liaozhaorun
9965ce5706
- 将独立 API 模块 (daily, stock_basic, trade_cal) 整合至 api_wrappers/ - 重写 sync.py 使用新的 wrapper 结构，支持更多同步功能 - 更新测试文件适配新的模块结构 - 添加 pytest.ini 配置文件
74 lines
2.4 KiB
Python
74 lines
2.4 KiB
Python
"""Simplified daily market data interface.
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A single function to fetch A股日线行情 data from Tushare.
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Supports all output fields including tor (换手率) and vr (量比).
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"""
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import pandas as pd
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from typing import Optional, List, Literal
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from src.data.client import TushareClient
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def get_daily(
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ts_code: str,
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start_date: Optional[str] = None,
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end_date: Optional[str] = None,
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trade_date: Optional[str] = None,
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adj: Literal[None, "qfq", "hfq"] = None,
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factors: Optional[List[Literal["tor", "vr"]]] = None,
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adjfactor: bool = False,
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) -> pd.DataFrame:
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"""Fetch daily market data for A-share stocks.
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This is a simplified interface that combines rate limiting, API calls,
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and error handling into a single function.
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Args:
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ts_code: Stock code (e.g., '000001.SZ', '600000.SH')
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start_date: Start date in YYYYMMDD format
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end_date: End date in YYYYMMDD format
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trade_date: Specific trade date in YYYYMMDD format
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adj: Adjustment type - None, 'qfq' (forward), 'hfq' (backward)
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factors: List of factors to include - 'tor' (turnover rate), 'vr' (volume ratio)
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adjfactor: Whether to include adjustment factor
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Returns:
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pd.DataFrame with daily market data containing:
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- Base fields: ts_code, trade_date, open, high, low, close, pre_close,
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change, pct_chg, vol, amount
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- Factor fields (if requested): tor, vr
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- Adjustment factor (if adjfactor=True): adjfactor
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Example:
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>>> data = get_daily('000001.SZ', start_date='20240101', end_date='20240131')
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>>> data = get_daily('600000.SH', factors=['tor', 'vr'])
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"""
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# Initialize client
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client = TushareClient()
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# Build parameters
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params = {"ts_code": ts_code}
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if start_date:
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params["start_date"] = start_date
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if end_date:
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params["end_date"] = end_date
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if trade_date:
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params["trade_date"] = trade_date
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if adj:
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params["adj"] = adj
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if factors:
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# Tushare expects factors as comma-separated string, not list
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if isinstance(factors, list):
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factors_str = ",".join(factors)
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else:
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factors_str = factors
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params["factors"] = factors_str
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if adjfactor:
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params["adjfactor"] = "True"
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# Fetch data using pro_bar (supports factors like tor, vr)
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data = client.query("pro_bar", **params)
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return data
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