Merge pull request #33 from tigerfintech/feature_sector

add:sector api

Author: amoygao

setup.py

@@ -12,7 +12,7 @@
 
 setup(
     name='tigeropen',
-    version='1.1.10',
+    version='1.2.0',
     description='TigerBrokers Open API',
     packages=find_packages(exclude=[]),
     author='TigerBrokers',

tigeropen/common/consts/__init__.py

@@ -133,3 +133,14 @@ class CorporateActionType(Enum):
     SPLIT = 'split'  # 拆合股
     DIVIDEND = 'dividend'  # 分红
     EARNINGS_CALENDAR = 'earning'  # 财报日历
+
+
+@unique
+class IndustryLevel(Enum):
+    """
+    行业级别. 级别从1级到4级依次为: GSECTOR, GGROUP, GIND, GSUBIND
+    """
+    GSECTOR = 'GSECTOR'
+    GGROUP = 'GGROUP'
+    GIND = 'GIND'
+    GSUBIND = 'GSUBIND'

tigeropen/common/consts/service_types.py

@@ -65,3 +65,9 @@
 FINANCIAL_DAILY = 'financial_daily'
 FINANCIAL_REPORT = 'financial_report'
 CORPORATE_ACTION = 'corporate_action'
+
+# 行业数据
+INDUSTRY_LIST = 'industry_list'
+INDUSTRY_STOCKS = 'industry_stocks'
+STOCK_INDUSTRY = 'stock_industry'
+

tigeropen/common/util/contract_utils.py

@@ -5,6 +5,8 @@
 @author: gaoan
 """
 import re
+
+from tigeropen.common.consts import SecurityType
 from tigeropen.trade.domain.contract import Contract
 
 
@@ -13,7 +15,8 @@ def stock_contract(symbol, currency, local_symbol=None, exchange=None, contract_
                     contract_id=contract_id)
 
 
-def option_contract_by_symbol(symbol, expiry, strike, put_call, currency, multiplier=100, local_symbol=None, contract_id=None):
+def option_contract_by_symbol(symbol, expiry, strike, put_call, currency, multiplier=100, local_symbol=None,
+                              contract_id=None):
     return Contract(symbol, currency, sec_type='OPT', expiry=expiry, strike=strike, put_call=put_call,
                     multiplier=multiplier, local_symbol=local_symbol, contract_id=contract_id)
 
@@ -26,7 +29,8 @@ def option_contract(identifier, multiplier=100, currency='USD'):
                     multiplier=multiplier)
 
 
-def future_contract(symbol, currency, expiry=None, exchange=None, contract_month=None, multiplier=None, local_symbol=None):
+def future_contract(symbol, currency, expiry=None, exchange=None, contract_month=None, multiplier=None,
+                    local_symbol=None):
     return Contract(symbol, currency, sec_type='FUT', expiry=expiry, exchange=exchange, contract_month=contract_month,
                     multiplier=multiplier, local_symbol=local_symbol)
 
@@ -41,14 +45,28 @@ def cash_contract(symbol, currency, local_symbol=None):
     return Contract(symbol, currency, sec_type='CASH', local_symbol=local_symbol)
 
 
+def war_contract_by_symbol(symbol, expiry, strike, put_call, local_symbol, multiplier=100, currency='HKD',
+                           contract_id=None):
+    """港股窝轮"""
+    return Contract(symbol, currency=currency, sec_type=SecurityType.WAR.value, expiry=expiry, strike=strike,
+                    put_call=put_call, local_symbol=local_symbol, multiplier=multiplier, contract_id=contract_id)
+
+
+def iopt_contract_by_symbol(symbol, expiry, strike, put_call, local_symbol, multiplier=100, currency='HKD',
+                            contract_id=None):
+    """港股牛熊证"""
+    return Contract(symbol, currency=currency, sec_type=SecurityType.IOPT.value, expiry=expiry, strike=strike,
+                    put_call=put_call, local_symbol=local_symbol, multiplier=multiplier, contract_id=contract_id)
+
+
 def extract_option_info(identifier):
     """
     从期权中提取 symbol, expiry 等信息
     :param identifier:
     :return:
     """
     if identifier:
-        tokens = re.findall(r'(\w+)\s*(\d{6})(C|P)(\d+)', identifier, re.M)
+        tokens = re.findall(r'(\w+)\s*(\d{6})([CP])(\d+)', identifier, re.M)
         if len(tokens) == 1:
             underlying_symbol, expiry, put_call, strike = tokens[0]
             expiry = '20' + expiry

tigeropen/examples/client_config.py

@@ -18,7 +18,9 @@ def get_client_config():
     client_config = TigerOpenClientConfig(sandbox_debug=is_sandbox)
     client_config.private_key = read_private_key('your private key file path')
     client_config.tiger_id = 'your tiger id'
-    client_config.account = 'your account'  # 环球账户
+    client_config.account = 'your account'  # 环球账户.
+    # 只使用一个账户时，不论是环球账户, 标准账户或是模拟账户, 都填在 client_config.account 下, 默认只会使用这里的账户.
+    # standard_account 属性和 paper_account 属性只是为多账户时取用方便, 一般可忽略
     client_config.standard_account = None  # 标准账户
     client_config.paper_account = None  # 模拟账户
     client_config.language = Language.en_US

tigeropen/examples/quote_client_demo.py

@@ -7,7 +7,7 @@
 import logging
 import pandas as pd
 from tigeropen.common.consts import Market, QuoteRight, FinancialReportPeriodType, Valuation, \
-    Income, Balance, CashFlow, BalanceSheetRatio, Growth, Leverage, Profitability
+    Income, Balance, CashFlow, BalanceSheetRatio, Growth, Leverage, Profitability, IndustryLevel
 
 from tigeropen.quote.quote_client import QuoteClient
 
@@ -108,6 +108,17 @@ def get_fundamental():
     earnings_calendar = openapi_client.get_corporate_earnings_calendar(Market.US, '2020-01-01', '2020-02-01')
     print(earnings_calendar)
 
+    # 行业数据
+    # 获取行业列表
+    industries = openapi_client.get_industry_list(IndustryLevel.GGROUP)
+    print(industries)
+    # 获取某行业下公司列表
+    industry_stocks = openapi_client.get_industry_stocks(50101020)
+    print(industry_stocks)
+    # 获取某股票的行业
+    stock_industry = openapi_client.get_stock_industry('AAPL', Market.US)
+    print(stock_industry)
+
 
 if __name__ == '__main__':
     with pd.option_context('display.max_rows', None, 'display.max_columns', None):

tigeropen/examples/trade_client_demo.py

@@ -14,6 +14,7 @@
 from tigeropen.trade.trade_client import TradeClient
 from tigeropen.quote.request import OpenApiRequest
 from tigeropen.examples.client_config import get_client_config
+# from tigeropen.common.consts import Currency, SecurityType
 # from tigeropen.common.util.contract_utils import stock_contract, option_contract_by_symbol, future_contract, \
 #     war_contract_by_symbol, iopt_contract_by_symbol
 from tigeropen.common.util.order_utils import limit_order, limit_order_with_legs, order_leg
@@ -68,15 +69,22 @@ def trade_apis():
     account = client_config.account
     openapi_client = TradeClient(client_config, logger=logger)
 
-    # stock
+    # 通过请求获取合约
     contract = openapi_client.get_contracts('AAPL')[0]
-    # 或者本地构造合约对象
-    # contract = stock_contract(symbol='AAPL', currency='USD')
+    # contract = openapi_client.get_contract('AAPL', SecurityType.STK, currency=Currency.USD)
 
-    # option
+    # 本地构造合约
+    # stock 股票
+    # contract = stock_contract(symbol='AAPL', currency='USD')
+    # option 期权
     # contract = option_contract(identifier='AAPL  190118P00160000')
-    # future
+    # contract = option_contract_by_symbol('AAPL', '20200110', strike=280.0, put_call='PUT', currency='USD')
+    # future 期货
     # contract = future_contract('CHF', 'USD', '20190617', multiplier=125000, exchange='GLOBEX')
+    # war 港股窝轮
+    # contract = war_contract_by_symbol('02318', '20200326', 107.08, 'CALL', local_symbol='12616', currency='HKD')
+    # iopt 港股牛熊证
+    # contract = iopt_contract_by_symbol('02318', '20200420', 87.4, 'CALL', local_symbol='63379', currency='HKD')
 
     order = openapi_client.create_order(account, contract, 'BUY', 'LMT', 100, limit_price=5.0)
     # 或者本地构造订单对象

tigeropen/fundamental/request/model.py

@@ -207,3 +207,59 @@ def to_openapi_dict(self):
 
         return params
 
+
+class IndustryParams(object):
+    def __init__(self):
+        self._industry_level = None
+        self._industry_id = None
+        self._market = None
+        self._symbol = None
+
+    @property
+    def industry_level(self):
+        return self._industry_level
+
+    @industry_level.setter
+    def industry_level(self, value):
+        self._industry_level = value
+
+    @property
+    def industry_id(self):
+        return self._industry_id
+
+    @industry_id.setter
+    def industry_id(self, value):
+        self._industry_id = value
+
+    @property
+    def market(self):
+        return self._market
+
+    @market.setter
+    def market(self, value):
+        self._market = value
+
+    @property
+    def symbol(self):
+        return self._symbol
+
+    @symbol.setter
+    def symbol(self, value):
+        self._symbol = value
+
+    def to_openapi_dict(self):
+        params = dict()
+
+        if self.industry_level:
+            params['industry_level'] = self.industry_level
+
+        if self.industry_id:
+            params['industry_id'] = self.industry_id
+
+        if self.market:
+            params['market'] = self.market
+
+        if self.symbol:
+            params['symbol'] = self.symbol
+
+        return params

tigeropen/fundamental/response/industry_response.py

@@ -0,0 +1,62 @@
+# -*- coding: utf-8 -*-
+from tigeropen.common.util.string_utils import get_string
+from tigeropen.common.response import TigerResponse
+
+
+class IndustryListResponse(TigerResponse):
+    def __init__(self):
+        super(IndustryListResponse, self).__init__()
+        self.industry_list = list()
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(IndustryListResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+        if self.data:
+            for ind in self.data:
+                industry = dict(industry_level=ind.get('industryLevel'), id=ind.get('id'),
+                                name_cn=get_string(ind.get('nameCN')),
+                                name_en=get_string(ind.get('nameEN')))
+                self.industry_list.append(industry)
+
+
+class IndustryStocksResponse(TigerResponse):
+    def __init__(self):
+        super(IndustryStocksResponse, self).__init__()
+        self.industry_stocks = list()
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(IndustryStocksResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+        if self.data:
+            for item in self.data:
+                industry_list = list()
+                industries = item.get('industryDetailDTOList', [])
+                for ind in industries:
+                    industry_list.append(dict(industry_level=ind.get('industryLevel'), id=ind.get('id'),
+                                              name_cn=get_string(ind.get('nameCN')),
+                                              name_en=get_string(ind.get('nameEN'))))
+                company = dict(symbol=item.get('symbol'), company_name=item.get('companyName'),
+                               market=item.get('market'), industry_list=industry_list)
+                self.industry_stocks.append(company)
+
+
+class StockIndustryResponse(TigerResponse):
+    def __init__(self):
+        super(StockIndustryResponse, self).__init__()
+        self.stock_industry = list()
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(StockIndustryResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+        if self.data:
+            for item in self.data:
+                industry = dict(industry_level=item.get('industryLevel'), id=item.get('id'),
+                                name_cn=get_string(item.get('nameCN')),
+                                name_en=get_string(item.get('nameEN')))
+                self.stock_industry.append(industry)

tigeropen/quote/domain/market_status.py

@@ -7,10 +7,11 @@
 
 
 class MarketStatus(object):
-    def __init__(self, market, status, open_time):
+    def __init__(self, market, status, open_time, trading_status):
         self.market = market
         self.status = status
         self.open_time = open_time
+        self.trading_status = trading_status
 
     def __repr__(self):
         """