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 = 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_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 = right.value
params.lang = lang.value if lang else self._lang.value
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 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=0, end_index=30, limit=30, lang=None):
"""
获取逐笔成交
:param symbols: 股票代码
: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:
"""
params = MultipleQuoteParams()
params.symbols = symbols
params.begin_index = begin_index
params.end_index = end_index
params.limit = limit
params.lang = lang.value if lang else self._lang.value
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_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_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_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_details(self, symbols, lang=None):
"""
获取股票详情(废弃)
: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(STOCK_DETAIL, biz_model=params)
response_content = self.__fetch_data(request)
return response_content
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_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_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_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)