Merge branch 'dev' into feature_industry

Author: tigersk

tigeropen/common/util/contract_utils.py

@@ -5,6 +5,8 @@
 @author: gaoan
 """
 import re
+
+from tigeropen.common.consts import SecurityType
 from tigeropen.trade.domain.contract import Contract
 
 
@@ -13,7 +15,8 @@ def stock_contract(symbol, currency, local_symbol=None, exchange=None, contract_
                     contract_id=contract_id)
 
 
-def option_contract_by_symbol(symbol, expiry, strike, put_call, currency, multiplier=100, local_symbol=None, contract_id=None):
+def option_contract_by_symbol(symbol, expiry, strike, put_call, currency, multiplier=100, local_symbol=None,
+                              contract_id=None):
     return Contract(symbol, currency, sec_type='OPT', expiry=expiry, strike=strike, put_call=put_call,
                     multiplier=multiplier, local_symbol=local_symbol, contract_id=contract_id)
 
@@ -26,7 +29,8 @@ def option_contract(identifier, multiplier=100, currency='USD'):
                     multiplier=multiplier)
 
 
-def future_contract(symbol, currency, expiry=None, exchange=None, contract_month=None, multiplier=None, local_symbol=None):
+def future_contract(symbol, currency, expiry=None, exchange=None, contract_month=None, multiplier=None,
+                    local_symbol=None):
     return Contract(symbol, currency, sec_type='FUT', expiry=expiry, exchange=exchange, contract_month=contract_month,
                     multiplier=multiplier, local_symbol=local_symbol)
 
@@ -41,14 +45,28 @@ def cash_contract(symbol, currency, local_symbol=None):
     return Contract(symbol, currency, sec_type='CASH', local_symbol=local_symbol)
 
 
+def war_contract_by_symbol(symbol, expiry, strike, put_call, local_symbol, multiplier=100, currency='HKD',
+                           contract_id=None):
+    """港股窝轮"""
+    return Contract(symbol, currency=currency, sec_type=SecurityType.WAR.value, expiry=expiry, strike=strike,
+                    put_call=put_call, local_symbol=local_symbol, multiplier=multiplier, contract_id=contract_id)
+
+
+def iopt_contract_by_symbol(symbol, expiry, strike, put_call, local_symbol, multiplier=100, currency='HKD',
+                            contract_id=None):
+    """港股牛熊证"""
+    return Contract(symbol, currency=currency, sec_type=SecurityType.IOPT.value, expiry=expiry, strike=strike,
+                    put_call=put_call, local_symbol=local_symbol, multiplier=multiplier, contract_id=contract_id)
+
+
 def extract_option_info(identifier):
     """
     从期权中提取 symbol, expiry 等信息
     :param identifier:
     :return:
     """
     if identifier:
-        tokens = re.findall(r'(\w+)\s*(\d{6})(C|P)(\d+)', identifier, re.M)
+        tokens = re.findall(r'(\w+)\s*(\d{6})([CP])(\d+)', identifier, re.M)
         if len(tokens) == 1:
             underlying_symbol, expiry, put_call, strike = tokens[0]
             expiry = '20' + expiry

tigeropen/examples/client_config.py

@@ -18,7 +18,9 @@ def get_client_config():
     client_config = TigerOpenClientConfig(sandbox_debug=is_sandbox)
     client_config.private_key = read_private_key('your private key file path')
     client_config.tiger_id = 'your tiger id'
-    client_config.account = 'your account'  # 环球账户
+    client_config.account = 'your account'  # 环球账户.
+    # 只使用一个账户时，不论是环球账户, 标准账户或是模拟账户, 都填在 client_config.account 下, 默认只会使用这里的账户.
+    # standard_account 属性和 paper_account 属性只是为多账户时取用方便, 一般可忽略
     client_config.standard_account = None  # 标准账户
     client_config.paper_account = None  # 模拟账户
     client_config.language = Language.en_US

tigeropen/examples/trade_client_demo.py

@@ -7,6 +7,7 @@
 import logging
 import traceback
 
+from tigeropen.common.consts import Currency, SecurityType
 from tigeropen.trade.domain.order import OrderStatus
 from tigeropen.trade.request.model import AccountsParams
 from tigeropen.common.response import TigerResponse
@@ -68,15 +69,22 @@ def trade_apis():
     account = client_config.account
     openapi_client = TradeClient(client_config, logger=logger)
 
-    # stock
+    # 通过请求获取合约
     contract = openapi_client.get_contracts('AAPL')[0]
-    # 或者本地构造合约对象
-    # contract = stock_contract(symbol='AAPL', currency='USD')
+    # contract = openapi_client.get_contract('AAPL', SecurityType.STK, currency=Currency.USD)
 
-    # option
+    # 本地构造合约
+    # stock 股票
+    # contract = stock_contract(symbol='AAPL', currency='USD')
+    # option 期权
     # contract = option_contract(identifier='AAPL  190118P00160000')
-    # future
+    # contract = option_contract_by_symbol('AAPL', '20200110', strike=280.0, put_call='PUT', currency='USD')
+    # future 期货
     # contract = future_contract('CHF', 'USD', '20190617', multiplier=125000, exchange='GLOBEX')
+    # war 港股窝轮
+    # contract = war_contract_by_symbol('02318', '20200326', 107.08, 'CALL', local_symbol='12616', currency='HKD')
+    # iopt 港股牛熊证
+    # contract = iopt_contract_by_symbol('02318', '20200420', 87.4, 'CALL', local_symbol='63379', currency='HKD')
 
     order = openapi_client.create_order(account, contract, 'BUY', 'LMT', 100, limit_price=5.0)
     # 或者本地构造订单对象

tigeropen/quote/domain/market_status.py

@@ -7,10 +7,11 @@
 
 
 class MarketStatus(object):
-    def __init__(self, market, status, open_time):
+    def __init__(self, market, status, open_time, trading_status):
         self.market = market
         self.status = status
         self.open_time = open_time
+        self.trading_status = trading_status
 
     def __repr__(self):
         """

tigeropen/quote/response/market_status_response.py

@@ -26,7 +26,7 @@ def parse_response_content(self, response_content):
 
         if self.data and isinstance(self.data, list):
             for item in self.data:
-                market, status, open_time = None, None, None
+                market, status, open_time, trading_status = None, None, None, None
                 for key, value in item.items():
                     if value is None:
                         continue
@@ -38,12 +38,15 @@ def parse_response_content(self, response_content):
                         if value.endswith(' EDT') or value.endswith(' EST'):
                             value = value[0:len(value) - 4]
                         open_time = dateparser.parse(value)
+                    elif key == 'status':
+                        trading_status = get_string(value)
+
                 if open_time and market:
                     if market == 'US':
                         open_time = eastern.localize(open_time)
                     elif market == 'HK':
                         open_time = hongkong.localize(open_time)
                     elif market == 'CN':
                         open_time = china.localize(open_time)
-                market_status = MarketStatus(market, status, open_time)
+                market_status = MarketStatus(market, status, open_time, trading_status)
                 self.markets.append(market_status)