cfquant 0.2.0__py3-none-any.whl

cfquant/xttype.py

@@ -0,0 +1,586 @@
+# -*- coding: utf-8 -*-
+from . import xtconstant
+
+
+class DictObject(object):
+    def __init__(self, **kwargs):
+        self.__dict__.update(kwargs)
+
+    @classmethod
+    def from_any(cls, value):
+        if value is None:
+            return None
+        if isinstance(value, cls):
+            return value
+        if hasattr(value, "__dict__"):
+            return cls(**vars(value))
+        if isinstance(value, dict):
+            return cls(**value)
+        return value
+
+    def __repr__(self):
+        return "%s(%s)" % (
+            type(self).__name__,
+            ", ".join("%s=%r" % item for item in sorted(self.__dict__.items())),
+        )
+
+
+_MISSING = object()
+
+
+def _dict_from_any(value):
+    if value is None:
+        return None
+    if hasattr(value, "__dict__"):
+        return dict(vars(value))
+    if isinstance(value, dict):
+        return dict(value)
+    return None
+
+
+def _is_empty(value):
+    if value is None:
+        return True
+    if isinstance(value, str):
+        return value.strip() == ""
+    return False
+
+
+def _first_value(data, names, default=_MISSING):
+    for name in names:
+        if name not in data:
+            continue
+        value = data.get(name)
+        if not _is_empty(value):
+            return value
+    return default
+
+
+def _set_first(data, target, names, default=_MISSING):
+    if target in data and not _is_empty(data.get(target)):
+        return
+    value = _first_value(data, names, default)
+    if value is not _MISSING:
+        data[target] = value
+
+
+_CANCELABLE_ORDER_STATUS_VALUES = frozenset((
+    getattr(xtconstant, "ORDER_UNREPORTED", 48),
+    getattr(xtconstant, "ORDER_WAIT_REPORTING", 49),
+    getattr(xtconstant, "ORDER_REPORTED", 50),
+    getattr(xtconstant, "ORDER_PART_SUCC", 55),
+))
+
+_ORDER_STATUS_FIELD_NAMES = (
+    "order_status",
+    "m_nOrderStatus",
+    "m_nOrderState",
+    "m_strOrderStatus",
+    "m_strStatus",
+)
+
+
+def _normalize_order_status(value):
+    if value is None or isinstance(value, bool):
+        return None
+    if isinstance(value, int):
+        return value
+    if isinstance(value, float):
+        return int(value) if value.is_integer() else None
+    if isinstance(value, bytes):
+        try:
+            value = value.decode("utf-8")
+        except Exception:
+            return None
+    text = str(value).strip()
+    if not text:
+        return None
+    if text.isdigit():
+        return int(text)
+    try:
+        number = float(text)
+        if number.is_integer():
+            return int(number)
+    except Exception:
+        pass
+    aliases = {
+        "ORDER_UNREPORTED": getattr(xtconstant, "ORDER_UNREPORTED", 48),
+        "ORDER_WAIT_REPORTING": getattr(xtconstant, "ORDER_WAIT_REPORTING", 49),
+        "ORDER_REPORTED": getattr(xtconstant, "ORDER_REPORTED", 50),
+        "ORDER_PART_SUCC": getattr(xtconstant, "ORDER_PART_SUCC", 55),
+    }
+    return aliases.get(text.upper())
+
+
+def order_status_from_any(value):
+    data = _dict_from_any(value)
+    if data is None:
+        return None
+    status = _first_value(data, _ORDER_STATUS_FIELD_NAMES, default=None)
+    return _normalize_order_status(status)
+
+
+def is_cancelable_order_status(value):
+    return _normalize_order_status(value) in _CANCELABLE_ORDER_STATUS_VALUES
+
+
+def is_cancelable_order(value):
+    return order_status_from_any(value) in _CANCELABLE_ORDER_STATUS_VALUES
+
+
+def filter_cancelable_orders(values):
+    if values is None:
+        return None
+    if isinstance(values, list):
+        return [value for value in values if is_cancelable_order(value)]
+    return values if is_cancelable_order(values) else None
+
+
+def _normalize_account_type(value):
+    if _is_empty(value):
+        return xtconstant.SECURITY_ACCOUNT
+    if isinstance(value, str):
+        text = value.strip().upper()
+        if text.isdigit():
+            return int(text)
+        aliases = {
+            "SECURITY": xtconstant.SECURITY_ACCOUNT,
+            "SECURITY_ACCOUNT": xtconstant.SECURITY_ACCOUNT,
+            "STOCK_ACCOUNT": xtconstant.SECURITY_ACCOUNT,
+            "MARGIN": xtconstant.CREDIT_ACCOUNT,
+            "CREDIT_ACCOUNT": xtconstant.CREDIT_ACCOUNT,
+        }
+        if text in aliases:
+            return aliases[text]
+        for int_type, str_type in xtconstant.ACCOUNT_TYPE_DICT.items():
+            if text == str(str_type).upper():
+                return int_type
+    return value
+
+
+def _apply_common_account_fields(data):
+    _set_first(data, "account_id", (
+        "m_strAccountID",
+        "m_strAccountId",
+        "m_strAccount",
+        "m_accountID",
+        "fund_account",
+    ), default="")
+    account_type = _first_value(data, (
+        "account_type",
+        "m_nAccountType",
+        "m_strAccountType",
+    ), default=xtconstant.SECURITY_ACCOUNT)
+    data["account_type"] = _normalize_account_type(account_type)
+
+
+def _exchange_suffix(value):
+    if _is_empty(value):
+        return ""
+    if isinstance(value, int):
+        return {0: "SH", 1: "SZ", 70: "BJ"}.get(value, str(value))
+    text = str(value).strip().upper()
+    aliases = {
+        "0": "SH",
+        "SH": "SH",
+        "SSE": "SH",
+        "SHSE": "SH",
+        "1": "SZ",
+        "SZ": "SZ",
+        "SZSE": "SZ",
+        "70": "BJ",
+        "BJ": "BJ",
+        "BSE": "BJ",
+    }
+    return aliases.get(text, text)
+
+
+def _stock_code(data):
+    code = _first_value(data, ("stock_code", "code", "ticker"), default="")
+    if not _is_empty(code):
+        return str(code)
+    instrument_id = _first_value(data, (
+        "m_strInstrumentID",
+        "instrument_id",
+        "m_strStockCode",
+        "stock_id",
+    ), default="")
+    if _is_empty(instrument_id):
+        return ""
+    instrument_id = str(instrument_id)
+    if "." in instrument_id:
+        return instrument_id
+    exchange_id = _exchange_suffix(_first_value(data, (
+        "m_strExchangeID",
+        "exchange_id",
+        "market",
+        "m_strMarket",
+    ), default=""))
+    if exchange_id:
+        return "%s.%s" % (instrument_id, exchange_id)
+    return instrument_id
+
+
+def _apply_stock_code_field(data):
+    if _is_empty(data.get("stock_code")):
+        data["stock_code"] = _stock_code(data)
+
+
+class StockAccount(object):
+    def __new__(cls, account_id, account_type="STOCK", bridge_id=None):
+        if not isinstance(account_id, str):
+            return "资金账号必须为字符串类型"
+        return super(StockAccount, cls).__new__(cls)
+
+    def __init__(self, account_id, account_type="STOCK", bridge_id=None):
+        account_type = account_type.upper()
+        for int_type, str_type in xtconstant.ACCOUNT_TYPE_DICT.items():
+            if account_type == str_type:
+                self.account_type = int_type
+                self.account_id = account_id
+                self.bridge_id = str(bridge_id or "").strip()
+                return
+        raise Exception("不支持的账号类型：{}！".format(account_type))
+
+
+class XtAsset(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _set_first(data, "cash", (
+            "available",
+            "m_dAvailable",
+            "m_dEnableBalance",
+        ), default=0.0)
+        _set_first(data, "frozen_cash", (
+            "frozen",
+            "frozen_balance",
+            "m_dFrozenCash",
+            "m_dFrozenBalance",
+        ), default=0.0)
+        _set_first(data, "market_value", (
+            "m_dInstrumentValue",
+            "m_dMarketValue",
+            "m_dStockValue",
+        ), default=0.0)
+        _set_first(data, "total_asset", (
+            "balance",
+            "m_dBalance",
+            "assure_asset",
+            "m_dAssureAsset",
+        ), default=0.0)
+        _set_first(data, "fetch_balance", (
+            "m_dFetchBalance",
+            "fetch_balance",
+            "available",
+            "m_dAvailable",
+            "cash",
+        ), default=0.0)
+        return cls(**data)
+
+
+class XtOrder(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _apply_stock_code_field(data)
+        _set_first(data, "order_id", (
+            "m_nOrderID",
+            "m_strOrderID",
+        ), default=-1)
+        _set_first(data, "order_sysid", (
+            "m_strOrderSysID",
+            "sysid",
+            "m_strOrderID",
+        ), default="")
+        _set_first(data, "order_time", (
+            "entrust_time",
+            "insert_time",
+            "m_strOrderTime",
+            "m_strEntrustTime",
+            "m_strInsertTime",
+            "m_nOrderTime",
+            "m_nEntrustTime",
+            "m_nInsertTime",
+        ), default="")
+        _set_first(data, "order_type", (
+            "m_nOrderType",
+            "m_nBusinessType",
+        ), default=0)
+        _set_first(data, "order_volume", (
+            "m_nVolumeTotalOriginal",
+            "m_nOrderVolume",
+            "m_nVolume",
+        ), default=0)
+        _set_first(data, "price_type", (
+            "m_nPriceType",
+            "m_nOrderPriceType",
+        ), default=0)
+        _set_first(data, "price", (
+            "m_dLimitPrice",
+            "m_dOrderPrice",
+            "m_dPrice",
+        ), default=0.0)
+        _set_first(data, "traded_volume", (
+            "m_nVolumeTraded",
+            "m_nTradedVolume",
+        ), default=0)
+        _set_first(data, "traded_price", (
+            "m_dTradedPrice",
+            "m_dAveragePrice",
+        ), default=0.0)
+        _set_first(data, "order_status", (
+            "m_nOrderStatus",
+            "m_nOrderState",
+        ), default=getattr(xtconstant, "ORDER_UNKNOWN", 255))
+        _set_first(data, "status_msg", (
+            "m_strStatusMsg",
+            "m_strStatus",
+            "m_strOrderStatus",
+        ), default="")
+        _set_first(data, "strategy_name", (
+            "m_strStrategyName",
+        ), default="")
+        _set_first(data, "order_remark", (
+            "m_strRemark",
+            "m_strOrderRemark",
+        ), default="")
+        _set_first(data, "direction", (
+            "m_nDirection",
+        ), default=0)
+        _set_first(data, "offset_flag", (
+            "m_nOffsetFlag",
+        ), default=0)
+        _set_first(data, "secu_account", (
+            "m_strSecuAccount",
+            "m_strSecurityAccount",
+        ), default="")
+        _set_first(data, "instrument_name", (
+            "m_strInstrumentName",
+            "name",
+        ), default="")
+        return cls(**data)
+
+
+class XtTrade(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _apply_stock_code_field(data)
+        _set_first(data, "order_type", (
+            "m_nOrderType",
+            "m_nBusinessType",
+        ), default=0)
+        _set_first(data, "traded_id", (
+            "trade_id",
+            "deal_id",
+            "m_strTradeID",
+            "m_strDealID",
+            "m_nTradeID",
+        ), default="")
+        _set_first(data, "traded_time", (
+            "trade_time",
+            "deal_time",
+            "m_strTradeTime",
+            "m_strDealTime",
+            "m_nTradeTime",
+            "m_nDealTime",
+        ), default="")
+        _set_first(data, "traded_price", (
+            "price",
+            "m_dPrice",
+            "m_dTradedPrice",
+        ), default=0.0)
+        _set_first(data, "traded_volume", (
+            "volume",
+            "m_nVolume",
+            "m_nVolumeTraded",
+        ), default=0)
+        _set_first(data, "traded_amount", (
+            "trade_amount",
+            "m_dTradeAmount",
+            "m_dTradedAmount",
+        ), default=0.0)
+        _set_first(data, "order_id", (
+            "m_nOrderID",
+            "m_strOrderID",
+        ), default=-1)
+        _set_first(data, "order_sysid", (
+            "m_strOrderSysID",
+            "sysid",
+            "m_strOrderID",
+        ), default="")
+        _set_first(data, "strategy_name", (
+            "m_strStrategyName",
+        ), default="")
+        _set_first(data, "order_remark", (
+            "m_strRemark",
+            "m_strOrderRemark",
+        ), default="")
+        _set_first(data, "direction", (
+            "m_nDirection",
+        ), default=0)
+        _set_first(data, "offset_flag", (
+            "m_nOffsetFlag",
+        ), default=0)
+        _set_first(data, "commission", (
+            "m_dCommission",
+        ), default=0.0)
+        _set_first(data, "secu_account", (
+            "m_strSecuAccount",
+            "m_strSecurityAccount",
+        ), default="")
+        _set_first(data, "instrument_name", (
+            "m_strInstrumentName",
+            "name",
+        ), default="")
+        return cls(**data)
+
+
+class XtPosition(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _apply_stock_code_field(data)
+        _set_first(data, "volume", (
+            "m_nVolume",
+            "m_nPosition",
+        ), default=0)
+        _set_first(data, "can_use_volume", (
+            "m_nCanUseVolume",
+            "m_nAvailableVolume",
+        ), default=0)
+        _set_first(data, "open_price", (
+            "m_dOpenPrice",
+        ), default=0.0)
+        _set_first(data, "market_value", (
+            "m_dInstrumentValue",
+            "m_dMarketValue",
+        ), default=0.0)
+        _set_first(data, "frozen_volume", (
+            "m_nFrozenVolume",
+            "m_nFreezeVolume",
+        ), default=0)
+        _set_first(data, "on_road_volume", (
+            "m_nOnRoadVolume",
+            "m_nUncomeVolume",
+        ), default=0)
+        _set_first(data, "yesterday_volume", (
+            "m_nYesterdayVolume",
+            "m_nYdPosition",
+        ), default=0)
+        _set_first(data, "avg_price", (
+            "position_cost",
+            "m_dPositionCost",
+            "m_dAvgPrice",
+        ), default=0.0)
+        _set_first(data, "direction", (
+            "m_nDirection",
+        ), default=0)
+        _set_first(data, "last_price", (
+            "m_dLastPrice",
+        ), default=0.0)
+        _set_first(data, "profit_rate", (
+            "m_dProfitRate",
+        ), default=0.0)
+        _set_first(data, "secu_account", (
+            "m_strSecuAccount",
+            "m_strSecurityAccount",
+        ), default="")
+        _set_first(data, "instrument_name", (
+            "m_strInstrumentName",
+            "name",
+        ), default="")
+        return cls(**data)
+
+
+class XtOrderError(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _set_first(data, "order_id", ("m_nOrderID", "m_strOrderID"), default=-1)
+        _set_first(data, "error_id", ("m_nErrorID", "error_code"), default=None)
+        _set_first(data, "error_msg", ("m_strErrorMsg", "message", "msg"), default="")
+        _set_first(data, "strategy_name", ("m_strStrategyName",), default="")
+        _set_first(data, "order_remark", ("m_strRemark", "m_strOrderRemark"), default="")
+        return cls(**data)
+
+
+class XtCancelError(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _set_first(data, "order_id", ("m_nOrderID", "m_strOrderID"), default=-1)
+        _set_first(data, "market", ("m_nMarket", "m_strExchangeID"), default="")
+        _set_first(data, "order_sysid", ("m_strOrderSysID", "sysid", "m_strOrderID"), default="")
+        _set_first(data, "error_id", ("m_nErrorID", "error_code"), default=None)
+        _set_first(data, "error_msg", ("m_strErrorMsg", "message", "msg"), default="")
+        return cls(**data)
+
+
+class XtOrderResponse(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _set_first(data, "order_id", ("m_nOrderID", "m_strOrderID"), default=-1)
+        _set_first(data, "strategy_name", ("m_strStrategyName",), default="")
+        _set_first(data, "order_remark", ("m_strRemark", "m_strOrderRemark"), default="")
+        _set_first(data, "error_msg", ("m_strErrorMsg", "message", "msg"), default="")
+        _set_first(data, "seq", ("m_nSeq", "request_id"), default=None)
+        return cls(**data)
+
+
+class XtCancelOrderResponse(DictObject):
+    @classmethod
+    def from_any(cls, value):
+        data = _dict_from_any(value)
+        if data is None:
+            return value
+        _apply_common_account_fields(data)
+        _set_first(data, "cancel_result", ("result", "m_nCancelResult"), default=-1)
+        _set_first(data, "order_id", ("m_nOrderID", "m_strOrderID"), default=-1)
+        _set_first(data, "order_sysid", ("m_strOrderSysID", "sysid", "m_strOrderID"), default="")
+        _set_first(data, "seq", ("m_nSeq", "request_id"), default=None)
+        _set_first(data, "error_msg", ("m_strErrorMsg", "message", "msg"), default="")
+        return cls(**data)
+
+
+class XtAccountStatus(DictObject):
+    pass
+
+
+class XtBankTransferResponse(DictObject):
+    pass
+
+
+class XtSmtAppointmentResponse(DictObject):
+    pass
+
+
+def to_objects(values, cls=DictObject):
+    if values is None:
+        return None
+    if isinstance(values, list):
+        return [cls.from_any(v) for v in values]
+    return cls.from_any(values)

cfquant-0.2.0.dist-info/LICENSE

@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2026 tao
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.