【Feature】将 ETF 行情数据存入 Index 数据库中

zvt/api/technical.py

@@ -90,13 +90,11 @@ def get_securities(security_list: List[str] = None,
                     session=session, order=order, limit=limit, index=index, index_is_time=index_is_time)
 
 
-def get_kdata(security_id, data_schema=None, level=TradingLevel.LEVEL_1DAY.value, provider='eastmoney', columns=None,
+def get_kdata(security_id, level=TradingLevel.LEVEL_1DAY.value, provider='eastmoney', columns=None,
               return_type='df', start_timestamp=None, end_timestamp=None,
               filters=None, session=None, order=None, limit=None):
     security_type, exchange, code = decode_security_id(security_id)
-
-    if data_schema is None:
-        data_schema = get_kdata_schema(security_type, level=level)
+    data_schema = get_kdata_schema(security_type, level=level)
 
     return get_data(data_schema=data_schema, security_id=security_id, level=level, provider=provider, columns=columns,
                     return_type=return_type,

zvt/domain/common.py

@@ -18,7 +18,6 @@
 Stock1DKdataBase = declarative_base()
 Stock1WKKdataBase = declarative_base()
 
-ETF1DKdataBase = declarative_base()
 Index1DKdataBase = declarative_base()
 
 FinanceBase = declarative_base()
@@ -65,7 +64,6 @@ class StoreCategory(enum.Enum):
     stock_1d_kdata = 'stock_1d_kdata'
     stock_1wk_kdata = 'stock_1wk_kdata'
 
-    etf_1d_kdata = 'etf_1d_kdata'
     index_1d_kdata = 'index_1d_kdata'
 
     finance = 'finance'
@@ -94,7 +92,7 @@ class StoreCategory(enum.Enum):
                          StoreCategory.trading],
 
     Provider.SINA: [StoreCategory.meta,
-                    StoreCategory.etf_1d_kdata,
+                    StoreCategory.index_1d_kdata,
                     StoreCategory.stock_1d_kdata,
                     StoreCategory.money_flow],
 
@@ -132,7 +130,6 @@ class StoreCategory(enum.Enum):
     StoreCategory.stock_1d_kdata: Stock1DKdataBase,
     StoreCategory.stock_1wk_kdata: Stock1WKKdataBase,
 
-    StoreCategory.etf_1d_kdata: ETF1DKdataBase,
     StoreCategory.index_1d_kdata: Index1DKdataBase,
     StoreCategory.finance: FinanceBase,
     StoreCategory.dividend_financing: DividendFinancingBase,

zvt/domain/quote.py

@@ -1,7 +1,7 @@
 # -*- coding: utf-8 -*-
 from sqlalchemy import Column, String, DateTime, Float
 
-from zvt.domain.common import Stock1DKdataBase, ETF1DKdataBase, Index1DKdataBase, Stock1HKdataBase, Stock15MKdataBase, \
+from zvt.domain.common import Stock1DKdataBase, Index1DKdataBase, Stock1HKdataBase, Stock15MKdataBase, \
     Coin15MKdataBase, Coin1HKdataBase, Coin1DKdataBase, Coin1MKdataBase, Coin5MKdataBase, Coin1WKKdataBase, \
     Stock1MKdataBase, Stock5MKdataBase, Stock30MKdataBase, Stock1WKKdataBase, CoinTickKdataBase
 
@@ -100,19 +100,15 @@ class Stock1MKdata(Stock1MKdataBase, StockKdataCommon):
     __tablename__ = 'stock_1m_kdata'
 
 
-class ETF1DKdata(ETF1DKdataBase, KdataCommon):
-    __tablename__ = 'etf_1d_kdata'
-
-    # 累计净值（货币 ETF 为七日年化)
-    cumulative_net_value = Column(Float)
-    # 净值增长率
-    change_pct = Column(Float)
-
-
 class Index1DKdata(Index1DKdataBase, KdataCommon):
     __tablename__ = 'index_1d_kdata'
     turnover_rate = Column(Float)
 
+    # ETF 累计净值（货币 ETF 为七日年化)
+    cumulative_net_value = Column(Float)
+    # ETF 净值增长率
+    change_pct = Column(Float)
+
 
 class CoinTickKdata(CoinTickKdataBase, TickCommon):
     __tablename__ = 'coin_tick_kdata'

zvt/recorders/sina/china_etf_day_kdata_recorder.py

@@ -8,7 +8,7 @@
 from zvt.api.common import generate_kdata_id
 from zvt.recorders.consts import EASTMONEY_ETF_NET_VALUE_HEADER
 from zvt.api.technical import get_kdata
-from zvt.domain import Index, ETF1DKdata, Provider, SecurityType, StoreCategory, TradingLevel
+from zvt.domain import Index, Provider, SecurityType, StoreCategory, TradingLevel, Index1DKdata
 from zvt.recorders.recorder import ApiWrapper, FixedCycleDataRecorder, TimeSeriesFetchingStyle
 from zvt.utils.time_utils import to_time_str
 from zvt.utils.utils import init_process_log
@@ -44,8 +44,8 @@ class ChinaETFDayKdataRecorder(FixedCycleDataRecorder):
     meta_schema = Index
 
     provider = Provider.SINA
-    store_category = StoreCategory.etf_1d_kdata
-    data_schema = ETF1DKdata
+    store_category = StoreCategory.index_1d_kdata
+    data_schema = Index1DKdata
     url = 'http://money.finance.sina.com.cn/quotes_service/api/json_v2.php/CN_MarketData.getKLineData?' \
           'symbol={}{}&scale=240&&datalen={}&ma=no'
     api_wrapper = MyApiWrapper()
@@ -75,10 +75,10 @@ def generate_request_param(self, security_item, start, end, size, timestamp):
         }
 
     def on_finish(self, security_item):
-        kdatas = get_kdata(security_id=security_item.id, data_schema=ETF1DKdata, level=TradingLevel.LEVEL_1DAY.value,
-                           order=ETF1DKdata.timestamp.asc(),
+        kdatas = get_kdata(security_id=security_item.id, level=TradingLevel.LEVEL_1DAY.value,
+                           order=Index1DKdata.timestamp.asc(),
                            return_type='domain', session=self.session,
-                           filters=[ETF1DKdata.cumulative_net_value.is_(None)])
+                           filters=[Index1DKdata.cumulative_net_value.is_(None)])
 
         if kdatas and len(kdatas) > 0:
             start = kdatas[0].timestamp