quantdb-sdk 0.4.4__tar.gz → 0.4.5__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.
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/CHANGELOG.md +9 -0
- {quantdb_sdk-0.4.4/quantdb_sdk.egg-info → quantdb_sdk-0.4.5}/PKG-INFO +1 -1
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/pyproject.toml +1 -1
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/__init__.py +1 -1
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/__main__.py +24 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/_utils.py +3 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/async_client.py +1 -1
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/client.py +1 -1
- quantdb_sdk-0.4.5/quantdb_sdk/mcp_download.py +111 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5/quantdb_sdk.egg-info}/PKG-INFO +1 -1
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk.egg-info/SOURCES.txt +2 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_async_client.py +2 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_client.py +2 -0
- quantdb_sdk-0.4.5/tests/test_mcp_download.py +134 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/LICENSE +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/MANIFEST.in +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/README.md +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/errors.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/__init__.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/demo_01_connect_basics.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/demo_02_kline_v2_daily.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/demo_03_sync_full_market.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/demo_04_duckdb_warehouse.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/demo_05_read_local_data.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/demo_06_tick_and_factors.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/examples/demo_07_data_hub.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/hub.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/layout.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk/py.typed +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk.egg-info/dependency_links.txt +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk.egg-info/entry_points.txt +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk.egg-info/requires.txt +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/quantdb_sdk.egg-info/top_level.txt +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/setup.cfg +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_data_hub.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_hub_models.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_layout.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_technical_indicators.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_update_pipeline.py +0 -0
- {quantdb_sdk-0.4.4 → quantdb_sdk-0.4.5}/tests/test_utils.py +0 -0
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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/),
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版本号遵循 [Semantic Versioning](https://semver.org/lang/zh-CN/)。
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## \[0.4.5] - 2026-10-18
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### Added
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- 本地 MCP 可调用 `quantdb-sdk` 执行单文件/全市场日分区下载与数据集增量同步,并查询、取消后台任务。远程 MCP 提供用户电脑可执行的 SDK 下载方案。
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- `quantdb download <dataset> --trade-date YYYYMMDD --save-dir <root> --json`:下载 Parquet 并输出保存路径、大小;V1 逐股票文件使用 `--symbol`。V2 下载包含全市场,不做单股票裁切。
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- `quantdb sync <dataset> --json`:复用 SDK release cursor/Manifest 同步并返回精简摘要。
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- `python -m quantdb_sdk.mcp_download`:供本地 MCP 子进程使用的 JSON stdin/stdout 执行入口,凭据不进入进程参数或返回值。
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## \[0.4.4] - 2026-10-11
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### Fixed
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"""
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import argparse
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import json
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import os
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import sys
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from typing import Optional
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sync_parser.add_argument("--save-dir", default=None,
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help="本地同步根目录(默认读 QUANTDB_DATA_DIR,未设置时用默认下载目录)")
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sync_parser.add_argument("--after-release", default=None, help="覆盖本地 release cursor(一般无需传入)")
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sync_parser.add_argument("--json", action="store_true", help="输出精简 JSON 摘要(适合 MCP 下载方案)")
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download_parser = subparsers.add_parser("download", help="下载单个 Parquet 文件或全市场日分区")
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download_parser.add_argument("dataset", help="数据集,如 daily_forward、balance")
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download_parser.add_argument("--symbol", default=None, help="仅逐股票 V1 文件填写;V2 分区包含全市场")
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download_parser.add_argument("--trade-date", default=None, help="V2 必填:YYYY-MM-DD 或 YYYYMMDD")
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download_parser.add_argument("--save-dir", default=None, help="本地数据根目录")
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download_parser.add_argument("--json", action="store_true", help="输出 JSON 保存路径和文件大小")
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args = parser.parse_args()
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parser.error(f"请先设置 API Key 环境变量 {args.api_key_env}")
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try:
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if args.command == "download" or (args.command == "sync" and args.json):
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from .mcp_download import execute_download
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result = execute_download({
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"operation": args.command, "dataset": args.dataset,
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"symbol": getattr(args, "symbol", None),
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"trade_date": getattr(args, "trade_date", None), "save_dir": args.save_dir,
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"after_release": getattr(args, "after_release", None),
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}, args.api_host, api_key)
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if args.json:
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print(json.dumps(result, ensure_ascii=False))
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else:
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print(f"下载完成: {result['path']} ({result['size_bytes']} bytes)")
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return 0
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client = QuantDBClient(api_host=args.api_host, api_key=api_key)
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if args.command == "check":
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@@ -96,6 +96,9 @@ def safe_join(root: str, relative_path: str) -> str:
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target = os.path.abspath(os.path.join(root_abs, *parts))
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if os.path.commonpath([root_abs, target]) != root_abs:
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raise ValueError("发布清单路径超出同步目录")
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root_real = os.path.realpath(root_abs)
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if os.path.commonpath([root_real, os.path.realpath(target)]) != root_real:
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raise ValueError("发布清单路径通过符号链接超出同步目录")
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return target
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"""SDK download runner used by the local MCP process (JSON over stdin/stdout).
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Credentials travel over stdin, never in process arguments or returned results.
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All network transfers, traffic accounting and release cursors use QuantDBClient.
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"""
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import contextlib
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import json
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import os
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import re
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import sys
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from datetime import datetime
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from typing import Any, Dict
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from .client import QuantDBClient
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from .errors import ValidationError
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from .layout import CATEGORY_DIRS, V2_DAILY_PARTITION, data_root
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from ._utils import SYNC_DATASET_CATEGORIES
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PARTITIONED = V2_DAILY_PARTITION | {"min1_kline", "min5_kline", "tick_data", "etf_kline"}
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STATIC = {"sector_concept", "instrument_detail", "trading_calendar", "convertible_bond", "etf_pcf"}
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def validate_request(request: Dict[str, Any]) -> Dict[str, Any]:
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operation = request.get("operation", "download")
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dataset = request.get("dataset", "")
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if operation not in {"download", "sync"} or dataset not in SYNC_DATASET_CATEGORIES:
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raise ValidationError("Unknown operation or dataset")
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result = {"operation": operation, "dataset": dataset}
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for key in ("symbol", "trade_date", "save_dir"):
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value = request.get(key) or ""
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if not isinstance(value, str) or len(value) > 4096:
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raise ValidationError("Invalid download parameter")
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result[key] = value.strip()
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if operation == "sync":
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if result["symbol"] or result["trade_date"]:
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raise ValidationError("Dataset sync does not accept symbol or trade_date")
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return result
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if dataset in PARTITIONED:
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if result["symbol"]:
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raise ValidationError("V2 downloads contain the entire market partition; omit symbol")
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date = result["trade_date"].replace("-", "")
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if not re.fullmatch(r"\d{8}", date):
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raise ValidationError("V2 downloads require trade_date (YYYY-MM-DD or YYYYMMDD)")
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try:
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datetime.strptime(date, "%Y%m%d")
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except ValueError as exc:
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raise ValidationError("Invalid trade_date") from exc
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result["trade_date"] = date
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else:
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if result["trade_date"]:
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raise ValidationError("This dataset does not accept trade_date")
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if dataset in STATIC:
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if result["symbol"]:
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raise ValidationError("This dataset is a whole-market static file; omit symbol")
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elif not re.fullmatch(r"[A-Za-z0-9_]+(?:\.[A-Za-z0-9_]+)*", result["symbol"]):
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raise ValidationError("A valid symbol is required for this dataset")
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result["symbol"] = result["symbol"].upper()
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return result
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def execute_download(request: Dict[str, Any], api_host: str, api_key: str) -> Dict[str, Any]:
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spec = validate_request(request)
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if not api_key:
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raise ValidationError("QUANTDB_API_KEY is required")
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root = os.path.realpath(os.path.abspath(spec["save_dir"] or data_root()))
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client = QuantDBClient(api_host=api_host, api_key=api_key)
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try:
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if spec["operation"] == "sync":
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result = client.data.sync(spec["dataset"], save_dir=root, after_release=request.get("after_release"))
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return {
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"operation": "sync", "dataset": spec["dataset"], "save_dir": root,
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"downloaded_count": len(result["downloaded"]),
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"matched_count": len(result.get("matched", [])),
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"release_id": result.get("release_id"), "layout": result.get("layout"),
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}
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dataset = spec["dataset"]
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target = os.path.join(root, CATEGORY_DIRS[SYNC_DATASET_CATEGORIES[dataset]], dataset)
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if spec["trade_date"]:
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target = os.path.join(target, "dt=" + spec["trade_date"])
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# Resolve symlinks before creating files, including existing subdirectories.
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if os.path.commonpath([root, os.path.realpath(target)]) != root:
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raise ValidationError("Download destination escapes save_dir")
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path = client.data.download(
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dataset, symbol=spec["symbol"] or None, trade_date=spec["trade_date"] or None,
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save_dir=target, layout="v2" if dataset in PARTITIONED else "v1",
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)
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return {"operation": "download", "dataset": dataset, "save_dir": root,
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"path": path, "size_bytes": os.path.getsize(path), "downloaded_count": 1}
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finally:
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client.session.close()
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def main() -> int:
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try:
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raw = sys.stdin.read(65537)
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if len(raw) > 65536:
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raise ValidationError("Request too large")
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request = json.loads(raw)
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# SDK/HTTP diagnostics must not leak credentials or signed URLs into MCP.
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with open(os.devnull, "w") as sink, contextlib.redirect_stdout(sink), contextlib.redirect_stderr(sink):
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result = execute_download(request, request["api_host"], request["api_key"])
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print(json.dumps({"result": result}, ensure_ascii=True))
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return 0
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except Exception as exc:
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print(json.dumps({"error": {"type": type(exc).__name__, "message": "SDK download failed; check credentials, access, quota, dataset and local disk."}}))
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return 1
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if __name__ == "__main__":
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sys.exit(main())
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quantdb_sdk/mcp_download.py
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@pytest.mark.asyncio
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async def test_a_get_usage_with_subscription():
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# a_get_usage also queries the traffic-package ledger since SDK 0.4.4.
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respx.get(f"{API_HOST}/api/v1/subscription/traffic-packages").mock(return_value=httpx.Response(200, json={"packages": []}))
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# get_usage also queries the traffic-package ledger since SDK 0.4.4.
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responses.get(f"{API_HOST}/api/v1/subscription/traffic-packages", json={"packages": []}, status=200)
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f"{API_HOST}/api/v1/auth/usage",
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json={
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"""MCP download runner reuses real SDK transfer and release-sync behavior."""
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import hashlib
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import json
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5
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import sys
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6
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from urllib.parse import parse_qs, urlparse
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7
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8
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import pytest
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9
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import responses
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10
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11
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from quantdb_sdk.errors import ValidationError
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12
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from quantdb_sdk.mcp_download import execute_download, main, validate_request
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13
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14
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HOST = "http://localhost:5000"
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15
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16
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17
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@responses.activate
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18
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def test_download_partition_preserves_dates_and_forwards_key(tmp_path):
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19
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def download(request):
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20
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params = parse_qs(urlparse(request.url).query)
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21
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assert request.headers["X-API-Key"] == "local-secret"
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22
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assert params["layout"] == ["v2"]
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23
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assert "symbol" not in params
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return 200, {"Content-Disposition": 'attachment; filename="data.parquet"'}, params["trade_date"][0].encode()
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responses.add_callback(responses.GET, HOST + "/api/v1/data/download", callback=download)
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paths = []
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for date in ("2026-10-15", "20261016"):
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result = execute_download({"dataset": "min1_kline", "trade_date": date, "save_dir": str(tmp_path)}, HOST, "local-secret")
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30
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paths.append(result["path"])
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assert result["downloaded_count"] == 1
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assert result["size_bytes"] == 8
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33
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assert paths[0] != paths[1]
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34
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assert (tmp_path / "1_kline_data/min1_kline/dt=20261016/data.parquet").read_bytes() == b"20261016"
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35
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@responses.activate
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def test_download_v1_and_static_files(tmp_path):
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def download(request):
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params = parse_qs(urlparse(request.url).query)
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assert params["layout"] == ["v1"]
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if params["sub_category"] == ["balance"]:
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assert params["symbol"] == ["600519.SH"]
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else:
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assert "symbol" not in params
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return 200, {}, b"file"
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responses.add_callback(responses.GET, HOST + "/api/v1/data/download", callback=download)
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result = execute_download({"dataset": "balance", "symbol": "600519.sh", "save_dir": str(tmp_path)}, HOST, "key")
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assert result["path"].endswith("balance_600519.SH.parquet")
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result = execute_download({"dataset": "sector_concept", "save_dir": str(tmp_path)}, HOST, "key")
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assert result["path"].endswith("sector_concept.parquet")
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53
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@responses.activate
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def test_sync_uses_sdk_cursor_and_skips_existing_content(tmp_path):
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payload = b"partition"
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key = "1_kline_data/daily_forward/dt=20261016/data.parquet"
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calls = []
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def releases(request):
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calls.append(parse_qs(urlparse(request.url).query, keep_blank_values=True).get("after_release"))
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return 200, {}, json.dumps({"releases": [{"release_id": "20261016.1", "objects": [
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{"key": key, "size": len(payload), "sha256": hashlib.sha256(payload).hexdigest()}
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]}]})
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responses.add_callback(responses.GET, HOST + "/api/v1/data/releases", callback=releases)
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responses.get(HOST + "/api/v1/data/download", body=payload, status=200)
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spec = {"operation": "sync", "dataset": "daily_forward", "save_dir": str(tmp_path)}
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first = execute_download(spec, HOST, "key")
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second = execute_download(spec, HOST, "key")
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assert first["downloaded_count"] == 1
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assert second["downloaded_count"] == 0
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assert calls == [[""], ["20261016.1"]]
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assert (tmp_path / key).read_bytes() == payload
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assert "downloaded" not in first # bounded MCP summary, even for huge syncs
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74
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75
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@pytest.mark.parametrize("spec", [
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{"dataset": "unknown"},
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{"dataset": "daily_forward"},
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{"dataset": "daily_forward", "trade_date": "20260230"},
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{"dataset": "daily_forward", "trade_date": "20261016", "symbol": "600519.SH"},
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{"dataset": "balance", "symbol": "../../outside"},
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{"dataset": "balance", "symbol": "600519.SH", "trade_date": "20261016"},
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{"dataset": "sector_concept", "symbol": "600519.SH"},
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{"operation": "sync", "dataset": "balance", "symbol": "600519.SH"},
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])
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def test_validation_prevents_ambiguous_or_unsafe_requests(spec):
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with pytest.raises(ValidationError):
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validate_request(spec)
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90
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@responses.activate
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def test_worker_never_returns_upstream_secrets(tmp_path, monkeypatch, capsys):
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responses.get(HOST + "/api/v1/data/download", json={"detail": "local-secret https://signed.example?sign=secret"}, status=403)
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request = {"dataset": "balance", "symbol": "600519.SH", "save_dir": str(tmp_path), "api_host": HOST, "api_key": "local-secret"}
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import io
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monkeypatch.setattr(sys, "stdin", io.StringIO(json.dumps(request)))
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assert main() == 1
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output = capsys.readouterr()
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assert "local-secret" not in output.out + output.err
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assert "signed.example" not in output.out + output.err
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assert json.loads(output.out)["error"]["type"]
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103
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def test_cli_download_and_sync_json_delegate_sdk(monkeypatch, capsys, tmp_path):
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from quantdb_sdk.__main__ import main as cli
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from unittest.mock import patch
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monkeypatch.setenv("QUANTDB_API_KEY", "cli-secret")
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for operation in ("download", "sync"):
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args = ["quantdb", operation, "balance", "--save-dir", str(tmp_path), "--json"]
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if operation == "download":
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args += ["--symbol", "600519.SH"]
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else:
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args += ["--after-release", "cursor"]
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monkeypatch.setattr(sys, "argv", args)
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with patch("quantdb_sdk.mcp_download.execute_download", return_value={"downloaded_count": 1}) as execute:
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assert cli() == 0
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assert execute.call_args.args[0]["operation"] == operation
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if operation == "sync":
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assert execute.call_args.args[0]["after_release"] == "cursor"
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assert json.loads(capsys.readouterr().out)["downloaded_count"] == 1
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122
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def test_sync_destination_rejects_symlink_escape(tmp_path):
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from quantdb_sdk._utils import safe_join
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outside = tmp_path / "outside"
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root = tmp_path / "root"
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outside.mkdir()
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root.mkdir()
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try:
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(root / "linked").symlink_to(outside, target_is_directory=True)
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except OSError:
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pytest.skip("symlinks are unavailable on this platform")
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with pytest.raises(ValueError, match="符号链接"):
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safe_join(str(root), "linked/data.parquet")
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