f"|{' ':68}|\n"
f"+{'-' * 68}+\n\n")
tq_account = input('天勤量化账号: ')
tq_password = input('天勤量化密码: ')
try:
api = TqApi(auth=TqAuth(tq_account, tq_password))
except Exception as err:
print(err, '\n')
input(f"{'连接失败, 按任意键程序将退出, 请检查后重试'}")
raise SystemExit()
quotes = []
labels = []
product = input("\n请输入品种代码(例rb/hc): ").lower()
try:
available_contracts = sorted(
api.query_quotes(ins_class="FUTURE", product_id=product,
expired=False))
m_contract = api.query_cont_quotes(product_id=product)[0]
except IndexError:
available_contracts = sorted(
api.query_quotes(ins_class="FUTURE",
product_id=product.upper(),
expired=False))
m_contract = api.query_cont_quotes(product_id=product.upper())[0]
m_contract_index = available_contracts.index(m_contract)
def batch_get_quote(contracts_list):
for code_full in contracts_list:
quotes.append(api.get_quote(code_full))
labels.append(code_full.split(".")[1])
if product == 'rb' or product == 'hc':
logger.setLevel(logging.INFO)
rsp = requests.get(
url="https://openmd.shinnytech.com/t/md/symbols/latest.json",
timeout=30)
old_symbols = {
k: v
for k, v in rsp.json().items()
if v["expired"] is False and v["exchange_id"] in EXCHANGE_LIST
}
api = TqApi(auth=AUTH,
_md_url="wss://api.shinnytech.com/t/nfmd/front/mobile")
new_symbols_list = []
for ex in EXCHANGE_LIST:
symbols = api.query_quotes(exchange_id=ex, expired=False)
new_symbols_list.extend(symbols)
assert len(new_symbols_list) == len(old_symbols)
print("已知问题：")
print("* expire_datetime 为 null")
print(
"* margin commission 部分合约不一致, 组合没有 volume_multiple, 指数、主连符合预期，SPOT 没有 expired product_short_name，"
)
print(
"* 新版合约服务中已经删去的字段",
["ins_id", "ins_name", "sort_key", "delivery_year", "delivery_month"])
print("* 旧版合约服务里行情相关的数据不需要关心",
["settlement_price", "open_interest", "last_price", "pre_volume"])
