def test_remote_data_service_fin_indicator():
ds = RemoteDataService()
symbol = '000008.SZ'
filter_argument = ds._dic2url({'symbol': symbol})
df_raw, msg = ds.query("lb.finIndicator", fields="",
filter=filter_argument, orderby="symbol")
print
def test_remote_data_service_daily_ind_performance():
ds = RemoteDataService()
hs300 = ds.get_index_comp('000300.SH', 20140101, 20170101)
hs300_str = ','.join(hs300)
fields = "pb,pe,share_float_free,net_assets,limit_status"
res, msg = ds.query("lb.secDailyIndicator", fields=fields,
filter=("symbol=" + hs300_str
+ "&start_date=20160907&end_date=20170907"),
orderby="trade_date")
assert msg == '0,'
def test_remote_data_service_lb():
ds = RemoteDataService()
# test lb.secDailyIndicator
fields = "pb,pe,share_float_free,net_assets,limit_status"
for res3, msg3 in [ds.query("lb.secDailyIndicator", fields=fields,
filter="symbol=600030.SH&start_date=20170907&end_date=20170907",
orderby="trade_date"),
ds.query_lb_dailyindicator('600030.SH', 20170907, 20170907, fields)]:
assert msg3 == '0,'
assert abs(res3.loc[0, 'pb'] - 1.5135) < 1e-4
assert abs(res3.loc[0, 'share_float_free'] - 781496.5954) < 1e-4
assert abs(res3.loc[0, 'net_assets'] - 1.437e11) < 1e8
assert res3.loc[0, 'limit_status'] == 0
# test lb.income
for res4, msg4 in [ds.query("lb.income", fields="",
filter="symbol=600000.SH&start_date=20150101&end_date=20170101&report_type=408001000",
order_by="report_date"),
ds.query_lb_fin_stat('income', '600000.SH', 20150101, 20170101, fields="")]:
assert msg4 == '0,'
assert res4.shape == (8, 12)
assert abs(res4.loc[4, 'oper_rev'] - 120928000000) < 1
class Calendar(object):
"""
A calendar for manage trade date.
Attributes
----------
data_api :
"""
def __init__(self, data_api=None):
if data_api is None:
self.data_api = RemoteDataService()
else:
self.data_api = data_api
def get_trade_date_range(self, begin, end):
"""
Get array of trade dates within given range.
Return zero size array if no trade dates within range.
Parameters
----------
begin : int
YYmmdd
end : int
Returns
-------
trade_dates_arr : np.ndarray
dtype = int
"""
filter_argument = self.data_api._dic2url({
'start_date': begin,
'end_date': end
})
df_raw, msg = self.data_api.query("jz.secTradeCal",
fields="trade_date",
filter=filter_argument,
orderby="")
if df_raw.empty:
return np.array([], dtype=int)
trade_dates_arr = df_raw['trade_date'].values.astype(int)
return trade_dates_arr
def get_last_trade_date(self, date):
"""
Parameters
----------
date : int
Returns
-------
res : int
"""
dt = dtutil.convert_int_to_datetime(date)
delta = pd.Timedelta(weeks=2)
dt_old = dt - delta
date_old = dtutil.convert_datetime_to_int(dt_old)
dates = self.get_trade_date_range(date_old, date)
mask = dates < date
res = dates[mask][-1]
return res
def is_trade_date(self, date):
"""
Check whether date is a trade date.
Parameters
----------
date : int
Returns
-------
bool
"""
dates = self.get_trade_date_range(date, date)
return len(dates) > 0
def get_next_trade_date(self, date):
"""
Parameters
----------
date : int
Returns
-------
res : int
"""
dt = dtutil.convert_int_to_datetime(date)
delta = pd.Timedelta(weeks=2)
dt_new = dt + delta
date_new = dtutil.convert_datetime_to_int(dt_new)
dates = self.get_trade_date_range(date, date_new)
mask = dates > date
res = dates[mask][0]
return res
