diff --git a/jquantsapi/client.py b/jquantsapi/client.py index c0817e1..ab7936a 100644 --- a/jquantsapi/client.py +++ b/jquantsapi/client.py @@ -315,7 +315,7 @@ def get_id_token(self, refresh_token: Optional[str] = None) -> str: Params: refresh_token: J-Quants API refresh token - Retruns: + Returns: id_token: J-Quants API id token """ if self._id_token_expire > pd.Timestamp.utcnow(): @@ -356,13 +356,16 @@ def get_id_token(self, refresh_token: Optional[str] = None) -> str: return self._id_token # /listed - def _get_listed_info_raw(self, code: str = "", date_yyyymmdd: str = "") -> str: + def _get_listed_info_raw( + self, code: str = "", date_yyyymmdd: str = "", pagination_key: str = "" + ) -> str: """ Get listed companies raw API returns Args: code: Issue code (Optional) date: YYYYMMDD or YYYY-MM-DD (Optional) + pagination_key: ページングキー Returns: str: listed companies raw json string @@ -373,6 +376,8 @@ def _get_listed_info_raw(self, code: str = "", date_yyyymmdd: str = "") -> str: params["code"] = code if date_yyyymmdd != "": params["date"] = date_yyyymmdd + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -390,7 +395,17 @@ def get_listed_info(self, code: str = "", date_yyyymmdd: str = "") -> pd.DataFra """ j = self._get_listed_info_raw(code=code, date_yyyymmdd=date_yyyymmdd) d = json.loads(j) - df = pd.DataFrame.from_dict(d["info"]) + data = d["info"] + while "pagination_key" in d: + j = self._get_listed_info_raw( + code=code, + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["info"] + df = pd.DataFrame.from_dict(data) + cols = constants.LISTED_INFO_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -481,6 +496,7 @@ def _get_prices_daily_quotes_raw( from_yyyymmdd: str = "", to_yyyymmdd: str = "", date_yyyymmdd: str = "", + pagination_key: str = "", ) -> str: """ get daily quotes raw API returns @@ -490,6 +506,7 @@ def _get_prices_daily_quotes_raw( from_yyyymmdd: 取得開始日 to_yyyymmdd: 取得終了日 date_yyyymmdd: 取得日 + pagination_key: ページングキー Returns: str: daily quotes @@ -505,6 +522,8 @@ def _get_prices_daily_quotes_raw( params["from"] = from_yyyymmdd if to_yyyymmdd != "": params["to"] = to_yyyymmdd + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -535,7 +554,18 @@ def get_prices_daily_quotes( date_yyyymmdd=date_yyyymmdd, ) d = json.loads(j) - df = pd.DataFrame.from_dict(d["daily_quotes"]) + data = d["daily_quotes"] + while "pagination_key" in d: + j = self._get_prices_daily_quotes_raw( + code=code, + from_yyyymmdd=from_yyyymmdd, + to_yyyymmdd=to_yyyymmdd, + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["daily_quotes"] + df = pd.DataFrame.from_dict(data) premium_flag = "MorningClose" in df.columns if premium_flag: cols = constants.PRICES_DAILY_QUOTES_PREMIUM_COLUMNS @@ -581,6 +611,7 @@ def get_price_range( def _get_prices_prices_am_raw( self, code: str = "", + pagination_key: str = "", ) -> str: """ get the morning session's high, low, opening, and closing prices for individual stocks raw API returns @@ -589,6 +620,8 @@ def _get_prices_prices_am_raw( code: issue code (e.g. 27800 or 2780) If a 4-digit issue code is specified, only the data of common stock will be obtained for the issue on which both common and preferred stocks are listed. + pagination_key: ページングキー + Returns: str: the morning session's OHLC data """ @@ -596,6 +629,8 @@ def _get_prices_prices_am_raw( params = { "code": code, } + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -617,9 +652,17 @@ def get_prices_prices_am( code=code, ) d = json.loads(j) - if d.get("message"): - return d["message"] - df = pd.DataFrame.from_dict(d["prices_am"]) + data = d["prices_am"] + while "pagination_key" in d: + if d.get("message"): + return d["message"] + j = self._get_prices_prices_am_raw( + code=code, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["prices_am"] + df = pd.DataFrame.from_dict(data) cols = constants.PRICES_PRICES_AM_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -633,6 +676,7 @@ def _get_markets_trades_spec_raw( section: Union[str, enums.MARKET_API_SECTIONS] = "", from_yyyymmdd: str = "", to_yyyymmdd: str = "", + pagination_key: str = "", ) -> str: """ Weekly Trading by Type of Investors raw API returns @@ -641,6 +685,8 @@ def _get_markets_trades_spec_raw( section: section name (e.g. "TSEPrime" or MARKET_API_SECTIONS.TSEPrime) from_yyyymmdd: starting point of data period (e.g. 20210901 or 2021-09-01) to_yyyymmdd: end point of data period (e.g. 20210907 or 2021-09-07) + pagination_key: ページングキー + Returns: str: Weekly Trading by Type of Investors """ @@ -652,6 +698,8 @@ def _get_markets_trades_spec_raw( params["from"] = from_yyyymmdd if to_yyyymmdd != "": params["to"] = to_yyyymmdd + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -676,7 +724,17 @@ def get_markets_trades_spec( section=section, from_yyyymmdd=from_yyyymmdd, to_yyyymmdd=to_yyyymmdd ) d = json.loads(j) - df = pd.DataFrame.from_dict(d["trades_spec"]) + data = d["trades_spec"] + while "pagination_key" in d: + j = self._get_markets_trades_spec_raw( + section=section, + from_yyyymmdd=from_yyyymmdd, + to_yyyymmdd=to_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["trades_spec"] + df = pd.DataFrame.from_dict(data) cols = constants.MARKETS_TRADES_SPEC if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -692,6 +750,7 @@ def _get_markets_weekly_margin_interest_raw( from_yyyymmdd: str = "", to_yyyymmdd: str = "", date_yyyymmdd: str = "", + pagination_key: str = "", ) -> str: """ get weekly margin interest raw API returns @@ -703,6 +762,7 @@ def _get_markets_weekly_margin_interest_raw( from_yyyymmdd: starting point of data period (e.g. 20210901 or 2021-09-01) to_yyyymmdd: end point of data period (e.g. 20210907 or 2021-09-07) date_yyyymmdd: date of data (e.g. 20210907 or 2021-09-07) + pagination_key: ページングキー Returns: str: weekly margin interest """ @@ -717,6 +777,8 @@ def _get_markets_weekly_margin_interest_raw( params["from"] = from_yyyymmdd if to_yyyymmdd != "": params["to"] = to_yyyymmdd + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -748,7 +810,18 @@ def get_markets_weekly_margin_interest( date_yyyymmdd=date_yyyymmdd, ) d = json.loads(j) - df = pd.DataFrame.from_dict(d["weekly_margin_interest"]) + data = d["weekly_margin_interest"] + while "pagination_key" in d: + j = self._get_markets_weekly_margin_interest_raw( + code=code, + from_yyyymmdd=from_yyyymmdd, + to_yyyymmdd=to_yyyymmdd, + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["weekly_margin_interest"] + df = pd.DataFrame.from_dict(data) cols = constants.MARKETS_WEEKLY_MARGIN_INTEREST if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -794,6 +867,7 @@ def _get_markets_short_selling_raw( from_yyyymmdd: str = "", to_yyyymmdd: str = "", date_yyyymmdd: str = "", + pagination_key: str = "", ) -> str: """ get daily short sale ratios and trading value by industry (sector) raw API returns @@ -803,6 +877,7 @@ def _get_markets_short_selling_raw( from_yyyymmdd: starting point of data period (e.g. 20210901 or 2021-09-01) to_yyyymmdd: end point of data period (e.g. 20210907 or 2021-09-07) date_yyyymmdd: date of data (e.g. 20210907 or 2021-09-07) + pagination_key: ページングキー Returns: str: daily short sale ratios and trading value by industry """ @@ -817,6 +892,8 @@ def _get_markets_short_selling_raw( params["from"] = from_yyyymmdd if to_yyyymmdd != "": params["to"] = to_yyyymmdd + if pagination_key != "": + params["pagination_key"] = date_yyyymmdd ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -846,8 +923,20 @@ def get_markets_short_selling( to_yyyymmdd=to_yyyymmdd, date_yyyymmdd=date_yyyymmdd, ) + d = json.loads(j) - df = pd.DataFrame.from_dict(d["short_selling"]) + data = d["short_selling"] + while "pagination_key" in d: + j = self._get_markets_short_selling_raw( + sector_33_code=sector_33_code, + from_yyyymmdd=from_yyyymmdd, + to_yyyymmdd=to_yyyymmdd, + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["short_selling"] + df = pd.DataFrame.from_dict(data) cols = constants.MARKET_SHORT_SELLING_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -892,6 +981,7 @@ def _get_markets_breakdown_raw( from_yyyymmdd: str = "", to_yyyymmdd: str = "", date_yyyymmdd: str = "", + pagination_key: str = "", ) -> str: """ get detail breakdown trading data raw API returns @@ -903,6 +993,7 @@ def _get_markets_breakdown_raw( from_yyyymmdd: starting point of data period (e.g. 20210901 or 2021-09-01) to_yyyymmdd: end point of data period (e.g. 20210907 or 2021-09-07) date_yyyymmdd: date of data (e.g. 20210907 or 2021-09-07) + pagination_key: ページングキー Returns: str: detail breakdown trading data """ @@ -917,6 +1008,8 @@ def _get_markets_breakdown_raw( params["from"] = from_yyyymmdd if to_yyyymmdd != "": params["to"] = to_yyyymmdd + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -948,7 +1041,18 @@ def get_markets_breakdown( date_yyyymmdd=date_yyyymmdd, ) d = json.loads(j) - df = pd.DataFrame.from_dict(d["breakdown"]) + data = d["breakdown"] + while "pagination_key" in d: + j = self._get_markets_breakdown_raw( + code=code, + from_yyyymmdd=from_yyyymmdd, + to_yyyymmdd=to_yyyymmdd, + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["breakdown"] + df = pd.DataFrame.from_dict(data) cols = constants.MARKETS_BREAKDOWN_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -992,6 +1096,7 @@ def _get_indices_topix_raw( self, from_yyyymmdd: str = "", to_yyyymmdd: str = "", + pagination_key: str = "", ) -> str: """ TOPIX Daily OHLC raw API returns @@ -999,6 +1104,7 @@ def _get_indices_topix_raw( Args: from_yyyymmdd: starting point of data period (e.g. 20210901 or 2021-09-01) to_yyyymmdd: end point of data period (e.g. 20210907 or 2021-09-07) + pagination_key: ページングキー Returns: str: TOPIX Daily OHLC """ @@ -1008,6 +1114,8 @@ def _get_indices_topix_raw( params["from"] = from_yyyymmdd if to_yyyymmdd != "": params["to"] = to_yyyymmdd + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -1030,7 +1138,16 @@ def get_indices_topix( from_yyyymmdd=from_yyyymmdd, to_yyyymmdd=to_yyyymmdd ) d = json.loads(j) - df = pd.DataFrame.from_dict(d["topix"]) + data = d["topix"] + while "pagination_key" in d: + j = self._get_indices_topix_raw( + from_yyyymmdd=from_yyyymmdd, + to_yyyymmdd=to_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["topix"] + df = pd.DataFrame.from_dict(data) cols = constants.INDICES_TOPIX_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -1039,13 +1156,16 @@ def get_indices_topix( return df[cols] # /fins - def _get_fins_statements_raw(self, code: str = "", date_yyyymmdd: str = "") -> str: + def _get_fins_statements_raw( + self, code: str = "", date_yyyymmdd: str = "", pagination_key: str = "" + ) -> str: """ get fins statements raw API return Args: code: 銘柄コード date_yyyymmdd: 日付(YYYYMMDD or YYYY-MM-DD) + pagination_key: ページングキー Returns: str: fins statements @@ -1055,6 +1175,8 @@ def _get_fins_statements_raw(self, code: str = "", date_yyyymmdd: str = "") -> s "code": code, "date": date_yyyymmdd, } + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING @@ -1075,7 +1197,16 @@ def get_fins_statements( """ j = self._get_fins_statements_raw(code=code, date_yyyymmdd=date_yyyymmdd) d = json.loads(j) - df = pd.DataFrame.from_dict(d["statements"]) + data = d["statements"] + while "pagination_key" in d: + j = self._get_fins_statements_raw( + code=code, + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["statements"] + df = pd.DataFrame.from_dict(data) cols = constants.FINS_STATEMENTS_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -1183,6 +1314,7 @@ def _get_fins_dividend_raw( from_yyyymmdd: str = "", to_yyyymmdd: str = "", date_yyyymmdd: str = "", + pagination_key: str = "", ) -> str: """ get information on dividends (determined and forecast) per share of listed companies etc.. raw API returns @@ -1194,6 +1326,7 @@ def _get_fins_dividend_raw( from_yyyymmdd: starting point of data period (e.g. 20210901 or 2021-09-01) to_yyyymmdd: end point of data period (e.g. 20210907 or 2021-09-07) date_yyyymmdd: date of data (e.g. 20210907 or 2021-09-07) + pagination_key: ページングキー Returns: str: information on dividends data """ @@ -1208,6 +1341,8 @@ def _get_fins_dividend_raw( params["from"] = from_yyyymmdd if to_yyyymmdd != "": params["to"] = to_yyyymmdd + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -1239,7 +1374,18 @@ def get_fins_dividend( date_yyyymmdd=date_yyyymmdd, ) d = json.loads(j) - df = pd.DataFrame.from_dict(d["dividend"]) + data = d["dividend"] + while "pagination_key" in d: + j = self._get_fins_dividend_raw( + code=code, + from_yyyymmdd=from_yyyymmdd, + to_yyyymmdd=to_yyyymmdd, + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["dividend"] + df = pd.DataFrame.from_dict(data) cols = constants.FINS_DIVIDEND_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -1282,18 +1428,24 @@ def get_dividend_range( ["AnnouncementDate", "AnnouncementTime", "Code"] ) - def _get_fins_announcement_raw(self) -> str: + def _get_fins_announcement_raw( + self, + pagination_key: str = "", + ) -> str: """ get fin announcement raw API returns Args: - N/A + pagination_key: ページングキー Returns: str: Schedule of financial announcement """ url = f"{self.JQUANTS_API_BASE}/fins/announcement" - ret = self._get(url) + params = {} + if pagination_key != "": + params["pagination_key"] = pagination_key + ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -1309,7 +1461,12 @@ def get_fins_announcement(self) -> pd.DataFrame: """ j = self._get_fins_announcement_raw() d = json.loads(j) - df = pd.DataFrame.from_dict(d["announcement"]) + data = d["announcement"] + while "pagination_key" in d: + j = self._get_fins_announcement_raw(pagination_key=d["pagination_key"]) + d = json.loads(j) + data += d["announcement"] + df = pd.DataFrame.from_dict(data) cols = constants.FINS_ANNOUNCEMENT_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols) @@ -1321,12 +1478,14 @@ def get_fins_announcement(self) -> pd.DataFrame: def _get_option_index_option_raw( self, date_yyyymmdd, + pagination_key: str = "", ) -> str: """ get information on the OHLC etc. of Nikkei 225 raw API returns Args: date_yyyymmdd: date of data (e.g. 20210907 or 2021-09-07) + pagination_key: ページングキー Returns: str: Nikkei 225 Options' OHLC etc. """ @@ -1334,6 +1493,8 @@ def _get_option_index_option_raw( params = { "date": date_yyyymmdd, } + if pagination_key != "": + params["pagination_key"] = pagination_key ret = self._get(url, params) ret.encoding = self.RAW_ENCODING return ret.text @@ -1355,7 +1516,15 @@ def get_option_index_option( date_yyyymmdd=date_yyyymmdd, ) d = json.loads(j) - df = pd.DataFrame.from_dict(d["index_option"]) + data = d["index_option"] + while "pagination_key" in d: + j = self._get_option_index_option_raw( + date_yyyymmdd=date_yyyymmdd, + pagination_key=d["pagination_key"], + ) + d = json.loads(j) + data += d["index_option"] + df = pd.DataFrame.from_dict(data) cols = constants.OPTION_INDEX_OPTION_COLUMNS if len(df) == 0: return pd.DataFrame([], columns=cols)