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open_context.py
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executable file
·1705 lines (1343 loc) · 63.7 KB
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# -*- coding: utf-8 -*-
"""
Market quote and trade context setting
"""
from .quote_query import *
from .trade_query import *
from .utils import is_str
from multiprocessing import Queue
from threading import RLock, Thread
import select
import sys
import pandas as pd
import asyncore
import socket as sock
import time
from time import sleep
from abc import ABCMeta, abstractmethod
from struct import pack
class RspHandlerBase(object):
"""callback function base class"""
def __init__(self):
pass
def on_recv_rsp(self, rsp_content):
"""receive response callback function"""
return 0, None
def on_error(self, error_str):
"""error callback function"""
pass
class StockQuoteHandlerBase(RspHandlerBase):
"""Base class for handle stock quote"""
def on_recv_rsp(self, rsp_str):
"""receive response callback function"""
ret_code, msg, quote_list = StockQuoteQuery.unpack_rsp(rsp_str)
if ret_code == RET_ERROR:
return ret_code, msg
else:
col_list = ['code', 'data_date', 'data_time', 'last_price', 'open_price',
'high_price', 'low_price', 'prev_close_price',
'volume', 'turnover', 'turnover_rate', 'amplitude', 'suspension', 'listing_date'
]
quote_frame_table = pd.DataFrame(quote_list, columns=col_list)
return RET_OK, quote_frame_table
def on_error(self, error_str):
"""error callback function"""
return error_str
class OrderBookHandlerBase(RspHandlerBase):
"""Base class for handling order book data"""
def on_recv_rsp(self, rsp_str):
"""receive response callback function"""
ret_code, msg, order_book = OrderBookQuery.unpack_rsp(rsp_str)
if ret_code == RET_ERROR:
return ret_code, msg
else:
return ret_code, order_book
def on_error(self, error_str):
"""error callback function"""
return error_str
class CurKlineHandlerBase(RspHandlerBase):
"""Base class for handling current Kline data"""
def on_recv_rsp(self, rsp_str):
"""receive response callback function"""
ret_code, msg, kline_list = CurKlineQuery.unpack_rsp(rsp_str)
if ret_code == RET_ERROR:
return ret_code, msg
else:
col_list = ['code', 'time_key', 'open', 'close', 'high', 'low', 'volume', 'turnover', 'k_type']
kline_frame_table = pd.DataFrame(kline_list, columns=col_list)
return RET_OK, kline_frame_table
def on_error(self, error_str):
"""error callback function"""
return error_str
class TickerHandlerBase(RspHandlerBase):
"""Base class for handling ticker data"""
def on_recv_rsp(self, rsp_str):
"""receive response callback function"""
ret_code, msg, ticker_list = TickerQuery.unpack_rsp(rsp_str)
if ret_code == RET_ERROR:
return ret_code, msg
else:
col_list = ['code', 'time', 'price', 'volume', 'turnover', "ticker_direction", 'sequence']
ticker_frame_table = pd.DataFrame(ticker_list, columns=col_list)
return RET_OK, ticker_frame_table
def on_error(self, error_str):
"""error callback function"""
return error_str
class RTDataHandlerBase(RspHandlerBase):
"""Base class for handling real-time data"""
def on_recv_rsp(self, rsp_str):
"""receive response callback function"""
ret_code, msg, rt_data_list = RtDataQuery.unpack_rsp(rsp_str)
if ret_code == RET_ERROR:
return ret_code, msg
else:
col_list = ['code', 'time', 'data_status', 'opened_mins', 'cur_price', "last_close", 'avg_price',
'turnover', 'volume']
rt_data_table = pd.DataFrame(rt_data_list, columns=col_list)
return RET_OK, rt_data_table
def on_error(self, error_str):
"""error callback function"""
return error_str
class BrokerHandlerBase(RspHandlerBase):
"""Base class for handling broker"""
def on_recv_rsp(self, rsp_str):
"""receive response callback function"""
ret_code, bid_content, ask_content = BrokerQueueQuery.unpack_rsp(rsp_str)
if ret_code == RET_ERROR:
return ret_code, bid_content, ask_content
else:
bid_list = ['code', 'bid_broker_id', 'bid_broker_name', 'bid_broker_pos']
ask_list = ['code', 'ask_broker_id', 'ask_broker_name', 'ask_broker_pos']
bid_frame_table = pd.DataFrame(bid_content, columns=bid_list)
ask_frame_table = pd.DataFrame(ask_content, columns=ask_list)
return RET_OK, [bid_frame_table, ask_frame_table]
def on_error(self, error_str):
"""error callback function"""
return error_str
class HandlerContext:
"""Handle Context"""
def __init__(self):
self._default_handler = RspHandlerBase()
self._handler_table = {"1030": {"type": StockQuoteHandlerBase, "obj": StockQuoteHandlerBase()},
"1031": {"type": OrderBookHandlerBase, "obj": OrderBookHandlerBase()},
"1032": {"type": CurKlineHandlerBase, "obj": CurKlineHandlerBase()},
"1033": {"type": TickerHandlerBase, "obj": TickerHandlerBase()},
"1034": {"type": RTDataHandlerBase, "obj": RTDataHandlerBase()},
"1035": {"type": BrokerHandlerBase, "obj": BrokerHandlerBase()},
}
def set_handler(self, handler):
"""
set the callback processing object to be used by the receiving thread after receiving the data.User should set
their own callback object setting in order to achieve event driven.
:param handler:the object in callback handler base
:return: ret_error or ret_ok
"""
set_flag = False
for protoc in self._handler_table:
if isinstance(handler, self._handler_table[protoc]["type"]):
self._handler_table[protoc]["obj"] = handler
return RET_OK
if set_flag is False:
return RET_ERROR
def recv_func(self, rsp_str):
"""receive response callback function"""
ret, msg, rsp = extract_pls_rsp(rsp_str)
if ret != RET_OK:
error_str = msg + rsp_str
print(error_str)
return
else:
protoc_num = rsp["Protocol"]
if protoc_num not in self._handler_table:
handler = self._default_handler
else:
handler = self._handler_table[protoc_num]['obj']
ret, result = handler.on_recv_rsp(rsp_str)
if ret != RET_OK:
error_str = result
handler.on_error(error_str)
@staticmethod
def error_func(err_str):
"""error callback function"""
print(err_str)
class _SyncNetworkQueryCtx:
"""
Network query context manages connection between python program and FUTU client program.
Short (non-persistent) connection can be created by setting long_conn parameter False, which suggests that
TCP connection is closed once a query session finished
Long (persistent) connection can be created by setting long_conn parameter True, which suggests that TCP
connection is persisted after a query session finished, waiting for next query.
"""
def __init__(self, host, port, long_conn=True, connected_handler=None):
self.s = None
self.__host = host
self.__port = port
self.long_conn = long_conn
self._socket_lock = RLock()
self._connected_handler = connected_handler
self._is_loop_connecting = False
def close_socket(self):
"""close socket"""
self._socket_lock.acquire()
self._force_close_session()
self._socket_lock.release()
def is_sock_ok(self, timeout_select):
"""check if socket is OK"""
self._socket_lock.acquire()
try:
ret = self._is_socket_ok(timeout_select)
finally:
self._socket_lock.release()
return ret
def _is_socket_ok(self, timeout_select):
if not self.s:
return False
_, _, sel_except = select.select([self.s], [], [], timeout_select)
if self.s in sel_except:
return False
return True
def reconnect(self):
"""reconnect"""
self._socket_create_and_loop_connect()
def network_query(self, req_str):
"""
the function sends req_str to FUTU client and try to get response from the client.
:param req_str
:return: rsp_str
"""
try:
ret, msg = self._create_session()
self._socket_lock.acquire()
if ret != RET_OK:
return ret, msg, None
# rsp_str = ''
s_buf = str2binary(req_str)
s_cnt = self.s.send(s_buf)
rsp_buf = b''
while rsp_buf.find(b'\r\n\r\n') < 0:
try:
recv_buf = self.s.recv(5 * 1024 * 1024)
rsp_buf += recv_buf
if recv_buf == b'':
raise Exception("_SyncNetworkQueryCtx : remote server close")
except Exception as e:
err = sys.exc_info()[1]
error_str = ERROR_STR_PREFIX + str(
err) + ' when receiving after sending %s bytes. For req: ' % s_cnt + req_str
self._force_close_session()
return RET_ERROR, error_str, None
rsp_str = binary2str(rsp_buf)
self._close_session()
except Exception as e:
err = sys.exc_info()[1]
error_str = ERROR_STR_PREFIX + str(err) + ' when sending. For req: ' + req_str
self._force_close_session()
return RET_ERROR, error_str, None
finally:
self._socket_lock.release()
return RET_OK, "", rsp_str
def _socket_create_and_loop_connect(self):
self._socket_lock.acquire()
is_socket_lock = True
if self._is_loop_connecting:
return RET_ERROR, "is loop connecting, can't create_session"
self._is_loop_connecting = True
if self.s is not None:
self._force_close_session()
while True:
try:
if not is_socket_lock:
is_socket_lock = True
self._socket_lock.acquire()
s = sock.socket()
s.setsockopt(sock.SOL_SOCKET, sock.SO_REUSEADDR, 0)
s.setsockopt(sock.SOL_SOCKET, sock.SO_LINGER, pack("ii", 0, 0))
s.settimeout(10)
self.s = s
self.s.connect((self.__host, self.__port))
except Exception as e:
err = sys.exc_info()[1]
err_msg = ERROR_STR_PREFIX + str(err)
print("socket connect err:{}".format(err_msg))
sleep(1)
continue
if self._connected_handler is not None:
is_socket_lock = False
self._socket_lock.release()
sock_ok, is_retry = self._connected_handler.notify_sync_socket_connected(self)
if not sock_ok:
self._force_close_session()
if is_retry:
print("wait to connect futunn plugin server")
sleep(1)
continue
else:
return RET_ERROR, "obj is closed"
else:
break
self._is_loop_connecting = False
if is_socket_lock:
# is_socket_lock = False
self._socket_lock.release()
return RET_OK, ''
def _create_session(self):
if self.long_conn is True and self.s is not None:
return RET_OK, ""
ret, msg = self._socket_create_and_loop_connect()
if ret != RET_OK:
return ret, msg
return RET_OK, ""
def _force_close_session(self):
if self.s is None:
return
self.s.close()
del self.s
self.s = None
def _close_session(self):
if self.s is None or self.long_conn is True:
return
self.s.close()
self.s = None
def __del__(self):
if self.s is not None:
self.s.close()
self.s = None
class _AsyncNetworkManager(asyncore.dispatcher_with_send):
def __init__(self, host, port, handler_ctx, close_handler=None):
self.__host = host
self.__port = port
self.__close_handler = close_handler
asyncore.dispatcher_with_send.__init__(self)
self._socket_create_and_connect()
time.sleep(0.1)
self.rsp_buf = b''
self.handler_ctx = handler_ctx
def reconnect(self):
"""reconnect"""
self._socket_create_and_connect()
def close_socket(self):
"""close socket"""
self.close()
def handle_read(self):
"""
deal with Json package
:return: err
"""
delimiter = b'\r\n\r\n'
try:
recv_buf = self.recv(5 * 1024 * 1024)
if recv_buf == b'':
raise Exception("_AsyncNetworkManager : remote server close")
self.rsp_buf += recv_buf
loc = self.rsp_buf.find(delimiter)
while loc >= 0:
loc += len(delimiter)
rsp_binary = self.rsp_buf[0:loc]
self.rsp_buf = self.rsp_buf[loc:]
rsp_str = binary2str(rsp_binary)
self.handler_ctx.recv_func(rsp_str)
loc = self.rsp_buf.find(delimiter)
except Exception as e:
err = sys.exc_info()[1]
self.handler_ctx.error_func(str(err))
return
def network_query(self, req_str):
"""query network status"""
s_buf = str2binary(req_str)
self.send(s_buf)
def __del__(self):
self.close()
def handle_close(self):
"""handle close"""
if self.__close_handler is not None:
self.__close_handler.notify_async_socket_close(self)
def _socket_create_and_connect(self):
if self.socket is not None:
self.close()
if self.__host is not None and self.__port is not None:
self.create_socket(sock.AF_INET, sock.SOCK_STREAM)
self.connect((self.__host, self.__port))
def _net_proc(async_ctx, req_queue):
"""
processing request queue
:param async_ctx:
:param req_queue: request queue
:return:
"""
while True:
if req_queue.empty() is False:
ctl_flag, req_str = req_queue.get(timeout=0.001)
if ctl_flag is False:
break
async_ctx.network_query(req_str)
asyncore.loop(timeout=0.001, count=5)
class OpenContextBase(object):
"""Base class for set context"""
metaclass__ = ABCMeta
def __init__(self, host, port, sync_enable, async_enable):
self.__host = host
self.__port = port
self.__sync_socket_enable = sync_enable
self.__async_socket_enable = async_enable
self._async_ctx = None
self._sync_net_ctx = None
self._thread_check_sync_sock = None
self._thread_is_exit = False
self._check_last_req_time = None
self._is_socket_reconnecting = False
self._is_obj_closed = False
self._req_queue = None
self._handlers_ctx = None
self._proc_run = False
self._net_proc = None
self._sync_query_lock = RLock()
if not self.__sync_socket_enable and not self.__async_socket_enable:
raise Exception('you should specify at least one socket type to create !')
self._socket_reconnect_and_wait_ready()
def __del__(self):
self._close()
@abstractmethod
def close(self):
"""
to call close old obj before loop create new, otherwise socket will encounter error 10053 or more!
"""
self._close()
@abstractmethod
def on_api_socket_reconnected(self):
"""
callback after reconnect ok
"""
print("on_api_socket_reconnected obj ID={}".format(id(self)))
pass
def _close(self):
self._is_obj_closed = True
self.stop()
if self._thread_check_sync_sock is not None:
self._thread_check_sync_sock.join(timeout=10)
self._thread_check_sync_sock = None
assert self._thread_is_exit
if self._sync_net_ctx is not None:
self._sync_net_ctx.close_socket()
self._sync_net_ctx = None
if self._async_ctx is not None:
self._async_ctx.close_socket()
self._async_ctx = None
if self._sync_query_lock is not None:
self._sync_query_lock = None
self._req_queue = None
self._handlers_ctx = None
def start(self):
"""
start the receiving thread,asynchronously receive the data pushed by the client
"""
if self._proc_run is True or self._net_proc is None:
return
self._net_proc.start()
self._proc_run = True
def stop(self):
"""
stop the receiving thread, no longer receive the data pushed by the client
"""
if self._proc_run:
self._stop_net_proc()
self._net_proc.join(timeout=5)
self._net_proc = None
self._proc_run = False
def set_handler(self, handler):
"""
set async push hander obj
:param handler: RspHandlerBase deviced obj
:return: ret_error or ret_ok
"""
if self._handlers_ctx is not None:
return self._handlers_ctx.set_handler(handler)
return RET_ERROR
def get_global_state(self):
"""
get api server(exe) global state
:return: RET_OK, state_dict | err_code, msg
"""
query_processor = self._get_sync_query_processor(GlobalStateQuery.pack_req,
GlobalStateQuery.unpack_rsp)
kargs = {"state_type": 0}
ret_code, msg, state_dict = query_processor(**kargs)
if ret_code != RET_OK:
return ret_code, msg
return RET_OK, state_dict
def _send_sync_req(self, req_str):
"""
send a synchronous request
"""
ret, msg, content = self._sync_net_ctx.network_query(req_str)
if ret != RET_OK:
return RET_ERROR, msg, None
return RET_OK, msg, content
def _send_async_req(self, req_str):
"""
send a asynchronous request
"""
if self._req_queue.full() is False:
try:
self._req_queue.put((True, req_str), timeout=1)
return RET_OK, ''
except Exception as e:
_ = e
err = sys.exc_info()[1]
error_str = ERROR_STR_PREFIX + str(err)
return RET_ERROR, error_str
else:
error_str = ERROR_STR_PREFIX + "Request queue is full. The size: %s" % self._req_queue.qsize()
return RET_ERROR, error_str
def _get_sync_query_processor(self, pack_func, unpack_func):
"""
synchronize the query processor
:param pack_func: back
:param unpack_func: unpack
:return: sync_query_processor
"""
send_req = self._send_sync_req
def sync_query_processor(**kargs):
"""sync query processor"""
msg_obj_del = "the object may have been deleted!"
if self._is_obj_closed or self._sync_query_lock is None:
return RET_ERROR, msg_obj_del, None
try:
self._sync_query_lock.acquire()
if self._is_obj_closed:
return RET_ERROR, msg_obj_del, None
ret_code, msg, req_str = pack_func(**kargs)
if ret_code == RET_ERROR:
return ret_code, msg, None
ret_code, msg, rsp_str = send_req(req_str)
if ret_code == RET_ERROR:
return ret_code, msg, None
ret_code, msg, content = unpack_func(rsp_str)
if ret_code == RET_ERROR:
return ret_code, msg, None
return RET_OK, msg, content
finally:
try:
if self._sync_query_lock:
self._sync_query_lock.release()
except Exception as e:
err = sys.exc_info()[1]
print(err)
return sync_query_processor
def _stop_net_proc(self):
"""
stop the request of network
:return: (ret_error,error_str)
"""
if self._req_queue.full() is False:
try:
self._req_queue.put((False, None), timeout=1)
return RET_OK, ''
except Exception as e:
_ = e
err = sys.exc_info()[1]
error_str = ERROR_STR_PREFIX + str(err)
return RET_ERROR, error_str
else:
error_str = ERROR_STR_PREFIX + "Cannot send stop request. queue is full. The size: %s" \
% self._req_queue.qsize()
return RET_ERROR, error_str
def _socket_reconnect_and_wait_ready(self):
"""
sync_socket & async_socket recreate
:return: None
"""
if self._is_socket_reconnecting or self._is_obj_closed or self._sync_query_lock is None:
return
try:
self._is_socket_reconnecting = True
self._sync_query_lock.acquire()
# create async socket (for push data)
if self.__async_socket_enable:
if self._async_ctx is None:
self._handlers_ctx = HandlerContext()
self._req_queue = Queue()
self._async_ctx = _AsyncNetworkManager(self.__host, self.__port, self._handlers_ctx, self)
if self._net_proc is None:
self._net_proc = Thread(target=_net_proc, args=(self._async_ctx, self._req_queue,))
else:
self._async_ctx.reconnect()
# create sync socket and loop wait to connect api server
if self.__sync_socket_enable:
self._thread_check_sync_sock = None
if self._sync_net_ctx is None:
self._sync_net_ctx = _SyncNetworkQueryCtx(self.__host, self.__port,
long_conn=True, connected_handler=self)
self._sync_net_ctx.reconnect()
# notify reconnected
self.on_api_socket_reconnected()
# run thread to check sync socket state
if self.__sync_socket_enable:
self._thread_check_sync_sock = Thread(target=self._thread_check_sync_sock_fun)
self._thread_check_sync_sock.setDaemon(True)
self._thread_check_sync_sock.start()
finally:
try:
self._is_socket_reconnecting = False
if self._sync_query_lock:
self._sync_query_lock.release()
except Exception as e:
err = sys.exc_info()[1]
print(err)
def notify_sync_socket_connected(self, sync_ctxt):
"""
:param sync_ctxt:
:return: (is_socket_ok[bool], is_to_retry_connect[bool])
"""
if self._is_obj_closed or self._sync_net_ctx is None or self._sync_net_ctx is not sync_ctxt:
return False, False
is_ready = False
ret_code, state_dict = self.get_global_state()
if ret_code == 0:
is_ready = int(state_dict['Quote_Logined']) != 0 and int(state_dict['Trade_Logined']) != 0
return is_ready, True
def notify_async_socket_close(self, async_ctx):
"""
AsyncNetworkManager onclose callback
"""
if self._is_obj_closed or self._async_ctx is None or async_ctx is not self._async_ctx:
return
# auto reconnect
self._socket_reconnect_and_wait_ready()
def _thread_check_sync_sock_fun(self):
"""
thread fun : timer to check socket state
"""
thread_handle = self._thread_check_sync_sock
while True:
if self._is_obj_closed or self._thread_check_sync_sock is not thread_handle:
self._thread_is_exit = True
return
sync_net_ctx = self._sync_net_ctx
if sync_net_ctx is None:
self._thread_is_exit = True
return
# select sock to get err state
if not sync_net_ctx.is_sock_ok(0.01):
if self._thread_check_sync_sock is thread_handle and not self._is_obj_closed:
print("thread check socket error")
self._socket_reconnect_and_wait_ready()
self._thread_is_exit = True
return
else:
sleep(0.1)
# send req loop per 10 seconds
cur_time = time.time()
if (self._check_last_req_time is None) or (cur_time - self._check_last_req_time > 10):
self._check_last_req_time = cur_time
if self._thread_check_sync_sock is thread_handle:
self.get_global_state()
class OpenQuoteContext(OpenContextBase):
"""Class for set context of stock quote"""
def __init__(self, host='127.0.0.1', port=11111):
self._ctx_subscribe = set()
super(OpenQuoteContext, self).__init__(host, port, True, True)
def close(self):
"""
to call close old obj before loop create new, otherwise socket will encounter erro 10053 or more!
"""
super(OpenQuoteContext, self).close()
def on_api_socket_reconnected(self):
"""for API socket reconnected"""
# auto subscribe
set_sub = self._ctx_subscribe.copy()
for (stock_code, data_type, push) in set_sub:
for i in range(3):
ret, _ = self.subscribe(stock_code, data_type, push)
if ret == 0:
break
else:
sleep(1)
def get_trading_days(self, market, start_date=None, end_date=None):
"""get the trading days"""
if market is None or is_str(market) is False:
error_str = ERROR_STR_PREFIX + "the type of market param is wrong"
return RET_ERROR, error_str
if start_date is not None and is_str(start_date) is False:
error_str = ERROR_STR_PREFIX + "the type of start_date param is wrong"
return RET_ERROR, error_str
if end_date is not None and is_str(end_date) is False:
error_str = ERROR_STR_PREFIX + "the type of end_date param is wrong"
return RET_ERROR, error_str
query_processor = self._get_sync_query_processor(TradeDayQuery.pack_req,
TradeDayQuery.unpack_rsp)
# the keys of kargs should be corresponding to the actual function arguments
kargs = {'market': market, 'start_date': start_date, "end_date": end_date}
ret_code, msg, trade_day_list = query_processor(**kargs)
if ret_code != RET_OK:
return RET_ERROR, msg
return RET_OK, trade_day_list
def get_stock_basicinfo(self, market, stock_type='STOCK'):
"""get the basic information of stock"""
param_table = {'market': market, 'stock_type': stock_type}
for x in param_table:
param = param_table[x]
if param is None or is_str(param) is False:
error_str = ERROR_STR_PREFIX + "the type of %s param is wrong" % x
return RET_ERROR, error_str
query_processor = self._get_sync_query_processor(StockBasicInfoQuery.pack_req,
StockBasicInfoQuery.unpack_rsp)
kargs = {"market": market, 'stock_type': stock_type}
ret_code, msg, basic_info_list = query_processor(**kargs)
if ret_code == RET_ERROR:
return ret_code, msg
col_list = ['code', 'name', 'lot_size', 'stock_type', 'stock_child_type', "owner_stock_code", "listing_date",
"stockid"]
basic_info_table = pd.DataFrame(basic_info_list, columns=col_list)
return RET_OK, basic_info_table
def get_multiple_history_kline(self, codelist, start=None, end=None, ktype='K_DAY', autype='qfq'):
if is_str(codelist):
codelist = codelist.split(',')
elif isinstance(codelist, list):
pass
else:
raise Exception("code list must be like ['HK.00001', 'HK.00700'] or 'HK.00001,HK.00700'")
result = []
for code in codelist:
ret, data = self.get_history_kline(code, start, end, ktype, autype)
if ret != RET_OK:
raise Exception('get history kline error {},{},{},{}'.format(code, start, end, ktype))
result.append(data)
return 0, result
def get_history_kline(self, code, start=None, end=None, ktype='K_DAY', autype='qfq'):
"""get the historic Kline data"""
if start is not None and is_str(start) is False:
error_str = ERROR_STR_PREFIX + "the type of start param is wrong"
return RET_ERROR, error_str
if end is not None and is_str(end) is False:
error_str = ERROR_STR_PREFIX + "the type of end param is wrong"
return RET_ERROR, error_str
if autype is None:
autype = 'None'
param_table = {'code': code, 'ktype': ktype, 'autype': autype}
for x in param_table:
param = param_table[x]
if param is None or is_str(param) is False:
error_str = ERROR_STR_PREFIX + "the type of %s param is wrong" % x
return RET_ERROR, error_str
query_processor = self._get_sync_query_processor(HistoryKlineQuery.pack_req,
HistoryKlineQuery.unpack_rsp)
kargs = {"stock_str": code, "start_date": start, "end_date": end, "ktype": ktype, "autype": autype}
ret_code, msg, kline_list = query_processor(**kargs)
if ret_code == RET_ERROR:
return ret_code, msg
col_list = ['code', 'time_key', 'open', 'close', 'high', 'low', 'volume', 'turnover']
kline_frame_table = pd.DataFrame(kline_list, columns=col_list)
return RET_OK, kline_frame_table
def get_autype_list(self, code_list):
"""get the autype list"""
if code_list is None or isinstance(code_list, list) is False:
error_str = ERROR_STR_PREFIX + "the type of code_list param is wrong"
return RET_ERROR, error_str
for code in code_list:
if code is None or is_str(code) is False:
error_str = ERROR_STR_PREFIX + "the type of param in code_list is wrong"
return RET_ERROR, error_str
query_processor = self._get_sync_query_processor(ExrightQuery.pack_req,
ExrightQuery.unpack_rsp)
kargs = {"stock_list": code_list}
ret_code, msg, exr_record = query_processor(**kargs)
if ret_code == RET_ERROR:
return ret_code, msg
col_list = ['code',
'ex_div_date',
'split_ratio',
'per_cash_div',
'per_share_div_ratio',
'per_share_trans_ratio',
'allotment_ratio',
'allotment_price',
'stk_spo_ratio',
'stk_spo_price',
'forward_adj_factorA',
'forward_adj_factorB',
'backward_adj_factorA',
'backward_adj_factorB']
exr_frame_table = pd.DataFrame(exr_record, columns=col_list)
return RET_OK, exr_frame_table
def get_market_snapshot(self, code_list):
"""get teh market snapshot"""
if code_list is None or isinstance(code_list, list) is False:
error_str = ERROR_STR_PREFIX + "the type of code_list param is wrong"
return RET_ERROR, error_str
for code in code_list:
if code is None or is_str(code) is False:
error_str = ERROR_STR_PREFIX + "the type of param in code_list is wrong"
return RET_ERROR, error_str
query_processor = self._get_sync_query_processor(MarketSnapshotQuery.pack_req,
MarketSnapshotQuery.unpack_rsp)
kargs = {"stock_list": code_list}
ret_code, msg, snapshot_list = query_processor(**kargs)
if ret_code == RET_ERROR:
return ret_code, msg
col_list = ['code', 'update_time', 'last_price', 'open_price',
'high_price', 'low_price', 'prev_close_price',
'volume', 'turnover', 'turnover_rate', 'suspension', 'listing_date',
'circular_market_val', 'total_market_val', 'wrt_valid',
'wrt_conversion_ratio', 'wrt_type', 'wrt_strike_price',
'wrt_maturity_date', 'wrt_end_trade', 'wrt_code',
'wrt_recovery_price', 'wrt_street_vol', 'wrt_issue_vol',
'wrt_street_ratio', 'wrt_delta', 'wrt_implied_volatility', 'wrt_premium', 'lot_size'
]
snapshot_frame_table = pd.DataFrame(snapshot_list, columns=col_list)
return RET_OK, snapshot_frame_table
def get_rt_data(self, code):
"""get real-time data"""
if code is None or is_str(code) is False:
error_str = ERROR_STR_PREFIX + "the type of param in code_list is wrong"
return RET_ERROR, error_str
query_processor = self._get_sync_query_processor(RtDataQuery.pack_req,
RtDataQuery.unpack_rsp)
kargs = {"stock_str": code}
ret_code, msg, rt_data_list = query_processor(**kargs)
if ret_code == RET_ERROR:
return ret_code, msg
col_list = ['code', 'time', 'data_status', 'opened_mins', 'cur_price', 'last_close',
'avg_price', 'volume', 'turnover']
rt_data_table = pd.DataFrame(rt_data_list, columns=col_list)
return RET_OK, rt_data_table
def get_plate_list(self, market, plate_class):
"""get stock list of the given plate"""
param_table = {'market': market, 'plate_class': plate_class}
for x in param_table:
param = param_table[x]
if param is None or is_str(market) is False:
error_str = ERROR_STR_PREFIX + "the type of market param is wrong"
return RET_ERROR, error_str
if market not in MKT_MAP:
error_str = ERROR_STR_PREFIX + "the value of market param is wrong "
return RET_ERROR, error_str
if plate_class not in PLATE_CLASS_MAP:
error_str = ERROR_STR_PREFIX + "the class of plate is wrong"
return RET_ERROR, error_str
query_processor = self._get_sync_query_processor(SubplateQuery.pack_req,
SubplateQuery.unpack_rsp)
kargs = {'market': market, 'plate_class': plate_class}