Python TqApi.query_options示例

#!/usr/bin/env python
#  -*- coding: utf-8 -*-
__author__ = 'ringo'

from tqsdk import TqApi, TqAuth

api = TqApi(auth=TqAuth("信易账户", "账户密码"))

ls = api.query_options("SHFE.au2012")
print(ls)  # 标的为 "SHFE.au2012" 的所有期权

ls = api.query_options("SHFE.au2012", option_class="PUT")
print(ls)  # 标的为 "SHFE.au2012" 的看跌期权

ls = api.query_options("SHFE.au2012", option_class="PUT", expired=False)
print(ls)  # 标的为 "SHFE.au2012" 的看跌期权, 未下市的

ls = api.query_options("SHFE.au2012", strike_price=340)
print(ls)  # 标的为 "SHFE.au2012" 、行权价为 340 的期权

ls = api.query_options("SSE.510300", exchange_id="CFFEX")
print(ls)  # 中金所沪深300股指期权

ls = api.query_options("SSE.510300", exchange_id="SSE")
print(ls)  # 上交所沪深300etf期权

ls = api.query_options("SSE.510300", exchange_id="SSE", exercise_year=2020, exercise_month=12)
print(ls)  # 上交所沪深300etf期权, 限制条件 2020 年 12 月份行权

api.close()

示例#2

显示文件

文件： o60.py 项目： shinnytech/tqsdk-python

from tqsdk import TqApi, TqAuth
from tqsdk.ta import VOLATILITY_CURVE

api = TqApi(auth=TqAuth("信易账户", "账户密码"))

# 获取 m2112 的看跌期权
underlying = "DCE.m2101"
options = api.query_options(underlying_symbol=underlying,
                            option_class="PUT",
                            expired=False)

# 批量获取合约的行情信息, 存储结构必须为 dict, key 为合约, value 为行情数据
quote = {}
for symbol in options:
    quote[symbol] = api.get_quote(symbol)
options.append(underlying)

klines = api.get_kline_serial(options, 24 * 60 * 60, 20)

# 使用 VOLATILITY_CURVE 函数计算波动率曲面
vc = VOLATILITY_CURVE(klines, quote, underlying, r=0.025)

print(vc)

api.close()