def get_fundamentals(table,
symbols,
start_date,
end_date,
fields=None,
filter=None,
order_by=None,
limit=1000,
df=False):
"""
查询基本面财务数据
"""
fields_str, fields_list = standard_fields(fields, letter_upper=True)
start_date = utils.to_datestr(start_date)
end_date = utils.to_datestr(end_date)
data = fundamentalapi.get_fundamentals(table=table,
symbols=symbols,
start_date=start_date,
end_date=end_date,
fields=fields_str,
filter=filter,
order_by=order_by,
limit=limit)
if df:
data = pd.DataFrame(data)
if fields_list:
fields_list = ['symbol', 'pub_date', 'end_date'] + fields_list
columns = [field for field in fields_list if field in data.columns]
data = data[columns]
return data
def get_trading_dates(self, exchange, start_date, end_date):
# type: (Text, GmDate, GmDate) -> List[Text]
"""
查询交易日列表
如果指定的市场不存在, 返回空列表. 有值的话,返回 yyyy-mm-dd 格式的列表
"""
self._init_addr()
exchange = utils.to_exchange(exchange)
sdate = utils.to_datestr(start_date)
edate = utils.to_datestr(end_date)
if not exchange:
return []
if not sdate:
return []
if not end_date:
edate = Datetime.now().strftime('%Y-%m-%d')
req = GetTradingDatesReq(exchange=exchange, start_date=sdate, end_date=edate)
resp = self.stub.GetTradingDates(req, metadata=[
(str('authorization'), context.token),
(str('sdk-lang'), context.sdk_lang),
(str('sdk-version'), context.sdk_version),
(str('sdk-arch'), context.sdk_arch),
(str('sdk-os'), context.sdk_os),
])
if len(resp.dates) == 0:
return []
ds = []
for t in resp.dates: # type: Timestamp
ds.append(utils.utc_datetime2beijing_datetime(t.ToDatetime()).strftime('%Y-%m-%d'))
return ds
def get_history_instruments(self, symbols, fields=None, start_date=None, end_date=None):
"""
返回指定的symbols的标的日指标数据
"""
self._init_addr()
symbols = load_to_list(symbols)
start_date = utils.to_datestr(start_date)
end_date = utils.to_datestr(end_date)
if not start_date:
start_date = ''
if not end_date:
end_date = ''
req = GetHistoryInstrumentsReq(symbols=','.join(symbols),
fields=fields,
start_date=start_date, end_date=end_date)
resp = self.stub.GetHistoryInstruments(req, metadata=[
(str('authorization'), context.token),
(str('sdk-lang'), context.sdk_lang),
(str('sdk-version'), context.sdk_version),
(str('sdk-arch'), context.sdk_arch),
(str('sdk-os'), context.sdk_os),
])
result = [protobuf_to_dict(res_order, including_default_value_fields=True) for res_order in resp.data]
for info in result:
created_at_val = info.get('created_at', None)
if isinstance(created_at_val, Datetime):
info['trade_date'] = utils.utc_datetime2beijing_datetime(created_at_val)
info.pop('created_at')
return result
def get_fundamentals_n(self, table, symbols, end_date, fields=None, filter=None, order_by=None, count=1):
"""
查询基本面财务数据,每个股票在end_date的前n条
"""
self._init_addr()
end_date = utils.to_datestr(end_date)
if isinstance(symbols, string_types):
symbols = [s.strip() for s in symbols.split(',') if s.strip()]
req = GetFundamentalsNReq(table=table, end_date=end_date, fields=fields,
symbols=','.join(symbols), filter=filter,
order_by=order_by, count=count)
resp = self.stub.GetFundamentalsN(req, metadata=[
(str('authorization'), context.token),
(str('sdk-lang'), context.sdk_lang),
(str('sdk-version'), context.sdk_version),
(str('sdk-arch'), context.sdk_arch),
(str('sdk-os'), context.sdk_os),
])
result = []
for item in resp.data: # type: GetFundamentalsRsp.Fundamental
r = {
'symbol': item.symbol,
'pub_date': utils.utc_datetime2beijing_datetime(item.pub_date.ToDatetime()),
'end_date': utils.utc_datetime2beijing_datetime(item.end_date.ToDatetime()),
}
r.update(item.fields)
result.append(r)
return result
def get_next_trading_date(self, exchange, date):
# type: (Text, GmDate) -> TextNone
"""
返回指定日期的下一个交易日
@:param exchange: 交易市场
@:param date: 指定日期, 可以是datetime.date 或者 datetime.datetime 类型. 或者是 yyyy-mm-dd 或 yyyymmdd 格式的字符串
@:return 返回下一交易日, 为 yyyy-mm-dd 格式的字符串, 如果不存在则返回None
"""
self._init_addr()
exchange = utils.to_exchange(exchange)
date_str = utils.to_datestr(date)
if not date_str or not exchange:
return None
req = GetNextTradingDateReq(exchange=exchange, date=date_str)
resp = self.stub.GetNextTradingDate(req, metadata=[
(str('authorization'), context.token),
(str('sdk-lang'), context.sdk_lang),
(str('sdk-version'), context.sdk_version),
(str('sdk-arch'), context.sdk_arch),
(str('sdk-os'), context.sdk_os),
])
rdate = resp.date # type: Timestamp
if not rdate.ListFields(): # 这个说明查询结果没有
return None
return utils.utc_datetime2beijing_datetime(rdate.ToDatetime()).strftime('%Y-%m-%d')
def get_continuous_contracts(self, csymbol, start_date=None, end_date=None):
# type: (Text, GmDate, GmDate) -> List[Dict[Text, Any]]
self._init_addr()
start_date = utils.to_datestr(start_date)
end_date = utils.to_datestr(end_date)
req = GetContinuousContractsReq(csymbol=csymbol, start_date=start_date, end_date=end_date)
resp = self.stub.GetContinuousContracts(req, metadata=[
(str('authorization'), context.token),
(str('sdk-lang'), context.sdk_lang),
(str('sdk-version'), context.sdk_version),
(str('sdk-arch'), context.sdk_arch),
(str('sdk-os'), context.sdk_os),
])
result = []
for cc in resp.data: # type: ContinuousContract
row = {'symbol': cc.symbol, 'trade_date': utils.utc_datetime2beijing_datetime(cc.created_at.ToDatetime())}
result.append(row)
return result
def get_history_constituents(self, index, start_date=None, end_date=None):
# type: (TextNone, GmDate, GmDate) -> List[Dict[Text, Any]]
"""
查询指数历史成分股
返回的list每项是个字典,包含的key值有:
trade_date: 交易日期(datetime类型)
constituents: 一个字典. 每个股票的sybol做为key值, weight做为value值
"""
self._init_addr()
start_date = utils.to_datestr(start_date)
end_date = utils.to_datestr(end_date)
if not start_date:
start_date = Date.today()
else:
start_date = Datetime.strptime(start_date, '%Y-%m-%d').date()
if not end_date:
end_date = Date.today()
else:
end_date = Datetime.strptime(end_date, '%Y-%m-%d').date()
req = GetConstituentsReq(index=index, start_date=start_date.strftime('%Y-%m-%d'),
end_date=end_date.strftime('%Y-%m-%d'))
resp = self.stub.GetConstituents(req, metadata=[
(str('authorization'), context.token),
(str('sdk-lang'), context.sdk_lang),
(str('sdk-version'), context.sdk_version),
(str('sdk-arch'), context.sdk_arch),
(str('sdk-os'), context.sdk_os),
])
return [
{'trade_date': utils.utc_datetime2beijing_datetime(item.created_at.ToDatetime()),
'constituents': dict(item.constituents)}
for item in resp.data
]
def get_dividend(self, symbol, start_date, end_date=None):
# type: (Text, GmDate, GmDate) -> List[Dict[Text, Any]]
"""
查询分红送配
"""
self._init_addr()
if not symbol or not start_date:
return []
sym_tmp = symbol.split('.') # List[Text]
sym_tmp[0] = sym_tmp[0].upper()
symbol = '.'.join(sym_tmp)
if not end_date:
end_date = Datetime.now().strftime('%Y-%m-%d')
start_date = utils.to_datestr(start_date)
end_date = utils.to_datestr(end_date)
req = GetDividendsReq(symbol=symbol, start_date=start_date, end_date=end_date)
resp = self.stub.GetDividends(req, metadata=[
(str('authorization'), context.token),
(str('sdk-lang'), context.sdk_lang),
(str('sdk-version'), context.sdk_version),
(str('sdk-arch'), context.sdk_arch),
(str('sdk-os'), context.sdk_os),
])
result = []
fields = ['symbol', 'cash_div', 'share_div_ratio', 'share_trans_ratio', 'allotment_ratio', 'allotment_price',
'created_at']
for divi in resp.data: # type: Dividend
row = dict()
utils.protomessage2dict(divi, row, *fields)
created_at_val = row.get('created_at', None)
if isinstance(created_at_val, Datetime):
row['created_at'] = utils.utc_datetime2beijing_datetime(created_at_val)
result.append(row)
return result