def pack_subscription_query_req(cls, is_all_conn, conn_id):
from futuquant.common.pb.Qot_GetSubInfo_pb2 import Request
req = Request()
req.c2s.isReqAllConn = is_all_conn
return pack_pb_req(req, ProtoId.Qot_GetSubInfo, conn_id)
def pack_req(cls, stock_list, conn_id):
stock_tuple_list = []
failure_tuple_list = []
for stock_str in stock_list:
ret_code, content = split_stock_str(stock_str)
if ret_code != RET_OK:
msg = content
error_str = ERROR_STR_PREFIX + msg
failure_tuple_list.append((ret_code, error_str))
continue
market_code, stock_code = content
stock_tuple_list.append((market_code, stock_code))
if len(failure_tuple_list) > 0:
error_str = '\n'.join([x[1] for x in failure_tuple_list])
return RET_ERROR, error_str, None
from futuquant.common.pb.Qot_GetBasicQot_pb2 import Request
req = Request()
for market_code, stock_code in stock_tuple_list:
stock_inst = req.c2s.securityList.add()
stock_inst.market = market_code
stock_inst.code = stock_code
return pack_pb_req(req, ProtoId.Qot_GetBasicQot, conn_id)
def pack_req(cls, market, conn_id, stock_type='STOCK', code_list=None):
if market not in MKT_MAP:
error_str = ERROR_STR_PREFIX + " market is %s, which is not valid. (%s)" \
% (market, ",".join([x for x in MKT_MAP]))
return RET_ERROR, error_str, None
if stock_type not in SEC_TYPE_MAP:
error_str = ERROR_STR_PREFIX + " stock_type is %s, which is not valid. (%s)" \
% (stock_type, ",".join([x for x in SEC_TYPE_MAP]))
return RET_ERROR, error_str, None
from futuquant.common.pb.Qot_GetStaticInfo_pb2 import Request
req = Request()
req.c2s.market = MKT_MAP[market]
req.c2s.secType = SEC_TYPE_MAP[stock_type]
if code_list is not None:
for code in code_list:
sec = req.c2s.securityList.add()
ret, data = split_stock_str(code)
if ret == RET_OK:
sec.market, sec.code = data
else:
return RET_ERROR, data, None
return pack_pb_req(req, ProtoId.Qot_GetStaticInfo, conn_id)
def pack_req(cls, client_ver, client_id, recv_notify=False):
from futuquant.common.pb.InitConnect_pb2 import Request
req = Request()
req.c2s.clientVer = client_ver
req.c2s.clientID = client_id
req.c2s.recvNotify = recv_notify
return pack_pb_req(req, ProtoId.InitConnect, 0)
def pack_req(cls, market, plate_class, conn_id):
from futuquant.common.pb.Qot_GetPlateSet_pb2 import Request
req = Request()
req.c2s.market = MKT_MAP[market]
req.c2s.plateSetType = PLATE_CLASS_MAP[plate_class]
return pack_pb_req(req, ProtoId.Qot_GetPlateSet, conn_id)
def pack_req(cls, code, ref_type, conn_id):
from futuquant.common.pb.Qot_GetReference_pb2 import Request
ret, content = split_stock_str(code)
if ret != RET_OK:
return ret, content, None
req = Request()
req.c2s.security.market = content[0]
req.c2s.security.code = content[1]
req.c2s.referenceType = STOCK_REFERENCE_TYPE_MAP[ref_type]
return pack_pb_req(req, ProtoId.Qot_GetReference, conn_id)
def pack_req(cls, code, conn_id):
ret_code, content = split_stock_str(code)
if ret_code == RET_ERROR:
error_str = content
return RET_ERROR, error_str, None
market, code = content
from futuquant.common.pb.Qot_GetBroker_pb2 import Request
req = Request()
req.c2s.security.market = market
req.c2s.security.code = code
return pack_pb_req(req, ProtoId.Qot_GetBroker, conn_id)
def pack_req(cls, market, conn_id, stock_type='STOCK'):
if market not in MKT_MAP:
error_str = ERROR_STR_PREFIX + " market is %s, which is not valid. (%s)" \
% (market, ",".join([x for x in MKT_MAP]))
return RET_ERROR, error_str, None
if stock_type not in SEC_TYPE_MAP:
error_str = ERROR_STR_PREFIX + " stock_type is %s, which is not valid. (%s)" \
% (stock_type, ",".join([x for x in SEC_TYPE_MAP]))
return RET_ERROR, error_str, None
from futuquant.common.pb.Qot_GetStaticInfo_pb2 import Request
req = Request()
req.c2s.market = MKT_MAP[market]
req.c2s.secType = SEC_TYPE_MAP[stock_type]
return pack_pb_req(req, ProtoId.Qot_GetStaticInfo, conn_id)
def pack_req(cls, plate_code, conn_id):
ret_code, content = split_stock_str(plate_code)
if ret_code != RET_OK:
msg = content
error_str = ERROR_STR_PREFIX + msg
return RET_ERROR, error_str, None
market, code = content
if market not in QUOTE.REV_MKT_MAP:
error_str = ERROR_STR_PREFIX + "market is %s, which is not valid. (%s)" \
% (market, ",".join([x for x in MKT_MAP]))
return RET_ERROR, error_str, None
from futuquant.common.pb.Qot_GetPlateSecurity_pb2 import Request
req = Request()
req.c2s.plate.market = market
req.c2s.plate.code = code
return pack_pb_req(req, ProtoId.Qot_GetPlateSecurity, conn_id)
def pack_req(cls, code_list, dates, fields, ktype, autype, max_req,
no_data_mode, conn_id):
list_req_stock = []
for code in code_list:
ret, content = split_stock_str(code)
if ret == RET_ERROR:
return RET_ERROR, content, None
else:
list_req_stock.append(content)
for x in dates:
ret, msg = check_date_str_format(x)
if ret != RET_OK:
return ret, msg, None
if ktype not in KTYPE_MAP:
error_str = ERROR_STR_PREFIX + "ktype is %s, which is not valid. (%s)" \
% (ktype, ", ".join([x for x in KTYPE_MAP]))
return RET_ERROR, error_str, None
if autype not in AUTYPE_MAP:
error_str = ERROR_STR_PREFIX + "autype is %s, which is not valid. (%s)" \
% (autype, ", ".join([str(x) for x in AUTYPE_MAP]))
return RET_ERROR, error_str, None
from futuquant.common.pb.Qot_GetHistoryKLPoints_pb2 import Request
req = Request()
req.c2s.needKLFieldsFlag = KL_FIELD.kl_fields_to_flag_val(fields)
req.c2s.rehabType = AUTYPE_MAP[autype]
req.c2s.klType = KTYPE_MAP[ktype]
req.c2s.noDataMode = no_data_mode
req.c2s.maxReqSecurityNum = max_req
for market_code, code in list_req_stock:
stock_inst = req.c2s.securityList.add()
stock_inst.market = market_code
stock_inst.code = code
for date_ in dates:
req.c2s.timeList.append(date_)
return pack_pb_req(req, ProtoId.Qot_GetHistoryKLPoints, conn_id)
def pack_sub_or_unsub_req(cls, code_list, subtype_list, is_sub, conn_id):
stock_tuple_list = []
for code in code_list:
ret_code, content = split_stock_str(code)
if ret_code != RET_OK:
return ret_code, content, None
market_code, stock_code = content
stock_tuple_list.append((market_code, stock_code))
from futuquant.common.pb.Qot_Sub_pb2 import Request
req = Request()
for market_code, stock_code in stock_tuple_list:
stock_inst = req.c2s.securityList.add()
stock_inst.code = stock_code
stock_inst.market = market_code
for subtype in subtype_list:
req.c2s.subTypeList.append(SUBTYPE_MAP[subtype])
req.c2s.isSubOrUnSub = is_sub
return pack_pb_req(req, ProtoId.Qot_Sub, conn_id)
def pack_push_or_unpush_req(cls, code_list, subtype_list, is_push, conn_id, is_first_push):
stock_tuple_list = []
for code in code_list:
ret_code, content = split_stock_str(code)
if ret_code != RET_OK:
return ret_code, content, None
market_code, stock_code = content
stock_tuple_list.append((market_code, stock_code))
from futuquant.common.pb.Qot_RegQotPush_pb2 import Request
req = Request()
for market_code, stock_code in stock_tuple_list:
stock_inst = req.c2s.securityList.add()
stock_inst.code = stock_code
stock_inst.market = market_code
for subtype in subtype_list:
req.c2s.subTypeList.append(SUBTYPE_MAP[subtype])
req.c2s.isRegOrUnReg = is_push
req.c2s.isFirstPush = True if is_first_push else False
return pack_pb_req(req, ProtoId.Qot_RegQotPush, conn_id)
def pack_req(cls, code_list, start, end, conn_id):
list_req_stock = []
for stock_str in code_list:
ret, content = split_stock_str(stock_str)
if ret == RET_ERROR:
return RET_ERROR, content, None
else:
list_req_stock.append(content)
from futuquant.common.pb.Qot_GetSuspend_pb2 import Request
req = Request()
if start:
req.c2s.beginTime = start
if end:
req.c2s.endTime = end
for market, code in list_req_stock:
stock_inst = req.c2s.securityList.add()
stock_inst.market = market
stock_inst.code = code
return pack_pb_req(req, ProtoId.Qot_GetSuspend, conn_id)
def pack_req(cls, market, conn_id, start_date=None, end_date=None):
# '''Parameter check'''
if market not in MKT_MAP:
error_str = ERROR_STR_PREFIX + " market is %s, which is not valid. (%s)" \
% (market, ",".join([x for x in MKT_MAP]))
return RET_ERROR, error_str, None
if start_date is None:
today = datetime.today()
start = today - timedelta(days=365)
start_date = start.strftime("%Y-%m-%d")
else:
ret, msg = check_date_str_format(start_date)
if ret != RET_OK:
return ret, msg, None
start_date = normalize_date_format(start_date)
if end_date is None:
today = datetime.today()
end_date = today.strftime("%Y-%m-%d")
else:
ret, msg = check_date_str_format(end_date)
if ret != RET_OK:
return ret, msg, None
end_date = normalize_date_format(end_date)
# pack to json
mkt = MKT_MAP[market]
from futuquant.common.pb.Qot_GetTradeDate_pb2 import Request
req = Request()
req.c2s.market = mkt
req.c2s.beginTime = start_date
req.c2s.endTime = end_date
return pack_pb_req(req, ProtoId.Qot_GetTradeDate, conn_id)
def pack_req(cls, code, num, conn_id):
ret, content = split_stock_str(code)
if ret == RET_ERROR:
error_str = content
return RET_ERROR, error_str, None
if isinstance(num, int) is False:
error_str = ERROR_STR_PREFIX + "num is %s of type %s, and the type shoud be %s" \
% (num, str(type(num)), str(int))
return RET_ERROR, error_str, None
if num < 0:
error_str = ERROR_STR_PREFIX + "num is %s, which is less than 0" % num
return RET_ERROR, error_str, None
market_code, stock_code = content
from futuquant.common.pb.Qot_GetTicker_pb2 import Request
req = Request()
req.c2s.security.market = market_code
req.c2s.security.code = stock_code
req.c2s.maxRetNum = num
return pack_pb_req(req, ProtoId.Qot_GetTicker, conn_id)
def pack_req(cls, code, start_date, end_date, ktype, autype, fields,
max_num, conn_id):
ret, content = split_stock_str(code)
if ret == RET_ERROR:
error_str = content
return RET_ERROR, error_str, None
market_code, stock_code = content
# check k line type
if ktype not in KTYPE_MAP:
error_str = ERROR_STR_PREFIX + "ktype is %s, which is not valid. (%s)" \
% (ktype, ", ".join([x for x in KTYPE_MAP]))
return RET_ERROR, error_str, None
if autype not in AUTYPE_MAP:
error_str = ERROR_STR_PREFIX + "autype is %s, which is not valid. (%s)" \
% (autype, ", ".join([str(x) for x in AUTYPE_MAP]))
return RET_ERROR, error_str, None
from futuquant.common.pb.Qot_GetHistoryKL_pb2 import Request
req = Request()
req.c2s.rehabType = AUTYPE_MAP[autype]
req.c2s.klType = KTYPE_MAP[ktype]
req.c2s.security.market = market_code
req.c2s.security.code = stock_code
if start_date:
req.c2s.beginTime = start_date
if end_date:
req.c2s.endTime = end_date
req.c2s.maxAckKLNum = max_num
req.c2s.needKLFieldsFlag = KL_FIELD.kl_fields_to_flag_val(fields)
return pack_pb_req(req, ProtoId.Qot_GetHistoryKL, conn_id)
def pack_req(cls, code, num, ktype, autype, conn_id):
ret, content = split_stock_str(code)
if ret == RET_ERROR:
error_str = content
return RET_ERROR, error_str, None
market_code, stock_code = content
if ktype not in KTYPE_MAP:
error_str = ERROR_STR_PREFIX + "ktype is %s, which is not valid. (%s)" \
% (ktype, ", ".join([x for x in KTYPE_MAP]))
return RET_ERROR, error_str, None
if autype not in AUTYPE_MAP:
error_str = ERROR_STR_PREFIX + "autype is %s, which is not valid. (%s)" \
% (autype, ", ".join([str(x) for x in AUTYPE_MAP]))
return RET_ERROR, error_str, None
if isinstance(num, int) is False:
error_str = ERROR_STR_PREFIX + "num is %s of type %s, which type should be %s" \
% (num, str(type(num)), str(int))
return RET_ERROR, error_str, None
if num < 0:
error_str = ERROR_STR_PREFIX + "num is %s, which is less than 0" % num
return RET_ERROR, error_str, None
from futuquant.common.pb.Qot_GetKL_pb2 import Request
req = Request()
req.c2s.security.market = market_code
req.c2s.security.code = stock_code
req.c2s.rehabType = AUTYPE_MAP[autype]
req.c2s.reqNum = num
req.c2s.klType = KTYPE_MAP[ktype]
return pack_pb_req(req, ProtoId.Qot_GetKL, conn_id)
def pack_req(cls, user_id, conn_id):
from futuquant.common.pb.GetGlobalState_pb2 import Request
req = Request()
req.c2s.userID = user_id
return pack_pb_req(req, ProtoId.GetGlobalState, conn_id)
def pack_req(cls, conn_id):
from futuquant.common.pb.KeepAlive_pb2 import Request
req = Request()
req.c2s.time = int(time.time())
return pack_pb_req(req, ProtoId.KeepAlive, conn_id)
