Merge pull request #32 from tigerfintech/feature_trading_calendar

add:trading calendar and order legs

Author: amoygao

requirements.txt

@@ -1,9 +1,10 @@
-six
-simplejson
-delorean
+six==1.13.0
+simplejson==3.17.0
+delorean==1.0.0
 pandas==0.24.2
-python-dateutil
-pytz
+python-dateutil==2.8.1
+pytz==2019.3
 pyasn1==0.4.2
 rsa==4.0
-stomp.py
+stomp.py==4.1.22
+enum34==1.1.6

setup.py

@@ -7,12 +7,12 @@
 from os import path
 from setuptools import find_packages, setup
 
-with open(path.join(path.abspath(path.dirname(__file__)), 'requirements.txt'), encoding='utf-8') as f:
+with open(path.join(path.abspath(path.dirname(__file__)), 'requirements.txt')) as f:
     install_requires = f.read()
 
 setup(
     name='tigeropen',
-    version='1.1.9',
+    version='1.1.10',
     description='TigerBrokers Open API',
     packages=find_packages(exclude=[]),
     author='TigerBrokers',

tigeropen/common/consts/__init__.py

@@ -132,3 +132,4 @@ class CorporateActionType(Enum):
     """
     SPLIT = 'split'  # 拆合股
     DIVIDEND = 'dividend'  # 分红
+    EARNINGS_CALENDAR = 'earning'  # 财报日历

tigeropen/common/consts/fundamental_fields.py

@@ -590,4 +590,3 @@ class Profitability(Enum):
     levered_free_cash_flow_margin = "levered_free_cash_flow_margin"
     unlevered_free_cash_flow_margin = "unlevered_free_cash_flow_margin"
     normalized_net_income_margin = "normalized_net_income_margin"
-

tigeropen/common/consts/push_types.py

@@ -60,3 +60,5 @@ class ResponseType(Enum):
     GET_SUB_SYMBOLS_END = 111
     GET_SUBSCRIBE_END = 112
     GET_CANCEL_SUBSCRIBE_END = 113
+
+    ERROR_END = 200

tigeropen/common/util/order_utils.py

@@ -4,7 +4,7 @@
 
 @author: gaoan
 """
-from tigeropen.trade.domain.order import Order
+from tigeropen.trade.domain.order import Order, OrderLeg
 from tigeropen.common.consts import OrderStatus
 
 
@@ -74,6 +74,33 @@ def trail_order(account, contract, action, quantity, trailing_percent=None, aux_
     return Order(account, contract, action, 'TRAIL', quantity, trailing_percent=trailing_percent, aux_price=aux_price)
 
 
+def order_leg(leg_type, price, time_in_force='DAY', outside_rth=None):
+    """
+    附加订单
+    :param leg_type: 附加订单类型. PROFIT 止盈单类型,  LOSS 止损单类型
+    :param price: 附加订单价格.
+    :param time_in_force: 附加订单有效期. 'DAY'（当日有效）和'GTC'（取消前有效 Good-Til-Canceled).
+    :param outside_rth: 附加订单是否允许盘前盘后交易(美股专属). True 允许, False 不允许.
+    """
+    return OrderLeg(leg_type=leg_type, price=price, time_in_force=time_in_force, outside_rth=outside_rth)
+
+
+def limit_order_with_legs(account, contract, action, quantity, limit_price, order_legs=None):
+    """
+    限价单 + 附加订单(仅环球账户支持)
+    :param account:
+    :param contract:
+    :param action: BUY/SELL
+    :param quantity:
+    :param limit_price: 限价单价格
+    :param order_legs: 附加订单列表
+    :return:
+    """
+    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)
+
+
 def get_order_status(value):
     """
     Invalid(-2), Initial(-1), PendingCancel(3), Cancelled(4), Submitted(5), Filled(6), Inactive(7), PendingSubmit(8)

tigeropen/examples/push_client_demo.py

@@ -90,6 +90,24 @@ def on_position_changed(account, items):
     print(account, items)
 
 
+def subscribe_callback(destination, content):
+    """
+    订阅成功与否的回调
+    :param destination: 订阅的类型. 有 quote, trade/asset, trade/position, trade/order
+    :param content: 回调信息. 如成功 {'code': 0, 'message': 'success'}; 若失败则 code 不为0, message 为错误详情
+    """
+    print('subscribe:{}, callback content:{}'.format(destination, content))
+
+
+def unsubscribe_callback(destination, content):
+    """
+    退订成功与否的回调
+    :param destination: 取消订阅的类型. 有 quote, trade/asset, trade/position, trade/order
+    :param content: 回调信息.
+    """
+    print('subscribe:{}, callback content:{}'.format(destination, content))
+
+
 # def connect_callback():
 #     """连接建立回调"""
 #     print('connected')
@@ -126,9 +144,14 @@ def on_position_changed(account, items):
     # 持仓变动回调
     # push_client.position_changed = on_position_changed
 
+    # 订阅成功与否的回调
+    push_client.subscribe_callback = subscribe_callback
+    # 退订成功与否的回调
+    push_client.unsubscribe_callback = unsubscribe_callback
+
     # 建立推送连接
     push_client.connect(client_config.tiger_id, client_config.private_key)
-    # 断线重连
+    # 断线重连回调
     # push_client.disconnect_callback = disconnect_callback
 
     # 订阅行情

tigeropen/examples/quote_client_demo.py

@@ -104,6 +104,10 @@ def get_fundamental():
                                                                end_date='2019-01-01')
     print(corporate_dividend)
 
+    # 财报日历
+    earnings_calendar = openapi_client.get_corporate_earnings_calendar(Market.US, '2020-01-01', '2020-02-01')
+    print(earnings_calendar)
+
 
 if __name__ == '__main__':
     with pd.option_context('display.max_rows', None, 'display.max_columns', None):