quantvn 0.1.0__py3-none-any.whl

quantvn/vn/data/__init__.py

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+from __future__ import annotations
+
+# Public constants/helpers
+from .const import *  # noqa: F401,F403
+
+# Core helpers (do NOT import merge_fund_into_price here to avoid hard dependency)
+from .core import (
+    add_all_fund_features,
+    add_all_ta_features,
+    fund_feature,
+    merge_fund_into_price,
+    send_request,
+)
+
+# Derivatives theme
+from .derivatives import get_hist as get_derivatives_hist
+
+# Stocks theme (consolidated)
+from .stocks import (
+    FX,
+    MSN,
+    Company,
+    Crypto,
+    Finance,
+    Fund,
+    Global,
+    Listing,
+    Quote,
+    Trading,
+    WorldIndex,
+)
+from .stocks import get_hist as get_stock_hist
+from .stocks import list_liquid_asset
+
+# Other helpers
+from .utils import *  # noqa: F401,F403
+
+# Backward-compatibility: default get_hist refers to stocks
+get_hist = get_stock_hist
+
+
+# ========== Dynamic single-feature API (module-level) ==========
+# ========== Dynamic single-feature API (module-level) ==========
+def __getattr__(name: str):
+    # Fallback: danh sách feature hợp lệ nếu core không export _FUND_CANONICAL_NAMES
+    _fallback = {
+        "earningPerShare",
+        "bookValuePerShare",
+        "roe",
+        "roa",
+        "priceToEarning",
+        "priceToBook",
+        "interestMargin",
+        "nonInterestOnToi",
+        "badDebtPercentage",
+        "provisionOnBadDebt",
+        "costOfFinancing",
+        "equityOnTotalAsset",
+        "equityOnLoan",
+        "costToIncome",
+        "equityOnLiability",
+        "assetOnEquity",
+        "preProvisionOnToi",
+        "postTaxOnToi",
+        "loanOnEarnAsset",
+        "loanOnAsset",
+        "loanOnDeposit",
+        "depositOnEarnAsset",
+        "badDebtOnAsset",
+        "liquidityOnLiability",
+        "payableOnEquity",
+        "cancelDebt",
+        "creditGrowth",
+        "earningPerShare_yoy",
+        "earningPerShare_yoy_abs",
+        "roe_yoy",
+        "roe_yoy_abs",
+        "roa_yoy",
+        "roa_yoy_abs",
+        "bookValuePerShare_yoy",
+        "bookValuePerShare_yoy_abs",
+        "eps_yoy_up",
+        "eps_up_4p",
+        "cash_on_equity_yoy_up",
+        "capex_pos",
+        "curr_gt1_5_yoy_up",
+        "quick_gt1_yoy_up",
+        "int_cov_gt3",
+        "bvps_yoy_up",
+        "wc_pos_yoy_up",
+        "roe_gt15_yoy_up",
+        "roa_gt8_yoy_up",
+        "asset_turnover_yoy_up",
+        "days_inv_yoy_down",
+        "days_rec_yoy_down",
+        "days_pay_yoy_down",
+        "gpa_yoy_up",
+        "charter_cap_yoy_up",
+    }
+    try:
+        from .core import _FUND_CANONICAL_NAMES as _names
+    except Exception:
+        _names = _fallback
+
+    if name in _names:
+        from .core import fund_feature as _fund_feature
+
+        def _fn(symbol: str, **kwargs):
+            return _fund_feature(name, symbol, **kwargs)
+
+        _fn.__name__ = name
+        _fn.__doc__ = (
+            f"Return DataFrame: date,time,open,high,low,close,volume,{name} "
+            f"for the given symbol. Example: {name}('VCB')."
+        )
+        return _fn
+
+    raise AttributeError(name)
+
+
+__all__ = [
+    # helpers
+    "send_request",
+    # core bulk adders
+    "add_all_ta_features",
+    "add_all_fund_features",
+    "fund_feature",
+    # stocks theme
+    "Company",
+    "Finance",
+    "Fund",
+    "Listing",
+    "Quote",
+    "Global",
+    "MSN",
+    "FX",
+    "Crypto",
+    "WorldIndex",
+    "list_liquid_asset",
+    "get_stock_hist",
+    "get_hist",
+    "Trading",
+    # derivatives
+    "get_derivatives_hist",
+    "merge_fund_into_price",
+]

quantvn/vn/data/const.py

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+
+TRADING_URL = "https://trading.vietcap.com.vn/api/"
+GRAPHQL_URL = "https://trading.vietcap.com.vn/data-mt/graphql"
+CHART_URL = "chart/OHLCChart/gap-chart"
+INTRADAY_URL = "market-watch"
+
+INTERVAL_MAP = {
+    '1m':'ONE_MINUTE','5m':'ONE_MINUTE','15m':'ONE_MINUTE','30m':'ONE_MINUTE',
+    '1H':'ONE_HOUR','1D':'ONE_DAY','1W':'ONE_DAY','1M':'ONE_DAY'
+}
+
+OHLC_COLUMNS = ["t","o","h","l","c","v"]
+OHLC_RENAME = {"t":"time","o":"open","h":"high","l":"low","c":"close","v":"volume"}
+
+INTRADAY_MAP = {'truncTime':'time','matchPrice':'price','matchVol':'volume','matchType':'match_type','id':'id'}
+
+PRICE_DEPTH_URL = f"{TRADING_URL}{INTRADAY_URL}/AccumulatedPriceStepVol/getSymbolData"
+
+PRICE_INFO_MAP = {
+    'ev':'ev','ticker':'symbol',
+    'open_price':'open','ceiling_price':'ceiling','floor_price':'floor','reference_price':'ref_price',
+    'highest_price':'high','lowest_price':'low',
+    'price_change':'price_change','percent_price_change':'price_change_pct',
+    'foreign_total_volume':'foreign_volume','foreign_total_room':'foreign_room','foreign_holding_room':'foreign_holding_room',
+    'average_match_volume2_week':'avg_match_volume_2w',
+}