Merge branch 'feature_finreport_param' into 'dev'

Feature finreport param

See merge request server/openapi/openapi-python-sdk!132

Author: tigersk

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.1.8'
+__VERSION__ = '2.1.9'

tigeropen/fundamental/request/model.py

@@ -91,6 +91,8 @@ def __init__(self):
         self._market = None
         self._fields = None
         self._period_type = None
+        self._begin_date = None
+        self._end_date = None
 
     @property
     def symbols(self):
@@ -124,6 +126,22 @@ def period_type(self):
     def period_type(self, value):
         self._period_type = value
 
+    @property
+    def begin_date(self):
+        return self._begin_date
+
+    @begin_date.setter
+    def begin_date(self, value):
+        self._begin_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 = super().to_openapi_dict()
 
@@ -139,6 +157,12 @@ def to_openapi_dict(self):
         if self.period_type:
             params['period_type'] = self.period_type
 
+        if self.begin_date:
+            params['begin_date'] = self.begin_date
+
+        if self.end_date:
+            params['end_date'] = self.end_date
+
         return params
 
 

tigeropen/quote/quote_client.py

@@ -480,7 +480,8 @@ def get_bars_by_page(self, symbol, period=BarPeriod.DAY, begin_time=-1, end_time
             time.sleep(time_interval)
         return pd.concat(result).sort_values('time').reset_index(drop=True)
 
-    def get_trade_ticks(self, symbols, trade_session=None, begin_index=None, end_index=None, limit=None, lang=None):
+    def get_trade_ticks(self, symbols, trade_session=None, begin_index=None, end_index=None, limit=None, lang=None,
+                        **kwargs):
         """
         获取逐笔成交
         :param symbols: 股票代号列表
@@ -497,12 +498,16 @@ def get_trade_ticks(self, symbols, trade_session=None, begin_index=None, end_ind
             direction: 价格变动方向，"-"表示向下变动， "+" 表示向上变动
         """
         params = MultipleQuoteParams()
-        params.symbols = symbols
+        params.symbols = [symbols] if isinstance(symbols, str) else symbols
+        # compatible with version 1.0
+        params.symbol = symbols if isinstance(symbols, str) else symbols[0]
         params.trade_session = get_enum_value(trade_session)
         params.begin_index = begin_index
         params.end_index = end_index
         params.limit = limit
         params.lang = get_enum_value(lang) if lang else get_enum_value(self._lang)
+        if 'version' in kwargs:
+            params.version = kwargs.get('version')
 
         request = OpenApiRequest(TRADE_TICK, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1232,14 +1237,16 @@ def get_financial_daily(self, symbols, market, fields, begin_date, end_date):
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_financial_report(self, symbols, market, fields, period_type):
+    def get_financial_report(self, symbols, market, fields, period_type, begin_date=None, end_date=None):
         """
         获取财报数据
         :param symbols:
         :param market: 查询的市场. 可选的值为 common.consts.Market 枚举类型, 如 Market.US
         :param fields: 查询的字段列表. 可选的项为 common.consts 下的 Income, Balance, CashFlow, BalanceSheetRatio,
                         Growth, Leverage, Profitability 枚举类型. 如 Income.total_revenue
         :param period_type: 查询的周期类型. 可选的值为 common.consts.FinancialReportPeriodType 枚举类型
+        :param begin_date: specify range begin of period_end_date
+        :param end_date: specify range end of period_end_date
         :return: pandas.DataFrame, 各 column 的含义如下:
             symbol: 证券代码
             currency: 财报使用的币种
@@ -1254,6 +1261,8 @@ def get_financial_report(self, symbols, market, fields, period_type):
         params.fields = [get_enum_value(field) for field in fields]
         params.period_type = get_enum_value(period_type)
         params.lang = get_enum_value(self._lang)
+        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
+        params.end_date = date_str_to_timestamp(end_date, self._timezone)
         request = OpenApiRequest(FINANCIAL_REPORT, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:

tigeropen/quote/request/model.py

@@ -210,6 +210,7 @@ class MultipleQuoteParams(MarketParams):
     def __init__(self):
         super(MultipleQuoteParams, self).__init__()
         self._symbols = None
+        self._symbol = None
         self._include_hour_trading = None
         self._include_ask_bid = None
         self._right = None
@@ -231,6 +232,14 @@ def symbols(self):
     def symbols(self, value):
         self._symbols = value
 
+    @property
+    def symbol(self):
+        return self._symbol
+
+    @symbol.setter
+    def symbol(self, value):
+        self._symbol = value
+
     @property
     def include_hour_trading(self):
         return self._include_hour_trading
@@ -333,6 +342,9 @@ def to_openapi_dict(self):
         if self.symbols:
             params['symbols'] = self.symbols
 
+        if self.symbol:
+            params['symbol'] = self.symbol
+
         if self.include_hour_trading is not None:
             params['include_hour_trading'] = self.include_hour_trading
 

tigeropen/quote/response/quote_ticks_response.py

@@ -4,6 +4,8 @@
 
 @author: gaoan
 """
+import json
+
 import pandas as pd
 
 from tigeropen.common.response import TigerResponse
@@ -22,15 +24,33 @@ def parse_response_content(self, response_content):
         if 'is_success' in response:
             self._is_success = response['is_success']
 
-        if self.data and isinstance(self.data, list):
+        # v2: {'data': [{'symbol': 'AAPL', 'beginIndex': 724203, 'endIndex': 724403,
+        # 'items': [{'time': 1663963199040, 'volume': 200, 'price': 150.66, 'type': '+'},
+        # {'time': 1663963199051, 'volume': 100, 'price': 150.65, 'type': '-'},
+        # {'time': 1663963199051, 'volume': 300, 'price': 150.65, 'type': '-'}]
+
+        # v1: {'data': '{"beginIndex":722500,"endIndex":724403,
+        # "items":[{"time":1663963192126,"volume":400,"price":150.5901,"type":"-"},
+        # {"time":1663963192142,"volume":100,"price":150.61,"type":"+"}
+
+        if self.data:
+            # v2
+            if isinstance(self.data, list):
+                symbol_items = self.data
+            else:
+                data = json.loads(self.data)
+                symbol_items = [data]
+
             tick_items = []
-            for symbol_item in self.data:
+            for symbol_item in symbol_items:
                 symbol = symbol_item.get('symbol')
                 if 'items' in symbol_item:
                     index = symbol_item.get('beginIndex')
 
                     for item in symbol_item['items']:
-                        item_values = {'symbol': symbol}
+                        item_values = dict()
+                        if symbol is not None:
+                            item_values['symbol'] = symbol
 
                         for key, value in item.items():
                             if value is None:
@@ -44,6 +64,6 @@ def parse_response_content(self, response_content):
                         if index is not None:
                             item_values['index'] = index
                             index += 1
-                        tick_items.append([item_values.get(tag) for tag in COLUMNS])
+                        tick_items.append(item_values)
 
-                self.trade_ticks = pd.DataFrame(tick_items, columns=COLUMNS)
+            self.trade_ticks = pd.DataFrame(tick_items)