# 融券余额
short_value = Column(Float)
# 卖出量
short_volume = Column(Float)
# 融资融券余额
total_value = Column(Float)
# 北向/南向成交概况
@register_api(provider='joinquant')
class CrossMarketSummary(OverallBase, Mixin):
__tablename__ = 'cross_market_summary'
provider = Column(String(length=32))
code = Column(String(length=32))
name = Column(String(length=32))
buy_amount = Column(Float)
buy_volume = Column(Float)
sell_amount = Column(Float)
sell_volume = Column(Float)
quota_daily = Column(Float)
quota_daily_balance = Column(Float)
register_schema(providers=['exchange', 'joinquant'],
db_name='overall',
schema_base=OverallBase)
__all__ = ['StockSummary', 'MarginTradingSummary', 'CrossMarketSummary']
is_delisted = Column(Boolean)
industries = Column(String)
industry_indices = Column(String)
concept_indices = Column(String)
area_indices = Column(String)
indices = relationship('StockIndex', back_populates='stocks')
# 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))
# 上市日期
list_date = Column(DateTime)
# 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=['eastmoney', 'exchange', 'sina'],
db_name='stock_meta',
schema_base=StockMetaBase)
# -*- coding: utf-8 -*-
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema
from zvt.domain.quotes.stock import StockKdataCommon
# 股票周k线
Stock1wkKdataBase = declarative_base()
class Stock1wkKdata(Stock1wkKdataBase, StockKdataCommon):
__tablename__ = 'stock_1wk_kdata'
register_schema(providers=['joinquant'],
db_name='stock_1wk_kdata',
schema_base=Stock1wkKdataBase)
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)
__all__ = ['StockValuation', 'EtfValuation']
MetaBase = declarative_base()
api_tmp_path = os.path.abspath(os.path.join(os.path.dirname(__file__)))
# define the schema
@register_api(provider='sina')
@register_entity(entity_type='stock')
class Stock(MetaBase, EntityMixin):
__tablename__ = domain_name_to_table_name('Stock')
# 上市日期
list_date = Column(DateTime)
register_schema(providers=['eastmoney', 'sina'],
db_name='meta',
schema_base=MetaBase)
# define the db
MetaBase = declarative_base()
api_tmp_path = os.path.abspath(os.path.join(os.path.dirname(__file__)))
class StockKdataCommon(Mixin):
provider = Column(String(length=32))
code = Column(String(length=32))
name = Column(String(length=32))
# level = Column(Enum(TradingLevel, values_callable=enum_value))
level = Column(String(length=32))
shaking = 'shaking'
# 趋势向上
up = 'up'
# 趋势向下
down = 'down'
class Stock1dZenFactor(Stock1dZenFactorBase, Mixin):
__tablename__ = 'Stock1dZenFactor'
level = Column(String(length=32))
code = Column(String(length=32))
name = Column(String(length=32))
open = Column(Float)
close = Column(Float)
high = Column(Float)
low = Column(Float)
# KState，当下k线的状态是确定的，笔状态的 延续和打破 受其影响
k_state = Column(String(length=32))
# BiState
bi_state = Column(String(length=32))
# ZenState
zen_state = Column(String(length=32))
register_schema(providers=['zvt'],
db_name='stock_1d_zen_factor',
schema_base=Stock1dZenFactorBase)
# -*- coding: utf-8 -*-
from sqlalchemy.ext.declarative import declarative_base
# 数字货币tick
from zvdata.contract import register_schema
from zvt.domain.quotes import TickCommon
CoinTickKdataBase = declarative_base()
class CoinTickKdata(CoinTickKdataBase, TickCommon):
__tablename__ = 'coin_tick_kdata'
register_schema(providers=['ccxt'],
db_name='coin_tick_kdata',
schema_base=CoinTickKdataBase)
close = Column(Float)
change_pct = Column(Float)
turnover_rate = Column(Float)
# 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'],
db_name='money_flow',
schema_base=MoneyFlowBase)
# 买入额
margin_buy = Column(Float)
# 融券余额
short_value = Column(Float)
# 卖出量
short_volume = Column(Float)
# 融资融券余额
total_value = Column(Float)
# 北向/南向成交概况
class CrossMarketSummary(MacroBase, Mixin):
__tablename__ = 'cross_market_summary'
provider = Column(String(length=32))
code = Column(String(length=32))
name = Column(String(length=32))
buy_amount = Column(Float)
buy_volume = Column(Float)
sell_amount = Column(Float)
sell_volume = Column(Float)
quota_daily = Column(Float)
quota_daily_balance = Column(Float)
register_schema(providers=['exchange', 'joinquant'],
db_name='macro',
schema_base=MacroBase)
# 交易类型(0代表T+0,1代表T+1)
trading_t = Column(Integer)
class Order(BusinessBase, Mixin):
__tablename__ = 'order'
id = Column(String(length=128), primary_key=True)
# 时间
timestamp = Column(DateTime)
# 机器人名字
trader_name = Column(String(length=128))
# 证券id
entity_id = 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='business',
schema_base=BusinessBase)
change = Column(Float)
# 变动比例
change_ratio = Column(Float)
@register_api(provider='eastmoney')
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'],
db_name='holder',
schema_base=HolderBase)
# -*- coding: utf-8 -*-
from sqlalchemy import Column, Float
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema
from zvt.domain.quotes.index import IndexKdataCommon
# 指数月k线
Index1monKdataBase = declarative_base()
class Index1monKdata(Index1monKdataBase, IndexKdataCommon):
__tablename__ = 'index_1mon_kdata'
turnover_rate = Column(Float)
# ETF 累计净值（货币 ETF 为七日年化)
cumulative_net_value = Column(Float)
# ETF 净值增长率
change_pct = Column(Float)
register_schema(providers=['eastmoney'],
db_name='index_1mon_kdata',
schema_base=Index1monKdataBase)
# -*- coding: utf-8 -*-
# this file is generated by gen_quote_domain function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema
from zvt.domain.quotes import IndexKdataCommon
KdataBase = declarative_base()
class Index1dKdata(KdataBase, IndexKdataCommon):
__tablename__ = 'index_1d_kdata'
register_schema(providers=['sina'],
db_name='index_1d_kdata',
schema_base=KdataBase)
__all__ = ['Index1dKdata']
# 数字货币
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema, register_entity
from zvdata import EntityMixin
CoinMetaBase = declarative_base()
@register_entity(entity_type='coin')
class Coin(CoinMetaBase, EntityMixin):
__tablename__ = 'coin'
register_schema(providers=['ccxt'],
db_name='coin_meta',
schema_base=CoinMetaBase)
# -*- coding: utf-8 -*-
from sqlalchemy import Column, Float
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema
from zvt.domain.quotes import KdataCommon
# 指数日k线
Index1dKdataBase = declarative_base()
class Index1dKdata(Index1dKdataBase, KdataCommon):
__tablename__ = 'index_1d_kdata'
turnover_rate = Column(Float)
# ETF 累计净值（货币 ETF 为七日年化)
cumulative_net_value = Column(Float)
# ETF 净值增长率
change_pct = Column(Float)
register_schema(providers=['exchange'],
db_name='index_1d_kdata',
schema_base=Index1dKdataBase)
# -*- coding: utf-8 -*-
# this file is generated by gen_quote_domain function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema
from zvt.domain.quotes import CoinKdataCommon
KdataBase = declarative_base()
class Coin30mKdata(KdataBase, CoinKdataCommon):
__tablename__ = 'coin_30m_kdata'
register_schema(providers=['ccxt'],
db_name='coin_30m_kdata',
schema_base=KdataBase)
__all__ = ['Coin30mKdata']
# -*- coding: utf-8 -*-
from sqlalchemy import Column, Float, Integer, String
from sqlalchemy.ext.declarative import declarative_base
from zvdata import Mixin
from zvdata.contract import register_schema
Stock1dMaStateStatsBase = declarative_base()
class Stock1dMaStateStats(Stock1dMaStateStatsBase, Mixin):
__tablename__ = 'stock_1d_ma_state_stats'
level = Column(String(length=32))
ma5 = Column(Float)
ma10 = Column(Float)
score = Column(Float)
current_count = Column(Integer)
total_count = Column(Integer)
register_schema(providers=['zvt'],
db_name='stock_1d_ma_stats',
schema_base=Stock1dMaStateStatsBase)
# -*- coding: utf-8 -*-
from sqlalchemy.ext.declarative import declarative_base
from zvdata import Mixin
from zvdata.contract import register_api, register_schema
TradeDayBase = declarative_base()
@register_api(provider='joinquant')
class StockTradeDay(TradeDayBase, Mixin):
__tablename__ = 'stock_trade_day'
register_schema(providers=['joinquant'], db_name='trade_day', schema_base=TradeDayBase)
__all__ = ['StockTradeDay']
# 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_quote_domain function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract 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)
__all__ = ['Block1wkKdata']
# -*- coding: utf-8 -*-
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema
from zvt.domain.quotes import KdataCommon
Coin1hKdataBase = declarative_base()
class Coin1hKdata(Coin1hKdataBase, KdataCommon):
__tablename__ = 'coin_1h_kdata'
register_schema(providers=['ccxt'],
db_name='coin_1h_kdata',
schema_base=Coin1hKdataBase)
# 卖出营业部
net_out_dep1 = Column(String(length=128))
net_out_dep1_money_in = Column(Float)
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(providers=['eastmoney'],
db_name='trading',
schema_base=TradingBase)
# -*- coding: utf-8 -*-
# this file is generated by gen_quote_domain function, dont't change it
from sqlalchemy.ext.declarative import declarative_base
from zvdata.contract import register_schema
from zvt.domain.quotes import StockKdataCommon
KdataBase = declarative_base()
class Stock30mKdata(KdataBase, StockKdataCommon):
__tablename__ = 'stock_30m_kdata'
register_schema(providers=['joinquant'], db_name='stock_30m_kdata', schema_base=KdataBase)
__all__ = ['Stock30mKdata']
@register_api(provider='eastmoney')
class SpoDetail(DividendFinancingBase, Mixin):
__tablename__ = "spo_detail"
provider = Column(String(length=32))
code = Column(String(length=32))
spo_issues = Column(Float)
spo_price = Column(Float)
spo_raising_fund = Column(Float)
@register_api(provider='eastmoney')
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)
__all__ = ['DividendFinancing', 'DividendDetail', 'SpoDetail', 'RightsIssueDetail']
