Merge branch 'dev' into 'master'

Dev

See merge request server/openapi/openapi-python-sdk!134

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,12 @@
+## 2.1.9 (2022-10-12)
+### New
+- 支持多牌照配置, 分牌照请求不同域名. 可通过 client_config.license 指定牌照
+### Modify
+- `Contract` 新增属性 `short_initial_margin`, `short_maintenance_margin`, 新增方法 `to_str()` 可打印全部属性
+- `QuoteClient.get_financial_report` 增加参数 `begin_date`, `end_date`
+- `QuoteClient.get_trade_ticks` 兼容 1.0 版本接口
+
+
 ## 2.1.8 (2022-08-26)
 ### Modify
 - `TradeClient.get_orders` 新增参数 `seg_type`， 可指定交易品种(证券SEC/期货FUT/全部ALL)  

setup.py

@@ -34,5 +34,6 @@
         'Programming Language :: Python :: 3.7',
         'Programming Language :: Python :: 3.8',
         'Programming Language :: Python :: 3.9',
+        'Programming Language :: Python :: 3.10',
     ],
 )

tests/test_client_config.py

@@ -0,0 +1,55 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2022/10/8
+# @Author  : sukai
+import unittest
+from unittest.mock import MagicMock
+
+from tigeropen.common.consts import License
+from tigeropen.tiger_open_config import TigerOpenClientConfig, GATEWAY_SUFFIX
+
+
+class TestClientConfig(unittest.TestCase):
+
+    def test_refresh_server_info(self):
+        domain_map = {
+            'socket_port': 9883,
+            'port': 9887,
+            'TBSG-QUOTE': 'https://openapi.tigerfintech.com/sgp-quote',
+            'TBNZ-QUOTE': 'https://openapi.tigerfintech.com/hkg-quote',
+            'TBSG-PAPER': 'https://openapi-sandbox.tigerfintech.com/sgp',
+            'TBNZ-PAPER': 'https://openapi-sandbox.tigerfintech.com/hkg',
+            'TBSG': 'https://openapi.tigerfintech.com/sgp',
+            'TBNZ': 'https://openapi.tigerfintech.com/hkg',
+            'COMMON': 'https://openapi.tigerfintech.com',
+        }
+        config = TigerOpenClientConfig()
+        config.query_domains = MagicMock(name='query_domains', return_value=domain_map)
+        config.domain_conf = config.query_domains()
+
+        self.assertEqual('https://openapi.tigerfintech.com' + GATEWAY_SUFFIX, config.server_url)
+        self.assertEqual(('ssl', 'openapi.tigerfintech.com', 9883), config.socket_host_port)
+
+        config.license = License.TBNZ
+        config.refresh_server_info()
+        self.assertEqual('https://openapi.tigerfintech.com/hkg' + GATEWAY_SUFFIX, config.server_url)
+        self.assertEqual('https://openapi.tigerfintech.com/hkg-quote' + GATEWAY_SUFFIX, config.quote_server_url)
+
+        config.license = 'TBSG'
+        config.refresh_server_info()
+        self.assertEqual('https://openapi.tigerfintech.com/sgp' + GATEWAY_SUFFIX, config.server_url)
+        self.assertEqual('https://openapi.tigerfintech.com/sgp-quote' + GATEWAY_SUFFIX, config.quote_server_url)
+
+        config.is_paper = True
+        config.license = 'TBNZ'
+        config.refresh_server_info()
+        self.assertEqual('https://openapi-sandbox.tigerfintech.com/hkg' + GATEWAY_SUFFIX, config.server_url)
+        self.assertEqual('https://openapi.tigerfintech.com/hkg-quote' + GATEWAY_SUFFIX, config.quote_server_url)
+
+        config = TigerOpenClientConfig(enable_dynamic_domain=False)
+        config.query_domains = MagicMock(name='query_domains', return_value=domain_map)
+        config.domain_conf = config.query_domains()
+        config.license = 'TBNZ'
+        config.refresh_server_info()
+        self.assertEqual('https://openapi.tigerfintech.com' + GATEWAY_SUFFIX, config.server_url)
+        self.assertEqual(('ssl', 'openapi.tigerfintech.com', 9883), config.socket_host_port)

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.1.8'
+__VERSION__ = '2.1.9'

tigeropen/common/consts/__init__.py

@@ -169,3 +169,17 @@ class OrderType(Enum):
     STP = 'STP'  # 止损单
     STP_LMT = 'STP_LMT'  # 止损限价单
     TRAIL = 'TRAIL'  # 跟踪止损单
+
+
+@unique
+class License(Enum):
+    TBNZ = 'TBNZ'
+    TBSG = 'TBSG'
+
+
+@unique
+class ServiceType(Enum):
+    COMMON = 'COMMON'
+    TRADE = 'TRADE'
+    QUOTE = 'QUOTE'
+

tigeropen/common/consts/service_types.py

@@ -25,6 +25,8 @@
 ORDER_TRANSACTIONS = "order_transactions"  # 订单成交记录
 ANALYTICS_ASSET = "analytics_asset"
 
+USER_LICENSE = "user_license"
+
 """
 合约
 """

tigeropen/common/util/account_util.py

@@ -0,0 +1,17 @@
+import re
+
+PAPER_ACCOUNT_DIGIT_LEN = 17
+
+
+class AccountUtil:
+
+    @staticmethod
+    def is_paper_account(account):
+        try:
+            if account:
+                account = str(account)
+                return account.isdigit() and len(account) >= PAPER_ACCOUNT_DIGIT_LEN
+        except:
+            pass
+        return False
+

tigeropen/fundamental/request/model.py

@@ -91,6 +91,8 @@ def __init__(self):
         self._market = None
         self._fields = None
         self._period_type = None
+        self._begin_date = None
+        self._end_date = None
 
     @property
     def symbols(self):
@@ -124,6 +126,22 @@ def period_type(self):
     def period_type(self, value):
         self._period_type = 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 = super().to_openapi_dict()
 
@@ -139,6 +157,12 @@ def to_openapi_dict(self):
         if self.period_type:
             params['period_type'] = self.period_type
 
+        if self.begin_date:
+            params['begin_date'] = self.begin_date
+
+        if self.end_date:
+            params['end_date'] = self.end_date
+
         return params
 
 

tigeropen/quote/quote_client.py

@@ -76,7 +76,9 @@ def __init__(self, client_config, logger=None, is_grab_permission=True):
         super(QuoteClient, self).__init__(client_config, logger=self.logger)
         self._lang = LANGUAGE
         self._timezone = eastern
+        self._url = None
         if client_config:
+            self._url = client_config.quote_server_url
             self._lang = client_config.language
             if client_config.timezone:
                 self._timezone = client_config.timezone
@@ -87,7 +89,7 @@ def __init__(self, client_config, logger=None, is_grab_permission=True):
 
     def __fetch_data(self, request):
         try:
-            response = super(QuoteClient, self).execute(request)
+            response = super(QuoteClient, self).execute(request, url=self._url)
             return response
         except Exception as e:
             if hasattr(THREAD_LOCAL, 'logger') and THREAD_LOCAL.logger:
@@ -480,7 +482,8 @@ def get_bars_by_page(self, symbol, period=BarPeriod.DAY, begin_time=-1, end_time
             time.sleep(time_interval)
         return pd.concat(result).sort_values('time').reset_index(drop=True)
 
-    def get_trade_ticks(self, symbols, trade_session=None, begin_index=None, end_index=None, limit=None, lang=None):
+    def get_trade_ticks(self, symbols, trade_session=None, begin_index=None, end_index=None, limit=None, lang=None,
+                        **kwargs):
         """
         获取逐笔成交
         :param symbols: 股票代号列表
@@ -497,12 +500,16 @@ def get_trade_ticks(self, symbols, trade_session=None, begin_index=None, end_ind
             direction: 价格变动方向，"-"表示向下变动， "+" 表示向上变动
         """
         params = MultipleQuoteParams()
-        params.symbols = symbols
+        params.symbols = [symbols] if isinstance(symbols, str) else symbols
+        # compatible with version 1.0
+        params.symbol = symbols if isinstance(symbols, str) else symbols[0]
         params.trade_session = get_enum_value(trade_session)
         params.begin_index = begin_index
         params.end_index = end_index
         params.limit = limit
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+        if 'version' in kwargs:
+            params.version = kwargs.get('version')
 
         request = OpenApiRequest(TRADE_TICK, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1232,14 +1239,16 @@ def get_financial_daily(self, symbols, market, fields, begin_date, end_date):
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_financial_report(self, symbols, market, fields, period_type):
+    def get_financial_report(self, symbols, market, fields, period_type, begin_date=None, end_date=None):
         """
         获取财报数据
         :param symbols:
         :param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
         :param fields: 查询的字段列表. 可选的项为 common.consts 下的 Income, Balance, CashFlow, BalanceSheetRatio,
                         Growth, Leverage, Profitability 枚举类型. 如 Income.total_revenue
         :param period_type: 查询的周期类型. 可选的值为 common.consts.FinancialReportPeriodType 枚举类型
+        :param begin_date: specify range begin of period_end_date
+        :param end_date: specify range end of period_end_date
         :return: pandas.DataFrame, 各 column 的含义如下:
             symbol: 证券代码
             currency: 财报使用的币种
@@ -1254,6 +1263,8 @@ def get_financial_report(self, symbols, market, fields, period_type):
         params.fields = [get_enum_value(field) for field in fields]
         params.period_type = get_enum_value(period_type)
         params.lang = get_enum_value(self._lang)
+        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
+        params.end_date = date_str_to_timestamp(end_date, self._timezone)
         request = OpenApiRequest(FINANCIAL_REPORT, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:

tigeropen/quote/request/model.py

@@ -210,6 +210,7 @@ class MultipleQuoteParams(MarketParams):
     def __init__(self):
         super(MultipleQuoteParams, self).__init__()
         self._symbols = None
+        self._symbol = None
         self._include_hour_trading = None
         self._include_ask_bid = None
         self._right = None
@@ -231,6 +232,14 @@ def symbols(self):
     def symbols(self, value):
         self._symbols = value
 
+    @property
+    def symbol(self):
+        return self._symbol
+
+    @symbol.setter
+    def symbol(self, value):
+        self._symbol = value
+
     @property
     def include_hour_trading(self):
         return self._include_hour_trading
@@ -333,6 +342,9 @@ def to_openapi_dict(self):
         if self.symbols:
             params['symbols'] = self.symbols
 
+        if self.symbol:
+            params['symbol'] = self.symbol
+
         if self.include_hour_trading is not None:
             params['include_hour_trading'] = self.include_hour_trading