trade-database-manager 0.0.6.dev0__tar.gz → 0.0.6.dev1__tar.gz

{trade_database_manager-0.0.6.dev0/trade_database_manager.egg-info → trade_database_manager-0.0.6.dev1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: trade_database_manager
-Version: 0.0.6.dev0
+Version: 0.0.6.dev1
 Summary: A wrapper of kdb and sql for convenient trade data management.
 Author-email: "Y.Q. Cui" <qianyun210603@hotmail.com>
 Classifier: Operating System :: POSIX :: Linux
@@ -75,3 +75,23 @@ then the system will send an email with the license file and a base64 key (Eithe
    - `-T 1000`: This sets the timeout in seconds for client queries. In this case, it's set to 1000 seconds.
 
    - `-U /opt/l64/trade.q`: This sets the access control list file. In this case, the file is located at `/opt/l64/trade.q`. This file contains a list of usernames and passwords for clients that are allowed to connect to the kdb+ process.
+
+### MetaData Initialization
+
+Allowed instruments types are given in "Instrument Types" section of [meta_enumerations.md](doc/meta_enumerations.md).
+
+### Data Initialization for Instrument Type(s)
+```python
+from trade_database_manager.manager import MetadataSql
+
+metadatalib = MetadataSql()
+metadatalib.initialize(for_inst_types="CB")
+```
+
+This will try to create two tables, `instruments` and `instruments_cb` in the database if not yet exists. The `instruments` table will store the common information of all instruments, and the `instruments_cb` table will store the type-specific information of the instruments of type `CB`.
+
+The table fields are listed in the [data_organization.md](doc/data_organization.md) file.
+
+
+
+

{trade_database_manager-0.0.6.dev0 → trade_database_manager-0.0.6.dev1}/README.md

@@ -53,3 +53,23 @@ then the system will send an email with the license file and a base64 key (Eithe
    - `-T 1000`: This sets the timeout in seconds for client queries. In this case, it's set to 1000 seconds.
 
    - `-U /opt/l64/trade.q`: This sets the access control list file. In this case, the file is located at `/opt/l64/trade.q`. This file contains a list of usernames and passwords for clients that are allowed to connect to the kdb+ process.
+
+### MetaData Initialization
+
+Allowed instruments types are given in "Instrument Types" section of [meta_enumerations.md](doc/meta_enumerations.md).
+
+### Data Initialization for Instrument Type(s)
+```python
+from trade_database_manager.manager import MetadataSql
+
+metadatalib = MetadataSql()
+metadatalib.initialize(for_inst_types="CB")
+```
+
+This will try to create two tables, `instruments` and `instruments_cb` in the database if not yet exists. The `instruments` table will store the common information of all instruments, and the `instruments_cb` table will store the type-specific information of the instruments of type `CB`.
+
+The table fields are listed in the [data_organization.md](doc/data_organization.md) file.
+
+
+
+

{trade_database_manager-0.0.6.dev0 → trade_database_manager-0.0.6.dev1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "trade_database_manager"
-version = "0.0.6.dev0"
+version = "0.0.6.dev1"
 description = "A wrapper of kdb and sql for convenient trade data management."
 readme = "README.md"
 authors = [

trade_database_manager-0.0.6.dev1/trade_database_manager/manager/fields_data_type.py

@@ -0,0 +1,55 @@
+# -*- coding: utf-8 -*-
+# @Time    : 2024/4/19 16:44
+# @Author  : YQ Tsui
+# @File    : fields_data_type.py
+# @Purpose :
+
+from sqlalchemy import DOUBLE_PRECISION, Integer, String, Date
+
+FIELD_DATA_TYPE_SQL = {
+    "ticker": String(20),
+    "name": String(20),
+    "currency": String(6),
+    "exchange": String(10),
+    "timezone": String(30),
+    "tick_size": DOUBLE_PRECISION(),
+    "lot_size": DOUBLE_PRECISION(),
+    "min_lots": DOUBLE_PRECISION(),
+    "market_tplus": Integer(),
+    "listed_date": Date(),
+    "delisted_date": Date(),
+    "country": String(6),
+    "state": String(36),
+    # STK
+    "sector": String(30),
+    "industry": String(36),
+    "board_type": String(200),
+    # LOF & ETF
+    "issuer": String(60),
+    "current_mgr": String(60),
+    "custodian": String(60),
+    "issuer_country": String(6),
+    "fund_type": String(20),
+    "benchmark": String(60),
+    # Convertible Bond (CB)
+    "stock_ticker": String(20),
+    "stock_exchange": String(10),
+    "maturity_date": Date(),
+    "issue_price": DOUBLE_PRECISION(),
+    "total_issue_size": DOUBLE_PRECISION(),
+    "par_value": DOUBLE_PRECISION(),
+    "redeem_price": DOUBLE_PRECISION(),
+    "conversion_start_date": Date(),
+    "conversion_end_date": Date(),
+    "callback_terms": String(1024),
+    "callback_type": String(20),
+    "adjust_terms": String(1024),
+    "adjust_type": String(20),
+    "putback_terms": String(1024),
+    "putback_type": String(20),
+    "callback_level": DOUBLE_PRECISION(),
+}
+
+DATE_TIME_COLS = {"listed_date", "delisted_date", "maturity_date", "conversion_start_date", "conversion_end_date"}
+
+BASE_COLUMNS = [("ticker", String(10)), ("exchange", String(10))]

{trade_database_manager-0.0.6.dev0 → trade_database_manager-0.0.6.dev1}/trade_database_manager/manager/metadata_sql.py

@@ -11,7 +11,7 @@ import pandas as pd
 
 from ..core.sql.sqlmanager import SqlManager
 from .typedefs import EXCHANGE_LITERALS, INST_TYPE_LITERALS, Opt_T_SeqT, T_DictT
-from .fields_data_type import FIELD_DATA_TYPE_SQL, String
+from .fields_data_type import FIELD_DATA_TYPE_SQL, DATE_TIME_COLS, BASE_COLUMNS
 
 
 COMMON_METADATA_COLUMNS = [
@@ -31,6 +31,25 @@ TYPE_METADATA_COLUMNS = {
     "STK": ["country", "state", "board_type", "issue_price"],
     "ETF": ["issuer", "current_mgr", "custodian", "issuer_country", "fund_type", "benchmark"],
     "LOF": ["issuer", "current_mgr", "custodian", "issuer_country", "fund_type", "benchmark"],
+    "CB": [
+        "country",
+        "state",
+        "stock_ticker",
+        "stock_exchange",
+        "maturity_date",
+        "issue_price",
+        "total_issue_size",
+        "par_value",
+        "redeem_price",
+        "conversion_start_date",
+        "conversion_end_date",
+        "callback_terms",
+        "callback_type",
+        "adjust_terms",
+        "adjust_type",
+        "putback_terms",
+        "putback_type",
+    ],
 }
 
 
@@ -55,15 +74,12 @@ class MetadataSql:
             for_inst_types = list(TYPE_METADATA_COLUMNS.keys())
         elif isinstance(for_inst_types, str):
             for_inst_types = [for_inst_types]
-        columns_base = [("ticker", String(10)), ("exchange", String(10))]
         if not self._manager.table_exists("instruments"):
-            columns = columns_base + [(col, FIELD_DATA_TYPE_SQL.get(col, String())) for col in COMMON_METADATA_COLUMNS]
+            columns = BASE_COLUMNS + [(col, FIELD_DATA_TYPE_SQL[col]) for col in COMMON_METADATA_COLUMNS]
             self._manager.create_table("instruments", columns, {"primary_key": ["ticker", "exchange"]})
         for inst_type in for_inst_types:
             if not self._manager.table_exists(f"instruments_{inst_type.lower()}"):
-                columns = columns_base + [
-                    (col, FIELD_DATA_TYPE_SQL.get(col, String())) for col in TYPE_METADATA_COLUMNS[inst_type]
-                ]
+                columns = BASE_COLUMNS + [(col, FIELD_DATA_TYPE_SQL[col]) for col in TYPE_METADATA_COLUMNS[inst_type]]
                 self._manager.create_table(
                     f"instruments_{inst_type.lower()}", columns, primary_key={"ticker", "exchange"}
                 )
@@ -99,8 +115,9 @@ class MetadataSql:
                     if not columns.empty:
                         self._manager.insert(f"instruments_{inst_type.lower()}", data_type_df[columns], upsert=True)
 
-    def _convert_datetime_columns(self, data: pd.DataFrame):
-        for col in ["listed_date", "delisted_date"]:
+    @staticmethod
+    def _convert_datetime_columns(data: pd.DataFrame):
+        for col in DATE_TIME_COLS:
             if col in data.columns:
                 data[col] = data[col].apply(pd.to_datetime)
 
@@ -213,6 +230,8 @@ class MetadataSql:
 
         if query_fields == "*":
             query_fields_cross = "*"
+            query_fields_type = []
+            query_fields_common = query_fields
         else:
             query_fields_common = ["ticker", "exchange"] + [f for f in query_fields if f in COMMON_METADATA_COLUMNS]
             query_fields_type = [f for f in query_fields if f in TYPE_METADATA_COLUMNS.get(inst_type, [])]
@@ -226,7 +245,11 @@ class MetadataSql:
         }
         filter_fields_type = {k: v for k, v in filter_fields.items() if k in TYPE_METADATA_COLUMNS.get(inst_type, [])}
 
-        if (query_fields != "*" or inst_type not in TYPE_METADATA_COLUMNS) and not bool(query_fields_type) and not bool(filter_fields_type):
+        if (
+            (query_fields != "*" or inst_type not in TYPE_METADATA_COLUMNS)
+            and not bool(query_fields_type)
+            and not bool(filter_fields_type)
+        ):
             df = self._manager.read_data(
                 "instruments", query_fields=query_fields_common, filter_fields=filter_fields_common
             )

{trade_database_manager-0.0.6.dev0 → trade_database_manager-0.0.6.dev1}/trade_database_manager/manager/typedefs.py

@@ -6,7 +6,7 @@
 
 from typing import Dict, Literal, Optional, Sequence, TypeVar, Union
 
-INST_TYPE_LITERALS = Literal["STK", "FUT", "OPT", "IDX", "ETF", "FND", "BND", "CASH", "CRYPTO"]
+INST_TYPE_LITERALS = Literal["STK", "FUT", "OPT", "IDX", "ETF", "LOF", "FUND", "BOND", "CASH", "CRYPTO", "CB"]
 EXCHANGE_LITERALS = Literal[
     "SSE",
     "SZSE",

{trade_database_manager-0.0.6.dev0 → trade_database_manager-0.0.6.dev1/trade_database_manager.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: trade_database_manager
-Version: 0.0.6.dev0
+Version: 0.0.6.dev1
 Summary: A wrapper of kdb and sql for convenient trade data management.
 Author-email: "Y.Q. Cui" <qianyun210603@hotmail.com>
 Classifier: Operating System :: POSIX :: Linux
@@ -75,3 +75,23 @@ then the system will send an email with the license file and a base64 key (Eithe
    - `-T 1000`: This sets the timeout in seconds for client queries. In this case, it's set to 1000 seconds.
 
    - `-U /opt/l64/trade.q`: This sets the access control list file. In this case, the file is located at `/opt/l64/trade.q`. This file contains a list of usernames and passwords for clients that are allowed to connect to the kdb+ process.
+
+### MetaData Initialization
+
+Allowed instruments types are given in "Instrument Types" section of [meta_enumerations.md](doc/meta_enumerations.md).
+
+### Data Initialization for Instrument Type(s)
+```python
+from trade_database_manager.manager import MetadataSql
+
+metadatalib = MetadataSql()
+metadatalib.initialize(for_inst_types="CB")
+```
+
+This will try to create two tables, `instruments` and `instruments_cb` in the database if not yet exists. The `instruments` table will store the common information of all instruments, and the `instruments_cb` table will store the type-specific information of the instruments of type `CB`.
+
+The table fields are listed in the [data_organization.md](doc/data_organization.md) file.
+
+
+
+

trade_database_manager-0.0.6.dev0/trade_database_manager/manager/fields_data_type.py

@@ -1,33 +0,0 @@
-# -*- coding: utf-8 -*-
-# @Time    : 2024/4/19 16:44
-# @Author  : YQ Tsui
-# @File    : fields_data_type.py
-# @Purpose :
-
-from sqlalchemy import DOUBLE_PRECISION, Integer, String, Date
-
-FIELD_DATA_TYPE_SQL = {
-    "ticker": String(20),
-    "name": String(20),
-    "currency": String(6),
-    "exchange": String(10),
-    "timezone": String(30),
-    "tick_size": DOUBLE_PRECISION(),
-    "lot_size": DOUBLE_PRECISION(),
-    "min_lots": DOUBLE_PRECISION(),
-    "market_tplus": Integer(),
-    "listed_date": Date(),
-    "delisted_date": Date(),
-    "country": String(6),
-    # STK
-    "sector": String(30),
-    "industry": String(36),
-    "board_type": String(200),
-    # LOF & ETF
-    "issuer": String(60),
-    "current_mgr": String(60),
-    "custodian": String(60),
-    "issuer_country": String(6),
-    "fund_type": String(20),
-    "benchmark": String(60),
-}