculator
+import pandas as pd
+
+class USCashFlowTransformer(BaseCashFlowTransformer):
+    def __init__(self, ticker, company_name, zone):
+        super().__init__(ticker, company_name, zone)
+        self.data_df = None
+        self.return_keys = ['cash_flow', 'cash_flow_YoY']
+    def process_transform(self, fetched_data):
+        if (not fetched_data):
+            return self._get_empty_structure()
+
+        self.data_df = self._process_us_format(fetched_data)
+        target_season = fetched_data[0]['season']
+
+        return_dict = {
+            "ticker": self.ticker,
+            "company_name": self.company_name,
+            "cash_flow": self.data_df,
+            "cash_flow_YoY": self._slice_target_season(self.data_df, target_season)
+        }
+
+        return return_dict
+    
+    def process_QoQ(self, fetched_data):
+        if (not fetched_data):
+            return self._get_empty_structure()
+        
+        data_df = self._process_twse_to_tej_format(fetched_data)
+        target_season = fetched_data[0]['season']
+
+        data_df_YoY = self._slice_target_season(data_df, target_season)
+
+        return {
+            "cash_flow_all": data_df,
+            "cash_flow_YoY": data_df_YoY
+        }

neurostats_API/transformers/daily_chip/__init__.py

@@ -0,0 +1 @@
+from .twse_chip import TWSEChipTransformer

neurostats_API/transformers/daily_chip/base.py

@@ -0,0 +1,5 @@
+from ..base import BaseTransformer
+
+class BaseChipTransformer(BaseTransformer):
+    def __init__(self, ticker, company_name, zone):
+        super().__init__(ticker, company_name, zone)

neurostats_API/transformers/daily_chip/twse_chip.py

@@ -0,0 +1,415 @@
+from .base import BaseChipTransformer
+from datetime import date, datetime
+import inspect
+import numpy as np
+import pandas as pd
+from neurostats_API.utils import StatsProcessor
+
+
+class TWSEChipTransformer(BaseChipTransformer):
+
+    def __init__(self, ticker, company_name, zone):
+        super().__init__(ticker, company_name, zone)
+
+    def process_transform(self, tech_data, **fetched_datas):
+        """
+        fetched_datas:
+            {
+                "institution_trading": {}
+                "margin_trading": {},
+                "security_lending: {},
+            }
+        """
+        if not fetched_datas:
+            return self._get_empty_structure()    # 若查無資料，回傳空表結構
+
+        return_dict = {
+            "ticker": self.ticker,
+            "company_name": self.company_name,
+            'latest_trading': {},
+            'annual_trading': {},
+            'price': {}
+        }
+
+        for key, fetched_data in fetched_datas.items():
+
+            tech_dict = {data['date']: data for data in tech_data}
+            latest_tech = tech_data[-1]
+            if (not fetched_data):
+                return_dict['latest_trading'].update(
+                    self._process_latest({}, latest_tech, key)
+                )
+                return_dict['annual_trading'].update(
+                    self._process_annual({}, tech_dict, key)
+                )
+                continue
+
+            fetched_dict = {data['date']: data[key] for data in fetched_data}
+            latest_data = fetched_data[-1]
+
+            return_dict['latest_trading'].update(
+                self._process_latest(latest_data, latest_tech, key)
+            )
+            return_dict['annual_trading'].update(
+                self._process_annual(fetched_dict, tech_dict, key)
+            )
+
+        tech_df = pd.DataFrame(tech_data)
+        return_dict['price'] = self._process_tech(tech_df)
+
+        return return_dict
+
+    def _process_latest(self, latest_data: dict, latest_tech: dict, key: str):
+        latest_trade = latest_data.get(key)
+        return {
+            "date":
+            latest_data.get('date',
+                            datetime.today().strftime("%Y-%m-%d")),
+            **self._process_latest_trading(latest_trade, latest_tech, key)
+        }
+
+    def _process_annual(self, fetched_dict: dict, tech_dict: dict, key: str):
+        if (fetched_dict):
+            fetched_data = [
+                {
+                    'date': date,
+                    'close': tech_dict.get(date, {}).get('close', 0.0),
+                    'volume': tech_dict.get(date, {}).get('volume', 0.0),
+                    **trading
+                } for date, trading in fetched_dict.items()
+            ]
+            fetched_df = self._process_annual_trading(fetched_data, key)
+
+        else:
+            fetched_data = [
+                {
+                    'date': date,
+                    'close': tech_dict.get(date, {}).get('close', 0.0),
+                    'volume': tech_dict.get(date, {}).get('volume', 0.0),
+                } for date in tech_dict.keys()
+            ]
+            fetched_df = pd.DataFrame(fetched_data)
+
+        return {key: fetched_df}
+
+    def _process_latest_trading(self, latest_trading, latest_tech, key):
+        FN_MAP = {
+            'institution_trading': self._process_latest_institution,
+            'margin_trading': self._process_latest_margin,
+            'security_lending': self._process_latest_security
+        }
+
+        process_fn = FN_MAP.get(key)
+        return process_fn(latest_trading, latest_tech)
+
+    def _process_annual_trading(self, fetched_data, key):
+        FN_MAP = {
+            'institution_trading': self._process_annual_institution,
+            'margin_trading': self._process_annual_margin,
+            'security_lending': self._process_annual_security
+        }
+
+        process_fn = FN_MAP.get(key)
+        return process_fn(fetched_data)
+
+    def _process_tech(self, tech_df):
+        latest_daily_data = tech_df.iloc[-1]
+        yesterday_daily_data = tech_df.iloc[-2]
+
+        price_dict = {
+            "open": round(latest_daily_data['open'], 2),
+            'close': round(latest_daily_data['close'], 2),
+            'range':
+            f"{latest_daily_data['low']:.2f} - {latest_daily_data['high']:.2f}",
+            'volume': round(latest_daily_data['volume'] / 1000, 2),
+            'last_open': round(yesterday_daily_data['open'], 2),
+            'last_close': round(yesterday_daily_data['close'], 2),
+            'last_range':
+            f"{yesterday_daily_data['low']:.2f} - {yesterday_daily_data['high']:.2f}",
+            'last_volume': round(yesterday_daily_data['volume'] / 1000, 2)
+        }
+
+        lowest = pd.to_numeric(tech_df["low"], errors="coerce").min().item()
+        highest = pd.to_numeric(tech_df["high"], errors="coerce").max().item()
+        price_dict['52weeks_range'] = f"{lowest:.2f} - {highest:.2f}"
+
+        return price_dict
+
+    def _process_latest_institution(self, latest_trading, latest_tech):
+
+        def _default_institution_chart():
+            return {
+                "buy": {
+                    "stock": None,
+                    "price": None,
+                    "average_price": None,
+                    "percentage": None
+                },
+                "sell": {
+                    "stock": None,
+                    "price": None,
+                    "average_price": None,
+                    "percentage": None
+                },
+                "over_buy_sell": {
+                    "stock": None,
+                    "price": None,
+                    "average_price": None,
+                    "percentage": None
+                },
+            }
+
+        latest_table = {
+            "foreign": _default_institution_chart(),
+            "mutual": _default_institution_chart(),
+            "prop": _default_institution_chart(),
+            "institutional_investor": _default_institution_chart(),
+        }
+
+        volume = latest_tech['volume']
+
+        if (latest_trading is not None):
+            for key in latest_trading.keys():
+                if (key.find("外陸資") >= 0 or key.find("外資") >= 0):
+                    self._target_institution(
+                        latest_trading, latest_table['foreign'], key, volume
+                    )
+                elif (key.find("自營商") >= 0):
+                    self._target_institution(
+                        latest_trading, latest_table['prop'], key, volume
+                    )
+                elif (key.find("投信") >= 0):
+                    self._target_institution(
+                        latest_trading, latest_table['mutual'], key, volume
+                    )
+                elif (key.find("三大法人") >= 0):
+                    self._target_institution(
+                        latest_trading, latest_table['institutional_investor'],
+                        key, volume
+                    )
+            # 計算合計
+            for unit in ['stock', 'percentage']:
+                # 買進總和
+                latest_table['institutional_investor']['buy'][unit] = (
+                    latest_table['foreign']['buy'][unit] +
+                    latest_table['prop']['buy'][unit] +
+                    latest_table['mutual']['buy'][unit]
+                )
+                # 賣出總和
+                latest_table['institutional_investor']['sell'][unit] = (
+                    latest_table['foreign']['sell'][unit] +
+                    latest_table['prop']['sell'][unit] +
+                    latest_table['mutual']['sell'][unit]
+                )
+
+        frames = []
+        for category, trades in latest_table.items():
+            temp_df = pd.DataFrame(trades).T
+            temp_df['category'] = category
+            frames.append(temp_df)
+
+        latest_df = pd.concat(frames)
+        latest_df = latest_df.reset_index().rename(columns={'index': 'type'})
+        latest_df = latest_df[[
+            'type', 'category', 'stock', 'price', 'average_price', 'percentage'
+        ]]
+
+        latest_df = pd.melt(
+            latest_df,
+            id_vars=['type', 'category'],
+            var_name='variable',
+            value_name='value'
+        )
+
+        latest_df = latest_df.pivot_table(
+            index=['category', 'variable'],
+            columns='type',
+            values='value',
+            aggfunc='first'
+        )
+
+        # 重設列名，去除多層索引
+        latest_df.columns.name = None    # 去除列名稱
+        latest_df = latest_df.reset_index()
+
+        return {"institution_trading": latest_df}
+
+    def _process_annual_institution(self, trading_datas):
+
+        return pd.DataFrame(trading_datas)
+
+    def _process_annual_margin(self, trading_datas):
+        # 融資
+        def _process(data):
+            if ('現金償還' in data['financing'].keys()):
+                data['financing']['現償'] = data['financing'].pop('現金償還')
+                data['short_selling']['現償'] = data['short_selling'].pop(
+                    '現券償還', data['financing']['現償']
+                )
+            financing = {
+                f"融資_{type_name}": num_of_stocks
+                for type_name, num_of_stocks in data['financing'].items()
+            }
+
+            short_selling = {
+                f"融券_{type_name}": num_of_stocks
+                for type_name, num_of_stocks in data['short_selling'].items()
+            }
+
+            security_offset = data['資券互抵']
+
+            return {**financing, **short_selling, '資券互抵': security_offset}
+
+        if (trading_datas):
+            return_datas = [
+                {
+                    'date': data['date'],
+                    'close': data['close'],
+                    'volume': data['volume'],
+                    **_process(data)
+                } for data in trading_datas
+            ]
+        else:
+            return_datas = []
+
+        # 接起來
+        return_datas = pd.DataFrame(return_datas)
+
+        return return_datas
+
+    def _process_annual_security(self, trading_datas):
+
+        def _process(data):
+            stock_lendings = {
+                f"借券_{type_name}":
+                (num_of_stocks /
+                 1000) if isinstance(num_of_stocks,
+                                     (int, float)) else num_of_stocks
+                for type_name, num_of_stocks in data['stock_lending'].items()
+            }
+
+            return stock_lendings
+
+        if (trading_datas):
+            return_datas = [
+                {
+                    'date': data['date'],
+                    'close': data['close'],
+                    'volume': data['volume'],
+                    **_process(data)
+                } for data in trading_datas
+            ]
+        else:
+            return_datas = []
+
+        # 接起來
+        return_datas = pd.DataFrame(return_datas)
+
+        return return_datas
+
+    def _target_institution(self, old_table, new_table, key, volume):
+        if (key.find("買進") >= 0):
+            self._cal_institution(old_table, new_table['buy'], key, volume)
+        elif (key.find("賣出") >= 0):
+            self._cal_institution(old_table, new_table['sell'], key, volume)
+        elif (key.find("買賣超") >= 0):
+            self._cal_institution(
+                old_table, new_table['over_buy_sell'], key, volume
+            )
+
+    def _cal_institution(self, old_table, new_table, key, volume):
+        new_table['stock'] = np.round(old_table[key] / 1000, 2).item()
+        new_table['percentage'] = np.round((old_table[key] / volume) * 100,
+                                           2).item()
+
+    def _process_latest_margin(self, latest_trading, *args):
+
+        def _default_margin_chart():
+            dafault_dict = {"financing": {}, "short_selling": {}}
+            return {
+                "margin_trading": pd.DataFrame.from_dict(dafault_dict),
+                "security_offset": None
+            }
+
+        if (latest_trading is None):
+            return _default_margin_chart()
+
+        latest_trading['financing']['現償'] = latest_trading['financing'].pop(
+            '現金償還'
+        )
+        latest_trading['short_selling']['現償'] = latest_trading['short_selling'
+                                                               ].pop('現券償還')
+
+        latest_trading_df = {
+            category: sub_dict
+            for category, sub_dict in latest_trading.items()
+            if (isinstance(sub_dict, dict))
+        }
+
+        latest_margin_trading_df = pd.DataFrame.from_dict(latest_trading_df)
+
+        return {
+            "margin_trading": latest_margin_trading_df,
+            "security_offset": latest_trading['資券互抵']
+        }
+
+    def _process_latest_security(self, latest_trading, *args):
+
+        def _default_margin_chart():
+            return {
+                "stock_lending":
+                pd.DataFrame(
+                    index=["當日賣出", "現償", "當日還券", "當日調整", "當日餘額", "次一營業日可限額"]
+                )
+            }
+
+        if (latest_trading is None):
+            return _default_margin_chart()
+
+        latest_stock_lending = latest_trading['stock_lending']
+
+        latest_stock_lending = {
+            type_name: StatsProcessor.cal_round_int(value / 1000)
+            for type_name, value in latest_stock_lending.items()
+        }
+        latest_stock_lending.pop("前日餘額")
+        latest_stock_lending_df = pd.DataFrame.from_dict(
+            latest_stock_lending, orient="index", columns=['stock_lending']
+        )
+
+        return latest_stock_lending_df
+
+    def _get_empty_structure(self):
+        return_dict = {
+            "ticker": self.ticker,
+            "company_name": self.company_name,
+        }
+
+        return_dict['latest_trading'] = {
+            'date': date.today(),
+            'institution_trading': pd.DataFrame(),
+            'margin_trading': pd.DataFrame(),
+            'security_lending': pd.DataFrame()
+        }
+
+        return_dict['annual_trading'] = {
+            'institution_trading':
+            pd.DataFrame(columns=['date', 'close', 'volume']),
+            'margin_trading': pd.DataFrame(columns=['date', 'close', 'volume']),
+            'security_lending':
+            pd.DataFrame(columns=['date', 'close', 'volume']),
+        }
+
+        return_dict['price'] = {
+            "open": None,
+            'close': None,
+            'range': None,
+            'volume': None,
+            'last_open': None,
+            'last_close': None,
+            'last_range': None,
+            'last_volume': None,
+            '52weeks_range': None
+        }
+
+        return return_dict

neurostats_API/transformers/daily_chip/utils/institution.py

@@ -0,0 +1,90 @@
+import pandas as pd
+
+
+class InstitutionTradingProcessor:
+    @classmethod
+    def _process_latest_trading(cls, latest_trading):
+        for key in latest_trading.keys():
+            if (key.find("外陸資") >= 0 or key.find("外資") >= 0):
+                cls._target_institution(
+                    latest_trading, latest_table['foreign'], key, volume
+                )
+            elif (key.find("自營商") >= 0):
+                cls._target_institution(
+                    latest_trading, latest_table['prop'], key, volume
+                )
+            elif (key.find("投信") >= 0):
+                cls._target_institution(
+                    latest_trading, latest_table['mutual'], key, volume
+                )
+            elif (key.find("三大法人") >= 0):
+                cls._target_institution(
+                    latest_trading, latest_table['institutional_investor'], key,
+                    volume
+                )
+        # 計算合計
+        for unit in ['stock', 'percentage']:
+            # 買進總和
+            latest_table['institutional_investor']['buy'][unit] = (
+                latest_table['foreign']['buy'][unit] +
+                latest_table['prop']['buy'][unit] +
+                latest_table['mutual']['buy'][unit]
+            )
+            # 賣出總和
+            latest_table['institutional_investor']['sell'][unit] = (
+                latest_table['foreign']['sell'][unit] +
+                latest_table['prop']['sell'][unit] +
+                latest_table['mutual']['sell'][unit]
+            )
+
+        frames = []
+        for category, trades in latest_table.items():
+            temp_df = pd.DataFrame(trades).T
+            temp_df['category'] = category
+            frames.append(temp_df)
+
+        latest_df = pd.concat(frames)
+        latest_df = latest_df.reset_index().rename(columns={'index': 'type'})
+        latest_df = latest_df[[
+            'type', 'category', 'stock', 'price', 'average_price', 'percentage'
+        ]]
+
+        latest_df = pd.melt(
+            latest_df,
+            id_vars=['type', 'category'],
+            var_name='variable',
+            value_name='value'
+        )
+
+        latest_df = latest_df.pivot_table(
+            index=['category', 'variable'],
+            columns='type',
+            values='value',
+            aggfunc='first'
+        )
+
+        # 重設列名，去除多層索引
+        latest_df.columns.name = None    # 去除列名稱
+        latest_df = latest_df.reset_index()
+
+        return latest_df
+    @classmethod
+    def _process_annual_trading(cls, trading_datas):
+        return pd.DataFrame(trading_datas)
+
+    @classmethod
+    def _target_institution(cls, old_table, new_table, key, volume):
+        if (key.find("買進") >= 0):
+            cls._cal_institution(old_table, new_table['buy'], key, volume)
+        elif (key.find("賣出") >= 0):
+            cls._cal_institution(old_table, new_table['sell'], key, volume)
+        elif (key.find("買賣超") >= 0):
+            cls._cal_institution(
+                old_table, new_table['over_buy_sell'], key, volume
+            )
+
+    @classmethod
+    def _cal_institution(cls, old_table, new_table, key, volume):
+        new_table['stock'] = np.round(old_table[key] / 1000, 2).item()
+        new_table['percentage'] = np.round((old_table[key] / volume) * 100,
+                                           2).item()

neurostats_API/transformers/daily_chip/utils/margin_trading.py

@@ -0,0 +1,2 @@
+class MarginTradingProcessor:
+    pass

neurostats_API/transformers/daily_tech/__init__.py

@@ -0,0 +1 @@
+from .tech import DailyTechTransformer

neurostats_API/transformers/daily_tech/base.py

@@ -0,0 +1,5 @@
+from ..base import BaseTransformer
+
+class BaseDailyTransformer(BaseTransformer):
+    def __init__(self, ticker, company_name, zone):
+        super().__init__(ticker, company_name, zone)

neurostats_API/transformers/daily_tech/tech.py

@@ -0,0 +1,84 @@
+from .base import BaseDailyTransformer
+import inspect
+import pandas as pd
+from .utils import TechProcessor
+
+
+class DailyTechTransformer(BaseDailyTransformer):
+    def __init__(self, ticker, company_name, zone):
+        super().__init__(ticker, company_name, zone)
+
+        self.basic_indexes = [
+            'SMA5', 'SMA20', 'SMA60', 'EMA5', 'EMA20', 'EMA40', 'EMA12',
+            'EMA26', 'RSI7', 'RSI14', 'RSI21', 'MACD', 'Signal Line',
+            'Middle Band', 'Upper Band', 'Lower Band', '%b', 'ATR', 'BBW',
+            'EMA Cycle', 'EMA Cycle Instructions', 'Day Trading Signal'
+        ]
+
+        self.fetched_data = None
+        self.daily_index = None
+        self.weekly_index = None
+        self.monthly_index = None
+        self.quarterly_index = None
+        self.yearly_index = None
+    
+    def process_transform(self, fetched_data):
+        self.fetched_data = pd.DataFrame(fetched_data)
+
+        self.daily_index = TechProcessor.cal_basic_index(
+            self.fetched_data
+        )
+    
+    def _check_daily_index(self):
+        """
+        檢查 daily_index 是否已經計算。
+        如果 daily_index 為 None，則藉由 inspect 模組取得呼叫該函式的 caller，
+        並拋出錯誤訊息，提示先呼叫 process_transform(fetched_data)
+        再呼叫對應的函數（例如 get_weekly()）。
+        """
+        if self.daily_index is None:
+            # 取得呼叫此 _check_daily_index 的函數名稱
+            caller_name = inspect.stack()[1].function
+            raise ValueError(f"Please call process_transform(fetched_data) before accessing {caller_name}()")
+
+    def _get_resampled(self, period: str):
+        """
+        根據指定時間間隔對 daily_index 進行重採樣。
+        """
+        self._check_daily_index()  # 如果 daily_index 尚未計算，會拋出錯誤
+        return TechProcessor.resample(
+            self.daily_index,
+            period=period,
+            technical_indicators=self.basic_indexes
+        )
+    
+    def get_daily(self):
+        """
+        回傳日線
+        """
+        self._check_daily_index() 
+        return self.daily_index
+
+    def get_weekly(self):
+        """
+        回傳週線資料。
+        """
+        return self._get_resampled('W')
+
+    def get_monthly(self):
+        """
+        回傳月線資料。
+        """
+        return self._get_resampled('ME')
+
+    def get_quarterly(self):
+        """
+        回傳季線資料。
+        """
+        return self._get_resampled('QE')
+    
+    def get_yearly(self):
+        """
+        回傳年線資料
+        """
+        return self._get_resampled("YE")

neurostats_API/transformers/daily_tech/utils/__init__.py

@@ -0,0 +1 @@
+from .processor import TechProcessor