Merge branch 'feat_overnight_quote' into 'master'

Feat overnight quote

See merge request server/openapi/openapi-python-sdk!232

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,10 @@
+## 3.3.3 (2025-03-05)
+### New
+- `QuoteClient.get_quote_overnight` 获取夜盘行情
+### Mod
+- Contract 添加属性 `support_overnight_trading`
+
+
 ## 3.3.2 (2025-02-25)
 ### New
 - `QuoteClient.get_trade_rank` 热门交易榜

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '3.3.2'
+__VERSION__ = '3.3.3'

tigeropen/common/consts/__init__.py

@@ -34,9 +34,16 @@ class TradingSession(Enum):
     PreMarket = 'PreMarket'  # 盘前
     Regular = 'Regular'  # 盘中
     AfterHours = 'AfterHours'  # 盘后
-    OverNight = 'OverNight'  # 夜盘
+    OverNight = 'OverNight'
 
 
+@unique
+class TradingSessionType(Enum):
+    PRE_RTH_POST = 'PRE_RTH_POST'
+    OVERNIGHT ='OVERNIGHT' # 夜盘
+    RTH = 'RTH' # 盘中
+    FULL ='FULL' # 全时段
+
 
 @unique
 class SecurityType(Enum):
@@ -239,3 +246,11 @@ class OptionRankingIndicator(Enum):
     Volume = "volume"
     Amount = "amount"
     OpenInt = "openInt"
+
+class AssetQuoteType(Enum):
+    # Includes pre-market, intra-day, and after-hours trading data. For night session, the closing price of the previous after-hours trading is used for calculation.
+    ETH = "ETH"
+    # Only intra-day trading data. For pre-market, after-hours, and night session, the intra-day closing price is used for calculation.
+    RTH = "RTH"
+    # Includes night session trading data. For night session, the night session trading data is used for calculation.
+    OVERNIGHT = "OVERNIGHT"

tigeropen/common/consts/service_types.py

@@ -73,6 +73,7 @@
 KLINE_QUOTA = "kline_quota"  # 历史k线额度
 STOCK_FUNDAMENTAL = "stock_fundamental"
 TRADE_RANK = "trade_rank"
+QUOTE_OVERNIGHT = "quote_overnight"
 
 # 期权行情
 OPTION_EXPIRATION = "option_expiration"

tigeropen/quote/quote_client.py

@@ -24,7 +24,8 @@
     OPTION_KLINE, OPTION_TRADE_TICK, FUTURE_KLINE, FUTURE_TICK, FUTURE_CONTRACT_BY_EXCHANGE_CODE, \
     FUTURE_TRADING_DATE, QUOTE_SHORTABLE_STOCKS, FUTURE_REAL_TIME_QUOTE, \
     FUTURE_CURRENT_CONTRACT, QUOTE_REAL_TIME, QUOTE_STOCK_TRADE, FINANCIAL_DAILY, FINANCIAL_REPORT, CORPORATE_ACTION, \
-    QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL, FUTURE_CONTINUOUS_CONTRACTS
+    QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL, FUTURE_CONTINUOUS_CONTRACTS, \
+    QUOTE_OVERNIGHT
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.request import OpenApiRequest
 from tigeropen.common.util.common_utils import eastern, get_enum_value, date_str_to_timestamp
@@ -83,6 +84,7 @@
 from tigeropen.quote.response.trading_calendar_response import TradingCalendarResponse
 from tigeropen.quote.response.warrant_briefs_response import WarrantBriefsResponse
 from tigeropen.quote.response.warrant_filter_response import WarrantFilterResponse
+from tigeropen.quote.response.quote_overnight_response import QuoteOvernightResponse
 from tigeropen.tiger_open_client import TigerOpenClient
 from tigeropen.tiger_open_config import LANGUAGE
 
@@ -1902,4 +1904,18 @@ def get_trade_rank(self, market, lang=Language.en_US):
             else:
                 raise ApiException(response.code, response.message)
 
+    def get_quote_overnight(self, symbols, lang=Language.en_US):
+        params = MultipleQuoteParams()
+        params.symbols = symbols if isinstance(symbols, list) else [symbols]
+        params.lang = get_enum_value(lang)
+        request = OpenApiRequest(QUOTE_OVERNIGHT, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = QuoteOvernightResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+
 

tigeropen/quote/response/quote_overnight_response.py

@@ -0,0 +1,19 @@
+# -*- coding: utf-8 -*-
+
+import pandas as pd
+
+from tigeropen.common.response import TigerResponse
+from tigeropen.common.util.string_utils import camel_to_underline_obj
+
+
+class QuoteOvernightResponse(TigerResponse):
+    def __init__(self):
+        super(QuoteOvernightResponse, self).__init__()
+        self.result = None
+        
+    def parse_response_content(self, response_content):
+        response = super(QuoteOvernightResponse, self).parse_response_content(response_content)
+        if 'data' in response:
+            data = camel_to_underline_obj(response['data'])
+            self.result = pd.DataFrame(data)
+        return response 

tigeropen/trade/domain/contract.py

@@ -90,6 +90,7 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
         self.discounted_end_at = kwargs.get('discounted_end_at')
         self.categories = kwargs.get('categories')
         self.lot_size = kwargs.get('lot_size')
+        self.support_overnight_trading = kwargs.get('support_overnight_trading')
 
     @property
     def right(self):

tigeropen/trade/request/model.py

@@ -145,6 +145,7 @@ def __init__(self):
         self._expiry = None
         self._strike = None
         self._right = None
+        self._asset_quote_type = None
 
     @property
     def account(self):
@@ -226,6 +227,14 @@ def right(self):
     def right(self, value):
         self._right = value
 
+    @property
+    def asset_quote_type(self):
+        return self._asset_quote_type
+
+    @asset_quote_type.setter
+    def asset_quote_type(self, value):
+        self._asset_quote_type = value
+
     def to_openapi_dict(self):
         params = super().to_openapi_dict()
         if self.account:
@@ -258,6 +267,9 @@ def to_openapi_dict(self):
         if self.right:
             params['right'] = self.right
 
+        if self.asset_quote_type:
+            params['asset_quote_type'] = self.asset_quote_type
+
         return params
 
 

tigeropen/trade/trade_client.py

@@ -192,7 +192,7 @@ def get_derivative_contracts(self, symbol, sec_type, expiry, lang=None):
         return None
 
     def get_positions(self, account=None, sec_type=SecurityType.STK, currency=Currency.ALL, market=Market.ALL,
-                      symbol=None, sub_accounts=None, expiry=None, strike=None, put_call=None):
+                      symbol=None, sub_accounts=None, expiry=None, strike=None, put_call=None, asset_quote_type=None):
         """
         获取持仓数据
         :param account:
@@ -201,6 +201,7 @@ def get_positions(self, account=None, sec_type=SecurityType.STK, currency=Curren
         :param market:
         :param symbol:
         :param sub_accounts:
+        :param asset_quote_type: 资产行情模式
         :return: 由 Position 对象构成的列表. Position 对象有如下属性:
             account: 所属账户
             contract: 合约对象
@@ -225,6 +226,8 @@ def get_positions(self, account=None, sec_type=SecurityType.STK, currency=Curren
             params.strike = strike
         if put_call:
             params.right = put_call
+        if asset_quote_type:
+            params.asset_quote_type = get_enum_value(asset_quote_type)
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(POSITIONS, biz_model=params)
         response_content = self.__fetch_data(request)