mirror of
https://ghfast.top/https://github.com/aeroxw/tick-stock-panel.git
synced 2026-09-12 22:34:18 +08:00
80 lines
2.4 KiB
Python
80 lines
2.4 KiB
Python
"""Provider contracts for external market data sources.
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The first implementation wraps TickFlow. Other providers (Tushare/AkShare/etc.)
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should return the same normalized Polars schemas so storage, indicators and
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backtests stay data-source agnostic.
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"""
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from __future__ import annotations
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from collections.abc import Callable
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from dataclasses import dataclass
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from datetime import datetime
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from typing import Literal, Protocol
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import polars as pl
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AssetType = Literal["stock", "index", "etf"]
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@dataclass(frozen=True)
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class ProviderCapabilities:
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instruments: bool = False
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daily: bool = False
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adj_factor: bool = False
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minute: bool = False
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realtime: bool = False
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depth5: bool = False
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financial: bool = False
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class MarketDataProvider(Protocol):
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name: str
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capabilities: ProviderCapabilities
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def get_instruments(self, asset_type: AssetType) -> pl.DataFrame:
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"""Return normalized instruments: symbol/name/code/exchange/asset_type/source."""
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def get_daily(
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self,
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symbols: list[str],
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start_time: datetime | None,
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end_time: datetime | None,
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asset_type: AssetType,
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) -> pl.DataFrame:
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"""Return normalized daily K rows."""
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def get_adj_factors(
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self,
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symbols: list[str],
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start_time: datetime | None,
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end_time: datetime | None,
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asset_type: AssetType,
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) -> pl.DataFrame:
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"""Return normalized adjustment factors: symbol/trade_date/ex_factor."""
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def get_minute(
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self,
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symbols: list[str],
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start_time: datetime | None,
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end_time: datetime | None,
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asset_type: AssetType,
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freq: str = "1m",
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on_chunk_done: Callable[[int, int], None] | None = None,
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) -> pl.DataFrame:
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"""Return normalized minute K rows. Implementations may return empty.
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on_chunk_done 契约: provider 实现内部以 2 参 (cur, total) 调用;
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3 参 seg_label 适配由 kline_sync._try_custom_minute 包装层负责,
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不应泄漏到 provider 契约层。
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"""
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def get_realtime(
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self,
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universes: list[str] | None = None,
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symbols: list[str] | None = None,
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) -> pl.DataFrame:
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"""Return normalized realtime quotes. Implementations may return empty."""
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def get_depth_batch(self, symbols: list[str]) -> dict[str, dict]:
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"""Return five-level order books keyed by symbol."""
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