|
|
"""
|
|
|
AmazingData 数据源适配器
|
|
|
基于银河证券星耀数智量化平台 SDK 的封装
|
|
|
提供统一、简洁的金融数据获取接口
|
|
|
"""
|
|
|
|
|
|
from calendar import calendar
|
|
|
|
|
|
import pandas as pd
|
|
|
from typing import List, Dict, Optional, Union, Tuple
|
|
|
from datetime import datetime, date
|
|
|
from dataclasses import dataclass
|
|
|
from enum import Enum
|
|
|
import logging
|
|
|
|
|
|
# 配置日志
|
|
|
logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(name)s - %(levelname)s - %(message)s')
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
|
|
|
class SecurityType(Enum):
|
|
|
"""证券类型枚举"""
|
|
|
STOCK_A = "EXTRA_STOCK_A" # 沪深A股
|
|
|
STOCK_A_SH_SZ = "EXTRA_STOCK_A_SH_SZ" # 沪深A股（沪深）
|
|
|
INDEX_A = "EXTRA_INDEX_A" # 沪深指数
|
|
|
ETF = "EXTRA_ETF" # ETF
|
|
|
FUTURE = "EXTRA_FUTURE" # 期货
|
|
|
KZZ = "EXTRA_KZZ" # 可转债
|
|
|
GLRA = "EXTRA_GLRA" # 逆回购
|
|
|
HKT = "EXTRA_HKT" # 港股通
|
|
|
ETF_OP = "EXTRA_ETF_OP" # ETF期权
|
|
|
|
|
|
|
|
|
class Market(Enum):
|
|
|
"""市场枚举"""
|
|
|
SH = "SH" # 上海
|
|
|
SZ = "SZ" # 深圳
|
|
|
BJ = "BJ" # 北京
|
|
|
|
|
|
|
|
|
class Period(Enum):
|
|
|
"""周期枚举"""
|
|
|
MIN1 = "min1"
|
|
|
MIN3 = "min3"
|
|
|
MIN5 = "min5"
|
|
|
MIN10 = "min10"
|
|
|
MIN15 = "min15"
|
|
|
MIN30 = "min30"
|
|
|
MIN60 = "min60"
|
|
|
MIN120 = "min120"
|
|
|
DAILY = "daily"
|
|
|
WEEKLY = "weekly"
|
|
|
MONTHLY = "monthly"
|
|
|
SEASON = "season"
|
|
|
YEAR = "year"
|
|
|
|
|
|
|
|
|
@dataclass
|
|
|
class DataSourceConfig:
|
|
|
"""数据源配置"""
|
|
|
username: str
|
|
|
password: str
|
|
|
host: str
|
|
|
port: int
|
|
|
local_path: str = "./amazing_data_cache/"
|
|
|
use_local_cache: bool = True
|
|
|
|
|
|
|
|
|
class AmazingDataAdapter:
|
|
|
"""
|
|
|
AmazingData 数据源适配器
|
|
|
|
|
|
封装银河证券星耀数智 SDK，提供统一的数据获取接口
|
|
|
"""
|
|
|
|
|
|
def __init__(self, config: DataSourceConfig):
|
|
|
"""
|
|
|
初始化适配器
|
|
|
|
|
|
Args:
|
|
|
config: 数据源配置
|
|
|
"""
|
|
|
self.config = config
|
|
|
self._ad = None
|
|
|
self._base_data = None
|
|
|
self._market_data = None
|
|
|
self._info_data = None
|
|
|
self._calendar = None
|
|
|
self._is_logged_in = False
|
|
|
|
|
|
def connect(self) -> bool:
|
|
|
"""
|
|
|
连接到数据源
|
|
|
|
|
|
Returns:
|
|
|
bool: 是否连接成功
|
|
|
"""
|
|
|
try:
|
|
|
import AmazingData as ad
|
|
|
self._ad = ad
|
|
|
|
|
|
# 登录
|
|
|
ad.login(
|
|
|
username=self.config.username,
|
|
|
password=self.config.password,
|
|
|
host=self.config.host,
|
|
|
port=self.config.port
|
|
|
)
|
|
|
|
|
|
# 初始化数据类
|
|
|
self._base_data = ad.BaseData()
|
|
|
self._info_data = ad.InfoData()
|
|
|
self._calendar = self._base_data.get_calendar()
|
|
|
self._market_data = ad.MarketData(self._calendar)
|
|
|
|
|
|
self._is_logged_in = True
|
|
|
logger.info("成功连接到 AmazingData 数据源")
|
|
|
return True
|
|
|
|
|
|
except Exception as e:
|
|
|
logger.error(f"连接失败: {e}")
|
|
|
return False
|
|
|
|
|
|
def disconnect(self):
|
|
|
"""断开连接"""
|
|
|
if self._is_logged_in and self._ad:
|
|
|
try:
|
|
|
self._ad.logout(self.config.username)
|
|
|
logger.info("已断开与 AmazingData 的连接")
|
|
|
except Exception as e:
|
|
|
logger.warning(f"断开连接时出错: {e}")
|
|
|
self._is_logged_in = False
|
|
|
|
|
|
# ==================== 基础数据接口 ====================
|
|
|
|
|
|
def get_code_list(self, security_type: SecurityType = SecurityType.STOCK_A) -> List[str]:
|
|
|
"""
|
|
|
获取代码列表
|
|
|
|
|
|
Args:
|
|
|
security_type: 证券类型
|
|
|
|
|
|
Returns:
|
|
|
证券代码列表
|
|
|
"""
|
|
|
self._check_login()
|
|
|
|
|
|
if security_type == SecurityType.FUTURE:
|
|
|
return self._base_data.get_future_code_list(security_type=security_type.value)
|
|
|
elif security_type == SecurityType.ETF_OP:
|
|
|
return self._base_data.get_option_code_list(security_type=security_type.value)
|
|
|
else:
|
|
|
return self._base_data.get_code_list(security_type=security_type.value)
|
|
|
|
|
|
def get_code_info(self, security_type: SecurityType = SecurityType.STOCK_A) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取证券信息
|
|
|
|
|
|
Args:
|
|
|
security_type: 证券类型
|
|
|
|
|
|
Returns:
|
|
|
DataFrame 包含证券基本信息
|
|
|
"""
|
|
|
self._check_login()
|
|
|
return self._base_data.get_code_info(security_type=security_type.value)
|
|
|
|
|
|
def get_trading_calendar(self, market: Market = Market.SH) -> List[int]:
|
|
|
"""
|
|
|
获取交易日历
|
|
|
|
|
|
Args:
|
|
|
market: 市场
|
|
|
|
|
|
Returns:
|
|
|
交易日列表 (YYYYMMDD 格式)
|
|
|
"""
|
|
|
self._check_login()
|
|
|
return self._base_data.get_calendar(market=market.value)
|
|
|
|
|
|
def get_adj_factor(self, codes: List[str],
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取复权因子（单次复权）
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame (index: 日期, columns: 股票代码)
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._base_data.get_adj_factor(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local
|
|
|
)
|
|
|
|
|
|
def get_backward_factor(self, codes: List[str],
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取后复权因子
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame (index: 日期, columns: 股票代码)
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._base_data.get_backward_factor(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local
|
|
|
)
|
|
|
|
|
|
# ==================== 历史行情数据接口 ====================
|
|
|
|
|
|
def get_kline(self,
|
|
|
codes: Union[str, List[str]],
|
|
|
start_date: Union[str, int, date],
|
|
|
end_date: Union[str, int, date],
|
|
|
period: Period = Period.DAILY) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取历史K线数据
|
|
|
|
|
|
Args:
|
|
|
codes: 证券代码或代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
period: K线周期
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]，DataFrame包含OHLCV等字段
|
|
|
"""
|
|
|
self._check_login()
|
|
|
|
|
|
if isinstance(codes, str):
|
|
|
codes = [codes]
|
|
|
|
|
|
start_date = self._format_date(start_date)
|
|
|
end_date = self._format_date(end_date)
|
|
|
|
|
|
print(f"正在获取K线数据: 代码={codes}, 日期范围={start_date}~{end_date}, 周期={period.value}")
|
|
|
# 获取K线数据
|
|
|
kline_dict = self._market_data.query_kline(
|
|
|
code_list=codes,
|
|
|
begin_date=20240302,
|
|
|
end_date=20240306,
|
|
|
period=self._ad.constant.Period.day.value)
|
|
|
print(f"成功获取K线数据: {len(kline_dict)} 只证券")
|
|
|
print(f"示例数据:\n{kline_dict[codes[0]].head()}")
|
|
|
return kline_dict
|
|
|
|
|
|
def get_snapshot(self,
|
|
|
codes: Union[str, List[str]],
|
|
|
start_date: Union[str, int, date],
|
|
|
end_date: Union[str, int, date]) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取历史快照数据（tick级别）
|
|
|
|
|
|
Args:
|
|
|
codes: 证券代码或代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]
|
|
|
"""
|
|
|
self._check_login()
|
|
|
|
|
|
if isinstance(codes, str):
|
|
|
codes = [codes]
|
|
|
|
|
|
start_date = self._format_date(start_date)
|
|
|
end_date = self._format_date(end_date)
|
|
|
|
|
|
snapshot_dict = self._market_data.query_snapshot(
|
|
|
code_list=codes,
|
|
|
begin_date=start_date,
|
|
|
end_date=end_date
|
|
|
)
|
|
|
|
|
|
return snapshot_dict
|
|
|
|
|
|
# ==================== 财务数据接口 ====================
|
|
|
|
|
|
def get_balance_sheet(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取资产负债表
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始报告期
|
|
|
end_date: 结束报告期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]
|
|
|
"""
|
|
|
return self._get_financial_data(
|
|
|
'get_balance_sheet', codes, start_date, end_date, is_local
|
|
|
)
|
|
|
|
|
|
def get_cash_flow(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取现金流量表
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始报告期
|
|
|
end_date: 结束报告期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]
|
|
|
"""
|
|
|
return self._get_financial_data(
|
|
|
'get_cash_flow', codes, start_date, end_date, is_local
|
|
|
)
|
|
|
|
|
|
def get_income_statement(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取利润表
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始报告期
|
|
|
end_date: 结束报告期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]
|
|
|
"""
|
|
|
return self._get_financial_data(
|
|
|
'get_income', codes, start_date, end_date, is_local
|
|
|
)
|
|
|
|
|
|
def get_profit_express(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取业绩快报
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始报告期
|
|
|
end_date: 结束报告期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_profit_express(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
def get_profit_notice(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取业绩预告
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始报告期
|
|
|
end_date: 结束报告期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_profit_notice(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
# ==================== 股东股本数据接口 ====================
|
|
|
|
|
|
def get_top10_shareholders(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取十大股东数据
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_share_holder(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
def get_shareholder_count(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取股东户数数据
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_holder_num(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
def get_equity_structure(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取股本结构数据
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_equity_structure(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
# ==================== 融资融券数据接口 ====================
|
|
|
|
|
|
def get_margin_summary(self,
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取融资融券成交汇总
|
|
|
|
|
|
Args:
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_margin_summary(
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
def get_margin_detail(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取融资融券交易明细
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_margin_detail(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
# ==================== 交易异动数据接口 ====================
|
|
|
|
|
|
def get_longhu_bang(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取龙虎榜数据
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_long_hu_bang(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
def get_block_trading(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> pd.DataFrame:
|
|
|
"""
|
|
|
获取大宗交易数据
|
|
|
|
|
|
Args:
|
|
|
codes: 股票代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
DataFrame
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_block_trading(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
# ==================== 指数数据接口 ====================
|
|
|
|
|
|
def get_index_constituents(self,
|
|
|
codes: List[str],
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取指数成分股
|
|
|
|
|
|
Args:
|
|
|
codes: 指数代码列表
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[指数代码, DataFrame]
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_index_constituent(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local
|
|
|
)
|
|
|
|
|
|
def get_index_weights(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取指数成分股权重
|
|
|
支持：上证50(000016.SH)、沪深300(000300.SH)、中证500(000905.SH)、
|
|
|
中证800(000906.SH)、中证1000(000852.SH)
|
|
|
|
|
|
Args:
|
|
|
codes: 指数代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[指数代码, DataFrame]
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_index_weight(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
# ==================== ETF数据接口 ====================
|
|
|
|
|
|
def get_etf_pcf(self, codes: List[str]) -> Tuple[pd.DataFrame, Dict[str, pd.DataFrame]]:
|
|
|
"""
|
|
|
获取ETF申赎数据
|
|
|
|
|
|
Args:
|
|
|
codes: ETF代码列表
|
|
|
|
|
|
Returns:
|
|
|
(etf_info, etf_constituents)
|
|
|
"""
|
|
|
self._check_login()
|
|
|
return self._base_data.get_etf_pcf(code_list=codes)
|
|
|
|
|
|
def get_fund_share(self,
|
|
|
codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取基金份额数据
|
|
|
|
|
|
Args:
|
|
|
codes: ETF代码列表
|
|
|
start_date: 开始日期
|
|
|
end_date: 结束日期
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_fund_share(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
# ==================== 可转债数据接口 ====================
|
|
|
|
|
|
def get_kzz_issuance(self,
|
|
|
codes: List[str],
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""
|
|
|
获取可转债发行数据
|
|
|
|
|
|
Args:
|
|
|
codes: 可转债代码列表
|
|
|
is_local: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
Dict[代码, DataFrame]
|
|
|
"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
return self._info_data.get_kzz_issuance(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local
|
|
|
)
|
|
|
|
|
|
# ==================== 辅助方法 ====================
|
|
|
|
|
|
def _check_login(self):
|
|
|
"""检查是否已登录"""
|
|
|
if not self._is_logged_in:
|
|
|
raise RuntimeError("未连接到数据源，请先调用 connect()")
|
|
|
|
|
|
def _format_date(self, d: Union[str, int, date]) -> int:
|
|
|
"""统一日期格式为 YYYYMMDD"""
|
|
|
if isinstance(d, int):
|
|
|
return d
|
|
|
elif isinstance(d, str):
|
|
|
return int(d.replace("-", "").replace("/", ""))
|
|
|
elif isinstance(d, date):
|
|
|
return int(d.strftime("%Y%m%d"))
|
|
|
else:
|
|
|
raise ValueError(f"不支持的日期格式: {d}")
|
|
|
|
|
|
def _get_financial_data(self, method: str, codes: List[str],
|
|
|
start_date: Optional[Union[str, int, date]] = None,
|
|
|
end_date: Optional[Union[str, int, date]] = None,
|
|
|
is_local: Optional[bool] = None) -> Dict[str, pd.DataFrame]:
|
|
|
"""通用财务数据获取方法"""
|
|
|
self._check_login()
|
|
|
is_local = is_local if is_local is not None else self.config.use_local_cache
|
|
|
|
|
|
method = getattr(self._info_data, method)
|
|
|
return method(
|
|
|
code_list=codes,
|
|
|
local_path=self.config.local_path,
|
|
|
is_local=is_local,
|
|
|
begin_date=self._format_date(start_date) if start_date else None,
|
|
|
end_date=self._format_date(end_date) if end_date else None
|
|
|
)
|
|
|
|
|
|
|
|
|
# ==================== 便捷函数 ====================
|
|
|
|
|
|
def create_adapter(username: str, password: str, host: str, port: int,
|
|
|
local_path: str = "./amazing_data_cache/",
|
|
|
use_local_cache: bool = True) -> AmazingDataAdapter:
|
|
|
"""
|
|
|
快速创建适配器实例
|
|
|
|
|
|
Args:
|
|
|
username: 用户名
|
|
|
password: 密码
|
|
|
host: 服务器地址
|
|
|
port: 服务器端口
|
|
|
local_path: 本地缓存路径
|
|
|
use_local_cache: 是否使用本地缓存
|
|
|
|
|
|
Returns:
|
|
|
AmazingDataAdapter 实例
|
|
|
"""
|
|
|
config = DataSourceConfig(
|
|
|
username=username,
|
|
|
password=password,
|
|
|
host=host,
|
|
|
port=port,
|
|
|
local_path=local_path,
|
|
|
use_local_cache=use_local_cache
|
|
|
)
|
|
|
return AmazingDataAdapter(config)
|
|
|
|
|
|
|
|
|
# ==================== 使用示例 ====================
|
|
|
|
|
|
if __name__ == "__main__":
|
|
|
# 示例代码
|
|
|
print("""
|
|
|
# 使用示例：
|
|
|
|
|
|
# 1. 创建适配器
|
|
|
adapter = create_adapter(
|
|
|
username='your_username',
|
|
|
password='your_password',
|
|
|
host='your_host',
|
|
|
port=your_port
|
|
|
)
|
|
|
|
|
|
# 2. 连接数据源
|
|
|
if adapter.connect():
|
|
|
# 3. 获取沪深A股代码列表
|
|
|
codes = adapter.get_code_list(SecurityType.STOCK_A)
|
|
|
print(f"获取到 {len(codes)} 只股票")
|
|
|
|
|
|
# 4. 获取历史K线数据
|
|
|
kline_data = adapter.get_kline(
|
|
|
codes=['000001.SZ', '600000.SH'],
|
|
|
start_date='20240101',
|
|
|
end_date='20241231',
|
|
|
period=Period.DAILY
|
|
|
)
|
|
|
|
|
|
# 5. 获取财务数据
|
|
|
balance_sheet = adapter.get_balance_sheet(
|
|
|
codes=['000001.SZ', '600000.SH'],
|
|
|
start_date='20240101',
|
|
|
end_date='20241231'
|
|
|
)
|
|
|
|
|
|
# 6. 获取指数成分股
|
|
|
constituents = adapter.get_index_constituents(['000300.SH']) # 沪深300
|
|
|
|
|
|
# 7. 断开连接
|
|
|
adapter.disconnect()
|
|
|
""")
|
