trading calendar api

Author: tigersk

tigeropen/common/consts/service_types.py

@@ -50,6 +50,7 @@
 QUOTE_DEPTH = "quote_depth"  # level2 深度行情
 GRAB_QUOTE_PERMISSION = "grab_quote_permission"  # 抢占行情
 GET_QUOTE_PERMISSION = "get_quote_permission"
+TRADING_CALENDAR = "trading_calendar"
 
 # 期权行情
 OPTION_EXPIRATION = "option_expiration"

tigeropen/examples/quote_client_demo.py

@@ -62,6 +62,10 @@ def get_quote():
     delay_brief = openapi_client.get_stock_delay_briefs(['AAPL', 'GOOG'])
     print(delay_brief)
 
+    # 获取市场交易日历
+    calendar = openapi_client.get_trading_calendar(Market.US, begin_date='2022-07-01', end_date='2022-09-02')
+    print(calendar)
+
 
 def test_gat_bars_by_page():
     bars = openapi_client.get_bars_by_page(['AAPL'], period=BarPeriod.DAY,

tigeropen/quote/quote_client.py

@@ -14,7 +14,7 @@
 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, QUOTE_DELAY, GET_QUOTE_PERMISSION, \
-    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE
+    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, TRADING_CALENDAR
 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, \
@@ -37,7 +37,7 @@
 from tigeropen.quote.domain.filter import OptionFilter
 from tigeropen.quote.request.model import MarketParams, MultipleQuoteParams, MultipleContractParams, \
     FutureQuoteParams, FutureExchangeParams, FutureContractParams, FutureTradingTimeParams, SingleContractParams, \
-    SingleOptionQuoteParams, DepthQuoteParams, OptionChainParams
+    SingleOptionQuoteParams, DepthQuoteParams, OptionChainParams, TradingCalendarParams
 from tigeropen.quote.response.future_briefs_response import FutureBriefsResponse
 from tigeropen.quote.response.future_contract_response import FutureContractResponse
 from tigeropen.quote.response.future_exchange_response import FutureExchangeResponse
@@ -64,6 +64,7 @@
 from tigeropen.quote.response.stock_trade_meta_response import TradeMetaResponse
 from tigeropen.quote.response.symbol_names_response import SymbolNamesResponse
 from tigeropen.quote.response.symbols_response import SymbolsResponse
+from tigeropen.quote.response.trading_calendar_response import TradingCalendarResponse
 from tigeropen.tiger_open_client import TigerOpenClient
 
 
@@ -1340,3 +1341,26 @@ def get_quote_permission(self):
             else:
                 raise ApiException(response.code, response.message)
         return False
+
+    def get_trading_calendar(self, market, begin_date=None, end_date=None):
+        """
+        get trading calendar
+        :param market:  common.consts.Market, like Market.US
+        :param begin_date:
+        :param end_date:
+        :return:
+        """
+        params = TradingCalendarParams()
+        params.market = get_enum_value(market)
+        params.begin_date = begin_date
+        params.end_date = end_date
+        request = OpenApiRequest(TRADING_CALENDAR, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = TradingCalendarResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.calendar
+            else:
+                raise ApiException(response.code, response.message)
+        return False

tigeropen/quote/request/model.py

@@ -789,3 +789,48 @@ def to_openapi_dict(self):
         if self.option_filter:
             params['option_filter'] = self.option_filter.to_dict()
         return params
+
+
+class TradingCalendarParams(BaseParams):
+    def __init__(self):
+        super().__init__()
+        self._market = None
+        self._begin_date = None
+        self._end_date = None
+
+    @property
+    def market(self):
+        return self._market
+
+    @market.setter
+    def market(self, value):
+        self._market = value
+
+    @property
+    def begin_date(self):
+        return self._begin_date
+
+    @begin_date.setter
+    def begin_date(self, value):
+        self._begin_date = value
+
+    @property
+    def end_date(self):
+        return self._end_date
+
+    @end_date.setter
+    def end_date(self, value):
+        self._end_date = value
+
+    def to_openapi_dict(self):
+        params = dict()
+        if self.market:
+            params['market'] = self.market
+
+        if self.begin_date:
+            params['begin_date'] = self.begin_date
+
+        if self.end_date:
+            params['end_date'] = self.end_date
+
+        return params

tigeropen/quote/response/quote_grab_permission_response.py

@@ -2,7 +2,6 @@
 # 
 # @Date    : 2021-04-16
 # @Author  : sukai
-import json
 from tigeropen.common.response import TigerResponse
 from tigeropen.common.util import string_utils
 

tigeropen/quote/response/trading_calendar_response.py

@@ -0,0 +1,21 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2021-04-16
+# @Author  : sukai
+from tigeropen.common.response import TigerResponse
+from tigeropen.common.util import string_utils
+
+
+class TradingCalendarResponse(TigerResponse):
+    def __init__(self):
+        super(TradingCalendarResponse, self).__init__()
+        self.calendar = None
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(TradingCalendarResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data:
+            self.calendar = string_utils.camel_to_underline_obj(self.data)