python-quanta 0.3.6__tar.gz → 0.3.8__tar.gz

{python_quanta-0.3.6 → python_quanta-0.3.8}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: python-quanta
-Version: 0.3.6
+Version: 0.3.8
 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-0.3.6 → python_quanta-0.3.8}/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 = "0.3.6" # 项目版本号
+version = "0.3.8" # 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
@@ -51,6 +51,7 @@ build-backend = "setuptools.build_meta"
 
 # Setuptools 特定配置
 [tool.setuptools]
+package-data = {"quanta.config" = ["*.yaml"]}
 # 告诉 setuptools 在 'src' 目录中查找包
 # 如果你的代码是直接放在 src/quanta 这样的结构下，且 quanta 是顶层包名
 package-dir = {"" = "src"}

{python_quanta-0.3.6 → python_quanta-0.3.8}/src/python_quanta.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: python-quanta
-Version: 0.3.6
+Version: 0.3.8
 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-0.3.6 → python_quanta-0.3.8}/src/python_quanta.egg-info/SOURCES.txt

@@ -9,6 +9,9 @@ src/quanta/__init__.py
 src/quanta/duckui.py
 src/quanta/config/__init__.py
 src/quanta/config/_internal.py
+src/quanta/config/data.yaml
+src/quanta/config/flow.yaml
+src/quanta/config/libs.yaml
 src/quanta/libs/__init__.py
 src/quanta/libs/_flow/__init__.py
 src/quanta/libs/_flow/_extra_pandas/__init__.py

{python_quanta-0.3.6 → python_quanta-0.3.8}/src/quanta/__init__.py

@@ -1,2 +1,3 @@
 from . import config, libs
 from .libs import _pandas
+from .libs import _flow as flow

python_quanta-0.3.8/src/quanta/config/data.yaml

@@ -0,0 +1,299 @@
+public_keys:
+    recommand_settings: &recommand_settings
+        portfolio_types: [astock, afund, aindex]
+        date_start:  "2010-01-01"
+        time_bias: "15 hours"
+        key: &base_key
+            trade_dt: trade_dt
+            ann_dt: ann_dt
+            report_period: report_period
+            astock_code: astock_code
+            afund_code: afund_code
+            aindex_code: aindex_code
+            date_start: "2010-01-01"
+            time_bias: "15 hours"
+
+tables:
+    recommand_settings:
+        <<: *recommand_settings
+        key:
+            <<: *base_key
+            id_key: id_key
+            primary_key: unique_key
+            partition: "pd.date_range('2005-01-01', '2030-12-31', freq='YE')"
+
+    transform:
+        id: id_key
+        pub_date: ann_dt
+        implementation_pub_date: ann_dt
+        date: report_period
+        report_date: report_period
+        time: trade_dt
+        day: trade_dt
+
+    id_table:
+        astockbalancesheet:
+            table: astockbalancesheet
+            columns_information: jq.finance.STK_BALANCE_SHEET
+            commands:  >
+                jq.finance.run_offset_query(jq.query(jq.finance.STK_BALANCE_SHEET)
+                .order_by(jq.finance.STK_BALANCE_SHEET.id)
+                .filter((jq.finance.STK_BALANCE_SHEET.source_id == 321003)
+                & (jq.finance.STK_BALANCE_SHEET.report_type == 0)
+                & (jq.finance.STK_BALANCE_SHEET.id > {id_key})))
+
+        astockcashflow:
+            table: astockcashflow
+            columns_information: jq.finance.STK_CASHFLOW_STATEMENT,
+            commands: >
+                jq.finance.run_offset_query(jq.query(jq.finance.STK_CASHFLOW_STATEMENT)
+                .order_by(jq.finance.STK_CASHFLOW_STATEMENT.id)
+                .filter((jq.finance.STK_CASHFLOW_STATEMENT.source_id == 321003)
+                & (jq.finance.STK_CASHFLOW_STATEMENT.report_type == 0)
+                & (jq.finance.STK_CASHFLOW_STATEMENT.id > {id_key})))
+
+        astockincome:
+            table: astockincome
+            columns_information: jq.finance.STK_INCOME_STATEMENT,
+            commands: >
+                jq.finance.run_offset_query(jq.query(jq.finance.STK_INCOME_STATEMENT)
+                .order_by(jq.finance.STK_INCOME_STATEMENT.id)
+                .filter((jq.finance.STK_INCOME_STATEMENT.source_id == 321003)
+                & (jq.finance.STK_INCOME_STATEMENT.report_type == 0)
+                & (jq.finance.STK_INCOME_STATEMENT.id > {id_key})))
+
+        astockperformanceletter:
+            table: astockperformance_lt
+            columns_information: jq.finance.STK_PERFORMANCE_LETTERS
+            commands: >
+                jq.finance.run_offset_query(jq.query(jq.finance.STK_PERFORMANCE_LETTERS)
+                .order_by(jq.finance.STK_PERFORMANCE_LETTERS.id)
+                .filter((jq.finance.STK_PERFORMANCE_LETTERS.report_type == 0)
+                & (jq.finance.STK_PERFORMANCE_LETTERS.id > {id_key})))
+
+        astockforcast:
+            table: astockforcast
+            columns_information: jq.finance.STK_FIN_FORCAST
+            commands: >
+                jq.finance.run_offset_query(jq.query(jq.finance.STK_FIN_FORCAST)
+                .order_by(jq.finance.STK_FIN_FORCAST.id)
+                .filter(jq.finance.STK_FIN_FORCAST.id > {id_key}))
+
+        astockdividend:
+            table: astockdividend
+            columns_information: jq.finance.STK_XR_XD
+            commands: >
+                jq.finance.run_offset_query(jq.query(jq.finance.STK_XR_XD)
+                .order_by(jq.finance.STK_XR_XD.id)
+                .filter((jq.finance.STK_XR_XD.id > {id_key})
+                & (jq.finance.STK_XR_XD.report_date >= "2004-01-01")))
+
+        astockstatus:
+            table: astockstatus
+            columns_information: jq.finance.STK_STATUS_CHANGE,
+            commands: >
+                jq.finance.run_offset_query(jq.query(jq.finance.STK_STATUS_CHANGE)
+                .order_by(jq.finance.STK_STATUS_CHANGE.id)
+                .filter((jq.finance.STK_STATUS_CHANGE.id > {id_key})))
+
+        afundtarget:
+            table: afundtarget
+            columns_information: jq.finance.FUND_INVEST_TARGET
+            commands:  >
+                jq.finance.run_offset_query(jq.query(jq.finance.FUND_INVEST_TARGET)
+                .order_by(jq.finance.FUND_INVEST_TARGET.id)
+                .filter((jq.finance.FUND_INVEST_TARGET.id > {id_key})))
+
+        afundshare:
+            table: afundshare
+            columns_information: jq.finance.FUND_SHARE_DAILY
+            commands: >
+                jq.finance.run_offset_query(jq.query(jq.finance.FUND_SHARE_DAILY)
+                .order_by(jq.finance.FUND_SHARE_DAILY.id)
+                .filter((jq.finance.FUND_SHARE_DAILY.id > {id_key})))
+
+    dt_table:
+        afundeodprices:
+            table: afundeodprices
+            periods: 252
+            columns_information:
+                time: {'trade_dt': ['datetime', '交易日']}
+                code: {'afund_code': ['VARCHAR(16)', '股票代码']}
+                open: {'open': ['double(12, 2)', '开盘价(元)']}
+                close: {'close': ['double(12, 2)', '收盘价(元)']}
+                low: {'low': ['double(12, 2)', '最低价(元)']}
+                high: {'high': ['double(12, 2)', '最高价(元)']}
+                volume: {'volume': ['bigint', '成交量(股)']}
+                money: {'amount': ['bigint', '成交量(元)']}
+                high_limit: {'high_limit': ['double(12, 2)', '涨停价(元)']}
+                low_limit: {'low_limit': ['double(12, 2)', '跌停价(元)']}
+                avg: {'avgprice': ['double(12, 2)', 'VWAP(元)']}
+                pre_close: {'preclose': ['double(12, 2)', '昨收盘价(元)']}
+                paused: {'tradestatus': ['int(1)', '交易状态']}
+                factor: {'post_factor': ['double(16, 6)', '后复权因子']}
+                open_adj: {'open_adj': ['double(18, 8)', '后复权开盘价(元)']}
+                avg_adj: {'avgprice_adj': ['double(18, 8)', '后复权VWAP(元)']}
+                close_adj: {'close_adj': ['double(18, 8)', '后复权收盘价(元)']}
+                pre_close_adj: {'preclose_adj': ['double(18, 8)', '后复权昨收盘价(元)']}
+                returns: {'ret': ['double(10, 8)', '涨跌幅']}
+            commands: >
+                pd.merge(
+                    jq.get_price(
+                        self._fund,
+                        fields = ['open','close','low','high','volume','money', 'high_limit','low_limit','avg','pre_close','paused'],
+                        start_date = '{start_date}',
+                        end_date = '{end_date}',
+                        fq = None,
+                        skip_paused = False),
+                    jq.get_price(
+                        self._fund,
+                        fields = ['factor', 'open', 'close', 'avg', 'pre_close'],
+                        start_date = '{start_date}',
+                        end_date = '{end_date}',
+                        fq = 'post',
+                        skip_paused = False),
+                    suffixes=('', '_adj'),
+                    on =['code', 'time'])
+
+        astockeodprices:
+            table: astockeodprices
+            periods: 252
+            columns_information:
+                time: {'trade_dt': ['datetime', '交易日']}
+                code: {'astock_code': ['VARCHAR(16)', '股票代码']}
+                open: {'open': ['double(12, 2)', '开盘价(元)']}
+                close: {'close': ['double(12, 2)', '收盘价(元)']}
+                low: {'low': ['double(12, 2)', '最低价(元)']}
+                high: {'high': ['double(12, 2)', '最高价(元)']}
+                volume: {'volume': ['bigint', '成交量(股)']}
+                money: {'amount': ['bigint', '成交量(元)']}
+                high_limit: {'high_limit': ['double(12, 2)', '涨停价(元)']}
+                low_limit: {'low_limit': ['double(12, 2)', '跌停价(元)']}
+                avg: {'avgprice': ['double(12, 2)', 'VWAP(元)']}
+                pre_close: {'preclose': ['double(12, 2)', '昨收盘价(元)']}
+                paused: {'tradestatus': ['int(1)', '交易状态']}
+                factor: {'post_factor': ['double(16, 6)', '后复权因子']}
+                open_adj: {'open_adj': ['double(18, 8)', '后复权开盘价(元)']}
+                avg_adj: {'avgprice_adj': ['double(18, 8)', '后复权VWAP(元)']}
+                close_adj: {'close_adj': ['double(18, 8)', '后复权收盘价(元)']}
+                pre_close_adj: {'preclose_adj': ['double(18, 8)', '后复权昨收盘价(元)']}
+                returns: {'ret': ['double(10, 8)', '涨跌幅']}
+            commands: >
+                pd.merge(
+                    jq.get_price(
+                        self._stock,
+                        fields = ['open','close','low','high','volume','money', 'high_limit','low_limit','avg','pre_close','paused'],
+                        start_date = '{start_date}',
+                        end_date = '{end_date}',
+                        fq = None,
+                        skip_paused = False),
+                    jq.get_price(
+                        self._stock,
+                        fields = ['factor', 'open', 'close', 'avg', 'pre_close'],
+                        start_date = '{start_date}',
+                        end_date = '{end_date}',
+                        fq = 'post',
+                        skip_paused = False),
+                    suffixes=('', '_adj'),
+                    on =['code', 'time'])
+
+        astockeodderivativeindicator:
+            table: astockeodderivativeindicator
+            periods: 1
+            columns_information:
+                day: {'trade_dt': ['datetime', '交易日']}
+                code: {'astock_code': ['VARCHAR(16)', '股票代码']}
+                capitalization: {'val_shares': ['double(20, 4)', '总股本']}
+                circulating_cap: {'cur_shares': ['double(20, 4)', '流通股本']}
+                market_cap: {'val_mv': ['double(20, 4)', '总市值']}
+                a_market_cap: {'val_amv': ['double(20, 4)', '总市值(A股)']}
+                circulating_market_cap: {'cur_mv': ['double(20, 4)', '流通市值']}
+                turnover_ratio: {'free_turnover': ['double(20, 4)', '换手率\n[指定交易日成交量(手)100/截至该日股票的自由流通股本(股)]*100%']}
+                pe_ratio: {'pe_ttm': ['double(20, 4)', '市盈率(PE, TTM)\n市盈率（PE，TTM）=（股票在指定交易日期的收盘价 * 当日人民币外汇挂牌价* 截止当日公司总股本）/归属于母公司股东的净利润TTM']}
+                pe_ratio_lyr: {'pe_lyr': ['double(20, 4)', '市盈率(PE, LYR)\n市盈率（PE）=（股票在指定交易日期的收盘价 * 当日人民币外汇牌价 * 截至当日公司总股本）/归属母公司股东的净利润']}
+                pb_ratio: {'pb': ['double(20,4)', '市净率(PB)\n市净率=（股票在指定交易日期的收盘价 * 当日人民币外汇牌价 * 截至当日公司总股本）/归属母公司股东的权益']}
+                ps_ratio: {'ps': ['double(20, 4)', '市销率(PS, TTM)\n市销率TTM=（股票在指定交易日期的收盘价 * 当日人民币外汇牌价 * 截至当日公司总股本）/营业总收入TTM']}
+                pcf_ratio: {'pcf': ['double(20, 4)', '市现率(PCF, 现金净流量TTM)\n市现率=（股票在指定交易日期的收盘价 * 当日人民币外汇牌价 * 截至当日公司总股本）/现金及现金等价物净增加额TTM']}
+                pcf_ratio2: {'pocf': ['double(20, 4)', '市现率(PCF, 经营现金净流量TTM)\n市现率=（股票在指定交易日期的收盘价 * 截至当日公司总股本）/经营活动现金及经营活动现金等价物净增加额TTM']}
+                dividend_ratio: {'dividend_ratio_ttm': ['double(20, 4)', '(近12个月派现合计/总市值)/100']}
+                free_market_cap: {'free_mv': ['double(20, 4)', '自由流通市值(亿元), A股收盘价*自由流通股本, 自由流通股本 = 流通股本-其他扣除数(如高管限售25%)']}
+            commands: jq.get_valuation(self._stock, start_date='{start_date}', end_date='{start_date}') # 这张表每次只能返回1000条数据,所以只能一天天取
+
+        astockindicator:
+            table: astockindicator
+            periods: 1
+            columns_information: jq.indicator
+            commands: jq.get_fundamentals_continuously(jq.query(jq.indicator),  end_date="{start_date}") # 同上
+
+        aindexeodprices:
+            table: aindexeodprices
+            periods: 252
+            fields: ['avg', 'close', 'high', 'low', 'money', 'open', 'pre_close','volume']
+            columns_information:
+                time: {'trade_dt': ['datetime', '交易日']}
+                code: {'aindex_code': ['VARCHAR(16)', '股票代码: 000016(上证50), 000852(中证1000指数), 000905(中证500), 399300(沪深300), 399303(国证2000), 399317(中证全指)']}
+                avg: {'avgprice': ['double(20,4)', '均价(VWAP)']}
+                high: {'high': ['double(20,4)', '最高价']}
+                low: {'low': ['double(20,4)', '最低价']}
+                money: {'amount': ['double(20,6)', '成交金额(千元)']}
+                open: {'open': ['double(20,4)', '开盘价']}
+                volume: {'volume': ['double(20,6)', '成交量(手)']}
+                close: {'close': ['double(20,4)', '收盘价']}
+                pre_close: {'preclose': ['double(20,4)', '昨收盘价']}
+                returns: {'ret': ['double(12,8)', '涨跌幅(%%)']}
+            commands: jq.get_price(self._index, fields=self.fields,  start_date='{start_date}', end_date='{end_date}', fq=None, skip_paused=False)
+
+        aindexweights:
+            table: aindexweights
+            periods: 1
+            security: ['000016.XSHG', '000852.XSHG', '000905.XSHG', '399300.XSHE', '399303.XSHE', '399317.XSHE']
+            fields: ['date', 'weight']
+            columns_information:
+                level_1: {'astock_code': ['VARCHAR(16)','股票代码: 000016(上证50), 000852(中证1000指数), 000905(中证500), 399300(沪深300), 399303(国证2000), 399317(中证全指)']}
+                date: {'trade_dt': ['datetime', '报告期']}
+                weight: {'weight': ['double(6, 4)', '权重']}
+                level_0: {'aindex_code': ['VARCHAR(16)', '指数代码']}
+            commands: pd.concat({{sec:jq.get_index_weights(sec ,date="{start_date}")[self.fields] for sec in self.security}}).reset_index()
+
+        astockindustrys:
+            table: astockindustrys
+            periods: 1
+            columns_information:
+                day: {'trade_dt': ['datetime', '交易日']}
+                index_: {'astock_code': ['VARCHAR(16)', '股票代码']}
+                swl1_code: {'swl1_code': ['int', '申万一级分类']}
+                swl1_name: {'swl1_name': ['varchar(16)', '申万一级分类']}
+                swl2_code: {'swl2_code': ['int', '申万二级分类']}
+                swl2_name: {'swl2_name': ['varchar(16)', '申万二级分类']}
+                swl3_code: {'swl3_code': ['int', '申万三级分类']}
+                swl3_name: {'swl3_name': ['varchar(16)', '申万三级分类']}
+                zjw_code: {'zjw_code': ['varchar(16)', '证监会分类']}
+                zjw_name: {'zjw_name': ['varchar(32)', '证监会分类']}
+                jql1_code: {'jql1_code': ['varchar(16)', '聚宽一级分类']}
+                jql1_name: {'jql1_name': ['varchar(16)', '聚宽一级分类']}
+                jql2_code: {'jql2_code': ['varchar(16)', '聚宽二级分类']}
+                jql2_name: {'jql2_name': ['varchar(16)', '聚宽二级分类']}
+            commands: pd.concat({{i:pd.DataFrame(j) for i,j in jq.get_industry(self._stock, date="{start_date}").items()}}).unstack().reset_index()
+
+        astocklisting:
+            table: astocklisting
+            periods: 1
+            columns_information:
+                index: {'astock_code': ['VARCHAR(16)', '股票代码']}
+                display_name: {'company_cn': ['VARCHAR(16)', '股票名称']}
+                name: {'company_en': ['VARCHAR(16)', '股票名称_英文']}
+                start_date: {'list_date': ['datetime', '上市日期']}
+                end_date: {'delist_date': ['datetime', '退市日期']}
+            commands: jq.get_all_securities(['stock'], None).reset_index()
+
+        astockconcept:
+            table: astockconcept
+            periods: 1
+            date_start: "2016-12-31"
+            columns_information:
+                level_1: {'trade_dt': ['datetime', '交易日']}
+                level_0: {'astock_code': ['VARCHAR(16)', '股票代码']}
+                concept_code: {'concept_code': ['VARCHAR(8)', '概念代码']}
+                concept_name: {'concept_name': ['VARCHAR(16)', '概念名称']}
+            commands: >
+                pd.concat({{i:pd.DataFrame(list(j.values())[0])for i,j in jq.get_concept(self._stock, '{start_date}').items()}}).reset_index()

python_quanta-0.3.8/src/quanta/config/flow.yaml

@@ -0,0 +1,50 @@
+---
+start_date: '2014-01-01'
+extra_pandas_attrname: 'f'
+
+listing:
+    astock_listing_date: list_date
+    astock_delisting_date: delist_date
+    afund_listing_date: shares
+    astock_list:
+        table: astockstatus
+        column: name
+
+status:
+    not_st: public_status_id
+    tradestatus: tradestatus
+
+trade_keys:
+    returns: ret
+    avgprice: avgprice
+    avgprice_adj: avgprice_adj
+    high: high
+    high_limit: high_limit
+    low: low
+    low_limit: low_limit
+    close: close
+    close_adj: close_adj
+    preclose: preclose
+    preclose_adj: preclose_adj
+
+index_mapping:
+    'star': ['002', '300', '688', '301']
+    '50': '000016.XSHG'
+    '000016': '000016.XSHG'
+    '000016.XSHG': '000016.XSHG'
+    '300': '399300.XSHE'
+    '399300': '399300.XSHE'
+    '399300.XSHE': '399300.XSHE'
+    '500': '000905.XSHG'
+    '000905': '000905.XSHG'
+    '000905.XSHG': '000905.XSHG'
+    '1000': '000852.XSHG'
+    '000852': '000852.XSHG'
+    '000852.XSHG': '000852.XSHG'
+    '2000': '399303.XSHE'
+    '399303': '399303.XSHE'
+    '399303.XSHE': '399303.XSHE'
+    'full': '399317.XSHE'
+    '399317': '399317.XSHE'
+    '399317.XSHE': '399317.XSHE'
+---

python_quanta-0.3.8/src/quanta/config/libs.yaml

@@ -0,0 +1,61 @@
+---
+db:
+    recommand_settings: None
+    DuckDB:
+        recommand_settings:
+            path: None
+            database: Locals
+            schema: jq_data
+        data_type:
+            TINYINT: 'TINYINT'
+            SMALLINT: 'SMALLINT'
+            INTEGER: 'INT'
+            INT: 'INT'
+            BIGINT: 'BIGINT'
+            FLOAT: 'FLOAT'
+            DOUBLE: 'DOUBLE'
+            REAL: 'DOUBLE'
+            DECIMAL: 'DECIMAL'
+            NUMERIC: 'DECIMAL'
+            BOOLEAN: 'BOOLEAN'
+            BOOL: 'BOOLEAN'
+            VARCHAR: 'VARCHAR'
+            TEXT: 'TEXT'
+            DATE: 'DATE'
+            DATETIME: 'DATETIME'
+            TIMESTAMP: 'DATETIME'
+            INTERVAL: 'INTERVAL'
+            UNDIFINED: 'VARCHAR'
+            MPS: [DECIMAL]        
+    MySQL:
+        recommand_settings:
+            user: user
+            password: password
+            mysql_connect: 'mysql+pymysql://'
+            charset: utf8mb4
+            collate: utf8mb4_general_ci
+            chunksize: 64000000
+            host: '127.0.0.1'
+            port: 3306
+            schema: jq_data
+        data_type:
+            TINYINT: 'TINYINT'
+            SMALLINT: 'SMALLINT'
+            INTEGER: 'INT'
+            INT: 'INT'
+            BIGINT: 'BIGINT'
+            FLOAT: 'FLOAT'
+            DOUBLE: 'DOUBLE'
+            REAL: 'DOUBLE'
+            DECIMAL: 'DECIMAL'
+            NUMERIC: 'DECIMAL'
+            BOOLEAN: 'BOOLEAN'
+            BOOL: 'BOOLEAN'
+            VARCHAR: 'VARCHAR'
+            TEXT: 'TEXT'
+            DATE: 'DATE'
+            DATETIME: 'DATETIME'
+            TIMESTAMP: 'DATETIME'
+            UNDIFINED: 'VARCHAR(255)'
+            MPS: [INTEGER, FLOAT, REAL, DOUBLE, DECIMAL, VARCHAR]
+---