Contract add fields

Author: tigersk

tigeropen/trade/domain/contract.py

@@ -11,14 +11,17 @@ class Contract(object):
     def __init__(self, symbol, currency, contract_id=None, sec_type=None, exchange=None, origin_symbol=None,
                  local_symbol=None, expiry=None, strike=None, put_call=None, multiplier=None, name=None,
                  short_margin=None, short_fee_rate=None, shortable=None, long_initial_margin=None,
-                 long_maintenance_margin=None, contract_month=None, identifier=None):
+                 long_maintenance_margin=None, contract_month=None, identifier=None, primary_exchange=None,
+                 market=None, min_tick=None, trading_class=None, status=None, continuous=None, trade=None,
+                 last_trading_date=None, first_notice_date=None, last_bidding_close_time=None):
         self.contract_id = contract_id
         self.symbol = symbol
         self.currency = currency
         self.sec_type = sec_type
         self.exchange = exchange
         self.origin_symbol = origin_symbol
         self.local_symbol = local_symbol
+        # 到期日
         self.expiry = expiry
         # 行权价
         self.strike = strike
@@ -42,6 +45,26 @@ def __init__(self, symbol, currency, contract_id=None, sec_type=None, exchange=N
         self.contract_month = contract_month
         # 合约标识符
         self.identifier = identifier
+        # 股票上市交易所
+        self.primary_exchange = primary_exchange
+        # 市场
+        self.market = market
+        # 最小报价单位
+        self.min_tick = min_tick
+        # 合约的交易级别名称
+        self.trading_class = trading_class
+        # 状态
+        self.status = status
+        # 期货专有，是否连续合约
+        self.continuous = continuous
+        # 期货专有，是否可交易
+        self.trade = trade
+        # 期货专有，最后交易日
+        self.last_trading_date = last_trading_date
+        # 期货专有，第一通知日，合约在第一通知日后无法开多仓. 已有的多仓会在第一通知日之前（通常为前三个交易日）被强制平仓
+        self.first_notice_date = first_notice_date
+        # 期货专有，竞价截止时间
+        self.last_bidding_close_time = last_bidding_close_time
 
     def __repr__(self):
         identifier = self.identifier if self.identifier else self.symbol

tigeropen/trade/response/__init__.py

@@ -7,5 +7,7 @@
 
 CONTRACT_FIELDS = set(['symbol', 'market', 'multiplier', 'sec_type', 'currency', 'local_symbol', 'origin_symbol',
                        'expiry', 'strike', 'right', 'contract_id', 'exchange', 'name', 'short_margin', 'short_fee_rate',
-                       'shortable', 'long_initial_margin', 'long_maintenance_margin', 'contract_month', 'identifier'])
+                       'shortable', 'long_initial_margin', 'long_maintenance_margin', 'contract_month', 'identifier',
+                       'primary_exchange', 'min_tick', 'trading_class', 'status', 'continuous', 'trade',
+                       'last_trading_date', 'first_notice_date', 'last_bidding_close_time'])
 

tigeropen/trade/response/contracts_response.py

@@ -12,10 +12,13 @@
 from tigeropen.trade.response import CONTRACT_FIELDS
 
 CONTRACT_FIELD_MAPPINGS = {'secType': 'sec_type', 'localSymbol': 'local_symbol', 'originSymbol': 'origin_symbol',
-                           'conid': 'contract_id', 'contractId': 'contract_id', 'lastTradingDate': 'expiry',
+                           'conid': 'contract_id', 'contractId': 'contract_id',
                            'shortMargin': 'short_margin', 'shortFeeRate': 'short_fee_rate',
                            'longInitialMargin': 'long_initial_margin', 'contractMonth': 'contract_month',
-                           'longMaintenanceMargin': 'long_maintenance_margin'}
+                           'longMaintenanceMargin': 'long_maintenance_margin', 'primaryExchange': 'primary_exchange',
+                           'tradingClass': 'trading_class', 'lastTradingDate': 'last_trading_date',
+                           'minTick': 'min_tick', 'firstNoticeDate': 'first_notice_date',
+                           'lastBiddingCloseTime': 'last_bidding_close_time'}
 
 
 class ContractsResponse(TigerResponse):
@@ -62,10 +65,24 @@ def parse_response_content(self, response_content):
                     long_maintenance_margin = contract_fields.get('long_maintenance_margin')
                     contract_month = contract_fields.get('contract_month')
                     identifier = contract_fields.get('identifier')
+                    primary_exchange = contract_fields.get('primary_exchange')
+                    market = contract_fields.get('market')
+                    min_tick = contract_fields.get('min_tick')
+                    trading_class = contract_fields.get('trading_class')
+                    status = contract_fields.get('status')
+                    continuous = contract_fields.get('continuous')
+                    trade = contract_fields.get('trade')
+                    last_trading_date = contract_fields.get('last_trading_date')
+                    first_notice_date = contract_fields.get('first_notice_date')
+                    last_bidding_close_time = contract_fields.get('last_bidding_close_time')
                     contract = Contract(symbol, currency, contract_id=contract_id, sec_type=sec_type, exchange=exchange,
                                         origin_symbol=origin_symbol, local_symbol=local_symbol, expiry=expiry,
                                         strike=strike, put_call=put_call, multiplier=multiplier, name=name,
                                         short_margin=short_margin, short_fee_rate=short_fee_rate, shortable=shortable,
                                         long_initial_margin=long_initial_margin, contract_month=contract_month,
-                                        long_maintenance_margin=long_maintenance_margin, identifier=identifier)
+                                        long_maintenance_margin=long_maintenance_margin, identifier=identifier,
+                                        primary_exchange=primary_exchange, market=market, min_tick=min_tick,
+                                        trading_class=trading_class, status=status, continuous=continuous, trade=trade,
+                                        last_trading_date=last_trading_date, first_notice_date=first_notice_date,
+                                        last_bidding_close_time=last_bidding_close_time)
                     self.contracts.append(contract)

tigeropen/trade/trade_client.py

@@ -68,9 +68,9 @@ def get_contracts(self, symbol, sec_type=SecurityType.STK, currency=None, exchan
         """
         批量获取合约
         :param symbol:
-        :param sec_type:
-        :param currency:
-        :param exchange:
+        :param sec_type: 合约类型 tigeropen.common.consts.SecurityType
+        :param currency: 币种 tigeropen.common.consts.Currency
+        :param exchange: 交易所
         :return: 合约对象列表, 每个列表项的对象信息同 get_contract 返回
         """
         params = ContractParams()
@@ -100,12 +100,12 @@ def get_contract(self, symbol, sec_type=SecurityType.STK, currency=None, exchang
         """
         获取合约
         :param symbol:
-        :param sec_type:
-        :param currency:
-        :param exchange:
-        :param expiry:
-        :param strike:
-        :param right:
+        :param sec_type: 合约类型 tigeropen.common.consts.SecurityType
+        :param currency: 币种 tigeropen.common.consts.Currency
+        :param exchange: 交易所
+        :param expiry: 合约到期日(期货/期权) yyyyMMdd
+        :param strike: 行权价(期权)
+        :param right: CALL/PUT
         :return: Contract 对象. 有如下属性:
             symbol: 合约 symbol
             identifier: 合约唯一标识