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’