Future¶
- class zvt.domain.meta.future_meta.Future(**kwargs)¶
Bases:
sqlalchemy.orm.decl_api.Base
,zvt.contract.schema.TradableEntity
- __init__(**kwargs)¶
A simple constructor that allows initialization from kwargs.
Sets attributes on the constructed instance using the names and values in
kwargs
.Only keys that are present as attributes of the instance’s class are allowed. These could be, for example, any mapped columns or relationships.
- code¶
编码
- classmethod could_short()¶
whether could be shorted
- Returns
- end_date¶
退市日
- entity_id¶
entity id
- entity_type¶
标的类型
- exchange¶
所属交易所
- classmethod get_interval_timestamps(start_date, end_date, level: zvt.contract.IntervalLevel)¶
generate the timestamps for the level
- Parameters
start_date –
end_date –
level –
- classmethod get_providers() List[str] ¶
providers of the schema defined by cls
- Returns
providers
- classmethod get_storages(provider: Optional[str] = None)¶
get the storages info
- Parameters
provider – provider
- Returns
storages
- classmethod get_trading_dates(start_date=None, end_date=None)¶
overwrite it to get the trading dates of the entity
- Parameters
start_date –
end_date –
- Returns
list of dates
- classmethod get_trading_intervals(include_bidding_time=False)¶
overwrite it to get the trading intervals of the entity
- Returns
list of time intervals, in format [(start,end)]
- classmethod get_trading_t()¶
0 means t+0 1 means t+1
- Returns
- id¶
id
- classmethod is_finished_kdata_timestamp(timestamp: pandas._libs.tslibs.timestamps.Timestamp, level: zvt.contract.IntervalLevel)¶
- Parameters
timestamp (pd.Timestamp) – the timestamp could be recorded in kdata of the level
level (zvt.domain.common.IntervalLevel) –
- Returns
- Return type
bool
- list_date¶
上市日
- name¶
名字
- classmethod query_data(provider_index: int = 0, ids: Optional[List[str]] = None, entity_ids: Optional[List[str]] = None, entity_id: Optional[str] = None, codes: Optional[List[str]] = None, code: Optional[str] = None, level: Optional[Union[zvt.contract.IntervalLevel, str]] = None, provider: Optional[str] = None, columns: Optional[List] = None, col_label: Optional[dict] = None, return_type: str = 'df', start_timestamp: Optional[Union[pandas._libs.tslibs.timestamps.Timestamp, str]] = None, end_timestamp: Optional[Union[pandas._libs.tslibs.timestamps.Timestamp, str]] = None, filters: Optional[List] = None, session: Optional[sqlalchemy.orm.session.Session] = None, order=None, limit: Optional[int] = None, distinct=None, index: Optional[Union[str, list]] = None, drop_index_col=False, time_field: str = 'timestamp')¶
query data by the arguments
- Parameters
provider_index –
data_schema –
ids –
entity_ids –
entity_id –
codes –
code –
level –
provider –
columns –
col_label – dict with key(column), value(label)
return_type – df, domain or dict. default is df
start_timestamp –
end_timestamp –
filters –
session –
order –
limit –
index – index field name, str for single index, str list for multiple index
drop_index_col – whether drop the col if it’s in index, default False
time_field –
- Returns
results basing on return_type.
- classmethod record_data(provider_index: int = 0, provider: Optional[str] = None, force_update=None, sleeping_time=None, exchanges=None, entity_id=None, entity_ids=None, code=None, codes=None, real_time=None, fix_duplicate_way=None, start_timestamp=None, end_timestamp=None, one_day_trading_minutes=None, **kwargs)¶
record data by the arguments
- Parameters
entity_id –
provider_index –
provider –
force_update –
sleeping_time –
exchanges –
entity_ids –
code –
codes –
real_time –
fix_duplicate_way –
start_timestamp –
end_timestamp –
one_day_trading_minutes –
kwargs –
- Returns
- classmethod register_provider(provider)¶
register the provider to the schema defined by cls
- Parameters
provider –
- classmethod register_recorder_cls(provider, recorder_cls)¶
register the recorder for the schema
- Parameters
provider –
recorder_cls –
- timestamp¶
the meaning could be different for different case,most time it means ‘happen time’