84 lines
7.5 KiB
Python
84 lines
7.5 KiB
Python
from dataclasses import asdict
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from typing import Any
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from .client import csv_join
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from .models import *
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class DataMixin:
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def _one(self, endpoint, arg, value, key): return self._post_field(f"/api/data/{endpoint}", {arg: value}, key)
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def stock_name(self, code): return self._one("stock_name", "stockcode", code, "name")
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def open_date(self, code): return self._one("open_date", "stockcode", code, "open_date")
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def last_volume(self, code): return self._one("last_volume", "stockcode", code, "last_volume")
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def bar_timetag(self, index): return self._one("bar_timetag", "index", index, "timetag")
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def tick_timetag(self): return self._get_field("/api/data/tick_timetag", "timetag")
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def sector(self, sector, realtime): return self._post("/api/data/sector", {"sector": sector, "realtime": realtime}).get("stocks", [])
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def industry(self, industry): return self._post("/api/data/industry", {"industry": industry}).get("stocks", [])
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def stock_list_in_sector(self, name): return self._post("/api/data/stock_list_in_sector", {"sectorname": name}).get("stocks", [])
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def weight_in_index(self, indexcode, stockcode): return self._post_field("/api/data/weight_in_index", locals_body(indexcode=indexcode, stockcode=stockcode), "weight")
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def contract_multiplier(self, code): return self._one("contract_multiplier", "contractcode", code, "multiplier")
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def risk_free_rate(self, index): return self._one("risk_free_rate", "index", index, "risk_free_rate")
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def date_location(self, date): return self._one("date_location", "strdate", date, "location")
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def history_data(self, req: HistoryDataRequest):
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return self._post_field("/api/data/history_data", {"len": req.length or 10, "period": req.period, "field": req.field, "dividend_type": req.dividend_type, "skip_paused": str(req.skip_paused).lower()}, "data")
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def _market_body(self, req): return {"fields": csv_join(req.fields), "stock_code": csv_join(req.stocks), "start_time": req.start_time, "end_time": req.end_time, "period": req.period, "dividend_type": req.dividend_type, "count": req.count}
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def market_data(self, req): return self._post_field("/api/data/market_data", self._market_body(req), "data")
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def market_data_ex(self, req): return self._post_field("/api/data/market_data_ex", self._market_body(req), "data")
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def full_tick(self, stocks):
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raw = self._post("/api/data/full_tick", {"stocks": stocks}) or {}
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def number(data, *names):
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for name in names:
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try: return float(data[name])
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except (KeyError, TypeError, ValueError): pass
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return 0.0
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return {code: Tick(number(value, "lastPrice", "last_price", "LastPrice"), number(value, "lastClose", "last_close", "LastClose"), value if isinstance(value, dict) else {}) for code, value in raw.items()}
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def divid_factors(self, code): return self._one("divid_factors", "stockcode", code, "factors")
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def main_contract(self, code): return self._one("main_contract", "codemarket", code, "main_contract")
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def timetag_to_datetime(self, timetag, format=""):
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body = {"timetag": timetag}
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if format: body["format"] = format
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return self._post_field("/api/data/timetag_to_datetime", body, "datetime")
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def total_share(self, code): return self._one("total_share", "stockcode", code, "total_share")
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def trading_dates(self, stockcode, start_date, end_date, period, count=0):
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body = locals_body(stockcode=stockcode, start_date=start_date, end_date=end_date, period=period)
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if count: body["count"] = count
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return self._post("/api/data/trading_dates", body).get("dates", [])
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def svol(self, code): return self._one("svol", "stockcode", code, "svol")
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def bvol(self, code): return self._one("bvol", "stockcode", code, "bvol")
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def longhubang(self, stocks, start, end): return self._post_field("/api/data/longhubang", {"stock_list": csv_join(stocks), "startTime": start, "endTime": end}, "data")
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def top10_share_holder(self, stocks, name, start, end): return self._post_field("/api/data/top10_share_holder", {"stock_list": csv_join(stocks), "data_name": name, "start_time": start, "end_time": end}, "data")
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def option_detail(self, code): return self._one("option_detail", "optioncode", code, "detail")
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def turnover_rate(self, stocks, start, end): return self._post_field("/api/data/turnover_rate", {"stock_list": csv_join(stocks), "startTime": start, "endTime": end}, "data")
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def etf_info(self, code): return self._one("etf_info", "stockcode", code, "info")
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def etf_iopv(self, code): return self._one("etf_iopv", "stockcode", code, "iopv")
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def instrument_detail(self, code): return self._one("instrumentdetail", "stockcode", code, "detail")
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def contract_expire_date(self, code): return self._one("contract_expire_date", "codemarket", code, "expire_date")
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def option_undl_data(self, code): return self._one("option_undl_data", "undl_code_ref", code, "data")
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def financial_data(self, req):
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return self._post_field("/api/data/financial_data", {"tabname": req.tabname, "colname": req.colname, "market": req.market, "code": req.code, "report_type": req.report_type, "barpos": req.barpos, "fieldList": csv_join(req.field_list), "stockList": csv_join(req.stock_list), "startDate": req.start_date, "endDate": req.end_date}, "data")
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def factor_data(self, req): return self._post_field("/api/data/factor_data", {"fieldList": csv_join(req.field_list), "stockList": csv_join(req.stock_list), "stockCode": req.stock_code, "startDate": req.start_date, "endDate": req.end_date}, "data")
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def his_st_data(self, code): return self._one("his_st_data", "stockCode", code, "data")
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def his_index_data(self, index): return self._one("his_index_data", "index", index, "data")
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def all_subscription(self): return self._get_field("/api/data/all_subscription", "subscriptions")
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def option_list(self, code, dedate, opttype, available): return self._post_field("/api/data/option_list", {"undl_code": code, "dedate": dedate, "opttype": opttype, "isavailable": str(available).lower()}, "option_list")
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def his_contract_list(self, market): return self._one("his_contract_list", "market", market, "contracts")
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def option_iv(self, code): return self._one("option_iv", "optioncode", code, "iv")
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def bsm_price(self, req):
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prices = ",".join(str(v) for v in req.object_prices) if isinstance(req.object_prices, list) else req.object_prices
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return self._post_field("/api/data/bsm_price", {"optionType": req.option_type, "objectPrices": prices, "strikePrice": req.strike_price, "riskFree": req.risk_free, "sigma": req.sigma, "days": req.days, "dividend": req.dividend}, "price")
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def bsm_iv(self, req): return self._post_field("/api/data/bsm_iv", camel_request(req), "iv")
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def local_data(self, req): return self._post_field("/api/data/local_data", {"stock_code": req.stock_code, "start_time": req.start_time, "end_time": req.end_time, "period": req.period, "divid_type": req.divid_type, "count": req.count}, "data")
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def subscribe_quote(self, code, period, dividend_type): return self._post("/api/data/subscribe_quote", {"stock_code": code, "period": period, "dividend_type": dividend_type})
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def unsubscribe_quote(self, sub_id): return self._post("/api/data/unsubscribe_quote", {"sub_id": sub_id})
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def locals_body(**kwargs): return kwargs
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def camel_request(req):
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data = asdict(req)
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return {"optionType": data["option_type"], "objectPrices": data["object_prices"], "strikePrice": data["strike_price"], "optionPrice": data["option_price"], "riskFree": data["risk_free"], "days": data["days"], "dividend": data["dividend"]}
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