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
def test_remote_data_service_inst_info():
ds = RemoteDataService()
ds.init_from_config()
sec = '000001.SZ'
res = ds.query_inst_info(
sec, fields='status,selllot,buylot,pricetick,multiplier,product')
assert res.at[sec, 'multiplier'] == 1
assert abs(res.at[sec, 'pricetick'] - 0.01) < 1e-2
assert res.at[sec, '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)
class InstManager(object):
def __init__(self, inst_type="", symbol="", data_api=None):
if data_api is None:
self.data_api = RemoteDataService()
else:
self.data_api = data_api
self.inst_map = {}
self.load_instruments(inst_type=inst_type, symbol=symbol)
def load_instruments(self, inst_type="", symbol=""):
fields = [
'symbol', 'inst_type', 'market', 'status', 'multiplier',
'list_date', 'delist_date'
]
res = self.data_api.query_inst_info(symbol=symbol,
fields=','.join(fields),
inst_type=inst_type)
res = res.reset_index()
dic_of_dic = res.to_dict(orient='index')
res = {
v['symbol']: {
v_key: v_value
for v_key, v_value in v.viewitems() if v_key in fields
}
for _, v in dic_of_dic.viewitems()
}
for k, v in res.viewitems():
inst = Instrument()
inst.__dict__.update(v)
self.inst_map[k] = inst
print
def get_instrument(self, code):
return self.inst_map.get(code, None)