1) move portfolio to contract schema

2) add fund entity

zvt/contract/__init__.py

@@ -108,6 +108,7 @@ class AdjustType(enum.Enum):
 
 
 from . import zvt_context
-from .schema import Mixin, NormalMixin, EntityMixin, NormalEntityMixin
+from .schema import Mixin, NormalMixin, EntityMixin, NormalEntityMixin, PortfolioStock, Portfolio, PortfolioStockHistory
 
-__all__ = ['IntervalLevel', 'Mixin', 'NormalMixin', 'EntityMixin', 'NormalEntityMixin', 'zvt_context', 'AdjustType']
+__all__ = ['IntervalLevel', 'Mixin', 'NormalMixin', 'EntityMixin', 'NormalEntityMixin', 'zvt_context', 'AdjustType',
+           'Portfolio', 'PortfolioStock', 'PortfolioStockHistory']

zvt/contract/schema.py

@@ -4,11 +4,11 @@
 from typing import List, Union
 
 import pandas as pd
-from sqlalchemy import Column, String, DateTime
+from sqlalchemy import Column, String, DateTime, Float
 from sqlalchemy.orm import Session
 
 from zvt.contract import IntervalLevel
-from zvt.utils.time_utils import date_and_time, is_same_time
+from zvt.utils.time_utils import date_and_time, is_same_time, now_pd_timestamp
 
 
 class Mixin(object):
@@ -178,11 +178,30 @@ class NormalMixin(Mixin):
     updated_timestamp = Column(DateTime)
 
 
+class Player(Mixin):
+    # 参与者类型
+    player_type = Column(String(length=64))
+    # 所属国家
+    country = Column(String(length=32))
+    # 编码
+    code = Column(String(length=64))
+    # 名字
+    name = Column(String(length=128))
+
+
 class EntityMixin(Mixin):
+    # 标的类型
     entity_type = Column(String(length=64))
+    # 所属交易所
     exchange = Column(String(length=32))
+    # 编码
     code = Column(String(length=64))
+    # 名字
     name = Column(String(length=128))
+    # 上市日
+    list_date = Column(DateTime)
+    # 退市日
+    end_date = Column(DateTime)
 
     @classmethod
     def get_trading_dates(cls, start_date=None, end_date=None):
@@ -286,3 +305,49 @@ class NormalEntityMixin(EntityMixin):
     created_timestamp = Column(DateTime, default=pd.Timestamp.now())
     # the record updated time in db, some recorder would check it for whether need to refresh
     updated_timestamp = Column(DateTime)
+
+
+class Portfolio(EntityMixin):
+    @classmethod
+    def get_stocks(cls,
+                   code=None, codes=None, ids=None, timestamp=now_pd_timestamp(), provider=None):
+        """
+
+        :param code: portfolio(etf/block/index...) code
+        :param codes: portfolio(etf/block/index...) codes
+        :param timestamp:
+        :param provider:
+        :return:
+        """
+        from zvt.contract.api import get_schema_by_name
+        schema_str = f'{cls.__name__}Stock'
+        portfolio_stock = get_schema_by_name(schema_str)
+        return portfolio_stock.query_data(provider=provider, code=code, codes=codes, timestamp=timestamp, ids=ids)
+
+
+# 组合(Etf,Index,Block)和个股(Stock)的关系 应该继承自该类
+# 该基础类可以这样理解:
+# entity为组合本身,其包含了stock这种entity,timestamp为持仓日期,从py的"你知道你在干啥"的哲学出发，不加任何约束
+class PortfolioStock(EntityMixin):
+    stock_id = Column(String)
+    stock_code = Column(String(length=64))
+    stock_name = Column(String(length=128))
+
+
+# 支持时间变化,报告期标的调整
+class PortfolioStockHistory(PortfolioStock):
+    # 报告期,season1,half_year,season3,year
+    report_period = Column(String(length=32))
+    # 3-31,6-30,9-30,12-31
+    report_date = Column(DateTime)
+
+    # 占净值比例
+    proportion = Column(Float)
+    # 持有股票的数量
+    shares = Column(Float)
+    # 持有股票的市值
+    market_cap = Column(Float)
+
+
+__all__ = ['EntityMixin', 'Mixin', 'NormalMixin', 'NormalEntityMixin', 'Portfolio', 'PortfolioStock',
+           'PortfolioStockHistory']

zvt/domain/meta/fund.py

@@ -0,0 +1,50 @@
+# -*- coding: utf-8 -*-
+from sqlalchemy import Column, String, Integer
+from sqlalchemy.ext.declarative import declarative_base
+
+from zvt.contract import EntityMixin, PortfolioStockHistory
+from zvt.contract.register import register_entity, register_schema
+
+FundMetaBase = declarative_base()
+
+
+# 个股
+@register_entity(entity_type='fund')
+class Fund(FundMetaBase, EntityMixin):
+    __tablename__ = 'fund'
+    # 基金管理人
+    advisor = Column(String(length=100))
+    # 基金托管人
+    trustee = Column(String(length=100))
+
+    # 编码	基金运作方式
+    # 401001	开放式基金
+    # 401002	封闭式基金
+    # 401003	QDII
+    # 401004	FOF
+    # 401005	ETF
+    # 401006	LOF
+    # 基金运作方式编码
+    operate_mode_id = Column(Integer)
+    # 基金运作方式
+    operate_mode = Column(String(length=32))
+
+    # 编码	基金类别
+    # 402001	股票型
+    # 402002	货币型
+    # 402003	债券型
+    # 402004	混合型
+    # 402005	基金型
+    # 402006	贵金属
+    # 402007	封闭式
+    # 投资标的类型编码
+    underlying_asset_type_id = Column(Integer)
+    # 投资标的类型
+    underlying_asset_type = Column(String(length=32))
+
+
+class FundStock(FundMetaBase, PortfolioStockHistory):
+    __tablename__ = 'fund_stock'
+
+
+register_schema(providers=['joinquant'], db_name='fund_meta', schema_base=FundMetaBase)

zvt/domain/meta/stock_meta.py

@@ -5,43 +5,21 @@
 
 from zvt.contract import EntityMixin
 from zvt.contract.register import register_schema, register_entity
+from zvt.contract.schema import Portfolio, PortfolioStock, PortfolioStockHistory
 from zvt.utils.time_utils import now_pd_timestamp
 
 StockMetaBase = declarative_base()
 
 
-class BaseSecurity(EntityMixin):
-    # 上市日
-    list_date = Column(DateTime)
-    # 退市日
-    end_date = Column(DateTime)
-
-
-class BasePortfolio(BaseSecurity):
-    @classmethod
-    def get_stocks(cls,
-                   code=None, codes=None, ids=None, timestamp=now_pd_timestamp(), provider=None):
-        """
-
-        :param code: portfolio(etf/block/index...) code
-        :param codes: portfolio(etf/block/index...) codes
-        :param timestamp:
-        :param provider:
-        :return:
-        """
-        portfolio_stock: BasePortfolioStock = eval(f'{cls.__name__}Stock')
-        return portfolio_stock.query_data(provider=provider, code=code, codes=codes, ids=ids)
-
-
 # 个股
 @register_entity(entity_type='stock')
-class Stock(StockMetaBase, BaseSecurity):
+class Stock(StockMetaBase, EntityMixin):
     __tablename__ = 'stock'
 
 
 # 板块
 @register_entity(entity_type='block')
-class Block(StockMetaBase, BasePortfolio):
+class Block(StockMetaBase, Portfolio):
     __tablename__ = 'block'
 
     # 板块类型，行业(industry),概念(concept)
@@ -50,7 +28,7 @@ class Block(StockMetaBase, BasePortfolio):
 
 # 指数
 @register_entity(entity_type='index')
-class Index(StockMetaBase, BasePortfolio):
+class Index(StockMetaBase, Portfolio):
     __tablename__ = 'index'
 
     # 发布商
@@ -63,7 +41,7 @@ class Index(StockMetaBase, BasePortfolio):
 
 # etf
 @register_entity(entity_type='etf')
-class Etf(StockMetaBase, BasePortfolio):
+class Etf(StockMetaBase, Portfolio):
     __tablename__ = 'etf'
     category = Column(String(length=64))
 
@@ -73,45 +51,21 @@ def get_stocks(cls, code=None, codes=None, ids=None, timestamp=now_pd_timestamp(
         return get_etf_stocks(code=code, codes=codes, ids=ids, timestamp=timestamp, provider=provider)
 
 
-# 组合(Etf,Index,Block)和个股(Stock)的关系 应该继承自该类
-# 该基础类可以这样理解:
-# entity为组合本身,其包含了stock这种entity,timestamp为持仓日期,从py的"你知道你在干啥"的哲学出发，不加任何约束
-class BasePortfolioStock(EntityMixin):
-    stock_id = Column(String)
-    stock_code = Column(String(length=64))
-    stock_name = Column(String(length=128))
-
-
-# 支持时间变化,报告期标的调整
-class BasePortfolioStockHistory(BasePortfolioStock):
-    # 报告期,season1,half_year,season3,year
-    report_period = Column(String(length=32))
-    # 3-31,6-30,9-30,12-31
-    report_date = Column(DateTime)
-
-    # 占净值比例
-    proportion = Column(Float)
-    # 持有股票的数量
-    shares = Column(Float)
-    # 持有股票的市值
-    market_cap = Column(Float)
-
-
-class BlockStock(StockMetaBase, BasePortfolioStock):
+class BlockStock(StockMetaBase, PortfolioStock):
     __tablename__ = 'block_stock'
 
 
-class IndexStock(StockMetaBase, BasePortfolioStockHistory):
+class IndexStock(StockMetaBase, PortfolioStockHistory):
     __tablename__ = 'index_stock'
 
 
-class EtfStock(StockMetaBase, BasePortfolioStockHistory):
+class EtfStock(StockMetaBase, PortfolioStockHistory):
     __tablename__ = 'etf_stock'
 
 
 # 个股详情
 @register_entity(entity_type='stock_detail')
-class StockDetail(StockMetaBase, BaseSecurity):
+class StockDetail(StockMetaBase, EntityMixin):
     __tablename__ = 'stock_detail'
 
     industries = Column(String)
@@ -141,4 +95,4 @@ class StockDetail(StockMetaBase, BaseSecurity):
                 schema_base=StockMetaBase)
 
 # the __all__ is generated
-__all__ = ['BaseSecurity', 'BasePortfolio', 'Stock', 'Block', 'Index', 'Etf', 'BasePortfolioStock', 'BasePortfolioStockHistory', 'BlockStock', 'IndexStock', 'EtfStock', 'StockDetail']
+__all__ = ['Stock', 'Block', 'Index', 'Etf', 'BlockStock', 'IndexStock', 'EtfStock', 'StockDetail']

zvt/recorders/joinquant/__init__.py

@@ -1,9 +1,4 @@
 # -*- coding: utf-8 -*-
-from zvt.recorders.joinquant.fundamental import *
-from zvt.recorders.joinquant.meta import *
-from zvt.recorders.joinquant.misc import *
-from zvt.recorders.joinquant.overall import *
-from zvt.recorders.joinquant.quotes import *
 # the __all__ is generated
 __all__ = []
 

zvt/recorders/joinquant/common.py

@@ -28,10 +28,14 @@ def to_jq_entity_id(security_item):
 
 
 def to_entity_id(jq_code: str, entity_type):
-    code, exchange = jq_code.split('.')
-    if exchange == 'XSHG':
-        exchange = 'sh'
-    elif exchange == 'XSHE':
+    try:
+        code, exchange = jq_code.split('.')
+        if exchange == 'XSHG':
+            exchange = 'sh'
+        elif exchange == 'XSHE':
+            exchange = 'sz'
+    except:
+        code = jq_code
         exchange = 'sz'
 
     return f'{entity_type}_{exchange}_{code}'
@@ -51,5 +55,7 @@ def jq_to_report_period(jq_report_type):
     if jq_report_type == '年度':
         return ReportPeriod.year.value
     assert False
+
+
 # the __all__ is generated
 __all__ = ['to_jq_trading_level', 'to_jq_entity_id', 'to_entity_id', 'jq_to_report_period']

zvt/recorders/joinquant/fundamental/__init__.py

@@ -1,8 +1,5 @@
 # -*- coding: utf-8 -*-
-
-from zvt.recorders.joinquant.fundamental.etf_valuation_recorder import *
-from zvt.recorders.joinquant.fundamental.stock_valuation_recorder import *
-from zvt.recorders.joinquant.fundamental.joinquant_margin_trading_recorder import *# the __all__ is generated
+# the __all__ is generated
 __all__ = []
 
 # __init__.py structure:

zvt/recorders/joinquant/fundamental/etf_valuation_recorder.py

@@ -116,4 +116,4 @@ def record(self, entity, start, end, size, timestamps):
     # 上证50
     JqChinaEtfValuationRecorder(codes=['512290']).run()
 # the __all__ is generated
-__all__ = ['JqChinaEtfValuationRecorder']
+__all__ = ['JqChinaEtfValuationRecorder']

zvt/recorders/joinquant/fundamental/joinquant_margin_trading_recorder.py

@@ -47,4 +47,4 @@ def record(self, entity, start, end, size, timestamps):
 if __name__ == '__main__':
     MarginTradingRecorder(codes=['000004']).run()
 # the __all__ is generated
-__all__ = ['MarginTradingRecorder']
+__all__ = ['MarginTradingRecorder']

zvt/recorders/joinquant/fundamental/stock_valuation_recorder.py

@@ -67,4 +67,4 @@ def record(self, entity, start, end, size, timestamps):
 
     JqChinaStockValuationRecorder(entity_ids=['stock_sh_600000'], force_update=True).run()
 # the __all__ is generated
-__all__ = ['JqChinaStockValuationRecorder']
+__all__ = ['JqChinaStockValuationRecorder']

zvt/recorders/joinquant/meta/__init__.py

@@ -1,13 +1,16 @@
 # -*- coding: utf-8 -*-
-from zvt.recorders.joinquant.meta.china_stock_meta_recorder import *
-from zvt.recorders.joinquant.meta.stock_trade_day_recorder import *
 # the __all__ is generated
 __all__ = []
 
 # __init__.py structure:
 # common code of the package
 # export interface in __all__ which contains __all__ of its sub modules
 
+# import all from submodule china_fund_meta_recorder
+from .china_fund_meta_recorder import *
+from .china_fund_meta_recorder import __all__ as _china_fund_meta_recorder_all
+__all__ += _china_fund_meta_recorder_all
+
 # import all from submodule china_stock_meta_recorder
 from .china_stock_meta_recorder import *
 from .china_stock_meta_recorder import __all__ as _china_stock_meta_recorder_all