cfquant 0.2.0__py3-none-any.whl

cfquant/xtdata.py

@@ -0,0 +1,462 @@
+# -*- coding: utf-8 -*-
+import time
+
+from .client import configure, get_client
+
+
+_subscription_callbacks = {}
+
+
+def get_market_data(
+    field_list=[],
+    stock_list=[],
+    period="1d",
+    start_time="",
+    end_time="",
+    count=-1,
+    dividend_type="none",
+    fill_data=True,
+):
+    return get_client().request("xtdata.get_market_data", {
+        "field_list": field_list,
+        "stock_list": stock_list,
+        "period": period,
+        "start_time": start_time,
+        "end_time": end_time,
+        "count": count,
+        "dividend_type": dividend_type,
+        "fill_data": fill_data,
+    })
+
+
+def get_market_data_ex(
+    field_list=[],
+    stock_list=[],
+    period="1d",
+    start_time="",
+    end_time="",
+    count=-1,
+    dividend_type="none",
+    fill_data=True,
+):
+    return get_client().request("xtdata.get_market_data_ex", {
+        "field_list": field_list,
+        "stock_list": stock_list,
+        "period": period,
+        "start_time": start_time,
+        "end_time": end_time,
+        "count": count,
+        "dividend_type": dividend_type,
+        "fill_data": fill_data,
+    })
+
+
+def get_full_tick(code_list):
+    return get_client().request("xtdata.get_full_tick", {
+        "code_list": code_list,
+    })
+
+
+def get_local_data(
+    field_list=[],
+    stock_list=[],
+    period="1d",
+    start_time="",
+    end_time="",
+    count=-1,
+    dividend_type="none",
+    fill_data=True,
+    data_dir=None,
+    stock_code="",
+    divid_type=None,
+):
+    return get_client().request("xtdata.get_local_data", {
+        "field_list": field_list,
+        "stock_list": stock_list,
+        "stock_code": stock_code,
+        "period": period,
+        "start_time": start_time,
+        "end_time": end_time,
+        "count": count,
+        "dividend_type": dividend_type,
+        "divid_type": divid_type if divid_type is not None else dividend_type,
+        "fill_data": fill_data,
+        "data_dir": data_dir,
+    })
+
+
+def subscribe_quote(stock_code, period="1d", start_time="", end_time="", count=0, callback=None):
+    result = get_client().request("xtdata.subscribe_quote", {
+        "stock_code": stock_code,
+        "period": period,
+        "start_time": start_time,
+        "end_time": end_time,
+        "count": count,
+    })
+    subscribe_id = result.get("subscribe_id") if isinstance(result, dict) else result
+    if callback and subscribe_id is not None:
+        event_name = "quote:%s" % subscribe_id
+        _subscription_callbacks[subscribe_id] = (event_name, callback)
+        get_client().add_callback(event_name, callback)
+    return subscribe_id
+
+
+def subscribe_whole_quote(code_list, callback=None):
+    result = get_client().request("xtdata.subscribe_whole_quote", {
+        "code_list": code_list,
+    })
+    subscribe_id = result.get("subscribe_id") if isinstance(result, dict) else result
+    if callback and subscribe_id is not None:
+        event_name = "quote:%s" % subscribe_id
+        _subscription_callbacks[subscribe_id] = (event_name, callback)
+        get_client().add_callback(event_name, callback)
+    return subscribe_id
+
+
+def subscribe_quote2(stock_code, period="1d", start_time="", end_time="", count=0, dividend_type=None, callback=None):
+    result = get_client().request("xtdata.subscribe_quote", {
+        "stock_code": stock_code,
+        "period": period,
+        "start_time": start_time,
+        "end_time": end_time,
+        "count": count,
+        "dividend_type": dividend_type,
+    })
+    subscribe_id = result.get("subscribe_id") if isinstance(result, dict) else result
+    if callback and subscribe_id is not None:
+        event_name = "quote:%s" % subscribe_id
+        _subscription_callbacks[subscribe_id] = (event_name, callback)
+        get_client().add_callback(event_name, callback)
+    return subscribe_id
+
+
+def unsubscribe_quote(seq):
+    item = _subscription_callbacks.pop(seq, None)
+    if item:
+        event_name, callback = item
+        get_client().remove_callback(event_name, callback)
+    return get_client().request("xtdata.unsubscribe_quote", {
+        "subscribe_id": seq,
+    })
+
+
+def download_history_data(stock_code, period, start_time="", end_time="", incrementally=None, callback=None):
+    if callback:
+        return download_history_data2([stock_code], period, start_time, end_time, callback=callback, incrementally=incrementally)
+    return get_client().request("xtdata.download_history_data", {
+        "stock_code": stock_code,
+        "period": period,
+        "start_time": start_time,
+        "end_time": end_time,
+        "incrementally": incrementally,
+    })
+
+
+def download_history_data2(
+    stock_list,
+    period,
+    start_time="",
+    end_time="",
+    callback=None,
+    incrementally=None,
+    job_id=None,
+    keep_callback=False,
+):
+    event_name = None
+    if callback:
+        event_name = "download_history:%s:%s" % (period, int(time.time() * 1000))
+        get_client().add_callback(event_name, callback)
+    try:
+        return get_client().request("xtdata.download_history_data2", {
+            "stock_list": stock_list,
+            "period": period,
+            "start_time": start_time,
+            "end_time": end_time,
+            "incrementally": incrementally,
+            "callback_event": event_name,
+            "download_job_id": job_id,
+            "download_emit_lifecycle": bool(event_name),
+        })
+    finally:
+        if event_name and callback and not keep_callback:
+            get_client().remove_callback(event_name, callback)
+
+
+def get_instrument_detail(stock_code, iscomplete=False):
+    return get_client().request("xtdata.get_instrument_detail", {
+        "stock_code": stock_code,
+        "iscomplete": iscomplete,
+    })
+
+
+def get_stock_list_in_sector(sector_name):
+    return get_client().request("xtdata.get_stock_list_in_sector", {
+        "sector_name": sector_name,
+    })
+
+
+def get_financial_data(field_list, stock_list, start_time="", end_time="", report_type="announce_time"):
+    return get_client().request("xtdata.get_financial_data", {
+        "field_list": field_list,
+        "stock_list": stock_list,
+        "start_time": start_time,
+        "end_time": end_time,
+        "report_type": report_type,
+    })
+
+
+def get_financial_data_ori(field_list, stock_list, start_time="", end_time="", report_type="announce_time"):
+    return get_client().request("xtdata.get_financial_data_ori", {
+        "field_list": field_list,
+        "stock_list": stock_list,
+        "start_time": start_time,
+        "end_time": end_time,
+        "report_type": report_type,
+    })
+
+
+def get_raw_financial_data(field_list, stock_list, start_time="", end_time="", report_type="announce_time"):
+    return get_financial_data_ori(field_list, stock_list, start_time, end_time, report_type)
+
+
+def download_financial_data(stock_list, table_list=None, start_time="", end_time="", callback=None, job_id=None, keep_callback=False):
+    event_name = None
+    if callback:
+        event_name = "download_financial:%s" % int(time.time() * 1000)
+        get_client().add_callback(event_name, callback)
+    try:
+        return get_client().request("xtdata.download_financial_data", {
+            "stock_list": stock_list,
+            "table_list": table_list or [],
+            "start_time": start_time,
+            "end_time": end_time,
+            "callback_event": event_name,
+            "download_job_id": job_id,
+            "download_emit_lifecycle": bool(event_name),
+        })
+    finally:
+        if event_name and callback and not keep_callback:
+            get_client().remove_callback(event_name, callback)
+
+
+def download_financial_data2(stock_list, table_list=None, start_time="", end_time="", callback=None, job_id=None, keep_callback=False):
+    return download_financial_data(stock_list, table_list, start_time, end_time, callback, job_id, keep_callback)
+
+
+def get_trading_dates(stockcode, start_date="", end_date="", count=-1, period="1d"):
+    return get_client().request("xtdata.get_trading_dates", {
+        "stockcode": stockcode,
+        "start_date": start_date,
+        "end_date": end_date,
+        "count": count,
+        "period": period,
+    })
+
+
+def is_stock(stock_code):
+    return _stock_basic_request("is_stock", stock_code)
+
+
+def is_fund(stock_code):
+    return _stock_basic_request("is_fund", stock_code)
+
+
+def is_future(stock_code):
+    return _stock_basic_request("is_future", stock_code)
+
+
+def get_stock_type(stock_code):
+    return _stock_basic_request("get_stock_type", stock_code)
+
+
+def get_stock_name(stock_code):
+    return _stock_basic_request("get_stock_name", stock_code)
+
+
+def get_open_date(stock_code):
+    return _stock_basic_request("get_open_date", stock_code)
+
+
+def get_contract_expire_date(stock_code):
+    return _stock_basic_request("get_contract_expire_date", stock_code)
+
+
+def get_contract_multiplier(stock_code):
+    return _stock_basic_request("get_contract_multiplier", stock_code)
+
+
+def get_weight_in_index(mtkindexcode, stockcode):
+    return get_client().request("xtdata.get_weight_in_index", {
+        "mtkindexcode": mtkindexcode,
+        "stockcode": stockcode,
+    })
+
+
+def get_turnover_rate(stock_code, start_time="", end_time=""):
+    return get_client().request("xtdata.get_turnover_rate", {
+        "stock_code": stock_code,
+        "start_time": start_time,
+        "end_time": end_time,
+    })
+
+
+def get_ETF_list(market="", stockcode="", typeList=None):
+    return get_client().request("xtdata.get_ETF_list", {
+        "market": market,
+        "stockcode": stockcode,
+        "typeList": typeList or [],
+    })
+
+
+def get_etf_list(market="", stockcode="", type_list=None):
+    return get_ETF_list(market, stockcode, type_list)
+
+
+def get_option_detail_data(stockcode):
+    return get_client().request("xtdata.get_option_detail_data", {
+        "stockcode": stockcode,
+    })
+
+
+def get_option_list(object, dedate, opttype="", isavailavle=False):
+    return get_client().request("xtdata.get_option_list", {
+        "object": object,
+        "dedate": dedate,
+        "opttype": opttype,
+        "isavailavle": isavailavle,
+    })
+
+
+def get_option_undl(opt_code):
+    return get_client().request("xtdata.get_option_undl", {
+        "opt_code": opt_code,
+    })
+
+
+def get_option_undl_data(undl_code_ref=""):
+    return get_client().request("xtdata.get_option_undl_data", {
+        "undl_code_ref": undl_code_ref,
+    })
+
+
+def get_his_st_data(stockCode):
+    return get_client().request("xtdata.get_his_st_data", {
+        "stockCode": stockCode,
+    })
+
+
+def get_his_index_data(stockCode):
+    return get_client().request("xtdata.get_his_index_data", {
+        "stockCode": stockCode,
+    })
+
+
+def get_factor_data(field_list, stock_list, start_date="", end_date=""):
+    return get_client().request("xtdata.get_factor_data", {
+        "field_list": field_list,
+        "stock_list": stock_list,
+        "start_date": start_date,
+        "end_date": end_date,
+    })
+
+
+def _callback_placeholder():
+    return {"__cfquant_callback_arg__": True}
+
+
+def _generic_xtdata_request(action, *args, **kwargs):
+    timeout = kwargs.pop("timeout", None)
+    keep_callback = bool(kwargs.pop("keep_callback", str(action).startswith("subscribe_")))
+    callback_name = str(kwargs.pop("callback_name", "callback") or "callback")
+    callback = kwargs.pop(callback_name, None)
+    callback_positions = []
+    wire_args = []
+    for index, value in enumerate(args):
+        if callable(value):
+            if callback is not None:
+                raise TypeError("only one callback can be passed to xtdata.%s" % action)
+            callback = value
+            callback_positions.append(index)
+            wire_args.append(_callback_placeholder())
+        else:
+            wire_args.append(value)
+    event_name = None
+    if callback is not None:
+        if not callable(callback):
+            raise TypeError("callback must be callable")
+        event_name = "xtdata:%s:%s" % (action, int(time.time() * 1000))
+        get_client().add_callback(event_name, callback)
+    try:
+        return get_client().request("xtdata.%s" % action, {
+            "args": wire_args,
+            "kwargs": kwargs,
+            "callback_event": event_name,
+            "callback_positions": callback_positions,
+            "callback_name": callback_name,
+        }, timeout=timeout)
+    finally:
+        if event_name and callback and not keep_callback:
+            get_client().remove_callback(event_name, callback)
+
+
+def _make_generic_xtdata_func(action):
+    def func(*args, **kwargs):
+        return _generic_xtdata_request(action, *args, **kwargs)
+    func.__name__ = action
+    func.__qualname__ = action
+    func.__doc__ = (
+        "Conditional xtdata compatibility wrapper. "
+        "It forwards to the same-named QMT callable when the running QMT environment exposes it."
+    )
+    return func
+
+
+_CONDITIONAL_XTDATA_METHODS = [
+    "get_trading_calendar",
+    "get_trading_period",
+    "get_kline_trading_period",
+    "get_all_trading_periods",
+    "get_period_list",
+    "create_sector",
+    "add_sector",
+    "remove_sector",
+    "reset_sector",
+    "remove_stock_from_sector",
+    "create_formula",
+    "call_formula",
+    "subscribe_formula",
+    "unsubscribe_formula",
+    "get_formula_result",
+    "get_l2_quote",
+    "get_l2_order",
+    "get_l2_transaction",
+    "subscribe_l2thousand",
+    "get_l2thousand_queue",
+    "get_tabular_data",
+    "download_tabular_data",
+    "push_custom_data",
+    "download_sector_data",
+    "download_index_weight",
+    "download_history_contracts",
+    "download_holiday_data",
+    "download_etf_info",
+    "download_cb_data",
+    "download_his_st_data",
+    "download_metatable_data",
+]
+
+for _method in _CONDITIONAL_XTDATA_METHODS:
+    globals()[_method] = _make_generic_xtdata_func(_method)
+del _method
+
+
+def _stock_basic_request(action, stock_code):
+    return get_client().request("xtdata.%s" % action, {
+        "stock_code": stock_code,
+    })
+
+
+def run():
+    get_client().start()
+    while True:
+        time.sleep(1)