Merge branch 'master' into feat_mcp

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,25 @@
+## 3.4.4 (2025-07-31)
+### New
+选股器支持分页 cursor_id 参数
+
+## 3.4.3 (2025-07-22)
+### Fix
+下单返回 orders 属性处理
+
+## 3.4.2 (2025-07-18)
+### New
+订单工具函数支持 time_in_force 参数
+QuoteClient 期货合约接口增加字段 合约规模 product_worth，交割方式 delivery_mode，合约类型 product_type
+QuoteClient 期货实时行情接口增加字段 `open_interest_change`
+
+### Breaking
+订单/成交记录支持 page token;
+
+## 3.4.1 (2025-06-26)
+### New
+- `QuoteClient.get_option_timeline` 期权分时接口
+- Contract 添加属性 `support_fractional_share`
+
 ## 3.4.0 (2025-06-17)
 ### New
 - `QuoteClient.get_bars` 增加 `date` 参数，用于查询历史分钟K线

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '3.4.0'
+__VERSION__ = '3.4.4'

tigeropen/common/consts/__init__.py

@@ -31,6 +31,7 @@ class Market(Enum):
 
 @unique
 class TradingSession(Enum):
+    All = 'All'
     PreMarket = 'PreMarket'  # 盘前
     Regular = 'Regular'  # 盘中
     AfterHours = 'AfterHours'  # 盘后
@@ -43,6 +44,9 @@ class TradingSessionType(Enum):
     OVERNIGHT ='OVERNIGHT' # 夜盘
     RTH = 'RTH' # 盘中
     FULL ='FULL' # 全时段
+    HK_AUC = 'HK_AUC'
+    HK_CTS = 'HK_CTS'
+    HK_AUC_CTS ='HK_AUC_CTS'
 
 
 @unique

tigeropen/common/consts/service_types.py

@@ -86,6 +86,7 @@
 OPTION_TRADE_TICK = "option_trade_tick"
 OPTION_DEPTH = "option_depth"
 ALL_HK_OPTION_SYMBOLS = "all_hk_option_symbols"
+OPTION_TIMELINE = "option_timeline"
 
 
 # 期货行情

tigeropen/common/util/common_utils.py

@@ -9,6 +9,8 @@
 import delorean
 import pytz
 
+from tigeropen.common.consts import Market
+
 eastern = pytz.timezone('US/Eastern')
 china = pytz.timezone('Asia/Shanghai')
 hongkong = pytz.timezone('Asia/Hong_Kong')
@@ -43,3 +45,9 @@ def date_str_to_timestamp(dt, timezone):
         pass
     return dt
 
+def get_tz_by_market(market: Market):
+    if Market.HK == market:
+        return hongkong
+    elif Market.CN == market:
+        return china
+    return eastern

tigeropen/common/util/order_utils.py

@@ -9,7 +9,7 @@
 from tigeropen.common.consts import OrderStatus, OrderType
 
 
-def market_order(account, contract, action, quantity):
+def market_order(account, contract, action, quantity, time_in_force='DAY'):
     """
     市价单
     :param account:
@@ -18,10 +18,10 @@ def market_order(account, contract, action, quantity):
     :param quantity:
     :return:
     """
-    return Order(account, contract, action, 'MKT', quantity)
+    return Order(account, contract, action, 'MKT', quantity, time_in_force=time_in_force)
 
 
-def market_order_by_amount(account, contract, action, amount):
+def market_order_by_amount(account, contract, action, amount, time_in_force='DAY'):
     """
     按金额的市价单(用于基金)
     :param account:
@@ -30,10 +30,10 @@ def market_order_by_amount(account, contract, action, amount):
     :param amount:
     :return:
     """
-    return Order(account, contract, action, 'MKT', total_cash_amount=amount)
+    return Order(account, contract, action, 'MKT', total_cash_amount=amount, time_in_force=time_in_force)
 
 
-def limit_order(account, contract, action, quantity, limit_price):
+def limit_order(account, contract, action, quantity, limit_price, time_in_force='DAY'):
     """
     限价单
     :param account:
@@ -43,10 +43,10 @@ def limit_order(account, contract, action, quantity, limit_price):
     :param limit_price: 限价的价格
     :return:
     """
-    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price)
+    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, time_in_force=time_in_force)
 
 
-def stop_order(account, contract, action, quantity, aux_price):
+def stop_order(account, contract, action, quantity, aux_price, time_in_force='DAY'):
     """
     止损单
     :param account:
@@ -56,10 +56,10 @@ def stop_order(account, contract, action, quantity, aux_price):
     :param aux_price: 触发止损单的价格
     :return:
     """
-    return Order(account, contract, action, 'STP', quantity, aux_price=aux_price)
+    return Order(account, contract, action, 'STP', quantity, aux_price=aux_price, time_in_force=time_in_force)
 
 
-def stop_limit_order(account, contract, action, quantity, limit_price, aux_price):
+def stop_limit_order(account, contract, action, quantity, limit_price, aux_price, time_in_force='DAY'):
     """
     限价止损单
     :param account:
@@ -70,10 +70,11 @@ def stop_limit_order(account, contract, action, quantity, limit_price, aux_price
     :param aux_price: 触发止损单的价格
     :return:
     """
-    return Order(account, contract, action, 'STP_LMT', quantity, limit_price=limit_price, aux_price=aux_price)
+    return Order(account, contract, action, 'STP_LMT', quantity, limit_price=limit_price, aux_price=aux_price,
+                 time_in_force=time_in_force)
 
 
-def trail_order(account, contract, action, quantity, trailing_percent=None, aux_price=None):
+def trail_order(account, contract, action, quantity, trailing_percent=None, aux_price=None, time_in_force='DAY'):
     """
     移动止损单
     :param account:
@@ -84,7 +85,8 @@ def trail_order(account, contract, action, quantity, trailing_percent=None, aux_
     :param aux_price: 价差  aux_price 和 trailing_percent 两者互斥
     :return:
     """
-    return Order(account, contract, action, 'TRAIL', quantity, trailing_percent=trailing_percent, aux_price=aux_price)
+    return Order(account, contract, action, 'TRAIL', quantity, trailing_percent=trailing_percent,
+                 aux_price=aux_price, time_in_force=time_in_force)
 
 
 def auction_limit_order(account, contract, action, quantity, limit_price, time_in_force='DAY'):
@@ -135,7 +137,7 @@ def order_leg(leg_type, price=None, time_in_force='DAY', outside_rth=None, limit
                     quantity=quantity)
 
 
-def limit_order_with_legs(account, contract, action, quantity, limit_price, order_legs=None):
+def limit_order_with_legs(account, contract, action, quantity, limit_price, order_legs=None, time_in_force='DAY'):
     """
     限价单 + 附加订单(仅环球账户支持)
     :param account:
@@ -148,7 +150,8 @@ def limit_order_with_legs(account, contract, action, quantity, limit_price, orde
     """
     if order_legs and len(order_legs) > 2:
         raise Exception('2 order legs at most')
-    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, order_legs=order_legs)
+    return Order(account, contract, action, 'LMT', quantity, limit_price=limit_price, order_legs=order_legs,
+                 time_in_force=time_in_force)
 
 
 def algo_order_params(start_time=None, end_time=None, no_take_liq=None, allow_past_end_time=None,
@@ -166,7 +169,7 @@ def algo_order_params(start_time=None, end_time=None, no_take_liq=None, allow_pa
                       allow_past_end_time=allow_past_end_time, participation_rate=participation_rate)
 
 
-def algo_order(account, contract, action, quantity, strategy, algo_params=None, limit_price=None):
+def algo_order(account, contract, action, quantity, strategy, algo_params=None, limit_price=None, time_in_force='DAY'):
     """
     算法订单
     :param account:
@@ -179,7 +182,7 @@ def algo_order(account, contract, action, quantity, strategy, algo_params=None,
     :return:
     """
     return Order(account, contract, action, order_type=strategy, quantity=quantity, algo_params=algo_params,
-                 limit_price=limit_price, outside_rth=False)
+                 limit_price=limit_price, outside_rth=False, time_in_force=time_in_force)
 
 
 def contract_leg(symbol=None, sec_type=None, expiry=None, strike=None, put_call=None, action=None,

tigeropen/quote/domain/filter.py

@@ -154,7 +154,7 @@ def __repr__(self):
 
 
 class ScannerResult:
-    def __init__(self, page, page_size, total_page, total_count, items):
+    def __init__(self, page, page_size, total_page, total_count, items, cursor_id=None):
         """
         {'page': 0, 'total_page': 668, 'total_count': 6678, 'page_size': 10,
         'items': [
@@ -175,6 +175,7 @@ def __init__(self, page, page_size, total_page, total_count, items):
         self.total_page = total_page
         self.total_count = total_count
         self.page_size = page_size
+        self.cursor_id = cursor_id
         self.items = list()
         self.symbols = list()
         self._build_items(items)

tigeropen/quote/quote_client.py

@@ -19,7 +19,7 @@
     FUTURE_CONTRACTS, MARKET_SCANNER, \
     STOCK_BROKER, CAPITAL_FLOW, CAPITAL_DISTRIBUTION, WARRANT_REAL_TIME_QUOTE, WARRANT_FILTER, MARKET_SCANNER_TAGS, \
     KLINE_QUOTA, FUND_ALL_SYMBOLS, FUND_CONTRACTS, FUND_QUOTE, FUND_HISTORY_QUOTE, FINANCIAL_CURRENCY, \
-    FINANCIAL_EXCHANGE_RATE, ALL_HK_OPTION_SYMBOLS, OPTION_DEPTH, BROKER_HOLD
+    FINANCIAL_EXCHANGE_RATE, ALL_HK_OPTION_SYMBOLS, OPTION_DEPTH, BROKER_HOLD, OPTION_TIMELINE
 from tigeropen.common.consts.service_types import MARKET_STATE, ALL_SYMBOLS, ALL_SYMBOL_NAMES, BRIEF, \
     TIMELINE, KLINE, TRADE_TICK, OPTION_EXPIRATION, OPTION_CHAIN, FUTURE_EXCHANGE, OPTION_BRIEF, \
     OPTION_KLINE, OPTION_TRADE_TICK, FUTURE_KLINE, FUTURE_TICK, FUTURE_CONTRACT_BY_EXCHANGE_CODE, \
@@ -68,6 +68,7 @@
 from tigeropen.quote.response.option_quote_bar_response import OptionQuoteBarResponse
 from tigeropen.quote.response.option_quote_ticks_response import OptionTradeTickResponse
 from tigeropen.quote.response.option_symbols_response import OptionSymbolsResponse
+from tigeropen.quote.response.option_timeline_response import OptionTimelineResponse
 from tigeropen.quote.response.quote_bar_response import QuoteBarResponse
 from tigeropen.quote.response.quote_brief_response import QuoteBriefResponse
 from tigeropen.quote.response.quote_delay_briefs_response import DelayBriefsResponse
@@ -937,6 +938,34 @@ def get_option_depth(self, identifiers, market: Market = Market.US, timezone=Non
             else:
                 raise ApiException(response.code, response.message)
 
+    def get_option_timeline(self, identifiers, market: Market, begin_time=None, timezone=None):
+        params = OptionContractsParams()
+        contracts = []
+        for identifier in identifiers:
+            symbol, expiry, put_call, strike = extract_option_info(identifier)
+            if symbol is None or expiry is None or put_call is None or strike is None:
+                continue
+            param = SingleOptionQuoteParams()
+            param.symbol = symbol
+            param.expiry = date_str_to_timestamp(expiry, self._parse_timezone(timezone, market))
+            param.put_call = put_call
+            param.strike = strike
+            param.begin_time = date_str_to_timestamp(begin_time, self._parse_timezone(timezone, market))
+            contracts.append(param)
+        params.option_query = contracts
+        if market:
+            params.market = get_enum_value(market)
+        request = OpenApiRequest(OPTION_TIMELINE, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = OptionTimelineResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+
+
     def get_future_exchanges(self, sec_type=SecurityType.FUT, lang=None):
         """
         获取期货交易所列表
@@ -1266,7 +1295,7 @@ def get_future_brief(self, identifiers):
             response = FutureBriefsResponse()
             response.parse_response_content(response_content)
             if response.is_success():
-                return response.briefs
+                return response.result
             else:
                 raise ApiException(response.code, response.message)
 
@@ -1557,7 +1586,7 @@ def get_stock_industry(self, symbol, market=Market.US):
             else:
                 raise ApiException(response.code, response.message)
 
-    def market_scanner(self, market=Market.US, filters=None, sort_field_data=None, page=0, page_size=100):
+    def market_scanner(self, market=Market.US, filters=None, sort_field_data=None, page=0, page_size=100, cursor_id=None):
         """
         screen stocks
         :param market: tigeropen.common.consts.Market
@@ -1588,6 +1617,7 @@ def market_scanner(self, market=Market.US, filters=None, sort_field_data=None, p
             params.sort_field_data = sort_field_data
         params.page = page
         params.page_size = page_size
+        params.cursor_id = cursor_id
         request = OpenApiRequest(MARKET_SCANNER, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:

tigeropen/quote/request/model.py

@@ -956,6 +956,7 @@ def __init__(self):
         self._page = None
         self._page_size = None
         self._multi_tags_fields = None
+        self._cursor_id = None
 
     @property
     def market(self):
@@ -1029,6 +1030,14 @@ def multi_tags_fields(self):
     def multi_tags_fields(self, value):
         self._multi_tags_fields = value
 
+    @property
+    def cursor_id(self):
+        return self._cursor_id
+
+    @cursor_id.setter
+    def cursor_id(self, value):
+        self._cursor_id = value
+
     def to_openapi_dict(self):
         """
         example
@@ -1064,6 +1073,8 @@ def to_openapi_dict(self):
             params['page'] = self.page
         if self.page_size is not None:
             params['page_size'] = self.page_size
+        if self.cursor_id is not None:
+            params['cursor_id'] = self.cursor_id
         if self.multi_tags_fields:
             params['multi_tag_field_list'] = [f.field_request_name for f in self.multi_tags_fields]
         return params

tigeropen/quote/response/future_briefs_response.py

@@ -7,45 +7,30 @@
 import pandas as pd
 
 from tigeropen.common.response import TigerResponse
+from tigeropen.common.util.string_utils import camel_to_underline
 
-COLUMNS = ['identifier', 'ask_price', 'ask_size', 'bid_price', 'bid_size', 'pre_close', 'latest_price', 'latest_size',
-           'latest_time', 'volume', 'open_interest', 'open', 'high', 'low', 'limit_up', 'limit_down', 'settlement',
-           'settle_date']
-BRIEF_FIELD_MAPPINGS = {'askPrice': 'ask_price', 'askSize': 'ask_size', 'bidPrice': 'bid_price', 'bidSize': 'bid_size',
-                        'latestPrice': 'latest_price', 'openInterest': 'open_interest', 'preClose': 'pre_close',
-                        'right': 'put_call', 'latestTime': 'latest_time', 'latestSize': 'latest_size',
-                        'limitUp': 'limit_up', 'limitDown': 'limit_down', 'contractCode': 'identifier',
-                        'settleDate': 'settle_date'}
+BRIEF_FIELD_MAPPINGS = {'right': 'put_call', 'contractCode': 'identifier'}
 
 
 class FutureBriefsResponse(TigerResponse):
     def __init__(self):
         super(FutureBriefsResponse, self).__init__()
-        self.briefs = None
+        self.result = None
         self._is_success = None
 
     def parse_response_content(self, response_content):
         response = super(FutureBriefsResponse, self).parse_response_content(response_content)
         if 'is_success' in response:
             self._is_success = response['is_success']
 
-        brief_data = []
-        if self.data and isinstance(self.data, list):
-            for item in self.data:
-                item_values = {}
-                for key, value in item.items():
-                    if value is None:
-                        continue
-                    tag = BRIEF_FIELD_MAPPINGS[key] if key in BRIEF_FIELD_MAPPINGS else key
-                    item_values[tag] = value
-                brief_data.append([item_values.get(tag) for tag in COLUMNS])
-        elif isinstance(self.data, dict):
-            item_values = {}
-            for key, value in self.data.items():
-                if value is None:
-                    continue
-                tag = BRIEF_FIELD_MAPPINGS[key] if key in BRIEF_FIELD_MAPPINGS else key
-                item_values[tag] = value
-            brief_data.append([item_values.get(tag) for tag in COLUMNS])
-
-        self.briefs = pd.DataFrame(brief_data, columns=COLUMNS)
+        if self.data:
+            if isinstance(self.data, list):
+                fields_map = {origin: camel_to_underline(origin) for origin in self.data[0].keys()}
+                df = pd.DataFrame(self.data)
+            else:
+                fields_map = {origin: camel_to_underline(origin) for origin in self.data.keys()}
+                df = pd.DataFrame([self.data])
+            fields_map.update(BRIEF_FIELD_MAPPINGS)
+            self.result = df.rename(columns=fields_map)
+        else:
+            self.result = pd.DataFrame()