TslDataFeed/src/tsl.py

import time
from tqdm import tqdm
import itertools
from datetime import datetime

import pandas as pd
from pprint import pprint

import pyTSL

TINYSOFT_HOSTNAME = 'tsl.tinysoft.com.cn'
TINYSOFT_PORT = 443
TINYSOFT_USERNAME = 'xunuo2005'
TINYSOFT_PASSWORD = '20220613'


class tsl():
    
    def __enter__(self):
        self.c = pyTSL.Client(TINYSOFT_USERNAME, TINYSOFT_PASSWORD, TINYSOFT_HOSTNAME, 443)
        self.c.login()
        return self
        
    
    def __exit__(self, exc_type, exc_val, exc_tb):
        self.c.logout()
        del(self.c)
        
    
    def get_stock_list(self, date=None, bk_name='A股'):

        if date is None:
            code = """
                return getbk('A股;暂停上市;终止上市');
            """
        else:
            code = """
                bkName := "%s";
                endT := %d;
                return getAbkbydate(bkName,endT);
            """ % (bk_name, date)
        r = self.c.exec(code)
        return r.value()
    

    def get_cmp_report(self, table_id, stock_id, start_date):
        code = """
             SetSysParam('ReportMode', -1);
             return Select * 
                 from infotable {table_id} of '{stock_id}' 
                 where ['截止日'] >= {start_date}
            end;
        """.format(
            table_id=table_id, 
            stock_id=stock_id, 
            start_date=start_date
        )
        r = self.c.exec(code)

        df = pd.DataFrame(r.value())
        return df
    
    
    def get_cmp_indicator(self, stock_id, start_year, indicator_config_fname):
        index_list = ['StockID', '报告期']

        end_year = datetime.now().year + 1
        year_list = range(start_year, end_year, 1)

        quarter_list = ['0331', '0630', '0930', '1231']
        report_date_list = [str(t[0]) + t[1] for t in itertools.product(year_list, quarter_list)]
        
        config_df = pd.read_csv(indicator_config_fname)
        config_df['indicator_id'] = config_df['indicator_id'].astype('string')
        indicator_dict = config_df.set_index('indicator_id')['indicator_name'].to_dict()
        indicator_id_list = list(indicator_dict.keys())
        indicator_name_list = ["'%s'" % indicator_dict[indicator_id].strip() for indicator_id in indicator_id_list]
        
        code = """
            SetSysParam('ReportMode', -1);
            SetSysParam(pn_reportmode(), -1);
            SetSysParam(pn_stock(), '{stock_id}');

            date_array := Array({date_list_input});
            indicator_array := Array({indicator_id_list_input});
            indicator_name_array := Array({indicator_name_list_input});
            r := Array();
            
            for i:=0 to length(date_array)-1 do
            begin
                r[i]['StockID'] := '{stock_id}';
                r[i]['报告期'] := date_array[i];
                for j:=0 to length(indicator_array)-1 do
                begin
                    r[i][indicator_name_array[j]] := ReportOfAll(indicator_array[j], date_array[i]);
                end
            end
            return r;
        """.format(
            stock_id=stock_id, 
            date_list_input=', '.join(report_date_list),
            indicator_id_list_input=', '.join(indicator_id_list),
            indicator_name_list_input=', '.join(indicator_name_list)
        )
        r = self.c.exec(code)
        r = r.value()
        df = pd.DataFrame(r, index=range(len(r)))
        df.set_index(index_list, inplace=True)
        return df

    
    def get_mkt_trading_days(self, start_date, end_date):
        # TradeDays: 
        # nday3: 返回用第二个参数计算N日的一维数字下标数组。
        # SpecDate: 临时修改当前时间的快捷方法
        # Spec: 指定StockID股票为当前股票，计算表达式的值返回
        code = """
           begt:=inttodate(%d);
           endt:=inttodate(%d);
           return spec(specdate(nday3(tradedays(begt,endt),DateToInt(sp_time())),endt),'SH000001');
        """ % (start_date, end_date);
        r = self.c.exec(code)
        
        return r.value()
    
    
    def get_mkt_stock_k_1min(self, date, stock_list):
        stock_list_input = ', '.join(['\'%s\'' % stock_id for stock_id in stock_list])
        code = """
            SetSysParam(pn_cycle(), cy_1m());
            stock_list := Array({stock_list});
            r := select 
                ['StockID'],
                DateTimeToStr(['date']) as 'time',
                ['open'],
                ['high'],
                ['low'],
                ['close'],
                ['vol'],
                ['amount'],
                ['yclose'] as 'AdjPreClose',
                (['close']/['yclose'] - 1) * 100 as 'PctChg' 
                from markettable
                datekey {start_date}T to {end_date}T+0.999 
                of stock_list
            end;
            
            return r;        
        """.format(
            stock_list=stock_list_input,
            start_date=date,
            end_date=date
        )
        
        r = self.c.exec(code)
        return r
        
    
    def get_mkt_stock_k_daily(self, start_date, end_date, stock_id): 
        # vol: 成交量
        # amount: 成交金额
        # cjbs: 成交笔数
        # yclose: 上次价
        code = """
            SetSysParam(pn_cycle(),cy_day());
            return 
                select 
                    ['StockID'],
                    datetoint(['date']) as 'date',
                    ['open'],
                    ['high'],
                    ['low'],
                    ['close'], 
                    ['vol'], 
                    ['amount'], 
                    ['cjbs'],
                    ['yclose']
                from markettable 
                datekey {start_date}T to {end_date}T+0.999 
                of \'{stock_id}\'
            end;
        """.format(
            stock_id=stock_id, 
            start_date=start_date,
            end_date=end_date
        )
        r = self.c.exec(code)
        df = pd.DataFrame(r.value())
        if 'StockID' in df.columns and 'date' in df.columns:
            df.set_index(['StockID', 'date'], inplace=True)
        return df, r
   

    def get_mkt_stock_k_daily_ext(self, start_date, end_date, stock_id):
        
        date_list = self.get_mkt_trading_days(start_date, end_date)
        
        # IsSt_3: 是否是ST(指定日)，判断当前股票在指定日是否是ST股。函数主要是通过名称变更进行判断。 
        # Stockzf3：涨幅(%) =（收盘-昨收）/昨收*100%（已复权）
        #     http://www.tinysoft.com.cn/tsdn/helpdoc/display.tsl?id=12582
        # AuthorityFactor: 以上市日为复权基准日，向后复权，得到指定日比例复权方式的复权因子值，即复权方式为1。调用该函数需注意设置当前股票和当前时间。
        code = """
            SetSysParam(pn_cycle(),cy_day());
            SetSysParam(pn_stock(), \'{stock_id}\');
            
            date_array := Array({date_list_input});
            r := Array();
            
            for i:=0 to length(date_array)-1 do
            begin
                SetSysParam(PN_Date(), inttodate(date_array[i]));
                
                r[i]['StockID'] := \'{stock_id}\';
                r[i]['date'] := date_array[i];
                r[i]['PctChg'] := StockZf3();
                r[i]['IsST'] := IsST_3(date_array[i]);
                r[i]['FloatShares'] := StockNegotiableShares(date_array[i]);
                r[i]['Factor'] := AuthorityFactor();
            end;
            return r;
        """.format(
            stock_id=stock_id,
            date_list_input=', '.join([str(date) for date in date_list])
        )
        r = self.c.exec(code)

        df = pd.DataFrame(r.value(), index=range(len(r.value())))
        if 'StockID' in df.columns and 'date' in df.columns:
            df.set_index(['StockID', 'date'], inplace=True)
        return df, r
        
    
    def get_fund_info(self, table_id, fund_id):
        code = """
             SetSysParam('ReportMode', -1);
             return Select * 
                 from infotable {table_id} of '{fund_id}' 
            end;
        """.format(
            table_id=table_id, 
            fund_id=fund_id
        )
        r = self.c.exec(code)

        df = pd.DataFrame(r.value())
        return df
    
    
    def get_fund_list(self, date):
        pass