qdkit 0.1.0__tar.gz

qdkit-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2020 Artipie
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

qdkit-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: qdkit
+Version: 0.1.0
+Summary: financial data toolkit
+Home-page: https://pypi.org/project/qdkit/
+Author: teleping
+Author-email: teleping@gmail.com
+Project-URL: Bug Tracker, https://pypi.org/project/qdkit/
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas
+Requires-Dist: sqlalchemy
+Requires-Dist: pangres
+Requires-Dist: pymysql
+Requires-Dist: logbook
+Requires-Dist: pyyaml
+Requires-Dist: requests
+Provides-Extra: bloomberg
+Requires-Dist: xbbg; extra == "bloomberg"
+Provides-Extra: wind
+Requires-Dist: WindPy; extra == "wind"
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: license-file
+Dynamic: project-url
+Dynamic: provides-extra
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
+
+# qdkit
+
+Quant Data Toolkit sdk for python.

qdkit-0.1.0/README.md

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+# qdkit
+
+Quant Data Toolkit sdk for python.

qdkit-0.1.0/pyproject.toml

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+[build-system]
+requires = [
+    "setuptools>=42",
+    "wheel"
+]
+build-backend = "setuptools.build_meta"

qdkit-0.1.0/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

qdkit-0.1.0/setup.py

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+import setuptools
+
+with open("README.md", "r", encoding="utf-8") as fh:
+    long_description = fh.read()
+
+setuptools.setup(
+    name="qdkit",
+    version="0.1.0",
+    author="teleping",
+    author_email="teleping@gmail.com",
+    description="financial data toolkit",
+    long_description=long_description,
+    long_description_content_type="text/markdown",
+    url="https://pypi.org/project/qdkit/",
+    project_urls={
+        "Bug Tracker": "https://pypi.org/project/qdkit/",
+    },
+    classifiers=[
+        "Programming Language :: Python :: 3",
+        "License :: OSI Approved :: MIT License",
+        "Operating System :: OS Independent",
+    ],
+    package_dir={"": "src"},
+    packages=setuptools.find_packages(where="src"),
+    python_requires=">=3.8",
+    install_requires=[
+        "pandas",
+        "sqlalchemy",
+        "pangres",
+        "pymysql",
+        "logbook",
+        "pyyaml",
+        "requests",
+    ],
+    extras_require={
+        "bloomberg": ["xbbg"],
+        "wind": ["WindPy"],
+    },
+)

qdkit-0.1.0/src/fdkit/__init__.py

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+#  -*- coding: utf-8 -*-
+# @author: zhangping
+
+# from .wind_utils import WindUtil
+# from .blp_utils import BlpUtil

qdkit-0.1.0/src/fdkit/blp_utils.py

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+#  -*- coding: utf-8 -*-
+# @author: zhangping
+
+import datetime as dt
+from xbbg import blp
+
+
+class BlpUtil:
+    """
+    彭博接口工具类
+    """
+
+    @classmethod
+    def bdh(cls, ticker, flds='PX_LAST', start_date='20200101', end_date=None, overrides=None):
+        """
+        获取多时间序列数据
+        ~~~~~~~~~~~~~~~~
+        d = BlpUtil.bdh('600570 CH Equity', flds='PX_LAST', start_date='2021-04-01')
+        """
+        params = {'tickers': ticker, 'flds': flds, 'start_date': start_date, 'end_date': cls.get_date_str(end_date)}
+        params = params if overrides is None else dict(list(params.items()) + list(overrides.items()))
+        df = blp.bdh(**params)
+        if df is not None and len(df) > 0:
+            df = df[ticker]
+            df = df.rename_axis('date').reset_index()
+        return df
+
+    @classmethod
+    def get_date_str(cls, date, format='%Y%m%d'):
+        date = date if date is not None else dt.datetime.today()
+        date = date if type(date) == str else date.strftime(format)
+        return date

qdkit-0.1.0/src/fdkit/commons.py

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+# -*- coding: utf-8 -*-
+"""
+@Time ： 2023/12/28
+@Auth ： zhangping
+"""
+import os, base64, yaml, logbook, logbook.more, pandas as pd
+# from jinja2 import Environment, FileSystemLoader
+
+pd.set_option('display.max_columns', None), pd.set_option('display.max_rows', None)
+pd.set_option('display.width', 10000), pd.set_option('mode.use_inf_as_na', True)
+
+find_path = lambda name, depth=5: ['../' * i + name for i in range(depth) if os.path.exists('../' * i + name)][0]
+config = yaml.safe_load(open(find_path('config.yaml'), 'r', encoding='utf-8'))
+
+
+# class FileUtils:
+#     @classmethod
+#     def image2base64(cls, image_file, with_frefix=False, clear_file=False):
+#         with open(image_file, "rb") as file:
+#             encoded_string = base64.b64encode(file.read()).decode('utf-8')
+#         if clear_file: os.remove(image_file)
+#         return f'data:image/png;base64,{encoded_string}' if with_frefix else encoded_string
+#
+#     @classmethod
+#     def render_template(cls, target, context, template_file='template.html', template_root='./'):
+#         env = Environment(loader=FileSystemLoader(template_root))
+#         template = env.get_template(template_file)
+#         with open(target, 'w', encoding='utf-8') as file:
+#             file.write(template.render(**context))
+
+
+def get_logger(level='INFO', std_log=True, file_log=True, file_folder='logs'):
+    logs_dir = find_path(file_folder)
+    # if not os.path.exists(logs_dir): os.makedirs(logs_dir)
+    logbook.set_datetime_format('local')
+    log = logbook.Logger('log')
+    log.handlers = []
+    log_formate = lambda record, handler: \
+        f'[{record.time}] [{record.level_name}] [{os.path.split(record.filename)[-1]}] [{record.func_name}] [{record.lineno}] {record.message}'
+
+    if std_log:  # 屏幕打印
+        std_handler = logbook.more.ColorizedStderrHandler(level=level, bubble=True)
+        std_handler.formatter = log_formate
+        log.handlers.append(std_handler)
+    if file_log:  # 日志文件
+        file_handler = logbook.TimedRotatingFileHandler(
+            os.path.join(logs_dir, '%s.log' % 'log'), level=level, date_format='%Y-%m-%d', bubble=True,
+            encoding='utf-8')
+        file_handler.formatter = log_formate
+        log.handlers.append(file_handler)
+    return log
+
+
+logger = get_logger()

qdkit-0.1.0/src/fdkit/db_utils.py

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+# -*- coding: utf-8 -*-
+"""
+@Date ： 2026/3/28
+@Auth ： zhangping
+"""
+import pandas as pd
+from sqlalchemy import create_engine, text
+from sqlalchemy.engine import Engine
+from sqlalchemy.orm import Session
+from sqlalchemy.types import VARCHAR, Date, Integer, DECIMAL
+from pangres import upsert
+from .commons import config
+
+
+class DBUtils:
+    _engines = {}
+
+    @classmethod
+    def new_engine(cls, name, echo=False) -> Engine:
+        conn_str = config['database'][name]
+        connect_args = {'autocommit': True} if 'mssql' in conn_str else {}
+        return create_engine(conn_str, pool_pre_ping=True, pool_size=10, max_overflow=10,
+                             pool_recycle=3600, connect_args=connect_args, echo=echo)
+
+    @classmethod
+    def get_engine(cls, name) -> Engine:
+        if config['database'][name] not in cls._engines.keys():
+            cls._engines[config['database'][name]] = cls.new_engine(name, echo=False)
+        return cls._engines[config['database'][name]]
+
+    @classmethod
+    def set_engine(cls, name, engine) -> Engine:
+        existing = cls._engines.get(name)
+        if existing is not None:
+            existing.dispose()
+        cls._engines[name] = engine
+        return cls._engines[name]
+
+    @classmethod
+    def clear_engine(cls):
+        for key in cls._engines:
+            if cls._engines.get(key) is not None:
+                cls._engines.get(key).dispose()
+        cls._engines.clear()
+
+    @classmethod
+    def execute(cls, engine, sql):
+        with Session(engine) as session:
+            session.execute(text(sql) if isinstance(sql, str) else sql)
+            session.commit()
+
+    @classmethod
+    def append(cls, conn, instances):
+        if not isinstance(instances, list):
+            instances = [instances]
+        with Session(conn) as session:
+            session.add_all(instances)
+            session.commit()
+
+    @classmethod
+    def delete(cls, conn, instances):
+        if not isinstance(instances, list):
+            instances = [instances]
+        with Session(conn) as session:
+            for instance in instances:
+                session.delete(instance)
+            session.commit()
+
+    @classmethod
+    def truncate(cls, conn, table):
+        cls.execute(conn, f'truncate {table}')
+
+    @staticmethod
+    def _df_types(df: pd.DataFrame):
+        type_dict = {}
+        for i, j in zip(df.columns, df.dtypes):
+            if 'object' in str(j): type_dict.update({i: VARCHAR(length=255)})
+            if 'float' in str(j): type_dict.update({i: DECIMAL(20, 5)})
+            if 'int' in str(j): type_dict.update({i: Integer()})
+            if 'date' in str(j): type_dict.update({i: Date()})
+        return type_dict
+
+
+class TableUpdater:
+    def __init__(self, table_name: str, db: str = 'db_name', date_column: str = 'date',
+                 code_column: str = 'code', engine: Engine = None):
+        self.db = db
+        self.engine = engine
+        self.table = table_name.lower()
+        self.date_column = None if date_column is None else date_column.lower()
+        self.code_column = None if code_column is None else code_column.lower()
+
+    def get_db(self):
+        return self.db
+
+    def get_table(self):
+        return self.table
+
+    def get_conn(self):
+        self.engine = self.engine if self.engine is not None else DBUtils.new_engine(self.db)
+        # print(self.engine.engine.pool.status())
+        return self.engine
+
+    def _get_code_condition(self, code):
+        return f"and {self.code_column}='{code}'"
+
+    def get_last_date(self, conditions='1=1'):
+        if self.date_column is None: return None
+        sql = f'select max({self.date_column}) date_max from {self.table} where {conditions}'
+        df = pd.read_sql(sql, self.get_conn())
+        last_date = df['date_max'][0] if df['date_max'][0] is not None else None
+        return last_date
+
+    def get_last_date_by_code(self, code, conditions='1=1'):
+        if self.date_column is None: return None
+        return self.get_last_date(conditions + ' ' + self._get_code_condition(code))
+
+    def dispose(self):
+        if self.engine is not None:
+            self.engine.dispose()
+
+    def delete_last_date(self):
+        sql = f'delete from {self.table} where {self.date_column}=(select max({self.date_column}) from {self.table})'
+        DBUtils.execute(self.get_conn(), sql)
+        return self
+
+    def delete_last_date_by_code(self, code):
+        sql = f"delete from {self.table} from {self.table} where {self.date_column}=(select max({self.date_column}) and {self.code_column}='{code}'"
+        DBUtils.execute(self.get_conn(), sql)
+        return self
+
+    def truncate(self):
+        DBUtils.truncate(self.get_conn(), self.table)
+        return self
+
+    def delete_by_code(self, code, conditions='1=1'):
+        sql = f'delete from {self.table} where {conditions} {self._get_code_condition(code)}'
+        DBUtils.execute(self.get_conn(), sql)
+        return self
+
+    def append(self, df):
+        if df is not None and len(df) > 0:
+            df.to_sql(name=self.table, con=self.get_conn(), dtype=DBUtils._df_types(df), if_exists='append',
+                      index=False)
+        return self
+
+    def upsert(self, df: pd.DataFrame):
+        if df is None or len(df) == 0: return 0
+        return upsert(con=self.get_conn(), df=df, table_name=self.table, if_row_exists='update',
+                      dtype=DBUtils._df_types(df), chunksize=1000, create_table=False)

qdkit-0.1.0/src/fdkit/gtja_api.py

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+# -*- coding: utf-8 -*-
+"""
+@Date ： 2026/3/17
+@Auth ： zhangping
+@Desc ：国泰君安API封装
+"""
+import pandas as pd, datetime as dt, requests, json, re
+
+from .commons import config, logger
+
+# pd.set_option("display.max_columns", None), pd.set_option("display.max_rows", None)
+# pd.set_option("display.max_colwidth", None), pd.set_option("mode.use_inf_as_na", True)
+# pd.set_option("display.width", None), pd.set_option("display.expand_frame_repr", False)
+
+api_url = 'https://vip.gtjaqh.com:443/api/'
+
+api_futures_contract = api_url + 'unicorn.cloudApi.contractTradeParams.query.do'  # 合约参数查询
+api_futures_prices = api_url + 'unicorn.cloudApi.futuresContractPrice.queryByCode.do'  # 期货合约价格查询
+api_futures_basis = api_url + 'unicorn.cloudApi.basisData.query.do'  # 基差数据查询
+api_futures_inventory = api_url + 'unicorn.cloudApi.inventoryData.queryByCode.do'  # 库存数据查询
+api_futures_profit = api_url + 'unicorn.cloudApi.processProfitData.queryByCode.do'  # 加工利润数据查询
+
+# ==================== 请求头 ====================
+request_header = {
+    'accessKeyId': config['gtja']['access_key_id'],
+    'accessKeySecret': config['gtja']['access_key_secret'],
+    'Content-Type': 'application/json;charset=utf-8',
+}
+
+# ==================== 交易所编码映射 ====================
+# 国君交易所编码 <-> 万得交易所编码 映射
+gj_exchanges = ['CFFEX', 'CZCE', 'DCE', 'INE', 'SHFE', 'GFEX']
+wd_exchanges = ['CFE', 'CZC', 'DCE', 'INE', 'SHF', 'GFE']
+gj_to_wd = dict(zip(gj_exchanges, wd_exchanges))
+wd_to_gj = dict(zip(wd_exchanges, gj_exchanges))
+
+
+def _camel_to_snake(name):
+    """驼峰命名转下划线命名"""
+    name = re.sub('(.)([A-Z][a-z]+)', r'\1_\2', name)
+    return re.sub('([a-z0-9])([A-Z])', r'\1_\2', name).lower()
+
+
+def _get_date_str(date, format='%Y%m%d'):
+    """获取日期字符串，参数为None时默认当天，支持date/datetime，支持整型/字符串如：'20260308'或'2026/03/08'或'2026-03-08'"""
+    if date is None: date = dt.datetime.today()
+    if isinstance(date, int): date = str(date)
+    if isinstance(date, str): date = dt.datetime.strptime(date.replace('/', '').replace('-', ''), '%Y%m%d')
+    if isinstance(date, dt.date): date = date.strftime(format)
+    return date
+
+
+def _api_query(api_url, params):
+    """通用 POST 请求封装，返回 DataFrame，失败返回 None"""
+    result = requests.request('POST', api_url, headers=request_header, data=json.dumps(params)).json()
+    if result['code'] != 0:
+        logger.error(f"{api_url} | {params} | {result['msg']}")
+        return None
+    df = pd.DataFrame(result['data'])
+    # return df.rename(columns={col: camel_to_snake(col) for col in df.columns})
+    return df
+
+
+# ==================== 数据查询接口 ====================
+
+def get_futures_contracts(date=None):
+    """查询指定日期所有交易所的期货合约参数，返回合并后的 DataFrame"""
+    results = []
+    for e in gj_exchanges:
+        result = _api_query(api_futures_contract, {'tradingDay': _get_date_str(date), 'exchangeCode': e})
+        if result is not None: results.append(result)
+    return pd.concat(results, ignore_index=True) if results else pd.DataFrame()
+
+
+def get_futures_prices(date=None):
+    """查询指定日期期货合约价格"""
+    return _api_query(api_futures_prices, {'tradingDay': _get_date_str(date), 'exchangeCode': None})
+
+
+def get_futures_basis(code=None, start_date=None, end_date=None):
+    """查询期货基差数据，code 为合约代码，不传则查全部"""
+    return _api_query(api_futures_basis, {
+        'code': code,
+        'startReportDate': _get_date_str(start_date, '%Y-%m-%d'),
+        'endReportDate': _get_date_str(end_date, '%Y-%m-%d')
+    })
+
+
+def get_futures_inventory(code, report_date=None, start_date=None, end_date=None):
+    """查询期货库存数据，code 为品种代码"""
+    return _api_query(api_futures_inventory, {
+        'code': code,
+        # 'reportDate': _get_date_str(report_date, '%Y-%m-%d'),
+        'startDataDate': _get_date_str(start_date, '%Y-%m-%d'),
+        'endDataDate': _get_date_str(end_date, '%Y-%m-%d')
+    })
+
+
+def get_futures_profit(code, report_date=None, start_date=None, end_date=None):
+    """查询期货加工利润数据，code 为品种代码"""
+    return _api_query(api_futures_profit, {
+        'code': code,
+        # 'reportDate': _get_date_str(report_date, '%Y-%m-%d'),
+        'startDataDate': _get_date_str(start_date, '%Y-%m-%d'),
+        'endDataDate': _get_date_str(end_date, '%Y-%m-%d')
+    })

qdkit-0.1.0/src/fdkit/ht_insight.py

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+#  -*- coding: utf-8 -*-
+# @author: zhangping
+
+import datetime as dt, pandas as pd
+from insight_python.com.insight import common
+from insight_python.com.insight import query
+from insight_python.com.insight.market_service import market_service
+
+
+class HT_Insight():
+
+    def __init__(self, user='******', password='******', login_log=False, open_trace=False,
+                 open_file_log=False, open_console_log=False):
+        self.user = user
+        self.password = password
+        self.login_log = login_log
+        self.open_trace = open_trace
+        self.open_file_log = open_file_log
+        self.open_console_log = open_console_log
+        self.re_login()
+
+    def re_login(self):
+        # print(self.get_version())
+        common.login(InsightMarketService(), self.user, self.password, login_log=self.login_log)
+        common.config(self.open_trace, self.open_file_log, self.open_console_log)
+
+    @staticmethod
+    def get_version(cls):
+        return common.get_version()
+
+    def close(self):
+        common.fini()
+
+    def __enter__(self):
+        return self
+
+    def __exit__(self, exc_type, exc_value, traceback):
+        self.close()
+        return True
+
+    def get_all_stocks_info(self, start_date: dt.datetime = None, end_date: dt.datetime = None, exchange=None,
+                            listing_state='上市交易'):
+        start_date = dt.datetime(1989, 1, 1) if start_date is None else start_date
+        end_date = dt.datetime.now() if end_date is None else end_date
+        return query.get_all_stocks_info(listing_date=[start_date, end_date], exchange=exchange,
+                                         listing_state=listing_state)
+
+    def get_kline(self, codes, start_date: dt.datetime = dt.datetime(2015, 1, 1),
+                  end_date: dt.datetime = dt.datetime.now(),
+                  frequency="daily", fq="none"):
+        return query.get_kline(htsc_code=codes, time=[start_date, end_date], frequency=frequency, fq=fq)
+
+    def get_fin_indicator(self, code, start_date: dt.datetime = None, end_date: dt.datetime = None, period='Q4'):
+        start_date = dt.datetime(2015, 1, 1) if start_date is None else start_date
+        end_date = dt.datetime.now() if end_date is None else end_date
+        return query.get_fin_indicator(htsc_code=code, end_date=[start_date, end_date], period=period)
+
+    def get_stock_valuation(self, code, start_date: dt.datetime = None, end_date: dt.datetime = None):
+        start_date = dt.datetime(2015, 1, 1) if start_date is None else start_date
+        end_date = dt.datetime.now() if end_date is None else end_date
+        return query.get_stock_valuation(htsc_code=code, trading_day=[start_date, end_date])
+
+    def get_income_statement(self, code, start_date: dt.datetime = None, end_date: dt.datetime = None, period='Q4'):
+        start_date = dt.datetime(2015, 1, 1) if start_date is None else start_date
+        end_date = dt.datetime.now() if end_date is None else end_date
+        return query.get_income_statement(htsc_code=code, end_date=[start_date, end_date], period=period)
+
+    def get_balance_sheet(self, code, start_date: dt.datetime = None, end_date: dt.datetime = None, period='Q4'):
+        start_date = dt.datetime(2015, 1, 1) if start_date is None else start_date
+        end_date = dt.datetime.now() if end_date is None else end_date
+        return query.get_balance_sheet(htsc_code=code, end_date=[start_date, end_date], period=period)
+
+    def get_cashflow_statement(self, code, start_date: dt.datetime = None, end_date: dt.datetime = None, period='Q4'):
+        start_date = dt.datetime(2015, 1, 1) if start_date is None else start_date
+        end_date = dt.datetime.now() if end_date is None else end_date
+        return query.get_cashflow_statement(htsc_code=code, end_date=[start_date, end_date], period=period)
+
+    def get_new_con_bond(self):
+        return query.get_new_con_bond()
+
+    def get_trading_days(self, start_date: dt.datetime = None, end_date: dt.datetime = None, exchange='XSHG'):
+        start_date = dt.datetime(2015, 1, 1) if start_date is None else start_date
+        end_date = dt.datetime.now() if end_date is None else end_date
+        print(exchange, start_date, end_date)
+        return pd.DataFrame(
+            query.get_trading_days(exchange=exchange, trading_day=[start_date, end_date], count=None)[1])
+
+    def get_industries(self, name='sw_l1'):
+        return query.get_industries(classified=name)
+
+    def get_index_component(self, code, date):
+        return query.get_index_component(code, None, None, date)
+
+
+class InsightMarketService(market_service):
+    def on_query_response(self, result):
+        for response in iter(result):
+            print(response)

qdkit-0.1.0/src/fdkit/wind_utils.py

@@ -0,0 +1,192 @@
+#  -*- coding: utf-8 -*-
+# @author: zhangping
+
+import logging
+import pandas as pd
+import datetime as dt
+from WindPy import w
+
+
+def startwind(fn):
+    """
+    wind接口初始化
+    """
+
+    def wrapper(*args1, **args2):
+        if not w.isconnected():
+            w.start()
+        return fn(*args1, **args2)
+
+    return wrapper
+
+
+class WindUtil:
+    """
+    Wind接口工具类
+    """
+
+    @classmethod
+    @startwind
+    def tdays(cls, start_date, end_date=None):
+        '''
+        获取交易日
+        ~~~~~~~~~~~~~~~~
+        l = WindUtil.tdays('2020-03-07')
+        l = WindUtil.tdays('2020-03-07', end_date='2020-04-07')
+        '''
+        l = w.tdays(cls.get_date_str(start_date), cls.get_date_str(end_date), "").Data
+        return l[0] if l is not None and len(l) > 0 else []
+
+    @classmethod
+    @startwind
+    def sectors(cls, sectorid, date=None):
+        """
+        获取板块成分(通过Wind板块ID)
+        ~~~~~~~~~~~~~~~~
+        df = WindUtil.sectors('a001010100000000') #当前全部A股
+        df = WindUtil.sectors('1000010084000000', date='2020-08-28') #国内商品品种
+        """
+        wd = w.wset('sectorconstituent', f'sectorid={sectorid};date={cls.get_date_str(date)}', usedf=True)
+        if wd[0] != 0: logging.error(f' wind error: {wd[0]}')
+        return wd[1] if wd[0] == 0 else None
+
+    @classmethod
+    @startwind
+    def sectors_by_code(cls, wind_code, date=None):
+        """
+        获取板块成分(通过Wind代码)
+        ~~~~~~~~~~~~~~~~
+        df = WindUtil.sectors_by_code('APFI.WI', date='2020-08-28') #Wind农产品指数
+        df = WindUtil.sectors_by_code('000300.SH') #沪深300成分股
+        """
+        wd = w.wset('sectorconstituent', f'windcode={wind_code};date={cls.get_date_str(date)}', usedf=True)
+        if wd[0] != 0: logging.error(f' wind error: {wd[0]}')
+        return wd[1] if wd[0] == 0 else None
+
+    @classmethod
+    @startwind
+    def fu_contracts(cls, wind_code, start_date=None, end_date=None):
+        """
+        获取品种期货合约
+        ~~~~~~~~~~~~~~~~
+        df = WindUtil.fu_contracts('A.DCE') #获取品种合约
+        """
+        wd = w.wset('futurecc',
+                    f'wind_code={wind_code};startdate={cls.get_date_str(start_date)};enddate={cls.get_date_str(end_date)}',
+                    usedf=True)
+        if wd[0] != 0: logging.error(f' wind error: {wd[0]}')
+        return wd[1] if wd[0] == 0 else None
+
+    @classmethod
+    @startwind
+    def fu_hiscode(cls, wind_code, trade_date=None):
+        """
+        获取主力合约代码
+        ~~~~~~~~~~~~~~~~
+        code = WindUtil.fu_hiscode('A.DCE') #获取品种合约
+        """
+        wd = w.wss(wind_code, 'trade_hiscode', f'tradeDate={cls.get_date_str(trade_date, "%Y%m%d")}', usedf=True)
+        if wd[0] != 0: logging.error(f' wind error: {wd[0]}')
+        hiscode = wd[1]['TRADE_HISCODE'][0] if wd[0] == 0 else None
+        return hiscode if wind_code != hiscode else None
+
+    @classmethod
+    @startwind
+    def wsd(cls, codes, fields, start_date=None, end_date=None, options=None):
+        """
+        获取多品种单指标或单品种多指标的时间序列数据
+        ~~~~~~~~~~~~~~~~
+        df = WindUtil.wsd('600570.SH', 'open,close,high,low')
+        df = WindUtil.wsd('600570.SH', 'open,close,high,low', start_date='2021-04-01', end_date='2021-04-05', options='')
+        """
+        df = None
+        wd = w.wsd(codes, fields, cls.get_date_str(start_date), cls.get_date_str(end_date), options)
+        if wd.ErrorCode != 0: logging.error(f' wind error: {wd.ErrorCode}')
+        if wd is not None and wd.ErrorCode == 0 and len(wd.Times) > 0 and len(wd.Data[0]) > 0:
+            data = {'date': wd.Times}
+            for idx, field in enumerate(wd.Fields):
+                data[field] = wd.Data[idx]
+            df = pd.DataFrame(data)
+        return df
+
+    @classmethod
+    @startwind
+    def wset(cls, name, options):
+        """
+        用来获取数据集信息，包括板块成分、指数成分、ETF申赎成分信息等
+        ~~~~~~~~~~~~~~~~
+        df = WindUtil.wset('sectorconstituent', 'date=2022-02-18;windcode=801080.SI') # 获取 801080.SI的成分和权重
+        """
+        wd = w.wset(name, options, usedf=True)
+        if wd[0] != 0: logging.error(f' wind error: {wd[0]}')
+        return wd[1] if wd[0] == 0 else None
+
+    # @classmethod
+    # @startwind
+    # def wss(cls, codes, field, options=None):
+    #     """
+    #     df = WindUtil.wss('1000015232000000', 'superiorcode', options)
+    #     """
+    #     df = None
+    #     wd = w.wss(codes, field, options)
+    #     if wd.ErrorCode != 0: logging.error(f' wind error: {wd.ErrorCode}')
+    #     if wd is not None and wd.ErrorCode == 0 and len(wd.Data[0]) > 0:
+    #         data = {}
+    #         for idx, field in enumerate(wd.Fields):
+    #             data[field] = wd.Data[idx]
+    #         df = pd.DataFrame(data)
+    #     return df
+
+    @classmethod
+    @startwind
+    def wss(cls, codes, fields, options=None):
+        """
+        WSS多维数据
+        ~~~~~~~~~~~~~~~~
+        code = WindUtil.wss('110095.SH,127084.SZ', 'underlyingcode,underlyingname,clause_conversion2_swapshareprice', 'tradeDate=20240711;unit=1;date=20240711')
+        """
+        wd = w.wss(codes, fields, options=options, usedf=True)
+        if wd[0] != 0: logging.error(f' wind error: {wd[0]}')
+        return wd[1] if wd[0] == 0 else None
+
+    @classmethod
+    @startwind
+    def edb(cls, codes, start_date=None, end_date=None, options=None):
+        """
+        获取多宏观经济数据
+        ~~~~~~~~~~~~~~~~
+        df = WindUtil.edb('S0049582')
+        df = WindUtil.edb('S0049582', start_date='2020-01-01', end_date='2021-04-01', options='')
+        """
+        df = None
+        wd = w.edb(codes, cls.get_date_str(start_date), cls.get_date_str(end_date), options)
+        if wd.ErrorCode != 0: logging.error(f' wind error: {wd.ErrorCode}')
+        if wd is not None and wd.ErrorCode == 0 and len(wd.Times) > 0 and len(wd.Data[0]) > 0:
+            data = {'date': wd.Times}
+            for idx, field in enumerate(wd.Fields):
+                data[field] = wd.Data[idx]
+            df = pd.DataFrame(data)
+        return df
+
+    @classmethod
+    @startwind
+    def wses(cls, codes, field, start_date=None, end_date=None, options=None):
+        """
+        获取多品种单指标或单品种多指标的时间序列数据
+        ~~~~~~~~~~~~~~~~
+        df = WindUtil.wses('1000015232000000', 'sec_close_avg', start_date='2021-04-01', end_date='2021-04-05', options='')
+        """
+        df = None
+        wd = w.wses(codes, field, cls.get_date_str(start_date), cls.get_date_str(end_date), options)
+        if wd.ErrorCode != 0: logging.error(f' wind error: {wd.ErrorCode}')
+        if wd is not None and wd.ErrorCode == 0 and len(wd.Times) > 0 and len(wd.Data[0]) > 0:
+            data = {'date': wd.Times}
+            for idx, field in enumerate(wd.Fields):
+                data[field] = wd.Data[idx]
+            df = pd.DataFrame(data)
+        return df
+
+    @classmethod
+    def get_date_str(cls, date, fmt='%Y-%m-%d'):
+        date = date if date is not None else dt.datetime.today()
+        return date if isinstance(date, str) else date.strftime(fmt)

qdkit-0.1.0/src/qdkit.egg-info/PKG-INFO

@@ -0,0 +1,41 @@
+Metadata-Version: 2.4
+Name: qdkit
+Version: 0.1.0
+Summary: financial data toolkit
+Home-page: https://pypi.org/project/qdkit/
+Author: teleping
+Author-email: teleping@gmail.com
+Project-URL: Bug Tracker, https://pypi.org/project/qdkit/
+Classifier: Programming Language :: Python :: 3
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pandas
+Requires-Dist: sqlalchemy
+Requires-Dist: pangres
+Requires-Dist: pymysql
+Requires-Dist: logbook
+Requires-Dist: pyyaml
+Requires-Dist: requests
+Provides-Extra: bloomberg
+Requires-Dist: xbbg; extra == "bloomberg"
+Provides-Extra: wind
+Requires-Dist: WindPy; extra == "wind"
+Dynamic: author
+Dynamic: author-email
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: license-file
+Dynamic: project-url
+Dynamic: provides-extra
+Dynamic: requires-dist
+Dynamic: requires-python
+Dynamic: summary
+
+# qdkit
+
+Quant Data Toolkit sdk for python.

qdkit-0.1.0/src/qdkit.egg-info/SOURCES.txt

@@ -0,0 +1,16 @@
+LICENSE
+README.md
+pyproject.toml
+setup.py
+src/fdkit/__init__.py
+src/fdkit/blp_utils.py
+src/fdkit/commons.py
+src/fdkit/db_utils.py
+src/fdkit/gtja_api.py
+src/fdkit/ht_insight.py
+src/fdkit/wind_utils.py
+src/qdkit.egg-info/PKG-INFO
+src/qdkit.egg-info/SOURCES.txt
+src/qdkit.egg-info/dependency_links.txt
+src/qdkit.egg-info/requires.txt
+src/qdkit.egg-info/top_level.txt

qdkit-0.1.0/src/qdkit.egg-info/dependency_links.txt

@@ -0,0 +1 @@
+

qdkit-0.1.0/src/qdkit.egg-info/requires.txt

@@ -0,0 +1,13 @@
+pandas
+sqlalchemy
+pangres
+pymysql
+logbook
+pyyaml
+requests
+
+[bloomberg]
+xbbg
+
+[wind]
+WindPy

qdkit-0.1.0/src/qdkit.egg-info/top_level.txt

@@ -0,0 +1 @@
+fdkit