cfquant 0.2.0__py3-none-any.whl

cfquant/version.py

@@ -0,0 +1,5 @@
+# -*- coding: utf-8 -*-
+"""cfquant core version metadata."""
+
+__version__ = "core_20260904_01"
+WEB_VERSION = "web_20260904_09"

cfquant/xtconstant.py

@@ -0,0 +1,262 @@
+# -*- coding: utf-8 -*-
+
+import contextlib
+import importlib
+import io
+
+FUTURE_ACCOUNT = 1
+SECURITY_ACCOUNT = 2
+STOCK_ACCOUNT = SECURITY_ACCOUNT
+CREDIT_ACCOUNT = 3
+FUTURE_OPTION_ACCOUNT = 5
+STOCK_OPTION_ACCOUNT = 6
+HUGANGTONG_ACCOUNT = 7
+INCOME_SWAP_ACCOUNT = 8
+NEW3BOARD_ACCOUNT = 10
+SHENGANGTONG_ACCOUNT = 11
+AT_OFFSITEBANKING = 13
+AT_OUTTER_FUTURE = 1001
+AT_IB = 1002
+AT_NS_TRUSTBANK = 15001
+AT_INTERBANK = 15002
+AT_BANK = 15003
+AT_OTC = 15005
+
+ACCOUNT_TYPE_DICT = {
+    1: "FUTURE",
+    2: "STOCK",
+    3: "CREDIT",
+    5: "FUTURE_OPTION",
+    6: "STOCK_OPTION",
+    7: "HUGANGTONG",
+    8: "INCOME_SWAP",
+    10: "NEW3BOARD",
+    11: "SHENGANGTONG",
+    13: "OFFSITEBANKING",
+    1001: "OUTTER_FUTURE",
+    1002: "IB",
+    15001: "NS_TRUSTBANK",
+    15002: "INTERBANK",
+    15003: "BANK",
+    15005: "OTC",
+}
+
+STOCK_BUY = 23
+STOCK_SELL = 24
+CREDIT_BUY = 23
+CREDIT_SELL = 24
+CREDIT_FIN_BUY = 27
+CREDIT_SLO_SELL = 28
+CREDIT_BUY_SECU_REPAY = 29
+CREDIT_DIRECT_SECU_REPAY = 30
+CREDIT_SELL_SECU_REPAY = 31
+CREDIT_DIRECT_CASH_REPAY = 32
+CREDIT_FIN_BUY_SPECIAL = 40
+CREDIT_SLO_SELL_SPECIAL = 41
+CREDIT_BUY_SECU_REPAY_SPECIAL = 42
+CREDIT_DIRECT_SECU_REPAY_SPECIAL = 43
+CREDIT_SELL_SECU_REPAY_SPECIAL = 44
+CREDIT_DIRECT_CASH_REPAY_SPECIAL = 45
+FUTURE_OPEN_LONG = 0
+FUTURE_CLOSE_LONG_HISTORY = 1
+FUTURE_CLOSE_LONG_TODAY = 2
+FUTURE_OPEN_SHORT = 3
+FUTURE_CLOSE_SHORT_HISTORY = 4
+FUTURE_CLOSE_SHORT_TODAY = 5
+FUTURE_CLOSE_LONG_TODAY_FIRST = 6
+FUTURE_CLOSE_LONG_HISTORY_FIRST = 7
+FUTURE_CLOSE_SHORT_TODAY_FIRST = 8
+FUTURE_CLOSE_SHORT_HISTORY_FIRST = 9
+FUTURE_CLOSE_LONG_TODAY_HISTORY_THEN_OPEN_SHORT = 10
+FUTURE_CLOSE_LONG_HISTORY_TODAY_THEN_OPEN_SHORT = 11
+FUTURE_CLOSE_SHORT_TODAY_HISTORY_THEN_OPEN_LONG = 12
+FUTURE_CLOSE_SHORT_HISTORY_TODAY_THEN_OPEN_LONG = 13
+FUTURE_OPEN = 14
+FUTURE_CLOSE = 15
+FUTURE_ARBITRAGE_OPEN = 16
+FUTURE_ARBITRAGE_CLOSE_HISTORY_FIRST = 17
+FUTURE_ARBITRAGE_CLOSE_TODAY_FIRST = 18
+FUTURE_RENEW_LONG_CLOSE_HISTORY_FIRST = 19
+FUTURE_RENEW_LONG_CLOSE_TODAY_FIRST = 20
+FUTURE_RENEW_SHORT_CLOSE_HISTORY_FIRST = 21
+FUTURE_RENEW_SHORT_CLOSE_TODAY_FIRST = 22
+STOCK_OPTION_BUY_OPEN = 48
+STOCK_OPTION_SELL_CLOSE = 49
+STOCK_OPTION_SELL_OPEN = 50
+STOCK_OPTION_BUY_CLOSE = 51
+STOCK_OPTION_COVERED_OPEN = 52
+STOCK_OPTION_COVERED_CLOSE = 53
+STOCK_OPTION_CALL_EXERCISE = 54
+STOCK_OPTION_PUT_EXERCISE = 55
+STOCK_OPTION_SECU_LOCK = 56
+STOCK_OPTION_SECU_UNLOCK = 57
+OPTION_FUTURE_OPTION_EXERCISE = 100
+COMPOSE_OPEN_LONG = 110
+COMPOSE_OPEN_SHORT = 111
+COMPOSE_CLOSE_LONG_TODAY_FIRST = 112
+COMPOSE_CLOSE_LONG_HISTORY_FIRST = 113
+COMPOSE_CLOSE_SHORT_TODAY_FIRST = 114
+COMPOSE_CLOSE_SHORT_HISTORY_FIRST = 115
+COMPOSE_ONEKEY_FUTURE_TODAY_FIRST = 116
+COMPOSE_ONEKEY_FUTURE_HISTORY_FIRST = 117
+COMPOSE_FUTURE_ADJUST_TODAY_FIRST = 118
+COMPOSE_FUTURE_ADJUST_HISTORY_FIRST = 119
+COMPOSE_OPTION_COMB_EXERCISE = 137
+COMPOSE_OPTION_BUILD_COMB_STRATEGY = 138
+COMPOSE_OPTION_RELEASE_COMB_STRATEGY = 139
+FUTURE_HEDGE = 400
+ETF_PURCHASE = 134
+ETF_REDEMPTION = 135
+ORDER_TYPE_SET = {
+    STOCK_BUY,
+    STOCK_SELL,
+    CREDIT_BUY,
+    CREDIT_SELL,
+    CREDIT_FIN_BUY,
+    CREDIT_SLO_SELL,
+    CREDIT_BUY_SECU_REPAY,
+    CREDIT_DIRECT_SECU_REPAY,
+    CREDIT_SELL_SECU_REPAY,
+    CREDIT_DIRECT_CASH_REPAY,
+    CREDIT_FIN_BUY_SPECIAL,
+    CREDIT_SLO_SELL_SPECIAL,
+    CREDIT_BUY_SECU_REPAY_SPECIAL,
+    CREDIT_DIRECT_SECU_REPAY_SPECIAL,
+    CREDIT_SELL_SECU_REPAY_SPECIAL,
+    CREDIT_DIRECT_CASH_REPAY_SPECIAL,
+}
+
+FIX_PRICE = 11
+LATEST_PRICE = 5
+PRTP_FIX = FIX_PRICE
+PRTP_LATEST = LATEST_PRICE
+PRTP_MARKET = 12
+
+MARKET_SHANGHAI = "SH"
+MARKET_SHENZHEN = "SZ"
+MARKET_BEIJING = "BJ"
+MARKET_SHANGHAI_FUTURE = "SF"
+MARKET_DALIANG_FUTURE = "DF"
+MARKET_ZHENGZHOU_FUTURE = "ZF"
+MARKET_INDEX_FUTURE = "IF"
+MARKET_INTL_ENERGY_FUTURE = "INE"
+MARKET_GUANGZHOU_FUTURE = "GF"
+MARKET_SHANGHAI_STOCK_OPTION = "SHO"
+MARKET_SHENZHEN_STOCK_OPTION = "SZO"
+SH_MARKET = 0
+SZ_MARKET = 1
+MARKET_ENUM_INDEX_FUTURE = 2
+MARKET_ENUM_SHANGHAI_FUTURE = 3
+MARKET_ENUM_DALIANG_FUTURE = 4
+MARKET_ENUM_ZHENGZHOU_FUTURE = 5
+MARKET_ENUM_INTL_ENERGY_FUTURE = 6
+MARKET_ENUM_SHANGHAI_STOCK_OPTION = 7
+MARKET_ENUM_SHENZHEN_STOCK_OPTION = 67
+MARKET_ENUM_BEIJING = 70
+MARKET_ENUM_GUANGZHOU_FUTURE = 75
+MARKET_STR_TO_ENUM_MAPPING = {
+    "SH": SH_MARKET,
+    "SZ": SZ_MARKET,
+    "BJ": MARKET_ENUM_BEIJING,
+    "SF": MARKET_ENUM_SHANGHAI_FUTURE,
+    "DF": MARKET_ENUM_DALIANG_FUTURE,
+    "ZF": MARKET_ENUM_ZHENGZHOU_FUTURE,
+    "IF": MARKET_ENUM_INDEX_FUTURE,
+    "INE": MARKET_ENUM_INTL_ENERGY_FUTURE,
+    "GF": MARKET_ENUM_GUANGZHOU_FUTURE,
+    "SHO": MARKET_ENUM_SHANGHAI_STOCK_OPTION,
+    "SZO": MARKET_ENUM_SHENZHEN_STOCK_OPTION,
+}
+
+MARKET_BEST = 18
+MARKET_CANCEL = 19
+MARKET_CANCEL_ALL = 20
+MARKET_CANCEL_1 = 21
+MARKET_CANCEL_5 = 22
+MARKET_CONVERT_1 = 23
+MARKET_CONVERT_5 = 24
+MARKET_PEER_PRICE_FIRST = 44
+MARKET_MINE_PRICE_FIRST = 45
+MARKET_SZ_INSTBUSI_RESTCANCEL = 46
+MARKET_SZ_CONVERT_5_CANCEL = 47
+MARKET_SZ_FULL_OR_CANCEL = 48
+MARKET_SH_CONVERT_5_CANCEL = 42
+MARKET_SH_CONVERT_5_LIMIT = 43
+
+ORDER_UNREPORTED = 48
+ORDER_WAIT_REPORTING = 49
+ORDER_REPORTED = 50
+ORDER_REPORTED_CANCEL = 51
+ORDER_PARTSUCC_CANCEL = 52
+ORDER_PART_CANCEL = 53
+ORDER_CANCELED = 54
+ORDER_PART_SUCC = 55
+ORDER_SUCCEEDED = 56
+ORDER_JUNK = 57
+ORDER_UNKNOWN = 255
+
+DIRECTION_FLAG_BUY = 48
+DIRECTION_FLAG_SELL = 49
+DIRECTION_FLAG_LONG = 48
+DIRECTION_FLAG_SHORT = 49
+OFFSET_FLAG_OPEN = 48
+OFFSET_FLAG_CLOSE = 49
+OFFSET_FLAG_FORCECLOSE = 50
+OFFSET_FLAG_CLOSETODAY = 51
+OFFSET_FLAG_FORCEOFF = 53
+OFFSET_FLAG_LOCALFORCECLOSE = 54
+
+ACCOUNT_STATUS_OK = 0
+ACCOUNT_STATUS_WAITING_LOGIN = 1
+ACCOUNT_STATUSING = 2
+ACCOUNT_STATUS_FAIL = 3
+ACCOUNT_STATUS_INITING = 4
+ACCOUNT_STATUS_CORRECTING = 5
+ACCOUNT_STATUS_CLOSED = 6
+ACCOUNT_STATUS_ASSIS_FAIL = 7
+ACCOUNT_STATUS_DISABLEBYSYS = 8
+ACCOUNT_STATUS_DISABLEBYUSER = 9
+ACCOUNT_STATUS_INVALID = -1
+
+
+_UPSTREAM_XTCONSTANT = None
+_UPSTREAM_XTCONSTANT_LOADED = False
+
+
+def _upstream_xtconstant_module():
+    global _UPSTREAM_XTCONSTANT
+    global _UPSTREAM_XTCONSTANT_LOADED
+    if _UPSTREAM_XTCONSTANT_LOADED:
+        return _UPSTREAM_XTCONSTANT
+    _UPSTREAM_XTCONSTANT_LOADED = True
+    try:
+        with contextlib.redirect_stdout(io.StringIO()), contextlib.redirect_stderr(io.StringIO()):
+            _UPSTREAM_XTCONSTANT = importlib.import_module("xtquant.xtconstant")
+    except Exception:
+        _UPSTREAM_XTCONSTANT = None
+    return _UPSTREAM_XTCONSTANT
+
+
+def _load_upstream_xtquant_constants():
+    module = _upstream_xtconstant_module()
+    if module is None:
+        return
+    for name in dir(module):
+        if not name.isupper() or name.startswith("_") or name in globals():
+            continue
+        try:
+            globals()[name] = getattr(module, name)
+        except Exception:
+            pass
+
+
+def __getattr__(name):
+    if name.isupper() and not name.startswith("_"):
+        module = _upstream_xtconstant_module()
+        if module is not None and hasattr(module, name):
+            value = getattr(module, name)
+            globals()[name] = value
+            return value
+    raise AttributeError("module %r has no attribute %r" % (__name__, name))
+
+__all__ = sorted(name for name in globals() if name.isupper() and not name.startswith("_"))