quantification 0.1.0__py3-none-any.whl → 0.1.1__py3-none-any.whl

quantification/__init__.py

@@ -1,2 +1,3 @@
-def hello_world():
-    print("Hello World")
+from .api import *
+from .core import *
+from .default import *

quantification/api/__init__.py

@@ -0,0 +1,3 @@
+from .api import DataAPI
+from .tushare import TuShareAPI
+from .akshare import AkShareAPI

quantification/api/akshare/__init__.py

@@ -0,0 +1 @@
+from .akshare import AkShareAPI

quantification/api/akshare/akshare.py

@@ -0,0 +1,17 @@
+from quantification.core.data import BaseAPI
+
+from .setting import AkShareSetting
+
+from .delegate import *
+
+
+class AkShareAPI(BaseAPI[AkShareSetting]):
+    setting_class = AkShareSetting
+    delegate_classes = [
+        MacroCNBS,
+        StockZHAHist,
+        MacroChinaFDI,
+        MacroChinaLPR,
+        MacroChinaSHRZGM,
+        MacroChinaQYSPJG,
+    ]

quantification/api/akshare/delegate/__init__.py

@@ -0,0 +1,6 @@
+from .macro_cnbs import MacroCNBS
+from .macro_china_lpr import MacroChinaLPR
+from .macro_china_fdi import MacroChinaFDI
+from .stock_zh_a_hist import StockZHAHist
+from .macro_china_qyspjg import MacroChinaQYSPJG
+from .macro_china_shrzgm import MacroChinaSHRZGM

quantification/api/akshare/delegate/macro_china_fdi.py

@@ -0,0 +1,46 @@
+from datetime import date, datetime, time
+
+import pandas as pd
+import akshare as ak
+
+from quantification.core import (
+    Field,
+    cache_query,
+    BaseDelegate
+)
+
+from ..setting import AkShareSetting
+
+api = cache_query()(ak.macro_china_fdi)
+
+
+class MacroChinaFDI(BaseDelegate[AkShareSetting]):
+    pair = [
+        (Field.FDI_当月, "当月"),
+        (Field.FDI_当月同比增长, "当月-同比增长"),
+        (Field.FDI_当月环比增长, "当月-环比增长"),
+        (Field.FDI_累计, "累计"),
+        (Field.FDI_累计同比增长, "累计-同比增长")
+    ]
+
+    def has_field(self, field: Field, **kwargs):
+        return self.field2str.get(field) is not None
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        df = api()
+        df = self.rename_columns(df, "月份")
+        df = self.use_date_index(df, lambda x: datetime.strptime(x, "%Y年%m月份").date())
+
+        df[Field.FDI_当月] = df[Field.FDI_当月].apply(lambda x: x / 1e4)
+        df[Field.FDI_累计] = df[Field.FDI_累计].apply(lambda x: x / 1e4)
+
+        return df
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        index = pd.Series(mask.index)
+
+        for field in fields:
+            mask[field] = list(map(lambda x: datetime.combine(x +  pd.DateOffset(months=1), time(0, 0, 0)), index))
+
+        return mask

quantification/api/akshare/delegate/macro_china_lpr.py

@@ -0,0 +1,43 @@
+from datetime import date, datetime, timedelta, time
+
+import pandas as pd
+import akshare as ak
+
+from quantification.core import (
+    Field,
+    cache_query,
+    BaseDelegate
+)
+
+from ..setting import AkShareSetting
+
+api = cache_query()(ak.macro_china_lpr)
+
+
+class MacroChinaLPR(BaseDelegate[AkShareSetting]):
+    pair = [
+        (Field.RATE_LPR1年, "LPR1Y"),
+        (Field.RATE_LPR5年, "LPR5Y"),
+        (Field.RATE_短期贷款, "RATE_2"),
+        (Field.RATE_中长期贷款, "RATE_1"),
+    ]
+
+    def has_field(self, field: Field, **kwargs):
+        return self.field2str.get(field) is not None
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        df = api()
+
+        df = self.rename_columns(df, "TRADE_DATE")
+        df = self.use_date_index(df)
+
+        return df
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        index = pd.Series(mask.index)
+
+        for field in fields:
+            mask[field] = list(map(lambda x: datetime.combine(x + timedelta(days=1), time(0, 0, 0)), index))
+
+        return mask

quantification/api/akshare/delegate/macro_china_qyspjg.py

@@ -0,0 +1,51 @@
+from datetime import date, datetime, time
+
+import pandas as pd
+import akshare as ak
+
+from quantification.core import (
+    Field,
+    cache_query,
+    BaseDelegate
+)
+
+from ..setting import AkShareSetting
+
+api = cache_query()(ak.macro_china_qyspjg)
+
+
+class MacroChinaQYSPJG(BaseDelegate[AkShareSetting]):
+    pair = [
+        (Field.CGPI_总指数, "总指数-指数值"),
+        (Field.CGPI_总指数同比增长, "总指数-同比增长"),
+        (Field.CGPI_总指数环比增长, "总指数-环比增长"),
+        (Field.CGPI_农产品, "农产品-指数值"),
+        (Field.CGPI_农产品同比增长, "农产品-同比增长"),
+        (Field.CGPI_农产品环比增长, "农产品-环比增长"),
+        (Field.CGPI_矿产品, "矿产品-指数值"),
+        (Field.CGPI_矿产品同比增长, "矿产品-同比增长"),
+        (Field.CGPI_矿产品环比增长, "矿产品-环比增长"),
+        (Field.CGPI_煤油电, "煤油电-指数值"),
+        (Field.CGPI_煤油电同比增长, "煤油电-同比增长"),
+        (Field.CGPI_煤油电环比增长, "煤油电-环比增长"),
+    ]
+
+    def has_field(self, field: Field, **kwargs):
+        return self.field2str.get(field) is not None
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        df = api()
+
+        df = self.rename_columns(df, "月份")
+        df = self.use_date_index(df, lambda x: datetime.strptime(x, "%Y年%m月份").date())
+
+        return df
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        index = pd.Series(mask.index)
+
+        for field in fields:
+            mask[field] = list(map(lambda x: datetime.combine(x + pd.DateOffset(months=1), time(0, 0, 0)), index))
+
+        return mask

quantification/api/akshare/delegate/macro_china_shrzgm.py

@@ -0,0 +1,47 @@
+from datetime import date, datetime, time
+
+import pandas as pd
+import akshare as ak
+
+from quantification.core import (
+    Field,
+    cache_query,
+    BaseDelegate
+)
+
+from ..setting import AkShareSetting
+
+api = cache_query()(ak.macro_china_shrzgm)
+
+
+class MacroChinaSHRZGM(BaseDelegate[AkShareSetting]):
+    pair = [
+        (Field.AFRE_总增量, "社会融资规模增量"),
+        (Field.AFRE_人民币贷款增量, "其中-人民币贷款"),
+        (Field.AFRE_委托贷款外币贷款增量, "其中-委托贷款外币贷款"),
+        (Field.AFRE_委托贷款增量, "其中-委托贷款"),
+        (Field.AFRE_信托贷款增量, "其中-信托贷款"),
+        (Field.AFRE_未贴现银行承兑汇票增量, "其中-未贴现银行承兑汇票"),
+        (Field.AFRE_企业债券增量, "其中-企业债券"),
+        (Field.AFRE_非金融企业境内股票融资增量, "其中-非金融企业境内股票融资"),
+    ]
+
+    def has_field(self, field: Field, **kwargs):
+        return self.field2str.get(field) is not None
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        df = api()
+
+        df = self.rename_columns(df, "月份")
+        df = self.use_date_index(df, lambda x: datetime.strptime(x, "%Y%m").date())
+
+        return df
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        index = pd.Series(mask.index)
+
+        for field in fields:
+            mask[field] = list(map(lambda x: datetime.combine(x + pd.DateOffset(months=1), time(0, 0, 0)), index))
+
+        return mask

quantification/api/akshare/delegate/macro_cnbs.py

@@ -0,0 +1,47 @@
+from datetime import date, datetime, time
+
+import pandas as pd
+import akshare as ak
+
+from quantification.core import (
+    Field,
+    cache_query,
+    BaseDelegate
+)
+
+from ..setting import AkShareSetting
+
+api = cache_query()(ak.macro_cnbs)
+
+
+class MacroCNBS(BaseDelegate[AkShareSetting]):
+    pair = [
+        (Field.LEV_居民部门, "居民部门"),
+        (Field.LEV_非金融企业部门, "非金融企业部门"),
+        (Field.LEV_政府部门, "政府部门"),
+        (Field.LEV_中央政府, "中央政府"),
+        (Field.LEV_地方政府, "地方政府"),
+        (Field.LEV_实体经济部门, "实体经济部门"),
+        (Field.LEV_金融部门资产方, "金融部门资产方"),
+        (Field.LEV_金融部门负债方, "金融部门负债方")
+    ]
+
+    def has_field(self, field: Field, **kwargs):
+        return self.field2str.get(field) is not None
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        df = api()
+
+        df = self.rename_columns(df, "年份")
+        df = self.use_date_index(df)
+
+        return df
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        index = pd.Series(mask.index)
+
+        for field in fields:
+            mask[field] = list(map(lambda x: datetime.combine(x + pd.DateOffset(months=1), time(0, 0, 0)), index))
+
+        return mask

quantification/api/akshare/delegate/stock_zh_a_hist.py

@@ -0,0 +1,77 @@
+from datetime import date, datetime, time
+
+import pandas as pd
+import akshare as ak
+
+from quantification.core import (
+    Field,
+    Stock,
+    cache_query,
+    BaseDelegate,
+    StockExchange as E
+)
+
+from ..setting import AkShareSetting
+
+api = cache_query()(ak.stock_zh_a_hist)
+
+
+class StockZHAHist(BaseDelegate[AkShareSetting]):
+    pair = [
+        (Field.ST_开盘价, "开盘"),
+        (Field.ST_最高价, "最高"),
+        (Field.ST_最低价, "最低"),
+        (Field.ST_收盘价, "收盘"),
+        (Field.ST_涨跌额, "涨跌额"),
+        (Field.ST_涨跌幅, "涨跌幅"),
+        (Field.ST_成交量, "成交量"),
+        (Field.ST_成交额, "成交额"),
+        (Field.ST_振幅, "振幅"),
+        (Field.ST_换手率, "换手率")
+    ]
+
+    def has_field(self, field: Field, **kwargs):
+        if not self.field2str.get(field) is not None:
+            return False
+
+        stock = kwargs.get("stock")
+        assert stock is not None, "请传入stock参数, 如stock=Stock['000001']"
+        assert issubclass(stock, Stock), f"stock参数必须为Stock子类, 实际为{type(stock)}"
+
+        if stock.exchange not in [E.SZSE, E.BSE, E.SSE]:
+            return False
+
+        return True
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        stock: Stock = kwargs.get("stock")
+        df = api(
+            symbol=stock.symbol,
+            period="daily",
+            start_date=start_date.strftime("%Y%m%d"),
+            end_date=end_date.strftime("%Y%m%d"),
+            adjust=self.config.adjust
+        )
+
+        df = self.rename_columns(df, "日期")
+        df = self.use_date_index(df)
+
+        df[Field.ST_成交额] = df[Field.ST_成交额].apply(lambda x: x / 1e4)
+        df[Field.ST_涨跌额] = df[Field.ST_涨跌额].apply(lambda x: x / 1e4)
+
+        return df
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        index = pd.Series(mask.index)
+
+        for field in fields:
+            match field:
+                case Field.ST_昨收价:
+                    mask[field] = list(map(lambda x: datetime.combine(x, time(0, 0, 0)), index))
+                case Field.ST_开盘价:
+                    mask[field] = list(map(lambda x: datetime.combine(x, time(9, 30, 0)), index))
+                case Field.ST_最高价 | Field.ST_最低价 | Field.ST_收盘价 | Field.ST_涨跌额 | Field.ST_涨跌幅 | Field.ST_成交量 | Field.ST_成交额:
+                    mask[field] = list(map(lambda x: datetime.combine(x, time(17, 0, 0)), index))
+
+        return mask

quantification/api/akshare/setting.py

@@ -0,0 +1,5 @@
+from pydantic import BaseModel
+
+
+class AkShareSetting(BaseModel):
+    ...

quantification/api/api.py

@@ -0,0 +1,11 @@
+from quantification.core import BaseCombinedAPI
+
+from .akshare import AkShareAPI
+from .tushare import TuShareAPI
+
+
+class DataAPI(BaseCombinedAPI):
+    api_classes = [
+        TuShareAPI,
+        AkShareAPI
+    ]

quantification/api/api.pyi

@@ -0,0 +1,21 @@
+from datetime import date
+
+from quantification.core import (
+    Field,
+    Stock,
+    DataPanel,
+    BaseCombinedAPI
+)
+
+
+class DataAPI(BaseCombinedAPI):
+    def query(
+            self,
+            *,
+            start_date: date,
+            end_date: date,
+            fields: list[Field],
+            stock: type[Stock] = None,
+            index: str = None
+    ) -> DataPanel:
+        ...

quantification/api/tushare/__init__.py

@@ -0,0 +1 @@
+from .tushare import TuShareAPI

quantification/api/tushare/delegate/__init__.py

@@ -0,0 +1,7 @@
+from .income import IncomeDelegate
+from .pro_bar import ProBarDelegate
+from .cashflow import CashflowDelegate
+from .index_daily import IndexDailyDelegate
+from .daily_basic import DailyBasicDelegate
+from .balancesheet import BalanceSheetDelegate
+from .fina_indicator import FinanceIndicatorDelegate

quantification/api/tushare/delegate/balancesheet.py

@@ -0,0 +1,66 @@
+import tushare as ts
+
+from quantification.core import (
+    Field,
+    Config,
+    cache_query
+)
+
+from .common import TushareSheetDelegate
+from ..setting import TuShareSetting
+
+
+class BalanceSheetDelegate(TushareSheetDelegate):
+    pair = [
+        (Field.BS_总股本, "total_share"),
+        (Field.BS_库存股, "treasury_share"),
+        (Field.BS_资本公积, "cap_rese"),
+        (Field.BS_盈余公积, "surplus_rese"),
+        (Field.BS_未分配利润, "undistr_porfit"),
+        (Field.BS_股东权益合计, "total_hldr_eqy_inc_min_int"),
+        (Field.BS_归母股东权益合计, "total_hldr_eqy_exc_min_int"),
+        (Field.BS_货币资金, "money_cap"),
+        (Field.BS_交易性金融资产, "trad_asset"),
+        (Field.BS_应收票据, "notes_receiv"),
+        (Field.BS_应收账款, "accounts_receiv"),
+        (Field.BS_应收股利, "div_receiv"),
+        (Field.BS_应收利息, "int_receiv"),
+        (Field.BS_其他应收款, "oth_receiv"),
+        (Field.BS_预付款项, "prepayment"),
+        (Field.BS_存货, "inventories"),
+        (Field.BS_一年内到期的非流动资产, "nca_within_1y"),
+        (Field.BS_可供出售金融资产, "fa_avail_for_sale"),
+        (Field.BS_持有至到期投资, "htm_invest"),
+        (Field.BS_长期股权投资, "lt_eqt_invest"),
+        (Field.BS_投资性房地产, "invest_real_estate"),
+        (Field.BS_定期存款, "time_deposits"),
+        (Field.BS_长期应收款, "lt_rec"),
+        (Field.BS_固定资产, "fix_assets"),
+        (Field.BS_在建工程, "cip"),
+        (Field.BS_无形资产, "intan_assets"),
+        (Field.BS_研发支出, "r_and_d"),
+        (Field.BS_商誉, "goodwill"),
+        (Field.BS_流动资产合计, "total_cur_assets"),
+        (Field.BS_非流动资产合计, "total_nca"),
+        (Field.BS_资产合计, "total_assets"),
+        (Field.BS_短期借款, "st_borr"),
+        (Field.BS_长期借款, "lt_borr"),
+        (Field.BS_交易性金融负债, "trading_fl"),
+        (Field.BS_应付票据, "notes_payable"),
+        (Field.BS_应付账款, "acct_payable"),
+        (Field.BS_应付职工薪酬, "payroll_payable"),
+        (Field.BS_应付利息, "int_payable"),
+        (Field.BS_应付股利, "div_payable"),
+        (Field.BS_应付短期债券, "st_bonds_payable"),
+        (Field.BS_应付债券, "bond_payable"),
+        (Field.BS_长期应付款, "lt_payable"),
+        (Field.BS_预收款项, "adv_receipts"),
+        (Field.BS_一年内到期的非流动负债, "non_cur_liab_due_1y"),
+        (Field.BS_流动负债合计, "total_cur_liab"),
+        (Field.BS_非流动负债合计, "total_ncl"),
+        (Field.BS_负债合计, "total_liab"),
+    ]
+
+    def __init__(self, config: Config, setting: TuShareSetting):
+        super().__init__(config, setting)
+        self.api = cache_query()(ts.pro_api(setting.tushare_token).balancesheet)

quantification/api/tushare/delegate/cashflow.py

@@ -0,0 +1,29 @@
+import tushare as ts
+
+from quantification.core import (
+    Field,
+    Config,
+    cache_query
+)
+
+from .common import TushareSheetDelegate
+from ..setting import TuShareSetting
+
+
+class CashflowDelegate(TushareSheetDelegate):
+    pair = [
+        (Field.CS_经营活动现金流入, "c_inf_fr_operate_a"),
+        (Field.CS_经营活动现金流出, "st_cash_out_act"),
+        (Field.CS_经营活动净现金流, "n_cashflow_act"),
+        (Field.CS_投资活动现金流入, "stot_inflows_inv_act"),
+        (Field.CS_投资活动现金流出, "stot_out_inv_act"),
+        (Field.CS_投资活动净现金流, "n_cashflow_inv_act"),
+        (Field.CS_筹资活动现金流入, "stot_cash_in_fnc_act"),
+        (Field.CS_筹资活动现金流出, "stot_cashout_fnc_act"),
+        (Field.CS_筹资活动净现金流, "n_cash_flows_fnc_act"),
+        (Field.CS_现金及现金等价物净增加额, "n_incr_cash_cash_equ"),
+    ]
+
+    def __init__(self, config: Config, setting: TuShareSetting):
+        super().__init__(config, setting)
+        self.api = cache_query()(ts.pro_api(setting.tushare_token).cashflow)

quantification/api/tushare/delegate/common.py

@@ -0,0 +1,64 @@
+from abc import ABC
+from datetime import date, datetime, timedelta
+
+import pandas as pd
+
+from quantification.core import (
+    Stock,
+    Field,
+    Config,
+    BaseDelegate,
+    StockExchange as E
+)
+
+from ..setting import TuShareSetting
+
+
+class TushareSheetDelegate(BaseDelegate[TuShareSetting], ABC):
+    def has_field(self, field: Field, **kwargs):
+        if self.field2str.get(field) is None:
+            return False
+
+        stock = kwargs.get("stock")
+        assert stock is not None, "请传入stock参数, 如stock=Stock['000001']"
+        assert issubclass(stock, Stock), f"stock参数必须为Stock子类, 实际为{type(stock)}"
+
+        if stock.exchange not in [E.SZSE, E.BSE, E.SSE]:
+            return False
+
+        return True
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        stock: Stock = kwargs.get("stock")
+        exchange = {
+            E.SSE: "SH",
+            E.SZSE: "SZ",
+            E.BSE: "BJ"
+        }[stock.exchange]
+
+        data = self.api(
+            ts_code=f"{stock.symbol}.{exchange}",
+            start_date=start_date.strftime("%Y%m%d"),
+            end_date=end_date.strftime("%Y%m%d"),
+            fields=",".join([*self.field2str.values(), "ann_date", "end_date", "update_flag"]),
+        )
+
+        data = data[data['update_flag'] == '1']
+        data = self.rename_columns(data, "end_date")
+        data = self.use_date_index(data)
+
+        return data
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        datetime_column = data["ann_date"].apply(
+            lambda x: (datetime.strptime(x, "%Y%m%d") + timedelta(days=1)).replace(hour=0, minute=0, second=0)
+        )
+        for field in fields:
+            mask[field] = datetime_column
+
+        return mask
+
+    def __init__(self, config: Config, setting: TuShareSetting):
+        super().__init__(config, setting)
+        self.api = None

quantification/api/tushare/delegate/daily_basic.py

@@ -0,0 +1,81 @@
+from tqdm import tqdm
+from functools import lru_cache
+from datetime import date, datetime, time
+
+import pandas as pd
+import tushare as ts
+
+from quantification.core import (
+    Field,
+    Stock,
+    Config,
+    cache_query,
+    BaseDelegate,
+    StockExchange as E
+)
+
+from ..setting import TuShareSetting
+
+
+class DailyBasicDelegate(BaseDelegate[TuShareSetting]):
+    pair = [
+        (Field.ST_换手率, "turnover_rate"),
+        (Field.ST_自由流通股换手率, "turnover_rate_f"),
+        (Field.ST_量比, "volume_ratio"),
+        (Field.ST_总市值, "total_mv"),
+        (Field.ST_流通市值, "circ_mv"),
+    ]
+
+    def has_field(self, field: Field, **kwargs):
+        if self.field2str.get(field) is None:
+            return False
+
+        stock = kwargs.get("stock")
+        assert stock is not None, "请传入stock参数, 如stock=Stock['000001']"
+        assert issubclass(stock, Stock), f"stock参数必须为Stock子类, 实际为{type(stock)}"
+
+        if stock.exchange not in [E.SZSE, E.BSE, E.SSE]:
+            return False
+
+        return True
+
+    def query(self, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        df = self.bulk(start_date=start_date, end_date=end_date)
+
+        stock: Stock = kwargs.get("stock")
+        exchange = {
+            E.SSE: "SH",
+            E.SZSE: "SZ",
+            E.BSE: "BJ"
+        }[stock.exchange]
+
+        data = df[df["ts_code"] == f"{stock.symbol}.{exchange}"]
+
+        data = self.rename_columns(data, "trade_date")
+        data = self.use_date_index(data)
+
+        return data
+
+    def mask(self, data: pd.DataFrame, start_date: date, end_date: date, fields: list[Field], **kwargs) -> pd.DataFrame:
+        mask = pd.DataFrame(index=data.index, columns=data.columns)
+        index = pd.Series(mask.index)
+
+        for field in fields:
+            mask[field] = list(map(lambda x: datetime.combine(x, time(17, 0, 0)), index))
+
+        return mask
+
+    def __init__(self, config: Config, setting: TuShareSetting):
+        super().__init__(config, setting)
+        self.api = cache_query()(ts.pro_api(setting.tushare_token).daily_basic)
+
+    @lru_cache()
+    def bulk(self, start_date: date, end_date: date):
+        rows = []
+        for current in tqdm(pd.date_range(start=start_date, end=end_date), "遍历获取daily_basic"):
+            rows.append(self.api(
+                trade_date=current.strftime("%Y%m%d"),
+                adj=self.config.adjust
+            ))
+
+        return pd.concat([row for row in rows if not row.empty])

quantification/api/tushare/delegate/fina_indicator.py

@@ -0,0 +1,20 @@
+import tushare as ts
+
+from quantification.core import (
+    Field,
+    Config,
+    cache_query
+)
+
+from .common import TushareSheetDelegate
+from ..setting import TuShareSetting
+
+
+class FinanceIndicatorDelegate(TushareSheetDelegate):
+    pair = [
+        (Field.FI_净资产收益率, "roe")
+    ]
+
+    def __init__(self, config: Config, setting: TuShareSetting):
+        super().__init__(config, setting)
+        self.api = cache_query()(ts.pro_api(setting.tushare_token).fina_indicator)