Merge branch 'contract_util_iopt' into 'dev'

Contract util iopt/war

See merge request !47

Author: zhanggoo9527

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/trade_client_demo.py

@@ -7,6 +7,7 @@
 import logging
 import traceback
 
+from tigeropen.common.consts import Currency, SecurityType
 from tigeropen.trade.domain.order import OrderStatus
 from tigeropen.trade.request.model import AccountsParams
 from tigeropen.common.response import TigerResponse
@@ -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