feat: add ConvertibleBond (#291)

FinMind · Mar 31, 2024 · 5826924 · 5826924
1 parent 3ba1e70
commit 5826924
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Showing 3 changed files with 261 additions and 2 deletions.
diff --git a/FinMind/data/data_loader.py b/FinMind/data/data_loader.py
@@ -1463,6 +1463,153 @@ def taiwan_options_snapshot(
         )
         return options_snapshot
 
+    def taiwan_stock_convertible_bond_info(
+        self, timeout: int = None
+    ) -> pd.DataFrame:
+        """get 可轉債總覽
+        :param timeout (int): timeout seconds, default None
+
+        :return: 可轉債總覽 TaiwanStockConvertibleBondInfo
+        :rtype pd.DataFrame
+        :rtype column cb_id (str)
+        :rtype column cb_name (str)
+        :rtype column InitialDateOfConversion (str)
+        :rtype column DueDateOfConversion (str)
+        :rtype column IssuanceAmount (int)
+        """
+        df = self.get_data(
+            dataset=Dataset.TaiwanStockConvertibleBondInfo,
+            timeout=timeout,
+        )
+        return df
+
+    def taiwan_stock_convertible_bond_daily(
+        self,
+        cb_id: str = "",
+        start_date: str = "",
+        end_date: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 可轉債日成交資訊
+        :param cb_id (str): 可轉債代號("2330")
+        :param start_date (str): 開始日期("2018-01-01")
+        :param end_date (str): 結束日期("2021-03-06")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 可轉債日成交資訊 TaiwanStockConvertibleBondDaily
+        :rtype pd.DataFrame
+        :rtype column cb_id: (str)
+        :rtype column cb_name: (str)
+        :rtype column transaction_type: (str)
+        :rtype column close: (float)
+        :rtype column change: (float)
+        :rtype column open: (float)
+        :rtype column max: (float)
+        :rtype column min: (float)
+        :rtype column no_of_transactions: (int)
+        :rtype column unit: (int)
+        :rtype column trading_value: (int)
+        :rtype column avg_price: (float)
+        :rtype column next_ref_price: (float)
+        :rtype column next_max_limit: (float)
+        :rtype column next_min_limit: (float)
+        :rtype column date: (str)
+        """
+        df = self.get_data(
+            dataset=Dataset.TaiwanStockConvertibleBondDaily,
+            data_id=cb_id,
+            start_date=start_date,
+            end_date=end_date,
+            timeout=timeout,
+        )
+        return df
+
+    def taiwan_stock_convertible_bond_institutional_investors(
+        self,
+        cb_id: str = "",
+        start_date: str = "",
+        end_date: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 可轉債三大法人日交易資訊
+        :param cb_id (str): 可轉債代號("2330")
+        :param start_date (str): 開始日期("2018-01-01")
+        :param end_date (str): 結束日期("2021-03-06")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 可轉債三大法人日交易資訊 TaiwanStockConvertibleBondInstitutionalInvestors
+        :rtype pd.DataFrame
+        :rtype column Foreign_Investor_Buy: (int)
+        :rtype column Foreign_Investor_Sell: (int)
+        :rtype column Foreign_Investor_Overbuy: (int)
+        :rtype column Investment_Trust_Buy: (int)
+        :rtype column Investment_Trust_Sell: (int)
+        :rtype column Investment_Trust_Overbuy: (int)
+        :rtype column Dealer_self_Buy: (int)
+        :rtype column Dealer_self_Sell: (int)
+        :rtype column Dealer_self_Overbuy: (int)
+        :rtype column Total_Overbuy: (int)
+        :rtype column cb_id: (str)
+        :rtype column cb_name: (str)
+        :rtype column date: (str)
+        """
+        df = self.get_data(
+            dataset=Dataset.TaiwanStockConvertibleBondInstitutionalInvestors,
+            data_id=cb_id,
+            start_date=start_date,
+            end_date=end_date,
+            timeout=timeout,
+        )
+        return df
+
+    def taiwan_stock_convertible_bond_daily_overview(
+        self,
+        cb_id: str = "",
+        start_date: str = "",
+        end_date: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 可轉債每日總覽資訊
+        :param cb_id (str): 可轉債代號("2330")
+        :param start_date (str): 開始日期("2018-01-01")
+        :param end_date (str): 結束日期("2021-03-06")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 可轉債每日總覽資訊 TaiwanStockConvertibleBondDailyOverview
+        :rtype pd.DataFrame
+        :rtype column cb_id: (str)
+        :rtype column cb_name: (str)
+        :rtype column date: (str)
+        :rtype column InitialDateOfConversion: (str)
+        :rtype column DueDateOfConversion: (str)
+        :rtype column InitialDateOfStopConversion: (str)
+        :rtype column DueDateOfStopConversion: (str)
+        :rtype column ConversionPrice: (float)
+        :rtype column NextEffectiveDateOfConversionPrice: (str)
+        :rtype column LatestInitialDateOfPut: (str)
+        :rtype column LatestDueDateOfPut: (str)
+        :rtype column LatestPutPrice: (float)
+        :rtype column InitialDateOfEarlyRedemption: (str)
+        :rtype column DueDateOfEarlyRedemption: (str)
+        :rtype column EarlyRedemptionPrice: (float)
+        :rtype column DateOfDelisted: (str)
+        :rtype column IssuanceAmount: (float)
+        :rtype column OutstandingAmount: (float)
+        :rtype column ReferencePrice: (float)
+        :rtype column PriceOfUnderlyingStock: (float)
+        :rtype column InitialDateOfSuspension: (str)
+        :rtype column DueDateOfSuspension: (str)
+        :rtype column CouponRate: (float)
+        """
+        df = self.get_data(
+            dataset=Dataset.TaiwanStockConvertibleBondDailyOverview,
+            data_id=cb_id,
+            start_date=start_date,
+            end_date=end_date,
+            timeout=timeout,
+        )
+        return df
+
 
 class Feature:
     def __init__(self, data_loader: DataLoader):

diff --git a/FinMind/schema/data.py b/FinMind/schema/data.py
@@ -77,6 +77,14 @@ class Dataset(str, Enum):
     TaiwanStockPriceAdj = "TaiwanStockPriceAdj"
     TaiwanStockKBar = "TaiwanStockKBar"
     TaiwanStockDelisting = "TaiwanStockDelisting"
+    TaiwanStockConvertibleBondInfo = "TaiwanStockConvertibleBondInfo"
+    TaiwanStockConvertibleBondDaily = "TaiwanStockConvertibleBondDaily"
+    TaiwanStockConvertibleBondInstitutionalInvestors = (
+        "TaiwanStockConvertibleBondInstitutionalInvestors"
+    )
+    TaiwanStockConvertibleBondDailyOverview = (
+        "TaiwanStockConvertibleBondDailyOverview"
+    )
 
 
 class Version(str, Enum):

diff --git a/tests/data/test_data_loader.py b/tests/data/test_data_loader.py
@@ -3,8 +3,7 @@
 import pandas as pd
 import pytest
 
-from FinMind.data import DataLoader
-from FinMind.data import FinMindApi
+from FinMind.data import DataLoader, FinMindApi
 
 user_id = os.environ.get("FINMIND_USER", "")
 password = os.environ.get("FINMIND_PASSWORD", "")
@@ -681,3 +680,108 @@ def test_us_stock_price(data_loader):
             "Volume",
         ],
     )
+
+
+def test_taiwan_stock_convertible_bond_info(data_loader):
+    df = data_loader.taiwan_stock_convertible_bond_info()
+    assert_data(
+        df,
+        [
+            "cb_id",
+            "cb_name",
+            "InitialDateOfConversion",
+            "DueDateOfConversion",
+            "IssuanceAmount",
+        ],
+    )
+
+
+def test_taiwan_stock_convertible_bond_daily(data_loader):
+    df = data_loader.taiwan_stock_convertible_bond_daily(
+        cb_id="15131",
+        start_date="2020-04-01",
+        end_date="2020-04-10",
+    )
+    assert_data(
+        df,
+        [
+            "cb_id",
+            "cb_name",
+            "transaction_type",
+            "close",
+            "change",
+            "open",
+            "max",
+            "min",
+            "no_of_transactions",
+            "unit",
+            "trading_value",
+            "avg_price",
+            "next_ref_price",
+            "next_max_limit",
+            "next_min_limit",
+            "date",
+        ],
+    )
+
+
+def test_taiwan_stock_convertible_bond_institutional_investors(data_loader):
+    df = data_loader.taiwan_stock_convertible_bond_institutional_investors(
+        cb_id="15131",
+        start_date="2020-04-01",
+        end_date="2020-04-10",
+    )
+    assert_data(
+        df,
+        [
+            "Foreign_Investor_Buy",
+            "Foreign_Investor_Sell",
+            "Foreign_Investor_Overbuy",
+            "Investment_Trust_Buy",
+            "Investment_Trust_Sell",
+            "Investment_Trust_Overbuy",
+            "Dealer_self_Buy",
+            "Dealer_self_Sell",
+            "Dealer_self_Overbuy",
+            "Total_Overbuy",
+            "cb_id",
+            "cb_name",
+            "date",
+        ],
+    )
+
+
+def test_taiwan_stock_convertible_bond_daily_overview(data_loader):
+    df = data_loader.taiwan_stock_convertible_bond_daily_overview(
+        cb_id="15131",
+        start_date="2020-04-01",
+        end_date="2020-04-10",
+    )
+    assert_data(
+        df,
+        [
+            "cb_id",
+            "cb_name",
+            "date",
+            "InitialDateOfConversion",
+            "DueDateOfConversion",
+            "InitialDateOfStopConversion",
+            "DueDateOfStopConversion",
+            "ConversionPrice",
+            "NextEffectiveDateOfConversionPrice",
+            "LatestInitialDateOfPut",
+            "LatestDueDateOfPut",
+            "LatestPutPrice",
+            "InitialDateOfEarlyRedemption",
+            "DueDateOfEarlyRedemption",
+            "EarlyRedemptionPrice",
+            "DateOfDelisted",
+            "IssuanceAmount",
+            "OutstandingAmount",
+            "ReferencePrice",
+            "PriceOfUnderlyingStock",
+            "InitialDateOfSuspension",
+            "DueDateOfSuspension",
+            "CouponRate",
+        ],
+    )