def ensure_instruments_in_order(order_book_ids, type=None, market="cn"):
order_book_ids = ensure_list_of_string(order_book_ids)
from rqdatac.services.basic import _all_instruments_dict
all_instruments = _all_instruments_dict(market)
result = []
unique = set()
result_append = result.append
unique_add = unique.add
for ob in order_book_ids:
i = all_instruments.get(ob)
if not i:
warnings.warn("invalid order_book_id: {}".format(ob), stacklevel=0)
continue
if type is not None and i.type != type:
warnings.warn("expect {} instrument, got {}({}), ignored".format(
type, i.type, ob),
stacklevel=0)
continue
if ob in unique:
warnings.warn("duplicated order_book_id: {}".format(ob),
stacklevel=0)
continue
unique_add(ob)
result_append(i)
if not result:
raise ValueError(
"order_book_ids: at least one valid instrument expected, got none")
return result
def ensure_order_book_id(ob, type=None, market="cn"):
ob = ensure_string(ob, "order_book_id")
from rqdatac.services.basic import _all_instruments_dict
all_instruments = _all_instruments_dict(market)
try:
i = all_instruments[ob]
except KeyError as e:
raise ValueError("invalid order_book_id: {!s}".format(e))
if type is not None and i.type != type:
raise ValueError("expect {} instrument, got {}({}), ignored".format(
type, i.type, ob))
return i.order_book_id
def ensure_order_book_ids(order_book_ids, type=None, market="cn"):
order_book_ids = ensure_list_of_string(order_book_ids)
from rqdatac.services.basic import _all_instruments_dict
all_instruments = _all_instruments_dict(market)
result = []
for ob in set(order_book_ids):
i = all_instruments.get(ob)
if not i:
warnings.warn("invalid order_book_id: {}".format(ob))
continue
if type is not None and i.type != type:
warnings.warn("expect {} instrument, got {}({}), ignored".format(
type, i.type, ob))
continue
result.append(i.order_book_id)
if not result:
raise ValueError(
"order_book_ids: at least one valid instrument expected, got none")
return result