vnpy-baostock-x 1.0.0__tar.gz

vnpy_baostock_x-1.0.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 EddyXie
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

vnpy_baostock_x-1.0.0/PKG-INFO

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+Metadata-Version: 2.5
+Name: vnpy_baostock_x
+Version: 1.0.0
+Summary: vnpy_baostock这个库，不是vnpy官方的，好久不维护了，里面的数据异常处理，没有做好，下载数据的时候，容易报错，特此改进
+Author-email: EddyXie <xieshufan@163.com>
+License-Expression: MIT
+License-File: LICENSE
+Keywords: quant,stock,vnpy
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.9
+Requires-Dist: baostock>=0.9.1
+Provides-Extra: dev
+Requires-Dist: build>=1.0; extra == 'dev'
+Requires-Dist: pytest>=7.0; extra == 'dev'
+Requires-Dist: ruff>=0.1; extra == 'dev'
+Requires-Dist: twine>=4.0; extra == 'dev'
+Description-Content-Type: text/markdown
+
+# vnpy_baostock_x
+
+[![PyPI version](https://img.shields.io/pypi/v/your-project-name.svg)](https://pypi.org/project/your-project-name/)
+[![Python versions](https://img.shields.io/pypi/pyversions/your-project-name.svg)](https://pypi.org/project/your-project-name/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+一句话说明这个项目是做什么的。
+
+## 简介
+
+vnpy_baostock这个库，不是vnpy官方的，好久不维护了，里面的数据异常处理，没有做好，下载数据的时候，容易报错，特此改进
+
+## 安装
+
+```bash
+pip install vnpy_baostock_x

vnpy_baostock_x-1.0.0/README.md

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+# vnpy_baostock_x
+
+[![PyPI version](https://img.shields.io/pypi/v/your-project-name.svg)](https://pypi.org/project/your-project-name/)
+[![Python versions](https://img.shields.io/pypi/pyversions/your-project-name.svg)](https://pypi.org/project/your-project-name/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+一句话说明这个项目是做什么的。
+
+## 简介
+
+vnpy_baostock这个库，不是vnpy官方的，好久不维护了，里面的数据异常处理，没有做好，下载数据的时候，容易报错，特此改进
+
+## 安装
+
+```bash
+pip install vnpy_baostock_x

vnpy_baostock_x-1.0.0/pyproject.toml

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+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[project]
+name = "vnpy_baostock_x"
+version = "1.0.0"
+description = "vnpy_baostock这个库，不是vnpy官方的，好久不维护了，里面的数据异常处理，没有做好，下载数据的时候，容易报错，特此改进"
+readme = "README.md"
+requires-python = ">=3.9"
+license = "MIT"
+license-files = ["LICEN[CS]E*"]
+authors = [
+    { name = "EddyXie", email = "xieshufan@163.com" },
+]
+keywords = ["quant", "stock", "vnpy"]
+classifiers = [
+    "Development Status :: 3 - Alpha",
+    "Intended Audience :: Developers",
+    "License :: OSI Approved :: MIT License",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.9",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Operating System :: OS Independent",
+]
+dependencies = [
+    "baostock>=0.9.1",
+]
+
+[project.optional-dependencies]
+dev = [
+    "pytest>=7.0",
+    "ruff>=0.1",
+    "build>=1.0",
+    "twine>=4.0",
+]
+
+[tool.hatch.build.targets.wheel]
+packages = ["src/vnpy_baostock_x"]

vnpy_baostock_x-1.0.0/src/vnpy_baostock_x/__init__.py

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+#!/usr/bin/python
+# -*- coding: utf-8 -*-
+#
+# Created by flytrap
+# Created time: 2022/02/13
+
+from .baostock_datafeed import BaoStockDatafeed as Datafeed
+
+
+__all__ = ["Datafeed"]
+
+
+__version__ = "1.0.0"

vnpy_baostock_x-1.0.0/src/vnpy_baostock_x/baostock_datafeed.py

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+#!/usr/bin/python
+# -*- coding: utf-8 -*-
+#
+# Created by flytrap
+# Created time: 2022/02/12
+from datetime import datetime
+from typing import Callable, List, Optional
+
+import baostock as bs
+from vnpy.trader.constant import Exchange, Interval
+from vnpy.trader.datafeed import BaseDatafeed
+from vnpy.trader.object import BarData, HistoryRequest
+from vnpy.trader.setting import SETTINGS
+from vnpy.trader.utility import round_to
+
+# 数据频率映射
+INTERVAL_VT2TS = {
+    Interval.MINUTE: "5",  # 只支持5分钟
+    Interval.HOUR: "60",
+    Interval.DAILY: "d",
+    Interval.WEEKLY: "w",
+}
+
+# 股票支持列表
+STOCK_LIST = [
+    Exchange.SSE,
+    Exchange.SZSE,
+]
+
+
+class BaoStockDatafeed(BaseDatafeed):
+    """BaoStock数据服务接口"""
+
+    def __init__(self):
+        """初始化"""
+        self.username: str = SETTINGS["datafeed.username"]
+        self.password: str = SETTINGS["datafeed.password"]
+
+        self.inited: bool = False
+
+    def init(self, output: Callable = print) -> bool:
+        """初始化"""
+        if self.inited:
+            return True
+
+        bs.login()
+        self.inited = True
+        output("BaoStock数据服务连接成功")
+
+        return True
+
+    def __delete__(self):
+        bs.logout()
+
+    def query_bar_history(self, req: HistoryRequest, output: Callable = print) -> Optional[List[BarData]]:
+        """查询k线数据"""
+        if not self.inited:
+            self.init()
+
+        symbol = req.symbol
+        exchange = req.exchange
+        interval = req.interval
+        start = req.start.strftime("%Y-%m-%d")
+        end = req.end.strftime("%Y-%m-%d")
+        bs_symbol = f"sz.{symbol}" if exchange == Exchange.SZSE else f"sh.{symbol}"
+
+        bs_interval = INTERVAL_VT2TS.get(interval)
+        if not bs_interval:
+            return None
+
+        if interval in (Interval.MINUTE, Interval.HOUR):
+            fields = "time,code,open,high,low,close,volume,amount"
+        else:
+            fields = "date,code,open,high,low,close,volume,amount"
+        try:
+            rs = bs.query_history_k_data_plus(
+                bs_symbol,
+                fields,
+                start_date=start,
+                end_date=end,
+                frequency=bs_interval,
+                adjustflag="3",
+            )
+        except Exception as e:
+            return []
+        data: List[BarData] = []
+
+        while (rs.error_code == "0") & rs.next():
+            item = rs.get_row_data()
+            str_format = "%Y-%m-%d"
+            if interval in (Interval.MINUTE, Interval.HOUR):
+                str_format = "%Y%m%d%H%M%S%f"
+            dt = datetime.strptime(item[0], str_format)
+            bar: BarData = BarData(
+                symbol=symbol,
+                exchange=exchange,
+                interval=interval,
+                datetime=dt,
+                open_price=0 if item[2]=='' else round_to(item[2], 0.000001),
+                high_price=0 if item[3]=='' else round_to(item[3], 0.000001),
+                low_price=0 if item[4]=='' else round_to(item[4], 0.000001),
+                close_price=0 if item[5]=='' else round_to(item[5], 0.000001),
+                volume=0 if item[6]=='' else float(item[6]),
+                turnover=0 if item[7]=='' else float(item[7]),
+                open_interest=0,
+                gateway_name="BS",
+            )
+            data.append(bar)
+
+        return data
+
+
+if __name__ == "__main__":
+    bsd = BaoStockDatafeed()
+    r = HistoryRequest(
+        symbol="sh.600000",
+        exchange=Exchange.SZSE,
+        start=datetime.strptime("2017-07-01", "%Y-%m-%d"),
+        end=datetime.strptime("2017-12-31", "%Y-%m-%d"),
+        interval=Interval.DAILY,
+    )
+    data = bsd.query_bar_history(r)
+    print(data)