Merge branch 'dev' into 'master'

Dev

See merge request server/openapi/openapi-python-sdk!144

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,10 @@
+## 2.2.4 (2022-12-09)
+### new
+- 资金流接口 `QuoteClient.get_capital_flow`
+- 资金分布接口 `QuoteClient.get_capital_distribution`
+- 港股经纪商接口 `QuoteClient.get_stock_broker`
+
+
 ## 2.2.3 (2022-12-07)
 ### new
 - 选股器 `QuoteClient.market_scanner`

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.2.3'
+__VERSION__ = '2.2.4'

tigeropen/common/consts/__init__.py

@@ -107,6 +107,16 @@ class BarPeriod(Enum):
     SIX_HOURS = '6hour'  # 6小时
 
 
+class CapitalPeriod(Enum):
+    INTRADAY = "intraday"
+    DAY = "day"
+    WEEK = "week"
+    MONTH = "month"
+    YEAR = "year"
+    QUARTER = "quarter"
+    HALFAYEAR = "6month"
+
+
 class OrderStatus(Enum):
     PENDING_NEW = 'PendingNew'
     NEW = 'Initial'  # 订单初始状态

tigeropen/common/consts/service_types.py

@@ -55,6 +55,9 @@
 MARKET_SCANNER = "market_scanner"  # 选股器
 GET_QUOTE_PERMISSION = "get_quote_permission"
 TRADING_CALENDAR = "trading_calendar"
+STOCK_BROKER = "stock_broker"  # 港股股票实时经纪队列
+CAPITAL_DISTRIBUTION = "capital_distribution"  # 股票当日资金分布
+CAPITAL_FLOW = "capital_flow"  # 股票资金流向
 
 # 期权行情
 OPTION_EXPIRATION = "option_expiration"

tigeropen/examples/quote_client_demo.py

@@ -10,7 +10,7 @@
 import pandas as pd
 from tigeropen.common.consts import Market, QuoteRight, FinancialReportPeriodType, Valuation, \
     Income, Balance, CashFlow, BalanceSheetRatio, Growth, Leverage, Profitability, IndustryLevel, BarPeriod, \
-    SortDirection
+    SortDirection, CapitalPeriod
 from tigeropen.common.consts.filter_fields import AccumulateField, StockField, FinancialField, MultiTagField, \
     AccumulatePeriod, FinancialPeriod
 from tigeropen.quote.domain.filter import OptionFilter, StockFilter, SortFilterData
@@ -187,7 +187,7 @@ def get_fundamental():
     print(stock_industry)
 
 
-def test_market_scanner(self):
+def test_market_scanner():
     # 股票基本数据过滤(is_no_filter为True时表示不启用该过滤器)
     base_filter1 = StockFilter(StockField.FloatShare, filter_min=1e7, filter_max=1e13, is_no_filter=True)
     base_filter2 = StockFilter(StockField.MarketValue, filter_min=1e8, filter_max=1e14, is_no_filter=False)
@@ -240,6 +240,49 @@ def test_market_scanner(self):
     print(f'scanned symbols:{scanner_result_symbols}')
 
 
+def test_stock_broker():
+    """
+
+    :return:
+    StockBroker({'symbol': '01810',
+        'bid_broker': [
+            LevelBroker({'level': 1, 'price': 11.46, 'broker_count': 5,
+                'broker': [Broker({'id': '5999', 'name': '中国创盈'}), Broker({'id': '4374', 'name': '巴克莱亚洲'}),
+                        Broker({'id': '1438', 'name': 'Susquehanna'}), Broker({'id': '4821', 'name': '华盛'}),
+                         Broker({'id': '6998', 'name': '中国投资'})]})],
+        'ask_broker': [
+            LevelBroker({'level': 1, 'price': 11.48, 'broker_count': 5,
+                'broker': [Broker({'id': '4374', 'name': '巴克莱亚洲'}), Broker({'id': '9056', 'name': '瑞银'}),
+                        Broker({'id': '2027', 'name': '东亚'}), Broker({'id': '4821', 'name': '华盛'}),
+                        Broker({'id': '4374', 'name': '巴克莱亚洲'})]})]})
+    """
+    result = openapi_client.get_stock_broker('01810', limit=5)
+    print(result)
+
+
+def test_capital_flow():
+    """
+               time      timestamp    net_inflow symbol period
+    0    2022-02-24  1645678800000 -5.889058e+08   AAPL    day
+    1    2022-02-25  1645765200000 -1.229127e+08   AAPL    day
+    2    2022-02-28  1646024400000  1.763644e+08   AAPL    day
+    """
+    result = openapi_client.get_capital_flow('AAPL', market=Market.US, period=CapitalPeriod.INTRADAY)
+    print(result)
+
+
+def test_capital_distribution():
+    """
+
+    :return:
+    CapitalDistribution({'symbol': 'JD', 'net_inflow': -14178801.76, 'in_all': 157357147.5,
+    'in_big': 25577130.842900004, 'in_mid': 13664116.789999994, 'in_small': 118115899.86410056,
+    'out_all': 171535949.25, 'out_big': 22642951.677099995, 'out_mid': 12733553.691200001,
+    'out_small': 136159443.88620025})
+    """
+    result = openapi_client.get_capital_distribution('JD', market=Market.US)
+    print(result)
+
 
 if __name__ == '__main__':
     with pd.option_context('display.max_rows', None, 'display.max_columns', None):

tigeropen/quote/domain/capital_distribution.py

@@ -0,0 +1,19 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2022/12/9
+# @Author  : sukai
+class CapitalDistribution:
+    def __init__(self):
+        self.symbol = None
+        self.net_inflow = None
+        self.in_all = None
+        self.in_big = None
+        self.in_mid = None
+        self.in_small = None
+        self.out_all = None
+        self.out_big = None
+        self.out_mid = None
+        self.out_small = None
+
+    def __repr__(self):
+        return "CapitalDistribution(%s)" % self.__dict__

tigeropen/quote/domain/stock_broker.py

@@ -0,0 +1,33 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2022/12/9
+# @Author  : sukai
+
+class Broker:
+    def __init__(self):
+        self.id = None
+        self.name = None
+
+    def __repr__(self):
+        return "Broker(%s)" % self.__dict__
+
+
+class LevelBroker:
+    def __init__(self):
+        self.level = None
+        self.price = None
+        self.broker_count = None
+        self.broker = None
+
+    def __repr__(self):
+        return "LevelBroker(%s)" % self.__dict__
+
+
+class StockBroker:
+    def __init__(self):
+        self.symbol = None
+        self.bid_broker = None
+        self.ask_broker = None
+
+    def __repr__(self):
+        return "StockBroker(%s)" % self.__dict__

tigeropen/quote/quote_client.py

@@ -15,7 +15,8 @@
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, CorporateActionType, IndustryLevel
 from tigeropen.common.consts.filter_fields import FieldBelongType
 from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY, GET_QUOTE_PERMISSION, \
-    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, TRADING_CALENDAR, FUTURE_CONTRACTS, MARKET_SCANNER
+    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, TRADING_CALENDAR, FUTURE_CONTRACTS, MARKET_SCANNER, \
+    STOCK_BROKER, CAPITAL_FLOW, CAPITAL_DISTRIBUTION
 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, \
@@ -38,7 +39,10 @@
 from tigeropen.quote.domain.filter import OptionFilter
 from tigeropen.quote.request.model import MarketParams, MultipleQuoteParams, MultipleContractParams, \
     FutureQuoteParams, FutureExchangeParams, FutureContractParams, FutureTradingTimeParams, SingleContractParams, \
-    SingleOptionQuoteParams, DepthQuoteParams, OptionChainParams, TradingCalendarParams, MarketScannerParams
+    SingleOptionQuoteParams, DepthQuoteParams, OptionChainParams, TradingCalendarParams, MarketScannerParams, \
+    StockBrokerParams, CapitalParams
+from tigeropen.quote.response.capital_distribution_response import CapitalDistributionResponse
+from tigeropen.quote.response.capital_flow_response import CapitalFlowResponse
 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
@@ -61,6 +65,7 @@
 from tigeropen.quote.response.quote_timeline_response import QuoteTimelineResponse
 from tigeropen.quote.response.market_scanner_response import MarketScannerResponse
 from tigeropen.quote.response.stock_briefs_response import StockBriefsResponse
+from tigeropen.quote.response.stock_broker_response import StockBrokerResponse
 from tigeropen.quote.response.stock_details_response import StockDetailsResponse
 from tigeropen.quote.response.stock_short_interest_response import ShortInterestResponse
 from tigeropen.quote.response.stock_trade_meta_response import TradeMetaResponse
@@ -1409,7 +1414,6 @@ def grab_quote_permission(self):
                 return response.permissions
             else:
                 raise ApiException(response.code, response.message)
-        return False
 
     def get_quote_permission(self):
         """
@@ -1429,7 +1433,6 @@ def get_quote_permission(self):
                 return response.permissions
             else:
                 raise ApiException(response.code, response.message)
-        return False
 
     def get_trading_calendar(self, market, begin_date=None, end_date=None):
         """
@@ -1453,4 +1456,91 @@ def get_trading_calendar(self, market, begin_date=None, end_date=None):
                 return response.calendar
             else:
                 raise ApiException(response.code, response.message)
-        return False
+
+    def get_stock_broker(self, symbol, limit=40, lang=None):
+        """Get stock broker information
+        :param symbol:
+        :param limit: The maximum number of items returned. Default value is 40.
+        :param lang: tigeropen.common.consts.Language
+        return: tigeropen.quote.domain.stock_broker.StockBroker
+        example:
+        StockBroker({'symbol': '01810',
+            'bid_broker': [
+                LevelBroker({'level': 1, 'price': 11.46, 'broker_count': 5,
+                    'broker': [Broker({'id': '5999', 'name': '中国创盈'}), Broker({'id': '4374', 'name': '巴克莱亚洲'}),
+                            Broker({'id': '1438', 'name': 'Susquehanna'}), Broker({'id': '4821', 'name': '华盛'}),
+                             Broker({'id': '6998', 'name': '中国投资'})]})],
+            'ask_broker': [
+                LevelBroker({'level': 1, 'price': 11.48, 'broker_count': 5,
+                    'broker': [Broker({'id': '4374', 'name': '巴克莱亚洲'}), Broker({'id': '9056', 'name': '瑞银'}),
+                            Broker({'id': '2027', 'name': '东亚'}), Broker({'id': '4821', 'name': '华盛'}),
+                            Broker({'id': '4374', 'name': '巴克莱亚洲'})]})]})
+        """
+        params = StockBrokerParams()
+        params.symbol = symbol
+        params.limit = limit
+        params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+        request = OpenApiRequest(STOCK_BROKER, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = StockBrokerResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+
+    def get_capital_flow(self, symbol, market, period, begin_time=-1, end_time=-1, limit=200, lang=None):
+        """Get capital net inflow Data, including different time periods, such as daily, weekly, monthly, etc.
+        :param symbol: 股票代号
+        :param market: tigeropen.common.consts.Market
+        :param period: period, possible values are: intraday, day, week, month, year, quarter, 6month
+        :param begin_time: 开始时间. 若是时间戳需要精确到毫秒, 为13位整数;
+                                    或是日期时间格式的字符串, 如 "2019-01-01" 或 "2019-01-01 12:00:00"
+        :param end_time: 结束时间. 格式同 begin_time
+        :param limit: 数量限制
+        :param lang: 语言支持: zh_CN,zh_TW,en_US
+        :return pandas.DataFrame, example:
+                   time      timestamp    net_inflow symbol period
+        0    2022-02-24  1645678800000 -5.889058e+08   AAPL    day
+        1    2022-02-25  1645765200000 -1.229127e+08   AAPL    day
+        2    2022-02-28  1646024400000  1.763644e+08   AAPL    day
+        """
+        params = CapitalParams()
+        params.symbol = symbol
+        params.market = get_enum_value(market)
+        params.period = get_enum_value(period)
+        params.begin_time = begin_time
+        params.end_time = end_time
+        params.limit = limit
+        params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+        request = OpenApiRequest(CAPITAL_FLOW, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = CapitalFlowResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+
+    def get_capital_distribution(self, symbol, market, lang=None):
+        """Get capital distribution.
+        :param symbol: 股票代号
+        :param market: tigeropen.common.consts.Market
+        :param lang: 语言支持: zh_CN,zh_TW,en_US
+        return: tigeropen.quote.domain.capital_distribution.CapitalDistribution
+        """
+        params = CapitalParams()
+        params.symbol = symbol
+        params.market = get_enum_value(market)
+        params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+        request = OpenApiRequest(CAPITAL_DISTRIBUTION, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = CapitalDistributionResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)