def get_trade_metas(self, symbols):
"""
获取股票交易需要的信息(最新数量和报价单位等)
:param 股票代号列表
:return:
"""
params = MultipleQuoteParams()
params.symbols = symbols
request = OpenApiRequest(QUOTE_STOCK_TRADE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = TradeMetaResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.metas
else:
raise ApiException(response.code, response.message)
return None
def get_option_expirations(self, symbols):
"""
返回美股期权的过期日
:param symbols: 股票列表
:return:
"""
params = MultipleQuoteParams()
params.symbols = symbols
request = OpenApiRequest(OPTION_EXPIRATION, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OptionExpirationsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.expirations
else:
raise ApiException(response.code, response.message)
return None
def get_stock_briefs(self, symbols, lang=None):
"""
获取股票实时行情
:param symbols: 股票代号列表
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: pandas.DataFrame. 各 column 含义如下：
symbol: 证券代码
ask_price: 卖一价
ask_size: 卖一量
bid_price: 买一价
bid_size: 买一量
pre_close: 前收价
latest_price: 最新价
latest_time: 最新成交时间
volume: 成交量
open: 开盘价
high: 最高价
low: 最低价
status: 交易状态:
"UNKNOWN": 未知
"NORMAL": 正常
"HALTED": 停牌
"DELIST": 退市
"NEW": 新股
"ALTER": 变更
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.lang = lang.value if lang else self._lang.value
request = OpenApiRequest(QUOTE_REAL_TIME, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = StockBriefsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.briefs
else:
raise ApiException(response.code, response.message)
return None
def get_bars(self,
symbols,
period=BarPeriod.DAY,
begin_time=-1,
end_time=-1,
right=QuoteRight.BR,
limit=251,
lang=None):
"""
获取K线数据
:param symbols: 股票代号列表
:param period: day: 日K,week: 周K,month:月K ,year:年K,1min:1分钟,5min:5分钟,15min:15分钟,30min:30分钟,60min:60分钟
:param begin_time: 开始时间. 若是时间戳需要精确到毫秒, 为13位整数;
或是日期时间格式的字符串, 如 "2019-01-01" 或 "2019-01-01 12:00:00"
:param end_time: 结束时间. 格式同 begin_time
:param right: 复权选项 ，QuoteRight.BR: 前复权，nQuoteRight.NR: 不复权
:param limit: 数量限制
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: pandas.DataFrame 对象，各 column 的含义如下；
time: 毫秒时间戳
open: Bar 的开盘价
close: Bar 的收盘价
high: Bar 的最高价
low: Bar 的最低价
volume: Bar 的成交量
"""
params = MultipleQuoteParams()
params.symbols = symbols
if period:
params.period = period.value
params.begin_time = begin_time
params.end_time = end_time
params.right = right.value
params.limit = limit
params.lang = lang.value if lang else self._lang.value
request = OpenApiRequest(KLINE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = QuoteBarResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.bars
else:
raise ApiException(response.code, response.message)
def get_timeline(self,
symbols,
include_hour_trading=False,
begin_time=-1,
lang=None):
"""
获取当日分时数据
:param symbols: 股票代码
:param include_hour_trading: 是否包含盘前盘后分时
:param begin_time: 开始时间
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return:
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.include_hour_trading = include_hour_trading
params.begin_time = begin_time
params.lang = lang.value if lang else self._lang.value
request = OpenApiRequest(TIMELINE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = QuoteTimelineResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.timelines
else:
raise ApiException(response.code, response.message)
def get_short_interest(self, symbols, lang=None):
"""
获取美股的做空数据
:param symbols: 股票列表
:param lang:
:return:
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.lang = lang.value if lang else self._lang.value
request = OpenApiRequest(QUOTE_SHORTABLE_STOCKS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ShortInterestResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.short_interests
else:
raise ApiException(response.code, response.message)
return None
def get_stock_briefs(self, symbols, lang=None):
"""
获取股票实时行情
:param symbols: 股票代号列表
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return:
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.lang = lang.value if lang else self._lang.value
request = OpenApiRequest(QUOTE_REAL_TIME, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = StockBriefsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.briefs
else:
raise ApiException(response.code, response.message)
return None
def get_option_expirations(self, symbols):
"""
返回美股期权的过期日
:param symbols: 股票代码列表
:return: pandas.DataFrame， 各 column 的含义如下：
symbol: 证券代码
date: 到日期 YYYY-MM-DD 格式的字符串
timestamp: 到期日，精确到毫秒的时间戳
"""
params = MultipleQuoteParams()
params.symbols = symbols
request = OpenApiRequest(OPTION_EXPIRATION, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OptionExpirationsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.expirations
else:
raise ApiException(response.code, response.message)
return None
def get_trade_metas(self, symbols):
"""
获取股票交易需要的信息(最新数量和报价单位等)
:param symbols: 股票代号列表
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
lot_size: 每股手数
min_tick: 价格最小变动单位
spread_scale: 报价精度
"""
params = MultipleQuoteParams()
params.symbols = symbols
request = OpenApiRequest(QUOTE_STOCK_TRADE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = TradeMetaResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.metas
else:
raise ApiException(response.code, response.message)
return None
def get_bars(self,
symbols,
period=BarPeriod.DAY,
begin_time=-1,
end_time=-1,
right=QuoteRight.BR,
limit=251,
lang=None):
"""
获取K线数据
:param symbols: 股票代码
:param period: day: 日K,week: 周K,month:月K ,year:年K,1min:1分钟,5min:5分钟,15min:15分钟,30min:30分钟,60min:60分钟
:param begin_time: 开始时间
:param end_time: 结束时间
:param right: 复权选项 ，br: 前复权，nr: 不复权
:param limit: 数量限制
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return:
"""
params = MultipleQuoteParams()
params.symbols = symbols
if period:
params.period = period.value
params.begin_time = begin_time
params.end_time = end_time
params.right = right.value
params.limit = limit
params.lang = lang.value if lang else self._lang.value
request = OpenApiRequest(KLINE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = QuoteBarResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.bars
else:
raise ApiException(response.code, response.message)
def get_trade_ticks(self,
symbols,
begin_index=None,
end_index=None,
limit=None,
lang=None):
"""
获取逐笔成交
:param symbols: 股票代号列表
:param begin_index: 开始索引
:param end_index: 结束索引
:param limit: 数量限制
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: pandas.DataFrame 对象， column 有如下属性：
index: 索引值
time: 毫秒时间戳
price: 成交价
volume: 成交量
direction: 价格变动方向，"-"表示向下变动， "+" 表示向上变动
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.begin_index = begin_index
params.end_index = end_index
params.limit = limit
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(TRADE_TICK, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = TradeTickResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.trade_ticks
else:
raise ApiException(response.code, response.message)
return None
def get_timeline(self,
symbols,
include_hour_trading=False,
begin_time=-1,
lang=None):
"""
获取当日分时数据
:param symbols: 股票代号列表
:param include_hour_trading: 是否包含盘前盘后分时
:param begin_time: 开始时间. 若是时间戳需要精确到毫秒, 为13位整数;
或是日期时间格式的字符串, 如 "2019-01-01" 或 "2019-01-01 12:00:00"
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: pandas.DataFrame, DataFrame 的 column 及含义如下：
symbol: 证券代码
time: 精确到毫秒的时间戳
price: 当前分钟的收盘价
avg_price: 截至到当前时间的成交量加权均价
pre_close: 昨日收盘价
volume: 这一分钟的成交量
trading_session: 字符串， "pre_market" 表示盘前交易, "regular" 表示盘中交易, "after_hours"表示盘后交易
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.include_hour_trading = include_hour_trading
params.begin_time = begin_time
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(TIMELINE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = QuoteTimelineResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.timelines
else:
raise ApiException(response.code, response.message)
