initial import: etf strategy project

src/qfr/data/tushare_client.py

@@ -0,0 +1,76 @@
+from __future__ import annotations
+
+import os
+from dataclasses import dataclass
+
+import pandas as pd
+from dotenv import load_dotenv
+
+
+@dataclass(frozen=True)
+class TushareConfig:
+    token: str
+    timeout: int = 30
+
+
+def load_tushare_config(env_path: str | None = None) -> TushareConfig:
+    if env_path:
+        load_dotenv(env_path)
+    else:
+        load_dotenv()
+
+    token = os.getenv("TUSHARE_TOKEN", "").strip()
+    if not token:
+        raise RuntimeError("TUSHARE_TOKEN is required (set it in .env)")
+
+    timeout_s = os.getenv("TUSHARE_TIMEOUT", "30").strip() or "30"
+    try:
+        timeout = int(timeout_s)
+    except ValueError:
+        timeout = 30
+
+    return TushareConfig(token=token, timeout=timeout)
+
+
+def pro_api(cfg: TushareConfig):
+    import tushare as ts
+
+    ts.set_token(cfg.token)
+    return ts.pro_api(timeout=cfg.timeout)
+
+
+def fetch_stock_daily(
+    cfg: TushareConfig,
+    ts_code: str | None = None,
+    trade_date: str | None = None,
+    start_date: str | None = None,
+    end_date: str | None = None,
+    fields: str | None = None,
+) -> pd.DataFrame:
+    api = pro_api(cfg)
+    return api.daily(
+        ts_code=ts_code,
+        trade_date=trade_date,
+        start_date=start_date,
+        end_date=end_date,
+        fields=fields,
+    )
+
+
+def fetch_fund_daily(
+    cfg: TushareConfig,
+    ts_code: str | None = None,
+    trade_date: str | None = None,
+    start_date: str | None = None,
+    end_date: str | None = None,
+    fields: str | None = None,
+) -> pd.DataFrame:
+    """Fetch ETF/fund daily bars via Tushare Pro `fund_daily`."""
+    api = pro_api(cfg)
+    return api.fund_daily(
+        ts_code=ts_code,
+        trade_date=trade_date,
+        start_date=start_date,
+        end_date=end_date,
+        fields=fields,
+    )