warrant filter and quote

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,9 @@
+## 2.3.6 (2023-04-11)
+### New
+- QuoteClient 新增窝轮牛熊证筛选接口 `QuoteClient.get_warrant_filter`, 窝轮牛熊证实时行情接口 `QuoteClient.get_warrant_briefs`
+- `QuoteClient.get_option_bars` 期权k线接口新增参数 `limit`
+
+
 ## 2.3.5 (2023-03-28)
 ### New
 - TradeClient 新增不同品种(股票SEC/期货FUT/基金FUND)账户间资金划转接口

tigeropen/quote/domain/filter.py

@@ -200,11 +200,11 @@ def __repr__(self):
 
 
 class WarrantFilterItem:
-    def __init__(self, page=None, total_page=None, total_count=None, items=None, bounds=None):
+    def __init__(self, items=None, page=None, total_page=None, total_count=None, bounds=None):
+        self.items = items
         self.page = page
         self.total_page = total_page
         self.total_count = total_count
-        self.items = items
         self.bounds = bounds
 
     def __repr__(self):
@@ -214,15 +214,17 @@ def __repr__(self):
 class WarrantFilterBounds:
     def __init__(self, issuer_name=None, expire_date=None, lot_size=None, entitlement_ratio=None,
                  leverage_ratio=None, strike=None, premium=None, outstanding_ratio=None,
-                 implied_volatility=None, effective_leverage=None, call_price=None):
-        if entitlement_ratio is None:
-            entitlement_ratio = []
-        if lot_size is None:
-            lot_size = []
+                 implied_volatility=None, effective_leverage=None, call_price=None, state=None):
+
         if expire_date is None:
-            expire_date = []
+            expire_date = set()
         if issuer_name is None:
-            issuer_name = []
+            issuer_name = set()
+        if entitlement_ratio is None:
+            entitlement_ratio = set()
+        if lot_size is None:
+            lot_size = set()
+
         self.issuer_name = issuer_name
         self.expire_date = expire_date
         self.lot_size = lot_size

tigeropen/quote/quote_client.py

@@ -1570,13 +1570,36 @@ def get_warrant_briefs(self, symbols):
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_warrant_filter(self, symbol, ):
+    def get_warrant_filter(self, symbol, page=None, page_size=None, sort_field_name=None, sort_dir=None,
+                           filter_params=None):
         """
+        :param sort_dir: tigeropen.common.consts.SortDirection, e.g. SortDirection.DESC
+        :param filter_params: tigeropen.quote.request.model.WarrantFilterParams
         :return:
         """
         params = WarrantFilterParams()
         params.lang = get_enum_value(self._lang)
-        params.symbol = symbol
+        params.symbol = symbol or (filter_params.symbol if filter_params else None)
+        params.page = page or (filter_params.page if filter_params else None)
+        params.page_size = page_size or (filter_params.page_size if filter_params else None)
+        params.sort_field_name = sort_field_name or (filter_params.sort_field_name if filter_params else None)
+        params.sort_dir = get_enum_value(sort_dir or (filter_params.sort_dir if filter_params else None))
+        if filter_params:
+            params.warrant_type = filter_params.warrant_type
+            params.in_out_price = filter_params.in_out_price
+            params.issuer_name = filter_params.issuer_name
+            params.expire_ym = filter_params.expire_ym
+            params.lot_size = filter_params.lot_size
+            params.entitlement_ratio = filter_params.entitlement_ratio
+            params.leverage_ratio = filter_params.leverage_ratio
+            params.strike = filter_params.strike
+            params.premium = filter_params.premium
+            params.outstanding_ratio = filter_params.outstanding_ratio
+            params.implied_volatility = filter_params.implied_volatility
+            params.effective_leverage = filter_params.effective_leverage
+            params.call_price = filter_params.call_price
+            params.state = filter_params.state
+
         request = OpenApiRequest(WARRANT_FILTER, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:

tigeropen/quote/request/model.py

@@ -5,6 +5,7 @@
 @author: gaoan
 """
 from tigeropen.common.model import BaseParams
+from tigeropen.common.util.string_utils import underline_to_camel
 
 
 class MarketParams(BaseParams):
@@ -1068,12 +1069,12 @@ def __init__(self):
         # sort directions
         self._sort_dir = None
         # 1:Call, 2: Put, 3: Bull,4: Bear, 0: All
-        self._warrant_type = None
+        self._warrant_type: set[int] = set()
         self._issuer_name = None
         # expiry date: yyyy-MM
         self._expire_ym = None
         # 0 All, 1 Normal, 2 Terminate Trades, 3 Waiting to be listed
-        self._state = None
+        self._state: int = None
         # -1:out the money, 1: in the money
         self._in_out_price: set[int] = set()
         self._lot_size: set[int] = set()
@@ -1088,6 +1089,51 @@ def __init__(self):
         self._outstanding_ratio: tuple[float, float] = tuple()
         self._implied_volatility: tuple[int, int] = tuple()
 
+    def set_state(self, value):
+        self._state = value
+
+    def set_issuer_name(self, value):
+        self._issuer_name = value
+
+    def set_expire_ym(self, value):
+        self._expire_ym = value
+
+    def add_warrant_type(self, value):
+        self._warrant_type.add(value)
+
+    def add_in_out_price(self, value):
+        self._in_out_price.add(value)
+
+    def add_lot_size(self, value):
+        self._lot_size.add(value)
+
+    def add_entitlement_ratio(self, value):
+        self._entitlement_ratio.add(value)
+
+    def set_strike_range(self, min_value, max_value):
+        self._strike = (min_value, max_value)
+
+    def set_effective_leverage_range(self, min_value, max_value):
+        self._effective_leverage = (min_value, max_value)
+
+    def set_leverage_ratio_range(self, min_value, max_value):
+        self._leverage_ratio = (min_value, max_value)
+
+    def set_call_price_range(self, min_value, max_value):
+        self._call_price = (min_value, max_value)
+
+    def set_volume_range(self, min_value, max_value):
+        self._volume = (min_value, max_value)
+
+    def set_premium_range(self, min_value, max_value):
+        self._premium = (min_value, max_value)
+
+    def set_outstanding_ratio_range(self, min_value, max_value):
+        self._outstanding_ratio = (min_value, max_value)
+
+    def set_implied_volatility_range(self, min_value, max_value):
+        self._implied_volatility = (min_value, max_value)
+
     @property
     def symbol(self):
         return self._symbol
@@ -1160,6 +1206,30 @@ def state(self):
     def state(self, value):
         self._state = value
 
+    @property
+    def in_out_price(self):
+        return self._in_out_price
+
+    @in_out_price.setter
+    def in_out_price(self, value):
+        self._in_out_price = value
+
+    @property
+    def lot_size(self):
+        return self._lot_size
+
+    @lot_size.setter
+    def lot_size(self, value):
+        self._lot_size = value
+
+    @property
+    def entitlement_ratio(self):
+        return self._entitlement_ratio
+
+    @entitlement_ratio.setter
+    def entitlement_ratio(self, value):
+        self._entitlement_ratio = value
+
     @property
     def strike(self):
         return self._strike
@@ -1225,9 +1295,9 @@ def implied_volatility(self, value):
         self._implied_volatility = value
 
     def convert_range_param(self, value: tuple):
-        if value and len(value) == 2:
+        if (isinstance(value, tuple) or isinstance(value, list)) and len(value) == 2:
             return {'min': value[0], 'max': value[1]}
-        return None
+        return value
 
     def to_openapi_dict(self):
         params = super().to_openapi_dict()
@@ -1238,15 +1308,21 @@ def to_openapi_dict(self):
         if self.page_size:
             params['page_size'] = self.page_size
         if self.sort_field_name:
-            params['sort_field_name'] = self.sort_field_name
+            params['sort_field_name'] = underline_to_camel(self.sort_field_name)
         if self.sort_dir:
             params['sort_dir'] = self.sort_dir
-        if self.warrant_type:
-            params['warrant_type'] = self.warrant_type
         if self.issuer_name:
             params['issuer_name'] = self.issuer_name
         if self.expire_ym:
             params['expire_ym'] = self.expire_ym
+        if self.in_out_price:
+            params['in_out_price'] = list(self.in_out_price)
+        if self.lot_size:
+            params['lot_size'] = list(self.lot_size)
+        if self.entitlement_ratio:
+            params['entitlement_ratio'] = list(self.entitlement_ratio)
+        if self.warrant_type:
+            params['warrant_type'] = list(self.warrant_type)
         if self.state:
             params['state'] = self.state
         # tuple params