position query asset_quote_type

Author: tigersk

tigeropen/common/consts/__init__.py

@@ -246,3 +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/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)