Merge branch 'feature_delay_brief' into 'dev'

Feature delay brief

See merge request server/openapi/openapi-python-sdk!82

Author: zhanggoo9527

CHANGELOG.md

@@ -0,0 +1,78 @@
+## 2.0.3
+### New
+- 期权链查询接口支持过滤 QuoteClient.get_option_chain 
+- 新增延迟行情接口 QuoteClient.get_stock_delay_briefs
+
+## 2.0.2 (2021-11-01)
+### Changed
+-  移除 client_config 中不常用的属性
+-  长链接订阅优化
+
+## 2.0.1 (2021-09-18)
+### Breaking
+-  移除 python2 的兼容
+
+## 1.4.0 (2021-06-28)
+### New
+-  新增深度行情查询及订阅
+-  新增行情权限抢占接口
+
+## 1.2.0 (2020-04-02)
+### New
+-  新增行业接口
+
+## 1.1.10 (2020-01-19)
+### New
+-  新增公司行动日历数据
+-  新增附加订单（仅环球账户）
+
+## 1.1.9 (2019-10-28)
+### Fixed
+-  修复 1.1.8 的安装问题
+
+## 1.1.8 (2019-10-27)
+### New
+-  持仓、订单相关接口中增加identifier，做为相关标的的唯一识别符。
+-  期权增增加 underlying asset 的历史波动率
+
+## 1.1.7 (2019-08-02)
+### New
+-  期货行情的推送价格默认处理为小数
+-  订单与持仓推送中增加 symbol 字段（请注意标准账户与环球账户的差异）
+-  账户资产（asset）推送中新增 segment ，表示推送的账户类型。
+-  股票合约中增加保证金交易相关数据
+-  example 中增加了一个示例策略
+-  新增一个生成 client_config 的方法
+
+
+## 1.1.6 (2019-07-12)
+### New
+-  支持按照 account 订阅持仓、订单、资产信息
+
+## 1.1.5 (2019-06-27)
+### New
+-  get_contracts 支持批量获取合约
+-  PushClient 中的行情支持按照成交与报价分类订阅
+-  PushClient 修复盘前成交推送的bug
+-  PushClient 中的时间戳改为按需推送，不再需要单独订阅
+-  重新梳理了get_assets接口，股票与期货交易使用更加清晰
+### Documentation
+-  SDK 中补全了文档，方便在IDE中快速查看
+
+
+## 1.1.4 (2019-06-06)
+### New
+-  创建订单不再需要联网请求合约数据和申请订单号， 减少为 place_order 一个请求
+-  获取订单列表，订单列表支持一次查询股票和期货订单
+-  行情订阅的 focus_key 订阅逻辑修复， 支持订阅指定字段的推送
+-  get_order 支持按照 id 查询订单
+-  get_trade_ticks 返回多只股票
+-  新增公司行动数据 API， 含分红以及拆合股数据
+-  添加基本面 API，含日级别的估值数据以及财报级别的三大报表及衍生因子
+-  增加已成交、待撤销和已撤销的订单列表
+-  push_client 中新增加分钟分时的推送
+-  push_client 中的订单状态改为 OrderStatus 对象
+-  push_client 中增加心跳，减少链接断开的可能
+-  期货增加 3min、45min 等周期行情的查询， 修复期货 1min 周期的查询
+### Fixed
+-  修复 get_orders 的 sec_type 无效的问题

tigeropen/common/consts/service_types.py

@@ -40,6 +40,7 @@
 KLINE = "kline"
 TRADE_TICK = "trade_tick"
 QUOTE_REAL_TIME = "quote_real_time"
+QUOTE_DELAY = "quote_delay"
 QUOTE_SHORTABLE_STOCKS = "quote_shortable_stocks"
 QUOTE_STOCK_TRADE = "quote_stock_trade"
 QUOTE_DEPTH = "quote_depth"  # level2 深度行情

tigeropen/examples/quote_client_demo.py

@@ -51,6 +51,10 @@ def get_quote():
     stock_details = openapi_client.get_stock_details(['AAPL', '03690'])
     print(stock_details)
 
+    # 获取延迟行情
+    delay_brief = openapi_client.get_stock_delay_briefs(['AAPL', 'GOOG'])
+    print(delay_brief)
+
 
 def get_option_quote():
     symbol = 'AAPL'

tigeropen/quote/quote_client.py

@@ -12,7 +12,7 @@
 
 from tigeropen.common.consts import Market, Language, QuoteRight, BarPeriod, OPEN_API_SERVICE_VERSION_V3
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, CorporateActionType, IndustryLevel
-from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION
+from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY
 from tigeropen.common.consts.service_types import MARKET_STATE, ALL_SYMBOLS, ALL_SYMBOL_NAMES, BRIEF, \
     TIMELINE, KLINE, TRADE_TICK, OPTION_EXPIRATION, OPTION_CHAIN, FUTURE_EXCHANGE, OPTION_BRIEF, \
     OPTION_KLINE, OPTION_TRADE_TICK, FUTURE_KLINE, FUTURE_TICK, FUTURE_CONTRACT_BY_EXCHANGE_CODE, \
@@ -50,6 +50,7 @@
 from tigeropen.quote.response.option_quote_ticks_response import OptionTradeTickResponse
 from tigeropen.quote.response.quote_bar_response import QuoteBarResponse
 from tigeropen.quote.response.quote_brief_response import QuoteBriefResponse
+from tigeropen.quote.response.quote_delay_briefs_response import DelayBriefsResponse
 from tigeropen.quote.response.quote_depth_response import DepthQuoteResponse
 from tigeropen.quote.response.quote_grab_permission_response import QuoteGrabPermissionResponse
 from tigeropen.quote.response.quote_ticks_response import TradeTickResponse
@@ -247,6 +248,38 @@ def get_stock_briefs(self, symbols, lang=None):
 
         return None
 
+    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 = lang.value if lang else self._lang.value
+
+        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_stock_details(self, symbols, lang=None):
         """
         获取股票详情

tigeropen/quote/response/quote_delay_briefs_response.py

@@ -0,0 +1,28 @@
+# -*- coding: utf-8 -*-
+"""
+Created on 2021/11/11
+
+@author: sukai
+"""
+
+import pandas as pd
+
+from tigeropen.common.response import TigerResponse
+
+from tigeropen.common.util import string_utils
+
+
+class DelayBriefsResponse(TigerResponse):
+    def __init__(self):
+        super(DelayBriefsResponse, self).__init__()
+        self.briefs = None
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(DelayBriefsResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+        if self.data and isinstance(self.data, list):
+            df = pd.DataFrame(self.data)
+            field_mapping = {item: string_utils.camel_to_underline(item) for item in df.columns}
+            self.briefs = df.rename(columns=field_mapping)