Merge branch 'feat_option_timezone' into 'master'

Feat option timezone

See merge request server/openapi/openapi-python-sdk!237

Author: tigersk

CHANGELOG.md

@@ -1,7 +1,9 @@
-## 3.3.6 (2025-04-23)
+## 3.3.6 (2025-04-28)
 ### New
 - `TradeClient.get_fund_details` 资金明细
-
+- `QuoteClient` 期权相关接口支持时区参数
+### Mod
+= 废弃 sandbox_config 配置
 
 ## 3.3.5 (2025-04-11)
 ### New

tigeropen/common/util/contract_utils.py

@@ -98,3 +98,7 @@ def get_option_identifier(underlying_symbol, expiry, put_call, strike):
     if isinstance(strike, str):
         strike = float(strike)
     return underlying_symbol.ljust(6, ' ') + expiry[2:] + direction + str(int(strike * 1000)).zfill(8)
+
+
+def is_hk_option_underlying_symbol(underlying_symbol):
+    return underlying_symbol and underlying_symbol.endswith('.HK')

tigeropen/quote/quote_client.py

@@ -30,7 +30,7 @@
 from tigeropen.common.exceptions import ApiException
 from tigeropen.common.request import OpenApiRequest
 from tigeropen.common.util.common_utils import eastern, get_enum_value, date_str_to_timestamp
-from tigeropen.common.util.contract_utils import extract_option_info
+from tigeropen.common.util.contract_utils import extract_option_info, is_hk_option_underlying_symbol
 from tigeropen.fundamental.request.model import FinancialDailyParams, FinancialReportParams, CorporateActionParams, \
     IndustryParams, FinancialExchangeRateParams
 from tigeropen.fundamental.response.corporate_dividend_response import CorporateDividendResponse
@@ -667,13 +667,16 @@ def get_option_expirations(self, symbols, market=None):
 
         return None
 
-    def get_option_chain(self, symbol, expiry, option_filter=None, return_greek_value=None, market=None, **kwargs):
+    def get_option_chain(self, symbol, expiry, option_filter=None, return_greek_value=None, market=None, timezone=None,
+                         **kwargs):
         """
         query option chain with filter
         :param symbol: underlying stock symbol
         :param expiry: expiration date ( like '2021-06-18' or 1560484800000 )
         :param option_filter: option filter conditions, tigeropen.quote.domain.filter.OptionFilter
         :param return_greek_value: return greek value or not, bool
+        :param market:
+        :param timezone: Default US/Eastern, when querying non-U.S. stock options, you need to specify the time zone
         :param kwargs: optional. specify option_filter parameters directly without option_filer,
                         like: open_interest_min=100, delta_min=0.1
         :return: pandas.DataFrame，the columns are as follows：
@@ -695,8 +698,10 @@ def get_option_chain(self, symbol, expiry, option_filter=None, return_greek_valu
         params = OptionChainParams()
         param = SingleContractParams()
         param.symbol = symbol
+        if market is None and is_hk_option_underlying_symbol(symbol):
+            market = Market.HK
         if isinstance(expiry, str) and re.match('[0-9]{4}-[0-9]{2}-[0-9]{2}', expiry):
-            param.expiry = date_str_to_timestamp(expiry, self._timezone)
+            param.expiry = date_str_to_timestamp(expiry, self._parse_timezone(timezone, market))
         else:
             param.expiry = expiry
         params.contracts = [param]
@@ -721,7 +726,7 @@ def get_option_chain(self, symbol, expiry, option_filter=None, return_greek_valu
 
         return None
 
-    def get_option_briefs(self, identifiers, market = None):
+    def get_option_briefs(self, identifiers, market = None, timezone = None):
         """
         获取期权最新行情
         :param identifiers: 期权代码列表
@@ -753,9 +758,11 @@ def get_option_briefs(self, identifiers, market = None):
             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
+            if market is None and is_hk_option_underlying_symbol(symbol):
+                market = Market.HK
             param = SingleContractParams()
             param.symbol = symbol
-            param.expiry = date_str_to_timestamp(expiry, self._timezone)
+            param.expiry = date_str_to_timestamp(expiry, self._parse_timezone(timezone, market))
             param.put_call = put_call
             param.strike = strike
             contracts.append(param)
@@ -776,7 +783,7 @@ def get_option_briefs(self, identifiers, market = None):
         return None
 
     def get_option_bars(self, identifiers, begin_time=-1, end_time=4070880000000, period=BarPeriod.DAY, limit=None,
-                        sort_dir=None, market=None):
+                        sort_dir=None, market=None, timezone=None):
         """
         获取期权日K数据
         :param identifiers: 期权代码列表
@@ -807,12 +814,14 @@ def get_option_bars(self, identifiers, begin_time=-1, end_time=4070880000000, pe
                 continue
             param = SingleOptionQuoteParams()
             param.symbol = symbol
-            param.expiry = date_str_to_timestamp(expiry, self._timezone)
+            if market is None and is_hk_option_underlying_symbol(symbol):
+                market = Market.HK
+            param.expiry = date_str_to_timestamp(expiry, self._parse_timezone(timezone, market))
             param.put_call = put_call
             param.strike = strike
             param.period = get_enum_value(period)
-            param.begin_time = date_str_to_timestamp(begin_time, self._timezone)
-            param.end_time = date_str_to_timestamp(end_time, self._timezone)
+            param.begin_time = date_str_to_timestamp(begin_time, self._parse_timezone(timezone, market))
+            param.end_time = date_str_to_timestamp(end_time, self._parse_timezone(timezone, market))
             param.limit = limit
             param.sort_dir = get_enum_value(sort_dir)
             contracts.append(param)
@@ -829,7 +838,7 @@ def get_option_bars(self, identifiers, begin_time=-1, end_time=4070880000000, pe
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_option_trade_ticks(self, identifiers):
+    def get_option_trade_ticks(self, identifiers, timezone=None):
         """
         获取期权逐笔成交
         :param identifiers: 期权代码列表
@@ -850,7 +859,11 @@ def get_option_trade_ticks(self, identifiers):
                 continue
             param = SingleContractParams()
             param.symbol = symbol
-            param.expiry = date_str_to_timestamp(expiry, timezone=self._timezone)
+            if is_hk_option_underlying_symbol(symbol):
+                market = Market.HK
+            else:
+                market = None
+            param.expiry = date_str_to_timestamp(expiry, self._parse_timezone(timezone, market))
             param.put_call = put_call
             param.strike = strike
             contracts.append(param)
@@ -888,7 +901,7 @@ def get_option_symbols(self, market: Market = Market.HK, lang: Language = Langua
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_option_depth(self, identifiers, market: Market = Market.US):
+    def get_option_depth(self, identifiers, market: Market = Market.US, timezone=None):
         """
         获取期权深度
         :param market:
@@ -902,9 +915,11 @@ def get_option_depth(self, identifiers, market: Market = Market.US):
             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
+            if market is None and is_hk_option_underlying_symbol(symbol):
+                market = Market.HK
             param = SingleContractParams()
             param.symbol = symbol
-            param.expiry = date_str_to_timestamp(expiry, timezone=self._timezone)
+            param.expiry = date_str_to_timestamp(expiry, self._parse_timezone(timezone, market))
             param.put_call = put_call
             param.strike = strike
             contracts.append(param)
@@ -1107,7 +1122,7 @@ def get_future_trading_times(self, identifier, trading_date=None):
         return None
 
     def get_future_bars(self, identifiers, period=BarPeriod.DAY, begin_time=-1, end_time=-1, limit=1000,
-                        page_token=None):
+                        page_token=None, timezone=None):
         """
         获取期货K线数据
         :param identifiers: 期货代码列表
@@ -1132,7 +1147,7 @@ def get_future_bars(self, identifiers, period=BarPeriod.DAY, begin_time=-1, end_
         params = FutureQuoteParams()
         params.contract_codes = identifiers if isinstance(identifiers, list) else [identifiers]
         params.period = get_enum_value(period)
-        params.begin_time = date_str_to_timestamp(begin_time, self._timezone)
+        params.begin_time = date_str_to_timestamp(begin_time, self._parse_timezone(timezone))
         params.end_time = end_time
         params.limit = limit
         params.page_token = page_token if len(params.contract_codes) == 1 else None
@@ -1253,7 +1268,7 @@ def get_future_brief(self, identifiers):
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_corporate_split(self, symbols, market, begin_date, end_date):
+    def get_corporate_split(self, symbols, market, begin_date, end_date, timezone=None):
         """
         获取公司拆合股数据
         :param symbols: 证券代码列表
@@ -1275,8 +1290,8 @@ def get_corporate_split(self, symbols, market, begin_date, end_date):
         params.action_type = CorporateActionType.SPLIT.value
         params.symbols = symbols
         params.market = get_enum_value(market)
-        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
-        params.end_date = date_str_to_timestamp(end_date, self._timezone)
+        params.begin_date = date_str_to_timestamp(begin_date, self._parse_timezone(timezone))
+        params.end_date = date_str_to_timestamp(end_date, self._parse_timezone(timezone))
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1288,7 +1303,7 @@ def get_corporate_split(self, symbols, market, begin_date, end_date):
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_corporate_dividend(self, symbols, market, begin_date, end_date):
+    def get_corporate_dividend(self, symbols, market, begin_date, end_date, timezone=None):
         """
         获取公司派息数据
         :param symbols: 证券代码列表
@@ -1312,8 +1327,8 @@ def get_corporate_dividend(self, symbols, market, begin_date, end_date):
         params.action_type = CorporateActionType.DIVIDEND.value
         params.symbols = symbols
         params.market = get_enum_value(market)
-        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
-        params.end_date = date_str_to_timestamp(end_date, self._timezone)
+        params.begin_date = date_str_to_timestamp(begin_date, self._parse_timezone(timezone))
+        params.end_date = date_str_to_timestamp(end_date, self._parse_timezone(timezone))
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1325,7 +1340,7 @@ def get_corporate_dividend(self, symbols, market, begin_date, end_date):
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_corporate_earnings_calendar(self, market, begin_date, end_date):
+    def get_corporate_earnings_calendar(self, market, begin_date, end_date, timezone=None):
         """
         获取公司财报日历
         :param market:
@@ -1336,8 +1351,8 @@ def get_corporate_earnings_calendar(self, market, begin_date, end_date):
         params = CorporateActionParams()
         params.action_type = CorporateActionType.EARNINGS_CALENDAR.value
         params.market = get_enum_value(market)
-        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
-        params.end_date = date_str_to_timestamp(end_date, self._timezone)
+        params.begin_date = date_str_to_timestamp(begin_date, self._parse_timezone(timezone))
+        params.end_date = date_str_to_timestamp(end_date, self._parse_timezone(timezone))
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(CORPORATE_ACTION, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1349,7 +1364,7 @@ def get_corporate_earnings_calendar(self, market, begin_date, end_date):
             else:
                 raise ApiException(response.code, response.message)
 
-    def get_financial_daily(self, symbols, market, fields, begin_date, end_date):
+    def get_financial_daily(self, symbols, market, fields, begin_date, end_date, timezone=None):
         """
         获取日级的财务数据
         :param symbols: 证券代码列表
@@ -1367,8 +1382,8 @@ def get_financial_daily(self, symbols, market, fields, begin_date, end_date):
         params.symbols = symbols
         params.market = get_enum_value(market)
         params.fields = [get_enum_value(field) for field in fields]
-        params.begin_date = date_str_to_timestamp(begin_date, self._timezone)
-        params.end_date = date_str_to_timestamp(end_date, self._timezone)
+        params.begin_date = date_str_to_timestamp(begin_date, self._parse_timezone(timezone))
+        params.end_date = date_str_to_timestamp(end_date, self._parse_timezone(timezone))
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(FINANCIAL_DAILY, biz_model=params)
         response_content = self.__fetch_data(request)
@@ -1380,7 +1395,7 @@ 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, begin_date=None, end_date=None):
+    def get_financial_report(self, symbols, market, fields, period_type, begin_date=None, end_date=None, timezone=None):
         """
         获取财报数据
         :param symbols:
@@ -1404,8 +1419,8 @@ def get_financial_report(self, symbols, market, fields, period_type, begin_date=
         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)
+        params.begin_date = date_str_to_timestamp(begin_date, self._parse_timezone(timezone))
+        params.end_date = date_str_to_timestamp(end_date, self._parse_timezone(timezone))
         request = OpenApiRequest(FINANCIAL_REPORT, biz_model=params)
         response_content = self.__fetch_data(request)
         if response_content:
@@ -1452,7 +1467,7 @@ def get_financial_exchange_rate(self, currency_list, begin_date, end_date=None,
         0      HKD  1691942400000  7.81728
         1      USD  1691942400000  1.00000
         """
-        tz = timezone if timezone else self._timezone
+        tz = self._parse_timezone(timezone)
         params = FinancialExchangeRateParams()
         params.currency_list = currency_list
         params.begin_date = date_str_to_timestamp(begin_date, tz)
@@ -1942,4 +1957,15 @@ def get_quote_overnight(self, symbols, lang=Language.en_US):
             else:
                 raise ApiException(response.code, response.message)
 
-    
+
+    def _parse_timezone(self, timezone=None, market=None):
+        if timezone:
+            return timezone
+        if market:
+            if Market.HK.name == get_enum_value(market):
+                return 'Asia/Hong_Kong'
+            if Market.US.name == get_enum_value(market):
+                return 'US/Eastern'
+            if Market.CN.name == get_enum_value(market):
+                return 'Asia/Shanghai'
+        return self._timezone

tigeropen/tiger_open_config.py

@@ -118,10 +118,11 @@ def __init__(self, sandbox_debug=None, enable_dynamic_domain=True, props_path='.
         self.domain_conf = dict()
         self.enable_dynamic_domain = enable_dynamic_domain
         if self._sandbox_debug:
-            self._tiger_public_key = SANDBOX_TIGER_PUBLIC_KEY
-            self._server_url = SANDBOX_SERVER_URL
-            self._quote_server_url = SANDBOX_SERVER_URL
-            self._socket_host_port = SANDBOX_SOCKET_HOST_PORT
+            raise NotImplementedError('Sandbox debug mode is deprecated, please set to False')
+            # self._tiger_public_key = SANDBOX_TIGER_PUBLIC_KEY
+            # self._server_url = SANDBOX_SERVER_URL
+            # self._quote_server_url = SANDBOX_SERVER_URL
+            # self._socket_host_port = SANDBOX_SOCKET_HOST_PORT
         if self.enable_dynamic_domain:
             self.domain_conf = self.query_domains()
             self.refresh_server_info()