quantdb-sdk 0.1.3__tar.gz → 0.2.0__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (23) hide show
  1. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/CHANGELOG.md +17 -0
  2. {quantdb_sdk-0.1.3/quantdb_sdk.egg-info → quantdb_sdk-0.2.0}/PKG-INFO +20 -2
  3. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/README.md +21 -3
  4. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/pyproject.toml +1 -1
  5. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk/__init__.py +1 -1
  6. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk/async_client.py +138 -32
  7. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk/client.py +223 -44
  8. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0/quantdb_sdk.egg-info}/PKG-INFO +20 -2
  9. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/tests/test_async_client.py +29 -2
  10. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/tests/test_client.py +54 -4
  11. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/LICENSE +0 -0
  12. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/MANIFEST.in +0 -0
  13. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk/__main__.py +0 -0
  14. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk/_utils.py +0 -0
  15. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk/errors.py +0 -0
  16. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk/py.typed +0 -0
  17. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk.egg-info/SOURCES.txt +0 -0
  18. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk.egg-info/dependency_links.txt +0 -0
  19. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk.egg-info/entry_points.txt +0 -0
  20. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk.egg-info/requires.txt +0 -0
  21. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/quantdb_sdk.egg-info/top_level.txt +0 -0
  22. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/setup.cfg +0 -0
  23. {quantdb_sdk-0.1.3 → quantdb_sdk-0.2.0}/tests/test_technical_indicators.py +0 -0
@@ -3,6 +3,23 @@
3
3
  所有 notable 变更都会记录在此文件。格式基于 [Keep a Changelog](https://keepachangelog.com/zh-CN/1.1.0/),
4
4
  版本号遵循 [Semantic Versioning](https://semver.org/lang/zh-CN/)。
5
5
 
6
+ ## [0.2.0] - 2026-07-26
7
+
8
+ ### Added
9
+ - **V1/V2 布局兼容**:同步与异步客户端的下载、Manifest、DataFrame、K 线和 Tick 接口均支持 `layout="auto" | "v1" | "v2"`。
10
+ - **V2 release 增量同步**:`sync_dataset()` / `a_sync_dataset()` 使用发布 cursor,同步 daily 与 patch 对象;文件 SHA-256 校验和原子落盘成功后才推进 cursor。
11
+
12
+ ### Changed
13
+ - `query_kline()` 在给出日期范围时优先 V2 日切片;V2 覆盖缺日时自动模式整体回退 V1,显式 V2 则返回覆盖错误。未给日期范围时保持 V1 全历史行为。
14
+ - 下载接口支持 ETag 条件请求;服务端命中 `304 Not Modified` 时不传输对象正文、不扣下载流量。
15
+
16
+ ## [0.1.4] - 2026-07-25
17
+
18
+ ### Fixed
19
+ - **用户名密码登录**:先初始化 HTTP 会话再登录,修复 `QuantDBClient(username=..., password=...)` 初始化时访问未创建会话的错误。
20
+ - **API Key 删除**:`delete_api_key()` / `a_delete_api_key()` 改为调用服务端实际的 `DELETE /api/v1/auth/api-keys/{id}` 接口,并明确接受 API Key ID。
21
+ - **流量用量**:`get_usage()` / `a_get_usage()` 将余额购买的额外流量纳入剩余流量和活跃状态计算,并新增 `purchased_gb` 返回字段。
22
+
6
23
  ## [0.1.3] - 2026-07-25
7
24
 
8
25
  ### Changed
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: quantdb-sdk
3
- Version: 0.1.3
3
+ Version: 0.2.0
4
4
  Summary: QuantDB 量化数据平台官方 Python SDK
5
5
  Author: QuantDB Team
6
6
  License: MIT
@@ -88,9 +88,27 @@ client = QuantDBClient(username="admin", password="admin123")
88
88
  - **账户管理**:查询用户信息、用量、API Key、订阅与订单。
89
89
  - **异步客户端**:基于 httpx,适用于 asyncio 量化框架。
90
90
 
91
+ ## V1 / V2 数据布局
92
+
93
+ COS 同时保留 V1(按股票历史文件)和 V2(按交易日全市场分区)。所有下载相关接口均可传入
94
+ `layout="auto" | "v1" | "v2"`。默认 `auto` 的规则是:给出 K 线日期范围时优先 V2;若任一
95
+ 交易日没有 V2 分区,则整次请求回退 V1,绝不混合两种口径;未给日期范围时读取 V1 全历史文件。
96
+
97
+ ```python
98
+ # 按日期范围优先 V2;覆盖不完整时自动回退 V1
99
+ df = client.query_kline("600519.SH", start_date="2026-07-01", end_date="2026-07-24")
100
+
101
+ # 强制指定物理布局;layout="v2" 缺日时会明确报错
102
+ latest = client.download_file("1", "daily_forward", trade_date="2026-07-24", layout="v2")
103
+ history = client.download_file("1", "daily_forward", symbol="600519.SH", layout="v1")
104
+
105
+ # 以发布清单为 cursor 做原子化增量同步(含 V2 patch)
106
+ result = client.sync_dataset("daily_forward", save_dir="D:/quantdb-data")
107
+ ```
108
+
91
109
  ## 流量说明
92
110
 
93
- 每月前 30 GB 下载流量免费,超出部分按 ¥1/GB 计费;账户余额不足时,下载会被限流,充值后即可恢复。
111
+ 免费注册用户获赠 100 MB 一次性体验流量;订阅用户每月含 30 GB 下载流量,超出部分按 ¥1/GB 从账户余额扣减。余额不足时下载会被拦截。
94
112
 
95
113
  ## 文档
96
114
 
@@ -43,17 +43,35 @@ print(df.head())
43
43
  client = QuantDBClient(username="admin", password="admin123")
44
44
  ```
45
45
 
46
- ## 核心功能
46
+ ## 核心功能
47
47
 
48
48
  - **数据查询**:K 线、Tick 通过下载 Parquet 切片后客户端解析(消耗流量);股票列表、交易日历、元数据走网关 JSON(不计流量)。
49
49
  - **数据下载**:Parquet 文件下载或直读 DataFrame,计入订阅流量。
50
50
  - **本地分析**:基于 DuckDB 对本地 Parquet 执行 SQL。
51
51
  - **账户管理**:查询用户信息、用量、API Key、订阅与订单。
52
- - **异步客户端**:基于 httpx,适用于 asyncio 量化框架。
52
+ - **异步客户端**:基于 httpx,适用于 asyncio 量化框架。
53
+
54
+ ## V1 / V2 数据布局
55
+
56
+ COS 同时保留 V1(按股票历史文件)和 V2(按交易日全市场分区)。所有下载相关接口均可传入
57
+ `layout="auto" | "v1" | "v2"`。默认 `auto` 的规则是:给出 K 线日期范围时优先 V2;若任一
58
+ 交易日没有 V2 分区,则整次请求回退 V1,绝不混合两种口径;未给日期范围时读取 V1 全历史文件。
59
+
60
+ ```python
61
+ # 按日期范围优先 V2;覆盖不完整时自动回退 V1
62
+ df = client.query_kline("600519.SH", start_date="2026-07-01", end_date="2026-07-24")
63
+
64
+ # 强制指定物理布局;layout="v2" 缺日时会明确报错
65
+ latest = client.download_file("1", "daily_forward", trade_date="2026-07-24", layout="v2")
66
+ history = client.download_file("1", "daily_forward", symbol="600519.SH", layout="v1")
67
+
68
+ # 以发布清单为 cursor 做原子化增量同步(含 V2 patch)
69
+ result = client.sync_dataset("daily_forward", save_dir="D:/quantdb-data")
70
+ ```
53
71
 
54
72
  ## 流量说明
55
73
 
56
- 每月前 30 GB 下载流量免费,超出部分按 ¥1/GB 计费;账户余额不足时,下载会被限流,充值后即可恢复。
74
+ 免费注册用户获赠 100 MB 一次性体验流量;订阅用户每月含 30 GB 下载流量,超出部分按 ¥1/GB 从账户余额扣减。余额不足时下载会被拦截。
57
75
 
58
76
  ## 文档
59
77
 
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
4
4
 
5
5
  [project]
6
6
  name = "quantdb-sdk"
7
- version = "0.1.3"
7
+ version = "0.2.0"
8
8
  description = "QuantDB 量化数据平台官方 Python SDK"
9
9
  readme = "README.md"
10
10
  license = {text = "MIT"}
@@ -5,7 +5,7 @@ try:
5
5
  # 注意:此处用 PyPI 包名(连字符)查找版本号,不是模块名(下划线)
6
6
  __version__ = version("quantdb-sdk")
7
7
  except ImportError:
8
- __version__ = "0.1.0"
8
+ __version__ = "0.2.0"
9
9
 
10
10
  from .async_client import AsyncQuantDBClient
11
11
  from .client import DuckDBWarehouse, QuantDBClient
@@ -1,9 +1,11 @@
1
1
  """QuantDB 异步 Python SDK(基于 httpx)。"""
2
2
 
3
+ import hashlib
3
4
  import io
4
5
  import os
5
6
  import re
6
- from typing import Any, Dict, List, Optional
7
+ import sqlite3
8
+ from typing import Any, Dict, List, Optional, Literal
7
9
 
8
10
  import httpx
9
11
  import pandas as pd
@@ -35,7 +37,7 @@ class AsyncQuantDBClient:
35
37
  ):
36
38
  self.api_host = api_host.rstrip("/")
37
39
  self.timeout = timeout
38
- headers = {"User-Agent": "QuantDB-Python-SDK/0.1.3"}
40
+ headers = {"User-Agent": "QuantDB-Python-SDK/0.2.0"}
39
41
  if api_key:
40
42
  headers["X-API-Key"] = api_key
41
43
  elif token:
@@ -58,6 +60,30 @@ class AsyncQuantDBClient:
58
60
  """清空进程内 Parquet 缓存(强制下次重新下载最新数据)。"""
59
61
  self._cache.clear()
60
62
 
63
+ @staticmethod
64
+ def _validate_layout(layout: str) -> Literal["auto", "v1", "v2"]:
65
+ if layout not in {"auto", "v1", "v2"}:
66
+ raise ValidationError("layout 仅支持 auto、v1 或 v2")
67
+ return layout # type: ignore[return-value]
68
+
69
+ @staticmethod
70
+ def _normalise_kline(df: pd.DataFrame, start_date: Optional[str], end_date: Optional[str], fields: str, limit: Optional[int]) -> pd.DataFrame:
71
+ if "time" in df.columns:
72
+ dt = pd.to_datetime(df["time"], errors="coerce")
73
+ elif "trade_date" in df.columns:
74
+ dt = pd.to_datetime(df["trade_date"], errors="coerce")
75
+ else:
76
+ dt = pd.Series(pd.NaT, index=df.index)
77
+ mask = pd.Series(True, index=df.index)
78
+ if start_date: mask &= dt >= pd.to_datetime(start_date)
79
+ if end_date: mask &= dt <= pd.to_datetime(end_date)
80
+ result = df.loc[mask].copy()
81
+ result["trade_date"] = dt.loc[mask].dt.strftime("%Y-%m-%d")
82
+ result = result.drop(columns=["time"], errors="ignore").sort_values("trade_date", kind="stable").drop_duplicates("trade_date", keep="last")
83
+ wanted = [x.strip() for x in fields.split(",") if x.strip()]
84
+ result = result[["trade_date"] + [x for x in wanted if x in result.columns]]
85
+ return (result.tail(limit) if limit is not None else result).reset_index(drop=True)
86
+
61
87
  async def __aenter__(self) -> "AsyncQuantDBClient":
62
88
  return self
63
89
 
@@ -82,6 +108,10 @@ class AsyncQuantDBClient:
82
108
  resp = await self._request("POST", path, json=json)
83
109
  return self._check_response(resp)
84
110
 
111
+ async def _delete(self, path: str) -> dict:
112
+ resp = await self._request("DELETE", path)
113
+ return self._check_response(resp)
114
+
85
115
  def _check_response(self, response: httpx.Response) -> dict:
86
116
  if response.status_code == 200:
87
117
  try:
@@ -123,15 +153,17 @@ class AsyncQuantDBClient:
123
153
  used = data.get("used_traffic", 0)
124
154
  limit = data.get("traffic_limit", 0)
125
155
  credit = data.get("credit_limit", 0)
156
+ purchased = data.get("purchased_traffic", 0)
126
157
  subscription = data.get("subscription", {}) or {}
127
158
  return {
128
159
  "used_gb": bytes_to_gb(used),
129
160
  "limit_gb": bytes_to_gb(limit),
130
161
  "credit_gb": bytes_to_gb(credit),
131
- "remaining_gb": max(0.0, bytes_to_gb(limit + credit - used)),
162
+ "purchased_gb": bytes_to_gb(purchased),
163
+ "remaining_gb": max(0.0, bytes_to_gb(limit + credit + purchased - used)),
132
164
  "balance_yuan": data.get("balance_yuan", 0.0),
133
165
  "subscription": subscription,
134
- "is_active": subscription.get("status") == "active" and used < limit + credit,
166
+ "is_active": subscription.get("status") == "active" and used < limit + credit + purchased,
135
167
  }
136
168
 
137
169
  async def a_register(self, username: str, email: str, password: str) -> Dict[str, Any]:
@@ -159,16 +191,16 @@ class AsyncQuantDBClient:
159
191
  """创建新的 API Key(每个账号限制 1 个有效 Key)。"""
160
192
  return await self._post("/api/v1/auth/api-keys", json={"description": description})
161
193
 
162
- async def a_delete_api_key(self, key_token: str) -> Dict[str, Any]:
194
+ async def a_delete_api_key(self, key_id: int) -> Dict[str, Any]:
163
195
  """删除指定的 API Key。
164
196
 
165
197
  Args:
166
- key_token: 要删除的 API Key 令牌。
198
+ key_id: ``a_list_api_keys()`` 返回的 API Key ID。
167
199
 
168
200
  Returns:
169
201
  删除结果信息。
170
202
  """
171
- return await self._post(f"/api/v1/auth/api-keys/{key_token}/delete")
203
+ return await self._delete(f"/api/v1/auth/api-keys/{key_id}")
172
204
 
173
205
  # ========== 订阅与支付 ==========
174
206
 
@@ -200,31 +232,31 @@ class AsyncQuantDBClient:
200
232
  end_date: Optional[str] = None,
201
233
  fields: str = "open,high,low,close,volume,amount",
202
234
  limit: Optional[int] = None,
235
+ layout: Literal["auto", "v1", "v2"] = "auto",
203
236
  ) -> pd.DataFrame:
204
237
  """查询 K 线数据(下载 COS parquet 切片后客户端解析,消耗下载流量,异步)。"""
238
+ layout = self._validate_layout(layout)
205
239
  sub_category = f"daily_{adj_type}"
206
- df = await self.a_load_as_df("1", sub_category, symbol)
207
- # 日期过滤:K线 parquet 的日期列为 'time',对外以 'trade_date' 暴露。
208
- if "time" in df.columns:
209
- dt = pd.to_datetime(df["time"], errors="coerce")
210
- if dt.dt.tz is not None:
211
- dt = dt.dt.tz_convert(None)
212
- mask = pd.Series(True, index=df.index)
213
- if start_date:
214
- mask &= dt >= pd.to_datetime(start_date)
215
- if end_date:
216
- mask &= dt <= pd.to_datetime(end_date)
217
- df = df[mask].copy()
218
- df["trade_date"] = dt[mask].dt.strftime("%Y-%m-%d")
219
- df = df.drop(columns=["time"])
220
- field_list = [f.strip() for f in fields.split(",") if f.strip()]
221
- cols = [c for c in field_list if c in df.columns]
222
- keep = (["trade_date"] if "trade_date" in df.columns else []) + cols
223
- keep = list(dict.fromkeys(keep))
224
- df = df[keep]
225
- if limit is not None:
226
- df = df.tail(limit)
227
- return df.reset_index(drop=True)
240
+ if layout == "v1" or (layout == "auto" and not (start_date or end_date)):
241
+ return self._normalise_kline(await self.a_load_as_df("1", sub_category, symbol, layout="v1"), start_date, end_date, fields, limit)
242
+ files = await self.a_query_manifest("1", sub_category, layout="v2")
243
+ selected = [f for f in files if (not start_date or f.get("trade_date", "") >= start_date) and (not end_date or f.get("trade_date", "") <= end_date)]
244
+ calendar = await self.a_query_calendar(start_date, end_date)
245
+ expected = set()
246
+ if not calendar.empty:
247
+ date_col = next((c for c in ("trade_date", "date", "cal_date") if c in calendar.columns), None)
248
+ open_col = next((c for c in ("is_open", "is_trading_day", "open") if c in calendar.columns), None)
249
+ if date_col:
250
+ rows = calendar if not open_col else calendar[calendar[open_col].astype(str).isin(["1", "True", "true"])]
251
+ expected = set(pd.to_datetime(rows[date_col], errors="coerce").dropna().dt.strftime("%Y-%m-%d"))
252
+ if not selected or (expected and not expected.issubset({f.get("trade_date") for f in selected})):
253
+ if layout == "auto":
254
+ return self._normalise_kline(await self.a_load_as_df("1", sub_category, symbol, layout="v1"), start_date, end_date, fields, limit)
255
+ raise NotFoundError("V2 日切片在请求日期范围内覆盖不完整;请改用 layout='auto' 或 'v1'")
256
+ frames = [await self.a_load_as_df("1", sub_category, symbol, trade_date=f["trade_date"], layout="v2") for f in selected]
257
+ df = pd.concat(frames, ignore_index=True, sort=False)
258
+ if "symbol" in df.columns: df = df[df["symbol"].astype(str).str.upper() == symbol.upper()].copy()
259
+ return self._normalise_kline(df, start_date, end_date, fields, limit)
228
260
 
229
261
  async def a_query_tick(
230
262
  self,
@@ -234,9 +266,10 @@ class AsyncQuantDBClient:
234
266
  end_ts: Optional[str] = None,
235
267
  fields: str = "last_price,open,high,low,last_close,volume,amount",
236
268
  limit: Optional[int] = None,
269
+ layout: Literal["auto", "v1", "v2"] = "auto",
237
270
  ) -> pd.DataFrame:
238
271
  """查询 Tick 分笔数据(下载 COS parquet 切片后客户端解析,消耗下载流量,异步)。"""
239
- df = await self.a_load_as_df("1", "tick_data", symbol, trade_date=trade_date)
272
+ df = await self.a_load_as_df("1", "tick_data", symbol, trade_date=trade_date, layout=layout)
240
273
  ts_col = "ts" if "ts" in df.columns else ("time" if "time" in df.columns else None)
241
274
  if ts_col and (start_ts or end_ts):
242
275
  ts = pd.to_datetime(df[ts_col], errors="coerce")
@@ -286,11 +319,13 @@ class AsyncQuantDBClient:
286
319
  category_id: str,
287
320
  sub_category: str,
288
321
  trade_date: Optional[str] = None,
322
+ layout: Literal["auto", "v1", "v2"] = "auto",
289
323
  ) -> List[Dict[str, Any]]:
290
324
  params: Dict[str, Any] = {
291
325
  "category_id": category_id,
292
326
  "sub_category": sub_category,
293
327
  }
328
+ params["layout"] = self._validate_layout(layout)
294
329
  if trade_date:
295
330
  params["trade_date"] = trade_date
296
331
  data = await self._get("/api/v1/data/download/manifest", params)
@@ -336,6 +371,8 @@ class AsyncQuantDBClient:
336
371
  symbol: Optional[str] = None,
337
372
  save_dir: Optional[str] = None,
338
373
  trade_date: Optional[str] = None,
374
+ layout: Literal["auto", "v1", "v2"] = "auto",
375
+ object_key: Optional[str] = None,
339
376
  ) -> str:
340
377
  if save_dir is None:
341
378
  save_dir = default_download_dir()
@@ -347,8 +384,11 @@ class AsyncQuantDBClient:
347
384
  }
348
385
  if symbol:
349
386
  params["symbol"] = symbol
387
+ params["layout"] = self._validate_layout(layout)
350
388
  if trade_date:
351
389
  params["trade_date"] = trade_date
390
+ if object_key:
391
+ params["object_key"] = object_key
352
392
 
353
393
  async with self.client.stream(
354
394
  "GET", f"{self.api_host}/api/v1/data/download", params=params
@@ -370,10 +410,12 @@ class AsyncQuantDBClient:
370
410
  filename = parse_filename_from_content_disposition(cd, fallback)
371
411
 
372
412
  save_path = os.path.join(save_dir, filename)
373
- with open(save_path, "wb") as f:
413
+ tmp_path = save_path + ".part"
414
+ with open(tmp_path, "wb") as f:
374
415
  async for chunk in resp.aiter_bytes(chunk_size=8192):
375
416
  if chunk:
376
417
  f.write(chunk)
418
+ os.replace(tmp_path, save_path)
377
419
  return os.path.abspath(save_path)
378
420
 
379
421
  async def a_load_as_df(
@@ -382,20 +424,26 @@ class AsyncQuantDBClient:
382
424
  sub_category: str,
383
425
  symbol: Optional[str] = None,
384
426
  trade_date: Optional[str] = None,
427
+ layout: Literal["auto", "v1", "v2"] = "auto",
428
+ object_key: Optional[str] = None,
385
429
  ) -> pd.DataFrame:
386
430
  """远端 Parquet 切片加载到内存 DataFrame(消耗下载流量,异步)。
387
431
 
388
432
  带进程内 ETag 缓存:同对象(ETag 未变)不重复下载,避免重复计费。
389
433
  """
390
- cache_key = f"{category_id}/{sub_category}/{symbol}/{trade_date}"
434
+ layout = self._validate_layout(layout)
435
+ cache_key = f"{category_id}/{sub_category}/{symbol}/{trade_date}/{layout}/{object_key or ''}"
391
436
  params: Dict[str, Any] = {
392
437
  "category_id": category_id,
393
438
  "sub_category": sub_category,
394
439
  }
395
440
  if symbol:
396
441
  params["symbol"] = symbol
442
+ params["layout"] = layout
397
443
  if trade_date:
398
444
  params["trade_date"] = trade_date
445
+ if object_key:
446
+ params["object_key"] = object_key
399
447
  cached = self._cache.get(cache_key)
400
448
  req_headers = {}
401
449
  if cached and cached.get("etag"):
@@ -473,3 +521,61 @@ class AsyncQuantDBClient:
473
521
  else:
474
522
  sql = f"SELECT * FROM '{clean_path}' WHERE {sql}"
475
523
  return duckdb.query(sql).df()
524
+
525
+ async def a_sync_dataset(self, dataset: str, save_dir: Optional[str] = None, after_release: Optional[str] = None) -> Dict[str, Any]:
526
+ """异步版 release 增量同步;状态格式与 ``sync_dataset`` 兼容。"""
527
+ category_map = {
528
+ "daily_unadjusted": "1", "daily_forward": "1", "daily_backward": "1", "index_daily": "1",
529
+ "min1_kline": "1", "min5_kline": "1", "margin_trading": "2", "valuation": "5",
530
+ "technical_indicators": "5", "market_sentiment": "5", "features_daily": "6",
531
+ }
532
+ if dataset not in category_map: raise ValidationError(f"不支持同步的数据集: {dataset}")
533
+ root = os.path.abspath(save_dir or default_download_dir()); os.makedirs(root, exist_ok=True)
534
+ state = sqlite3.connect(os.path.join(root, "quantdb_sync.sqlite"))
535
+ state.execute("CREATE TABLE IF NOT EXISTS objects (key TEXT PRIMARY KEY, etag TEXT, sha256 TEXT, path TEXT, layout TEXT, dataset TEXT)")
536
+ cols = {row[1] for row in state.execute("PRAGMA table_info(objects)")}
537
+ if "dataset" not in cols: state.execute("ALTER TABLE objects ADD COLUMN dataset TEXT")
538
+ state.execute("CREATE TABLE IF NOT EXISTS releases (dataset TEXT PRIMARY KEY, release_id TEXT NOT NULL)")
539
+ downloaded: List[str] = []
540
+ try:
541
+ persisted = state.execute("SELECT release_id FROM releases WHERE dataset=?", (dataset,)).fetchone()
542
+ cursor = after_release if after_release is not None else (persisted[0] if persisted else "")
543
+ releases = (await self._get("/api/v1/data/releases", {"datasets": dataset, "after_release": cursor})).get("releases", [])
544
+ if releases:
545
+ for release in releases:
546
+ for obj in release.get("objects", []):
547
+ key, target = obj["key"], os.path.join(root, *obj["key"].split("/"))
548
+ old = state.execute("SELECT etag,sha256,path FROM objects WHERE key=?", (key,)).fetchone()
549
+ if old and old[0] == obj.get("etag") and old[1] == obj.get("sha256") and os.path.exists(old[2]): continue
550
+ os.makedirs(os.path.dirname(target), exist_ok=True)
551
+ tmp, digest = target + ".part", hashlib.sha256()
552
+ async with self.client.stream("GET", f"{self.api_host}/api/v1/data/download", params={"category_id": category_map[dataset], "sub_category": dataset, "layout": "v2", "object_key": key}) as resp:
553
+ if resp.status_code != 200:
554
+ body = await resp.aread(); self._check_response(httpx.Response(resp.status_code, content=body)); raise QuantDBError("下载失败")
555
+ try:
556
+ with open(tmp, "wb") as fh:
557
+ async for chunk in resp.aiter_bytes(1024 * 1024):
558
+ if chunk: fh.write(chunk); digest.update(chunk)
559
+ actual = digest.hexdigest()
560
+ if obj.get("sha256") and actual.lower() != obj["sha256"].lower(): raise ServerError("对象 SHA-256 校验失败")
561
+ os.replace(tmp, target)
562
+ except Exception:
563
+ if os.path.exists(tmp): os.remove(tmp)
564
+ raise
565
+ state.execute("INSERT OR REPLACE INTO objects(key,etag,sha256,path,layout,dataset) VALUES(?,?,?,?,?,?)", (key, obj.get("etag"), actual, target, "v2_daily_partition", dataset)); downloaded.append(key)
566
+ state.execute("INSERT OR REPLACE INTO releases(dataset,release_id) VALUES(?,?)", (dataset, release["release_id"])); state.commit()
567
+ return {"dataset": dataset, "layout": "v2_daily_partition", "downloaded": downloaded, "after_release": cursor, "release_id": releases[-1]["release_id"]}
568
+ if persisted: return {"dataset": dataset, "layout": "v2_daily_partition", "downloaded": [], "after_release": cursor, "release_id": persisted[0]}
569
+ files = (await self._get("/api/v1/data/download/manifest", {"category_id": category_map[dataset], "sub_category": dataset, "layout": "v1"})).get("files", [])
570
+ for obj in files:
571
+ key, target = obj["key"], os.path.join(root, *(obj.get("relative_path") or obj["key"]).split("/"))
572
+ old = state.execute("SELECT etag,path FROM objects WHERE key=?", (key,)).fetchone()
573
+ if old and old[0] == obj.get("etag") and os.path.exists(old[1]): continue
574
+ await self.a_download_file(category_map[dataset], dataset, symbol=obj.get("symbol"), save_dir=os.path.dirname(target), layout="v1")
575
+ # 下载文件名来自服务端,按清单目标路径归位以保证本地根目录同构。
576
+ source = os.path.join(os.path.dirname(target), os.path.basename(target))
577
+ if os.path.abspath(source) != os.path.abspath(target): os.replace(source, target)
578
+ state.execute("INSERT OR REPLACE INTO objects(key,etag,sha256,path,layout,dataset) VALUES(?,?,?,?,?,?)", (key, obj.get("etag"), "", target, "v1_symbol", dataset)); downloaded.append(key)
579
+ state.commit(); return {"dataset": dataset, "layout": "v1_symbol", "downloaded": downloaded, "after_release": cursor}
580
+ finally:
581
+ state.close()
@@ -1,9 +1,12 @@
1
1
  """QuantDB 同步 Python SDK。"""
2
2
 
3
+ import hashlib
3
4
  import io
4
5
  import os
5
6
  import re
6
- from typing import Any, Dict, List, Optional
7
+ import sqlite3
8
+ import glob
9
+ from typing import Any, Dict, List, Optional, Literal
7
10
 
8
11
  import pandas as pd
9
12
  import requests
@@ -42,6 +45,10 @@ class QuantDBClient:
42
45
  self.timeout = timeout
43
46
  self.token: Optional[str] = None
44
47
  self.headers: Dict[str, str] = {}
48
+ self.session = requests.Session()
49
+ # User-Agent 中的版本与 pyproject.toml 同步,用于服务端日志归因
50
+ # 维护提示:每次版本号变化必须同步改这里(init 里的 __version__ 走 metadata 自动同步)
51
+ self.session.headers.update({"User-Agent": "QuantDB-Python-SDK/0.2.0"})
45
52
 
46
53
  if api_key:
47
54
  self.headers = {"X-API-Key": api_key}
@@ -50,10 +57,6 @@ class QuantDBClient:
50
57
  else:
51
58
  raise ValueError("必须提供 api_key 或 username+password")
52
59
 
53
- self.session = requests.Session()
54
- # User-Agent 中的版本与 pyproject.toml 同步,用于服务端日志归因
55
- # 维护提示:每次版本号变化必须同步改这里(init 里的 __version__ 走 metadata 自动同步)
56
- self.session.headers.update({"User-Agent": "QuantDB-Python-SDK/0.1.3"})
57
60
  if self.headers:
58
61
  self.session.headers.update(self.headers)
59
62
 
@@ -112,6 +115,10 @@ class QuantDBClient:
112
115
  resp = self._request("POST", path, json=json)
113
116
  return self._check_response(resp)
114
117
 
118
+ def _delete(self, path: str) -> dict:
119
+ resp = self._request("DELETE", path)
120
+ return self._check_response(resp)
121
+
115
122
  def _check_response(self, response: requests.Response) -> dict:
116
123
  if response.status_code == 200:
117
124
  try:
@@ -151,6 +158,39 @@ class QuantDBClient:
151
158
  """
152
159
  self._cache.clear()
153
160
 
161
+ @staticmethod
162
+ def _validate_layout(layout: str) -> Literal["auto", "v1", "v2"]:
163
+ if layout not in {"auto", "v1", "v2"}:
164
+ raise ValidationError("layout 仅支持 auto、v1 或 v2")
165
+ return layout # type: ignore[return-value]
166
+
167
+ @staticmethod
168
+ def _normalise_kline(df: pd.DataFrame, start_date: Optional[str], end_date: Optional[str], fields: str, limit: Optional[int]) -> pd.DataFrame:
169
+ """统一 V1/V2 日线结果并在客户端按标的、日期与字段过滤。"""
170
+ if "time" in df.columns:
171
+ dt = pd.to_datetime(df["time"], errors="coerce")
172
+ if getattr(dt.dt, "tz", None) is not None:
173
+ dt = dt.dt.tz_convert(None)
174
+ elif "trade_date" in df.columns:
175
+ dt = pd.to_datetime(df["trade_date"], errors="coerce")
176
+ else:
177
+ dt = pd.Series(pd.NaT, index=df.index)
178
+ mask = pd.Series(True, index=df.index)
179
+ if start_date:
180
+ mask &= dt >= pd.to_datetime(start_date)
181
+ if end_date:
182
+ mask &= dt <= pd.to_datetime(end_date)
183
+ result = df.loc[mask].copy()
184
+ result["trade_date"] = dt.loc[mask].dt.strftime("%Y-%m-%d")
185
+ result = result.drop(columns=["time"], errors="ignore")
186
+ result = result.sort_values("trade_date", kind="stable").drop_duplicates("trade_date", keep="last")
187
+ wanted = [x.strip() for x in fields.split(",") if x.strip()]
188
+ columns = ["trade_date"] + [x for x in wanted if x in result.columns]
189
+ result = result.loc[:, list(dict.fromkeys(columns))]
190
+ if limit is not None:
191
+ result = result.tail(limit)
192
+ return result.reset_index(drop=True)
193
+
154
194
  # ========== 账户信息 ==========
155
195
 
156
196
  def get_me(self) -> Dict[str, Any]:
@@ -163,15 +203,17 @@ class QuantDBClient:
163
203
  used = data.get("used_traffic", 0)
164
204
  limit = data.get("traffic_limit", 0)
165
205
  credit = data.get("credit_limit", 0)
206
+ purchased = data.get("purchased_traffic", 0)
166
207
  subscription = data.get("subscription", {}) or {}
167
208
  return {
168
209
  "used_gb": bytes_to_gb(used),
169
210
  "limit_gb": bytes_to_gb(limit),
170
211
  "credit_gb": bytes_to_gb(credit),
171
- "remaining_gb": max(0.0, bytes_to_gb(limit + credit - used)),
212
+ "purchased_gb": bytes_to_gb(purchased),
213
+ "remaining_gb": max(0.0, bytes_to_gb(limit + credit + purchased - used)),
172
214
  "balance_yuan": data.get("balance_yuan", 0.0),
173
215
  "subscription": subscription,
174
- "is_active": subscription.get("status") == "active" and used < limit + credit,
216
+ "is_active": subscription.get("status") == "active" and used < limit + credit + purchased,
175
217
  }
176
218
 
177
219
  def register(self, username: str, email: str, password: str) -> Dict[str, Any]:
@@ -203,16 +245,16 @@ class QuantDBClient:
203
245
  """创建新的 API Key(每个账号限制 1 个有效 Key)。"""
204
246
  return self._post("/api/v1/auth/api-keys", json={"description": description})
205
247
 
206
- def delete_api_key(self, key_token: str) -> Dict[str, Any]:
248
+ def delete_api_key(self, key_id: int) -> Dict[str, Any]:
207
249
  """删除指定的 API Key。
208
250
 
209
251
  Args:
210
- key_token: 要删除的 API Key 令牌。
252
+ key_id: ``list_api_keys()`` 返回的 API Key ID。
211
253
 
212
254
  Returns:
213
255
  删除结果信息。
214
256
  """
215
- return self._post(f"/api/v1/auth/api-keys/{key_token}/delete")
257
+ return self._delete(f"/api/v1/auth/api-keys/{key_id}")
216
258
 
217
259
  # ========== 订阅与支付 ==========
218
260
 
@@ -247,37 +289,42 @@ class QuantDBClient:
247
289
  end_date: Optional[str] = None,
248
290
  fields: str = "open,high,low,close,volume,amount",
249
291
  limit: Optional[int] = None,
292
+ layout: Literal["auto", "v1", "v2"] = "auto",
250
293
  ) -> pd.DataFrame:
251
294
  """查询 K 线数据(下载 COS parquet 切片后客户端解析,消耗下载流量)。
252
295
 
253
- 下载整个 symbol 的日线 parquet,按 start_date/end_date 过滤日期、按 fields 选列。
254
- limit 非 None 时只返回尾部 limit 行。
296
+ ``auto`` 在提供日期范围时优先 V2 全市场日分区;如 V2 覆盖不完整,
297
+ 整次回退 V1 股票历史文件。未提供日期范围时直接使用 V1,以保持旧版
298
+ ``query_kline`` 的全历史语义。显式 ``v2`` 不会静默回退。
255
299
  """
300
+ layout = self._validate_layout(layout)
256
301
  sub_category = f"daily_{adj_type}"
257
- df = self.load_as_df("1", sub_category, symbol)
258
- # 日期过滤:K线 parquet 的日期列为 'time'(采集端 01_kline.py 统一命名)。
259
- # 对外仍以 'trade_date' 暴露(YYYY-MM-DD),便于用户按日期理解。
260
- if "time" in df.columns:
261
- dt = pd.to_datetime(df["time"], errors="coerce")
262
- if dt.dt.tz is not None:
263
- dt = dt.dt.tz_convert(None)
264
- mask = pd.Series(True, index=df.index)
265
- if start_date:
266
- mask &= dt >= pd.to_datetime(start_date)
267
- if end_date:
268
- mask &= dt <= pd.to_datetime(end_date)
269
- df = df[mask].copy()
270
- df["trade_date"] = dt[mask].dt.strftime("%Y-%m-%d")
271
- df = df.drop(columns=["time"])
272
- # 字段过滤:保留 trade_date + 选中字段
273
- field_list = [f.strip() for f in fields.split(",") if f.strip()]
274
- cols = [c for c in field_list if c in df.columns]
275
- keep = (["trade_date"] if "trade_date" in df.columns else []) + cols
276
- keep = list(dict.fromkeys(keep))
277
- df = df[keep]
278
- if limit is not None:
279
- df = df.tail(limit)
280
- return df.reset_index(drop=True)
302
+ has_range = bool(start_date or end_date)
303
+ if layout == "v1" or (layout == "auto" and not has_range):
304
+ return self._normalise_kline(self.load_as_df("1", sub_category, symbol, layout="v1"), start_date, end_date, fields, limit)
305
+
306
+ files = self.query_manifest("1", sub_category, layout="v2")
307
+ selected = [f for f in files if (not start_date or f.get("trade_date", "") >= start_date) and (not end_date or f.get("trade_date", "") <= end_date)]
308
+ # 日历是 V2 完整性的权威。无法得到日历或任一开市日缺分区时,auto 回退 V1;v2 明确报错。
309
+ calendar = self.query_calendar(start_date, end_date)
310
+ expected = set()
311
+ if not calendar.empty:
312
+ date_col = next((c for c in ("trade_date", "date", "cal_date") if c in calendar.columns), None)
313
+ open_col = next((c for c in ("is_open", "is_trading_day", "open") if c in calendar.columns), None)
314
+ if date_col:
315
+ rows = calendar if not open_col else calendar[calendar[open_col].astype(str).isin(["1", "True", "true"])]
316
+ expected = set(pd.to_datetime(rows[date_col], errors="coerce").dropna().dt.strftime("%Y-%m-%d"))
317
+ found = {f.get("trade_date") for f in selected}
318
+ complete = bool(selected) and (not expected or expected.issubset(found))
319
+ if not complete:
320
+ if layout == "auto":
321
+ return self._normalise_kline(self.load_as_df("1", sub_category, symbol, layout="v1"), start_date, end_date, fields, limit)
322
+ raise NotFoundError("V2 日切片在请求日期范围内覆盖不完整;请改用 layout='auto' 或 'v1'")
323
+ frames = [self.load_as_df("1", sub_category, symbol, trade_date=f["trade_date"], layout="v2") for f in selected]
324
+ df = pd.concat(frames, ignore_index=True, sort=False)
325
+ if "symbol" in df.columns:
326
+ df = df[df["symbol"].astype(str).str.upper() == symbol.upper()].copy()
327
+ return self._normalise_kline(df, start_date, end_date, fields, limit)
281
328
 
282
329
  def query_tick(
283
330
  self,
@@ -287,13 +334,14 @@ class QuantDBClient:
287
334
  end_ts: Optional[str] = None,
288
335
  fields: str = "last_price,open,high,low,last_close,volume,amount",
289
336
  limit: Optional[int] = None,
337
+ layout: Literal["auto", "v1", "v2"] = "auto",
290
338
  ) -> pd.DataFrame:
291
339
  """查询 Tick 分笔数据(下载 COS parquet 切片后客户端解析,消耗下载流量)。
292
340
 
293
341
  下载 trade_date 当日该 symbol 的 tick parquet,按 start_ts/end_ts 过滤时间、按 fields 选列。
294
342
  start_ts/end_ts 可传完整时间戳或 "HH:MM:SS"(自动补 trade_date 日期)。
295
343
  """
296
- df = self.load_as_df("1", "tick_data", symbol, trade_date=trade_date)
344
+ df = self.load_as_df("1", "tick_data", symbol, trade_date=trade_date, layout=layout)
297
345
  # 时间过滤
298
346
  ts_col = "ts" if "ts" in df.columns else ("time" if "time" in df.columns else None)
299
347
  if ts_col and (start_ts or end_ts):
@@ -347,12 +395,14 @@ class QuantDBClient:
347
395
  category_id: str,
348
396
  sub_category: str,
349
397
  trade_date: Optional[str] = None,
398
+ layout: Literal["auto", "v1", "v2"] = "auto",
350
399
  ) -> List[Dict[str, Any]]:
351
400
  """查询 COS 可下载文件清单。"""
352
401
  params: Dict[str, Any] = {
353
402
  "category_id": category_id,
354
403
  "sub_category": sub_category,
355
404
  }
405
+ params["layout"] = self._validate_layout(layout)
356
406
  if trade_date:
357
407
  params["trade_date"] = trade_date
358
408
  data = self._get("/api/v1/data/download/manifest", params)
@@ -404,10 +454,12 @@ class QuantDBClient:
404
454
  symbol: Optional[str] = None,
405
455
  save_dir: Optional[str] = None,
406
456
  trade_date: Optional[str] = None,
457
+ layout: Literal["auto", "v1", "v2"] = "auto",
458
+ object_key: Optional[str] = None,
407
459
  ) -> str:
408
460
  """流式下载原始 Parquet 切片到本地,返回保存路径(消耗下载流量)。
409
461
 
410
- trade_date 仅对 tick_data 子分类有效(按交易日下载 {SYM}_{YYYYMMDD}.parquet)。
462
+ ``object_key`` 仅供 release 增量同步使用;服务端会校验它属于请求的数据集前缀。
411
463
  """
412
464
  if save_dir is None:
413
465
  save_dir = default_download_dir()
@@ -419,8 +471,11 @@ class QuantDBClient:
419
471
  }
420
472
  if symbol:
421
473
  params["symbol"] = symbol
474
+ params["layout"] = self._validate_layout(layout)
422
475
  if trade_date:
423
476
  params["trade_date"] = trade_date
477
+ if object_key:
478
+ params["object_key"] = object_key
424
479
 
425
480
  resp = self._request(
426
481
  "GET", "/api/v1/data/download", params=params, stream=True
@@ -436,10 +491,12 @@ class QuantDBClient:
436
491
  )
437
492
 
438
493
  save_path = os.path.join(save_dir, filename)
439
- with open(save_path, "wb") as f:
494
+ tmp_path = save_path + ".part"
495
+ with open(tmp_path, "wb") as f:
440
496
  for chunk in resp.iter_content(chunk_size=8192):
441
497
  if chunk:
442
498
  f.write(chunk)
499
+ os.replace(tmp_path, save_path)
443
500
  return os.path.abspath(save_path)
444
501
 
445
502
  def load_as_df(
@@ -448,6 +505,8 @@ class QuantDBClient:
448
505
  sub_category: str,
449
506
  symbol: Optional[str] = None,
450
507
  trade_date: Optional[str] = None,
508
+ layout: Literal["auto", "v1", "v2"] = "auto",
509
+ object_key: Optional[str] = None,
451
510
  ) -> pd.DataFrame:
452
511
  """将远端 Parquet 切片直接加载到内存 DataFrame(不落盘,消耗下载流量)。
453
512
 
@@ -456,18 +515,20 @@ class QuantDBClient:
456
515
  带进程内 ETag 缓存:同一对象(ETag 未变)不重复下载,避免对同一 symbol
457
516
  多次查询时重复消耗流量。
458
517
  """
459
- cache_key = f"{category_id}/{sub_category}/{symbol}/{trade_date}"
518
+ layout = self._validate_layout(layout)
519
+ cache_key = f"{category_id}/{sub_category}/{symbol}/{trade_date}/{layout}/{object_key or ''}"
460
520
  params: Dict[str, Any] = {
461
521
  "category_id": category_id,
462
522
  "sub_category": sub_category,
463
523
  }
464
524
  if symbol:
465
525
  params["symbol"] = symbol
526
+ params["layout"] = layout
466
527
  if trade_date:
467
528
  params["trade_date"] = trade_date
468
- # 若已有缓存,带 If-None-Match 让服务端在对象未变时返回 304(不计流量下载 body)。
469
- # 注:当前网关透传 COS ETag,但未实现 304;若服务端不支持 304,仍会返回 200
470
- # 全量 body,此时用响应 ETag 命中本地缓存跳过重复解析。
529
+ if object_key:
530
+ params["object_key"] = object_key
531
+ # 若已有缓存,带 If-None-Match;服务端 ETag 命中时返回 304,不扣下载流量。
471
532
  cached = self._cache.get(cache_key)
472
533
  headers = {}
473
534
  if cached and cached.get("etag"):
@@ -551,6 +612,125 @@ class QuantDBClient:
551
612
  """获取 DuckDB 本地数据仓库实例,用于离线多表 SQL JOIN 查询。"""
552
613
  return DuckDBWarehouse(client=self, save_dir=save_dir)
553
614
 
615
+ def sync_dataset(self, dataset: str, save_dir: Optional[str] = None, after_release: Optional[str] = None) -> Dict[str, Any]:
616
+ """按 release 增量同步 V2;无可用 V2 release 时回退 V1 Manifest。"""
617
+ root = os.path.abspath(save_dir or default_download_dir())
618
+ os.makedirs(root, exist_ok=True)
619
+ state = sqlite3.connect(os.path.join(root, "quantdb_sync.sqlite"))
620
+ state.execute("CREATE TABLE IF NOT EXISTS objects (key TEXT PRIMARY KEY, etag TEXT, sha256 TEXT, path TEXT, layout TEXT, dataset TEXT)")
621
+ cols = {row[1] for row in state.execute("PRAGMA table_info(objects)")}
622
+ if "dataset" not in cols:
623
+ state.execute("ALTER TABLE objects ADD COLUMN dataset TEXT")
624
+ state.execute("CREATE TABLE IF NOT EXISTS releases (dataset TEXT PRIMARY KEY, release_id TEXT NOT NULL)")
625
+ category_map = {
626
+ "daily_unadjusted": "1", "daily_forward": "1", "daily_backward": "1",
627
+ "index_daily": "1", "min1_kline": "1", "min5_kline": "1",
628
+ "margin_trading": "2", "valuation": "5", "technical_indicators": "5",
629
+ "market_sentiment": "5", "features_daily": "6",
630
+ }
631
+ if dataset not in category_map:
632
+ raise ValidationError(f"不支持同步的数据集: {dataset}")
633
+
634
+ downloaded: List[str] = []
635
+ try:
636
+ persisted = state.execute("SELECT release_id FROM releases WHERE dataset=?", (dataset,)).fetchone()
637
+ cursor = after_release if after_release is not None else (persisted[0] if persisted else "")
638
+ release_data = self._get("/api/v1/data/releases", {"datasets": dataset, "after_release": cursor})
639
+ releases = release_data.get("releases", [])
640
+ if releases:
641
+ for release in releases:
642
+ release_id = release["release_id"]
643
+ for obj in release.get("objects", []):
644
+ key = obj["key"]
645
+ relative_path = obj.get("relative_path") or key
646
+ target = os.path.join(root, *relative_path.split("/"))
647
+ old = state.execute("SELECT etag, sha256, path FROM objects WHERE key=?", (key,)).fetchone()
648
+ if old and old[0] == obj.get("etag") and old[1] == obj.get("sha256") and os.path.exists(old[2]):
649
+ continue
650
+ resp = self._request("GET", "/api/v1/data/download", params={"category_id": category_map[dataset], "sub_category": dataset, "layout": "v2", "object_key": key}, stream=True)
651
+ if resp.status_code != 200:
652
+ self._check_response(resp)
653
+ os.makedirs(os.path.dirname(target), exist_ok=True)
654
+ tmp, digest = target + ".part", hashlib.sha256()
655
+ try:
656
+ with open(tmp, "wb") as fh:
657
+ for chunk in resp.iter_content(1024 * 1024):
658
+ if chunk:
659
+ fh.write(chunk); digest.update(chunk)
660
+ actual = digest.hexdigest()
661
+ if obj.get("sha256") and actual.lower() != obj["sha256"].lower():
662
+ raise ServerError("对象 SHA-256 校验失败")
663
+ os.replace(tmp, target)
664
+ except Exception:
665
+ if os.path.exists(tmp): os.remove(tmp)
666
+ raise
667
+ state.execute("INSERT OR REPLACE INTO objects(key,etag,sha256,path,layout,dataset) VALUES(?,?,?,?,?,?)", (key, obj.get("etag"), actual, target, "v2_daily_partition", dataset))
668
+ downloaded.append(key)
669
+ # 仅在该 release 的所有对象成功落盘和校验后提交 cursor。
670
+ state.execute("INSERT OR REPLACE INTO releases(dataset,release_id) VALUES(?,?)", (dataset, release_id))
671
+ state.commit()
672
+ return {"dataset": dataset, "layout": "v2_daily_partition", "downloaded": downloaded, "after_release": cursor, "release_id": releases[-1]["release_id"]}
673
+
674
+ if persisted:
675
+ return {"dataset": dataset, "layout": "v2_daily_partition", "downloaded": [], "after_release": cursor, "release_id": persisted[0]}
676
+
677
+ manifest = self._get("/api/v1/data/download/manifest", {"category_id": category_map[dataset], "sub_category": dataset, "layout": "v1"})
678
+ for obj in manifest.get("files", []):
679
+ key, relative_path = obj["key"], obj.get("relative_path") or obj["key"]
680
+ target = os.path.join(root, *relative_path.split("/"))
681
+ old = state.execute("SELECT etag, path FROM objects WHERE key=?", (key,)).fetchone()
682
+ if old and old[0] == obj.get("etag") and os.path.exists(old[1]):
683
+ continue
684
+ resp = self._request("GET", "/api/v1/data/download", params={"category_id": category_map[dataset], "sub_category": dataset, "layout": "v1", "symbol": obj.get("symbol", "")}, stream=True)
685
+ if resp.status_code != 200: self._check_response(resp)
686
+ os.makedirs(os.path.dirname(target), exist_ok=True)
687
+ tmp = target + ".part"
688
+ try:
689
+ with open(tmp, "wb") as fh:
690
+ for chunk in resp.iter_content(1024 * 1024):
691
+ if chunk: fh.write(chunk)
692
+ os.replace(tmp, target)
693
+ except Exception:
694
+ if os.path.exists(tmp): os.remove(tmp)
695
+ raise
696
+ state.execute("INSERT OR REPLACE INTO objects(key,etag,sha256,path,layout,dataset) VALUES(?,?,?,?,?,?)", (key, obj.get("etag"), "", target, "v1_symbol", dataset))
697
+ downloaded.append(key)
698
+ state.commit()
699
+ return {"dataset": dataset, "layout": "v1_symbol", "downloaded": downloaded, "after_release": cursor}
700
+ finally:
701
+ state.close()
702
+
703
+ def mount_local_dataset(self, dataset: str, save_dir: Optional[str] = None, view_name: Optional[str] = None) -> "DuckDBWarehouse":
704
+ """挂载本地 V1/V2 同构数据集;V2 patch 与 daily 文件均参与去重。"""
705
+ warehouse = self.get_local_warehouse(save_dir)
706
+ root = os.path.abspath(save_dir or default_download_dir()).replace("\\", "/")
707
+ views = {"daily_forward":"1_kline_data/daily_forward", "valuation":"5_technical_derived/valuation", "technical_indicators":"5_technical_derived/technical_indicators", "market_sentiment":"5_technical_derived/market_sentiment", "features_daily":"6_ml_datasets/features_daily"}
708
+ if dataset not in views: raise ValidationError(f"不支持的 V2 数据集: {dataset}")
709
+ name = view_name or re.sub(r"[^a-zA-Z0-9_]", "_", dataset)
710
+ state_path = os.path.join(root.replace("/", os.sep), "quantdb_sync.sqlite")
711
+ files: List[str] = []
712
+ if os.path.exists(state_path):
713
+ conn = sqlite3.connect(state_path)
714
+ try:
715
+ files = [row[0] for row in conn.execute("SELECT path FROM objects WHERE dataset=? AND path IS NOT NULL", (dataset,)) if os.path.exists(row[0])]
716
+ finally:
717
+ conn.close()
718
+ if not files:
719
+ daily = f"{root}/{views[dataset]}/dt=*/data.parquet"
720
+ v1 = f"{root}/{views[dataset]}/*.parquet"
721
+ files = glob.glob(daily) or glob.glob(v1)
722
+ if not files: raise NotFoundError(f"本地尚未同步数据集: {dataset}")
723
+ quoted = ", ".join("'" + p.replace("'", "''") + "'" for p in files)
724
+ relation = f"read_parquet([{quoted}], union_by_name=true)"
725
+ columns = {row[0] for row in warehouse.conn.execute(f"DESCRIBE SELECT * FROM {relation}").fetchall()}
726
+ if {"symbol", "time"}.issubset(columns):
727
+ order = "coalesce(release_id, '') DESC" if "release_id" in columns else "0"
728
+ warehouse.conn.execute(f"CREATE OR REPLACE VIEW {name} AS SELECT * EXCLUDE (rn) FROM (SELECT *, row_number() OVER (PARTITION BY symbol, time ORDER BY {order}) rn FROM {relation}) WHERE rn=1")
729
+ else:
730
+ warehouse.conn.execute(f"CREATE OR REPLACE VIEW {name} AS SELECT * FROM {relation}")
731
+ warehouse._views[name] = f"{dataset}"
732
+ return warehouse
733
+
554
734
 
555
735
  class DuckDBWarehouse:
556
736
  """DuckDB 本地仓库管理,支持自动下载数据并注册为 DuckDB 视图,方便多表复杂 SQL 查询。"""
@@ -609,4 +789,3 @@ class DuckDBWarehouse:
609
789
  def list_views(self) -> Dict[str, str]:
610
790
  """列出当前已注册的视图及其对应本地路径。"""
611
791
  return dict(self._views)
612
-
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: quantdb-sdk
3
- Version: 0.1.3
3
+ Version: 0.2.0
4
4
  Summary: QuantDB 量化数据平台官方 Python SDK
5
5
  Author: QuantDB Team
6
6
  License: MIT
@@ -88,9 +88,27 @@ client = QuantDBClient(username="admin", password="admin123")
88
88
  - **账户管理**:查询用户信息、用量、API Key、订阅与订单。
89
89
  - **异步客户端**:基于 httpx,适用于 asyncio 量化框架。
90
90
 
91
+ ## V1 / V2 数据布局
92
+
93
+ COS 同时保留 V1(按股票历史文件)和 V2(按交易日全市场分区)。所有下载相关接口均可传入
94
+ `layout="auto" | "v1" | "v2"`。默认 `auto` 的规则是:给出 K 线日期范围时优先 V2;若任一
95
+ 交易日没有 V2 分区,则整次请求回退 V1,绝不混合两种口径;未给日期范围时读取 V1 全历史文件。
96
+
97
+ ```python
98
+ # 按日期范围优先 V2;覆盖不完整时自动回退 V1
99
+ df = client.query_kline("600519.SH", start_date="2026-07-01", end_date="2026-07-24")
100
+
101
+ # 强制指定物理布局;layout="v2" 缺日时会明确报错
102
+ latest = client.download_file("1", "daily_forward", trade_date="2026-07-24", layout="v2")
103
+ history = client.download_file("1", "daily_forward", symbol="600519.SH", layout="v1")
104
+
105
+ # 以发布清单为 cursor 做原子化增量同步(含 V2 patch)
106
+ result = client.sync_dataset("daily_forward", save_dir="D:/quantdb-data")
107
+ ```
108
+
91
109
  ## 流量说明
92
110
 
93
- 每月前 30 GB 下载流量免费,超出部分按 ¥1/GB 计费;账户余额不足时,下载会被限流,充值后即可恢复。
111
+ 免费注册用户获赠 100 MB 一次性体验流量;订阅用户每月含 30 GB 下载流量,超出部分按 ¥1/GB 从账户余额扣减。余额不足时下载会被拦截。
94
112
 
95
113
  ## 文档
96
114
 
@@ -1,6 +1,7 @@
1
1
  """QuantDB 异步 SDK 单元测试(使用 respx mock HTTP)。"""
2
2
 
3
3
  import io
4
+ from urllib.parse import parse_qs, urlparse
4
5
 
5
6
  import httpx
6
7
  import pandas as pd
@@ -40,6 +41,29 @@ async def test_a_query_kline():
40
41
  assert route.called
41
42
 
42
43
 
44
+ @pytest.mark.asyncio
45
+ @respx.mock
46
+ async def test_a_query_kline_without_range_forces_v1_layout():
47
+ route = respx.get(f"{API_HOST}/api/v1/data/download").mock(return_value=httpx.Response(200, content=_kline_parquet()))
48
+ async with AsyncQuantDBClient(api_host=API_HOST, api_key="test-key") as client:
49
+ await client.a_query_kline("600519.SH")
50
+ assert parse_qs(urlparse(str(route.calls[0].request.url)).query)["layout"] == ["v1"]
51
+
52
+
53
+ @pytest.mark.asyncio
54
+ @respx.mock
55
+ async def test_a_sync_dataset_uses_release_cursor(tmp_path):
56
+ payload = b"release-parquet"
57
+ digest = __import__("hashlib").sha256(payload).hexdigest()
58
+ respx.get(f"{API_HOST}/api/v1/data/releases").mock(return_value=httpx.Response(200, json={"releases": [{"release_id": "20260726_180000", "objects": [{"key": "1_kline_data/daily_forward/dt=20260726/data.parquet", "etag": "etag-1", "sha256": digest}]}]}))
59
+ route = respx.get(f"{API_HOST}/api/v1/data/download").mock(return_value=httpx.Response(200, content=payload))
60
+ async with AsyncQuantDBClient(api_host=API_HOST, api_key="test-key") as client:
61
+ result = await client.a_sync_dataset("daily_forward", str(tmp_path))
62
+ assert result["layout"] == "v2_daily_partition"
63
+ assert (tmp_path / "1_kline_data" / "daily_forward" / "dt=20260726" / "data.parquet").read_bytes() == payload
64
+ assert parse_qs(urlparse(str(route.calls[0].request.url)).query)["object_key"] == ["1_kline_data/daily_forward/dt=20260726/data.parquet"]
65
+
66
+
43
67
  @pytest.mark.asyncio
44
68
  @respx.mock
45
69
  async def test_a_auth_error_raises_auth_error():
@@ -72,6 +96,7 @@ async def test_a_get_usage_with_subscription():
72
96
  "used_traffic": 1073741824,
73
97
  "traffic_limit": 53687091200,
74
98
  "credit_limit": 0,
99
+ "purchased_traffic": 1073741824,
75
100
  "balance_yuan": 0.0,
76
101
  "subscription": {"plan_id": "pro-annual", "status": "active"},
77
102
  },
@@ -81,6 +106,8 @@ async def test_a_get_usage_with_subscription():
81
106
  usage = await client.a_get_usage()
82
107
  assert usage["used_gb"] == 1.0
83
108
  assert usage["limit_gb"] == 50.0
109
+ assert usage["purchased_gb"] == 1.0
110
+ assert usage["remaining_gb"] == 50.0
84
111
  assert usage["subscription"]["status"] == "active"
85
112
  assert usage["is_active"] is True
86
113
 
@@ -115,11 +142,11 @@ async def test_a_create_order():
115
142
  @pytest.mark.asyncio
116
143
  @respx.mock
117
144
  async def test_a_delete_api_key():
118
- respx.post(f"{API_HOST}/api/v1/auth/api-keys/qdb_abc123/delete").mock(
145
+ respx.delete(f"{API_HOST}/api/v1/auth/api-keys/42").mock(
119
146
  return_value=httpx.Response(200, json={"message": "API Key 撤销成功"})
120
147
  )
121
148
  async with AsyncQuantDBClient(api_host=API_HOST, api_key="test-key") as client:
122
- result = await client.a_delete_api_key("qdb_abc123")
149
+ result = await client.a_delete_api_key(42)
123
150
  assert result["message"] == "API Key 撤销成功"
124
151
 
125
152
 
@@ -1,6 +1,7 @@
1
1
  """QuantDB 同步 SDK 单元测试(使用 responses mock HTTP)。"""
2
2
 
3
3
  import io
4
+ from urllib.parse import parse_qs, urlparse
4
5
 
5
6
  import pandas as pd
6
7
  import pytest
@@ -42,6 +43,53 @@ def test_query_kline():
42
43
  assert len(df) == 2
43
44
 
44
45
 
46
+ @responses.activate
47
+ def test_query_kline_without_range_forces_v1_layout():
48
+ responses.get(f"{API_HOST}/api/v1/data/download", body=_kline_parquet(), status=200)
49
+ client = QuantDBClient(api_host=API_HOST, api_key="test-key")
50
+ client.query_kline("600519.SH")
51
+ params = parse_qs(urlparse(responses.calls[0].request.url).query)
52
+ assert params["layout"] == ["v1"]
53
+
54
+
55
+ @responses.activate
56
+ def test_query_kline_range_reads_all_v2_days():
57
+ responses.get(
58
+ f"{API_HOST}/api/v1/data/download/manifest",
59
+ json={"files": [{"trade_date": "2025-01-02"}, {"trade_date": "2025-01-03"}]}, status=200,
60
+ )
61
+ responses.get(
62
+ f"{API_HOST}/api/v1/data/calendar",
63
+ json={"data": [{"trade_date": "2025-01-02", "is_open": 1}, {"trade_date": "2025-01-03", "is_open": 1}]}, status=200,
64
+ )
65
+ def download_cb(request):
66
+ date = parse_qs(urlparse(request.url).query)["trade_date"][0]
67
+ buf = io.BytesIO()
68
+ pd.DataFrame({"symbol": ["600519.SH"], "time": [date], "open": [1.0], "close": [2.0]}).to_parquet(buf)
69
+ return 200, {"ETag": date}, buf.getvalue()
70
+ responses.add_callback(responses.GET, f"{API_HOST}/api/v1/data/download", callback=download_cb)
71
+ client = QuantDBClient(api_host=API_HOST, api_key="test-key")
72
+ df = client.query_kline("600519.SH", start_date="2025-01-02", end_date="2025-01-03")
73
+ assert df["trade_date"].tolist() == ["2025-01-02", "2025-01-03"]
74
+
75
+
76
+ @responses.activate
77
+ def test_sync_dataset_uses_release_cursor_and_object_key(tmp_path):
78
+ payload = b"release-parquet"
79
+ digest = __import__("hashlib").sha256(payload).hexdigest()
80
+ responses.get(
81
+ f"{API_HOST}/api/v1/data/releases",
82
+ json={"releases": [{"release_id": "20260726_180000", "objects": [{"key": "1_kline_data/daily_forward/dt=20260726/data.parquet", "etag": "etag-1", "sha256": digest}]}]}, status=200,
83
+ )
84
+ responses.get(f"{API_HOST}/api/v1/data/download", body=payload, status=200)
85
+ client = QuantDBClient(api_host=API_HOST, api_key="test-key")
86
+ result = client.sync_dataset("daily_forward", str(tmp_path))
87
+ assert result["layout"] == "v2_daily_partition"
88
+ assert (tmp_path / "1_kline_data" / "daily_forward" / "dt=20260726" / "data.parquet").read_bytes() == payload
89
+ params = parse_qs(urlparse(responses.calls[-1].request.url).query)
90
+ assert params["object_key"] == ["1_kline_data/daily_forward/dt=20260726/data.parquet"]
91
+
92
+
45
93
  @responses.activate
46
94
  def test_auth_error_raises_auth_error():
47
95
  responses.get(
@@ -74,6 +122,7 @@ def test_get_usage_with_subscription():
74
122
  "used_traffic": 1073741824,
75
123
  "traffic_limit": 32212254720,
76
124
  "credit_limit": 0,
125
+ "purchased_traffic": 1073741824,
77
126
  "balance_yuan": 0.0,
78
127
  "subscription": {"plan_id": "pro-monthly", "status": "active"},
79
128
  },
@@ -83,6 +132,8 @@ def test_get_usage_with_subscription():
83
132
  usage = client.get_usage()
84
133
  assert usage["used_gb"] == 1.0
85
134
  assert usage["limit_gb"] == 30.0
135
+ assert usage["purchased_gb"] == 1.0
136
+ assert usage["remaining_gb"] == 30.0
86
137
  assert usage["subscription"]["status"] == "active"
87
138
  assert usage["is_active"] is True
88
139
 
@@ -114,13 +165,13 @@ def test_create_order():
114
165
 
115
166
  @responses.activate
116
167
  def test_delete_api_key():
117
- responses.post(
118
- f"{API_HOST}/api/v1/auth/api-keys/qdb_abc123/delete",
168
+ responses.delete(
169
+ f"{API_HOST}/api/v1/auth/api-keys/42",
119
170
  json={"message": "API Key 撤销成功"},
120
171
  status=200,
121
172
  )
122
173
  client = QuantDBClient(api_host=API_HOST, api_key="test-key")
123
- result = client.delete_api_key("qdb_abc123")
174
+ result = client.delete_api_key(42)
124
175
  assert result["message"] == "API Key 撤销成功"
125
176
 
126
177
 
@@ -149,4 +200,3 @@ def test_duckdb_warehouse(tmp_path):
149
200
  df = wh.query("SELECT * FROM stock_val WHERE val > 15")
150
201
  assert len(df) == 1
151
202
  assert df.iloc[0]["code"] == "600519.SH"
152
-
File without changes
File without changes
File without changes