Adding new entity¶
It’s human nature to like the new and hate the old. Adding new TradableEntity is easy in zvt.
Adding new entity is nothing than a specific case of Adding data.
Let’s show the key steps below which add Future.
Define entity Schema¶
# -*- coding: utf-8 -*-
from sqlalchemy.ext.declarative import declarative_base
from zvt.contract.register import register_schema, register_entity
from zvt.contract.schema import TradableEntity
FutureMetaBase = declarative_base()
@register_entity(entity_type="future")
class Future(FutureMetaBase, TradableEntity):
__tablename__ = "future"
register_schema(providers=["em"], db_name="future_meta", schema_base=FutureMetaBase)
Implement recorder for the entity¶
from zvt.contract.api import df_to_db
from zvt.contract.recorder import Recorder
from zvt.domain import Future
from zvt.recorders.em import em_api
class EMFutureRecorder(Recorder):
provider = "em"
data_schema = Future
def run(self):
df = em_api.get_tradable_list(entity_type="future")
self.logger.info(df)
df_to_db(df=df, data_schema=self.data_schema, provider=self.provider, force_update=self.force_update)
Define OHLC schema(kdata) for the entity¶
zvt provide a standard way to generate OHLC schema for the tradable entity. All OHLC schemas is generated by fill project script.
e.g generate Future OHLC schema.
gen_kdata_schema(
pkg="zvt",
providers=["em"],
entity_type="future",
levels=[IntervalLevel.LEVEL_1DAY],
entity_in_submodule=True,
)
The OHLC schema definition principle is: one level one file
So we would define a common OHLC schema for each entity type in quotes module.
e.g. Future common OHLC schema
class FutureKdataCommon(KdataCommon):
#: 持仓量
interest = Column(Float)
#: 结算价
settlement = Column(Float)
#: 涨跌幅(按收盘价)
# change_pct = Column(Float)
#: 涨跌幅(按结算价)
change_pct1 = Column(Float)
And we could relate the common kdata schema with the recorder and route level to specific schema automatically.
Implement recorder for OHLC schema(kdata)¶
Check em quotes recorder for the details.
class EMFutureKdataRecorder(BaseEMStockKdataRecorder):
entity_provider = "em"
entity_schema = Future
data_schema = FutureKdataCommon
Use them in zvt way¶
Fetch the entity list:
>>> from zvt.domain import Future
>>> Future.record_data()
>>> df = Future.query_data()
>>> print(df)
id entity_id timestamp entity_type exchange code name list_date end_date
0 future_cffex_IC future_cffex_IC NaT future cffex IC 中证当月连续 NaT None
1 future_cffex_IF future_cffex_IF NaT future cffex IF 沪深当月连续 NaT None
2 future_cffex_IH future_cffex_IH NaT future cffex IH 上证当月连续 NaT None
3 future_cffex_T future_cffex_T NaT future cffex T 十债当季连续 NaT None
4 future_cffex_TF future_cffex_TF NaT future cffex TF 五债当季连续 NaT None
.. ... ... ... ... ... ... ... ... ...
65 future_ine_LU future_ine_LU 2020-06-22 future ine LU 低硫燃油主力 2020-06-22 None
66 future_czce_PF future_czce_PF 2020-10-12 future czce PF 短纤主力 2020-10-12 None
67 future_ine_BC future_ine_BC 2020-11-19 future ine BC 国际铜主力 2020-11-19 None
68 future_dce_LH future_dce_LH 2021-01-08 future dce LH 生猪主力 2021-01-08 None
69 future_czce_PK future_czce_PK 2021-02-01 future czce PK 花生主力 2021-02-01 None
[70 rows x 9 columns]
Fetch the quotes:
>>> from zvt.domain import Future1dKdata
>>> Future1dKdata.record_data(code="CU")
>>> df = Future1dKdata.query_data(code="CU")
>>> print(df)
id entity_id timestamp provider code name level open close high low volume turnover change_pct turnover_rate interest settlement change_pct1
0 future_shfe_CU_1996-04-03 future_shfe_CU 1996-04-03 em CU 沪铜主力 1d 22930.0 22840.0 23000.0 22840.0 353.0 0.000000e+00 0.0000 0.0 None None None
1 future_shfe_CU_1996-04-04 future_shfe_CU 1996-04-04 em CU 沪铜主力 1d 22700.0 22750.0 22820.0 22650.0 251.0 0.000000e+00 -0.0039 0.0 None None None
2 future_shfe_CU_1996-04-05 future_shfe_CU 1996-04-05 em CU 沪铜主力 1d 22520.0 22780.0 22820.0 22500.0 298.0 0.000000e+00 0.0013 0.0 None None None
3 future_shfe_CU_1996-04-08 future_shfe_CU 1996-04-08 em CU 沪铜主力 1d 22660.0 22650.0 22680.0 22600.0 98.0 0.000000e+00 -0.0057 0.0 None None None
4 future_shfe_CU_1996-04-09 future_shfe_CU 1996-04-09 em CU 沪铜主力 1d 22830.0 22810.0 22860.0 22810.0 56.0 0.000000e+00 0.0071 0.0 None None None
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
6343 future_shfe_CU_2022-04-21 future_shfe_CU 2022-04-21 em CU 沪铜主力 1d 74140.0 74480.0 74750.0 74140.0 48008.0 1.787678e+10 -0.0004 0.0 None None None
6344 future_shfe_CU_2022-04-22 future_shfe_CU 2022-04-22 em CU 沪铜主力 1d 74800.0 75010.0 75200.0 74690.0 58874.0 2.205633e+10 0.0073 0.0 None None None
6345 future_shfe_CU_2022-04-25 future_shfe_CU 2022-04-25 em CU 沪铜主力 1d 74900.0 73660.0 75190.0 73660.0 107455.0 3.989090e+10 -0.0168 0.0 None None None
6346 future_shfe_CU_2022-04-26 future_shfe_CU 2022-04-26 em CU 沪铜主力 1d 73170.0 73260.0 73750.0 72500.0 113019.0 4.130931e+10 -0.0132 0.0 None None None
6347 future_shfe_CU_2022-04-27 future_shfe_CU 2022-04-27 em CU 沪铜主力 1d 72990.0 73100.0 73560.0 72910.0 61563.0 2.254089e+10 0.0000 0.0 None None None
[6348 rows x 18 columns]