def get_contracts(self,
symbol,
sec_type=SecurityType.STK,
currency=None,
exchange=None):
"""
批量获取合约
:param symbol:
:param sec_type: 合约类型 tigeropen.common.consts.SecurityType
:param currency: 币种 tigeropen.common.consts.Currency
:param exchange: 交易所
:return: 合约对象列表, 每个列表项的对象信息同 get_contract 返回
"""
params = ContractParams()
params.account = self._account
params.secret_key = self._secret_key
params.symbols = symbol if isinstance(symbol, list) else [symbol]
params.sec_type = get_enum_value(sec_type)
params.currency = get_enum_value(currency)
params.exchange = exchange
request = OpenApiRequest(CONTRACTS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
else:
raise ApiException(response.code, response.message)
return None
def get_filled_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None):
"""
获取已成交订单列表. 参数同 get_orders
"""
params = OrdersParams()
params.account = account if account else self._account
params.secret_key = self._secret_key
params.sec_type = get_enum_value(sec_type)
params.market = get_enum_value(market)
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
request = OpenApiRequest(FILLED_ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content,
secret_key=params.secret_key)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_briefs(self,
symbols,
include_hour_trading=False,
include_ask_bid=False,
right=QuoteRight.BR,
lang=None):
"""
获取股票摘要
:param symbols: 股票代号列表
:param include_hour_trading: 是否包含盘前盘后
:param include_ask_bid: 是否包含买卖盘
:param right: 复权选项 ，br: 前复权，nr: 不复权
: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.include_ask_bid = include_ask_bid
params.right = get_enum_value(right)
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(BRIEF, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = QuoteBriefResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.briefs
else:
raise ApiException(response.code, response.message)
return None
def subscribe_quote(self,
symbols,
quote_key_type=QuoteKeyType.TRADE,
focus_keys=None):
"""
订阅行情更新
:param symbols:
:param quote_key_type: 行情类型, 值为 common.consts.quote_keys.QuoteKeyType 枚举类型
:param focus_keys: 行情 key, common.consts.quote_keys.QuoteChangeKey 枚举类型的列表
:return:
"""
extra_headers = dict()
if focus_keys:
if isinstance(focus_keys, list):
keys = list()
for key in focus_keys:
keys.append(get_enum_value(key))
extra_headers['keys'] = ','.join(keys)
else:
extra_headers['keys'] = focus_keys
elif quote_key_type:
extra_headers['keys'] = get_enum_value(quote_key_type)
return self._handle_quote_subscribe(destination=QUOTE,
subscription=SUBSCRIPTION_QUOTE,
symbols=symbols,
extra_headers=extra_headers)
def get_short_interest(self, symbols, lang=None):
"""
获取美股的做空数据
:param symbols: 股票代号列表
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: pandas.DataFrame 对象，各 column 含义如下：
symbol: 证券代码
settlement_date: 收集信息的时间
short_interest: 未平仓做空股数
avg_daily_volume: 过去一年的日均成交量
days_to_cover: 回补天数。使用最近一次获取的未平仓做空股数/日均成交量得到
percent_of_float: 未平仓股数占流通股本的比重
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
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_future_exchanges(self, sec_type=SecurityType.FUT, lang=None):
"""
获取期货交易所列表
:param sec_type: FUT: 期货; FOP: 期货期权
:param lang:
:return: pandas.DataFrame ， 各 column 的含义如下：
code: 交易所代码
name: 交易所名称
zone: 交易所所在时区
"""
params = MarketParams()
params.sec_type = get_enum_value(sec_type)
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(FUTURE_EXCHANGE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureExchangeResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.exchanges
else:
raise ApiException(response.code, response.message)
return None
def get_financial_report(self, symbols, market, fields, period_type):
"""
获取财报数据
:param symbols:
:param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
:param fields: 查询的字段列表. 可选的项为 common.consts 下的 Income, Balance, CashFlow, BalanceSheetRatio,
Growth, Leverage, Profitability 枚举类型. 如 Income.total_revenue
:param period_type: 查询的周期类型. 可选的值为 common.consts.FinancialReportPeriodType 枚举类型
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
currency: 财报使用的币种
field: 查询的字段名称
value: 字段对应的值
period_end_date: 这条记录对应财报的所属自然季度日期
filing_date: 财报的发布日期
"""
params = FinancialReportParams()
params.symbols = symbols
params.market = get_enum_value(market)
params.fields = [get_enum_value(field) for field in fields]
params.period_type = get_enum_value(period_type)
request = OpenApiRequest(FINANCIAL_REPORT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FinancialReportResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.financial_report
else:
raise ApiException(response.code, response.message)
def get_financial_daily(self, symbols, market, fields, begin_date,
end_date):
"""
获取日级的财务数据
:param symbols: 证券代码列表
:param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
:param fields: 查询的字段列表, 可选的项为 common.consts.Valuation 枚举类型, 如 Valuation.shares_outstanding
:param begin_date: 开始时间. 如: '2019-01-01'
:param end_date: 结束时间. 格式同 begin_date
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
field: 查询的字段名称
date: 查询的日期
value: 字段对应的值
"""
params = FinancialDailyParams()
params.symbols = symbols
params.market = get_enum_value(market)
params.fields = [get_enum_value(field) for field in fields]
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(FINANCIAL_DAILY, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FinancialDailyResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.financial_daily
else:
raise ApiException(response.code, response.message)
def get_current_future_contract(self, future_type, lang=None):
"""
查询指定品种的当前合约
:param future_type: 期货合约对应的交易品种， 如 CL
:param lang:
:return: pandas.DataFrame, 各 column 的含义如下：
contract_code: 合约代码
type: 期货合约对应的交易品种， 如 CL
name: 期货合约的名称
contract_month: 合约交割月份
currency: 交易的货币
first_notice_date: 第一通知日，合约在第一通知日后无法开多仓。已有的多仓会在第一通知日之前（通常为前三个交易日）被强制平仓。
last_bidding_close_time: 竞价截止时间
last_trading_date: 最后交易日
trade: 是否可交易
continuous: 是否为连续合约
"""
params = FutureTypeParams()
params.type = future_type
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(FUTURE_CURRENT_CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureContractResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
else:
raise ApiException(response.code, response.message)
return None
def get_market_status(self, market=Market.ALL, lang=None):
"""
获取市场状态
:param market: US 美股，HK 港股， CN A股，ALL 所有
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: MarketStatus 对象构成的列表. MarketStatus 对象有如下属性：
market: 字符串，市场名称
status: 字符串，当前市场所处的状态
open_time: 带 tzinfo 的 datetime 对象，表示最近的开盘、交易时间
"""
params = MarketParams()
params.market = get_enum_value(market)
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(MARKET_STATE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = MarketStatusResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.markets
else:
raise ApiException(response.code, response.message)
return None
def get_stock_delay_briefs(self, symbols, lang=None):
"""
query delay quote
:param symbols: stock symbol list, like ['AAPL', 'GOOG']
:param lang: language: tigeropen.common.consts.Language: zh_CN,zh_TW,en_US
:return: pandas.DataFrame. the columns are as follows：
symbol:
pre_close:
time: last quote change time
volume:
open:
high:
low:
close:
halted: stock status(0: normal 3: suspended 4: delist 7: ipo 8: changed)
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(QUOTE_DELAY, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = DelayBriefsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.briefs
else:
raise ApiException(response.code, response.message)
return None
def get_stock_details(self, symbols, lang=None):
"""
获取股票详情
: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: 代码
market: 市场
sec_type: 证券类型
exchange: 交易所
name: 名称
shortable: 做空信息
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
adj_pre_close: 复权后前收价
latest_time: 最新成交时间
volume: 成交量
open: 开盘价
high: 最高价
low: 最低价
change: 涨跌额
amount: 成交额
amplitude: 振幅
market_status: 市场状态 （未开盘，交易中，休市等）
trading_status: 0: 非交易状态 1: 盘前交易（盘前竞价） 2: 交易中 3: 盘后交易（收市竞价）
float_shares: 流通股本
shares: 总股本
eps: 每股收益
adr_rate: ADR的比例数据，非ADR的股票为None
etf: 非0表示该股票是ETF,1表示不带杠杆的etf,2表示2倍杠杆etf,3表示3倍etf杠杆
listing_date: 上市日期时间戳（该市场当地时间零点），该key可能不存在
更多字段见 tigeropen.quote.response.stock_details_response.StockDetailsResponse
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(STOCK_DETAIL, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = StockDetailsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.details
else:
raise ApiException(response.code, response.message)
return None
def get_corporate_split(self, symbols, market, begin_date, end_date):
"""
获取公司拆合股数据
:param symbols: 证券代码列表
:param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
:param begin_date: 起始时间. 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_date: 截止时间. 格式同 begin_date
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
action_type: 固定为 "SPLIT"
from_factor: 公司行动前的因子
to_factor: 公司行动后的因子
ratio: 拆合股比例
excute_date: 除权除息日
market: 所属市场
exchange: 所属交易所
"""
params = CorporateActionParams()
params.action_type = CorporateActionType.SPLIT.value
params.symbols = symbols
params.market = get_enum_value(market)
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = CorporateSplitResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.corporate_split
else:
raise ApiException(response.code, response.message)
def get_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None,
limit=100,
is_brief=False,
states=None):
"""
获取订单列表
:param account:
:param sec_type:
:param market:
:param symbol:
:param start_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"2017-01-01"和 "2017-01-01 12:00:00"
:param end_time: 截至时间. 格式同 start_time
:param limit: 每次获取订单的数量
:param is_brief: 是否返回精简的订单数据
:param states: 订单状态枚举对象列表, 可选, 若传递则按状态筛选
:return: Order 对象构成的列表. Order 对象信息参见 tigeropen.trade.domain.order
"""
params = OrdersParams()
params.account = account if account else self._account
params.secret_key = self._secret_key
params.sec_type = get_enum_value(sec_type)
params.market = get_enum_value(market)
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
params.limit = limit
params.is_brief = is_brief
params.states = [get_enum_value(state)
for state in states] if states else None
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content,
secret_key=params.secret_key)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_positions(self,
account=None,
sec_type=SecurityType.STK,
currency=Currency.ALL,
market=Market.ALL,
symbol=None,
sub_accounts=None):
"""
获取持仓数据
:param account:
:param sec_type:
:param currency:
:param market:
:param symbol:
:param sub_accounts:
:return: 由 Position 对象构成的列表. Position 对象有如下属性:
account: 所属账户
contract: 合约对象
quantity: 持仓数量
average_cost: 持仓成本
market_price: 最新价格
market_value: 市值
realized_pnl: 实现盈亏
unrealized_pnl: 持仓盈亏
"""
params = PositionParams()
params.account = account if account else self._account
params.secret_key = self._secret_key
params.sec_type = get_enum_value(sec_type)
params.sub_accounts = sub_accounts
params.currency = get_enum_value(currency)
params.market = get_enum_value(market)
params.symbol = symbol
request = OpenApiRequest(POSITIONS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = PositionsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.positions
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
params.period = get_enum_value(period)
params.begin_time = begin_time
params.end_time = end_time
params.right = get_enum_value(right)
params.limit = limit
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
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_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: tigeropen.common.consts.Language: 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 = get_enum_value(lang) if lang else get_enum_value(
self._lang)
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_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_symbol_names(self, market=Market.ALL, lang=None):
"""
获取股票代号列表和名称
:param market: US 美股，HK 港股， CN A股，ALL 所有
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: list, list 中的每个对象是一个 tuple. tuple 的第一个元素是 symbol，第二个是 name
"""
params = MarketParams()
params.market = get_enum_value(market)
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(ALL_SYMBOL_NAMES, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = SymbolNamesResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.symbol_names
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)
def get_depth_quote(self, symbols, market):
"""
获取深度行情
:param symbols:
:param market: tigeropen.common.consts.Market
:return:
数据结构:
若返回单个 symbol:
{'symbol': '02833',
'asks': [(27.4, 300, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0), (27.6, 5700, 3), (27.65, 0, 0),
(27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0), (27.85, 0, 0)],
'bids': [(27, 4000, 3), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0), (26.75, 0, 0),
(26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0), (26.55, 0, 0)]
}
若返回多个 symbol:
{'02833':
{'symbol': '02833',
'asks': [(27.35, 200, 1), (27.4, 2100, 2), (27.45, 500, 1), (27.5, 4400, 1), (27.55, 0, 0),
(27.6, 5700, 3), (27.65, 0, 0), (27.7, 500, 1), (27.75, 0, 0), (27.8, 0, 0)],
'bids': [(27.05, 100, 1), (27, 5000, 4), (26.95, 200, 1), (26.9, 0, 0), (26.85, 400, 1), (26.8, 0, 0),
(26.75, 0, 0), (26.7, 0, 0), (26.65, 0, 0), (26.6, 0, 0)]
},
'02828':
{'symbol': '02828',
'asks': [(106.6, 6800, 7), (106.7, 110200, 10), (106.8, 64400, 8), (106.9, 80600, 8), (107, 9440, 16),
(107.1, 31800, 5), (107.2, 11800, 4), (107.3, 9800, 2), (107.4, 9400, 1), (107.5, 21000, 9)],
'bids': [(106.5, 62800, 17), (106.4, 68200, 9), (106.3, 78400, 6), (106.2, 52400, 4), (106.1, 3060, 4),
(106, 33400, 4), (105.9, 29600, 3), (105.8, 9600, 2), (105.7, 15200, 2), (105.6, 0, 0)]}
}
asks 和 bids 列表项数据含义为 (委托价格，委托数量，委托订单数) :
[(ask_price1, ask_volume1, order_count), (ask_price2, ask_volume2, order_count), ...]
[(bid_price1, bid_volume2, order_count), (bid_price2, bid_volume2, order_count), ...]
"""
params = DepthQuoteParams()
params.symbols = symbols if isinstance(symbols, list) else [symbols]
params.market = get_enum_value(market)
request = OpenApiRequest(QUOTE_DEPTH, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = DepthQuoteResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_book
else:
raise ApiException(response.code, response.message)
def get_transactions(self,
account=None,
order_id=None,
symbol=None,
sec_type=None,
start_time=None,
end_time=None,
limit=100,
expiry=None,
strike=None,
put_call=None):
"""
query order transactions, only prime accounts are supported.
:param account: account id. If not passed, the default account is used
:param order_id: order's id
:param symbol: symbol of contract, like 'AAPL', '00700', 'CL2201'
:param sec_type: security type. tigeropen.common.consts.SecurityType, like SecurityType.STK
:param start_time: timestamp in milliseconds, like 1641398400000
:param end_time: timestamp in milliseconds, like 1641398400000
:param limit: limit number of response
:param expiry: expiry date of Option. 'yyyyMMdd', like '220121'
:param strike: strike price of Option
:param put_call: Option right, PUT or CALL
:return:
"""
params = TransactionsParams()
params.account = account if account else self._account
params.secret_key = self._secret_key
params.order_id = order_id
params.sec_type = get_enum_value(sec_type)
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
params.limit = limit
params.expiry = expiry
params.strike = strike
params.right = put_call
request = OpenApiRequest(ORDER_TRANSACTIONS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = TransactionsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.transactions
else:
raise ApiException(response.code, response.message)
return None
def get_future_bars(self,
identifiers,
period=BarPeriod.DAY,
begin_time=-1,
end_time=-1,
limit=1000):
"""
获取期货K线数据
:param identifiers: 期货代码列表
: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 limit: 数量限制
:return: pandas.DataFrame, 各column 含义如下：
identifier: 期货合约代码
time: Bar对应的时间戳, 即Bar的结束时间。Bar的切割方式与交易所一致，以CN1901举例，T日的17:00至T+1日的16:30的数据会被合成一个日级Bar。
latest_time: Bar 最后的更新时间
open: 开盘价
high: 最高价
low: 最低价
close: 收盘价
settlement: 结算价，在未生成结算价时返回0
volume: 成交量
open_interest: 未平仓合约数量
"""
params = FutureQuoteParams()
params.contract_codes = identifiers
params.period = get_enum_value(period)
params.begin_time = begin_time
params.end_time = end_time
params.limit = limit
request = OpenApiRequest(FUTURE_KLINE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureQuoteBarResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.bars
else:
raise ApiException(response.code, response.message)
def get_symbols(self, market=Market.ALL):
"""
获取股票代号列表
:param market: US 美股，HK 港股， CN A股，ALL 所有
:return: 所有 symbol 的列表，包含退市和不可交易的部分代码. 其中以.开头的代码为指数， 如 .DJI 表示道琼斯指数
"""
params = MarketParams()
params.market = get_enum_value(market)
request = OpenApiRequest(ALL_SYMBOLS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = SymbolsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.symbols
else:
raise ApiException(response.code, response.message)
return None
def get_industry_list(self, industry_level=IndustryLevel.GGROUP):
"""
获取行业列表
:param industry_level: 行业级别. 可选值为 common.consts.IndustryLevel 枚举类型. 默认一级行业
:return: 由行业信息 dict 构成的列表. industry_level 为行业级别, id 为行业 id
如 [{'industry_level': 'GGROUP', 'id': '5020', 'name_cn': '媒体与娱乐', 'name_en': 'Media & Entertainment'},
{'industry_level': 'GGROUP', 'id': '2550', 'name_cn': '零售业', 'name_en': 'Retailing'},
...]
"""
params = IndustryParams()
params.industry_level = get_enum_value(industry_level)
request = OpenApiRequest(INDUSTRY_LIST, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = IndustryListResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.industry_list
else:
raise ApiException(response.code, response.message)
def get_industry_stocks(self, industry, market=Market.US):
"""
获取某行业下的股票列表
:param industry: 行业 id
:param market: 市场枚举类型
:return: 公司信息列表.
如 [{'symbol': 'A', 'company_name': 'A', 'market': 'US', 'industry_list': [{...}, {...},..]},
{'symbol': 'B', 'company_name': 'B', 'market': 'US', 'industry_list': [{...}, {...},..]},
...]
"""
params = IndustryParams()
params.market = get_enum_value(market)
params.industry_id = industry
request = OpenApiRequest(INDUSTRY_STOCKS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = IndustryStocksResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.industry_stocks
else:
raise ApiException(response.code, response.message)
def get_corporate_earnings_calendar(self, market, begin_date, end_date):
"""
获取公司财报日历
:param market:
:param begin_date: 起始时间
:param end_date: 截止时间
:return:
"""
params = CorporateActionParams()
params.action_type = CorporateActionType.EARNINGS_CALENDAR.value
params.market = get_enum_value(market)
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = EarningsCalendarResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.earnings_calendar
else:
raise ApiException(response.code, response.message)
def get_stock_industry(self, symbol, market=Market.US):
"""
获取股票的行业
:param symbol: 股票 symbol
:param market: 市场枚举类型
:return: 所属多级行业的列表
如 [{'industry_level': 'GSECTOR', 'id': '45', 'name_cn': '信息技术', 'name_en': 'Information Technology'},
{'industry_level': 'GGROUP', 'id': '4520', 'name_cn': '技术硬件与设备', 'name_en': 'Technology Hardware & Equipment'},
{'industry_level': 'GIND', 'id': '452020', 'name_cn': '电脑与外围设备', 'name_en': 'Technology Hardware, Storage & Peripherals'},
{'industry_level': 'GSUBIND', 'id': '45202030', 'name_cn': '电脑硬件、储存设备及电脑周边', 'name_en': 'Technology Hardware, Storage & Peripherals'}]
"""
params = IndustryParams()
params.symbol = symbol
params.market = get_enum_value(market)
request = OpenApiRequest(STOCK_INDUSTRY, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = StockIndustryResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.stock_industry
else:
raise ApiException(response.code, response.message)
def get_corporate_dividend(self, symbols, market, begin_date, end_date):
"""
获取公司派息数据
:param symbols: 证券代码列表
:param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
:param begin_date: 起始时间. 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_date: 截止时间. 格式同 begin_date
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
action_type: 固定为 "DIVIDEND"
amount: 分红金额
currency: 分红货币类型
announced_date: 公告日期
excute_date: 除权除息日
record_date: 股权登记日
pay_date: 现金到账日
market: 所属市场
exchange: 所属交易所
"""
params = CorporateActionParams()
params.action_type = CorporateActionType.DIVIDEND.value
params.symbols = symbols
params.market = get_enum_value(market)
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = CorporateDividendResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.corporate_dividend
else:
raise ApiException(response.code, response.message)
def __init__(self,
symbol=None,
currency=None,
contract_id=None,
sec_type=None,
exchange=None,
origin_symbol=None,
local_symbol=None,
expiry=None,
strike=None,
put_call=None,
multiplier=None,
name=None,
short_margin=None,
short_fee_rate=None,
shortable=None,
long_initial_margin=None,
long_maintenance_margin=None,
contract_month=None,
identifier=None,
primary_exchange=None,
market=None,
min_tick=None,
trading_class=None,
status=None,
continuous=None,
trade=None,
last_trading_date=None,
first_notice_date=None,
last_bidding_close_time=None):
self.contract_id = contract_id
self.symbol = symbol
self.currency = get_enum_value(currency)
self.sec_type = get_enum_value(sec_type)
self.exchange = exchange
self.origin_symbol = origin_symbol
self.local_symbol = local_symbol
# 到期日
self.expiry = expiry
# 行权价
self.strike = strike
# 看跌/看涨
self.put_call = put_call
self.right = self.put_call
# 合约乘数
self.multiplier = multiplier
# 合约名称
self.name = name
# 做空保证金比例
self.short_margin = short_margin
# 做空费率
self.short_fee_rate = short_fee_rate
# 做空池剩余
self.shortable = shortable
# 做多初始保证金
self.long_initial_margin = long_initial_margin
# 做多维持保证金
self.long_maintenance_margin = long_maintenance_margin
# 合约月份
self.contract_month = contract_month
# 合约标识符
self.identifier = identifier
# 股票上市交易所
self.primary_exchange = primary_exchange
# 市场
self.market = market
# 最小报价单位
self.min_tick = min_tick
# 合约的交易级别名称
self.trading_class = trading_class
# 状态
self.status = status
# 期货专有，是否连续合约
self.continuous = continuous
# 期货专有，是否可交易
self.trade = trade
# 期货专有，最后交易日
self.last_trading_date = last_trading_date
# 期货专有，第一通知日，合约在第一通知日后无法开多仓. 已有的多仓会在第一通知日之前（通常为前三个交易日）被强制平仓
self.first_notice_date = first_notice_date
# 期货专有，竞价截止时间
self.last_bidding_close_time = last_bidding_close_time
