Oh My Data (OMD)

ohmydata is a provisional, offline-first market-data SDK. Tushare endpoint adapters accept an already initialized official-compatible client; credentials are never loaded by this library.

Supported Python and installation

Python 3.11 and 3.12 are supported (>=3.11,<3.13). From a source checkout:

uv sync
uv run python -c "import ohmydata; print(ohmydata.__version__)"

The core has no runtime dependencies. Install ohmydata[tushare] for the Pandas-backed adapter. Provider tests use fake clients and never call a network.

Phase 2 Tushare adapter (offline and injected)

Pass an already initialized official-client-compatible object. The adapter does not create clients or read credentials; this fake-client example is safe to run offline:

import pandas as pd
from ohmydata.providers.tushare import EmptyPolicy, FundDailyRequest, TushareClient


class FakeClient:
    def fund_daily(self, **kwargs):
        return pd.DataFrame(
            {
                "ts_code": ["FAKE.ETF"],
                "trade_date": ["20240102"],
                "open": [1.0],
                "high": [1.1],
                "low": [0.9],
                "close": [1.05],
                "pre_close": [1.0],
                "change": [0.05],
                "pct_chg": [5.0],
                "vol": [100],
                "amount": [250.0],
            }
        )


request = FundDailyRequest(
    empty_policy=EmptyPolicy.ERROR, ts_code="FAKE.ETF", start_date="20240101", end_date="20240102"
)
result = TushareClient(FakeClient()).fetch_fund_daily(request)

Values and nulls retain Tushare's native semantics: fund daily OHLC and change/pct_chg are provider values, vol is in hands, and amount is in thousand yuan. Empty responses must be selected explicitly with EmptyPolicy.ALLOW or EmptyPolicy.ERROR. fund_share.fd_share remains provider-native in ten-thousand shares (万份); fund_adj and fund_nav values are likewise preserved without adjustment or imputation.

Adjusted ETF bars recipe

fetch_adjusted_etf_bars composes fund_daily with provider-native fund_adj factors. Choose AdjustmentCoveragePolicy.STRICT (the default) or PRESERVE_MISSING_FACTOR; raw OHLC and adj_factor remain available beside the explicitly derived adjusted OHLC columns. The recipe is offline-testable when supplied an injected TushareClient and does not claim point-in-time availability. Tushare adjustment responses may contain extra dates for the requested symbol; the recipe ignores those factor-only dates while strict coverage still requires a finite factor for every returned daily bar. Rows for foreign symbols fail.

from ohmydata.providers.tushare import (
    AdjustmentCoveragePolicy,
    AdjustedEtfBarsRequest,
    EmptyPolicy,
)

request = AdjustedEtfBarsRequest(
    "FAKE.ETF",
    EmptyPolicy.ERROR,
    AdjustmentCoveragePolicy.STRICT,
    start_date="20240101",
    end_date="20240131",
)

Offline weighted dividend yield recipes

build_portfolio_dividend_yield and build_index_dividend_yield calculate a provider-semantic weighted yield from already-downloaded Pandas frames. Portfolio mkv is yuan; index weight and daily_basic.dv_ttm are provider percentages. The returned dividend_yield is a decimal ratio (sum((w_i / W) * dv_ttm_i) / 100), where W is the provider-native total weight. Choose DividendYieldCoveragePolicy.REQUIRE_COMPLETE to reject missing finite yield coverage, or PRESERVE_INCOMPLETE to return None; partial coverage is never renormalized. Inputs are not modified, and dates are identity checks only: the recipe does not infer point-in-time availability or report selection.

from ohmydata.providers.tushare import (
    DividendYieldCoveragePolicy,
    build_index_dividend_yield,
)

result = build_index_dividend_yield(
    index_weights_df,
    daily_basic_df,
    DividendYieldCoveragePolicy.REQUIRE_COMPLETE,
)
print(result.dividend_yield)

Local checks

uv lock
uv run pytest
uv run ruff check .
uv run ruff format --check .
uv run pyright
uv build
git diff --check

Behavioral evidence for the initial consumers is in docs/behavioral-inventory.md. The adjusted ETF characterization is test-only and uses synthetic JSON fixtures.

Phase 1 core is offline and explicit:

from datetime import UTC, datetime
from pathlib import Path
from ohmydata.core import RequestSpec, RetryPolicy, RateLimitPolicy, RateLimiter, execute_with_retry
from ohmydata.core import SnapshotMode, SnapshotStore

try:
    RequestSpec("demo", "bars", {"api_token": "never-serialize"})
except ValueError:
    pass
limiter = RateLimiter(RateLimitPolicy(0.1))
limiter.acquire()
result = execute_with_retry(lambda: "ok", RetryPolicy(max_attempts=1))
store = SnapshotStore(Path("snapshots"))
store.write(
    RequestSpec("demo", "bars", {}), b"[]", datetime.now(UTC), "json-v1", SnapshotMode.APPEND
)
store.write(
    RequestSpec("demo", "bars", {}), b"[]", datetime.now(UTC), "json-v1", SnapshotMode.FROZEN
)

RetryPolicy(max_attempts=3) counts the first call. APPEND preserves distinct observations; FROZEN permits one response identity. Limiter state is per instance.

Phase 1 core (offline)

ohmydata.core provides canonical request identities, classified retry with total-attempt semantics, explicit instance-scoped rate limiters, dataframe-free provenance, and immutable APPEND/FROZEN snapshots. Request parameters reject secret-bearing keys before serialization. Snapshot callers provide exact bytes; the core never contacts providers or loads credentials.

Phase 2b Tushare endpoints

The Tushare adapter exposes typed requests for fund dividends, fund portfolios, daily basics, and index weights through injected clients. Requests always send an explicit ordered field list and preserve provider-native values and missing data. fund_portfolio requires a bounded report selector (ann_date, exact period, or a same-year start_date/end_date range); unbounded holdings are rejected. Native units remain unchanged: dividend cash is yuan per share, portfolio market value is yuan and amount is shares, daily-basic share and market-value fields use Tushare's ten-thousand units, and index weights remain provider percentages.