aria-code 4.1.3__py3-none-any.whl

brokers/intl/alpaca_broker.py

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+"""
+brokers/intl/alpaca_broker.py — Alpaca Markets 适配器
+======================================================
+支持市场：美股（实盘 + 模拟盘）
+
+安装：pip install alpaca-py
+文档：https://docs.alpaca.markets/
+
+配置示例::
+
+    {
+      "id":         "alpaca_paper",
+      "type":       "alpaca",
+      "label":      "Alpaca 模拟盘",
+      "api_key":    "PKxxx",
+      "api_secret": "xxx",
+      "paper":      true
+    }
+"""
+
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from ..base import BrokerBase, AccountInfo, Position, Order, OrderResult
+
+
+class AlpacaBroker(BrokerBase):
+    broker_type = "alpaca"
+    broker_name = "Alpaca Markets"
+    market      = "US"
+
+    def __init__(self, broker_id: str, config: Dict[str, Any]):
+        super().__init__(broker_id, config)
+        self._api_key    = config.get("api_key",    "")
+        self._api_secret = config.get("api_secret", "")
+        self._paper      = bool(config.get("paper", False))
+        self._trading    = None
+
+    def connect(self) -> bool:
+        try:
+            from alpaca.trading.client import TradingClient
+        except ImportError:
+            raise ImportError("alpaca-py 未安装。请运行: pip install alpaca-py")
+
+        try:
+            client = TradingClient(self._api_key, self._api_secret, paper=self._paper)
+            client.get_account()          # 测试连通性
+            self._trading   = client
+            self._connected = True
+            return True
+        except Exception as e:
+            raise RuntimeError(f"Alpaca 连接失败: {e}") from e
+
+    def account_info(self) -> AccountInfo:
+        self._require_connected()
+        try:
+            a = self._trading.get_account()
+        except Exception as e:
+            raise RuntimeError(f"Alpaca 账户查询失败: {e}") from e
+
+        equity = float(getattr(a, "equity",        0))
+        cash   = float(getattr(a, "cash",           0))
+        mv     = float(getattr(a, "long_market_value", 0)) - float(getattr(a, "short_market_value", 0))
+        pnl    = float(getattr(a, "unrealized_pl",  0))
+        return AccountInfo(
+            broker_id=self.broker_id,
+            broker_type=self.broker_type,
+            label=self.label,
+            account_id=str(getattr(a, "account_number", getattr(a, "id", ""))),
+            currency="USD",
+            total_assets=equity,
+            cash=cash,
+            market_value=mv,
+            pnl_today=float(getattr(a, "unrealized_pl", 0)),
+            pnl_total=pnl,
+            extra={"buying_power": float(getattr(a, "buying_power", 0)),
+                   "paper": self._paper},
+        )
+
+    def positions(self) -> List[Position]:
+        self._require_connected()
+        try:
+            raw = self._trading.get_all_positions()
+        except Exception as e:
+            raise RuntimeError(f"Alpaca 持仓查询失败: {e}") from e
+
+        result = []
+        for p in (raw or []):
+            sym   = str(getattr(p, "symbol", ""))
+            qty   = float(getattr(p, "qty",             0))
+            avail = float(getattr(p, "qty_available",   qty))
+            cost  = float(getattr(p, "avg_entry_price", 0))
+            price = float(getattr(p, "current_price",   0))
+            mv    = float(getattr(p, "market_value",    0))
+            pnl   = float(getattr(p, "unrealized_pl",   0))
+            pnl_pct = float(getattr(p, "unrealized_plpc", 0)) * 100
+            result.append(Position(
+                symbol=sym, name=sym,
+                quantity=qty, available_qty=avail,
+                cost_price=cost, current_price=price,
+                market_value=mv, pnl=pnl, pnl_pct=pnl_pct,
+                currency="USD", market="us",
+            ))
+        return result
+
+    def orders(self, status: str = "all", limit: int = 50) -> List[Order]:
+        self._require_connected()
+        try:
+            from alpaca.trading.requests import GetOrdersRequest
+            from alpaca.trading.enums import QueryOrderStatus
+            qstatus = {
+                "open":      QueryOrderStatus.OPEN,
+                "filled":    QueryOrderStatus.CLOSED,
+                "cancelled": QueryOrderStatus.CLOSED,
+            }.get(status, QueryOrderStatus.ALL)
+            raw = self._trading.get_orders(GetOrdersRequest(status=qstatus, limit=limit))
+        except Exception as e:
+            raise RuntimeError(f"Alpaca 订单查询失败: {e}") from e
+
+        result = []
+        for o in (raw or []):
+            side   = "buy" if str(getattr(o, "side", "")).lower() == "buy" else "sell"
+            mapped = _alpaca_order_status(str(getattr(o, "status", "")))
+            if status not in ("all",) and mapped != status:
+                continue
+            result.append(Order(
+                order_id=str(getattr(o, "id", "")),
+                symbol=str(getattr(o, "symbol", "")),
+                name=str(getattr(o, "symbol", "")),
+                side=side,
+                order_type=str(getattr(o, "order_type", "limit")).lower(),
+                quantity=float(getattr(o, "qty",         0) or 0),
+                filled_qty=float(getattr(o, "filled_qty", 0) or 0),
+                price=float(getattr(o, "limit_price",    0) or 0),
+                avg_price=float(getattr(o, "filled_avg_price", 0) or 0),
+                status=mapped,
+                created_at=str(getattr(o, "created_at", "")),
+                currency="USD",
+            ))
+        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 alpaca.trading.requests import MarketOrderRequest, LimitOrderRequest
+            from alpaca.trading.enums import OrderSide, TimeInForce
+            alpaca_side = OrderSide.BUY if side == "buy" else OrderSide.SELL
+            if order_type == "market":
+                req = MarketOrderRequest(
+                    symbol=symbol, qty=quantity, side=alpaca_side, time_in_force=TimeInForce.DAY)
+            else:
+                req = LimitOrderRequest(
+                    symbol=symbol, qty=quantity, side=alpaca_side,
+                    limit_price=price, time_in_force=TimeInForce.DAY)
+            o = self._trading.submit_order(req)
+            return OrderResult(success=True, order_id=str(o.id), 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._trading.cancel_order_by_id(order_id)
+            return True
+        except Exception:
+            return False
+
+    def _require_connected(self):
+        if not self._connected or not self._trading:
+            raise RuntimeError("Alpaca 未连接，请先调用 connect()")
+
+
+def _alpaca_order_status(raw: str) -> str:
+    raw = raw.lower()
+    if raw == "filled":
+        return "filled"
+    if raw == "partially_filled":
+        return "partial"
+    if raw in ("canceled", "cancelled", "expired", "rejected"):
+        return "cancelled"
+    return "open"

brokers/intl/ibkr_broker.py

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+"""
+brokers/intl/ibkr_broker.py — Interactive Brokers 适配器
+==========================================================
+通过 ib_insync 连接 TWS 或 IB Gateway。
+
+安装：pip install ib_insync
+文档：https://ib-insync.readthedocs.io/
+
+配置示例::
+
+    {
+      "id":        "ibkr_us",
+      "type":      "ibkr",
+      "label":     "盈透美股",
+      "host":      "127.0.0.1",
+      "port":      7496,
+      "client_id": 1,
+      "readonly":  false
+    }
+
+端口说明：
+    TWS 实盘:  7496
+    TWS 模拟:  7497
+    Gateway 实盘: 4001
+    Gateway 模拟: 4002
+"""
+
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from ..base import BrokerBase, AccountInfo, Position, Order, OrderResult
+
+
+class IBKRBroker(BrokerBase):
+    broker_type = "ibkr"
+    broker_name = "Interactive Brokers"
+    market      = "US"
+
+    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",  7496))
+        self._client_id = int(config.get("client_id", 1))
+        self._readonly  = bool(config.get("readonly", False))
+        self._ib        = None
+
+    def connect(self) -> bool:
+        try:
+            from ib_insync import IB
+        except ImportError:
+            raise ImportError("ib_insync 未安装。请运行: pip install ib_insync  并启动 TWS / IB Gateway")
+
+        try:
+            ib = IB()
+            ib.connect(self._host, self._port, clientId=self._client_id, readonly=self._readonly)
+            self._ib        = ib
+            self._connected = True
+            return True
+        except Exception as e:
+            raise RuntimeError(f"IBKR 连接失败: {e}") from e
+
+    def disconnect(self) -> None:
+        if self._ib:
+            try:
+                self._ib.disconnect()
+            except Exception:
+                pass
+        self._connected = False
+
+    def account_info(self) -> AccountInfo:
+        self._require_connected()
+        try:
+            summary = {v.tag: v.value for v in self._ib.accountSummary()}
+            account_id = summary.get("AccountCode", self._ib.managedAccounts()[0] if self._ib.managedAccounts() else "")
+            currency = summary.get("BaseCurrency", "USD")
+            netliq   = float(summary.get("NetLiquidation", 0))
+            cash     = float(summary.get("TotalCashValue",  0))
+            mv       = float(summary.get("GrossPositionValue", 0))
+            pnl      = float(summary.get("UnrealizedPnL",   0))
+        except Exception as e:
+            raise RuntimeError(f"IBKR 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=account_id,
+            currency=currency,
+            total_assets=netliq,
+            cash=cash,
+            market_value=mv,
+            pnl_total=pnl,
+        )
+
+    def positions(self) -> List[Position]:
+        self._require_connected()
+        try:
+            raw = self._ib.positions()
+        except Exception as e:
+            raise RuntimeError(f"IBKR 持仓查询失败: {e}") from e
+
+        # Request market data for all contracts in batch to get current prices
+        _tick_map: dict = {}
+        try:
+            contracts = [p.contract for p in (raw or [])]
+            if contracts:
+                tickers = self._ib.reqTickers(*contracts)
+                for tk in tickers:
+                    _sym = tk.contract.symbol
+                    # Use last price, fall back to close, then mark price
+                    _px = tk.last or tk.close or tk.marketPrice() or 0.0
+                    if _px and _px > 0:
+                        _tick_map[_sym] = float(_px)
+        except Exception:
+            pass  # tick fetch best-effort; fall back to cost-based estimates below
+
+        result = []
+        for p in (raw or []):
+            contract = p.contract
+            sym  = contract.symbol
+            qty  = float(p.position)
+            cost = float(p.avgCost)
+            price = _tick_map.get(sym, 0.0)
+            # If tick fetch failed, estimate from unrealizedPNL + cost basis
+            if price == 0.0 and qty != 0 and cost > 0:
+                upnl = float(getattr(p, "unrealizedPNL", 0))
+                price = cost + upnl / qty
+                price = max(price, 0.0)
+            mv   = qty * price
+            pnl  = float(getattr(p, "unrealizedPNL", 0))
+            currency = contract.currency or "USD"
+            result.append(Position(
+                symbol=sym, name=contract.localSymbol or sym,
+                quantity=qty, available_qty=qty,
+                cost_price=cost, current_price=price,
+                market_value=mv, pnl=pnl,
+                pnl_pct=round(pnl / (cost * qty) * 100, 2) if cost and qty else 0.0,
+                currency=currency, market="us",
+            ))
+        return result
+
+    def orders(self, status: str = "all", limit: int = 50) -> List[Order]:
+        self._require_connected()
+        try:
+            raw = self._ib.openOrders() + self._ib.reqCompletedOrders(apiOnly=False)
+        except Exception as e:
+            raise RuntimeError(f"IBKR 订单查询失败: {e}") from e
+
+        result = []
+        for trade in list(raw or [])[:limit]:
+            order    = trade.order
+            contract = trade.contract
+            side     = "buy" if order.action.upper() == "BUY" else "sell"
+            mapped   = _ibkr_order_status(trade.orderStatus.status)
+            if status != "all" and mapped != status:
+                continue
+            result.append(Order(
+                order_id=str(order.orderId),
+                symbol=contract.symbol,
+                name=contract.localSymbol or contract.symbol,
+                side=side,
+                order_type=order.orderType.lower(),
+                quantity=float(order.totalQuantity),
+                filled_qty=float(trade.orderStatus.filled),
+                price=float(getattr(order, "lmtPrice", 0)),
+                avg_price=float(trade.orderStatus.avgFillPrice),
+                status=mapped,
+                currency=contract.currency or "USD",
+            ))
+        return result
+
+    def place_order(self, symbol: str, side: str, quantity: float,
+                    order_type: str = "limit", price: float = 0.0, **kwargs) -> OrderResult:
+        if self._readonly:
+            return OrderResult(success=False, message="IBKR 账户配置为只读模式", broker_id=self.broker_id)
+        self._require_connected()
+        try:
+            from ib_insync import Stock, MarketOrder, LimitOrder
+            contract = Stock(symbol, "SMART", "USD")
+            if order_type == "market":
+                order = MarketOrder(action=side.upper(), totalQuantity=int(quantity))
+            else:
+                order = LimitOrder(action=side.upper(), totalQuantity=int(quantity), lmtPrice=price)
+            trade = self._ib.placeOrder(contract, order)
+            return OrderResult(success=True, order_id=str(trade.order.orderId), 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:
+            open_trades = self._ib.openTrades()
+            for t in open_trades:
+                if str(t.order.orderId) == order_id:
+                    self._ib.cancelOrder(t.order)
+                    return True
+            return False
+        except Exception:
+            return False
+
+    def _require_connected(self):
+        if not self._connected or not self._ib:
+            raise RuntimeError("IBKR 未连接，请先调用 connect()")
+
+
+def _ibkr_order_status(raw: str) -> str:
+    raw = raw.lower()
+    if raw == "filled":
+        return "filled"
+    if "partial" in raw:
+        return "partial"
+    if raw in ("cancelled", "inactive"):
+        return "cancelled"
+    return "open"

brokers/intl/webull_broker.py

@@ -0,0 +1,156 @@
+"""
+brokers/intl/webull_broker.py — Webull 适配器
+==============================================
+支持市场：美股、港股（非官方 API，以查询为主）
+
+安装：pip install webull
+文档：https://github.com/tedchou12/webull
+
+配置示例::
+
+    {
+      "id":        "webull_us",
+      "type":      "webull",
+      "label":     "Webull 美股",
+      "username":  "your@email.com",
+      "password":  "your_password",
+      "device_id": "",
+      "mfa":       ""
+    }
+
+注意：Webull 为非官方 API，下单功能可能不稳定。
+建议仅用于查询（持仓/账户），下单在 App 内操作。
+"""
+
+from __future__ import annotations
+
+from typing import Any, Dict, List
+
+from ..base import BrokerBase, AccountInfo, Position, Order, OrderResult
+
+
+class WebullBroker(BrokerBase):
+    broker_type = "webull"
+    broker_name = "Webull"
+    market      = "US"
+    read_only   = True          # 默认只读，避免非官方 API 下单风险
+
+    def __init__(self, broker_id: str, config: Dict[str, Any]):
+        super().__init__(broker_id, config)
+        self._username  = config.get("username",  "")
+        self._password  = config.get("password",  "")
+        self._device_id = config.get("device_id", "")
+        self._mfa       = config.get("mfa",        "")
+        self._wb        = None
+
+    def connect(self) -> bool:
+        try:
+            from webull import webull as wb_cls
+        except ImportError:
+            raise ImportError("webull 未安装。请运行: pip install webull")
+
+        try:
+            wb = wb_cls()
+            if self._device_id:
+                wb._set_did(self._device_id)
+            wb.login(self._username, self._password, mfa_code=self._mfa or None)
+            self._wb        = wb
+            self._connected = True
+            return True
+        except Exception as e:
+            raise RuntimeError(f"Webull 登录失败: {e}") from e
+
+    def account_info(self) -> AccountInfo:
+        self._require_connected()
+        try:
+            data = self._wb.get_account()
+        except Exception as e:
+            raise RuntimeError(f"Webull 账户查询失败: {e}") from e
+
+        total   = float(data.get("netLiquidation",  data.get("totalMarketValue", 0)))
+        cash    = float(data.get("cashBalance",     data.get("availableBalance", 0)))
+        mv      = float(data.get("totalMarketValue", 0))
+        pnl_day = float(data.get("unrealizedProfitLoss", 0))
+        return AccountInfo(
+            broker_id=self.broker_id,
+            broker_type=self.broker_type,
+            label=self.label,
+            account_id=str(data.get("accountId", "")),
+            currency="USD",
+            total_assets=total,
+            cash=cash,
+            market_value=mv,
+            pnl_today=pnl_day,
+        )
+
+    def positions(self) -> List[Position]:
+        self._require_connected()
+        try:
+            raw = self._wb.get_positions()
+        except Exception as e:
+            raise RuntimeError(f"Webull 持仓查询失败: {e}") from e
+
+        result = []
+        for p in (raw or []):
+            ticker = p.get("ticker", {})
+            sym    = str(ticker.get("symbol",    p.get("symbol", "")))
+            name   = str(ticker.get("name",      ""))
+            qty    = float(p.get("position",     p.get("quantity", 0)))
+            cost   = float(p.get("costPrice",    p.get("avgCost",  0)))
+            price  = float(p.get("lastPrice",    p.get("price",    0)))
+            mv     = float(p.get("marketValue",  qty * price))
+            pnl    = float(p.get("unrealizedProfitLoss", 0))
+            pnl_pct= float(p.get("unrealizedProfitLossRate", 0)) * 100
+            result.append(Position(
+                symbol=sym, name=name,
+                quantity=qty, available_qty=qty,
+                cost_price=cost, current_price=price,
+                market_value=mv, pnl=pnl, pnl_pct=pnl_pct,
+                currency="USD", market="us",
+            ))
+        return result
+
+    def orders(self, status: str = "all", limit: int = 50) -> List[Order]:
+        self._require_connected()
+        try:
+            raw = self._wb.get_history_orders(status="All")
+        except Exception as e:
+            raise RuntimeError(f"Webull 订单查询失败: {e}") from e
+
+        result = []
+        for o in list(raw or [])[:limit]:
+            side   = "buy" if str(o.get("action", "")).upper() == "BUY" else "sell"
+            mapped = _wb_order_status(str(o.get("status", "")))
+            if status != "all" and mapped != status:
+                continue
+            ticker = o.get("ticker", {})
+            result.append(Order(
+                order_id=str(o.get("orderId", "")),
+                symbol=str(ticker.get("symbol", o.get("symbol", ""))),
+                name=str(ticker.get("name", "")),
+                side=side,
+                order_type=str(o.get("orderType", "limit")).lower(),
+                quantity=float(o.get("totalQuantity", 0)),
+                filled_qty=float(o.get("filledQuantity", 0)),
+                price=float(o.get("lmtPrice", 0) or 0),
+                avg_price=float(o.get("avgFilledPrice", 0) or 0),
+                status=mapped,
+                created_at=str(o.get("createTime", "")),
+                currency="USD",
+            ))
+        return result
+
+    def _require_connected(self):
+        if not self._connected or not self._wb:
+            raise RuntimeError("Webull 未连接，请先调用 connect()")
+
+
+def _wb_order_status(raw: str) -> str:
+    raw = raw.upper()
+    if raw == "FILLED":
+        return "filled"
+    if raw == "PARTIALLY_FILLED":
+        return "partial"
+    if raw in ("CANCELLED", "EXPIRED", "REJECTED"):
+        return "cancelled"
+    return "open"