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constant.py
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106 lines (91 loc) · 2.8 KB
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# -*- coding: utf-8 -*-
"""
Constant collection
"""
MKT_MAP = {"HK": 1,
"US": 2,
"SH": 3,
"SZ": 4,
"HK_FUTURE": 6
}
WRT_TYPE_MAP = {"CALL": 1,
"PUT": 2,
"BULL": 3,
"BEAR": 4,
"N/A": 0
}
PLATE_CLASS_MAP = {"ALL": 0,
"INDUSTRY": 1,
"REGION": 2,
"CONCEPT": 3
}
SEC_TYPE_MAP = {"STOCK": 3,
"IDX": 6,
"ETF": 4,
"WARRANT": 5,
"BOND": 1,
"N/A": 0
}
SUBTYPE_MAP = {"TICKER": 4,
"QUOTE": 1,
"ORDER_BOOK": 2,
"K_1M": 11,
"K_5M": 7,
"K_15M": 8,
"K_30M": 9,
"K_60M": 10,
"K_DAY": 6,
"K_WEEK": 12,
"K_MON": 13,
"RT_DATA": 5,
"BROKER": 14
}
KTYPE_MAP = {"K_1M": 1,
"K_5M": 6,
"K_15M": 7,
"K_30M": 8,
"K_60M": 9,
"K_DAY": 2,
"K_WEEK": 3,
"K_MON": 4
}
AUTYPE_MAP = {'None': 0,
"qfq": 1,
"hfq": 2
}
TICKER_DIRECTION = {"TT_BUY": 1,
"TT_SELL": 2,
"TT_NEUTRAL": 3
}
ORDER_STATUS = {"CANCEL": 0,
"INVALID": 1,
"VALID": 2,
"DELETE": 3
}
ENVTYPE_MAP = {"TRUE": 0,
"SIMULATE": 1
}
RET_OK = 0
RET_ERROR = -1
ERROR_STR_PREFIX = 'ERROR. '
EMPTY_STRING = ''
# noinspection PyPep8Naming
class TRADE(object):
REV_MKT_MAP = {MKT_MAP[x]: x for x in MKT_MAP}
REV_SEC_TYPE_MAP = {SEC_TYPE_MAP[x]: x for x in SEC_TYPE_MAP}
REV_SUBTYPE_MAP = {SUBTYPE_MAP[x]: x for x in SUBTYPE_MAP}
REV_KTYPE_MAP = {KTYPE_MAP[x]: x for x in KTYPE_MAP}
REV_AUTYPE_MAP = {AUTYPE_MAP[x]: x for x in AUTYPE_MAP}
REV_TICKER_DIRECTION = {TICKER_DIRECTION[x]: x for x in TICKER_DIRECTION}
REV_ORDER_STATUS = {ORDER_STATUS[x]: x for x in ORDER_STATUS}
REV_ENVTYPE_MAP = {ENVTYPE_MAP[x]: x for x in ENVTYPE_MAP}
# noinspection PyPep8Naming
class QUOTE(object):
REV_MKT_MAP = {MKT_MAP[x]: x for x in MKT_MAP}
REV_WRT_TYPE_MAP = {WRT_TYPE_MAP[x]: x for x in WRT_TYPE_MAP}
REV_PLATE_CLASS_MAP = {PLATE_CLASS_MAP[x]: x for x in PLATE_CLASS_MAP}
REV_SEC_TYPE_MAP = {SEC_TYPE_MAP[x]: x for x in SEC_TYPE_MAP}
REV_SUBTYPE_MAP = {SUBTYPE_MAP[x]: x for x in SUBTYPE_MAP}
REV_KTYPE_MAP = {KTYPE_MAP[x]: x for x in KTYPE_MAP}
REV_AUTYPE_MAP = {AUTYPE_MAP[x]: x for x in AUTYPE_MAP}
REV_TICKER_DIRECTION = {TICKER_DIRECTION[x]: x for x in TICKER_DIRECTION}