Merge branch 'dev' into 'master'

Dev-master

See merge request server/openapi/openapi-python-sdk!127

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,8 @@
+## 2.1.6 (2022-08-11)
+### Modify
+- 支持全局时区配置， 可通过 ClientConfig.timezone 设置时区
+
+
 ## 2.1.5 (2022-08-01) 
 ### Modify
 - 交易相关接口支持全局语言配置, 可通过 ClientConfig.language 改变默认语言

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.1.5'
+__VERSION__ = '2.1.6'

tigeropen/common/util/common_utils.py

@@ -6,6 +6,7 @@
 """
 from enum import Enum
 
+import delorean
 import pytz
 
 eastern = pytz.timezone('US/Eastern')
@@ -16,7 +17,7 @@
 def has_value(m, key):
     if not m:
         return False
-    if not (key in m):
+    if key not in m:
         return False
     if not m[key]:
         return False
@@ -27,3 +28,18 @@ def get_enum_value(e, enum_type=None):
     if enum_type is None:
         return e.value if isinstance(e, Enum) else e
     return e.value if isinstance(e, enum_type) else e
+
+
+def date_str_to_timestamp(dt, timezone):
+    """
+    :param dt: date str. like "2019-01-01" or "2019-01-01 12:00:00"
+    :param timezone: pytz timezone
+    :return: timestamp in milliseconds
+    """
+    try:
+        if isinstance(dt, str) and timezone:
+            return int(delorean.parse(dt, timezone=timezone, dayfirst=False).datetime.timestamp() * 1000)
+    except Exception:
+        pass
+    return dt
+

tigeropen/examples/client_config.py

@@ -21,4 +21,5 @@ def get_client_config():
     client_config.account = 'your account'
     client_config.secret_key = None  # 机构交易员专有密钥 (机构用户需要填写, 个人开发者无需填写)
     client_config.language = Language.en_US
+    # client_config.timezone = 'US/Eastern' # 设置全局时区
     return client_config

tigeropen/quote/quote_client.py

@@ -8,10 +8,9 @@
 import re
 import time
 
-import delorean
 import pandas as pd
 
-from tigeropen.common.consts import Market, Language, QuoteRight, BarPeriod, OPEN_API_SERVICE_VERSION_V3
+from tigeropen.common.consts import Market, QuoteRight, BarPeriod, OPEN_API_SERVICE_VERSION_V3
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, CorporateActionType, IndustryLevel
 from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY, GET_QUOTE_PERMISSION, \
     HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, TRADING_CALENDAR
@@ -23,7 +22,7 @@
     QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.request import OpenApiRequest
-from tigeropen.common.util.common_utils import eastern, get_enum_value
+from tigeropen.common.util.common_utils import eastern, get_enum_value, date_str_to_timestamp
 from tigeropen.common.util.contract_utils import extract_option_info
 from tigeropen.fundamental.request.model import FinancialDailyParams, FinancialReportParams, CorporateActionParams, \
     IndustryParams
@@ -75,10 +74,12 @@ def __init__(self, client_config, logger=None, is_grab_permission=True):
         if not logger:
             logger = logging.getLogger('tiger_openapi')
         super(QuoteClient, self).__init__(client_config, logger=logger)
+        self._lang = LANGUAGE
+        self._timezone = eastern
         if client_config:
             self._lang = client_config.language
-        else:
-            self._lang = LANGUAGE
+            if client_config.timezone:
+                self._timezone = client_config.timezone
         self.permissions = None
         if is_grab_permission and self.permissions is None:
             self.permissions = self.grab_quote_permission()
@@ -646,7 +647,7 @@ def get_option_chain(self, symbol, expiry, option_filter=None, **kwargs):
         param = SingleContractParams()
         param.symbol = symbol
         if isinstance(expiry, str) and re.match('[0-9]{4}-[0-9]{2}-[0-9]{2}', expiry):
-            param.expiry = int(delorean.parse(expiry, timezone=eastern, dayfirst=False).datetime.timestamp() * 1000)
+            param.expiry = date_str_to_timestamp(expiry, self._timezone)
         else:
             param.expiry = expiry
         params.contracts = [param]
@@ -699,7 +700,7 @@ def get_option_briefs(self, identifiers):
                 continue
             param = SingleContractParams()
             param.symbol = symbol
-            param.expiry = int(delorean.parse(expiry, timezone=eastern, dayfirst=False).datetime.timestamp() * 1000)
+            param.expiry = date_str_to_timestamp(expiry, self._timezone)
             param.put_call = put_call
             param.strike = strike
             contracts.append(param)
@@ -743,12 +744,12 @@ def get_option_bars(self, identifiers, begin_time=-1, end_time=4070880000000):
                 continue
             param = SingleOptionQuoteParams()
             param.symbol = symbol
-            param.expiry = int(delorean.parse(expiry, timezone=eastern, dayfirst=False).datetime.timestamp() * 1000)
+            param.expiry = date_str_to_timestamp(expiry, self._timezone)
             param.put_call = put_call
             param.strike = strike
             param.period = BarPeriod.DAY.value
-            param.begin_time = begin_time
-            param.end_time = end_time
+            param.begin_time = date_str_to_timestamp(begin_time, self._timezone)
+            param.end_time = date_str_to_timestamp(end_time, self._timezone)
             contracts.append(param)
         params.contracts = contracts
         request = OpenApiRequest(OPTION_KLINE, biz_model=params)
@@ -782,7 +783,7 @@ def get_option_trade_ticks(self, identifiers):
                 continue
             param = SingleContractParams()
             param.symbol = symbol
-            param.expiry = int(delorean.parse(expiry, timezone=eastern, dayfirst=False).datetime.timestamp() * 1000)
+            param.expiry = date_str_to_timestamp(expiry, timezone=self._timezone)
             param.put_call = put_call
             param.strike = strike
             contracts.append(param)
@@ -965,7 +966,7 @@ def get_future_bars(self, identifiers, period=BarPeriod.DAY, begin_time=-1, end_
         params = FutureQuoteParams()
         params.contract_codes = identifiers if isinstance(identifiers, list) else [identifiers]
         params.period = get_enum_value(period)
-        params.begin_time = begin_time
+        params.begin_time = date_str_to_timestamp(begin_time, self._timezone)
         params.end_time = end_time
         params.limit = limit
         params.page_token = page_token if len(params.contract_codes) == 1 else None
@@ -1099,8 +1100,8 @@ def get_corporate_split(self, symbols, market, begin_date, end_date):
         params.action_type = CorporateActionType.SPLIT.value
         params.symbols = symbols
         params.market = get_enum_value(market)
-        params.begin_date = begin_date
-        params.end_date = end_date
+        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
+        params.end_date = date_str_to_timestamp(end_date, self._timezone)
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1136,8 +1137,8 @@ def get_corporate_dividend(self, symbols, market, begin_date, end_date):
         params.action_type = CorporateActionType.DIVIDEND.value
         params.symbols = symbols
         params.market = get_enum_value(market)
-        params.begin_date = begin_date
-        params.end_date = end_date
+        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
+        params.end_date = date_str_to_timestamp(end_date, self._timezone)
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1160,8 +1161,8 @@ def get_corporate_earnings_calendar(self, market, begin_date, end_date):
         params = CorporateActionParams()
         params.action_type = CorporateActionType.EARNINGS_CALENDAR.value
         params.market = get_enum_value(market)
-        params.begin_date = begin_date
-        params.end_date = end_date
+        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
+        params.end_date = date_str_to_timestamp(end_date, self._timezone)
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1191,8 +1192,8 @@ def get_financial_daily(self, symbols, market, fields, begin_date, end_date):
         params.symbols = symbols
         params.market = get_enum_value(market)
         params.fields = [get_enum_value(field) for field in fields]
-        params.begin_date = begin_date
-        params.end_date = end_date
+        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
+        params.end_date = date_str_to_timestamp(end_date, self._timezone)
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(FINANCIAL_DAILY, biz_model=params)
         response_content = self.__fetch_data(request)

tigeropen/tiger_open_config.py

@@ -5,7 +5,7 @@
 @author: gaoan
 """
 import json
-
+from pytz import timezone
 from tigeropen.common.consts import Language
 from tigeropen.common.util.signature_utils import read_private_key
 from tigeropen.common.util.web_utils import do_get
@@ -59,7 +59,8 @@ def __init__(self, sandbox_debug=False, enable_dynamic_domain=True):
         self._charset = CHARSET
         # 语言
         self._language = LANGUAGE
-        # 以下为可选参数
+        # timezone
+        self._timezone = None
         # 请求读取超时，单位秒，默认15s
         self._timeout = TIMEOUT
         self._sandbox_debug = sandbox_debug
@@ -147,6 +148,16 @@ def language(self):
     def language(self, value):
         self._language = value
 
+    @property
+    def timezone(self):
+        return self._timezone
+
+    @timezone.setter
+    def timezone(self, value):
+        if isinstance(value, str):
+            value = timezone(value)
+        self._timezone = value
+
     @property
     def timeout(self):
         return self._timeout
@@ -201,7 +212,7 @@ def refresh_domains(self):
 
 def get_client_config(private_key_path, tiger_id, account, sandbox_debug=False, sign_type=None, timeout=None,
                       language=None, charset=None, server_url=None, socket_host_port=None, secret_key=None,
-                      enable_dynamic_domain=True):
+                      enable_dynamic_domain=True, timezone=None):
     """
     生成客户端配置
     :param private_key_path: 私钥文件路径, 如 '/Users/tiger/.ssh/rsa_private_key.pem'
@@ -216,6 +227,7 @@ def get_client_config(private_key_path, tiger_id, account, sandbox_debug=False,
     :param socket_host_port: 推送长连接的域名端口, 值为协议, 域名, 端口构成的三元组
     :param secret_key: 机构交易员专有密钥 (个人开发者无需指定)
     :param enable_dynamic_domain: 是否初始化时拉取服务域名
+    :param timezone:
     :return:
     """
     config = TigerOpenClientConfig(sandbox_debug=sandbox_debug, enable_dynamic_domain=enable_dynamic_domain)
@@ -228,6 +240,8 @@ def get_client_config(private_key_path, tiger_id, account, sandbox_debug=False,
         config.timeout = timeout
     if language:
         config.language = language
+    if timezone:
+        config.timezone = timezone
     if charset:
         config.charset = charset
     if server_url:

tigeropen/trade/trade_client.py

@@ -11,7 +11,7 @@
     CANCEL_ORDER, MODIFY_ORDER, PLACE_ORDER, ACTIVE_ORDERS, INACTIVE_ORDERS, FILLED_ORDERS, CONTRACT, PREVIEW_ORDER, \
     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.util.common_utils import get_enum_value, date_str_to_timestamp
 from tigeropen.common.request import OpenApiRequest
 from tigeropen.tiger_open_client import TigerOpenClient
 from tigeropen.tiger_open_config import LANGUAGE
@@ -39,10 +39,12 @@ def __init__(self, client_config, logger=None):
             self._account = client_config.account
             self._lang = client_config.language
             self._secret_key = client_config.secret_key
+            self._timezone = client_config.timezone
         else:
             self._account = None
             self._lang = LANGUAGE
             self._secret_key = None
+            self._timezone = None
 
     def get_managed_accounts(self, account=None):
         """
@@ -322,8 +324,8 @@ def get_orders(self, account=None, sec_type=None, market=Market.ALL, symbol=None
         params.sec_type = get_enum_value(sec_type)
         params.market = get_enum_value(market)
         params.symbol = symbol
-        params.start_date = start_time
-        params.end_date = end_time
+        params.start_date = date_str_to_timestamp(start_time, self._timezone)
+        params.end_date = date_str_to_timestamp(end_time, self._timezone)
         params.limit = limit
         params.is_brief = is_brief
         params.states = [get_enum_value(state) for state in states] if states else None
@@ -352,8 +354,8 @@ def get_open_orders(self, account=None, sec_type=None, market=Market.ALL, symbol
         params.sec_type = get_enum_value(sec_type)
         params.market = get_enum_value(market)
         params.symbol = symbol
-        params.start_date = start_time
-        params.end_date = end_time
+        params.start_date = date_str_to_timestamp(start_time, self._timezone)
+        params.end_date = date_str_to_timestamp(end_time, self._timezone)
         params.parent_id = parent_id
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(self._lang)
@@ -379,8 +381,8 @@ def get_cancelled_orders(self, account=None, sec_type=None, market=Market.ALL, s
         params.sec_type = get_enum_value(sec_type)
         params.market = get_enum_value(market)
         params.symbol = symbol
-        params.start_date = start_time
-        params.end_date = end_time
+        params.start_date = date_str_to_timestamp(start_time, self._timezone)
+        params.end_date = date_str_to_timestamp(end_time, self._timezone)
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(INACTIVE_ORDERS, biz_model=params)
@@ -405,8 +407,8 @@ def get_filled_orders(self, account=None, sec_type=None, market=Market.ALL, symb
         params.sec_type = get_enum_value(sec_type)
         params.market = get_enum_value(market)
         params.symbol = symbol
-        params.start_date = start_time
-        params.end_date = end_time
+        params.start_date = date_str_to_timestamp(start_time, self._timezone)
+        params.end_date = date_str_to_timestamp(end_time, self._timezone)
         params.sort_by = get_enum_value(sort_by)
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(FILLED_ORDERS, biz_model=params)
@@ -665,8 +667,8 @@ def get_transactions(self, account=None, order_id=None, symbol=None, sec_type=No
         params.order_id = order_id
         params.sec_type = get_enum_value(sec_type)
         params.symbol = symbol
-        params.start_date = start_time
-        params.end_date = end_time
+        params.start_date = date_str_to_timestamp(start_time, self._timezone)
+        params.end_date = date_str_to_timestamp(end_time, self._timezone)
         params.limit = limit
         params.expiry = expiry
         params.strike = strike
@@ -688,8 +690,8 @@ def get_analytics_asset(self, account=None, start_date=None, end_date=None, seg_
         """
         get analytics of history asset
         :param account:
-        :param start_date:
-        :param end_date:
+        :param start_date: date str. format yyyyMMdd, like '2021-12-01'
+        :param end_date: date_str.
         :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