aria-code 0.52.0__py3-none-any.whl

aria_code/brokers/cn/__init__.py

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+from .xtquant_broker   import XTQuantBroker
+from .easytrader_broker import EasyTraderBroker
+from .futu_broker       import FutuBroker
+from .tiger_broker      import TigerBroker
+from .longbridge_broker import LongbridgeBroker
+
+__all__ = [
+    "XTQuantBroker", "EasyTraderBroker",
+    "FutuBroker", "TigerBroker", "LongbridgeBroker",
+]

aria_code/brokers/cn/easytrader_broker.py

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+"""
+brokers/cn/easytrader_broker.py — EasyTrader 适配器
+=====================================================
+支持券商（通过客户端界面自动化）：
+    同花顺(ths)、通达信(tdx)、华泰(huatai)、国泰君安(guojun)、
+    银河证券(yh)、平安证券(pa)、招商证券(zszq)、雪球模拟(xq)
+
+安装：pip install easytrader
+文档：https://github.com/shidenggui/easytrader
+
+配置示例::
+
+    {
+      "id":           "ht_main",
+      "type":         "easytrader",
+      "label":        "华泰账户",
+      "broker_name":  "huatai",
+      "exe_path":     "C:\\华泰证券\\xiadan.exe",
+      "comm_password": "可选"
+    }
+
+注意：EasyTrader 通过操控客户端窗口，仅支持 Windows。
+"""
+
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from ..base import BrokerBase, AccountInfo, Position, Order, OrderResult
+
+
+class EasyTraderBroker(BrokerBase):
+    broker_type = "easytrader"
+    broker_name = "EasyTrader"
+    market      = "CN"
+
+    _BROKER_NAMES = {
+        "huatai": "华泰证券",
+        "guojun": "国泰君安",
+        "ths":    "同花顺",
+        "tdx":    "通达信",
+        "yh":     "银河证券",
+        "zszq":   "招商证券",
+        "xq":     "雪球模拟",
+    }
+
+    def __init__(self, broker_id: str, config: Dict[str, Any]):
+        super().__init__(broker_id, config)
+        self._broker_name  = config.get("broker_name", "ths")
+        self._exe_path     = config.get("exe_path", "")
+        self._comm_pwd     = config.get("comm_password", "")
+        self._client       = None
+        self.broker_name   = self._BROKER_NAMES.get(self._broker_name, self._broker_name)
+
+    def connect(self) -> bool:
+        try:
+            import easytrader
+        except ImportError:
+            raise ImportError("easytrader 未安装。请运行: pip install easytrader")
+
+        import sys
+        if sys.platform != "win32":
+            raise RuntimeError("EasyTrader 仅支持 Windows 系统")
+
+        try:
+            client = easytrader.use(self._broker_name)
+            if self._exe_path:
+                client.prepare(self._exe_path, comm_password=self._comm_pwd or None)
+            else:
+                client.prepare(comm_password=self._comm_pwd or None)
+            self._client    = client
+            self._connected = True
+            return True
+        except Exception as e:
+            raise RuntimeError(f"EasyTrader 连接失败: {e}") from e
+
+    def account_info(self) -> AccountInfo:
+        self._require_connected()
+        try:
+            bal = self._client.balance
+            total = float(bal.get("总资产", bal.get("资产", 0)))
+            cash  = float(bal.get("可用金额", bal.get("可用资金", 0)))
+            mv    = float(bal.get("证券市值", 0))
+            frozen= float(bal.get("冻结金额", 0))
+            pnl   = float(bal.get("盈亏金额", bal.get("参考盈亏", 0)))
+        except Exception as e:
+            raise RuntimeError(f"EasyTrader 账户资金查询失败: {e}") from e
+
+        return AccountInfo(
+            broker_id=self.broker_id,
+            broker_type=self.broker_type,
+            label=self.label,
+            account_id=self.config.get("account_id", ""),
+            currency="CNY",
+            total_assets=total,
+            cash=cash,
+            market_value=mv,
+            frozen=frozen,
+            pnl_today=pnl,
+        )
+
+    def positions(self) -> List[Position]:
+        self._require_connected()
+        try:
+            raw = self._client.position
+        except Exception as e:
+            raise RuntimeError(f"EasyTrader 持仓查询失败: {e}") from e
+
+        result = []
+        for row in (raw or []):
+            sym   = str(row.get("证券代码", row.get("股票代码", "")))
+            name  = str(row.get("证券名称", row.get("股票名称", "")))
+            qty   = float(row.get("持仓数量", row.get("持股数量", 0)))
+            avail = float(row.get("可用数量", row.get("可卖数量", 0)))
+            cost  = float(row.get("成本价",   row.get("持仓成本", 0)))
+            price = float(row.get("当前价",   row.get("最新价",   0)))
+            mv    = float(row.get("证券市值", row.get("参考市值",  0)))
+            pnl   = float(row.get("盈亏金额", row.get("参考盈亏",  0)))
+            pnl_pct = float(row.get("盈亏比例(%)", 0))
+            result.append(Position(
+                symbol=sym, name=name,
+                quantity=qty, available_qty=avail,
+                cost_price=cost, current_price=price,
+                market_value=mv, pnl=pnl, pnl_pct=pnl_pct,
+                currency="CNY", market="a_share",
+            ))
+        return result
+
+    def orders(self, status: str = "all", limit: int = 50) -> List[Order]:
+        self._require_connected()
+        try:
+            raw = self._client.today_entrusts
+        except Exception as e:
+            raise RuntimeError(f"EasyTrader 订单查询失败: {e}") from e
+
+        result = []
+        for row in (raw or [])[:limit]:
+            op = str(row.get("操作", ""))
+            side   = "buy" if "买" in op else "sell"
+            raw_st = str(row.get("状态",  row.get("委托状态", "")))
+            mapped = _easy_order_status(raw_st)
+            if status != "all" and mapped != status:
+                continue
+            result.append(Order(
+                order_id=str(row.get("委托编号", row.get("合同编号", ""))),
+                symbol=str(row.get("证券代码", "")),
+                name=str(row.get("证券名称", "")),
+                side=side,
+                order_type="limit",
+                quantity=float(row.get("委托数量", 0)),
+                filled_qty=float(row.get("成交数量", 0)),
+                price=float(row.get("委托价格", row.get("委托价",0))),
+                avg_price=float(row.get("成交均价", row.get("成交价",0))),
+                status=mapped,
+                created_at=str(row.get("委托时间", "")),
+                currency="CNY",
+            ))
+        return result
+
+    def place_order(self, symbol: str, side: str, quantity: float,
+                    order_type: str = "limit", price: float = 0.0, **kwargs) -> OrderResult:
+        self._require_connected()
+        try:
+            if side == "buy":
+                result = self._client.buy(security=symbol, price=price, amount=int(quantity))
+            else:
+                result = self._client.sell(security=symbol, price=price, amount=int(quantity))
+            oid = str(result.get("entrust_no", result.get("委托编号", "")))
+            return OrderResult(success=True, order_id=oid, broker_id=self.broker_id)
+        except Exception as e:
+            return OrderResult(success=False, message=str(e), broker_id=self.broker_id)
+
+    def cancel_order(self, order_id: str) -> bool:
+        self._require_connected()
+        try:
+            self._client.cancel_entrust(order_id)
+            return True
+        except Exception:
+            return False
+
+    def _require_connected(self):
+        if not self._connected or not self._client:
+            raise RuntimeError("EasyTrader 未连接，请先调用 connect()")
+
+
+def _easy_order_status(raw: str) -> str:
+    if any(x in raw for x in ("已成", "全部成交")):
+        return "filled"
+    if any(x in raw for x in ("部分成交",)):
+        return "partial"
+    if any(x in raw for x in ("已撤", "撤单", "废单")):
+        return "cancelled"
+    return "open"

aria_code/brokers/cn/futu_broker.py

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+"""
+brokers/cn/futu_broker.py — 富途牛牛 OpenAPI 适配器
+=====================================================
+支持市场：港股、美股、A股（通过 OpenD 网关）
+
+安装：pip install futu-api
+文档：https://openapi.futunn.com/futu-api-doc/
+
+配置示例::
+
+    {
+      "id":     "futu_hk",
+      "type":   "futu",
+      "label":  "富途港股",
+      "host":   "127.0.0.1",
+      "port":   11111,
+      "market": "HK",
+      "trd_env": "REAL"
+    }
+
+注意：需在本机启动 Futu OpenD 进程。
+"""
+
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from ..base import BrokerBase, AccountInfo, Position, Order, OrderResult
+
+
+class FutuBroker(BrokerBase):
+    broker_type = "futu"
+    broker_name = "富途牛牛"
+    market      = "HK"
+
+    def __init__(self, broker_id: str, config: Dict[str, Any]):
+        super().__init__(broker_id, config)
+        self._host    = config.get("host", "127.0.0.1")
+        self._port    = int(config.get("port", 11111))
+        self._market  = config.get("market", "HK").upper()
+        self._trd_env = config.get("trd_env", "REAL").upper()
+        self._quote_ctx = None
+        self._trd_ctx   = None
+        self.market = self._market
+
+    def connect(self) -> bool:
+        try:
+            import futu as ft
+        except ImportError:
+            raise ImportError("futu-api 未安装。请运行: pip install futu-api  并启动 Futu OpenD")
+
+        try:
+            self._quote_ctx = ft.OpenQuoteContext(host=self._host, port=self._port)
+            trd_market = {
+                "HK":  ft.TrdMarket.HK,
+                "US":  ft.TrdMarket.US,
+                "CN":  ft.TrdMarket.CN,
+                "A":   ft.TrdMarket.CN,
+            }.get(self._market, ft.TrdMarket.HK)
+            trd_env = ft.TrdEnv.REAL if self._trd_env == "REAL" else ft.TrdEnv.SIMULATE
+            self._trd_ctx = ft.OpenSecTradeContext(
+                filter_trdmarket=trd_market,
+                host=self._host, port=self._port,
+                security_firm=ft.SecurityFirm.FUTUINC,
+            )
+            self._ft      = ft
+            self._trd_env_val = trd_env
+            self._connected   = True
+            return True
+        except Exception as e:
+            raise RuntimeError(f"富途 OpenAPI 连接失败: {e}") from e
+
+    def disconnect(self) -> None:
+        for ctx in (self._quote_ctx, self._trd_ctx):
+            try:
+                if ctx:
+                    ctx.close()
+            except Exception:
+                pass
+        self._connected = False
+
+    def account_info(self) -> AccountInfo:
+        self._require_connected()
+        ret, data = self._trd_ctx.accinfo_query(trd_env=self._trd_env_val)
+        if ret != self._ft.RET_OK:
+            raise RuntimeError(f"富途账户查询失败: {data}")
+        row = data.iloc[0]
+        currency = "HKD" if self._market == "HK" else "USD" if self._market == "US" else "CNY"
+        return AccountInfo(
+            broker_id=self.broker_id,
+            broker_type=self.broker_type,
+            label=self.label,
+            account_id=str(row.get("acc_id", "")),
+            currency=currency,
+            total_assets=float(row.get("total_assets", 0)),
+            cash=float(row.get("cash", 0)),
+            market_value=float(row.get("market_val", 0)),
+            frozen=float(row.get("frozen_cash", 0)),
+            pnl_today=float(row.get("today_profit", 0)),
+            pnl_pct=float(row.get("today_profit_ratio", 0)) * 100,
+        )
+
+    def positions(self) -> List[Position]:
+        self._require_connected()
+        ret, data = self._trd_ctx.position_list_query(trd_env=self._trd_env_val)
+        if ret != self._ft.RET_OK:
+            raise RuntimeError(f"富途持仓查询失败: {data}")
+        result = []
+        currency = "HKD" if self._market == "HK" else "USD" if self._market == "US" else "CNY"
+        for _, row in data.iterrows():
+            sym  = str(row.get("code", ""))
+            name = str(row.get("stock_name", ""))
+            qty  = float(row.get("qty", 0))
+            avail= float(row.get("can_sell_qty", 0))
+            cost = float(row.get("cost_price", 0))
+            price= float(row.get("price",      0))
+            mv   = float(row.get("market_val", 0))
+            pnl  = float(row.get("unrealized_pl", 0))
+            pnl_pct = float(row.get("unrealized_pl_ratio", 0)) * 100
+            result.append(Position(
+                symbol=sym, name=name,
+                quantity=qty, available_qty=avail,
+                cost_price=cost, current_price=price,
+                market_value=mv, pnl=pnl, pnl_pct=pnl_pct,
+                currency=currency, market=self._market.lower(),
+            ))
+        return result
+
+    def orders(self, status: str = "all", limit: int = 50) -> List[Order]:
+        self._require_connected()
+        ret, data = self._trd_ctx.order_list_query(trd_env=self._trd_env_val)
+        if ret != self._ft.RET_OK:
+            raise RuntimeError(f"富途订单查询失败: {data}")
+        result = []
+        for _, row in data.head(limit).iterrows():
+            side     = "buy" if "BUY" in str(row.get("trd_side", "")).upper() else "sell"
+            raw_st   = str(row.get("order_status", ""))
+            mapped   = _futu_order_status(raw_st)
+            if status != "all" and mapped != status:
+                continue
+            result.append(Order(
+                order_id=str(row.get("order_id", "")),
+                symbol=str(row.get("code", "")),
+                name=str(row.get("stock_name", "")),
+                side=side,
+                order_type=str(row.get("order_type", "")).lower(),
+                quantity=float(row.get("qty", 0)),
+                filled_qty=float(row.get("dealt_qty", 0)),
+                price=float(row.get("price", 0)),
+                avg_price=float(row.get("dealt_avg_price", 0)),
+                status=mapped,
+                created_at=str(row.get("create_time", "")),
+            ))
+        return result
+
+    def place_order(self, symbol: str, side: str, quantity: float,
+                    order_type: str = "limit", price: float = 0.0, **kwargs) -> OrderResult:
+        self._require_connected()
+        ft = self._ft
+        trd_side = ft.TrdSide.BUY if side == "buy" else ft.TrdSide.SELL
+        ot = ft.OrderType.NORMAL if order_type == "limit" else ft.OrderType.MARKET
+        ret, data = self._trd_ctx.place_order(
+            price=price, qty=quantity, code=symbol,
+            trd_side=trd_side, order_type=ot,
+            trd_env=self._trd_env_val,
+        )
+        if ret != ft.RET_OK:
+            return OrderResult(success=False, message=str(data), broker_id=self.broker_id)
+        oid = str(data.iloc[0].get("order_id", ""))
+        return OrderResult(success=True, order_id=oid, broker_id=self.broker_id)
+
+    def cancel_order(self, order_id: str) -> bool:
+        self._require_connected()
+        ret, _ = self._trd_ctx.modify_order(
+            modify_order_op=self._ft.ModifyOrderOp.CANCEL,
+            order_id=int(order_id), qty=0, price=0,
+            trd_env=self._trd_env_val,
+        )
+        return ret == self._ft.RET_OK
+
+    def _require_connected(self):
+        if not self._connected or not self._trd_ctx:
+            raise RuntimeError("富途 OpenAPI 未连接，请先调用 connect()")
+
+
+def _futu_order_status(raw: str) -> str:
+    raw = raw.upper()
+    if "FILLED_ALL" in raw or "已全部成交" in raw:
+        return "filled"
+    if "FILLED_PART" in raw or "部分" in raw:
+        return "partial"
+    if "CANCELLED" in raw or "已撤" in raw:
+        return "cancelled"
+    return "open"

aria_code/brokers/cn/longbridge_broker.py

@@ -0,0 +1,190 @@
+"""
+brokers/cn/longbridge_broker.py — 长桥证券 OpenAPI 适配器
+===========================================================
+支持市场：港股、美股、A股
+
+安装：pip install longbridge
+文档：https://open.longportapp.com/
+
+配置示例::
+
+    {
+      "id":           "lb_main",
+      "type":         "longbridge",
+      "label":        "长桥主账户",
+      "app_key":      "YOUR_APP_KEY",
+      "app_secret":   "YOUR_APP_SECRET",
+      "access_token": "YOUR_ACCESS_TOKEN"
+    }
+"""
+
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from ..base import BrokerBase, AccountInfo, Position, Order, OrderResult
+
+
+class LongbridgeBroker(BrokerBase):
+    broker_type = "longbridge"
+    broker_name = "长桥证券"
+    market      = "GLOBAL"
+
+    def __init__(self, broker_id: str, config: Dict[str, Any]):
+        super().__init__(broker_id, config)
+        self._app_key      = config.get("app_key", "")
+        self._app_secret   = config.get("app_secret", "")
+        self._access_token = config.get("access_token", "")
+        self._trade_ctx    = None
+        self._quote_ctx    = None
+
+    def connect(self) -> bool:
+        try:
+            from longbridge.openapi import TradeContext, QuoteContext, Config
+        except ImportError:
+            raise ImportError("longbridge 未安装。请运行: pip install longbridge")
+
+        try:
+            cfg = Config(
+                app_key=self._app_key,
+                app_secret=self._app_secret,
+                access_token=self._access_token,
+            )
+            self._trade_ctx = TradeContext(cfg)
+            self._quote_ctx = QuoteContext(cfg)
+            # 测试连接
+            self._trade_ctx.account_balance()
+            self._connected = True
+            return True
+        except Exception as e:
+            raise RuntimeError(f"长桥证券连接失败: {e}") from e
+
+    def account_info(self) -> AccountInfo:
+        self._require_connected()
+        try:
+            resp = self._trade_ctx.account_balance()
+            bal  = resp[0] if resp else None
+            if not bal:
+                raise RuntimeError("长桥账户余额为空")
+            currency = str(getattr(bal, "currency", "HKD"))
+            total = float(getattr(bal, "total_cash", 0))
+            cash  = float(getattr(bal, "available_cash", 0))
+            mv    = float(getattr(bal, "market_value", 0))
+            pnl   = float(getattr(bal, "unrealized_pnl", 0))
+        except Exception as e:
+            raise RuntimeError(f"长桥账户查询失败: {e}") from e
+
+        return AccountInfo(
+            broker_id=self.broker_id,
+            broker_type=self.broker_type,
+            label=self.label,
+            account_id=self.config.get("account_id", self._app_key[-6:]),
+            currency=currency,
+            total_assets=total + mv,
+            cash=cash,
+            market_value=mv,
+            pnl_total=pnl,
+        )
+
+    def positions(self) -> List[Position]:
+        self._require_connected()
+        try:
+            raw = self._trade_ctx.stock_positions()
+        except Exception as e:
+            raise RuntimeError(f"长桥持仓查询失败: {e}") from e
+
+        result = []
+        for ch in getattr(raw, "channels", []):
+            for p in getattr(ch, "positions", []):
+                sym   = str(getattr(p, "symbol", ""))
+                name  = str(getattr(p, "symbol_name", ""))
+                qty   = float(getattr(p, "quantity", 0))
+                avail = float(getattr(p, "available_quantity", qty))
+                cost  = float(getattr(p, "cost_price", 0))
+                price = float(getattr(p, "current_price", 0))
+                mv    = float(getattr(p, "market_value", 0))
+                pnl   = float(getattr(p, "unrealized_pnl", 0))
+                pnl_pct = float(getattr(p, "unrealized_pnl_ratio", 0))
+                currency = str(getattr(p, "currency", "HKD"))
+                result.append(Position(
+                    symbol=sym, name=name,
+                    quantity=qty, available_qty=avail,
+                    cost_price=cost, current_price=price,
+                    market_value=mv, pnl=pnl, pnl_pct=pnl_pct * 100,
+                    currency=currency,
+                ))
+        return result
+
+    def orders(self, status: str = "all", limit: int = 50) -> List[Order]:
+        self._require_connected()
+        try:
+            from longbridge.openapi import OrderStatus as LBOrderStatus
+            raw = self._trade_ctx.today_orders()
+        except Exception as e:
+            raise RuntimeError(f"长桥订单查询失败: {e}") from e
+
+        result = []
+        for o in list(raw or [])[:limit]:
+            side   = "buy" if "BUY" in str(getattr(o, "side", "")).upper() else "sell"
+            mapped = _lb_order_status(str(getattr(o, "status", "")))
+            if status != "all" and mapped != status:
+                continue
+            result.append(Order(
+                order_id=str(getattr(o, "order_id", "")),
+                symbol=str(getattr(o, "symbol", "")),
+                name=str(getattr(o, "stock_name", "")),
+                side=side,
+                order_type=str(getattr(o, "order_type", "")).lower(),
+                quantity=float(getattr(o, "quantity", 0)),
+                filled_qty=float(getattr(o, "executed_quantity", 0)),
+                price=float(getattr(o, "price", 0)),
+                avg_price=float(getattr(o, "executed_price", 0)),
+                status=mapped,
+                created_at=str(getattr(o, "submitted_at", "")),
+                currency=str(getattr(o, "currency", "HKD")),
+            ))
+        return result
+
+    def place_order(self, symbol: str, side: str, quantity: float,
+                    order_type: str = "limit", price: float = 0.0, **kwargs) -> OrderResult:
+        self._require_connected()
+        try:
+            from longbridge.openapi import OrderSide, OrderType, TimeInForceType
+            from decimal import Decimal
+            lb_side = OrderSide.Buy if side == "buy" else OrderSide.Sell
+            lb_type = OrderType.MO if order_type == "market" else OrderType.LO
+            resp = self._trade_ctx.submit_order(
+                symbol=symbol,
+                order_type=lb_type,
+                side=lb_side,
+                submitted_quantity=int(quantity),
+                time_in_force=TimeInForceType.Day,
+                submitted_price=Decimal(str(price)) if price else None,
+            )
+            oid = str(getattr(resp, "order_id", ""))
+            return OrderResult(success=True, order_id=oid, broker_id=self.broker_id)
+        except Exception as e:
+            return OrderResult(success=False, message=str(e), broker_id=self.broker_id)
+
+    def cancel_order(self, order_id: str) -> bool:
+        self._require_connected()
+        try:
+            self._trade_ctx.cancel_order(order_id)
+            return True
+        except Exception:
+            return False
+
+    def _require_connected(self):
+        if not self._connected:
+            raise RuntimeError("长桥证券未连接，请先调用 connect()")
+
+
+def _lb_order_status(raw: str) -> str:
+    raw = raw.upper()
+    if "FILLED" in raw and "PARTIAL" not in raw:
+        return "filled"
+    if "PARTIAL" in raw:
+        return "partial"
+    if any(x in raw for x in ("CANCELLED", "EXPIRED", "REJECTED")):
+        return "cancelled"
+    return "open"