feat(financial): 实现资产负债表和现金流量表同步接口
- 新增 BalanceQuarterSync 类，封装 balancesheet_vip 接口（157个字段） - 新增 CashflowQuarterSync 类，封装 cashflow_vip 接口（95个字段） - 在财务数据调度中心注册资产负债表和现金流量表 - 更新规范文档，标记接口为已实现
This commit is contained in:
@@ -1,8 +1,8 @@
|
||||
# 财务数据 API 封装规范
|
||||
|
||||
> **文档版本**: v1.0
|
||||
> **文档版本**: v1.3
|
||||
> **适用范围**: 所有财务数据 API（利润表、资产负债表、现金流量表等）
|
||||
> **更新日期**: 2026-03-07
|
||||
> **更新日期**: 2026-03-08
|
||||
|
||||
---
|
||||
|
||||
@@ -94,8 +94,8 @@ class IncomeQuarterSync(QuarterBasedSync):
|
||||
src/data/api_wrappers/financial_data/
|
||||
├── __init__.py # 可选：导出公共接口
|
||||
├── api_income.py # 利润表接口（已实现）
|
||||
├── api_balance.py # 资产负债表接口（预留）
|
||||
├── api_cashflow.py # 现金流量表接口（预留）
|
||||
├── api_balance.py # 资产负债表接口（已实现）
|
||||
├── api_cashflow.py # 现金流量表接口（已实现）
|
||||
└── api_financial_sync.py # 调度中心（只保留调度逻辑）
|
||||
```
|
||||
|
||||
@@ -107,6 +107,35 @@ src/data/api_wrappers/
|
||||
└── base_financial_sync.py # QuarterBasedSync（本规范核心）
|
||||
```
|
||||
|
||||
### 快速开始
|
||||
|
||||
已实现的财务数据接口可以直接使用：
|
||||
|
||||
```python
|
||||
# 同步所有财务数据（利润表 + 资产负债表 + 现金流量表）
|
||||
from src.data.api_wrappers.financial_data.api_financial_sync import sync_financial
|
||||
sync_financial()
|
||||
|
||||
# 只同步利润表
|
||||
from src.data.api_wrappers.financial_data.api_income import sync_income
|
||||
sync_income()
|
||||
|
||||
# 只同步资产负债表
|
||||
from src.data.api_wrappers.financial_data.api_balance import sync_balance
|
||||
sync_balance()
|
||||
|
||||
# 只同步现金流量表
|
||||
from src.data.api_wrappers.financial_data.api_cashflow import sync_cashflow
|
||||
sync_cashflow()
|
||||
|
||||
# 全量同步
|
||||
sync_cashflow(force_full=True)
|
||||
|
||||
# 预览同步
|
||||
from src.data.api_wrappers.financial_data.api_cashflow import preview_cashflow_sync
|
||||
preview_cashflow_sync()
|
||||
```
|
||||
|
||||
### 文件内容结构
|
||||
|
||||
每个 API 文件必须包含以下部分（按顺序）：
|
||||
@@ -905,60 +934,158 @@ def get_income(period: str, fields: Optional[str] = None) -> pd.DataFrame:
|
||||
return client.query("income_vip", period=period, fields=fields)
|
||||
```
|
||||
|
||||
### 预留接口示例
|
||||
### 完整实现示例：资产负债表接口
|
||||
|
||||
```python
|
||||
"""资产负债表数据接口 (VIP 版本) - 预留
|
||||
"""资产负债表数据接口 (VIP 版本)
|
||||
|
||||
使用 Tushare VIP 接口 (balancesheet_vip) 获取资产负债表数据。
|
||||
按季度同步，一次请求获取一个季度的全部上市公司数据。
|
||||
|
||||
使用方式:
|
||||
from src.data.api_wrappers.financial_data.api_balance import (
|
||||
BalanceQuarterSync,
|
||||
sync_balance,
|
||||
preview_balance_sync
|
||||
)
|
||||
|
||||
# 方式1: 使用类
|
||||
syncer = BalanceQuarterSync()
|
||||
syncer.sync_incremental() # 增量同步
|
||||
syncer.sync_full() # 全量同步
|
||||
|
||||
# 方式2: 使用便捷函数
|
||||
sync_balance() # 增量同步
|
||||
sync_balance(force_full=True) # 全量同步
|
||||
"""
|
||||
|
||||
from typing import Optional
|
||||
from typing import Any, override
|
||||
import pandas as pd
|
||||
|
||||
from src.data.client import TushareClient
|
||||
from src.data.api_wrappers.base_financial_sync import (
|
||||
QuarterBasedSync,
|
||||
sync_financial_data,
|
||||
preview_financial_sync
|
||||
preview_financial_sync,
|
||||
)
|
||||
|
||||
|
||||
class BalanceQuarterSync(QuarterBasedSync):
|
||||
"""资产负债表季度同步实现（预留）。"""
|
||||
"""资产负债表季度同步实现。
|
||||
|
||||
table_name = "financial_balance"
|
||||
api_name = "balancesheet_vip"
|
||||
TARGET_REPORT_TYPE = "1"
|
||||
使用 balancesheet_vip 接口按季度获取全部上市公司资产负债表数据。
|
||||
|
||||
TABLE_SCHEMA = {
|
||||
表结构: financial_balance
|
||||
注意: 不设置主键和唯一索引，支持财务数据多次修正
|
||||
"""
|
||||
|
||||
table_name: str = "financial_balance"
|
||||
api_name: str = "balancesheet_vip"
|
||||
|
||||
# 只同步合并报表
|
||||
TARGET_REPORT_TYPE: str | None = "1"
|
||||
|
||||
# 表结构定义 - 完整的资产负债表字段
|
||||
TABLE_SCHEMA: dict[str, str] = {
|
||||
"ts_code": "VARCHAR(16) NOT NULL",
|
||||
"ann_date": "DATE",
|
||||
"f_ann_date": "DATE",
|
||||
"end_date": "DATE NOT NULL",
|
||||
"report_type": "INTEGER",
|
||||
# TODO: 补充完整字段定义
|
||||
"comp_type": "INTEGER",
|
||||
"end_type": "VARCHAR(10)",
|
||||
"total_share": "DOUBLE",
|
||||
"cap_rese": "DOUBLE",
|
||||
"undistr_porfit": "DOUBLE",
|
||||
"surplus_rese": "DOUBLE",
|
||||
"special_rese": "DOUBLE",
|
||||
"money_cap": "DOUBLE",
|
||||
"trad_asset": "DOUBLE",
|
||||
"notes_receiv": "DOUBLE",
|
||||
"accounts_receiv": "DOUBLE",
|
||||
# ... 其他150+个字段（完整字段列表见 api_balance.py）
|
||||
}
|
||||
|
||||
TABLE_INDEXES = [
|
||||
# 普通索引（不要创建唯一索引）
|
||||
TABLE_INDEXES: list[tuple[str, list[str]]] = [
|
||||
("idx_financial_balance_ts_code", ["ts_code"]),
|
||||
("idx_financial_balance_end_date", ["end_date"]),
|
||||
("idx_financial_balance_ts_period", ["ts_code", "end_date", "report_type"]),
|
||||
]
|
||||
|
||||
def __init__(self):
|
||||
"""初始化资产负债表同步器。"""
|
||||
super().__init__()
|
||||
self._fields: str | None = None # 默认返回全部字段
|
||||
|
||||
@override
|
||||
def fetch_single_quarter(self, period: str) -> pd.DataFrame:
|
||||
"""预留方法，尚未实现。"""
|
||||
raise NotImplementedError(
|
||||
"资产负债表同步尚未实现。需要 Tushare 5000 积分调用 balancesheet_vip 接口。"
|
||||
"""获取单季度的全部上市公司资产负债表数据。
|
||||
|
||||
Args:
|
||||
period: 报告期，季度最后一天日期（如 '20231231'）
|
||||
|
||||
Returns:
|
||||
包含该季度全部上市公司资产负债表数据的 DataFrame
|
||||
"""
|
||||
params = {"period": period}
|
||||
|
||||
if self._fields:
|
||||
params["fields"] = self._fields
|
||||
|
||||
return self.client.query(self.api_name, **params)
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# 便捷函数
|
||||
# =============================================================================
|
||||
|
||||
|
||||
def sync_balance(
|
||||
force_full: bool = False,
|
||||
dry_run: bool = False,
|
||||
) -> list[dict[str, Any]]:
|
||||
"""同步资产负债表数据（便捷函数）。
|
||||
|
||||
Args:
|
||||
force_full: 若为 True，强制全量同步
|
||||
dry_run: 若为 True，仅预览不写入
|
||||
|
||||
Returns:
|
||||
同步结果列表
|
||||
"""
|
||||
return sync_financial_data(BalanceQuarterSync, force_full, dry_run)
|
||||
|
||||
|
||||
def preview_balance_sync() -> dict[str, Any]:
|
||||
"""预览资产负债表同步信息。
|
||||
|
||||
Returns:
|
||||
预览信息字典
|
||||
"""
|
||||
return preview_financial_sync(BalanceQuarterSync)
|
||||
|
||||
|
||||
def get_balance(period: str, fields: str | None = None) -> pd.DataFrame:
|
||||
"""获取资产负债表数据（原始接口，单季度）。
|
||||
|
||||
Args:
|
||||
period: 报告期，季度最后一天日期（如 '20231231'）
|
||||
fields: 指定返回字段，默认返回全部字段
|
||||
|
||||
Returns:
|
||||
包含资产负债表数据的 DataFrame
|
||||
"""
|
||||
client = TushareClient()
|
||||
|
||||
if fields is None:
|
||||
fields = (
|
||||
"ts_code,ann_date,f_ann_date,end_date,report_type,comp_type,end_type,"
|
||||
"total_share,cap_rese,undistr_porfit,surplus_rese,special_rese,"
|
||||
"money_cap,trad_asset,notes_receiv,accounts_receiv,..."
|
||||
)
|
||||
|
||||
|
||||
def sync_balance(force_full: bool = False, dry_run: bool = False) -> list:
|
||||
"""预留函数。"""
|
||||
raise NotImplementedError("资产负债表同步尚未实现")
|
||||
|
||||
|
||||
def preview_balance_sync() -> dict:
|
||||
"""预留函数。"""
|
||||
raise NotImplementedError("资产负债表同步尚未实现")
|
||||
return client.query("balancesheet_vip", period=period, fields=fields)
|
||||
```
|
||||
|
||||
---
|
||||
@@ -1149,12 +1276,16 @@ self.storage.flush()
|
||||
|
||||
- `src/data/api_wrappers/base_financial_sync.py` - QuarterBasedSync 基类
|
||||
- `src/data/api_wrappers/financial_data/api_income.py` - 利润表示例实现
|
||||
- `src/data/api_wrappers/financial_data/api_balance.py` - 资产负债表实现
|
||||
- `src/data/api_wrappers/financial_data/api_cashflow.py` - 现金流量表实现
|
||||
- `src/data/api_wrappers/financial_data/api_financial_sync.py` - 调度中心
|
||||
|
||||
### 变更历史
|
||||
|
||||
| 日期 | 版本 | 变更内容 |
|
||||
|------|------|----------|
|
||||
| 2026-03-08 | v1.3 | 现金流量表接口实现：<br>- 完成 `api_cashflow.py` 封装<br>- 添加 95 个现金流量表完整字段<br>- 更新调度中心注册<br>- 更新文档标记现金流为已实现 |
|
||||
| 2026-03-08 | v1.2 | 资产负债表接口实现：<br>- 完成 `api_balance.py` 封装<br>- 添加 157 个资产负债表完整字段<br>- 更新调度中心注册<br>- 更新文档中的资产负债表示例为完整实现 |
|
||||
| 2026-03-08 | v1.1 | 完善实际编码细节：<br>- 添加首次同步优化说明<br>- 添加日期格式转换规范<br>- 添加存储层 UPSERT 禁用说明<br>- 添加删除计数处理说明<br>- 扩充常见问题（Q7-Q9） |
|
||||
| 2026-03-07 | v1.0 | 初始版本，规范财务数据 API 封装要求 |
|
||||
|
||||
|
||||
@@ -356,3 +356,156 @@ df2 = pro.balancesheet_vip(period='20181231',fields='ts_code,ann_date,f_ann_date
|
||||
10 | 母公司调整前报表 | 母公司调整之前的原始财务报表数据
|
||||
11 | 母公司调整前合并报表 | 母公司调整之前合并报表原数据
|
||||
12 | 母公司调整前报表 | 母公司报表发生变更前保留的原数据
|
||||
|
||||
|
||||
现金流量表
|
||||
接口：cashflow，可以通过数据工具调试和查看数据。
|
||||
描述：获取上市公司现金流量表
|
||||
积分：用户需要至少2000积分才可以调取，具体请参阅积分获取办法
|
||||
|
||||
提示：当前接口只能按单只股票获取其历史数据，如果需要获取某一季度全部上市公司数据，请使用cashflow_vip接口（参数一致），需积攒5000积分。
|
||||
|
||||
输入参数
|
||||
|
||||
名称 类型 必选 描述
|
||||
ts_code str Y 股票代码
|
||||
ann_date str N 公告日期（YYYYMMDD格式，下同）
|
||||
f_ann_date str N 实际公告日期
|
||||
start_date str N 公告日开始日期
|
||||
end_date str N 公告日结束日期
|
||||
period str N 报告期(每个季度最后一天的日期，比如20171231表示年报，20170630半年报，20170930三季报)
|
||||
report_type str N 报告类型：见下方详细说明
|
||||
comp_type str N 公司类型：1一般工商业 2银行 3保险 4证券
|
||||
is_calc int N 是否计算报表
|
||||
输出参数
|
||||
|
||||
名称 类型 默认显示 描述
|
||||
ts_code str Y TS股票代码
|
||||
ann_date str Y 公告日期
|
||||
f_ann_date str Y 实际公告日期
|
||||
end_date str Y 报告期
|
||||
comp_type str Y 公司类型(1一般工商业2银行3保险4证券)
|
||||
report_type str Y 报表类型
|
||||
end_type str Y 报告期类型
|
||||
net_profit float Y 净利润
|
||||
finan_exp float Y 财务费用
|
||||
c_fr_sale_sg float Y 销售商品、提供劳务收到的现金
|
||||
recp_tax_rends float Y 收到的税费返还
|
||||
n_depos_incr_fi float Y 客户存款和同业存放款项净增加额
|
||||
n_incr_loans_cb float Y 向中央银行借款净增加额
|
||||
n_inc_borr_oth_fi float Y 向其他金融机构拆入资金净增加额
|
||||
prem_fr_orig_contr float Y 收到原保险合同保费取得的现金
|
||||
n_incr_insured_dep float Y 保户储金净增加额
|
||||
n_reinsur_prem float Y 收到再保业务现金净额
|
||||
n_incr_disp_tfa float Y 处置交易性金融资产净增加额
|
||||
ifc_cash_incr float Y 收取利息和手续费净增加额
|
||||
n_incr_disp_faas float Y 处置可供出售金融资产净增加额
|
||||
n_incr_loans_oth_bank float Y 拆入资金净增加额
|
||||
n_cap_incr_repur float Y 回购业务资金净增加额
|
||||
c_fr_oth_operate_a float Y 收到其他与经营活动有关的现金
|
||||
c_inf_fr_operate_a float Y 经营活动现金流入小计
|
||||
c_paid_goods_s float Y 购买商品、接受劳务支付的现金
|
||||
c_paid_to_for_empl float Y 支付给职工以及为职工支付的现金
|
||||
c_paid_for_taxes float Y 支付的各项税费
|
||||
n_incr_clt_loan_adv float Y 客户贷款及垫款净增加额
|
||||
n_incr_dep_cbob float Y 存放央行和同业款项净增加额
|
||||
c_pay_claims_orig_inco float Y 支付原保险合同赔付款项的现金
|
||||
pay_handling_chrg float Y 支付手续费的现金
|
||||
pay_comm_insur_plcy float Y 支付保单红利的现金
|
||||
oth_cash_pay_oper_act float Y 支付其他与经营活动有关的现金
|
||||
st_cash_out_act float Y 经营活动现金流出小计
|
||||
n_cashflow_act float Y 经营活动产生的现金流量净额
|
||||
oth_recp_ral_inv_act float Y 收到其他与投资活动有关的现金
|
||||
c_disp_withdrwl_invest float Y 收回投资收到的现金
|
||||
c_recp_return_invest float Y 取得投资收益收到的现金
|
||||
n_recp_disp_fiolta float Y 处置固定资产、无形资产和其他长期资产收回的现金净额
|
||||
n_recp_disp_sobu float Y 处置子公司及其他营业单位收到的现金净额
|
||||
stot_inflows_inv_act float Y 投资活动现金流入小计
|
||||
c_pay_acq_const_fiolta float Y 购建固定资产、无形资产和其他长期资产支付的现金
|
||||
c_paid_invest float Y 投资支付的现金
|
||||
n_disp_subs_oth_biz float Y 取得子公司及其他营业单位支付的现金净额
|
||||
oth_pay_ral_inv_act float Y 支付其他与投资活动有关的现金
|
||||
n_incr_pledge_loan float Y 质押贷款净增加额
|
||||
stot_out_inv_act float Y 投资活动现金流出小计
|
||||
n_cashflow_inv_act float Y 投资活动产生的现金流量净额
|
||||
c_recp_borrow float Y 取得借款收到的现金
|
||||
proc_issue_bonds float Y 发行债券收到的现金
|
||||
oth_cash_recp_ral_fnc_act float Y 收到其他与筹资活动有关的现金
|
||||
stot_cash_in_fnc_act float Y 筹资活动现金流入小计
|
||||
free_cashflow float Y 企业自由现金流量
|
||||
c_prepay_amt_borr float Y 偿还债务支付的现金
|
||||
c_pay_dist_dpcp_int_exp float Y 分配股利、利润或偿付利息支付的现金
|
||||
incl_dvd_profit_paid_sc_ms float Y 其中:子公司支付给少数股东的股利、利润
|
||||
oth_cashpay_ral_fnc_act float Y 支付其他与筹资活动有关的现金
|
||||
stot_cashout_fnc_act float Y 筹资活动现金流出小计
|
||||
n_cash_flows_fnc_act float Y 筹资活动产生的现金流量净额
|
||||
eff_fx_flu_cash float Y 汇率变动对现金的影响
|
||||
n_incr_cash_cash_equ float Y 现金及现金等价物净增加额
|
||||
c_cash_equ_beg_period float Y 期初现金及现金等价物余额
|
||||
c_cash_equ_end_period float Y 期末现金及现金等价物余额
|
||||
c_recp_cap_contrib float Y 吸收投资收到的现金
|
||||
incl_cash_rec_saims float Y 其中:子公司吸收少数股东投资收到的现金
|
||||
uncon_invest_loss float Y 未确认投资损失
|
||||
prov_depr_assets float Y 加:资产减值准备
|
||||
depr_fa_coga_dpba float Y 固定资产折旧、油气资产折耗、生产性生物资产折旧
|
||||
amort_intang_assets float Y 无形资产摊销
|
||||
lt_amort_deferred_exp float Y 长期待摊费用摊销
|
||||
decr_deferred_exp float Y 待摊费用减少
|
||||
incr_acc_exp float Y 预提费用增加
|
||||
loss_disp_fiolta float Y 处置固定、无形资产和其他长期资产的损失
|
||||
loss_scr_fa float Y 固定资产报废损失
|
||||
loss_fv_chg float Y 公允价值变动损失
|
||||
invest_loss float Y 投资损失
|
||||
decr_def_inc_tax_assets float Y 递延所得税资产减少
|
||||
incr_def_inc_tax_liab float Y 递延所得税负债增加
|
||||
decr_inventories float Y 存货的减少
|
||||
decr_oper_payable float Y 经营性应收项目的减少
|
||||
incr_oper_payable float Y 经营性应付项目的增加
|
||||
others float Y 其他
|
||||
im_net_cashflow_oper_act float Y 经营活动产生的现金流量净额(间接法)
|
||||
conv_debt_into_cap float Y 债务转为资本
|
||||
conv_copbonds_due_within_1y float Y 一年内到期的可转换公司债券
|
||||
fa_fnc_leases float Y 融资租入固定资产
|
||||
im_n_incr_cash_equ float Y 现金及现金等价物净增加额(间接法)
|
||||
net_dism_capital_add float Y 拆出资金净增加额
|
||||
net_cash_rece_sec float Y 代理买卖证券收到的现金净额(元)
|
||||
credit_impa_loss float Y 信用减值损失
|
||||
use_right_asset_dep float Y 使用权资产折旧
|
||||
oth_loss_asset float Y 其他资产减值损失
|
||||
end_bal_cash float Y 现金的期末余额
|
||||
beg_bal_cash float Y 减:现金的期初余额
|
||||
end_bal_cash_equ float Y 加:现金等价物的期末余额
|
||||
beg_bal_cash_equ float Y 减:现金等价物的期初余额
|
||||
update_flag str Y 更新标志(1最新）
|
||||
输出参数
|
||||
|
||||
接口使用说明
|
||||
|
||||
pro = ts.pro_api()
|
||||
|
||||
df = pro.cashflow(ts_code='600000.SH', start_date='20180101', end_date='20180730')
|
||||
获取某一季度全部股票数据
|
||||
|
||||
df2 = pro.cashflow_vip(period='20181231',fields='')
|
||||
数据样例
|
||||
|
||||
ts_code ann_date f_ann_date end_date comp_type report_type net_profit finan_exp \
|
||||
0 600000.SH 20180428 20180428 20180331 2 1 NaN None
|
||||
1 600000.SH 20180428 20180428 20171231 2 1 5.500200e+10 None
|
||||
2 600000.SH 20180428 20180428 20171231 2 1 5.500200e+10 None
|
||||
主要报表类型说明
|
||||
|
||||
代码 | 类型 | 说明
|
||||
---- | ----- | ---- |
|
||||
1 | 合并报表 | 上市公司最新报表（默认）
|
||||
2 | 单季合并 | 单一季度的合并报表
|
||||
3 | 调整单季合并表 | 调整后的单季合并报表（如果有）
|
||||
4 | 调整合并报表 | 本年度公布上年同期的财务报表数据，报告期为上年度
|
||||
5 | 调整前合并报表 | 数据发生变更，将原数据进行保留，即调整前的原数据
|
||||
6 | 母公司报表 | 该公司母公司的财务报表数据
|
||||
7 | 母公司单季表 | 母公司的单季度表
|
||||
8 | 母公司调整单季表 | 母公司调整后的单季表
|
||||
9 | 母公司调整表 | 该公司母公司的本年度公布上年同期的财务报表数据
|
||||
10 | 母公司调整前报表 | 母公司调整之前的原始财务报表数据
|
||||
11 | 目公司调整前合并报表 | 母公司调整之前合并报表原数据
|
||||
12 | 母公司调整前报表 | 母公司报表发生变更前保留的原数据
|
||||
323
src/data/api_wrappers/financial_data/api_balance.py
Normal file
323
src/data/api_wrappers/financial_data/api_balance.py
Normal file
@@ -0,0 +1,323 @@
|
||||
"""资产负债表数据接口 (VIP 版本)
|
||||
|
||||
使用 Tushare VIP 接口 (balancesheet_vip) 获取资产负债表数据。
|
||||
按季度同步，一次请求获取一个季度的全部上市公司数据。
|
||||
|
||||
接口说明:
|
||||
- balancesheet_vip: 获取某一季度全部上市公司资产负债表数据
|
||||
- 需要 5000 积分才能调用
|
||||
- period 参数为报告期（季度最后一天，如 20231231）
|
||||
|
||||
使用方式:
|
||||
# 同步资产负债表数据
|
||||
from src.data.api_wrappers.financial_data.api_balance import BalanceQuarterSync, sync_balance
|
||||
|
||||
# 方式1: 使用类
|
||||
syncer = BalanceQuarterSync()
|
||||
syncer.sync_incremental() # 增量同步
|
||||
syncer.sync_full() # 全量同步
|
||||
|
||||
# 方式2: 使用便捷函数
|
||||
sync_balance() # 增量同步
|
||||
sync_balance(force_full=True) # 全量同步
|
||||
"""
|
||||
|
||||
from typing import Any, override
|
||||
import pandas as pd
|
||||
|
||||
from src.data.client import TushareClient
|
||||
from src.data.api_wrappers.base_financial_sync import (
|
||||
QuarterBasedSync,
|
||||
sync_financial_data,
|
||||
preview_financial_sync,
|
||||
)
|
||||
|
||||
|
||||
class BalanceQuarterSync(QuarterBasedSync):
|
||||
"""资产负债表季度同步实现。
|
||||
|
||||
使用 balancesheet_vip 接口按季度获取全部上市公司资产负债表数据。
|
||||
|
||||
表结构: financial_balance
|
||||
主键: (ts_code, end_date)
|
||||
"""
|
||||
|
||||
table_name: str = "financial_balance"
|
||||
api_name: str = "balancesheet_vip"
|
||||
|
||||
# 目标报表类型：默认只同步合并报表
|
||||
TARGET_REPORT_TYPE: str | None = "1"
|
||||
|
||||
# 表结构定义
|
||||
TABLE_SCHEMA: dict[str, str] = {
|
||||
# 基础字段
|
||||
"ts_code": "VARCHAR(16) NOT NULL",
|
||||
"ann_date": "DATE",
|
||||
"f_ann_date": "DATE",
|
||||
"end_date": "DATE NOT NULL",
|
||||
"report_type": "INTEGER",
|
||||
"comp_type": "INTEGER",
|
||||
"end_type": "VARCHAR(10)",
|
||||
# 股本及资本结构
|
||||
"total_share": "DOUBLE", # 期末总股本
|
||||
"cap_rese": "DOUBLE", # 资本公积金
|
||||
"undistr_porfit": "DOUBLE", # 未分配利润
|
||||
"surplus_rese": "DOUBLE", # 盈余公积金
|
||||
"special_rese": "DOUBLE", # 专项储备
|
||||
# 流动资产
|
||||
"money_cap": "DOUBLE", # 货币资金
|
||||
"trad_asset": "DOUBLE", # 交易性金融资产
|
||||
"notes_receiv": "DOUBLE", # 应收票据
|
||||
"accounts_receiv": "DOUBLE", # 应收账款
|
||||
"oth_receiv": "DOUBLE", # 其他应收款
|
||||
"prepayment": "DOUBLE", # 预付款项
|
||||
"div_receiv": "DOUBLE", # 应收股利
|
||||
"int_receiv": "DOUBLE", # 应收利息
|
||||
"inventories": "DOUBLE", # 存货
|
||||
"amor_exp": "DOUBLE", # 待摊费用
|
||||
"nca_within_1y": "DOUBLE", # 一年内到期的非流动资产
|
||||
"sett_rsrv": "DOUBLE", # 结算备付金
|
||||
"loanto_oth_bank_fi": "DOUBLE", # 拆出资金
|
||||
"premium_receiv": "DOUBLE", # 应收保费
|
||||
"reinsur_receiv": "DOUBLE", # 应收分保账款
|
||||
"reinsur_res_receiv": "DOUBLE", # 应收分保合同准备金
|
||||
"pur_resale_fa": "DOUBLE", # 买入返售金融资产
|
||||
"oth_cur_assets": "DOUBLE", # 其他流动资产
|
||||
"total_cur_assets": "DOUBLE", # 流动资产合计
|
||||
# 非流动资产
|
||||
"fa_avail_for_sale": "DOUBLE", # 可供出售金融资产
|
||||
"htm_invest": "DOUBLE", # 持有至到期投资
|
||||
"lt_eqt_invest": "DOUBLE", # 长期股权投资
|
||||
"invest_real_estate": "DOUBLE", # 投资性房地产
|
||||
"time_deposits": "DOUBLE", # 定期存款
|
||||
"oth_assets": "DOUBLE", # 其他资产
|
||||
"lt_rec": "DOUBLE", # 长期应收款
|
||||
"fix_assets": "DOUBLE", # 固定资产
|
||||
"cip": "DOUBLE", # 在建工程
|
||||
"const_materials": "DOUBLE", # 工程物资
|
||||
"fixed_assets_disp": "DOUBLE", # 固定资产清理
|
||||
"produc_bio_assets": "DOUBLE", # 生产性生物资产
|
||||
"oil_and_gas_assets": "DOUBLE", # 油气资产
|
||||
"intan_assets": "DOUBLE", # 无形资产
|
||||
"r_and_d": "DOUBLE", # 研发支出
|
||||
"goodwill": "DOUBLE", # 商誉
|
||||
"lt_amor_exp": "DOUBLE", # 长期待摊费用
|
||||
"defer_tax_assets": "DOUBLE", # 递延所得税资产
|
||||
"decr_in_disbur": "DOUBLE", # 发放贷款及垫款
|
||||
"oth_nca": "DOUBLE", # 其他非流动资产
|
||||
"total_nca": "DOUBLE", # 非流动资产合计
|
||||
# 金融机构特有-资产
|
||||
"cash_reser_cb": "DOUBLE", # 现金及存放中央银行款项
|
||||
"depos_in_oth_bfi": "DOUBLE", # 存放同业和其它金融机构款项
|
||||
"prec_metals": "DOUBLE", # 贵金属
|
||||
"deriv_assets": "DOUBLE", # 衍生金融资产
|
||||
"rr_reins_une_prem": "DOUBLE", # 应收分保未到期责任准备金
|
||||
"rr_reins_outstd_cla": "DOUBLE", # 应收分保未决赔款准备金
|
||||
"rr_reins_lins_liab": "DOUBLE", # 应收分保寿险责任准备金
|
||||
"rr_reins_lthins_liab": "DOUBLE", # 应收分保长期健康险责任准备金
|
||||
"refund_depos": "DOUBLE", # 存出保证金
|
||||
"ph_pledge_loans": "DOUBLE", # 保户质押贷款
|
||||
"refund_cap_depos": "DOUBLE", # 存出资本保证金
|
||||
"indep_acct_assets": "DOUBLE", # 独立账户资产
|
||||
"client_depos": "DOUBLE", # 其中：客户资金存款
|
||||
"client_prov": "DOUBLE", # 其中：客户备付金
|
||||
"transac_seat_fee": "DOUBLE", # 其中:交易席位费
|
||||
"invest_as_receiv": "DOUBLE", # 应收款项类投资
|
||||
"total_assets": "DOUBLE", # 资产总计
|
||||
# 流动负债
|
||||
"lt_borr": "DOUBLE", # 长期借款
|
||||
"st_borr": "DOUBLE", # 短期借款
|
||||
"cb_borr": "DOUBLE", # 向中央银行借款
|
||||
"depos_ib_deposits": "DOUBLE", # 吸收存款及同业存放
|
||||
"loan_oth_bank": "DOUBLE", # 拆入资金
|
||||
"trading_fl": "DOUBLE", # 交易性金融负债
|
||||
"notes_payable": "DOUBLE", # 应付票据
|
||||
"acct_payable": "DOUBLE", # 应付账款
|
||||
"adv_receipts": "DOUBLE", # 预收款项
|
||||
"sold_for_repur_fa": "DOUBLE", # 卖出回购金融资产款
|
||||
"comm_payable": "DOUBLE", # 应付手续费及佣金
|
||||
"payroll_payable": "DOUBLE", # 应付职工薪酬
|
||||
"taxes_payable": "DOUBLE", # 应交税费
|
||||
"int_payable": "DOUBLE", # 应付利息
|
||||
"div_payable": "DOUBLE", # 应付股利
|
||||
"oth_payable": "DOUBLE", # 其他应付款
|
||||
"acc_exp": "DOUBLE", # 预提费用
|
||||
"deferred_inc": "DOUBLE", # 递延收益
|
||||
"st_bonds_payable": "DOUBLE", # 应付短期债券
|
||||
"payable_to_reinsurer": "DOUBLE", # 应付分保账款
|
||||
"rsrv_insur_cont": "DOUBLE", # 保险合同准备金
|
||||
"acting_trading_sec": "DOUBLE", # 代理买卖证券款
|
||||
"acting_uw_sec": "DOUBLE", # 代理承销证券款
|
||||
"non_cur_liab_due_1y": "DOUBLE", # 一年内到期的非流动负债
|
||||
"oth_cur_liab": "DOUBLE", # 其他流动负债
|
||||
"total_cur_liab": "DOUBLE", # 流动负债合计
|
||||
# 非流动负债
|
||||
"bond_payable": "DOUBLE", # 应付债券
|
||||
"lt_payable": "DOUBLE", # 长期应付款
|
||||
"specific_payables": "DOUBLE", # 专项应付款
|
||||
"estimated_liab": "DOUBLE", # 预计负债
|
||||
"defer_tax_liab": "DOUBLE", # 递延所得税负债
|
||||
"defer_inc_non_cur_liab": "DOUBLE", # 递延收益-非流动负债
|
||||
"oth_ncl": "DOUBLE", # 其他非流动负债
|
||||
"total_ncl": "DOUBLE", # 非流动负债合计
|
||||
# 金融机构特有-负债
|
||||
"depos_oth_bfi": "DOUBLE", # 同业和其它金融机构存放款项
|
||||
"deriv_liab": "DOUBLE", # 衍生金融负债
|
||||
"depos": "DOUBLE", # 吸收存款
|
||||
"agency_bus_liab": "DOUBLE", # 代理业务负债
|
||||
"oth_liab": "DOUBLE", # 其他负债
|
||||
"prem_receiv_adva": "DOUBLE", # 预收保费
|
||||
"depos_received": "DOUBLE", # 存入保证金
|
||||
"ph_invest": "DOUBLE", # 保户储金及投资款
|
||||
"reser_une_prem": "DOUBLE", # 未到期责任准备金
|
||||
"reser_outstd_claims": "DOUBLE", # 未决赔款准备金
|
||||
"reser_lins_liab": "DOUBLE", # 寿险责任准备金
|
||||
"reser_lthins_liab": "DOUBLE", # 长期健康险责任准备金
|
||||
"indept_acc_liab": "DOUBLE", # 独立账户负债
|
||||
"pledge_borr": "DOUBLE", # 其中:质押借款
|
||||
"indem_payable": "DOUBLE", # 应付赔付款
|
||||
"policy_div_payable": "DOUBLE", # 应付保单红利
|
||||
"total_liab": "DOUBLE", # 负债合计
|
||||
# 所有者权益
|
||||
"treasury_share": "DOUBLE", # 减:库存股
|
||||
"ordin_risk_reser": "DOUBLE", # 一般风险准备
|
||||
"forex_differ": "DOUBLE", # 外币报表折算差额
|
||||
"invest_loss_unconf": "DOUBLE", # 未确认的投资损失
|
||||
"minority_int": "DOUBLE", # 少数股东权益
|
||||
"total_hldr_eqy_exc_min_int": "DOUBLE", # 股东权益合计(不含少数股东权益)
|
||||
"total_hldr_eqy_inc_min_int": "DOUBLE", # 股东权益合计(含少数股东权益)
|
||||
"total_liab_hldr_eqy": "DOUBLE", # 负债及股东权益总计
|
||||
# 补充披露项目
|
||||
"lt_payroll_payable": "DOUBLE", # 长期应付职工薪酬
|
||||
"oth_comp_income": "DOUBLE", # 其他综合收益
|
||||
"oth_eqt_tools": "DOUBLE", # 其他权益工具
|
||||
"oth_eqt_tools_p_shr": "DOUBLE", # 其他权益工具(优先股)
|
||||
"lending_funds": "DOUBLE", # 融出资金
|
||||
"acc_receivable": "DOUBLE", # 应收款项
|
||||
"st_fin_payable": "DOUBLE", # 应付短期融资款
|
||||
"payables": "DOUBLE", # 应付款项
|
||||
"hfs_assets": "DOUBLE", # 持有待售的资产
|
||||
"hfs_sales": "DOUBLE", # 持有待售的负债
|
||||
"cost_fin_assets": "DOUBLE", # 以摊余成本计量的金融资产
|
||||
"fair_value_fin_assets": "DOUBLE", # 以公允价值计量且其变动计入其他综合收益的金融资产
|
||||
"cip_total": "DOUBLE", # 在建工程(合计)(元)
|
||||
"oth_pay_total": "DOUBLE", # 其他应付款(合计)(元)
|
||||
"long_pay_total": "DOUBLE", # 长期应付款(合计)(元)
|
||||
"debt_invest": "DOUBLE", # 债权投资(元)
|
||||
"oth_debt_invest": "DOUBLE", # 其他债权投资(元)
|
||||
"oth_eq_invest": "DOUBLE", # 其他权益工具投资(元)
|
||||
"oth_illiq_fin_assets": "DOUBLE", # 其他非流动金融资产(元)
|
||||
"oth_eq_ppbond": "DOUBLE", # 其他权益工具:永续债(元)
|
||||
"receiv_financing": "DOUBLE", # 应收款项融资
|
||||
"use_right_assets": "DOUBLE", # 使用权资产
|
||||
"lease_liab": "DOUBLE", # 租赁负债
|
||||
"contract_assets": "DOUBLE", # 合同资产
|
||||
"contract_liab": "DOUBLE", # 合同负债
|
||||
"accounts_receiv_bill": "DOUBLE", # 应收票据及应收账款
|
||||
"accounts_pay": "DOUBLE", # 应付票据及应付账款
|
||||
"oth_rcv_total": "DOUBLE", # 其他应收款(合计)（元）
|
||||
"fix_assets_total": "DOUBLE", # 固定资产(合计)(元)
|
||||
"update_flag": "VARCHAR(1)", # 更新标识
|
||||
}
|
||||
|
||||
# 索引定义（不要创建唯一索引）
|
||||
# 注意：财务数据可能发生多次修正，不设置主键和唯一索引
|
||||
TABLE_INDEXES: list[tuple[str, list[str]]] = [
|
||||
("idx_financial_balance_ts_code", ["ts_code"]),
|
||||
("idx_financial_balance_end_date", ["end_date"]),
|
||||
("idx_financial_balance_ts_period", ["ts_code", "end_date", "report_type"]),
|
||||
]
|
||||
|
||||
def __init__(self):
|
||||
"""初始化资产负债表同步器。"""
|
||||
super().__init__()
|
||||
self._fields: str | None = None # 默认返回全部字段
|
||||
|
||||
@override
|
||||
def fetch_single_quarter(self, period: str) -> pd.DataFrame:
|
||||
"""获取单季度的全部上市公司资产负债表数据。
|
||||
|
||||
Args:
|
||||
period: 报告期，季度最后一天日期（如 '20231231'）
|
||||
|
||||
Returns:
|
||||
包含该季度全部上市公司资产负债表数据的 DataFrame
|
||||
"""
|
||||
params = {"period": period}
|
||||
|
||||
if self._fields:
|
||||
params["fields"] = self._fields
|
||||
|
||||
return self.client.query(self.api_name, **params)
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# 便捷函数
|
||||
# =============================================================================
|
||||
|
||||
|
||||
def sync_balance(
|
||||
force_full: bool = False,
|
||||
dry_run: bool = False,
|
||||
) -> list[dict[str, Any]]:
|
||||
"""同步资产负债表数据（便捷函数）。
|
||||
|
||||
Args:
|
||||
force_full: 若为 True，强制全量同步
|
||||
dry_run: 若为 True，仅预览不写入
|
||||
|
||||
Returns:
|
||||
同步结果列表
|
||||
|
||||
Example:
|
||||
>>> # 增量同步
|
||||
>>> sync_balance()
|
||||
>>>
|
||||
>>> # 全量同步
|
||||
>>> sync_balance(force_full=True)
|
||||
>>>
|
||||
>>> # 预览
|
||||
>>> sync_balance(dry_run=True)
|
||||
"""
|
||||
return sync_financial_data(BalanceQuarterSync, force_full, dry_run)
|
||||
|
||||
|
||||
def preview_balance_sync() -> dict[str, Any]:
|
||||
"""预览资产负债表同步信息。
|
||||
|
||||
Returns:
|
||||
预览信息字典
|
||||
"""
|
||||
return preview_financial_sync(BalanceQuarterSync)
|
||||
|
||||
|
||||
def get_balance(period: str, fields: str | None = None) -> pd.DataFrame:
|
||||
"""获取资产负债表数据（原始接口，单季度）。
|
||||
|
||||
用于直接获取某个季度的数据，不进行同步管理。
|
||||
|
||||
Args:
|
||||
period: 报告期，季度最后一天日期（如 '20231231'）
|
||||
fields: 指定返回字段，默认返回全部字段
|
||||
|
||||
Returns:
|
||||
包含资产负债表数据的 DataFrame
|
||||
"""
|
||||
client = TushareClient()
|
||||
|
||||
if fields is None:
|
||||
# 默认返回常用字段
|
||||
fields = (
|
||||
"ts_code,ann_date,f_ann_date,end_date,report_type,comp_type,end_type,"
|
||||
"total_share,cap_rese,undistr_porfit,surplus_rese,"
|
||||
"money_cap,trad_asset,notes_receiv,accounts_receiv,oth_receiv,prepayment,"
|
||||
"inventories,total_cur_assets,fa_avail_for_sale,htm_invest,"
|
||||
"lt_eqt_invest,fix_assets,intan_assets,goodwill,total_nca,"
|
||||
"total_assets,lt_borr,st_borr,notes_payable,acct_payable,"
|
||||
"adv_receipts,payroll_payable,taxes_payable,total_cur_liab,"
|
||||
"bond_payable,lt_payable,total_ncl,total_liab,"
|
||||
"treasury_share,minority_int,total_hldr_eqy_exc_min_int,"
|
||||
"total_hldr_eqy_inc_min_int,total_liab_hldr_eqy"
|
||||
)
|
||||
|
||||
return client.query("balancesheet_vip", period=period, fields=fields)
|
||||
265
src/data/api_wrappers/financial_data/api_cashflow.py
Normal file
265
src/data/api_wrappers/financial_data/api_cashflow.py
Normal file
@@ -0,0 +1,265 @@
|
||||
"""现金流量表数据接口 (VIP 版本)
|
||||
|
||||
使用 Tushare VIP 接口 (cashflow_vip) 获取现金流量表数据。
|
||||
按季度同步，一次请求获取一个季度的全部上市公司数据。
|
||||
|
||||
接口说明:
|
||||
- cashflow_vip: 获取某一季度全部上市公司现金流量表数据
|
||||
- 需要 5000 积分才能调用
|
||||
- period 参数为报告期（季度最后一天，如 20231231）
|
||||
|
||||
使用方式:
|
||||
# 同步现金流量表数据
|
||||
from src.data.api_wrappers.financial_data.api_cashflow import CashflowQuarterSync, sync_cashflow
|
||||
|
||||
# 方式1: 使用类
|
||||
syncer = CashflowQuarterSync()
|
||||
syncer.sync_incremental() # 增量同步
|
||||
syncer.sync_full() # 全量同步
|
||||
|
||||
# 方式2: 使用便捷函数
|
||||
sync_cashflow() # 增量同步
|
||||
sync_cashflow(force_full=True) # 全量同步
|
||||
"""
|
||||
|
||||
from typing import Any, override
|
||||
import pandas as pd
|
||||
|
||||
from src.data.client import TushareClient
|
||||
from src.data.api_wrappers.base_financial_sync import (
|
||||
QuarterBasedSync,
|
||||
sync_financial_data,
|
||||
preview_financial_sync,
|
||||
)
|
||||
|
||||
|
||||
class CashflowQuarterSync(QuarterBasedSync):
|
||||
"""现金流量表季度同步实现。
|
||||
|
||||
使用 cashflow_vip 接口按季度获取全部上市公司现金流量表数据。
|
||||
|
||||
表结构: financial_cashflow
|
||||
主键: (ts_code, end_date)
|
||||
"""
|
||||
|
||||
table_name: str = "financial_cashflow"
|
||||
api_name: str = "cashflow_vip"
|
||||
|
||||
# 目标报表类型：默认只同步合并报表
|
||||
TARGET_REPORT_TYPE: str | None = "1"
|
||||
|
||||
# 表结构定义
|
||||
TABLE_SCHEMA: dict[str, str] = {
|
||||
"ts_code": "VARCHAR(16) NOT NULL",
|
||||
"ann_date": "DATE",
|
||||
"f_ann_date": "DATE",
|
||||
"end_date": "DATE NOT NULL",
|
||||
"comp_type": "INTEGER",
|
||||
"report_type": "INTEGER",
|
||||
"end_type": "VARCHAR(10)",
|
||||
"net_profit": "DOUBLE",
|
||||
"finan_exp": "DOUBLE",
|
||||
"c_fr_sale_sg": "DOUBLE",
|
||||
"recp_tax_rends": "DOUBLE",
|
||||
"n_depos_incr_fi": "DOUBLE",
|
||||
"n_incr_loans_cb": "DOUBLE",
|
||||
"n_inc_borr_oth_fi": "DOUBLE",
|
||||
"prem_fr_orig_contr": "DOUBLE",
|
||||
"n_incr_insured_dep": "DOUBLE",
|
||||
"n_reinsur_prem": "DOUBLE",
|
||||
"n_incr_disp_tfa": "DOUBLE",
|
||||
"ifc_cash_incr": "DOUBLE",
|
||||
"n_incr_disp_faas": "DOUBLE",
|
||||
"n_incr_loans_oth_bank": "DOUBLE",
|
||||
"n_cap_incr_repur": "DOUBLE",
|
||||
"c_fr_oth_operate_a": "DOUBLE",
|
||||
"c_inf_fr_operate_a": "DOUBLE",
|
||||
"c_paid_goods_s": "DOUBLE",
|
||||
"c_paid_to_for_empl": "DOUBLE",
|
||||
"c_paid_for_taxes": "DOUBLE",
|
||||
"n_incr_clt_loan_adv": "DOUBLE",
|
||||
"n_incr_dep_cbob": "DOUBLE",
|
||||
"c_pay_claims_orig_inco": "DOUBLE",
|
||||
"pay_handling_chrg": "DOUBLE",
|
||||
"pay_comm_insur_plcy": "DOUBLE",
|
||||
"oth_cash_pay_oper_act": "DOUBLE",
|
||||
"st_cash_out_act": "DOUBLE",
|
||||
"n_cashflow_act": "DOUBLE",
|
||||
"oth_recp_ral_inv_act": "DOUBLE",
|
||||
"c_disp_withdrwl_invest": "DOUBLE",
|
||||
"c_recp_return_invest": "DOUBLE",
|
||||
"n_recp_disp_fiolta": "DOUBLE",
|
||||
"n_recp_disp_sobu": "DOUBLE",
|
||||
"stot_inflows_inv_act": "DOUBLE",
|
||||
"c_pay_acq_const_fiolta": "DOUBLE",
|
||||
"c_paid_invest": "DOUBLE",
|
||||
"n_disp_subs_oth_biz": "DOUBLE",
|
||||
"oth_pay_ral_inv_act": "DOUBLE",
|
||||
"n_incr_pledge_loan": "DOUBLE",
|
||||
"stot_out_inv_act": "DOUBLE",
|
||||
"n_cashflow_inv_act": "DOUBLE",
|
||||
"c_recp_borrow": "DOUBLE",
|
||||
"proc_issue_bonds": "DOUBLE",
|
||||
"oth_cash_recp_ral_fnc_act": "DOUBLE",
|
||||
"stot_cash_in_fnc_act": "DOUBLE",
|
||||
"free_cashflow": "DOUBLE",
|
||||
"c_prepay_amt_borr": "DOUBLE",
|
||||
"c_pay_dist_dpcp_int_exp": "DOUBLE",
|
||||
"incl_dvd_profit_paid_sc_ms": "DOUBLE",
|
||||
"oth_cashpay_ral_fnc_act": "DOUBLE",
|
||||
"stot_cashout_fnc_act": "DOUBLE",
|
||||
"n_cash_flows_fnc_act": "DOUBLE",
|
||||
"eff_fx_flu_cash": "DOUBLE",
|
||||
"n_incr_cash_cash_equ": "DOUBLE",
|
||||
"c_cash_equ_beg_period": "DOUBLE",
|
||||
"c_cash_equ_end_period": "DOUBLE",
|
||||
"c_recp_cap_contrib": "DOUBLE",
|
||||
"incl_cash_rec_saims": "DOUBLE",
|
||||
"uncon_invest_loss": "DOUBLE",
|
||||
"prov_depr_assets": "DOUBLE",
|
||||
"depr_fa_coga_dpba": "DOUBLE",
|
||||
"amort_intang_assets": "DOUBLE",
|
||||
"lt_amort_deferred_exp": "DOUBLE",
|
||||
"decr_deferred_exp": "DOUBLE",
|
||||
"incr_acc_exp": "DOUBLE",
|
||||
"loss_disp_fiolta": "DOUBLE",
|
||||
"loss_scr_fa": "DOUBLE",
|
||||
"loss_fv_chg": "DOUBLE",
|
||||
"invest_loss": "DOUBLE",
|
||||
"decr_def_inc_tax_assets": "DOUBLE",
|
||||
"incr_def_inc_tax_liab": "DOUBLE",
|
||||
"decr_inventories": "DOUBLE",
|
||||
"decr_oper_payable": "DOUBLE",
|
||||
"incr_oper_payable": "DOUBLE",
|
||||
"others": "DOUBLE",
|
||||
"im_net_cashflow_oper_act": "DOUBLE",
|
||||
"conv_debt_into_cap": "DOUBLE",
|
||||
"conv_copbonds_due_within_1y": "DOUBLE",
|
||||
"fa_fnc_leases": "DOUBLE",
|
||||
"im_n_incr_cash_equ": "DOUBLE",
|
||||
"net_dism_capital_add": "DOUBLE",
|
||||
"net_cash_rece_sec": "DOUBLE",
|
||||
"credit_impa_loss": "DOUBLE",
|
||||
"use_right_asset_dep": "DOUBLE",
|
||||
"oth_loss_asset": "DOUBLE",
|
||||
"end_bal_cash": "DOUBLE",
|
||||
"beg_bal_cash": "DOUBLE",
|
||||
"end_bal_cash_equ": "DOUBLE",
|
||||
"beg_bal_cash_equ": "DOUBLE",
|
||||
"update_flag": "VARCHAR(1)",
|
||||
}
|
||||
|
||||
# 索引定义（不要创建唯一索引）
|
||||
# 注意：财务数据可能发生多次修正，不设置主键和唯一索引
|
||||
TABLE_INDEXES: list[tuple[str, list[str]]] = [
|
||||
("idx_financial_cashflow_ts_code", ["ts_code"]),
|
||||
("idx_financial_cashflow_end_date", ["end_date"]),
|
||||
("idx_financial_cashflow_ts_period", ["ts_code", "end_date", "report_type"]),
|
||||
]
|
||||
|
||||
def __init__(self):
|
||||
"""初始化现金流量表同步器。"""
|
||||
super().__init__()
|
||||
self._fields: str | None = None # 默认返回全部字段
|
||||
|
||||
@override
|
||||
def fetch_single_quarter(self, period: str) -> pd.DataFrame:
|
||||
"""获取单季度的全部上市公司现金流量表数据。
|
||||
|
||||
Args:
|
||||
period: 报告期，季度最后一天日期（如 '20231231'）
|
||||
|
||||
Returns:
|
||||
包含该季度全部上市公司现金流量表数据的 DataFrame
|
||||
"""
|
||||
params = {"period": period}
|
||||
|
||||
if self._fields:
|
||||
params["fields"] = self._fields
|
||||
|
||||
return self.client.query(self.api_name, **params)
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# 便捷函数
|
||||
# =============================================================================
|
||||
|
||||
|
||||
def sync_cashflow(
|
||||
force_full: bool = False,
|
||||
dry_run: bool = False,
|
||||
) -> list[dict[str, Any]]:
|
||||
"""同步现金流量表数据（便捷函数）。
|
||||
|
||||
Args:
|
||||
force_full: 若为 True，强制全量同步
|
||||
dry_run: 若为 True，仅预览不写入
|
||||
|
||||
Returns:
|
||||
同步结果列表
|
||||
|
||||
Example:
|
||||
>>> # 增量同步
|
||||
>>> sync_cashflow()
|
||||
>>>
|
||||
>>> # 全量同步
|
||||
>>> sync_cashflow(force_full=True)
|
||||
>>>
|
||||
>>> # 预览
|
||||
>>> sync_cashflow(dry_run=True)
|
||||
"""
|
||||
return sync_financial_data(CashflowQuarterSync, force_full, dry_run)
|
||||
|
||||
|
||||
def preview_cashflow_sync() -> dict[str, Any]:
|
||||
"""预览现金流量表同步信息。
|
||||
|
||||
Returns:
|
||||
预览信息字典
|
||||
"""
|
||||
return preview_financial_sync(CashflowQuarterSync)
|
||||
|
||||
|
||||
def get_cashflow(period: str, fields: str | None = None) -> pd.DataFrame:
|
||||
"""获取现金流量表数据（原始接口，单季度）。
|
||||
|
||||
用于直接获取某个季度的数据，不进行同步管理。
|
||||
|
||||
Args:
|
||||
period: 报告期，季度最后一天日期（如 '20231231'）
|
||||
fields: 指定返回字段，默认返回全部字段
|
||||
|
||||
Returns:
|
||||
包含现金流量表数据的 DataFrame
|
||||
"""
|
||||
client = TushareClient()
|
||||
|
||||
if fields is None:
|
||||
fields = (
|
||||
"ts_code,ann_date,f_ann_date,end_date,comp_type,report_type,end_type,"
|
||||
"net_profit,finan_exp,c_fr_sale_sg,recp_tax_rends,n_depos_incr_fi,"
|
||||
"n_incr_loans_cb,n_inc_borr_oth_fi,prem_fr_orig_contr,n_incr_insured_dep,"
|
||||
"n_reinsur_prem,n_incr_disp_tfa,ifc_cash_incr,n_incr_disp_faas,"
|
||||
"n_incr_loans_oth_bank,n_cap_incr_repur,c_fr_oth_operate_a,c_inf_fr_operate_a,"
|
||||
"c_paid_goods_s,c_paid_to_for_empl,c_paid_for_taxes,n_incr_clt_loan_adv,"
|
||||
"n_incr_dep_cbob,c_pay_claims_orig_inco,pay_handling_chrg,pay_comm_insur_plcy,"
|
||||
"oth_cash_pay_oper_act,st_cash_out_act,n_cashflow_act,oth_recp_ral_inv_act,"
|
||||
"c_disp_withdrwl_invest,c_recp_return_invest,n_recp_disp_fiolta,"
|
||||
"n_recp_disp_sobu,stot_inflows_inv_act,c_pay_acq_const_fiolta,c_paid_invest,"
|
||||
"n_disp_subs_oth_biz,oth_pay_ral_inv_act,n_incr_pledge_loan,stot_out_inv_act,"
|
||||
"n_cashflow_inv_act,c_recp_borrow,proc_issue_bonds,oth_cash_recp_ral_fnc_act,"
|
||||
"stot_cash_in_fnc_act,free_cashflow,c_prepay_amt_borr,c_pay_dist_dpcp_int_exp,"
|
||||
"incl_dvd_profit_paid_sc_ms,oth_cashpay_ral_fnc_act,stot_cashout_fnc_act,"
|
||||
"n_cash_flows_fnc_act,eff_fx_flu_cash,n_incr_cash_cash_equ,c_cash_equ_beg_period,"
|
||||
"c_cash_equ_end_period,c_recp_cap_contrib,incl_cash_rec_saims,uncon_invest_loss,"
|
||||
"prov_depr_assets,depr_fa_coga_dpba,amort_intang_assets,lt_amort_deferred_exp,"
|
||||
"decr_deferred_exp,incr_acc_exp,loss_disp_fiolta,loss_scr_fa,loss_fv_chg,"
|
||||
"invest_loss,decr_def_inc_tax_assets,incr_def_inc_tax_liab,decr_inventories,"
|
||||
"decr_oper_payable,incr_oper_payable,others,im_net_cashflow_oper_act,"
|
||||
"conv_debt_into_cap,conv_copbonds_due_within_1y,fa_fnc_leases,"
|
||||
"im_n_incr_cash_equ,net_dism_capital_add,net_cash_rece_sec,credit_impa_loss,"
|
||||
"use_right_asset_dep,oth_loss_asset,end_bal_cash,beg_bal_cash,"
|
||||
"end_bal_cash_equ,beg_bal_cash_equ,update_flag"
|
||||
)
|
||||
|
||||
return client.query("cashflow_vip", period=period, fields=fields)
|
||||
@@ -5,8 +5,8 @@
|
||||
|
||||
支持的财务数据类型:
|
||||
- income: 利润表 (已实现)
|
||||
- balance: 资产负债表 (预留)
|
||||
- cashflow: 现金流量表 (预留)
|
||||
- balance: 资产负债表 (已实现)
|
||||
- cashflow: 现金流量表 (已实现)
|
||||
|
||||
使用方式:
|
||||
# 同步所有财务数据（增量）
|
||||
@@ -19,6 +19,12 @@
|
||||
# 只同步利润表
|
||||
sync_financial(data_types=["income"])
|
||||
|
||||
# 只同步资产负债表
|
||||
sync_financial(data_types=["balance"])
|
||||
|
||||
# 只同步现金流量表
|
||||
sync_financial(data_types=["cashflow"])
|
||||
|
||||
# 预览同步
|
||||
from src.data.api_wrappers.financial_data.api_financial_sync import preview_sync
|
||||
preview = preview_sync()
|
||||
@@ -31,6 +37,16 @@ from src.data.api_wrappers.financial_data.api_income import (
|
||||
sync_income,
|
||||
preview_income_sync,
|
||||
)
|
||||
from src.data.api_wrappers.financial_data.api_balance import (
|
||||
BalanceQuarterSync,
|
||||
sync_balance,
|
||||
preview_balance_sync,
|
||||
)
|
||||
from src.data.api_wrappers.financial_data.api_cashflow import (
|
||||
CashflowQuarterSync,
|
||||
sync_cashflow,
|
||||
preview_cashflow_sync,
|
||||
)
|
||||
|
||||
|
||||
# 支持的财务数据类型映射
|
||||
@@ -41,20 +57,18 @@ FINANCIAL_SYNCERS = {
|
||||
"preview_func": preview_income_sync,
|
||||
"display_name": "利润表",
|
||||
},
|
||||
# 预留：资产负债表
|
||||
# "balance": {
|
||||
# "syncer_class": BalanceQuarterSync,
|
||||
# "sync_func": sync_balance,
|
||||
# "preview_func": preview_balance_sync,
|
||||
# "display_name": "资产负债表",
|
||||
# },
|
||||
# 预留：现金流量表
|
||||
# "cashflow": {
|
||||
# "syncer_class": CashflowQuarterSync,
|
||||
# "sync_func": sync_cashflow,
|
||||
# "preview_func": preview_cashflow_sync,
|
||||
# "display_name": "现金流量表",
|
||||
# },
|
||||
"balance": {
|
||||
"syncer_class": BalanceQuarterSync,
|
||||
"sync_func": sync_balance,
|
||||
"preview_func": preview_balance_sync,
|
||||
"display_name": "资产负债表",
|
||||
},
|
||||
"cashflow": {
|
||||
"syncer_class": CashflowQuarterSync,
|
||||
"sync_func": sync_cashflow,
|
||||
"preview_func": preview_cashflow_sync,
|
||||
"display_name": "现金流量表",
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user