def test_remote_data_service_inst_info():
ds = RemoteDataService()
res, msg = ds.query_inst_info('000001.SZ', fields='status,selllot,buylot,pricetick,multiplier,product')
assert res.loc[0, 'multiplier'] == 1
assert abs(res.loc[0, 'pricetick'] - 0.01) < 1e-2
assert res.loc[0, 'buylot'] == 100
class InstManager(object):
def __init__(self):
self.data_api = RemoteDataService()
self.inst_map = {}
self.load_instruments()
def load_instruments(self):
fields = ['symbol', 'inst_type', 'market', 'status', 'multiplier']
res, msg = self.data_api.query_inst_info(symbol='',
fields=','.join(fields),
inst_type="")
for _, row in res.iterrows():
inst = Instrument()
dic = row.to_dict()
dic = {k: v for k, v in dic.iteritems() if k in fields}
inst.__dict__.update(dic)
self.inst_map[inst.symbol] = inst
def get_intruments(self, code):
return self.inst_map.get(code, None)
