# 402006 贵金属
# 402007 封闭式
# 投资标的类型编码
underlying_asset_type_id = Column(Integer)
# 投资标的类型
underlying_asset_type = Column(String(length=32))
@classmethod
def get_stocks(cls,
code=None,
codes=None,
ids=None,
timestamp=now_pd_timestamp(),
provider=None):
from zvt.api.portfolio import get_fund_stocks
return get_fund_stocks(code=code,
codes=codes,
ids=ids,
timestamp=timestamp,
provider=provider)
class FundStock(FundMetaBase, PortfolioStockHistory):
__tablename__ = 'fund_stock'
register_schema(providers=['joinquant'],
db_name='fund_meta',
schema_base=FundMetaBase)
# the __all__ is generated
__all__ = ['Fund', 'FundStock']
code = Column(String(length=32))
name = Column(String(length=32))
# 净流入
net_inflows = Column(Float)
# 净流入率
net_inflow_rate = Column(Float)
# 主力=超大单+大单
net_main_inflows = Column(Float)
net_main_inflow_rate = Column(Float)
# 超大单
net_huge_inflows = Column(Float)
net_huge_inflow_rate = Column(Float)
# 大单
net_big_inflows = Column(Float)
net_big_inflow_rate = Column(Float)
# 中单
net_medium_inflows = Column(Float)
net_medium_inflow_rate = Column(Float)
# 小单
net_small_inflows = Column(Float)
net_small_inflow_rate = Column(Float)
register_schema(providers=['sina', 'joinquant'], db_name='money_flow', schema_base=MoneyFlowBase)
# the __all__ is generated
__all__ = ['BlockMoneyFlow', 'StockMoneyFlow', 'IndexMoneyFlow']
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvt.contract.register import register_schema
from zvt.domain.quotes import IndexKdataCommon
KdataBase = declarative_base()
class Index1dKdata(KdataBase, IndexKdataCommon):
__tablename__ = 'index_1d_kdata'
register_schema(providers=['sina', 'joinquant'],
db_name='index_1d_kdata',
schema_base=KdataBase)
__all__ = ['Index1dKdata']
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.orm import declarative_base
from zvt.contract.register import register_schema
from zvt.domain.quotes import StockKdataCommon
KdataBase = declarative_base()
class Stock5mKdata(KdataBase, StockKdataCommon):
__tablename__ = "stock_5m_kdata"
register_schema(providers=["joinquant", "em"], db_name="stock_5m_kdata", schema_base=KdataBase, entity_type="stock")
# the __all__ is generated
__all__ = ["Stock5mKdata"]
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvt.contract.register import register_schema
from zvt.domain.quotes import IndexKdataCommon
KdataBase = declarative_base()
class Index1wkKdata(KdataBase, IndexKdataCommon):
__tablename__ = 'index_1wk_kdata'
register_schema(providers=['joinquant', 'sina'],
db_name='index_1wk_kdata',
schema_base=KdataBase,
entity_type='index')
# the __all__ is generated
__all__ = ['Index1wkKdata']
# 净流入
net_inflows = Column(Float)
# 净流入率
net_inflow_rate = Column(Float)
# 主力=超大单+大单
net_main_inflows = Column(Float)
net_main_inflow_rate = Column(Float)
# 超大单
net_huge_inflows = Column(Float)
net_huge_inflow_rate = Column(Float)
# 大单
net_big_inflows = Column(Float)
net_big_inflow_rate = Column(Float)
# 中单
net_medium_inflows = Column(Float)
net_medium_inflow_rate = Column(Float)
# 小单
net_small_inflows = Column(Float)
net_small_inflow_rate = Column(Float)
register_schema(providers=["joinquant", "sina"],
db_name="money_flow",
schema_base=MoneyFlowBase,
entity_type="stock")
# the __all__ is generated
__all__ = ["BlockMoneyFlow", "StockMoneyFlow", "IndexMoneyFlow"]
# -*- coding: utf-8 -*-
from sqlalchemy import Column, String
from sqlalchemy.orm import declarative_base
from zvt.contract import Mixin
from zvt.contract.register import register_schema
NewsBase = declarative_base()
class StockNews(NewsBase, Mixin):
__tablename__ = "stock_news"
#: 新闻标题
news_title = Column(String)
register_schema(providers=["em"],
db_name="stock_news",
schema_base=NewsBase,
entity_type="stock")
# the __all__ is generated
__all__ = ["StockNews"]
code = Column(String(length=32))
spo_issues = Column(Float)
spo_price = Column(Float)
spo_raising_fund = Column(Float)
class RightsIssueDetail(DividendFinancingBase, Mixin):
__tablename__ = "rights_issue_detail"
provider = Column(String(length=32))
code = Column(String(length=32))
# 配股
rights_issues = Column(Float)
rights_issue_price = Column(Float)
rights_raising_fund = Column(Float)
register_schema(regions=[Region.CHN, Region.US],
providers={
Region.CHN: [Provider.EastMoney],
Region.US: [Provider.Default]
},
db_name='dividend_financing',
schema_base=DividendFinancingBase)
__all__ = [
'DividendFinancing', 'DividendDetail', 'SpoDetail', 'RightsIssueDetail'
]
# 委托单
class Order(TraderBase, Mixin):
__tablename__ = 'order'
# 机器人名字
trader_name = Column(String(length=128))
# 订单价格
order_price = Column(Float)
# 订单数量
order_amount = Column(Float)
# 订单类型
order_type = Column(String(length=64))
# 订单状态
status = Column(String(length=64))
# 产生订单的selector/factor level
level = Column(String(length=32))
register_schema(regions=[Region.CHN, Region.US],
providers={
Region.CHN: [Provider.ZVT],
Region.US: [Provider.ZVT]
},
db_name='trader_info',
schema_base=TraderBase)
__all__ = ['TraderInfo', 'AccountStats', 'Position', 'Order']
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.orm import declarative_base
from zvt.contract.register import register_schema
from zvt.domain.quotes import BlockKdataCommon
KdataBase = declarative_base()
class Block1wkKdata(KdataBase, BlockKdataCommon):
__tablename__ = 'block_1wk_kdata'
register_schema(providers=['eastmoney'],
db_name='block_1wk_kdata',
schema_base=KdataBase,
entity_type='block')
# the __all__ is generated
__all__ = ['Block1wkKdata']
provider = Column(String(length=32))
code = Column(String(length=32))
spo_issues = Column(Float)
spo_price = Column(Float)
spo_raising_fund = Column(Float)
class RightsIssueDetail(DividendFinancingBase, Mixin):
__tablename__ = "rights_issue_detail"
provider = Column(String(length=32))
code = Column(String(length=32))
# 配股
rights_issues = Column(Float)
rights_issue_price = Column(Float)
rights_raising_fund = Column(Float)
register_schema(providers=["eastmoney"],
db_name="dividend_financing",
schema_base=DividendFinancingBase,
entity_type="stock")
# the __all__ is generated
__all__ = [
"DividendFinancing", "DividendDetail", "SpoDetail", "RightsIssueDetail"
]
fi_net_capital = Column(Float)
# 专项指标(保险)
#
# 总投资收益率
insurance_roi = Column(Float)
# 净投资收益率
insurance_net_investment_yield = Column(Float)
# 已赚保费
insurance_earned_premium = Column(Float)
# 赔付支出
insurance_payout = Column(Float)
# 退保率
insurance_surrender_rate = Column(Float)
# 偿付能力充足率
insurance_solvency_adequacy_ratio = Column(Float)
# 专项指标(券商)
#
# 净资本
broker_net_capital = Column(Float)
# 净资产
broker_net_assets = Column(Float)
# 净资本/净资产
broker_net_capital_assets_ratio = Column(Float)
# 自营固定收益类证券规模/净资本
broker_self_operated_fixed_income_securities_net_capital_ratio = Column(Float)
register_schema(providers=['eastmoney'], db_name='finance', schema_base=FinanceBase)
__all__ = ['FinanceFactor', 'BalanceSheet', 'IncomeStatement', 'CashFlowStatement']
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvt.contract.register import register_schema
from zvt_ccxt.domain.quotes import CoinKdataCommon
KdataBase = declarative_base()
class Coin15mKdata(KdataBase, CoinKdataCommon):
__tablename__ = 'coin_15m_kdata'
register_schema(providers=['ccxt'],
db_name='coin_15m_kdata',
schema_base=KdataBase)
__all__ = ['Coin15mKdata']
# -*- coding: utf-8 -*-
from sqlalchemy.ext.declarative import declarative_base
from zvt.contract.register import register_schema
from zvt.factors.ma.domain.common import MaStatsFactorCommon
Stock1dMaStatsFactorBase = declarative_base()
class Stock1dMaStatsFactor(Stock1dMaStatsFactorBase, MaStatsFactorCommon):
__tablename__ = "stock_1d_ma_stats_factor"
register_schema(providers=["zvt"],
db_name="stock_1d_ma_stats_factor",
schema_base=Stock1dMaStatsFactorBase)
# the __all__ is generated
__all__ = ["Stock1dMaStatsFactor"]
FactorBase = declarative_base()
# 用于保存factor的状态
class FactorState(FactorBase, Mixin):
__tablename__ = 'factor_state'
# 因子名字
factor_name = Column(String(length=128))
# json string
state = Column(Text())
register_schema(providers=['zvt'],
db_name='factor_info',
schema_base=FactorBase)
class Factor(DataReader, DataListener):
factor_type: FactorType = None
# define the schema for persist,its columns should be same as indicators in transformer or accumulator
factor_schema: Type[Mixin] = None
transformer: Transformer = None
accumulator: Accumulator = None
def __init__(
self,
data_schema: Type[Mixin],
code = Column(String(length=32))
name = Column(String(length=32))
# 静态pe
pe = Column(Float)
# 加权
pe1 = Column(Float)
# 动态pe
pe_ttm = Column(Float)
# 加权
pe_ttm1 = Column(Float)
# 市净率
pb = Column(Float)
# 加权
pb1 = Column(Float)
# 市销率
ps = Column(Float)
# 加权
ps1 = Column(Float)
# 市现率
pcf = Column(Float)
# 加权
pcf1 = Column(Float)
register_schema(providers=['joinquant'],
db_name='valuation',
schema_base=ValuationBase,
entity_type='stock')
# the __all__ is generated
__all__ = ['StockValuation', 'EtfValuation']
class InstitutionalInvestorHolder(HolderBase, Mixin):
__tablename__ = 'institutional_investor_holder'
provider = Column(String(length=32))
code = Column(String(length=32))
report_period = Column(String(length=32))
report_date = Column(DateTime)
# 机构类型
institutional_investor_type = Column(String(length=64))
# 股东代码
holder_code = Column(String(length=32))
# 股东名称
holder_name = Column(String(length=32))
# 持股数
shareholding_numbers = Column(Float)
# 持股比例
shareholding_ratio = Column(Float)
register_schema(providers=['eastmoney', 'joinquant'],
db_name='holder',
schema_base=HolderBase,
entity_type='stock')
# the __all__ is generated
__all__ = [
'HkHolder', 'TopTenTradableHolder', 'TopTenHolder',
'InstitutionalInvestorHolder'
]
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.orm import declarative_base
from zvt.contract.register import register_schema
from zvt.domain.quotes import StockKdataCommon
KdataBase = declarative_base()
class Stock5mHfqKdata(KdataBase, StockKdataCommon):
__tablename__ = 'stock_5m_hfq_kdata'
register_schema(providers=['joinquant'],
db_name='stock_5m_hfq_kdata',
schema_base=KdataBase,
entity_type='stock')
# the __all__ is generated
__all__ = ['Stock5mHfqKdata']
net_out_dep1_money_out = Column(Float)
net_out_dep1_rate = Column(Float)
net_out_dep2 = Column(String(length=128))
net_out_dep2_money_in = Column(Float)
net_out_dep2_money_out = Column(Float)
net_out_dep2_rate = Column(Float)
net_out_dep3 = Column(String(length=128))
net_out_dep3_money_in = Column(Float)
net_out_dep3_money_out = Column(Float)
net_out_dep3_rate = Column(Float)
net_out_dep4 = Column(String(length=128))
net_out_dep4_money_in = Column(Float)
net_out_dep4_money_out = Column(Float)
net_out_dep4_rate = Column(Float)
net_out_dep5 = Column(String(length=128))
net_out_dep5_money_in = Column(Float)
net_out_dep5_money_out = Column(Float)
net_out_dep5_rate = Column(Float)
register_schema(regions=[Region.CHN, Region.US],
providers={Region.CHN: [Provider.EastMoney, Provider.JoinQuant],
Region.US: [Provider.Default]},
db_name='trading', schema_base=TradingBase)
__all__ = ['ManagerTrading', 'HolderTrading', 'MarginTrading', 'BigDealTrading', 'DragonAndTiger']
profit = Column(Float)
# 市值 或者 占用的保证金(方便起见，总是100%)
value = Column(Float)
# 交易类型(0代表T+0,1代表T+1)
trading_t = Column(Integer)
# 委托单
class Order(TraderBase, Mixin):
__tablename__ = 'order'
# 机器人名字
trader_name = Column(String(length=128))
# 订单价格
order_price = Column(Float)
# 订单数量
order_amount = Column(Float)
# 订单类型
order_type = Column(String(length=64))
# 订单状态
status = Column(String(length=64))
# 产生订单的selector/factor level
level = Column(String(length=32))
register_schema(providers=['zvt'], db_name='trader_info', schema_base=TraderBase)
__all__ = ['TraderInfo', 'AccountStats', 'Position', 'Order']
__tablename__ = "institutional_investor_holder"
provider = Column(String(length=32))
code = Column(String(length=32))
report_period = Column(String(length=32))
report_date = Column(DateTime)
# 机构类型
institutional_investor_type = Column(String(length=64))
# 股东代码
holder_code = Column(String(length=32))
# 股东名称
holder_name = Column(String(length=32))
# 持股数
shareholding_numbers = Column(Float)
# 持股比例
shareholding_ratio = Column(Float)
register_schema(providers=["eastmoney", "joinquant"],
db_name="holder",
schema_base=HolderBase,
entity_type="stock")
# the __all__ is generated
__all__ = [
"HkHolder", "TopTenTradableHolder", "TopTenHolder",
"InstitutionalInvestorHolder"
]
from sqlalchemy import Column, String, Float
from sqlalchemy.orm import declarative_base
from zvt.contract import Portfolio, PortfolioStockHistory
from zvt.contract.register import register_schema, register_entity
IndexMetaBase = declarative_base()
# 指数
@register_entity(entity_type="index")
class Index(IndexMetaBase, Portfolio):
__tablename__ = "index"
# 发布商
publisher = Column(String(length=64))
# 类别
# see IndexCategory
category = Column(String(length=64))
# 基准点数
base_point = Column(Float)
class IndexStock(IndexMetaBase, PortfolioStockHistory):
__tablename__ = "index_stock"
register_schema(providers=["exchange"], db_name="index_meta", schema_base=IndexMetaBase)
# the __all__ is generated
__all__ = ["Index", "IndexStock"]
class Stock1dMaFactor(Stock1dMaFactorBase, Mixin):
__tablename__ = 'Stock1dMaFactor'
level = Column(String(length=32))
code = Column(String(length=32))
name = Column(String(length=128))
open = Column(Float)
close = Column(Float)
high = Column(Float)
low = Column(Float)
ma5 = Column(Float)
ma10 = Column(Float)
ma34 = Column(Float)
ma55 = Column(Float)
ma89 = Column(Float)
ma144 = Column(Float)
ma120 = Column(Float)
ma250 = Column(Float)
register_schema(regions=[Region.CHN, Region.US],
providers={Region.CHN: [Provider.ZVT],
Region.US: [Provider.ZVT]},
db_name='stock_1d_ma_factor', schema_base=Stock1dMaFactorBase)
report_period = Column(String(length=32))
report_date = Column(DateTime)
#: 变动比例
change_ratio = Column(Float)
#: 是否完成
is_complete = Column(Boolean)
#: 持股市值
actor_type = Column(String)
actor_count = Column(Integer)
#: 持股数
holding_numbers = Column(Float)
#: 持股比例
holding_ratio = Column(Float)
#: 持股市值
holding_values = Column(Float)
register_schema(providers=["em"],
db_name="stock_actor",
schema_base=StockActorBase,
entity_type="stock")
# the __all__ is generated
__all__ = [
"StockTopTenFreeHolder", "StockTopTenHolder",
"StockInstitutionalInvestorHolder", "StockActorSummary"
]
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvt.contract.register import register_schema
from zvt.domain.quotes import StockEmotionFactorCommon
FactorBase = declarative_base()
class StockEmotionFactor(FactorBase, StockEmotionFactorCommon):
@classmethod
def important_cols(cls):
return [
'AR', 'ARBR', 'ATR14', 'ATR6', 'BR', 'DAVOL10', 'DAVOL20',
'DAVOL5', 'MAWVAD', 'money_flow_20', 'PSY', 'turnover_volatility',
'TVMA20', 'TVMA6', 'TVSTD20', 'TVSTD6', 'VDEA', 'VDIFF', 'VEMA10',
'VEMA12', 'VEMA26', 'VEMA5', 'VMACD', 'VOL10', 'VOL120', 'VOL20',
'VOL240', 'VOL5', 'VOL60', 'VOSC', 'VR', 'VROC12', 'VROC6',
'VSTD10', 'VSTD20', 'WVAD'
]
__tablename__ = 'stock_emotion_factor'
register_schema(providers=['joinquant'],
db_name='stock_emotion_factor',
schema_base=FactorBase)
__all__ = ['StockEmotionFactor']
# -*- coding: utf-8 -*-
from sqlalchemy import Column, String
from sqlalchemy.orm import declarative_base
from zvt.contract import Portfolio, PortfolioStock
from zvt.contract.register import register_schema, register_entity
BlockMetaBase = declarative_base()
# 板块
@register_entity(entity_type="block")
class Block(BlockMetaBase, Portfolio):
__tablename__ = "block"
# 板块类型，行业(industry),概念(concept)
category = Column(String(length=64))
class BlockStock(BlockMetaBase, PortfolioStock):
__tablename__ = "block_stock"
register_schema(providers=["eastmoney", "sina"],
db_name="block_meta",
schema_base=BlockMetaBase)
# the __all__ is generated
__all__ = ["Block", "BlockStock"]
class Stock5mKdata(KdataBase, StockKdataCommon):
__tablename__ = 'stock_5m_kdata'
class Stock5mHfqKdata(KdataBase, StockKdataCommon):
__tablename__ = 'stock_5m_hfq_kdata'
class Stock5mBfqKdata(KdataBase, StockKdataCommon):
__tablename__ = 'stock_5m_bfq_kdata'
register_schema(regions=[Region.CHN, Region.US],
providers={
Region.CHN: [Provider.JoinQuant, Provider.BaoStock],
Region.US: [Provider.Yahoo]
},
db_name='stock_5m_kdata',
schema_base=KdataBase)
register_schema(regions=[Region.CHN, Region.US],
providers={
Region.CHN: [Provider.JoinQuant, Provider.BaoStock],
Region.US: [Provider.Yahoo]
},
db_name='stock_5m_hfq_kdata',
schema_base=KdataBase)
register_schema(regions=[Region.CHN, Region.US],
providers={
Region.CHN: [Provider.JoinQuant, Provider.BaoStock],
industry_indices = Column(String)
concept_indices = Column(String)
area_indices = Column(String)
# 成立日期
date_of_establishment = Column(DateTime)
# 公司简介
profile = Column(String(length=1024))
# 主营业务
main_business = Column(String(length=512))
# 发行量(股)
issues = Column(BigInteger)
# 发行价格
price = Column(Float)
# 募资净额(元)
raising_fund = Column(Float)
# 发行市盈率
issue_pe = Column(Float)
# 网上中签率
net_winning_rate = Column(Float)
register_schema(providers=['joinquant', 'eastmoney', 'exchange', 'sina'],
db_name='stock_meta',
schema_base=StockMetaBase)
__all__ = [
'Stock', 'Index', 'Block', 'Etf', 'IndexStock', 'BlockStock', 'EtfStock',
'StockDetail'
]
# -*- coding: utf-8 -*-
# this file is generated by gen_kdata_schema function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvt.contract.register import register_schema
from zvt.domain.quotes import StockKdataCommon
KdataBase = declarative_base()
class Stock1hHfqKdata(KdataBase, StockKdataCommon):
__tablename__ = 'stock_1h_hfq_kdata'
register_schema(providers=['joinquant'],
db_name='stock_1h_hfq_kdata',
schema_base=KdataBase)
__all__ = ['Stock1hHfqKdata']
# 投资标的类型编码
underlying_asset_type_id = Column(Integer)
# 投资标的类型
underlying_asset_type = Column(String(length=32))
@classmethod
def get_stocks(cls,
code=None,
codes=None,
ids=None,
timestamp=now_pd_timestamp(),
provider=None):
from zvt.api.portfolio import get_fund_stocks
return get_fund_stocks(code=code,
codes=codes,
ids=ids,
timestamp=timestamp,
provider=provider)
class FundStock(FundMetaBase, PortfolioStockHistory):
__tablename__ = "fund_stock"
register_schema(providers=["joinquant"],
db_name="fund_meta",
schema_base=FundMetaBase)
# the __all__ is generated
__all__ = ["Fund", "FundStock"]