mirror of
https://gitee.com/fasiondog/hikyuu.git
synced 2024-11-30 02:48:57 +08:00
try insight_sdk
This commit is contained in:
fasiondog
parent
bd1fc07bca
commit
a4f57f7d76
51
hikyuu/fetcher/stock/zh_stock_a_huatai.py
Normal file
51
hikyuu/fetcher/stock/zh_stock_a_huatai.py
Normal file
@ -0,0 +1,51 @@
|
||||
#!/usr/bin/python
|
||||
# -*- coding: utf8 -*-
|
||||
#
|
||||
# Create on: 2022-08-22
|
||||
# Author: fasiondog
|
||||
|
||||
import datetime
|
||||
from hikyuu.util import *
|
||||
|
||||
|
||||
@hku_catch(trace=True, callback=lambda stk: hku_warn("Failed parse stk: {}", stk))
|
||||
def parse_one_result_huatai(stk):
|
||||
result = {}
|
||||
if 'OpenPx' not in stk:
|
||||
return result
|
||||
|
||||
bids = [x / 10000.0 for x in stk['BuyPriceQueue']]
|
||||
bids_amount = [x / 100.0 for x in stk['BuyOrderQtyQueue']]
|
||||
asks = [x / 10000.0 for x in stk['SellPriceQueue']]
|
||||
asks_amount = [x / 100.0 for x in stk['SellOrderQtyQueue']]
|
||||
|
||||
result['market'] = stk['HTSCSecurityID'][7:]
|
||||
result['code'] = stk['HTSCSecurityID'][:6]
|
||||
result['name'] = ''
|
||||
result['open'] = stk['OpenPx'] / 10000.0 # 今日开盘价
|
||||
|
||||
result['yesterday_close'] = stk['PreClosePx'] / 10000.0 # 昨日收盘价
|
||||
result['close'] = stk['ClosePx'] / 10000.0 # 当前价格
|
||||
result['high'] = stk['HighPx'] / 10000.0 # 今日最高价
|
||||
result['low'] = stk['LowPx'] / 10000.0 # 今日最低价
|
||||
result['bid'] = bids[0] # 竞买价，即“买一”报价
|
||||
result['ask'] = asks[0] # 竞卖价，即“卖一”报价
|
||||
result['volumn'] = stk['TotalVolumeTrade'] / 100.0 # 成交的股票数，由于股票交易以一百股为基本单位，所以在使用时，通常把该值除以一百
|
||||
result['amount'] = stk['TotalValueTrade'] # 成交金额，单位为“元”
|
||||
|
||||
# 买入委托
|
||||
for i in range(len(bids)):
|
||||
result[f'bid{i}'] = bids[i]
|
||||
for i in range(len(bids_amount)):
|
||||
result[f'bid{i}_amount'] = bids_amount[i]
|
||||
|
||||
# 卖出委托
|
||||
for i in range(len(asks)):
|
||||
result[f'ask{i}'] = asks[i]
|
||||
for i in range(len(asks_amount)):
|
||||
result[f'ask{i}_amount'] = asks_amount[i]
|
||||
|
||||
d = str(stk['MDDate'])
|
||||
t = str(stk['MDTime'])
|
||||
result['datetime'] = datetime.datetime(int(d[:4]), int(d[4:6]), int(d[6:8]), int(t[:2]), int(t[2:4]), int(t[4:6]))
|
||||
return result
|
||||
502
hikyuu/gui/start_huatai_insight.py
Normal file
502
hikyuu/gui/start_huatai_insight.py
Normal file
@ -0,0 +1,502 @@
|
||||
#!/usr/bin/python3
|
||||
# -*- coding: utf-8 -*-
|
||||
|
||||
try:
|
||||
from insight_sdk.com.interface.mdc_gateway_base_define import ESubscribeActionType, ESecurityIDSource, ESecurityType, \
|
||||
EMarketDataType, MDPlaybackExrightsType
|
||||
from insight_sdk.com.insight import common, query, playback, subscribe
|
||||
from insight_sdk.com.insight.market_service import market_service
|
||||
except Exception as e:
|
||||
print(e)
|
||||
print('You must "pip install insgith_sdk"!')
|
||||
exit(-1)
|
||||
|
||||
from hikyuu.fetcher.stock.zh_stock_a_huatai import parse_one_result_huatai
|
||||
|
||||
|
||||
# ************************************用户登录************************************
|
||||
# 登陆
|
||||
# user 用户名
|
||||
# password 密码
|
||||
def login(user, password):
|
||||
markets = insightmarketservice()
|
||||
# 登陆前 初始化
|
||||
# result格式为string格式
|
||||
result = common.login(markets, user, password)
|
||||
print("login result: ", result)
|
||||
|
||||
|
||||
class insightmarketservice(market_service):
|
||||
def __init__(self):
|
||||
pass
|
||||
|
||||
# ************************************处理数据订阅************************************
|
||||
# 处理订阅的股票Tick数据，mdStock格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.StockType
|
||||
def onSubscribe_StockType_MD_TICK(self, mdStock):
|
||||
# print(mdStock)
|
||||
result = parse_one_result_huatai(mdStock)
|
||||
print("{}{}".format(result['market'], result['code']))
|
||||
# pass
|
||||
|
||||
# 处理订阅的指数Tick数据，mdIndex格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.IndexType
|
||||
def onSubscribe_IndexType_MD_TICK(self, mdIndex):
|
||||
#print(mdIndex)
|
||||
pass
|
||||
|
||||
# 处理订阅的债券Tick数据，mdBond格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.BondType
|
||||
def onSubscribe_BondType_MD_TICK(self, mdBond):
|
||||
pass
|
||||
# print(mdBond)
|
||||
|
||||
# 处理订阅的基金Tick数据，mdFund格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.FundType
|
||||
def onSubscribe_FundType_MD_TICK(self, mdFund):
|
||||
#print(mdFund)
|
||||
pass
|
||||
|
||||
# 处理订阅的逐笔成交，marketdatajson格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.MD_TRANSACTION
|
||||
# 处理订阅的逐笔委托，格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.MD_ORDER
|
||||
def onSubscribe_MD_TRANSACTION_and_MD_ORDER(self, marketdatajson):
|
||||
if marketdatajson["marketDataType"] == EMarketDataType.MD_TRANSACTION: # 逐笔成交
|
||||
mdtransaction = marketdatajson["mdTransaction"]
|
||||
pass
|
||||
# print(mdtransaction)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_ORDER: # 逐笔委托
|
||||
mdorder = marketdatajson["mdOrder"]
|
||||
pass
|
||||
# print(mdorder)
|
||||
# print(marketdatajsons)
|
||||
|
||||
# 处理订阅的K线指标模型，marketdatajson格式为json格式
|
||||
# 订阅的数据类型为EMarketDataType.MD_KLINE_15S 返回#15秒钟K线
|
||||
# 订阅的数据类型为EMarketDataType.MD_KLINE_1MIN 返回#1分钟K线
|
||||
# 订阅的数据类型为EMarketDataType.MD_KLINE_5MIN 返回#5分钟K线
|
||||
# 订阅的数据类型为EMarketDataType.MD_KLINE_15MIN 返回#15分钟K线
|
||||
# 订阅的数据类型为EMarketDataType.MD_KLINE_30MIN 返回#30分钟K线
|
||||
# 订阅的数据类型为EMarketDataType.MD_KLINE_60MIN 返回#60分钟K线
|
||||
# 订阅的数据类型为EMarketDataType.MD_KLINE_1D 返回#日K线
|
||||
def onSubscribe_MD_KLINE(self, marketdatajson):
|
||||
if marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15S: # 15秒钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1MIN: # 1分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_5MIN: # 5分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15MIN: # 15分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_30MIN: # 30分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_60MIN: # 60分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1D: # 日K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
|
||||
# print(marketdatajson)
|
||||
|
||||
# 处理订阅的资金流向数据，mdFundFlowAnalysis格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.AD_FUND_FLOW_ANALYSIS
|
||||
def onSubscribe_AD_FUND_FLOW_ANALYSIS(self, mdFundFlowAnalysis):
|
||||
pass
|
||||
# print(mdFundFlowAnalysis)
|
||||
|
||||
# 处理订阅的融券通数据，mdSecurityLending格式为json格式
|
||||
# 订阅的证券类型为ESecurityType.MD_SECURITY_LENDING
|
||||
def onSubscribe_MD_SECURITY_LENDING(self, mdSecurityLending):
|
||||
pass
|
||||
# print(mdSecurityLending)
|
||||
|
||||
# ************************************处理回放数据************************************
|
||||
# 处理回放的股票Tick数据，mdStock格式为json格式
|
||||
# 回放的证券类型为ESecurityType.StockType
|
||||
def onPlayback_StockType_MD_TICK(self, mdStock):
|
||||
pass
|
||||
# print(mdStock)
|
||||
|
||||
# 处理回放的指数Tick数据，mdIndex格式为json格式
|
||||
# 回放的证券类型为ESecurityType.IndexType
|
||||
def onPlayback_IndexType_MD_TICK(self, mdIndex):
|
||||
pass
|
||||
# print(mdIndex)
|
||||
|
||||
# 处理回放的债券Tick数据，mdBond格式为json格式
|
||||
# 回放的证券类型为ESecurityType.BondType
|
||||
def onPlayback_BondType_MD_TICK(self, mdBond):
|
||||
pass
|
||||
# print(mdBond)
|
||||
|
||||
# 处理回放的基金Tick数据，mdFund格式为json格式
|
||||
# 回放的证券类型为ESecurityType.FundType
|
||||
def onPlayback_FundType_MD_TICK(self, mdFund):
|
||||
pass
|
||||
# print(mdFund)
|
||||
|
||||
# 处理回放的期权Tick数据，mdOption格式为json格式
|
||||
# 回放的证券类型为ESecurityType.OptionType
|
||||
def onPlayback_OptionType_MD_TICK(self, mdOption):
|
||||
pass
|
||||
# print(mdOption)
|
||||
|
||||
# 处理回放的期货Tick数据，mdFuture格式为json格式
|
||||
# 回放的证券类型为ESecurityType.OptionType
|
||||
def onPlayback_FuturesType_MD_TICK(self, mdFuture):
|
||||
pass
|
||||
# print(mdFuture)
|
||||
|
||||
# 处理回放的逐笔成交，marketdatajson格式为json格式
|
||||
# 回放的证券类型为ESecurityType.MD_TRANSACTION
|
||||
# 处理回放的逐笔委托，格式为json格式
|
||||
# 回放的证券类型为ESecurityType.MD_ORDER
|
||||
def onPlayback_MD_TRANSACTION_and_MD_ORDER(self, marketdatajson):
|
||||
if marketdatajson["marketDataType"] == EMarketDataType.MD_TRANSACTION: # 逐笔成交
|
||||
mdtransaction = marketdatajson["mdTransaction"]
|
||||
pass
|
||||
# print(mdtransaction)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_ORDER: # 逐笔委托
|
||||
mdorder = marketdatajson["mdOrder"]
|
||||
pass
|
||||
# print(mdorder)
|
||||
# print(marketdatajsons)
|
||||
|
||||
# 处理回放的K线指标模型，marketdatajson格式为json格式
|
||||
# 回放的数据类型为EMarketDataType.MD_KLINE_15S 返回#15秒钟K线
|
||||
# 回放的数据类型为EMarketDataType.MD_KLINE_1MIN 返回#1分钟K线
|
||||
# 回放的数据类型为EMarketDataType.MD_KLINE_5MIN 返回#5分钟K线
|
||||
# 回放的数据类型为EMarketDataType.MD_KLINE_15MIN 返回#15分钟K线
|
||||
# 回放的数据类型为EMarketDataType.MD_KLINE_30MIN 返回#30分钟K线
|
||||
# 回放的数据类型为EMarketDataType.MD_KLINE_60MIN 返回#60分钟K线
|
||||
# 回放的数据类型为EMarketDataType.MD_KLINE_1D 返回#日K线
|
||||
def onPlayback_MD_KLINE(self, marketdatajson):
|
||||
if marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15S: # 15秒钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1MIN: # 1分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_5MIN: # 5分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_15MIN: # 15分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_30MIN: # 30分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_60MIN: # 60分钟K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
elif marketdatajson["marketDataType"] == EMarketDataType.MD_KLINE_1D: # 日K线
|
||||
mdKLine = marketdatajson["mdKLine"]
|
||||
pass
|
||||
# print(mdKLine)
|
||||
|
||||
# print(marketdatajson)
|
||||
|
||||
# 处理回放的资金流向数据，mdFundFlowAnalysis格式为json格式
|
||||
# 回放的证券类型为ESecurityType.AD_FUND_FLOW_ANALYSIS
|
||||
def onPlayback_AD_FUND_FLOW_ANALYSIS(self, mdFundFlowAnalysis):
|
||||
pass
|
||||
# print(mdFundFlowAnalysis)
|
||||
|
||||
# 处理回放的融券通数据，mdSecurityLending格式为json格式
|
||||
# 回放的证券类型为ESecurityType.MD_SECURITY_LENDING
|
||||
def onPlayback_MD_SECURITY_LENDING(self, mdSecurityLending):
|
||||
pass
|
||||
# print(mdSecurityLending)
|
||||
|
||||
# 处理回放的状态，status格式为string格式
|
||||
def onPlaybackStatus(self, status):
|
||||
pass
|
||||
# print(status)
|
||||
|
||||
# 处理回放请求返回结果，response格式为string格式
|
||||
def onPlaybackResponse(self, response):
|
||||
pass
|
||||
# print(response)
|
||||
|
||||
# 处理回放控制请求返回结果，response格式为string格式
|
||||
def onPlaybackControlResponse(self, response):
|
||||
pass
|
||||
# print(response)
|
||||
|
||||
# ************************************处理查询请求返回结果************************************
|
||||
# 处理查询历史上所有的指定证券的基础信息 query_mdcontant_by_type()的返回结果，queryresponse格式为list[json]
|
||||
# 处理查询今日最新的指定证券的基础信息 query_last_mdcontant_by_type()的返回结果，queryresponse格式为list[json]
|
||||
# 处理查询历史上所有的指定证券的基础信息 query_mdcontant_by_id()的返回结果，queryresponse格式为list[json]
|
||||
# 处理查询今日最新的指定证券的基础信息 query_last_mdcontant_by_id()的返回结果，queryresponse格式为list[json]
|
||||
# 处理查询指定证券的ETF的基础信息 query_ETFinfo()的返回结果，queryresponse格式为list[json]
|
||||
# 处理查询指定证券的最新一条Tick数据 query_last_mdtick()的返回结果，queryresponse格式为list[json]
|
||||
def onQueryResponse(self, queryresponse):
|
||||
pass
|
||||
for resonse in iter(queryresponse):
|
||||
# response格式为json格式
|
||||
print(resonse)
|
||||
|
||||
|
||||
# 配置日志打开
|
||||
# open_trace trace日志开关 True为打开日志False关闭日志
|
||||
# open_file_log 本地file日志开关 True为打开日志False关闭日志
|
||||
# open_cout_log 控制台日志开关 True为打开日志False关闭日志
|
||||
def config(open_trace=True, open_file_log=True, open_cout_log=True):
|
||||
common.config(open_trace, open_file_log, open_cout_log)
|
||||
|
||||
|
||||
# ************************************数据订阅************************************
|
||||
# 根据证券数据来源订阅行情数据,由三部分确定行情数据
|
||||
# 行情源(SecurityIdSource):XSHG(沪市)|XSHE(深市)|...
|
||||
# 证券类型(SecurityType):BondType(债)|StockType(股)|FundType(基)|IndexType(指)|OptionType(期权)|...
|
||||
# 数据类型(MarketDataTypes):MD_TICK(快照)|MD_TRANSACTION(逐笔成交)|MD_ORDER(逐笔委托)|...
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回 onSubscribe_StockType_MD_TICK 处理订阅的股票Tick数据
|
||||
# 结果返回 onSubscribe_IndexType_MD_TICK 处理订阅的指数Tick数据
|
||||
# 结果返回 onSubscribe_BondType_MD_TICK 处理订阅的债券Tick数据
|
||||
# 结果返回 onSubscribe_FundType_MD_TICK 处理订阅的基金Tick数据
|
||||
# 结果返回 onSubscribe_OptionType_MD_TICK 处理订阅的期权Tick数据
|
||||
# 结果返回 onSubscribe_FuturesType_MD_TICK 处理订阅的期货Tick数据
|
||||
# 结果返回 onSubscribe_MD_TRANSACTION_and_MD_ORDER 处理订阅的逐笔成交和逐笔委托的数据
|
||||
# 结果返回 onSubscribe_MD_KLINE 处理订阅的K线指标模型数据
|
||||
# 结果返回 onSubscribe_AD_FUND_FLOW_ANALYSIS 处理订阅的资金流向数据
|
||||
# 结果返回 onSubscribe_MD_SECURITY_LENDING 处理订阅的融券通数据
|
||||
def subscribe_by_type():
|
||||
# element
|
||||
# params1: ESecurityIDSource枚举值 --行情源
|
||||
# params2: ESecurityType的枚举值 --证券类型
|
||||
# params3: EMarketDataType的枚举值集合 --数据类型
|
||||
datatype = ESubscribeActionType.COVERAGE
|
||||
marketdatatypes = []
|
||||
marketdatatype = {
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHG,
|
||||
"ESecurityType": ESecurityType.StockType,
|
||||
"EMarketDataType": EMarketDataType.MD_SECURITY_LENDING
|
||||
}
|
||||
marketdatatypes.append(marketdatatype)
|
||||
marketdatatype1 = {
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHE,
|
||||
"ESecurityType": ESecurityType.StockType,
|
||||
"EMarketDataType": EMarketDataType.MD_TICK
|
||||
}
|
||||
marketdatatypes.append(marketdatatype1)
|
||||
|
||||
subscribe.subscribe_by_type(marketdatatypes, datatype)
|
||||
|
||||
|
||||
# 根据证券ID来源订阅行情数据
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回 onSubscribe_StockType_MD_TICK 处理订阅的股票Tick数据
|
||||
# 结果返回 onSubscribe_IndexType_MD_TICK 处理订阅的指数Tick数据
|
||||
# 结果返回 onSubscribe_BondType_MD_TICK 处理订阅的债券Tick数据
|
||||
# 结果返回 onSubscribe_FundType_MD_TICK 处理订阅的基金Tick数据
|
||||
# 结果返回 onSubscribe_OptionType_MD_TICK 处理订阅的期权Tick数据
|
||||
# 结果返回 onSubscribe_FuturesType_MD_TICK 处理订阅的期货Tick数据
|
||||
# 结果返回 onSubscribe_MD_TRANSACTION_and_MD_ORDER 处理订阅的逐笔成交和逐笔委托的数据
|
||||
# 结果返回 onSubscribe_MD_KLINE 处理订阅的K线指标模型数据
|
||||
# 结果返回 onSubscribe_AD_FUND_FLOW_ANALYSIS 处理订阅的资金流向数据
|
||||
# 结果返回 onSubscribe_MD_SECURITY_LENDING 处理订阅的融券通数据
|
||||
def subscribe_by_id():
|
||||
# params1:HTSCSecurityID华泰内部证券标string --证券代码
|
||||
# params2: EMarketDataType的枚举值集合 --数据类型
|
||||
datatype = ESubscribeActionType.COVERAGE
|
||||
HTSCSecurityIDs = []
|
||||
HTSCSecurityID = {"HTSCSecurityID": "002371.SZ", "EMarketDataType": EMarketDataType.MD_TICK}
|
||||
HTSCSecurityIDs.append(HTSCSecurityID)
|
||||
|
||||
HTSCSecurityID1 = {"HTSCSecurityID": "002714.SZ", "EMarketDataType": EMarketDataType.MD_TICK}
|
||||
HTSCSecurityIDs.append(HTSCSecurityID1)
|
||||
subscribe.subscribe_by_id(HTSCSecurityIDs, datatype)
|
||||
|
||||
|
||||
# ************************************数据查询************************************
|
||||
# 查询findata数据，返回结果list[json]
|
||||
# 同步接口，返回结果为result，格式为list[json]
|
||||
def query_fin_info():
|
||||
# params1:Hquery_type int
|
||||
# params2:params dict{}
|
||||
query_type = 1102010003
|
||||
params = {"HTSC_SECURITY_ID": "510050.SH", "START_DATE": "20210101", "END_DATE": "20210107"}
|
||||
# query_type = 1002010001
|
||||
# params = {"HTSC_SECURITY_ID": "601688.SH", "START_DATE": "20191211", "END_DATE": "20201010"}
|
||||
# query_type = 1002070003
|
||||
# params = {"HTSC_SECURITY_ID": "600498.SH", "START_TIME": "20200101000000", "END_TIME": "20210107000000", "EXRIGHTS_TYPE": "NoExrights", "EMD_PERIOD_TYPE":"Period1D"}
|
||||
result = query.query_fin_info(query_type, params)
|
||||
if isinstance(result, list):
|
||||
for response in iter(result):
|
||||
print(response)
|
||||
else:
|
||||
print(result)
|
||||
|
||||
|
||||
# 查询历史上所有的指定证券的基础信息
|
||||
# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回在onQueryResponse函数
|
||||
def query_mdcontant_by_type():
|
||||
# params:security_idsource 为 ESecurityIDSource枚举值
|
||||
# params:security_type 为 ESecurityType枚举值
|
||||
# 沪市 股票
|
||||
idsource_and_types = []
|
||||
security_idsource = ESecurityIDSource.XSHG
|
||||
security_type = ESecurityType.StockType
|
||||
idsource_and_type = {"ESecurityIDSource": security_idsource, "ESecurityType": security_type}
|
||||
idsource_and_types.append(idsource_and_type)
|
||||
security_idsource1 = ESecurityIDSource.XSHE
|
||||
security_type1 = ESecurityType.IndexType
|
||||
idsource_and_type1 = {"ESecurityIDSource": security_idsource1, "ESecurityType": security_type1}
|
||||
idsource_and_types.append(idsource_and_type1)
|
||||
|
||||
query.query_basicInfo_by_type(idsource_and_types, False)
|
||||
|
||||
|
||||
# 查询今日最新的指定证券的基础信息
|
||||
# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回在onQueryResponse函数
|
||||
def query_last_mdcontant_by_type():
|
||||
# 按市场查询
|
||||
# 沪市 股票
|
||||
|
||||
idsource_and_types = []
|
||||
security_idsource = ESecurityIDSource.XSHG
|
||||
security_type = ESecurityType.StockType
|
||||
idsource_and_type = {"ESecurityIDSource": security_idsource, "ESecurityType": security_type}
|
||||
idsource_and_types.append(idsource_and_type)
|
||||
security_idsource1 = ESecurityIDSource.XSHE
|
||||
security_type1 = ESecurityType.IndexType
|
||||
idsource_and_type1 = {"ESecurityIDSource": security_idsource1, "ESecurityType": security_type1}
|
||||
idsource_and_types.append(idsource_and_type1)
|
||||
|
||||
query.query_basicInfo_by_type(idsource_and_types, True)
|
||||
|
||||
|
||||
# 查询历史上所有的指定证券的基础信息 -- 结果返回在onQueryResponse
|
||||
# param:HTSCSecurityID华泰内部证券标string --证券代码
|
||||
# params:list[HTSCSecurityID]
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回在onQueryResponse函数
|
||||
def query_mdcontant_by_id():
|
||||
# params:security_idsource 为 ESecurityIDSource枚举值
|
||||
# params:security_type 为 ESecurityType枚举值
|
||||
# params:security_id_list 为 标的集合
|
||||
security_id_list = ["601688.SH", "002714.SZ"] # 置空表示不额外查询某些标的
|
||||
query.query_basicInfo_by_id(security_id_list, False)
|
||||
|
||||
|
||||
# 查询今日最新的指定证券的基础信息 -- 结果返回在onQueryResponse
|
||||
# param:HTSCSecurityID华泰内部证券标string --证券代码
|
||||
# params:list[HTSCSecurityID]
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回在onQueryResponse函数
|
||||
def query_last_mdcontant_by_id():
|
||||
# 按市场查询
|
||||
# 沪市 股票
|
||||
|
||||
# params:security_id_list 为 标的集合
|
||||
security_id_list = ["601688.SH"] # 置空表示不额外查询某些标的
|
||||
query.query_basicInfo_by_id(security_id_list, True)
|
||||
|
||||
|
||||
# 查询指定证券的ETF的基础信息 -- 结果返回在onQueryResponse
|
||||
# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回在onQueryResponse函数
|
||||
def query_ETFinfo():
|
||||
# params:securityIDSource 为 ESecurityIDSource枚举值
|
||||
# params:securityType 为 ESecurityType枚举值
|
||||
query.query_ETFinfo(ESecurityIDSource.XSHG, ESecurityType.FundType)
|
||||
|
||||
|
||||
# 查询指定证券的最新一条Tick数据 -- 结果返回在onQueryResponse
|
||||
# params:securityIdSource 为市场ESecurityIDSource 枚举值;securityType 为 ESecurityType枚举值
|
||||
# 异步接口，返回函数在functional_test.py
|
||||
# 结果返回在onQueryResponse函数
|
||||
def query_last_mdtick():
|
||||
# params:security_idsource 为 ESecurityIDSource枚举值
|
||||
# params:security_type 为 ESecurityType枚举值
|
||||
# 沪市 股票
|
||||
query.query_last_tick_by_type(ESecurityIDSource.XSHG, ESecurityType.StockType)
|
||||
|
||||
|
||||
# 获取当前版本号
|
||||
def get_version():
|
||||
print(common.get_version())
|
||||
|
||||
|
||||
# 释放资源
|
||||
def fini():
|
||||
common.fini()
|
||||
|
||||
|
||||
def subscribe_by_hikyuu():
|
||||
datatype = ESubscribeActionType.COVERAGE
|
||||
marketdatatypes = [
|
||||
{
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHE,
|
||||
"ESecurityType": ESecurityType.StockType,
|
||||
"EMarketDataType": EMarketDataType.MD_TICK
|
||||
},
|
||||
{
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHE,
|
||||
"ESecurityType": ESecurityType.IndexType,
|
||||
"EMarketDataType": EMarketDataType.MD_TICK
|
||||
},
|
||||
{
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHE,
|
||||
"ESecurityType": ESecurityType.FundType,
|
||||
"EMarketDataType": EMarketDataType.MD_TICK
|
||||
},
|
||||
{
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHG,
|
||||
"ESecurityType": ESecurityType.StockType,
|
||||
"EMarketDataType": EMarketDataType.MD_TICK
|
||||
},
|
||||
{
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHG,
|
||||
"ESecurityType": ESecurityType.IndexType,
|
||||
"EMarketDataType": EMarketDataType.MD_TICK
|
||||
},
|
||||
{
|
||||
"ESecurityIDSource": ESecurityIDSource.XSHG,
|
||||
"ESecurityType": ESecurityType.FundType,
|
||||
"EMarketDataType": EMarketDataType.MD_TICK
|
||||
},
|
||||
]
|
||||
|
||||
subscribe.subscribe_by_type(marketdatatypes, datatype)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
# 登陆部分调用
|
||||
get_version()
|
||||
|
||||
login(user="", password="")
|
||||
|
||||
config(False, False, False)
|
||||
|
||||
# 订阅部分接口调用
|
||||
subscribe_by_type()
|
||||
|
||||
# 退出释放资源
|
||||
fini()
|
||||
@ -118,15 +118,18 @@ def hku_catch(ret=None, trace=False, callback=None, retry=1, with_msg=False, re_
|
||||
hku_logger.error(errmsg)
|
||||
if trace:
|
||||
traceback.print_exc()
|
||||
if callback and i == (retry - 1):
|
||||
callback(*args, **kargs)
|
||||
if i == (retry - 1):
|
||||
if callback is not None:
|
||||
callback(*args, **kargs)
|
||||
if re_raise:
|
||||
raise Exception(errmsg)
|
||||
except:
|
||||
errmsg = "Unknown error! {} [{}.{}]".format(get_exception_info(), func.__module__, func.__name__)
|
||||
hku_logger.error(errmsg)
|
||||
if trace:
|
||||
traceback.print_exc()
|
||||
if i == (retry - 1):
|
||||
if callback:
|
||||
if callback is not None:
|
||||
callback(*args, **kargs)
|
||||
if re_raise:
|
||||
raise Exception(errmsg)
|
||||
|
||||
Loading…
Reference in New Issue
Block a user