def get_quote(begin_time=None, Symbol=None):
client_config = get_client_config()
quote_client = QuoteClient(client_config)
#timeArray = time.strptime("2000-01-01 00:00:00","%Y-%m-%d %H:%M:%S")
#begin_time=int(time.mktime(timeArray))*10**3
return quote_client.get_bars('600570',
period=BarPeriod.ONE_MINUTE,
begin_time=begintimestamp)
def get_quote_client():
"""
获取 QuoteClient
:return: QuoteClient
"""
config = get_client_config()
quote_client = QuoteClient(config)
return quote_client
def __init__(self):
self.client_config = get_client_config()
self.trade_client = TradeClient(self.client_config)
self.openapi_client = QuoteClient(self.client_config, logger=logger)
# 初始化 pushclient
protocol, host, port = self.client_config.socket_host_port
self.push_client = PushClient(host, port, use_ssl=(protocol == 'ssl'))
self.push_client.connect(self.client_config.tiger_id, self.client_config.private_key)
def get_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
quote_client.get_market_status(Market.US)
quote_client.get_briefs(symbols=['AAPL', '00700', '600519'],
include_ask_bid=True,
right=QuoteRight.BR)
#quote_client.get_timeline('AAPL', period=TimelinePeriod.DAY, include_hour_trading=True)
return quote_client.get_bars('AAPL')
def get_symbol_names():
"""
获取所有股票代码和名称
:return: 代码与名称数组
"""
config = get_client_config()
quant_client = QuoteClient(config)
symbols = quant_client.get_symbol_names(market=Market.ALL)
return symbols
def __init__(self):
""""""
logging.basicConfig(level=logging.INFO,
format='%(asctime)s %(levelname)s %(message)s',
filemode='a', )
logger = logging.getLogger('TigerOpenApi')
client_config = get_client_config()
self.openapi_client = QuoteClient(client_config, logger=logger)
self.inited = False
self.symbols = set()
def get_future_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
exchanges = quote_client.get_future_exchanges()
print(exchanges)
quote_client.get_future_bars(['CN1901'],
begin_time=-1,
end_time=1545105097358)
quote_client.get_future_trade_ticks(['CN1901'])
quote_client.get_future_contracts('CME')
quote_client.get_future_trading_times('CN1901', trading_date=1545049282852)
quote_client.get_future_brief(['ES1906', 'CN1901'])
def get_option_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
symbol = 'AAPL'
expirations = quote_client.get_option_expirations(symbols=[symbol])
if len(expirations) > 1:
expiry = int(
expirations[expirations['symbol'] == symbol].at[0, 'timestamp'])
quote_client.get_option_chain(symbol, expiry)
quote_client.get_option_briefs(['AAPL 190104C00121000'])
quote_client.get_option_bars(['AAPL 190104P00134000'])
quote_client.get_option_trade_ticks(['AAPL 190104P00134000'])
def get_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
#quote_client.get_market_status(Market.ALL)
#quote_client.get_briefs(symbols=['AAPL', '00700', '600519'], include_ask_bid=True, right=QuoteRight.BR)
#quote_client.get_briefs(symbols=['00700', '600519'], include_ask_bid=True, right=QuoteRight.BR)
#quote_client.get_timeline('AAPL', period=TimelinePeriod.5MIN, begin_time='20181213', include_hour_trading=True)
# today_time = time.strftime('%Y-%m-%d 00:00:00',time.localtime(time.time()))
timeArray = time.strptime("2000-01-01 00:00:00", "%Y-%m-%d %H:%M:%S")
begin_time = int(time.mktime(timeArray)) * 10**3
return quote_client.get_bars('600570',
period=BarPeriod.ONE_MINUTE,
begin_time=begin_time)
def connect_quote(self):
"""
Connect to market data server.
"""
try:
self.quote_client = QuoteClient(self.client_config)
self.symbol_names = dict(
self.quote_client.get_symbol_names(lang=Language.zh_CN))
self.query_contract()
except ApiException:
self.write_log("查询合约失败")
return
self.write_log("行情接口连接成功")
def connect_quote(self):
"""
Connect to market data server.
"""
try:
self.quote_client = QuoteClient(self.client_config)
self.symbol_names = dict(
self.quote_client.get_symbol_names(lang=Language.zh_CN))
self.query_contract()
except ApiException:
self.write_log(" queries contract failure ")
return
self.write_log(" quotes interfacing success ")
self.write_log(" contract query succeeds ")
def __init__(self,
account_type,
config,
sandbox_debug=False,
logger_name=None,
open_time_adj=0,
close_time_adj=0):
# get logger
self.logger = Tiger.defualt_logger if (
logger_name is None) else logging.getLogger(logger_name)
# read user info, position record from local files
self.__user_info = io_util.read_config(file_path=config['tiger_path'],
file_name='user_info.json')
self.__position_record = io_util.read_config(
file_path=config['config_path'],
file_name='tiger_position_record.json')
self.record = self.__position_record[account_type].copy()
self.eod_api_key = config['api_key']['eod']
# set account, account type
self.account = self.__user_info[account_type]
self.account_type = account_type
# initialize client_config
self.client_config = TigerOpenClientConfig(sandbox_debug=sandbox_debug)
self.client_config.private_key = read_private_key(
config['tiger_path'] + self.__user_info['private_key_name'])
self.client_config.tiger_id = str(self.__user_info['tiger_id'])
self.client_config.language = Language.en_US
self.client_config.account = self.account
# get quote/trade clients, assets, positions
self.quote_client = QuoteClient(self.client_config)
self.trade_client = TradeClient(self.client_config)
self.positions = self.trade_client.get_positions(account=self.account)
self.assets = self.trade_client.get_assets(account=self.account)
# get market status and trade time
self.update_trade_time(open_time_adj=open_time_adj,
close_time_adj=close_time_adj)
# update position record
self.synchronize_position_record(config=config)
self.logger.info(f'[tiger]: Tiger instance created: {logger_name}')
import pandas as pd
import os
from client_config import get_client_config
import talib
import struct
import logging
logging.basicConfig(
level=logging.INFO,
format='%(asctime)s %(levelname)s %(message)s',
filemode='a',
)
logger = logging.getLogger('TigerOpenApi')
client_config = get_client_config()
openapi_client = QuoteClient(client_config, logger=logger)
def get_option_quote():
symbol = 'AAPL'
expirations = openapi_client.get_option_expirations(symbols=[symbol])
if len(expirations) > 1:
print(expirations)
expiry = int(
expirations[expirations['symbol'] == symbol].at[0, 'timestamp'])
chains = openapi_client.get_option_chain(symbol, expiry)
print(chains)
for index, row in chains.iterrows():
print(row["identifier"], row["strike"], row["put_call"])
briefs = openapi_client.get_option_briefs(['AAPL 190906C00215000'])
print(briefs)
def get_quote(symbol=None):
client_config = get_client_config()
quote_client = QuoteClient(client_config)
return quote_client.get_hour_trading_timeline(symbol=symbol)
def get_quote_client(account='global_account'):
client_config = get_client_config(account=account)
quote_client = QuoteClient(client_config)
return quote_client
def get_quote():
client_config = get_client_config()
quote_client = QuoteClient(client_config)
return quote_client.get_bars('600570')
'SLG', 'SNA', 'SO', 'LUV', 'SPGI', 'SWK', 'SBUX', 'STT', 'SRCL', 'SYK',
'STI', 'SIVB', 'SYMC', 'SYF', 'SNPS', 'SYY', 'TROW', 'TTWO', 'TPR', 'TGT',
'TEL', 'FTI', 'TXN', 'TXT', 'TMO', 'TIF', 'TWX', 'TJX', 'TMK', 'TSS',
'TSCO', 'TDG', 'TRV', 'TRIP', 'FOXA', 'FOX', 'TSN', 'UDR', 'ULTA', 'USB',
'UAA', 'UA', 'UNP', 'UAL', 'UNH', 'UPS', 'URI', 'UTX', 'UHS', 'UNM', 'VFC',
'VLO', 'VAR', 'VTR', 'VRSN', 'VRSK', 'VZ', 'VRTX', 'VIAB', 'V', 'VNO',
'VMC', 'WMT', 'WBA', 'DIS', 'WM', 'WAT', 'WEC', 'WFC', 'WELL', 'WDC', 'WU',
'WRK', 'WY', 'WHR', 'WMB', 'WLTW', 'WYN', 'WYNN', 'XEL', 'XRX', 'XLNX',
'XL', 'XYL', 'YUM', 'ZBH', 'ZION', 'ZTS'
]
client_config = get_client_config(private_key_path=PRIVATE_KEY_PATH,
tiger_id=TIGER_ID,
account=ACCOUNT,
sandbox_debug=True)
quote_client = QuoteClient(client_config)
trade_client = TradeClient(client_config)
# 初始化 log 模块
logging.basicConfig(
format='%(asctime)s - %(module)s - %(levelname)s - %(message)s',
filename=LOG_PATH,
filemode='a')
log = logging.getLogger(__name__)
log.setLevel(logging.INFO)
def recorder(func):
@wraps(func)
def do_log(*args, **kwargs):
try:
def random_color():
color_arr = [
'1', '2', '3', '4', '5', '6', '7', '8', '9', 'A', 'B', 'C', 'D', 'E',
'F'
]
color = ""
for i in range(6):
color += color_arr[random.randint(0, 14)]
return "#" + color
if __name__ == '__main__':
config = get_client_config()
quant_client = QuoteClient(config)
stocks = ['QQQ', 'TLT']
data = quant_client.get_bars(stocks)
years = mdates.YearLocator() # every year
months = mdates.MonthLocator() # every month
yearsFmt = mdates.DateFormatter('%Y')
# fig, ax = plt.subplots()
fig = plt.figure()
ax = fig.add_subplot(111)
# ax1 = None
# for index, stock in stocks:
y1 = data.loc[(data["symbol"] == stocks[0])]