老虎证券开放api常用常量

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最新推荐文章于 2024-12-14 18:09:44 发布

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分类专栏：量化交易

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定义在tigeropen/common/consts里

# -*- coding: utf-8 -*-
"""
Created on 2018/9/20

@author: gaoan
"""
import threading
import platform
from enum import Enum, unique

python_version = platform.python_version()

if python_version.startswith("3"):
    PYTHON_VERSION_3 = True
else:
    PYTHON_VERSION_3 = False

OPEN_API_SDK_VERSION = "2.0"

THREAD_LOCAL = threading.local()


@unique
class Market(Enum):
    """Enum for market """
    
    ALL = 'ALL'
    US = 'US'  # 美股
    HK = 'HK'  # 港股
    CN = 'CN'  # A股


@unique
class TradingSession(Enum):
    PreMarket = 'PreMarket'  # 盘前
    Regular = 'Regular'  # 盘中
    AfterHours = 'AfterHours'  # 盘后


@unique
class SecurityType(Enum):
    """Enum for sec_type """
    
    ALL = 'ALL'
    STK = 'STK'  # 股票
    OPT = 'OPT'  # 期权
    WAR = 'WAR'  # 窝轮
    IOPT = 'IOPT'  # 权证(牛熊证)
    FUT = 'FUT'  # 期货
    FOP = 'FOP'  # 期货期权
    CASH = 'CASH'  # 外汇


@unique
class Currency(Enum):
    """Enum for currency """
    
    ALL = 'ALL'
    USD = 'USD'  # 美元
    HKD = 'HKD'  # 港币
    CNH = 'CNH'  # 离岸人民币


@unique
class Language(Enum):
    zh_CN = 'zh_CN'  # 简体中文
    zh_TW = 'zh_TW'  # 繁体中文
    en_US = 'en_US'  # 英文


@unique
class QuoteRight(Enum):
    BR = 'br'  # 前复权
    NR = 'nr'  # 不复权


@unique
class TimelinePeriod(Enum):
    DAY = 'day'  # 当天分时
    FIVE_DAYS = '5day'  # 5日分时


@unique
class BarPeriod(Enum):
    DAY = 'day'  # 日K
    WEEK = 'week'  # 周K
    MONTH = 'month'  # 月K
    YEAR = 'year'  # 年K
    ONE_MINUTE = '1min'  # 1分钟
    FIVE_MINUTES = '5min'  # 5分钟
    FIFTEEN_MINUTES = '15min'  # 15分钟
    HALF_HOUR = '30min'  # 30分钟
    ONE_HOUR = '60min'  # 60分钟

市场状态
‘Not Open Yet’ ，‘Pre Market Trading’， ‘Trading’

打印资产概览：

cur_asset=openapi_client.get_assets(account=account)
potfolio=cur_asset[0]
print(potfolio.summary)

Account({'day_trades_remaining': inf, 'cash': inf, 'settled_cash': inf, 'initial_margin_requirement': 498202.625, 'excess_liquidity': 597845.7733,
 'accrued_cash': 0, 'accrued_dividend': 0, 'buying_power': 996410.4966, 'regt_equity': inf, 'timestamp': None, 'leverage': inf,
  'net_leverage': inf, 'cushion': inf,  'net_liquidation': 996407.8733, 'gross_position_value': 996405.25, 'regt_margin': inf, 'sma': inf,
  'maintenance_margin_requirement': 398562.1, 'equity_with_loan': 996407.8733, 
  'available_funds': 498205.2483, 'accrued_interest': inf, 'currency': 'USD'})