Merge branch 'feature_analytics_asset' into 'dev'

Feature analytics asset

See merge request server/openapi/openapi-python-sdk!120

Author: tigersk

tigeropen/common/consts/__init__.py

@@ -49,6 +49,12 @@ class SecurityType(Enum):
     CASH = 'CASH'  # 外汇
 
 
+@unique
+class SegmentType(Enum):
+    SEC = 'SEC'
+    FUT = 'FUT'
+
+
 @unique
 class Currency(Enum):
     """Enum for currency """

tigeropen/common/consts/service_types.py

@@ -23,6 +23,7 @@
 INACTIVE_ORDERS = "inactive_orders"  # 已撤销订单
 FILLED_ORDERS = "filled_orders"  # 已成交订单
 ORDER_TRANSACTIONS = "order_transactions"  # 订单成交记录
+ANALYTICS_ASSET = "analytics_asset"
 
 """
 合约

tigeropen/examples/trade_client_demo.py

@@ -63,6 +63,9 @@ def get_account_apis():
     # 综合/模拟账户获取资产
     openapi_client.get_prime_assets()
 
+    # get asset history
+    openapi_client.get_analytics_asset(start_date='2021-12-01', end_date='2021-12-07')
+
 
 def trade_apis():
     account = client_config.account

tigeropen/trade/request/model.py

@@ -895,3 +895,107 @@ def to_openapi_dict(self):
             params['id'] = self.id
 
         return params
+
+
+class AnalyticsAssetParams(BaseParams):
+    def __init__(self):
+        super().__init__()
+        self._account = None
+        self._sub_account = None
+        self._secret_key = None
+        self._seg_type = None
+        self._currency = None
+        self._sub_accounts = None
+        self._start_date = None
+        self._end_date = None
+
+    @property
+    def account(self):
+        return self._account
+
+    @account.setter
+    def account(self, value):
+        self._account = value
+
+    @property
+    def sub_account(self):
+        return self._sub_account
+
+    @sub_account.setter
+    def sub_account(self, value):
+        self._sub_account = value
+
+    @property
+    def secret_key(self):
+        return self._secret_key
+
+    @secret_key.setter
+    def secret_key(self, value):
+        self._secret_key = value
+
+    @property
+    def seg_type(self):
+        return self._seg_type
+
+    @seg_type.setter
+    def seg_type(self, value):
+        self._seg_type = value
+
+    @property
+    def currency(self):
+        return self._currency
+
+    @currency.setter
+    def currency(self, value):
+        self._currency = value
+
+    @property
+    def sub_accounts(self):
+        return self._sub_accounts
+
+    @sub_accounts.setter
+    def sub_accounts(self, value):
+        self._sub_accounts = value
+
+    @property
+    def start_date(self):
+        return self._start_date
+
+    @start_date.setter
+    def start_date(self, value):
+        self._start_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.account:
+            params['account'] = self.account
+
+        if self.sub_account:
+            params['sub_account'] = self.sub_account
+
+        if self.secret_key:
+            params['secret_key'] = self.secret_key
+
+        if self.seg_type:
+            params['seg_type'] = self.seg_type
+
+        if self.currency:
+            params['currency'] = self.currency
+
+        if self.sub_accounts:
+            params['sub_accounts'] = self.sub_accounts
+
+        if self.start_date:
+            params['start_date'] = self.start_date
+
+        if self.end_date:
+            params['end_date'] = self.end_date
+        return params

tigeropen/trade/response/analytics_asset_response.py

@@ -0,0 +1,30 @@
+# -*- coding: utf-8 -*-
+# 
+# @Date    : 2022/7/8
+# @Author  : sukai
+import json
+from datetime import datetime
+
+from tigeropen.common.response import TigerResponse
+from tigeropen.common.util.string_utils import camel_to_underline_obj
+
+
+class AnalyticsAssetResponse(TigerResponse):
+    def __init__(self):
+        super().__init__()
+        self.result = None
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super().parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data:
+            result = camel_to_underline_obj(self.data)
+            history = result.get('history')
+            if history:
+                for item in history:
+                    item['dt'] = datetime.fromtimestamp(item['date'] // 1000).strftime('%Y-%m-%d')
+            result['history'] = history
+            self.result = result

tigeropen/trade/trade_client.py

@@ -9,15 +9,16 @@
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, Market, Currency
 from tigeropen.common.consts.service_types import CONTRACTS, ACCOUNTS, POSITIONS, ASSETS, ORDERS, ORDER_NO, \
     CANCEL_ORDER, MODIFY_ORDER, PLACE_ORDER, ACTIVE_ORDERS, INACTIVE_ORDERS, FILLED_ORDERS, CONTRACT, PREVIEW_ORDER, \
-    PRIME_ASSETS, ORDER_TRANSACTIONS, QUOTE_CONTRACT
+    PRIME_ASSETS, ORDER_TRANSACTIONS, QUOTE_CONTRACT, ANALYTICS_ASSET
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.util.common_utils import get_enum_value
 from tigeropen.common.request import OpenApiRequest
 from tigeropen.tiger_open_client import TigerOpenClient
 from tigeropen.trade.domain.order import Order
 from tigeropen.trade.request.model import ContractParams, AccountsParams, AssetParams, PositionParams, OrdersParams, \
-    OrderParams, PlaceModifyOrderParams, CancelOrderParams, TransactionsParams
+    OrderParams, PlaceModifyOrderParams, CancelOrderParams, TransactionsParams, AnalyticsAssetParams
 from tigeropen.trade.response.account_profile_response import ProfilesResponse
+from tigeropen.trade.response.analytics_asset_response import AnalyticsAssetResponse
 from tigeropen.trade.response.assets_response import AssetsResponse
 from tigeropen.trade.response.contracts_response import ContractsResponse
 from tigeropen.trade.response.order_id_response import OrderIdResponse
@@ -662,6 +663,37 @@ def get_transactions(self, account=None, order_id=None, symbol=None, sec_type=No
                 raise ApiException(response.code, response.message)
         return None
 
+    def get_analytics_asset(self, account=None, start_date=None, end_date=None, seg_type=None, currency=None,
+                            sub_account=None):
+        """
+        get analytics of history asset
+        :param account:
+        :param start_date:
+        :param end_date:
+        :param seg_type: tigeropen.common.consts.SegmentType, like SegmentType.SEC
+        :param currency: tigeropen.common.consts.Currency, like Currency.USD
+        :param sub_account: sub account of institution account
+        :return:
+        """
+        params = AnalyticsAssetParams()
+        params.account = account if account else self._account
+        params.secret_key = self._secret_key
+        params.seg_type = get_enum_value(seg_type)
+        params.start_date = start_date
+        params.end_date = end_date
+        params.currency = get_enum_value(currency)
+        params.sub_account = sub_account
+        request = OpenApiRequest(ANALYTICS_ASSET, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = AnalyticsAssetResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+        return None
+
     def __fetch_data(self, request):
         try:
             response = super(TradeClient, self).execute(request)