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_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