Merge branch 'feat_traderank' into 'master'

Feat traderank

See merge request server/openapi/openapi-python-sdk!231

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,9 @@
+## 3.3.3 (2025-03-04)
+### New
+- `QuoteClient.get_quote_overnight` 获取夜盘行情
+### Mod
+- Contract 添加属性 `support_overnight_trading`
+
 ## 3.3.1 (2024-12-31)
 ### New
 - `TradeClient.get_funding_history` 出入金历史查询

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '3.3.1'
+__VERSION__ = '3.3.3'

tigeropen/common/consts/__init__.py

@@ -34,9 +34,16 @@ class TradingSession(Enum):
     PreMarket = 'PreMarket'  # 盘前
     Regular = 'Regular'  # 盘中
     AfterHours = 'AfterHours'  # 盘后
-    OverNight = 'OverNight'  # 夜盘
+    OverNight = 'OverNight'
 
 
+@unique
+class TradingSessionType(Enum):
+    PRE_RTH_POST = 'PRE_RTH_POST'
+    OVERNIGHT ='OVERNIGHT' # 夜盘
+    RTH = 'RTH' # 盘中
+    FULL ='FULL' # 全时段
+
 
 @unique
 class SecurityType(Enum):

tigeropen/common/consts/service_types.py

@@ -72,6 +72,8 @@
 WARRANT_REAL_TIME_QUOTE = "warrant_real_time_quote"
 KLINE_QUOTA = "kline_quota"  # 历史k线额度
 STOCK_FUNDAMENTAL = "stock_fundamental"
+TRADE_RANK = "trade_rank"
+QUOTE_OVERNIGHT = "quote_overnight"
 
 # 期权行情
 OPTION_EXPIRATION = "option_expiration"

tigeropen/quote/quote_client.py

@@ -15,7 +15,7 @@
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, CorporateActionType, IndustryLevel
 from tigeropen.common.consts.filter_fields import FieldBelongType
 from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY, GET_QUOTE_PERMISSION, \
-    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, STOCK_FUNDAMENTAL, TRADING_CALENDAR, FUTURE_CONTRACTS, MARKET_SCANNER, \
+    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, STOCK_FUNDAMENTAL, TRADE_RANK, TRADING_CALENDAR, 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
@@ -24,7 +24,8 @@
     OPTION_KLINE, OPTION_TRADE_TICK, FUTURE_KLINE, FUTURE_TICK, FUTURE_CONTRACT_BY_EXCHANGE_CODE, \
     FUTURE_TRADING_DATE, QUOTE_SHORTABLE_STOCKS, FUTURE_REAL_TIME_QUOTE, \
     FUTURE_CURRENT_CONTRACT, QUOTE_REAL_TIME, QUOTE_STOCK_TRADE, FINANCIAL_DAILY, FINANCIAL_REPORT, CORPORATE_ACTION, \
-    QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL, FUTURE_CONTINUOUS_CONTRACTS
+    QUOTE_DEPTH, INDUSTRY_LIST, INDUSTRY_STOCKS, STOCK_INDUSTRY, STOCK_DETAIL, FUTURE_CONTINUOUS_CONTRACTS, \
+    QUOTE_OVERNIGHT
 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
@@ -79,9 +80,11 @@
 from tigeropen.quote.response.stock_trade_meta_response import TradeMetaResponse
 from tigeropen.quote.response.symbol_names_response import SymbolNamesResponse
 from tigeropen.quote.response.symbols_response import SymbolsResponse
+from tigeropen.quote.response.trade_rank_response import TradeRankResponse
 from tigeropen.quote.response.trading_calendar_response import TradingCalendarResponse
 from tigeropen.quote.response.warrant_briefs_response import WarrantBriefsResponse
 from tigeropen.quote.response.warrant_filter_response import WarrantFilterResponse
+from tigeropen.quote.response.quote_overnight_response import QuoteOvernightResponse
 from tigeropen.tiger_open_client import TigerOpenClient
 from tigeropen.tiger_open_config import LANGUAGE
 
@@ -1887,4 +1890,32 @@ def get_stock_fundamental(self, symbols, market):
             else:
                 raise ApiException(response.code, response.message)
 
+    def get_trade_rank(self, market, lang=Language.en_US):
+        params = MarketParams()
+        params.market = get_enum_value(market)
+        params.lang = get_enum_value(lang)
+        request = OpenApiRequest(TRADE_RANK, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = TradeRankResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+
+    def get_quote_overnight(self, symbols, lang=Language.en_US):
+        params = MultipleQuoteParams()
+        params.symbols = symbols if isinstance(symbols, list) else [symbols]
+        params.lang = get_enum_value(lang)
+        request = OpenApiRequest(QUOTE_OVERNIGHT, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = QuoteOvernightResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+
 

tigeropen/quote/request/model.py

@@ -1479,3 +1479,4 @@ def to_openapi_dict(self):
         if self.with_details is not None:
             params['with_details'] = self.with_details
         return params
+    

tigeropen/quote/response/quote_overnight_response.py

@@ -0,0 +1,19 @@
+# -*- coding: utf-8 -*-
+
+import pandas as pd
+
+from tigeropen.common.response import TigerResponse
+from tigeropen.common.util.string_utils import camel_to_underline_obj
+
+
+class QuoteOvernightResponse(TigerResponse):
+    def __init__(self):
+        super(QuoteOvernightResponse, self).__init__()
+        self.result = None
+        
+    def parse_response_content(self, response_content):
+        response = super(QuoteOvernightResponse, self).parse_response_content(response_content)
+        if 'data' in response:
+            data = camel_to_underline_obj(response['data'])
+            self.result = pd.DataFrame(data)
+        return response 

tigeropen/quote/response/trade_rank_response.py

@@ -0,0 +1,28 @@
+from tigeropen.common.response import TigerResponse
+import pandas as pd
+from tigeropen.common.util.string_utils import camel_to_underline_obj
+
+class TradeRankResponse(TigerResponse):
+    def __init__(self):
+        super(TradeRankResponse, self).__init__()
+        self.result = pd.DataFrame()
+        self._is_success = None
+
+    def parse_response_content(self, response_content):
+        response = super(TradeRankResponse, self).parse_response_content(response_content)
+        if 'is_success' in response:
+            self._is_success = response['is_success']
+
+        if self.data:
+            df_data = []
+            for item in self.data:
+                formated_item = camel_to_underline_obj(item)
+                hour_trading = formated_item.pop('hour_trading', None)
+                if hour_trading:
+                    for key, value in hour_trading.items():
+                        formated_item['hour_trading_' + key] = value
+                df_data.append(formated_item)
+
+            self.result = pd.DataFrame(df_data)
+
+            

tigeropen/trade/domain/contract.py

@@ -90,6 +90,7 @@ def __init__(self, symbol=None, currency=None, contract_id=None, sec_type=None,
         self.discounted_end_at = kwargs.get('discounted_end_at')
         self.categories = kwargs.get('categories')
         self.lot_size = kwargs.get('lot_size')
+        self.support_overnight_trading = kwargs.get('support_overnight_trading')
 
     @property
     def right(self):