"""TickFlow provider implementation.""" from __future__ import annotations import logging from datetime import datetime import polars as pl from app.data_providers.base import AssetType, ProviderCapabilities from app.data_providers.normalizer import normalize_adj_factors, normalize_daily, normalize_instruments from app.tickflow.client import get_client logger = logging.getLogger(__name__) _EXCHANGES = ["SH", "SZ", "BJ"] class TickFlowProvider: name = "tickflow" capabilities = ProviderCapabilities( instruments=True, daily=True, adj_factor=True, minute=True, financial=True, ) def get_instruments(self, asset_type: AssetType) -> pl.DataFrame: tf = get_client() instrument_type = "stock" if asset_type == "stock" else asset_type rows: list[dict] = [] for ex in _EXCHANGES: try: items = tf.exchanges.get_instruments(ex, instrument_type=instrument_type) rows.extend([it for it in (items or []) if isinstance(it, dict)]) except Exception as e: # noqa: BLE001 logger.warning("TickFlow instruments %s/%s failed: %s", ex, instrument_type, e) return normalize_instruments(rows, asset_type=asset_type, source=self.name) def get_daily( self, symbols: list[str], start_time: datetime | None, end_time: datetime | None, asset_type: AssetType, # noqa: ARG002 ) -> pl.DataFrame: if not symbols: return pl.DataFrame() tf = get_client() kwargs = { "period": "1d", "adjust": "none", "count": 10000 if start_time and end_time else 250, "as_dataframe": True, "show_progress": False, } if start_time and end_time: from app.services.kline_sync import _datetime_to_ms kwargs["start_time"] = _datetime_to_ms(start_time) kwargs["end_time"] = _datetime_to_ms(end_time) raw = tf.klines.batch(symbols, **kwargs) frames: list[pl.DataFrame] = [] if isinstance(raw, dict): for sym, sub in raw.items(): normalized = normalize_daily(sub, default_symbol=sym, source=self.name) if not normalized.is_empty(): frames.append(normalized) else: normalized = normalize_daily(raw, source=self.name) if not normalized.is_empty(): frames.append(normalized) return pl.concat(frames, how="diagonal_relaxed") if frames else pl.DataFrame() def get_adj_factors( self, symbols: list[str], start_time: datetime | None, end_time: datetime | None, asset_type: AssetType, # noqa: ARG002 ) -> pl.DataFrame: if not symbols: return pl.DataFrame() tf = get_client() kwargs = {"as_dataframe": False} if start_time or end_time: from app.services.kline_sync import _datetime_to_ms if start_time: kwargs["start_time"] = _datetime_to_ms(start_time) if end_time: kwargs["end_time"] = _datetime_to_ms(end_time) raw = tf.klines.ex_factors(symbols, **kwargs) return normalize_adj_factors(raw, source=self.name) def get_minute( self, symbols: list[str], start_time: datetime | None, end_time: datetime | None, asset_type: AssetType, # noqa: ARG002 freq: str = "1m", # noqa: ARG002 ) -> pl.DataFrame: # Existing minute sync remains in app.services.kline_sync for now. return pl.DataFrame()