refactor

Former-commit-id: fe81300

requirements.txt

@@ -1,4 +1,4 @@
-zvdata == 1.1.3
+#zvdata == 1.1.3
 requests == 2.20.1
 SQLAlchemy == 1.2.14
 pandas == 0.24.2

zvt/api/api.py

@@ -61,7 +61,7 @@ def get_cross_market_summary(
                     order=order, limit=limit,index=index,time_field=time_field)
 
 
-from zvt.domain import IndexMoneyFlow
+from zvt.domain import BlockMoneyFlow
 
 def get_index_money_flow(
         ids: List[str] = None,
@@ -81,10 +81,10 @@ def get_index_money_flow(
         limit: int = None,
         index: Union[str, list] = 'timestamp',
         time_field: str = 'timestamp'):
-    return get_data(data_schema=IndexMoneyFlow, ids=ids, entity_ids=entity_ids, entity_id=entity_id, codes=codes,
+    return get_data(data_schema=BlockMoneyFlow, ids=ids, entity_ids=entity_ids, entity_id=entity_id, codes=codes,
                     code=code, level=level, provider=provider, columns=columns, return_type=return_type,
                     start_timestamp=start_timestamp, end_timestamp=end_timestamp, filters=filters, session=session,
-                    order=order, limit=limit,index=index,time_field=time_field)
+                    order=order, limit=limit, index=index, time_field=time_field)
 
 
 from zvt.domain import DragonAndTiger

zvt/api/quote.py

@@ -6,7 +6,7 @@
 from zvdata.contract import get_db_session
 from zvt.accounts.ccxt_account import CCXTAccount
 from zvt.api.common import get_kdata_schema
-from zvt.domain import StockCategory, IndexMoneyFlow
+from zvt.domain import StockCategory, BlockMoneyFlow
 from zvt.domain.meta.stock_meta import Index
 
 
@@ -107,7 +107,7 @@ def get_current_price(entity_ids=None, entity_type='coin'):
 
 
 if __name__ == '__main__':
-    money_flow_session = get_db_session(provider='sina', data_schema=IndexMoneyFlow)
+    money_flow_session = get_db_session(provider='sina', data_schema=BlockMoneyFlow)
 
     entities = get_entities(entity_type='index',
                             return_type='domain', provider='sina',

zvt/domain/__init__.py

@@ -46,21 +46,12 @@ class CompanyType(enum.Enum):
 
 
 # make sure import all the domain schemas before using them
-from .business import *
-from .meta.coin_meta import *
-from .dividend_financing import *
-from .finance import *
-from .holder import *
-from .macro import *
-from .meta.stock_meta import *
-from .money_flow import *
-from .trading import *
-
-from .quotes import *
-from .factors import *
-from .meta import *
-from .valuation import *
-from .trade_day import *
+from zvt.domain.business import *
+from zvt.domain.meta import *
+from zvt.domain.fundamental import *
+from zvt.domain.misc import *
+from zvt.domain.quotes import *
+from zvt.domain.factors import *
 
 
 def init_schema():

zvt/domain/fundamental/__init__.py

@@ -0,0 +1,5 @@
+# -*- coding: utf-8 -*-
+from zvt.domain.fundamental.dividend_financing import *
+from zvt.domain.fundamental.finance import *
+from zvt.domain.fundamental.trading import *
+from zvt.domain.fundamental.valuation import *

zvt/domain/dividend_financing.py → zvt/domain/fundamental/dividend_financing.py

@@ -2,8 +2,8 @@
 from sqlalchemy import Column, String, DateTime, Float
 from sqlalchemy.ext.declarative import declarative_base
 
-from zvdata.contract import register_schema, register_api
 from zvdata import Mixin
+from zvdata.contract import register_schema, register_api
 
 DividendFinancingBase = declarative_base()
 
@@ -74,3 +74,5 @@ class RightsIssueDetail(DividendFinancingBase, Mixin):
 
 
 register_schema(providers=['eastmoney'], db_name='dividend_financing', schema_base=DividendFinancingBase)
+
+__all__ = ['DividendFinancing', 'DividendDetail', 'SpoDetail', 'RightsIssueDetail']

zvt/domain/finance.py → zvt/domain/fundamental/finance.py

@@ -2,8 +2,8 @@
 from sqlalchemy import Column, String, DateTime, Float, Integer
 from sqlalchemy.ext.declarative import declarative_base
 
-from zvdata.contract import register_schema, register_api
 from zvdata import Mixin
+from zvdata.contract import register_schema, register_api
 
 FinanceBase = declarative_base()
 
@@ -965,3 +965,5 @@ def important_cols(cls):
 
 
 register_schema(providers=['eastmoney'], db_name='finance', schema_base=FinanceBase)
+
+__all__ = ['FinanceFactor', 'BalanceSheet', 'IncomeStatement', 'CashFlowStatement']

zvt/domain/trading.py → zvt/domain/fundamental/trading.py

@@ -2,8 +2,8 @@
 from sqlalchemy import Column, String, Float
 from sqlalchemy.ext.declarative import declarative_base
 
-from zvdata.contract import register_schema, register_api
 from zvdata import Mixin
+from zvdata.contract import register_schema, register_api
 
 TradingBase = declarative_base()
 
@@ -152,3 +152,5 @@ class DragonAndTiger(TradingBase, Mixin):
 
 
 register_schema(providers=['eastmoney'], db_name='trading', schema_base=TradingBase)
+
+__all__ = ['ManagerTrading', 'HolderTrading', 'MarginTrading', 'BigDealTrading', 'DragonAndTiger']

zvt/domain/valuation.py → zvt/domain/fundamental/valuation.py

@@ -53,3 +53,5 @@ class EtfValuation(ValuationBase, Mixin):
 
 
 register_schema(providers=['joinquant'], db_name='valuation', schema_base=ValuationBase)
+
+__all__ = ['StockValuation', 'EtfValuation']

zvt/domain/meta/__init__.py

@@ -1,3 +1,3 @@
 # -*- coding: utf-8 -*-
-from .coin_meta import *
-from .stock_meta import *
+from zvt.domain.meta.coin_meta import *
+from zvt.domain.meta.stock_meta import *

zvt/domain/meta/coin_meta.py

@@ -1,8 +1,8 @@
 # 数字货币
 from sqlalchemy.ext.declarative import declarative_base
 
-from zvdata.contract import register_schema, register_entity
 from zvdata import EntityMixin
+from zvdata.contract import register_schema, register_entity
 
 CoinMetaBase = declarative_base()
 
@@ -13,3 +13,5 @@ class Coin(CoinMetaBase, EntityMixin):
 
 
 register_schema(providers=['ccxt'], db_name='coin_meta', schema_base=CoinMetaBase)
+
+__all__ = ['Coin']

zvt/domain/meta/stock_meta.py

@@ -119,3 +119,5 @@ class StockDetail(StockMetaBase, EntityMixin):
 
 register_schema(providers=['eastmoney', 'exchange', 'sina', 'joinquant'], db_name='stock_meta',
                 schema_base=StockMetaBase)
+
+__all__ = ['Stock', 'Index', 'Block', 'Etf', 'IndexStock', 'BlockStock', 'EtfStock', 'StockDetail']

zvt/domain/misc/__init__.py

@@ -0,0 +1,4 @@
+# -*- coding: utf-8 -*-
+from zvt.domain.misc.holder import *
+from zvt.domain.misc.money_flow import *
+from zvt.domain.misc.overall import *

zvt/domain/holder.py → zvt/domain/misc/holder.py

@@ -2,8 +2,8 @@
 from sqlalchemy import Column, String, DateTime, Float
 from sqlalchemy.ext.declarative import declarative_base
 
-from zvdata.contract import register_schema, register_api
 from zvdata import Mixin
+from zvdata.contract import register_schema, register_api
 
 HolderBase = declarative_base()
 
@@ -79,3 +79,5 @@ class InstitutionalInvestorHolder(HolderBase, Mixin):
 
 
 register_schema(providers=['eastmoney'], db_name='holder', schema_base=HolderBase)
+
+__all__ = ['TopTenTradableHolder', 'TopTenHolder', 'InstitutionalInvestorHolder']

zvt/domain/money_flow.py → zvt/domain/misc/money_flow.py

@@ -10,8 +10,8 @@
 
 # 板块资金流向
 @register_api(provider='sina')
-class IndexMoneyFlow(MoneyFlowBase, Mixin):
-    __tablename__ = 'index_money_flow'
+class BlockMoneyFlow(MoneyFlowBase, Mixin):
+    __tablename__ = 'block_money_flow'
 
     code = Column(String(length=32))
     name = Column(String(length=32))
@@ -80,3 +80,5 @@ class StockMoneyFlow(MoneyFlowBase, Mixin):
 
 
 register_schema(providers=['sina'], db_name='money_flow', schema_base=MoneyFlowBase)
+
+__all__ = ['BlockMoneyFlow', 'StockMoneyFlow']

zvt/domain/macro.py → zvt/domain/misc/overall.py

@@ -2,15 +2,15 @@
 from sqlalchemy import Column, String, Float
 from sqlalchemy.ext.declarative import declarative_base
 
-from zvdata.contract import register_schema, register_api
 from zvdata import Mixin
+from zvdata.contract import register_schema, register_api
 
-MacroBase = declarative_base()
+OverallBase = declarative_base()
 
 
 # 市场整体估值
 @register_api(provider='joinquant')
-class StockSummary(MacroBase, Mixin):
+class StockSummary(OverallBase, Mixin):
     __tablename__ = 'stock_summary'
 
     provider = Column(String(length=32))
@@ -28,7 +28,7 @@ class StockSummary(MacroBase, Mixin):
 
 # 融资融券概况
 @register_api(provider='joinquant')
-class MarginTradingSummary(MacroBase, Mixin):
+class MarginTradingSummary(OverallBase, Mixin):
     __tablename__ = 'margin_trading_summary'
     provider = Column(String(length=32))
     code = Column(String(length=32))
@@ -50,7 +50,7 @@ class MarginTradingSummary(MacroBase, Mixin):
 
 # 北向/南向成交概况
 @register_api(provider='joinquant')
-class CrossMarketSummary(MacroBase, Mixin):
+class CrossMarketSummary(OverallBase, Mixin):
     __tablename__ = 'cross_market_summary'
     provider = Column(String(length=32))
     code = Column(String(length=32))
@@ -64,4 +64,6 @@ class CrossMarketSummary(MacroBase, Mixin):
     quota_daily_balance = Column(Float)
 
 
-register_schema(providers=['exchange', 'joinquant'], db_name='macro', schema_base=MacroBase)
+register_schema(providers=['exchange', 'joinquant'], db_name='overall', schema_base=OverallBase)
+
+__all__ = ['StockSummary', 'MarginTradingSummary', 'CrossMarketSummary']

zvt/domain/quotes/__init__.py

@@ -41,22 +41,26 @@ class TickCommon(Mixin):
     order_type = Column(String(length=32))
 
 
-from zvt.domain.quotes.coin.coin_tick_kdata import *
-from zvt.domain.quotes.coin.coin_1m_kdata import *
-from zvt.domain.quotes.coin.coin_1h_kdata import *
-from zvt.domain.quotes.coin.coin_1d_kdata import *
-from zvt.domain.quotes.coin.coin_1wk_kdata import *
-from zvt.domain.quotes.coin.coin_1mon_kdata import *
-
-from zvt.domain.quotes.index.index_1d_kdata import *
-from zvt.domain.quotes.index.index_1wk_kdata import *
-from zvt.domain.quotes.index.index_1mon_kdata import *
-
-from zvt.domain.quotes.stock.stock_1m_kdata import *
-from zvt.domain.quotes.stock.stock_5m_kdata import *
-from zvt.domain.quotes.stock.stock_15m_kdata import *
-from zvt.domain.quotes.stock.stock_30m_kdata import *
-from zvt.domain.quotes.stock.stock_1h_kdata import *
-from zvt.domain.quotes.stock.stock_1d_kdata import *
-from zvt.domain.quotes.stock.stock_1wk_kdata import *
-from zvt.domain.quotes.stock.stock_1mon_kdata import *
+class BlockKdataCommon(KdataCommon):
+    pass
+
+
+class CoinKdataCommon(KdataCommon):
+    pass
+
+
+class CoinTickCommon(TickCommon):
+    pass
+
+
+class StockKdataCommon(KdataCommon):
+    # 涨跌幅
+    change_pct = Column(Float)
+    # 换手率
+    turnover_rate = Column(Float)
+
+
+from zvt.domain.quotes.block import *
+from zvt.domain.quotes.coin import *
+from zvt.domain.quotes.stock import *
+from zvt.domain.quotes.trade_day import *

zvt/domain/quotes/block/__init__.py

@@ -0,0 +1,5 @@
+# -*- coding: utf-8 -*-
+# this file is generated by gen_quote_domain function, dont't change it
+from zvt.domain.quotes.block.block_1d_kdata import *
+from zvt.domain.quotes.block.block_1wk_kdata import *
+from zvt.domain.quotes.block.block_1mon_kdata import *

zvt/domain/quotes/block/block_1d_kdata.py

@@ -0,0 +1,17 @@
+# -*- 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 Block1dKdata(KdataBase, BlockKdataCommon):
+    __tablename__ = 'block_1d_kdata'
+
+
+register_schema(providers=['eastmoney'], db_name='block_1d_kdata', schema_base=KdataBase)
+
+__all__ = ['Block1dKdata']

zvt/domain/quotes/block/block_1mon_kdata.py

@@ -0,0 +1,17 @@
+# -*- 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 Block1monKdata(KdataBase, BlockKdataCommon):
+    __tablename__ = 'block_1mon_kdata'
+
+
+register_schema(providers=['eastmoney'], db_name='block_1mon_kdata', schema_base=KdataBase)
+
+__all__ = ['Block1monKdata']

zvt/domain/quotes/block/block_1wk_kdata.py

@@ -0,0 +1,17 @@
+# -*- 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']

zvt/domain/quotes/coin/__init__.py

@@ -1,10 +1,12 @@
 # -*- coding: utf-8 -*-
-from zvt.domain.quotes import KdataCommon, TickCommon
-
-
-class CoinKdataCommon(KdataCommon):
-    pass
-
-
-class CoinTickCommon(TickCommon):
-    pass
+# this file is generated by gen_quote_domain function, dont't change it
+from zvt.domain.quotes.coin.coin_tick_kdata import *
+from zvt.domain.quotes.coin.coin_1m_kdata import *
+from zvt.domain.quotes.coin.coin_5m_kdata import *
+from zvt.domain.quotes.coin.coin_15m_kdata import *
+from zvt.domain.quotes.coin.coin_30m_kdata import *
+from zvt.domain.quotes.coin.coin_1h_kdata import *
+from zvt.domain.quotes.coin.coin_4h_kdata import *
+from zvt.domain.quotes.coin.coin_1d_kdata import *
+from zvt.domain.quotes.coin.coin_1wk_kdata import *
+from zvt.domain.quotes.coin.coin_1mon_kdata import *

zvt/domain/quotes/coin/coin_1d_kdata.py

@@ -1,14 +1,17 @@
 # -*- 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.coin import CoinKdataCommon
+from zvt.domain.quotes import CoinKdataCommon
 
-Coin1dKdataBase = declarative_base()
+KdataBase = declarative_base()
 
 
-class Coin1dKdata(Coin1dKdataBase, CoinKdataCommon):
+class Coin1dKdata(KdataBase, CoinKdataCommon):
     __tablename__ = 'coin_1d_kdata'
 
 
-register_schema(providers=['ccxt'], db_name='coin_1d_kdata', schema_base=Coin1dKdataBase)
+register_schema(providers=['ccxt'], db_name='coin_1d_kdata', schema_base=KdataBase)
+
+__all__ = ['Coin1dKdata']