Merge branch 'dev' into 'master'

Dev

See merge request server/openapi/openapi-python-sdk!154

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,10 @@
+## 2.2.9 (2023-02-09)
+### Fix
+- 修复tick数据推送报错的问题
+### Modify
+- 除下单/改单/撤单外的接口，增加重试机制。默认重试5次，可通过 client_config.retry_max_tries 参数修改，设置为0则不进行重试
+
+
 ## 2.2.8 (2023-02-03)
 ### Fix
 - 修复期权合约四要素解析工具无法处理部分港股期权的问题

requirements.txt

@@ -1,10 +1,11 @@
-simplejson==3.17.6
-delorean==1.0.0
+simplejson
+delorean
 pandas
-python-dateutil==2.8.2
-pytz==2022.1
-pyasn1==0.4.8
-rsa==4.8
-stomp.py==8.0.1
-getmac==0.8.3
-cryptography==37.0.2
+python-dateutil
+pytz
+pyasn1
+rsa
+stomp.py
+getmac
+cryptography
+backoff

setup.py

@@ -31,12 +31,12 @@
         'Programming Language :: Python',
         'Operating System :: Microsoft :: Windows',
         'Operating System :: Unix',
-        'Programming Language :: Python :: 3.4',
         'Programming Language :: Python :: 3.5',
         'Programming Language :: Python :: 3.6',
         'Programming Language :: Python :: 3.7',
         'Programming Language :: Python :: 3.8',
         'Programming Language :: Python :: 3.9',
         'Programming Language :: Python :: 3.10',
+        'Programming Language :: Python :: 3.11',
     ],
 )

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.2.8'
+__VERSION__ = '2.2.9'

tigeropen/push/push_client.py

@@ -512,12 +512,16 @@ def _convert_tick(self, tick):
         symbol = data.pop('symbol')
         data = camel_to_underline_obj(data)
         price_offset = 10 ** data.pop('price_offset')
-        price_base = data.pop('price_base')
+        price_base = float(data.pop('price_base'))
+        data['timestamp'] = int(data.get('timestamp'))
+        prices = data.pop('prices') if 'prices' in data else data.pop('price')
         # The latter time is equal to the sum of all previous values
-        price_items = [('price', (item + price_base) / price_offset) for item in data.pop('prices')]
-        time_items = [('time', item) for item in accumulate(data.pop('times'))]
-        volumes = [('volume', item) for item in data.pop('volumes')]
-        tick_types = data.pop('tick_type') if 'tick_type' in data else None
+        price_items = [('price', (float(item) + price_base) / price_offset) for item in prices]
+        times = [int(i) for i in (data.pop('times') if 'times' in data else data.pop('time'))]
+        time_items = [('time', item) for item in accumulate(times)]
+        volumes = data.pop('volumes') if 'volumes' in data else data.pop('volume')
+        volume_items = [('volume', int(item)) for item in volumes]
+        tick_types = data.pop('tick_type') if 'tick_type' in data else data.pop('type')
         if tick_types:
             tick_type_items = [('tick_type', item) for item in tick_types]
         else:
@@ -535,14 +539,14 @@ def _convert_tick(self, tick):
             cond_items = [('cond', get_trade_condition(item, cond_map)) for item in conds]
         else:
             cond_items = [('cond', None) for _ in range(len(time_items))]
-        sn = data.pop('sn')
+        sn = int(data.pop('sn'))
         sn_list = [('sn', sn + i) for i in range(len(time_items))]
         merged_vols = data.pop('merged_vols') if 'merged_vols' in data else None
         if merged_vols:
             merged_vols_items = [('merged_vols', item) for item in merged_vols]
         else:
             merged_vols_items = [('merged_vols', None) for _ in range(len(time_items))]
-        tick_data = zip_longest(tick_type_items, price_items, volumes, part_code_items,
+        tick_data = zip_longest(tick_type_items, price_items, volume_items, part_code_items,
                                 part_code_name_items, cond_items, time_items, sn_list, merged_vols_items)
         items = []
         for item in tick_data:

tigeropen/quote/domain/filter.py

@@ -60,17 +60,26 @@ def _min_max(self, k):
 
 
 class SortFilterData:
-    def __init__(self, field, sort_dir):
+    def __init__(self, field, sort_dir, period=None):
+        """
+
+        :param field: filter field, subclass of tigeropen.common.consts.filter_fields.FilterField
+        :param sort_dir: tigeropen.common.consts.SortDirection
+        :param period: tigeropen.common.consts.filter_fields.AccumulateField
+        """
         # 排序属性
         self.field = field
         # SortDir 排序方向，默认不排序
         self.sort_dir = sort_dir
+        # 时间周期 AccumulatePeriod非必传项-只有排序为ACC相关字段,需要此字段
+        self.period = period
 
     def to_dict(self):
         return {
             'field_name': self.field.index,
             'field_type': self.field.field_type_request_name,
-            'sort_dir': self.sort_dir.value
+            'sort_dir': self.sort_dir.value,
+            'period': self.period.value
         }
 
 
@@ -83,8 +92,8 @@ def __init__(self, field, filter_min=None, filter_max=None, is_no_filter=False,
         :param filter_min: Lower limit of the interval (closed interval), if not pass, means negative infinity
         :param filter_max: Upper limit of the interval (closed interval), if not pass, means positive infinity
         :param is_no_filter: is enable filter for this field
-        :param accumulate_period:
-        :param financial_period:
+        :param accumulate_period: tigeropen.common.consts.filter_fields.AccumulateField
+        :param financial_period: tigeropen.common.consts.filter_fields.FinancialPeriod
         :param tag_list:
         """
         self.field = field

tigeropen/tiger_open_client.py

@@ -9,11 +9,13 @@
 import logging
 import uuid
 
+import backoff
+
 from tigeropen import __VERSION__
 from tigeropen.common.consts import OPEN_API_SERVICE_VERSION, THREAD_LOCAL
 from tigeropen.common.consts.params import P_TIMESTAMP, P_TIGER_ID, P_METHOD, P_CHARSET, P_VERSION, P_SIGN_TYPE, \
     P_DEVICE_ID, P_NOTIFY_URL, COMMON_PARAM_KEYS, P_SIGN
-from tigeropen.common.consts.service_types import USER_LICENSE
+from tigeropen.common.consts.service_types import USER_LICENSE, PLACE_ORDER, CANCEL_ORDER, MODIFY_ORDER
 from tigeropen.common.exceptions import ResponseException, RequestException
 from tigeropen.common.request import OpenApiRequest
 from tigeropen.common.response import TigerResponse
@@ -28,6 +30,7 @@ def get_mac_address():
         return ':'.join(("%012x" % uuid.getnode())[i:i + 2] for i in range(0, 12, 2))
 
 LOG_FORMATTER = logging.Formatter('%(asctime)s %(name)s %(levelname)s: %(message)s')
+SKIP_RETRY_SERVICES = {PLACE_ORDER, CANCEL_ORDER, MODIFY_ORDER}
 
 
 class TigerOpenClient:
@@ -153,20 +156,32 @@ def __parse_response(self, response_str, timestamp=None):
 
         return response_content
 
+    def _get_retry_deco(self, service):
+        if service not in SKIP_RETRY_SERVICES and self.__config.retry_max_tries > 0:
+            return backoff.on_exception(backoff.fibo,
+                                        (RequestException, ResponseException),
+                                        max_time=self.__config.retry_max_time,
+                                        max_tries=self.__config.retry_max_tries,
+                                        jitter=None)
+        return None
+
     """
     执行接口请求
     """
-
     def execute(self, request, url=None):
         if url is None:
             url = self.__config.server_url
         THREAD_LOCAL.uuid = str(uuid.uuid1())
         query_string = None
         params = self.__prepare_request(request, url)
 
-        response = do_post(url, query_string, self.__headers, params, self.__config.timeout,
-                           self.__config.charset)
-
+        retry_deco = self._get_retry_deco(request._method)
+        if retry_deco is not None:
+            response = retry_deco(do_post)(url, query_string, self.__headers, params, self.__config.timeout,
+                               self.__config.charset)
+        else:
+            response = do_post(url, query_string, self.__headers, params, self.__config.timeout,
+                               self.__config.charset)
         return self.__parse_response(response, params.get('timestamp'))
 
     def query_license(self):

tigeropen/tiger_open_config.py

@@ -94,6 +94,8 @@ def __init__(self, sandbox_debug=False, enable_dynamic_domain=True):
 
         self.log_level = None
         self.log_path = None
+        self.retry_max_time = 60
+        self.retry_max_tries = 5
 
     @property
     def tiger_id(self):