python-quanta 0.3.10__tar.gz → 0.4.0__tar.gz

{python_quanta-0.3.10 → python_quanta-0.4.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: python-quanta
-Version: 0.3.10
+Version: 0.4.0
 Summary: A quantitative analysis project for financial data.
 Author-email: Porco Rosso <porcorossobaojiel@gmail.com>
 Project-URL: Homepage, https://github.com/porcorossobaojie/quanta.git

{python_quanta-0.3.10 → python_quanta-0.4.0}/pyproject.toml

@@ -1,7 +1,7 @@
 # D:\codes\quanta\pyproject.toml
 [project]
 name = "python-quanta" # 你的项目名称，建议与你的顶级包名（例如 src/quanta）一致
-version = "0.3.10" # 项目版本号
+version = "0.4.0" # 项目版本号
 description = "A quantitative analysis project for financial data." # 项目的简短描述
 readme = "README.md" # 指向你的 README 文件
 requires-python = ">=3.9" # 项目所需的 Python 版本

{python_quanta-0.3.10 → python_quanta-0.4.0}/src/python_quanta.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: python-quanta
-Version: 0.3.10
+Version: 0.4.0
 Summary: A quantitative analysis project for financial data.
 Author-email: Porco Rosso <porcorossobaojiel@gmail.com>
 Project-URL: Homepage, https://github.com/porcorossobaojie/quanta.git

{python_quanta-0.3.10 → python_quanta-0.4.0}/src/python_quanta.egg-info/SOURCES.txt

@@ -12,6 +12,14 @@ src/quanta/config/_internal.py
 src/quanta/config/data.yaml
 src/quanta/config/flow.yaml
 src/quanta/config/libs.yaml
+src/quanta/data/__init__.py
+src/quanta/data/joinquant/__init__.py
+src/quanta/data/joinquant/dt_table/__init__.py
+src/quanta/data/joinquant/dt_table/main.py
+src/quanta/data/joinquant/id_table/__init__.py
+src/quanta/data/joinquant/id_table/main.py
+src/quanta/data/joinquant/meta/__init__.py
+src/quanta/data/joinquant/meta/main.py
 src/quanta/libs/__init__.py
 src/quanta/libs/_flow/__init__.py
 src/quanta/libs/_flow/_extra_pandas/__init__.py

{python_quanta-0.3.10 → python_quanta-0.4.0}/src/quanta/__init__.py

@@ -1,3 +1,3 @@
-from . import config, libs
+from . import config, libs, data
 from .libs import _pandas
 from .libs import _flow as flow

python_quanta-0.4.0/src/quanta/data/__init__.py

@@ -0,0 +1,4 @@
+from .joinquant import daily as _jq_daily
+
+def daily():
+    _jq_daily()

python_quanta-0.4.0/src/quanta/data/joinquant/__init__.py

@@ -0,0 +1,10 @@
+
+from .dt_table import daily as dt_daily
+from .id_table import daily as id_daily
+
+def daily():
+    import jqdatasdk as jq
+    from ...config import login_info
+    jq.auth(**login_info('account').joinquant)
+    id_daily()
+    dt_daily()

python_quanta-0.4.0/src/quanta/data/joinquant/dt_table/__init__.py

@@ -0,0 +1,11 @@
+from ....config import settings as _settings
+_config = _settings('data').tables.dt_table
+
+from .main import main as _class_obj
+
+__all__ = ['daily']
+def daily():
+    for i in _config.values():
+        instance_obj = _class_obj(**i)
+        instance_obj.daily()
+        

python_quanta-0.4.0/src/quanta/data/joinquant/dt_table/main.py

@@ -0,0 +1,107 @@
+# -*- coding: utf-8 -*-
+"""
+Created on Fri Feb  6 15:33:11 2026
+
+@author: Porco Rosso
+"""
+
+import jqdatasdk as jq
+from typing import Any, Literal
+import pandas as pd
+
+from ....data.joinquant.meta.main import main as meta
+from ....config import settings
+config = settings('data')
+
+class main(meta):
+    """
+    ===========================================================================
+
+    Main class for handling trade date table data from JoinQuant.
+
+    This class extends the meta class to provide specific data processing
+    and daily update functionalities for trade date related tables.
+
+    ---------------------------------------------------------------------------
+
+    处理 JoinQuant 交易日期表数据的主类。
+
+    此类扩展了元类，为交易日期相关表提供特定的数据处理和每日更新功能。
+
+    ---------------------------------------------------------------------------
+    """
+
+    def __data_standard_aindexweights__(self, df, **kwargs):
+        df = self.__data_standard__(df, **kwargs)
+        df[self.trade_dt] = pd.to_datetime(kwargs.get('start_date')) + pd.Timedelta(pd.Timedelta(config.tables.recommand_settings.time_bias))
+        df[list(self.columns_information.get('weight').keys())[0]] = df[list(self.columns_information.get('weight').keys())[0]] / 100
+        return df
+
+    def __data_standard_astockindustrys__(self, df, **kwargs):
+        df.columns = ['_'.join([''.join(i[0].split('_')), i[1].split('_')[-1]]) for i in df.columns]
+        df = self.__data_standard__(df, **kwargs)
+        return df
+
+    def __data_standard_astockconcept__(self, df, **kwargs):
+        df['level_1'] = kwargs.get('start_date')
+        df = self.__data_standard__(df, **kwargs)
+        return df
+
+    def pipeline(self, **kwargs: Any) -> pd.DataFrame:
+        df = super().pipeline(**kwargs)
+
+        # construct returns of portfolio by calculated with close price(first use adj price if have)
+        if isinstance(self.columns_information, dict):
+            ret_key = self.columns_information.get('returns', None)
+        else:
+            x = eval(f"jq.get_table_info({self.columns_information})")
+            x.iloc[:, 0] = x.iloc[:, 0].replace(config.tables.transform | {'code': self.code})
+            x.iloc[:, 2] = x.iloc[:, 2].replace({'date': 'datetime', 'DATE': 'datetime'})
+            x = x.set_index(x.columns[0]).iloc[:, [1, 0]].T.to_dict('list')
+            ret_key = x.get('returns', None)
+        if ret_key is not None:
+            ret_key = list(ret_key.keys())[0]
+            try:
+                df[ret_key] = df['close_adj'] / df['preclose_adj'] - 1
+            except Exception:
+                df[ret_key] = df['close'] / df['preclose'] - 1
+        df = df[df.drop([self.trade_dt, self.code], axis=1, errors='ignore').notnull().any(axis=1)]
+        return df
+
+    def daily(self, if_exists: Literal['append', 'replace'] = 'append') -> None:
+        if self.table == 'astocklisting':  # this table inform the on list time for each stock, which will replace every day
+            self.drop_table()
+            self.create_table()
+            df = self.pipeline()
+            self.__write__(df, log=True)
+
+        else:
+            if if_exists == 'replace':
+                self.drop_table()
+
+            if not self.table_exist():
+                getattr(self,  f"create_table_{self.table}", self.create_table)()
+
+            id_key = self.__find_max_of_exist_table__(self.trade_dt)
+            days = self._trade_days[self._trade_days > id_key]
+
+            if len(days):
+                i = 0
+                periods = self.periods
+                total = len(days)
+
+                while i < total or jq.get_query_count()['spare'] < 1000000:
+                    start_date = days[i]
+                    end_idx = min(i + periods - 1, total - 1)
+                    end_date = days[end_idx]
+                    df = self.pipeline(start_date=str(start_date.date()), end_date=str(end_date.date()))
+                    print(f"Update to date: {end_date}; Query count left: {jq.get_query_count()['spare']}")
+                    self.__write__(df, log=True)
+                    if end_date >= days.max():
+                        break
+                    i = end_idx + 1
+
+'''
+self = main(**config.tables.dt_table.aindexweights)
+self.daily()
+ '''

python_quanta-0.4.0/src/quanta/data/joinquant/id_table/__init__.py

@@ -0,0 +1,12 @@
+from ....config import settings as _settings
+_config = _settings('data').tables.id_table
+
+from .main import main as _class_obj
+
+__all__ = ['daily']
+def daily():
+    for i in _config.values():
+        instance_obj = _class_obj(**i)
+        instance_obj.daily()
+        
+    

python_quanta-0.4.0/src/quanta/data/joinquant/id_table/main.py

@@ -0,0 +1,96 @@
+# -*- coding: utf-8 -*-
+"""
+Created on Fri Feb  6 11:11:28 2026
+
+@author: Porco Rosso
+"""
+
+from typing import Any, Literal
+
+import pandas as pd
+
+from ....data.joinquant.meta.main import main as meta
+
+from ....config import settings
+config = settings('data')
+
+class main(meta):
+    """
+    ===========================================================================
+
+    Main class for handling announcement date table data from JoinQuant.
+
+    This class extends the meta class to provide specific data processing
+    and daily update functionalities for announcement date related tables.
+
+    ---------------------------------------------------------------------------
+
+    处理 JoinQuant 公告日期表数据的主类。
+
+    此类扩展了元类，为公告日期相关表提供特定的数据处理和每日更新功能。
+
+    ---------------------------------------------------------------------------
+    """
+
+    def create_table_afundshare(self, **kwargs):
+        columns = {self.trade_dt if i == self.report_period else i:j for i,j in self.columns.items()}
+        self.create_table(columns = columns)
+    
+    def __data_standard_afundshare__(self, df, **kwargs):
+        df = self.__data_standard__(df, date=self.report_period)
+        df = df.rename({self.report_period: self.trade_dt}, axis=1)
+        df[self.trade_dt] = pd.to_datetime(df[self.trade_dt]) + pd.Timedelta(config.tables.recommand_settings.time_bias)
+        return df
+
+    def daily(self, if_exists: Literal['append', 'replace'] = 'append') -> None:
+        """
+        ===========================================================================
+
+        Performs daily updates for the announcement date table.
+
+        This method handles the logic for appending or replacing data based on
+        the `if_exists` parameter, ensuring the table is up-to-date.
+
+        Parameters
+        ----------
+        if_exists : Literal['append', 'replace'], optional
+            Determines how to handle existing data. 'append' adds new data,
+            'replace' drops the table and recreates it before adding data.
+            Defaults to 'append'.
+
+        ---------------------------------------------------------------------------
+
+        执行公告日期表的每日更新。
+
+        此方法根据 `if_exists` 参数处理追加或替换数据的逻辑，确保表格是最新的。
+
+        参数
+        ----------
+        if_exists : Literal['append', 'replace'], optional
+            确定如何处理现有数据。'append' 添加新数据，'replace' 在添加数据前
+            删除并重新创建表格。默认为 'append'。
+
+        ---------------------------------------------------------------------------
+        """
+        if if_exists == 'replace':
+            self.drop_table()
+
+        if not self.table_exist():
+            getattr(self,  f"create_table_{self.table}", self.create_table)()
+
+        id_key = self.__find_max_of_exist_table__(self.id_key)
+        df = self.pipeline(id_key=id_key)
+        self.__write__(df, log=True)
+        while len(df):
+            id_key = df[self.id_key].max()
+            df = self.pipeline(id_key=id_key)
+            self.__write__(df, log=True)
+
+
+
+'''
+
+self = main(**config.tables.id_table.astockstatus)
+self.daily()
+
+ '''

python_quanta-0.4.0/src/quanta/data/joinquant/meta/main.py

@@ -0,0 +1,201 @@
+# -*- coding: utf-8 -*-
+"""
+Created on Thu Feb 12 15:43:22 2026
+
+@author: Porco Rosso
+"""
+
+from typing import Any, Dict, List, Union
+import numpy as np
+import pandas as pd
+import jqdatasdk as jq
+
+from ....libs.utils import merge_dicts
+from ....config import settings, login_info
+from ....libs.db.main import main as db
+
+#jq.auth(**login_info('account').joinquant)
+config = settings('data')
+
+
+class main(db, type('recommand_settings', (), config.tables.recommand_settings.key)):
+    
+    def __init__(self, **kwargs):
+        super().__init__(**kwargs)
+        self.__env_init__()
+        self._stock = jq.get_all_securities('stock', date=None).index.tolist()
+        _fund = jq.get_all_securities('fund', date=None)
+        self._fund = _fund[_fund.iloc[:, -1] == 'etf'].index.tolist()
+        self._index = jq.get_all_securities('index', date=None).index.tolist()
+        _trade_days = pd.to_datetime(jq.get_trade_days('2005-01-01')) + pd.Timedelta(config.tables.recommand_settings.time_bias)
+        self._trade_days = _trade_days[_trade_days <= pd.Timestamp.today() - pd.Timedelta(4, 'h')]
+    
+    @property
+    def portfolio_type(self):
+        for i in config.public_keys.recommand_settings.portfolio_types:
+            if i in self.table:
+                return i
+    @property
+    def code(self):
+        attr = f"{self.portfolio_type}_code"
+        return getattr(self, attr)        
+    
+    @property
+    def columns(self) -> Dict:
+        """
+        ===========================================================================
+
+        Returns the column information for the current table.
+
+        This property dynamically retrieves and formats column metadata,
+        including renaming and type mapping.
+
+        Returns
+        -------
+        Dict
+            A dictionary where keys are column names and values are their types.
+
+        ---------------------------------------------------------------------------
+
+        返回当前表的列信息。
+
+        此属性动态检索和格式化列元数据，包括重命名和类型映射。
+
+        返回
+        -------
+        Dict
+            一个字典，其中键是列名，值是其类型。
+
+        ---------------------------------------------------------------------------
+        """
+        if isinstance(self.columns_information, dict):
+            x = merge_dicts(*list(self.columns_information.values()))
+        else:
+            x = eval(f"jq.get_table_info({self.columns_information})")
+            x.iloc[:, 0] = x.iloc[:, 0].replace(config.tables.transform | {'code': self.code})
+            x.iloc[:, 2] = x.iloc[:, 2].replace({'date': 'datetime', 'DATE': 'datetime'})
+            x = x.set_index(x.columns[0]).iloc[:, [1, 0]].T.to_dict('list')
+        return x
+    
+    def __columns_rename__(self, df: pd.DataFrame) -> pd.DataFrame:
+        """
+        ===========================================================================
+
+        Renames columns of the input DataFrame based on predefined mappings.
+
+        This internal method handles column renaming and ensures consistency
+        across different data sources, including handling multi-level columns.
+
+        Parameters
+        ----------
+        df : pd.DataFrame
+            The DataFrame whose columns need to be renamed.
+
+        Returns
+        -------
+        pd.DataFrame
+            The DataFrame with renamed columns.
+
+        ---------------------------------------------------------------------------
+
+        根据预定义的映射重命名输入 DataFrame 的列。
+
+        此内部方法处理列重命名并确保不同数据源之间的一致性，包括处理多级列。
+
+        参数
+        ----------
+        df : pd.DataFrame
+            需要重命名列的 DataFrame。
+
+        返回
+        -------
+        pd.DataFrame
+            列已重命名的 DataFrame。
+
+        ---------------------------------------------------------------------------
+        """
+        if isinstance(self.columns_information, dict):
+            rename_dic = {i: list(j.keys())[0] for i, j in self.columns_information.items()}
+        else:
+            rename_dic = config.tables.transform | {'code': self.code}
+        df = df.reset_index().rename(rename_dic, axis=1)
+        df = df.loc[:, df.columns.isin(list(self.columns.keys()))]
+        return df
+    
+    def __get_data_from_jq_remote__(self, **kwargs: Any) -> pd.DataFrame:
+        df = eval(self.commands.format(**kwargs))
+        return df    
+
+    def __data_standard__(self, df: pd.DataFrame, **kwargs: Any) -> pd.DataFrame:
+        # df columns renaed as create_table's columns
+        df = self.__columns_rename__(df)
+        # add time bias on trade_dt or ann_dt
+        for i in [self.ann_dt, self.trade_dt]:
+            if i in df.columns:
+                df[i] = pd.to_datetime(df[i]) + pd.Timedelta(config.tables.recommand_settings.time_bias)
+            if (i not in df.columns) and i in self.columns.keys():
+                try:
+                    df[i] = pd.to_datetime(kwargs['start_date']) + pd.Timedelta(config.tables.recommand_settings.time_bias)
+                except KeyError:
+                    pass
+        # replace nan and standard codes
+        df = df.replace({np.inf: np.nan, -np.inf: np.nan})
+        if self.portfolio_type == 'astock':
+            df = df[df[self.code].str.contains(r'^\d', na=False)]
+        elif self.portfolio_type == 'afund':
+            df = df[df[self.code].isin(self._fund)]
+        # standard code code means: 000001.xxxx, check need normalize or not
+        if (df[self.code].apply(lambda x: len(x)) != 6 + 1 + 4).any(): 
+            df[self.code] = jq.normalize_code(df[self.code].to_list())
+        return df
+
+    def pipeline(self, **kwargs: Any) -> pd.DataFrame:
+        df = self.__get_data_from_jq_remote__(**kwargs)
+        func = getattr(self,  f"__data_standard_{self.table}__", self.__data_standard__)
+        df = func(df, **kwargs)
+        return df
+
+    def __find_max_of_exist_table__(self, columns: str, **kwargs: Any) -> Union[int, float, pd.Timestamp]:
+        id_key = None
+        if self.table_exist():
+            id_key = self.__read__(columns=f'MAX({columns})', show_time=False, **kwargs).iloc[0, 0]
+            id_key = None if pd.isnull(id_key) else id_key
+
+        if id_key is None:
+            if 'DATE' in self.columns.get(columns, ['None'])[0].upper():
+                id_key = pd.to_datetime(getattr(self, 'date_start', config.tables.recommand_settings.date_start))
+            else:
+                id_key = 0
+        return id_key
+
+    def table_exist(self):
+        return super().__table_exist__()
+
+    def drop_table(self, **kwargs: Any) -> None:
+        parameters = self.__parameters__({'log': True}, kwargs)
+        super().__drop_table__(**parameters)
+
+    def create_table(self, **kwargs: Any) -> None:
+        parameters = {'columns': self.columns, 'log': True}
+        if self.engine_type == 'MySQL':
+            keys = (
+                self.ann_dt
+                if self.trade_dt not in self.columns.keys()
+                else self.trade_dt
+                )
+            partition = None if keys != self.trade_dt else {self.trade_dt: eval(config.tables.recommand_settings.key.partition)}
+            parameters = (
+                self.__parameters__()
+                | {'keys': keys, 'partition': partition}
+                | {'columns': self.columns, 'log': True}
+                | kwargs
+                )
+        else:
+            parameters = self.__parameters__(parameters, kwargs)
+        super().__create_table__(**parameters)
+
+
+'''
+self = main(**config.tables.id_table.astockstatus)
+
+'''

python_quanta-0.4.0/src/quanta/libs/db/_engines/__init__.py

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