def parse_response_content(self, response_content):
response = super(FutureBriefsResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
brief_data = []
if self.data and isinstance(self.data, list):
for item in self.data:
item_values = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = BRIEF_FIELD_MAPPINGS[
key] if key in BRIEF_FIELD_MAPPINGS else key
item_values[tag] = value
brief_data.append([item_values.get(tag) for tag in COLUMNS])
elif isinstance(self.data, dict):
item_values = {}
for key, value in self.data.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = BRIEF_FIELD_MAPPINGS[
key] if key in BRIEF_FIELD_MAPPINGS else key
item_values[tag] = value
brief_data.append([item_values.get(tag) for tag in COLUMNS])
self.briefs = pd.DataFrame(brief_data, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(MarketStatusResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
for item in self.data:
market, status, open_time, trading_status = None, None, None, None
for key, value in item.items():
if value is None:
continue
if key == 'market':
market = get_string(value)
elif key == 'marketStatus':
status = get_string(value)
elif key == 'openTime':
if value.endswith(' EDT') or value.endswith(' EST'):
value = value[0:len(value) - 4]
open_time = dateparser.parse(value)
elif key == 'status':
trading_status = get_string(value)
if open_time and market:
if market == 'US':
open_time = eastern.localize(open_time)
elif market == 'HK':
open_time = hongkong.localize(open_time)
elif market == 'CN':
open_time = china.localize(open_time)
market_status = MarketStatus(market, status, open_time,
trading_status)
self.markets.append(market_status)
def parse_response_content(self, response_content):
response = super(StockIndustryResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
for item in self.data:
industry = dict(industry_level=item.get('industryLevel'), id=item.get('id'),
name_cn=get_string(item.get('nameCN')),
name_en=get_string(item.get('nameEN')))
self.stock_industry.append(industry)
def parse_response_content(self, response_content):
response = super(SymbolNamesResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
self.symbol_names = [(get_string(item['symbol']),
get_string(item['name']))
for item in self.data if len(item) == 2]
def parse_response_content(self, response_content):
response = super(IndustryStocksResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
for item in self.data:
industry_list = list()
industries = item.get('industryDetailDTOList', [])
for ind in industries:
industry_list.append(dict(industry_level=ind.get('industryLevel'), id=ind.get('id'),
name_cn=get_string(ind.get('nameCN')),
name_en=get_string(ind.get('nameEN'))))
company = dict(symbol=item.get('symbol'), company_name=item.get('companyName'),
market=item.get('market'), industry_list=industry_list)
self.industry_stocks.append(company)
def parse_response_content(self, response_content):
response = super(OptionChainsResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
chain_data = []
for item in self.data:
symbol = item.get('symbol')
expiry = item.get('expiry')
items = item.get('items')
if symbol and items:
for chain_item in items:
for call_put_item in chain_item.values():
item_values = {'symbol': symbol, 'expiry': expiry}
for key, value in call_put_item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
if key == 'right':
value = value.upper()
tag = CHAIN_FIELD_MAPPINGS[
key] if key in CHAIN_FIELD_MAPPINGS else key
item_values[tag] = value
chain_data.append(
[item_values.get(tag) for tag in COLUMNS])
self.chain = pd.DataFrame(chain_data, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(FutureQuoteBarResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
bar_items = []
for symbol_item in self.data:
identifier = symbol_item.get('contractCode')
if 'items' in symbol_item:
for item in symbol_item['items']:
item_values = {'identifier': identifier}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = BAR_FIELD_MAPPINGS[
key] if key in BAR_FIELD_MAPPINGS else key
item_values[tag] = value
bar_items.append(
[item_values.get(tag) for tag in COLUMNS])
self.bars = pd.DataFrame(bar_items, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(OptionBriefsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
brief_data = []
for item in self.data:
item_values = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
if key == 'right':
value = value.upper()
tag = BRIEF_FIELD_MAPPINGS[key] if key in BRIEF_FIELD_MAPPINGS else key
item_values[tag] = value
if 'identifier' not in item_values:
underlying_symbol = item_values.get('symbol')
expiry = item_values.get('expiry')
strike = float(item_values.get('strike'))
put_call = item_values.get('right')
expiry = pd.Timestamp(expiry, unit='ms', tzinfo=eastern).date().strftime("%Y%m%d")
item_values['identifier'] = get_option_identifier(underlying_symbol, expiry, put_call, strike)
brief_data.append([item_values.get(tag) for tag in COLUMNS])
self.briefs = pd.DataFrame(brief_data, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(ContractsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
contract_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
right = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
strike=strike, right=right, multiplier=multiplier)
self.contracts.append(contract)
def parse_order(item):
contract_fields = {}
order_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = ORDER_FIELD_MAPPINGS[key] if key in ORDER_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
else:
order_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
strike=strike, put_call=put_call, multiplier=multiplier)
account = order_fields.get('account')
action = order_fields.get('action')
order_type = order_fields.get('order_type')
quantity = order_fields.get('quantity')
limit_price = order_fields.get('limit_price')
aux_price = order_fields.get('aux_price')
trail_stop_price = order_fields.get('trail_stop_price')
trailing_percent = order_fields.get('trailing_percent')
percent_offset = order_fields.get('percent_offset')
time_in_force = order_fields.get('time_in_force')
outside_rth = order_fields.get('outside_rth')
filled = order_fields.get('filled')
avg_fill_price = order_fields.get('avg_fill_price')
commission = order_fields.get('commission')
realized_pnl = order_fields.get('realized_pnl')
id = order_fields.get('id')
order_id = order_fields.get('order_id')
parent_id = order_fields.get('parent_id')
status = OrdersResponse.get_status(order_fields.get('status'))
order = Order(account, contract, action, order_type, quantity, limit_price=limit_price, aux_price=aux_price,
trail_stop_price=trail_stop_price, trailing_percent=trailing_percent,
percent_offset=percent_offset, time_in_force=time_in_force, outside_rth=outside_rth,
filled=filled, avg_fill_price=avg_fill_price, commission=commission,
realized_pnl=realized_pnl, id=id, order_id=order_id, parent_id=parent_id)
if 'order_time' in order_fields:
order.order_time = order_fields.get('order_time')
if 'trade_time' in order_fields:
order.trade_time = order_fields.get('trade_time')
order.status = status
return order
def parse_response_content(self, response_content):
response = super(TradeTickResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
tick_items = []
for symbol_item in self.data:
symbol = symbol_item.get('symbol')
if 'items' in symbol_item:
index = symbol_item.get('beginIndex')
for item in symbol_item['items']:
item_values = {'symbol': symbol}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
if key == 'type':
item_values['direction'] = value
else:
item_values[key] = value
if index is not None:
item_values['index'] = index
index += 1
tick_items.append(
[item_values.get(tag) for tag in COLUMNS])
self.trade_ticks = pd.DataFrame(tick_items, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(ShortInterestResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
short_interest_items = []
for symbol_item in self.data:
symbol = symbol_item.get('symbol')
items = symbol_item.get('items')
for item in items:
item_values = {'symbol': symbol}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = SHORT_INTEREST_FIELD_MAPPINGS[
key] if key in SHORT_INTEREST_FIELD_MAPPINGS else key
item_values[tag] = value
short_interest_items.append(
[item_values.get(tag) for tag in COLUMNS])
self.short_interests = pd.DataFrame(short_interest_items,
columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(QuoteHourTradingTimelineResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
pre_close = data_json.get('preClose')
if 'detail' in data_json:
detail = data_json['detail']
hour_trading = HourTrading()
if 'timestamp' in response:
hour_trading.latest_time = response['timestamp']
for key, value in detail.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
if key == 'tag':
if value == '盘前':
hour_trading.trading_session = TradingSession.PreMarket
elif value == '盘后':
hour_trading.trading_session = TradingSession.AfterHours
else:
tag = BRIEF_FIELD_MAPPINGS[
key] if key in BRIEF_FIELD_MAPPINGS else key
if hasattr(hour_trading, tag):
setattr(hour_trading, tag, value)
self.hour_trading = hour_trading
if 'items' in data_json:
timeline_items = []
for item in data_json['items']:
item_values = {'pre_close': pre_close}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = TIMELINE_FIELD_MAPPINGS[
key] if key in TIMELINE_FIELD_MAPPINGS else key
item_values[tag] = value
timeline_items.append(
[item_values.get(tag) for tag in COLUMNS])
self.timelines = pd.DataFrame(timeline_items, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(SymbolsResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
self.symbols = [
get_string(symbol) for symbol in self.data if symbol
]
def parse_contract(item):
item_values = dict()
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = CONTRACT_FIELD_MAPPINGS[
key] if key in CONTRACT_FIELD_MAPPINGS else key
item_values[tag] = value
return item_values
def parse_response_content(self, response_content):
response = super(QuoteHourTradingTimelineResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'detail' in data_json:
detail = data_json['detail']
hour_trading = HourTrading()
if 'timestamp' in response:
hour_trading.latest_time = response['timestamp']
for key, value in detail.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
if key == 'tag':
if value == '盘前':
hour_trading.trading_session = TradingSession.PreMarket
elif value == '盘后':
hour_trading.trading_session = TradingSession.AfterHours
else:
tag = BRIEF_FIELD_MAPPINGS[key] if key in BRIEF_FIELD_MAPPINGS else key
if hasattr(hour_trading, tag):
setattr(hour_trading, tag, value)
self.hour_trading = hour_trading
if 'items' in data_json:
for item in data_json['items']:
timeline = Timeline()
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = TIMELINE_FIELD_MAPPINGS[key] if key in TIMELINE_FIELD_MAPPINGS else key
if hasattr(timeline, tag):
setattr(timeline, tag, value)
self.timelines.append(timeline)
def parse_response_content(self, response_content):
response = super(QuoteBriefResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
brief = QuoteBrief()
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
if key == 'hourTrading':
hour_trading = HourTrading()
for sub_key, sub_value in value.items():
if isinstance(sub_value, six.string_types):
sub_value = get_string(sub_value)
if sub_key == 'tag':
if sub_value == '盘前':
hour_trading.trading_session = TradingSession.PreMarket
elif sub_value == '盘后':
hour_trading.trading_session = TradingSession.AfterHours
else:
sub_tag = BRIEF_FIELD_MAPPINGS[
sub_key] if sub_key in BRIEF_FIELD_MAPPINGS else sub_key
if hasattr(hour_trading, sub_tag):
setattr(hour_trading, sub_tag,
sub_value)
brief.hour_trading = hour_trading
else:
tag = BRIEF_FIELD_MAPPINGS[
key] if key in BRIEF_FIELD_MAPPINGS else key
if hasattr(brief, tag):
setattr(brief, tag, value)
self.briefs.append(brief)
def parse_response_content(self, response_content):
response = super(SymbolsResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
self.symbols = [
get_string(symbol) for symbol in data_json['items']
if symbol
]
def parse_response_content(self, response_content):
response = super(FutureExchangeResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
items = []
for item in self.data:
code, name, zone = None, None, None
for key, value in item.items():
if value is None:
continue
if key == 'code':
code = get_string(value)
elif key == 'name':
name = get_string(value)
elif key == 'zoneId':
zone = get_string(value)
items.append([code, name, zone])
self.exchanges = pd.DataFrame(items,
columns=['code', 'name', 'zone'])
def parse_response_content(self, response_content):
response = super(ProfilesResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
account, capability, status = None, None, None
for key, value in item.items():
if value is None:
continue
if key == 'account':
account = get_string(value)
elif key == 'capability':
capability = get_string(value)
elif key == 'status':
status = get_string(value)
profile = AccountProfile(account, capability, status)
self.profiles.append(profile)
def parse_contract(item):
item_values = dict()
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
if key in ('lastBiddingCloseTime', 'firstNoticeDate') and (value == 0 or value == ''):
continue
tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
item_values[tag] = value
return item_values
def parse_response_content(self, response_content):
response = super(PositionsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
contract_fields = {}
position_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = POSITION_FIELD_MAPPINGS[key] if key in POSITION_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
else:
position_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
right = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type,
exchange=exchange, origin_symbol=origin_symbol, local_symbol=local_symbol,
expiry=expiry, strike=strike, right=right, multiplier=multiplier)
account = position_fields.get('account')
quantity = position_fields.get('quantity')
average_cost = position_fields.get('average_cost')
market_price = position_fields.get('market_price')
market_value = position_fields.get('market_value')
realized_pnl = position_fields.get('realized_pnl')
unrealized_pnl = position_fields.get('unrealized_pnl')
position = Position(account, contract, quantity, average_cost=average_cost,
market_price=market_price, market_value=market_value,
realized_pnl=realized_pnl, unrealized_pnl=unrealized_pnl)
self.positions.append(position)
def parse_timeline(item, symbol, pre_close, trading_session):
item_values = {
'symbol': symbol,
'pre_close': pre_close,
'trading_session': trading_session
}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = TIMELINE_FIELD_MAPPINGS[
key] if key in TIMELINE_FIELD_MAPPINGS else key
item_values[tag] = value
return item_values
def parse_response_content(self, response_content):
response = super(FinancialDailyResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
items = list()
for item in self.data:
item_values = dict()
for key, value in item.items():
if isinstance(value, six.string_types):
value = get_string(value)
item_values[key] = value
items.append(item_values)
self.financial_daily = pd.DataFrame(items, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(OptionQuoteBarResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
bar_items = []
for symbol_item in self.data:
identifier = symbol_item.get('identifier')
underlying_symbol = symbol_item.get('symbol')
expiry = symbol_item.get('expiry')
strike = float(symbol_item.get('strike'))
put_call = symbol_item.get('right')
if put_call:
put_call = put_call.upper()
if not identifier:
expiration = pd.Timestamp(
expiry, unit='ms',
tzinfo=eastern).date().strftime("%Y%m%d")
identifier = get_option_identifier(underlying_symbol,
expiration, put_call,
strike)
if 'items' in symbol_item:
for item in symbol_item['items']:
item_values = {
'identifier': identifier,
'symbol': underlying_symbol,
'expiry': expiry,
'put_call': put_call,
'strike': strike
}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = BAR_FIELD_MAPPINGS[
key] if key in BAR_FIELD_MAPPINGS else key
item_values[tag] = value
bar_items.append(
[item_values.get(tag) for tag in COLUMNS])
self.bars = pd.DataFrame(bar_items, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(FinancialReportResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
items = list()
for item in self.data:
item_values = dict()
for key, value in item.items():
if isinstance(value, six.string_types):
value = get_string(value)
item_values[key] = value
items.append(item_values)
self.financial_report = pd.DataFrame(items).rename(
columns=REPORT_FIELD_MAPPINGS)[COLUMNS]
def parse_response_content(self, response_content):
response = super(ContractsResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = self.data if isinstance(self.data, dict) else json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
contract_fields = {}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = CONTRACT_FIELD_MAPPINGS[key] if key in CONTRACT_FIELD_MAPPINGS else key
if tag in CONTRACT_FIELDS:
contract_fields[tag] = value
contract_id = contract_fields.get('contract_id')
symbol = contract_fields.get('symbol')
currency = contract_fields.get('currency')
sec_type = contract_fields.get('sec_type')
exchange = contract_fields.get('exchange')
origin_symbol = contract_fields.get('origin_symbol')
local_symbol = contract_fields.get('local_symbol')
expiry = contract_fields.get('expiry')
strike = contract_fields.get('strike')
put_call = contract_fields.get('right')
multiplier = contract_fields.get('multiplier')
name = contract_fields.get('name')
short_margin = contract_fields.get('short_margin')
short_fee_rate = contract_fields.get('short_fee_rate')
shortable = contract_fields.get('shortable')
long_initial_margin = contract_fields.get('long_initial_margin')
long_maintenance_margin = contract_fields.get('long_maintenance_margin')
contract_month = contract_fields.get('contract_month')
identifier = contract_fields.get('identifier')
contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
strike=strike, put_call=put_call, multiplier=multiplier, name=name,
short_margin=short_margin, short_fee_rate=short_fee_rate, shortable=shortable,
long_initial_margin=long_initial_margin, contract_month=contract_month,
long_maintenance_margin=long_maintenance_margin, identifier=identifier)
self.contracts.append(contract)
def parse_response_content(self, response_content):
response = super(OptionTradeTickResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
tick_items = []
for symbol_item in self.data:
if 'items' in symbol_item and len(symbol_item['items']) > 0:
underlying_symbol = symbol_item.get('symbol')
put_call = symbol_item.get('right').upper()
expiry = symbol_item.get('expiry')
strike = float(symbol_item.get('strike'))
identifier = symbol_item.get('identifier')
if not identifier:
expiration = pd.Timestamp(
expiry, unit='ms',
tzinfo=eastern).date().strftime("%Y%m%d")
identifier = get_option_identifier(
underlying_symbol, expiration, put_call, strike)
for item in symbol_item['items']:
item_values = {
'identifier': identifier,
'symbol': underlying_symbol,
'expiry': expiry,
'put_call': put_call,
'strike': strike
}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
# if 'time' == key:
# value = pd.Timestamp(value, unit='ms', tzinfo=eastern)
item_values[key] = value
tick_items.append(
[item_values.get(tag) for tag in COLUMNS])
self.trade_ticks = pd.DataFrame(tick_items, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(FutureTradeTickResponse, self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data and isinstance(self.data, list):
tick_items = []
for symbol_item in self.data:
identifier = symbol_item.get('contractCode')
if 'items' in symbol_item:
for item in symbol_item['items'][::-1]:
item_values = {'identifier': identifier}
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
item_values[key] = value
tick_items.append([item_values.get(tag) for tag in COLUMNS])
self.trade_ticks = pd.DataFrame(tick_items, columns=COLUMNS)
def parse_response_content(self, response_content):
response = super(QuoteBarResponse,
self).parse_response_content(response_content)
if 'is_success' in response:
self._is_success = response['is_success']
if self.data:
data_json = json.loads(self.data)
if 'items' in data_json:
for item in data_json['items']:
bar = Bar()
for key, value in item.items():
if value is None:
continue
if isinstance(value, six.string_types):
value = get_string(value)
tag = BAR_FIELD_MAPPINGS[
key] if key in BAR_FIELD_MAPPINGS else key
if hasattr(bar, tag):
setattr(bar, tag, value)
self.bars.append(bar)
