quant1x 0.7.2__tar.gz → 0.7.4__tar.gz

{quant1x-0.7.2 → quant1x-0.7.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quant1x
-Version: 0.7.2
+Version: 0.7.4
 Summary: Quant1X量化研究
 Home-page: https://gitee.com/quant1x/quant1x
 Author: wangfeng

{quant1x-0.7.2 → quant1x-0.7.4}/quant1x/cache/f10.py

@@ -8,12 +8,24 @@ from .. import exchange, config
 
 @lru_cache(maxsize=None)
 def cache_f10(date: str = None) -> DataFrame:
+    """
+    从闪存数据中读取F10因子数据
+    
+    Args:
+        date (str, optional): 交易日期，格式为'YYYYMMDD'。如果未提供，则使用交易所最后一个交易日
+    
+    Returns:
+        DataFrame: 包含F10因子数据的Pandas DataFrame
+    
+    Raises:
+        FileNotFoundError: 如果指定日期的数据文件不存在
+    """
     factor_name = 'f10'
     trade_date = date or exchange.last_trade_date()
     file_extension = exchange.fix_trade_date(trade_date)
     filename = f"{factor_name}.{file_extension}"
     year = trade_date[:4]
-    base_path = os.path.join(config.quant1x_config.data_path, 'flash')
+    base_path = os.path.join(config.data_path, 'flash')
     return pd.read_csv(os.path.join(base_path, year, filename))
 
 def get_f10(code: str, date: str = None) -> Dict[str, Any]:

{quant1x-0.7.2 → quant1x-0.7.4}/quant1x/cache/market.py

@@ -14,7 +14,7 @@ def klines(code: str, freq:str = 'D') -> pd.DataFrame | None:
     corrected_symbol = exchange.correct_security_code(code)
     suffix_length = 3  # 修正拼写并明确表示后缀长度
     freq_path = 'day' if freq == 'D' else freq
-    symbol_directory = os.path.join(config.quant1x_config.data_path, freq_path, corrected_symbol[:-suffix_length])  # 更清晰表达目录用途
+    symbol_directory = os.path.join(config.data_path, freq_path, corrected_symbol[:-suffix_length])  # 更清晰表达目录用途
     file_extension = '.csv'
     filename = f"{corrected_symbol}{file_extension}"  # 使用f-string格式化
     full_path = os.path.join(symbol_directory, filename)
@@ -106,7 +106,7 @@ def get_minutes_data(code: str, date: str) -> DataFrame | None:
     # 获取年份
     cache_date = date_format(cache_date, layout='%Y%m%d')
     year = cache_date[:4]
-    base_path = os.path.join(config.quant1x_config.data_path, 'minutes')
+    base_path = os.path.join(config.data_path, 'minutes')
     full_path = os.path.join(base_path, year, cache_date, filename)
 
     if os.path.isfile(full_path):
@@ -126,7 +126,7 @@ def get_tick_transaction(code: str, date: str) -> DataFrame | None:
     # 获取年份
     cache_date = date_format(cache_date, layout='%Y%m%d')
     year = cache_date[:4]
-    base_path = os.path.join(config.quant1x_config.data_path, 'trans')
+    base_path = os.path.join(config.data_path, 'trans')
     full_path = os.path.join(base_path, year, cache_date, filename)
 
     if os.path.isfile(full_path):

{quant1x-0.7.2 → quant1x-0.7.4}/quant1x/cache/sector.py

@@ -15,10 +15,10 @@ def sector_filename(date: str = '') -> str:
     cache_date = date.strip()
     if len(cache_date) == 0:
         cache_date = exchange.last_trade_date()
-    filename = os.path.join(config.quant1x_config.meta_path, f'{name}.{cache_date}')
+    filename = os.path.join(config.meta_path, f'{name}.{cache_date}')
     if not os.path.isfile(filename):
         # fallback to blocks.csv
-        filename = os.path.join(config.quant1x_config.meta_path, 'blocks.csv')
+        filename = os.path.join(config.meta_path, 'blocks.csv')
     return filename
 
 @lru_cache(maxsize=None)

{quant1x-0.7.2 → quant1x-0.7.4}/quant1x/cache/security.py

@@ -9,7 +9,7 @@ def securities() -> pd.DataFrame:
     """
     证券列表
     """
-    full_path = os.path.join(config.quant1x_config.meta_path, 'securities.csv')
+    full_path = os.path.join(config.meta_path, 'securities.csv')
     if not os.path.isfile(full_path):
         return pd.DataFrame(columns=['code', 'name'])
     # with open(full_path, 'rb') as f:

{quant1x-0.7.2 → quant1x-0.7.4}/quant1x/config/__init__.py

@@ -13,7 +13,14 @@ from .config import (
     quant1x_config
 )
 
+# 导出常用配置路径
+data_path = quant1x_config.data_path
+meta_path = quant1x_config.meta_path
+kline_path = quant1x_config.kline_path
+
 __all__ = [
-    "quant1x_config",
     "get_quant1x_config_filename",
+    "data_path",
+    "meta_path",
+    "kline_path",
 ]

{quant1x-0.7.2 → quant1x-0.7.4}/quant1x/exchange/__init__.py

@@ -8,15 +8,28 @@
 @Date    : 2025/9/15 16:28
 @Desc    : 配置信息
 """
-from .markets import (
-    correct_security_code,
-    last_trade_date,
+from .calendar import (
+    calendar,
     fix_trade_date,
+    get_today,
+    is_session_pre,
+    is_session_post,
+    front_trade_date,
+    last_trade_date,
+    next_trade_date
+)
+
+from .code import (
+    correct_security_code,
 )
 
 __all__ = [
     "correct_security_code",
-    "last_trade_date",
     "fix_trade_date",
-    
+    "front_trade_date",
+    "last_trade_date",
+    "next_trade_date",
+    "get_today",
+    "is_session_pre",
+    "is_session_post",
 ]

quant1x-0.7.4/quant1x/exchange/calendar.py

@@ -0,0 +1,336 @@
+# -*- coding: utf-8 -*-
+import os
+import time
+from functools import lru_cache
+from .. import config
+from . import session
+from .timestamp import Timestamp
+import numpy as np
+import pandas as pd
+from typing import List, Optional
+import bisect
+
+exchange_start_time = '09:15:00'
+exchange_end_time = '15:00:00'
+# time_range = "09:15:00~11:30:00,13:00:00~15:00:00"
+trade_session = session.TimeRange(f'{exchange_start_time}~{exchange_end_time}')
+
+
+@lru_cache(maxsize=None)
+def __calendar() -> pd.Series:
+    """
+    交易日历
+    """
+    fn = os.path.join(config.meta_path, "calendar")
+    df = pd.read_csv(fn)
+    return df['date']
+
+@lru_cache(maxsize=None)
+def __calendar_timestamps() -> List[Timestamp]:
+    """
+    交易日历 (Timestamp对象列表)
+    """
+    dates = __calendar()
+    # 转换为 Timestamp 对象，并设置为当天的盘前时间 (09:00:00)
+    return [Timestamp.parse(d).get_pre_market_time() for d in dates]
+
+def calendar() -> pd.Series:
+    """
+    获取全部的交易日期
+    Returns:
+        pd.Series
+    """
+    return __calendar()
+
+
+def fix_trade_date(date_str: str, fmt: str = "%Y-%m-%d") -> str:
+    """强制将日期字符串转换为指定格式
+
+    参数:
+        date_str: 输入日期字符串
+        fmt: 目标格式（默认%Y-%m-%d）
+
+    返回:
+        统一格式的日期字符串
+
+    示例:
+        >>> fix_trade_date("2023/12/25")
+        "2023-12-25"
+    """
+    from datetime import datetime
+    return datetime.strptime(date_str, "%Y-%m-%d").strftime(fmt) if date_str else date_str
+
+
+def get_today() -> str:
+    """
+    获取当前日期
+    """
+    date = time.strftime(session.FORMAT_ONLY_DATE)
+    return date
+
+
+def is_session_pre() -> bool:
+    """
+    是否盘前
+    """
+    now = time.strftime(session.FORMAT_ONLY_TIME)
+    return now < exchange_start_time
+
+
+def is_session_reg() -> bool:
+    """
+    是否盘中
+    """
+    now = time.strftime(session.FORMAT_ONLY_TIME)
+    return trade_session.is_trading(now)
+
+
+def is_session_post() -> bool:
+    """
+    是否盘后
+    """
+    now = time.strftime(session.FORMAT_ONLY_TIME)
+    return now > exchange_end_time
+
+
+def last_trade_date(base_date: str = None) -> str:
+    """
+    获取基准日期之前最近的一个交易日（若未指定基准日期则使用当天）
+
+    参数:
+        base_date: 基准日期字符串（格式：YYYY-MM-DD），可选
+
+    返回:
+        最近交易日的日期字符串（格式：YYYY-MM-DD）
+    """
+    calendar_series = __calendar()  # 获取交易日历
+    ref_date = base_date if base_date is not None else get_today()  # 确定基准日期
+    session_pre = trade_session.is_session_pre() if base_date is None else False  # 仅对当天检查盘前
+
+    # 查找基准日期的位置
+    idx = calendar_series.searchsorted(ref_date)
+    if isinstance(idx, np.ndarray):  # 处理可能的数组返回
+        idx = idx[0]
+
+    # 获取候选日期
+    date = calendar_series.iloc[idx]
+
+    # 逻辑判断
+    if (str(date) > ref_date) or (str(date) == ref_date and session_pre):
+        date = calendar_series.iloc[idx - 1]
+
+    # 确保返回字符串
+    return str(date) if not isinstance(date, str) else date
+
+
+def front_trade_date(n: int = 1, base_date: str = None) -> str:
+    """获取基准日期前N个交易日
+
+    参数:
+        n: 向前追溯的交易日的数量（默认1）
+        base_date: 基准日期（可选），格式为YYYY-MM-DD
+    """
+    dates = __calendar()
+    ref_date = base_date if base_date is not None else last_trade_date()
+
+    # 处理searchsorted返回值（兼容所有类型）
+    idx = dates.searchsorted(ref_date)
+    idx = idx[0] if hasattr(idx, '__iter__') else idx
+
+    return str(dates.iat[max(0, int(idx) - n)])
+
+
+def next_trade_date(base_date: str = None) -> str:
+    """获取基准日期后的下一个交易日
+
+    参数:
+        base_date: 基准日期（可选），格式为YYYY-MM-DD
+    """
+    dates = __calendar()
+    ref_date = base_date if base_date is not None else last_trade_date()
+
+    # 使用searchsorted高效查找
+    idx = dates.searchsorted(ref_date, side='right')
+    idx = idx[0] if hasattr(idx, '__iter__') else idx
+
+    return str(dates.iloc[min(int(idx), len(dates) - 1)])
+
+
+def last_trading_day(date: Optional[Timestamp] = None, debug_timestamp: Optional[Timestamp] = None) -> Timestamp:
+    """
+    获取最近一个交易日 (Timestamp版本)
+    """
+    trade_dates = __calendar_timestamps()
+    if not trade_dates:
+        return Timestamp.zero()
+
+    if date is None:
+        # 默认使用今天
+        date = Timestamp.now().get_pre_market_time()
+
+    # 查找 date 在 trade_dates 中的位置 (upper_bound)
+    # bisect_right 相当于 C++ 的 upper_bound
+    idx = bisect.bisect_right(trade_dates, date)
+    
+    if idx > 0:
+        idx -= 1
+    
+    # 判断是否盘前
+    last_ts = trade_dates[idx]
+    current_ts = debug_timestamp if debug_timestamp is not None else Timestamp.now()
+    
+    if current_ts < last_ts and idx > 0:
+        idx -= 1
+        
+    return trade_dates[idx]
+
+
+def prev_trading_day(date: Optional[Timestamp] = None, debug_timestamp: Optional[Timestamp] = None) -> Timestamp:
+    """
+    获取上一个交易日 (Timestamp版本)
+    """
+    trade_dates = __calendar_timestamps()
+    if not trade_dates:
+        return Timestamp.zero()
+
+    if date is None:
+        date = Timestamp.now().get_pre_market_time()
+
+    # 查找 date 在 trade_dates 中的位置 (lower_bound)
+    # bisect_left 相当于 C++ 的 lower_bound
+    idx = bisect.bisect_left(trade_dates, date)
+    
+    if idx > 0:
+        idx -= 1
+        
+    # 判断是否盘前
+    last_ts = trade_dates[idx]
+    current_ts = debug_timestamp if debug_timestamp is not None else Timestamp.now()
+    
+    if current_ts < last_ts and idx > 0:
+        idx -= 1
+        
+    return trade_dates[idx]
+
+
+def next_trading_day_ts(date: Optional[Timestamp] = None, debug_timestamp: Optional[Timestamp] = None) -> Timestamp:
+    """
+    获取下一个交易日 (Timestamp版本)
+    """
+    trade_dates = __calendar_timestamps()
+    if not trade_dates:
+        return Timestamp.zero()
+
+    if date is None:
+        date = Timestamp.now().get_pre_market_time()
+        
+    current_time = debug_timestamp if debug_timestamp is not None else Timestamp.now()
+    
+    # 找到第一个大于等于 date 的交易日 (lower_bound)
+    idx = bisect.bisect_left(trade_dates, date)
+    
+    if idx >= len(trade_dates):
+        if trade_dates:
+            return trade_dates[-1]
+        return Timestamp.zero()
+        
+    candidate_day = trade_dates[idx]
+    
+    # 如果当前时间已经过了候选交易日的盘前时间，则取下一个
+    if current_time >= candidate_day and idx < len(trade_dates):
+        idx += 1
+        if idx >= len(trade_dates):
+            return trade_dates[-1]
+        return trade_dates[idx]
+        
+    return candidate_day
+
+
+def date_range(begin: Timestamp, end: Optional[Timestamp] = None, skip_today: bool = False) -> List[Timestamp]:
+    """
+    获取日期范围 (Timestamp版本)
+    """
+    if end is None:
+        end = Timestamp.now()
+        
+    if begin > end:
+        return []
+        
+    trade_dates = __calendar_timestamps()
+    if not trade_dates:
+        return []
+        
+    # 查找范围边界
+    lower = bisect.bisect_left(trade_dates, begin)
+    upper = bisect.bisect_right(trade_dates, end)
+    
+    # 处理 skip_today 逻辑
+    if skip_today and upper > 0:
+        today = Timestamp.now().get_pre_market_time()
+        last_in_range = trade_dates[upper - 1]
+        if last_in_range > today or last_in_range > end:
+            upper -= 1
+    else:
+        # 调整 upper 到最后一个 <= end 的日期
+        # bisect_right 返回的是第一个 > end 的位置，所以 upper-1 就是 <= end 的位置
+        # 这里不需要额外调整，切片 [lower:upper] 刚好包含 lower 到 upper-1
+        pass
+        
+    if lower >= upper:
+        return []
+        
+    return trade_dates[lower:upper]
+
+
+def get_date_range(begin: str, end: str, skip_today: bool = False) -> List[str]:
+    """
+    获取日期范围 (字符串版本)
+    """
+    if begin > end:
+        return []
+        
+    trade_dates = __calendar().tolist() # Convert Series to list for bisect
+    if not trade_dates:
+        return []
+        
+    # 查找起始索引
+    it_start = bisect.bisect_left(trade_dates, begin)
+    
+    # 查找结束索引
+    it_end = bisect.bisect_left(trade_dates, end)
+    
+    # bisect_left 返回的是第一个 >= end 的位置
+    # 如果 trade_dates[it_end] == end, 我们需要包含它，所以切片应该是 it_end + 1
+    # 如果 trade_dates[it_end] > end, 我们不需要包含它，切片应该是 it_end
+    
+    # 为了匹配 C++ lower_bound 逻辑:
+    # C++: lower_bound(begin), lower_bound(end)
+    # range: [itStart, itEnd) if *itEnd >= end? No, C++ logic is complex.
+    # Let's simplify: find all dates d such that begin <= d <= end
+    
+    # Re-implement using simple filtering or bisect_right for end
+    
+    it_start = bisect.bisect_left(trade_dates, begin)
+    it_end = bisect.bisect_right(trade_dates, end) # first element > end
+    
+    if skip_today:
+        if it_end > 0:
+            today_str = get_today()
+            last_day = trade_dates[it_end - 1]
+            if last_day > today_str or last_day > end:
+                it_end -= 1
+                
+    if it_start >= it_end:
+        return []
+        
+    return trade_dates[it_start:it_end]
+
+
+if __name__ == '__main__':
+    a1 = last_trade_date()
+    print(type(a1))
+    print(a1)
+    d1 = last_trade_date()
+    print(d1)
+    print(front_trade_date())
+    print(next_trade_date())

quant1x-0.7.4/quant1x/exchange/code.py

@@ -0,0 +1,193 @@
+from enum import Enum
+from typing import Tuple, List
+
+# Constants
+MARKET_SHANGHAI = "sh"
+MARKET_SHENZHEN = "sz"
+MARKET_BEIJING = "bj"
+MARKET_HONGKONG = "hk"
+MARKET_USA = "us"
+
+MARKET_FLAGS = ["sh", "sz", "SH", "SZ", "bj", "BJ", "hk", "HK", "us", "US"]
+
+SHANGHAI_MAIN_BOARD_PREFIXES = ["50", "51", "60", "68", "90", "110", "113", "132", "204"]
+SHANGHAI_SPECIAL_PREFIXES = ["5", "6", "9", "7"]
+SECTOR_PREFIXES = ["880", "881"]
+SHENZHEN_MAIN_BOARD_PREFIXES = ["00", "12", "13", "18", "15", "16", "18", "20", "30", "39", "115", "1318"]
+BEIJING_MAIN_BOARD_PREFIXES = ["40", "43", "83", "87", "88", "420", "820", "899", "920"]
+
+class MarketType(Enum):
+    ShenZhen = 0
+    ShangHai = 1
+    BeiJing = 2
+    HongKong = 21
+    USA = 22
+
+class TargetKind(Enum):
+    STOCK = 0
+    INDEX = 1
+    BLOCK = 2
+    ETF = 3
+
+def starts_with(s: str, prefixes: List[str]) -> bool:
+    return any(s.startswith(prefix) for prefix in prefixes)
+
+def ends_with(s: str, suffixes: List[str]) -> bool:
+    return any(s.endswith(suffix) for suffix in suffixes)
+
+def get_security_code(market: MarketType, symbol: str) -> str:
+    if market == MarketType.USA:
+        return MARKET_USA + symbol
+    elif market == MarketType.HongKong:
+        return MARKET_HONGKONG + symbol[:5]
+    elif market == MarketType.BeiJing:
+        return MARKET_BEIJING + symbol[:6]
+    elif market == MarketType.ShenZhen:
+        return MARKET_SHENZHEN + symbol[:6]
+    else:
+        return MARKET_SHANGHAI + symbol[:6]
+
+def get_market(symbol: str) -> str:
+    code = symbol.strip()
+    market = MARKET_SHANGHAI
+
+    if starts_with(code, MARKET_FLAGS):
+        market = code[:2].lower()
+    elif ends_with(code, MARKET_FLAGS):
+        market = code[-2:].lower()
+    elif starts_with(code, SHANGHAI_MAIN_BOARD_PREFIXES):
+        market = MARKET_SHANGHAI
+    elif starts_with(code, SHENZHEN_MAIN_BOARD_PREFIXES):
+        market = MARKET_SHENZHEN
+    elif starts_with(code, SHANGHAI_SPECIAL_PREFIXES):
+        market = MARKET_SHANGHAI
+    elif starts_with(code, SECTOR_PREFIXES):
+        market = MARKET_SHANGHAI
+    elif starts_with(code, BEIJING_MAIN_BOARD_PREFIXES):
+        market = MARKET_BEIJING
+    
+    return market
+
+def get_market_id(symbol: str) -> MarketType:
+    market = get_market(symbol)
+    if market == MARKET_SHANGHAI:
+        return MarketType.ShangHai
+    if market == MARKET_SHENZHEN:
+        return MarketType.ShenZhen
+    if market == MARKET_BEIJING:
+        return MarketType.BeiJing
+    return MarketType.ShangHai
+
+def get_market_flag(market_id: MarketType) -> str:
+    if market_id == MarketType.ShenZhen:
+        return MARKET_SHENZHEN
+    elif market_id == MarketType.BeiJing:
+        return MARKET_BEIJING
+    elif market_id == MarketType.HongKong:
+        return MARKET_HONGKONG
+    elif market_id == MarketType.USA:
+        return MARKET_USA
+    else:
+        return MARKET_SHANGHAI
+
+def detect_market(symbol: str) -> Tuple[MarketType, str, str]:
+    pure_code = symbol.strip()
+    market_code = MARKET_SHANGHAI
+
+    if starts_with(pure_code, MARKET_FLAGS):
+        market_code = pure_code[:2].lower()
+        if len(pure_code) > 2 and pure_code[2] == '.':
+            pure_code = pure_code[3:]
+        else:
+            pure_code = pure_code[2:]
+    elif ends_with(pure_code, MARKET_FLAGS):
+        market_code = pure_code[-2:].lower()
+        pure_code = pure_code[:-3]
+    elif starts_with(pure_code, SHANGHAI_MAIN_BOARD_PREFIXES):
+        market_code = MARKET_SHANGHAI
+    elif starts_with(pure_code, SHENZHEN_MAIN_BOARD_PREFIXES):
+        market_code = MARKET_SHENZHEN
+    elif starts_with(pure_code, SHANGHAI_SPECIAL_PREFIXES):
+        market_code = MARKET_SHANGHAI
+    elif starts_with(pure_code, SECTOR_PREFIXES):
+        market_code = MARKET_SHANGHAI
+    elif starts_with(pure_code, BEIJING_MAIN_BOARD_PREFIXES):
+        market_code = MARKET_BEIJING
+
+    market_id = MarketType.ShangHai
+    if market_code == MARKET_SHANGHAI:
+        market_id = MarketType.ShangHai
+    elif market_code == MARKET_SHENZHEN:
+        market_id = MarketType.ShenZhen
+    elif market_code == MARKET_BEIJING:
+        market_id = MarketType.BeiJing
+    elif market_code == MARKET_HONGKONG:
+        market_id = MarketType.HongKong
+    
+    return market_id, market_code, pure_code
+
+def assert_index_by_market_and_code(market_id: MarketType, symbol: str) -> bool:
+    if market_id == MarketType.ShangHai and starts_with(symbol, ["000", "880", "881"]):
+        return True
+    if market_id == MarketType.ShenZhen and starts_with(symbol, ["399"]):
+        return True
+    if market_id == MarketType.BeiJing and starts_with(symbol, ["899"]):
+        return True
+    return False
+
+def assert_index_by_security_code(security_code: str) -> bool:
+    market_id, _, code = detect_market(security_code)
+    return assert_index_by_market_and_code(market_id, code)
+
+def assert_block_by_security_code(security_code: str) -> Tuple[bool, str]:
+    market_id, flag, code = detect_market(security_code)
+    if market_id != MarketType.ShangHai or not starts_with(code, SECTOR_PREFIXES):
+        return False, security_code
+    return True, flag + code
+
+def assert_etf_by_market_and_code(market_id: MarketType, symbol: str) -> bool:
+    return market_id == MarketType.ShangHai and starts_with(symbol, ["510"])
+
+def assert_stock_by_market_and_code(market_id: MarketType, symbol: str) -> bool:
+    if market_id == MarketType.ShangHai and starts_with(symbol, ["60", "68", "510"]):
+        return True
+    if market_id == MarketType.ShenZhen and starts_with(symbol, ["00", "30"]):
+        return True
+    if market_id == MarketType.BeiJing and starts_with(symbol, ["40", "43", "83", "87", "88", "420", "820", "920"]):
+        return True
+    return False
+
+def assert_stock_by_security_code(security_code: str) -> bool:
+    market_id, _, code = detect_market(security_code)
+    return assert_stock_by_market_and_code(market_id, code)
+
+def correct_security_code(symbol: str) -> str:
+    if not symbol:
+        return ""
+    _, m_flag, m_symbol = detect_market(symbol)
+    return m_flag + m_symbol
+
+def assert_code(security_code: str) -> TargetKind:
+    market_id, _, code = detect_market(security_code)
+    if market_id == MarketType.ShangHai:
+        if starts_with(code, SECTOR_PREFIXES):
+            return TargetKind.BLOCK
+        if starts_with(code, ["000"]):
+            return TargetKind.INDEX
+        if starts_with(code, ["5"]):
+            return TargetKind.ETF
+    if market_id == MarketType.ShenZhen:
+        if starts_with(code, ["399"]):
+            return TargetKind.INDEX
+        if starts_with(code, ["159"]):
+            return TargetKind.ETF
+    if market_id == MarketType.BeiJing and starts_with(code, ["899"]):
+        return TargetKind.INDEX
+    return TargetKind.STOCK
+
+def check_index_and_stock(security_code: str) -> bool:
+    if assert_index_by_security_code(security_code):
+        return True
+    if assert_stock_by_security_code(security_code):
+        return True
+    return False