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_contracts(self,
symbol,
sec_type=SecurityType.STK,
currency=Currency.USD,
exchange=None):
params = ContractParams()
params.account = self._account
params.symbol = symbol
if sec_type:
params.sec_type = sec_type.value
if currency:
params.currency = currency.value
params.exchange = exchange
request = OpenApiRequest(CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
else:
raise ApiException(response.code, response.message)
return None
def place_order(self, order):
params = PlaceModifyOrderParams()
params.account = order.account
params.contract = order.contract
params.action = order.action
params.order_type = order.order_type
params.order_id = order.order_id
params.quantity = order.quantity
params.limit_price = order.limit_price
params.aux_price = order.aux_price
params.trail_stop_price = order.trail_stop_price
params.trailing_percent = order.trailing_percent
params.percent_offset = order.percent_offset
params.time_in_force = order.time_in_force
params.outside_rth = order.outside_rth
request = OpenApiRequest(PLACE_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_id == order.order_id
else:
raise ApiException(response.code, response.message)
return False
def get_corporate_split(self, symbols, market, begin_date, end_date):
"""
获取公司拆合股数据
:param symbols: 证券代码列表
:param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
:param begin_date: 起始时间. 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_date: 截止时间. 格式同 begin_date
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
action_type: 固定为 "SPLIT"
from_factor: 公司行动前的因子
to_factor: 公司行动后的因子
ratio: 拆合股比例
excute_date: 除权除息日
market: 所属市场
exchange: 所属交易所
"""
params = CorporateActionParams()
params.action_type = CorporateActionType.SPLIT.value
params.symbols = symbols
params.market = market.value
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = CorporateSplitResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.corporate_split
else:
raise ApiException(response.code, response.message)
def get_financial_report(self, symbols, market, fields, period_type):
"""
获取财报数据
:param symbols:
:param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
:param fields: 查询的字段列表. 可选的项为 common.consts 下的 Income, Balance, CashFlow, BalanceSheetRatio,
Growth, Leverage, Profitability 枚举类型. 如 Income.total_revenue
:param period_type: 查询的周期类型. 可选的值为 common.consts.FinancialReportPeriodType 枚举类型
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
currency: 财报使用的币种
field: 查询的字段名称
value: 字段对应的值
period_end_date: 这条记录对应财报的所属自然季度日期
filing_date: 财报的发布日期
"""
params = FinancialReportParams()
params.symbols = symbols
params.market = market.value
params.fields = [
field.value if isinstance(field, enum.Enum) else field
for field in fields
]
params.period_type = period_type.value
request = OpenApiRequest(FINANCIAL_REPORT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FinancialReportResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.financial_report
else:
raise ApiException(response.code, response.message)
def get_current_future_contract(self, future_type, lang=None):
"""
查询指定品种的当前合约
:param future_type: 期货合约对应的交易品种， 如 CL
:param lang:
:return: pandas.DataFrame, 各 column 的含义如下：
contract_code: 合约代码
type: 期货合约对应的交易品种， 如 CL
name: 期货合约的名称
contract_month: 合约交割月份
currency: 交易的货币
first_notice_date: 第一通知日，合约在第一通知日后无法开多仓。已有的多仓会在第一通知日之前（通常为前三个交易日）被强制平仓。
last_bidding_close_time: 竞价截止时间
last_trading_date: 最后交易日
trade: 是否可交易
continuous: 是否为连续合约
"""
params = FutureTypeParams()
params.type = future_type
params.lang = lang.value if lang else self._lang.value
request = OpenApiRequest(FUTURE_CURRENT_CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureContractResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
else:
raise ApiException(response.code, response.message)
return None
def get_future_trade_ticks(self,
identifiers,
begin_index=0,
end_index=30,
limit=1000):
"""
获取期货逐笔成交
:param identifiers: 期货代码列表
:param begin_index: 开始索引
:param end_index: 结束索引
:param limit: 数量限制
:return: pandas.DataFrame, 各 column 含义如下
index: 索引值
time: 成交时间，精确到毫秒的时间戳
price: 成交价格
volume: 成交量
"""
params = FutureQuoteParams()
params.contract_codes = identifiers
params.begin_index = begin_index
params.end_index = end_index
params.limit = limit
request = OpenApiRequest(FUTURE_TICK, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureTradeTickResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.trade_ticks
else:
raise ApiException(response.code, response.message)
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_option_chain(self, symbol, expiry):
"""
获取美股期权链
:param symbol: 股票代码
:param expiry: 过期日(类似2019-01-04或者1546578000000)
:return:
"""
params = MultipleContractParams()
param = SingleContractParams()
param.symbol = symbol
if isinstance(expiry, six.string_types) and re.match('[0-9]{4}\-[0-9]{2}\-[0-9]{2}', expiry):
param.expiry = int(delorean.parse(expiry, timezone=eastern, dayfirst=False).datetime.timestamp() * 1000)
else:
param.expiry = expiry
params.contracts = [param]
request = OpenApiRequest(OPTION_CHAIN, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OptionChainsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.chain
else:
raise ApiException(response.code, response.message)
return None
def get_contract(self, symbol, sec_type=SecurityType.STK, currency=None, exchange=None, expiry=None, strike=None,
right=None):
params = ContractParams()
params.account = self._account
params.symbol = symbol
if sec_type:
params.sec_type = sec_type.value
if currency:
params.currency = currency.value
if expiry:
params.expiry = expiry
if strike:
params.strike = strike
if right:
params.right = right
params.exchange = exchange
request = OpenApiRequest(CONTRACT, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts[0] if len(response.contracts) == 1 else None
else:
raise ApiException(response.code, response.message)
return None
def get_open_orders(self,
account=None,
sec_type=None,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None):
"""
获取待成交订单列表
:param account:
:param sec_type:
:param market:
:param symbol:
:param start_time:
:param end_time:
:return:
"""
params = OrdersParams()
params.account = account if account else self._account
if sec_type:
params.sec_type = sec_type.value
params.market = market.value
params.symbol = symbol
params.start_date = start_time
params.end_date = end_time
request = OpenApiRequest(ACTIVE_ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_market_status(self, market=Market.ALL, lang=None):
"""
获取市场状态
:param market: US 美股，HK 港股， CN A股，ALL 所有
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return: MarketStatus 对象构成的列表. MarketStatus 对象有如下属性：
market: 字符串，市场名称
status: 字符串，当前市场所处的状态
open_time: 带 tzinfo 的 datetime 对象，表示最近的开盘、交易时间
"""
params = MarketParams()
params.market = get_enum_value(market)
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(MARKET_STATE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = MarketStatusResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.markets
else:
raise ApiException(response.code, response.message)
return None
def get_future_contracts(self, exchange, lang=None):
"""
获取交易所下的可交易合约
:param exchange:
:param lang:
:return: pandas.DataFrame, 各 column 含义如下：
contract_code: 合约代码
type: 期货合约对应的交易品种， 如 CL
name: 期货合约的名称
contract_month: 合约交割月份
currency: 交易的货币
first_notice_date: 第一通知日，合约在第一通知日后无法开多仓。已有的多仓会在第一通知日之前（通常为前三个交易日）被强制平仓。
last_bidding_close_time: 竞价截止时间
last_trading_date: 最后交易日
trade: 是否可交易
continuous: 是否为连续合约
"""
params = FutureExchangeParams()
params.exchange_code = exchange
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(FUTURE_CONTRACT_BY_EXCHANGE_CODE,
biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureContractResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
else:
raise ApiException(response.code, response.message)
return None
def get_future_exchanges(self, sec_type=SecurityType.FUT, lang=None):
"""
获取期货交易所列表
:param sec_type: FUT: 期货; FOP: 期货期权
:param lang:
:return: pandas.DataFrame ， 各 column 的含义如下：
code: 交易所代码
name: 交易所名称
zone: 交易所所在时区
"""
params = MarketParams()
params.sec_type = get_enum_value(sec_type)
params.lang = get_enum_value(lang) if lang else get_enum_value(
self._lang)
request = OpenApiRequest(FUTURE_EXCHANGE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureExchangeResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.exchanges
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_option_bars(self, identifiers, begin_time=-1, end_time=4070880000000):
"""
获取K线(DAY)数据
:param identifiers: 期权代码
:param begin_time: 开始时间
:param end_time: 结束时间
:return:
"""
params = MultipleContractParams()
contracts = []
for identifier in identifiers:
symbol, expiry, put_call, strike = extract_option_info(identifier)
if symbol is None or expiry is None or put_call is None or strike is None:
continue
param = SingleOptionQuoteParams()
param.symbol = symbol
param.expiry = int(delorean.parse(expiry, timezone=eastern, dayfirst=False).datetime.timestamp() * 1000)
param.put_call = put_call
param.strike = strike
param.period = BarPeriod.DAY.value
param.begin_time = begin_time
param.end_time = end_time
contracts.append(param)
params.contracts = contracts
request = OpenApiRequest(OPTION_KLINE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OptionQuoteBarResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.bars
else:
raise ApiException(response.code, response.message)
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_option_trade_ticks(self, identifiers):
"""
获取期权逐笔成交
:param identifiers: 期权代码
:return:
"""
params = MultipleContractParams()
contracts = []
for identifier in identifiers:
symbol, expiry, put_call, strike = extract_option_info(identifier)
if symbol is None or expiry is None or put_call is None or strike is None:
continue
param = SingleContractParams()
param.symbol = symbol
param.expiry = int(delorean.parse(expiry, timezone=eastern, dayfirst=False).datetime.timestamp() * 1000)
param.put_call = put_call
param.strike = strike
contracts.append(param)
params.contracts = contracts
request = OpenApiRequest(OPTION_TRADE_TICK, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OptionTradeTickResponse()
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_future_trading_times(self, identifier, trading_date=None):
"""
查询指定期货合约的交易时间
:param identifier: 合约代码
:param trading_date: 指定交易日的时间. 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"
:return: pandas.DataFrame， 各column含义如下：
start: 交易开始时间
end: 交易结束时间
trading: 是否为连续交易
bidding: 是否为竞价交易
zone: 时区
"""
params = FutureTradingTimeParams()
params.contract_code = identifier
params.trading_date = trading_date
request = OpenApiRequest(FUTURE_TRADING_DATE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureTradingTimesResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.trading_times
else:
raise ApiException(response.code, response.message)
return None
def get_future_bars(self, identifiers, period=BarPeriod.DAY, begin_time=-1, end_time=-1, limit=1000):
"""
获取期货K线数据
:param identifiers: 期货代码
: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 limit: 数量限制
:return:
"""
params = FutureQuoteParams()
params.contract_codes = identifiers
if period:
params.period = period.value
params.begin_time = begin_time
params.end_time = end_time
params.limit = limit
request = OpenApiRequest(FUTURE_KLINE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureQuoteBarResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.bars
else:
raise ApiException(response.code, response.message)
def get_future_brief(self, identifiers):
"""
获取期货最新行情
:param identifiers: 期货代码列表
:return: pandas.DataFrame，各 column 含义如下
identifier: 期货代码
ask_price: 卖价
ask_size: 卖量
bid_price: 买价
bid_size: 买量
pre_close: 前收价
latest_price: 最新价
latest_size: 最新成交量
latest_time: 最新价成交时间
volume: 当日累计成交手数
open_interest: 未平仓合约数量
open: 开盘价
high: 最高价
low: 最低价
limit_up: 涨停价
limit_down: 跌停价
"""
params = FutureQuoteParams()
params.contract_codes = identifiers
request = OpenApiRequest(FUTURE_REAL_TIME_QUOTE, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FutureBriefsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.briefs
else:
raise ApiException(response.code, response.message)
def get_corporate_dividend(self, symbols, market, begin_date, end_date):
"""
获取公司派息数据
:param symbols:
:param market:
:param begin_date:
:param end_date:
:return:
"""
params = CorporateActionParams()
params.action_type = CorporateActionType.DIVIDEND.value
params.symbols = symbols
params.market = market.value
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = CorporateDividendResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.corporate_dividend
else:
raise ApiException(response.code, response.message)
def get_financial_daily(self, symbols, market, fields, begin_date,
end_date):
"""
获取日级的财务数据
:param symbols: 证券代码列表
:param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
:param fields: 查询的字段列表, 可选的项为 common.consts.Valuation 枚举类型, 如 Valuation.shares_outstanding
:param begin_date: 开始时间. 如: '2019-01-01'
:param end_date: 结束时间. 格式同 begin_date
:return: pandas.DataFrame, 各 column 的含义如下:
symbol: 证券代码
field: 查询的字段名称
date: 查询的日期
value: 字段对应的值
"""
params = FinancialDailyParams()
params.symbols = symbols
params.market = market.value
params.fields = [
field.value if isinstance(field, enum.Enum) else field
for field in fields
]
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(FINANCIAL_DAILY, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FinancialDailyResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.financial_daily
else:
raise ApiException(response.code, response.message)
def get_financial_daily(self, symbols, market, fields, begin_date, end_date):
"""
获取日级的财务数据
:param symbols:
:param market:
:param fields:
:param begin_date:
:param end_date:
:return:
"""
params = FinancialDailyParams()
params.symbols = symbols
params.market = market.value
params.fields = [field.value if isinstance(field, enum.Enum) else field for field in fields]
params.begin_date = begin_date
params.end_date = end_date
request = OpenApiRequest(FINANCIAL_DAILY, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = FinancialDailyResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.financial_daily
else:
raise ApiException(response.code, response.message)
def get_orders(self,
sec_type=SecurityType.ALL,
market=Market.ALL,
symbol=None,
start_time=None,
end_time=None,
limit=100,
is_brief=False):
params = OrdersParams()
params.account = self._account
params.sec_type = sec_type.value
params.market = market.value
params.symbol = symbol
params.start_data = start_time
params.end_date = end_time
params.limit = limit
params.is_brief = is_brief
request = OpenApiRequest(ORDERS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrdersResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.orders
else:
raise ApiException(response.code, response.message)
return None
def get_timeline(self,
symbol,
include_hour_trading=False,
begin_time=-1,
period=TimelinePeriod.DAY,
lang=None):
"""
获取分时数据
:param symbol: 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 period: 分时 ：day，5日分时： 5day
:param lang: 语言支持: zh_CN,zh_TW,en_US
:return:
"""
params = SingleQuoteParams()
params.symbol = symbol
params.include_hour_trading = include_hour_trading
params.begin_time = begin_time
params.period = period.value
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():
if include_hour_trading:
return response.pre_market, response.regular, response.after_hours
else:
return response.regular
else:
raise ApiException(response.code, response.message)
print(response_content)
def get_positions(self,
sec_type=SecurityType.STK,
currency=Currency.ALL,
market=Market.ALL,
symbol=None,
sub_accounts=None):
params = PositionParams()
params.account = self._account
if sec_type:
params.sec_type = sec_type.value
params.sub_accounts = sub_accounts
if currency:
params.currency = currency.value
if market:
params.market = market.value
params.symbol = symbol
request = OpenApiRequest(POSITIONS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = PositionsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.positions
else:
raise ApiException(response.code, response.message)
return None
def get_trade_ticks(self,
symbol,
begin_index=0,
end_index=30,
limit=30,
lang=None):
"""
获取逐笔成交
:param symbol: 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 = SingleQuoteParams()
params.symbol = symbol
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 modify_order(self, order, quantity=None, limit_price=None, aux_price=None,
trail_stop_price=None, trailing_percent=None, percent_offset=None,
time_in_force=None, outside_rth=None):
params = PlaceModifyOrderParams()
params.account = order.account
params.order_id = order.order_id
params.contract = order.contract
params.action = order.action
params.order_type = order.order_type
params.quantity = quantity if quantity is not None else order.quantity
params.limit_price = limit_price if limit_price is not None else order.limit_price
params.aux_price = aux_price if aux_price is not None else order.aux_price
params.trail_stop_price = trail_stop_price if trail_stop_price is not None else order.trail_stop_price
params.trailing_percent = trailing_percent if trailing_percent is not None else order.trailing_percent
params.percent_offset = percent_offset if percent_offset is not None else order.percent_offset
params.time_in_force = time_in_force if time_in_force is not None else order.time_in_force
params.outside_rth = outside_rth if outside_rth is not None else order.outside_rth
request = OpenApiRequest(MODIFY_ORDER, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = OrderIdResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.order_id == order.order_id
else:
raise ApiException(response.code, response.message)
return False
def get_contracts(self,
symbol,
sec_type=SecurityType.STK,
currency=None,
exchange=None):
"""
批量获取合约
:param symbol:
:param sec_type:
:param currency:
:param exchange:
:return: 合约对象列表, 每个列表项的对象信息同 get_contract 返回
"""
params = ContractParams()
params.account = self._account
params.symbols = symbol if isinstance(symbol, list) else [symbol]
if sec_type:
params.sec_type = sec_type.value
if currency:
params.currency = currency.value
params.exchange = exchange
request = OpenApiRequest(CONTRACTS, biz_model=params)
response_content = self.__fetch_data(request)
if response_content:
response = ContractsResponse()
response.parse_response_content(response_content)
if response.is_success():
return response.contracts
else:
raise ApiException(response.code, response.message)
return None
