Merge branch 'feat_stock_fundamental' into 'master'

【FEAT】 stock fundamental

See merge request server/openapi/openapi-python-sdk!228

Author: tigersk

CHANGELOG.md

@@ -1,3 +1,9 @@
+## 3.3.0 (2024-12-17)
+### New
+- `QuoteClient.get_stock_fundamental` 获取股票基础数据, 如 ROE, PB
+### Fix
+- 长连接 `error_callback` 未调用的问题
+
 ## 3.2.9 (2024-11-25)
 ### Fix
 - 修复批量获取合约 `TradeClient.get_contracts` 传参错误

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '3.2.9'
+__VERSION__ = '3.3.0'

tigeropen/common/consts/service_types.py

@@ -70,7 +70,7 @@
 WARRANT_FILTER = "warrant_filter"
 WARRANT_REAL_TIME_QUOTE = "warrant_real_time_quote"
 KLINE_QUOTA = "kline_quota"  # 历史k线额度
-
+STOCK_FUNDAMENTAL = "stock_fundamental"
 
 # 期权行情
 OPTION_EXPIRATION = "option_expiration"

tigeropen/examples/quote_client_demo.py

@@ -70,6 +70,8 @@ def get_quote():
     calendar = openapi_client.get_trading_calendar(Market.US, begin_date='2022-07-01', end_date='2022-09-02')
     print(calendar)
 
+    fundamental = openapi_client.get_stock_fundamental(['AAPL', 'GOOG'], market=Market.US)
+    print(fundamental)
 
 def test_gat_bars_by_page():
     bars = openapi_client.get_bars_by_page(['AAPL'], period=BarPeriod.DAY,

tigeropen/push/protobuf_push_client.py

@@ -122,7 +122,10 @@ def on_heartbeat(self, frame):
             self.heartbeat_callback(frame)
 
     def on_error(self, frame):
-        self.logger.error(frame)
+        if self.error_callback:
+            self.error_callback(frame)
+        else:
+            self.logger.error(frame)
 
     def on_message(self, frame):
         try:

tigeropen/quote/quote_client.py

@@ -15,7 +15,7 @@
 from tigeropen.common.consts import THREAD_LOCAL, SecurityType, CorporateActionType, IndustryLevel
 from tigeropen.common.consts.filter_fields import FieldBelongType
 from tigeropen.common.consts.service_types import GRAB_QUOTE_PERMISSION, QUOTE_DELAY, GET_QUOTE_PERMISSION, \
-    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, TRADING_CALENDAR, FUTURE_CONTRACTS, MARKET_SCANNER, \
+    HISTORY_TIMELINE, FUTURE_CONTRACT_BY_CONTRACT_CODE, STOCK_FUNDAMENTAL, TRADING_CALENDAR, FUTURE_CONTRACTS, MARKET_SCANNER, \
     STOCK_BROKER, CAPITAL_FLOW, CAPITAL_DISTRIBUTION, WARRANT_REAL_TIME_QUOTE, WARRANT_FILTER, MARKET_SCANNER_TAGS, \
     KLINE_QUOTA, FUND_ALL_SYMBOLS, FUND_CONTRACTS, FUND_QUOTE, FUND_HISTORY_QUOTE, FINANCIAL_CURRENCY, \
     FINANCIAL_EXCHANGE_RATE, ALL_HK_OPTION_SYMBOLS, OPTION_DEPTH
@@ -1838,6 +1838,21 @@ def get_fund_history_quote(self, symbols, begin_time, end_time, limit=None):
         params.lang = get_enum_value(self._lang)
         request = OpenApiRequest(FUND_HISTORY_QUOTE, biz_model=params)
         response_content = self.__fetch_data(request)
+        if response_content:
+            response = QuoteDataframeResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
+            
+    def get_stock_fundamental(self, symbols, market):
+        params = MultipleQuoteParams()
+        params.symbols = symbols if isinstance(symbols, list) else [symbols]
+        params.market = get_enum_value(market)
+        params.lang = get_enum_value(self._lang)
+        request = OpenApiRequest(STOCK_FUNDAMENTAL, biz_model=params)
+        response_content = self.__fetch_data(request)
         if response_content:
             response = QuoteDataframeResponse()
             response.parse_response_content(response_content)

tigeropen/quote/response/quote_dataframe_response.py

@@ -6,8 +6,7 @@
 import pandas as pd
 
 from tigeropen.common.response import TigerResponse
-
-FIELD_MAPPINGS = {'avgPrice': 'avg_price'}
+from tigeropen.common.util import string_utils
 
 
 class QuoteDataframeResponse(TigerResponse):
@@ -21,10 +20,16 @@ def parse_response_content(self, response_content):
         if 'is_success' in response:
             self._is_success = response['is_success']
 
+        data_items = []
         if self.data and isinstance(self.data, list):
-            data_items = []
             for symbol_item in self.data:
                 df = pd.DataFrame(symbol_item.get('items'))
                 df.insert(0, 'symbol', symbol_item.get('symbol'))
                 data_items.append(df)
-            self.result = pd.concat(data_items).rename(columns=FIELD_MAPPINGS)
+            final_df = pd.concat(data_items)
+        elif isinstance(self.data, dict) and 'items' in self.data:
+            final_df = pd.DataFrame(self.data['items'])
+        else:
+            return
+        field_mapping = {item: string_utils.camel_to_underline(item) for item in final_df.columns}
+        self.result = final_df.rename(columns=field_mapping)

tigeropen/tiger_open_config.py

@@ -58,11 +58,13 @@
 TOKEN_REFRESH_DURATION = 24 * 60 * 60  # seconds
 TOKEN_CHECK_INTERVAL = 5 * 60  # seconds
 
+def fallback_get_mac_address():
+    return ':'.join(("%012x" % uuid.getnode())[i:i + 2] for i in range(0, 12, 2))
+
 try:
     from getmac import get_mac_address
 except ImportError:
-    def get_mac_address():
-        return ':'.join(("%012x" % uuid.getnode())[i:i + 2] for i in range(0, 12, 2))
+    get_mac_address = fallback_get_mac_address
 
 
 class TigerOpenClientConfig:
@@ -274,10 +276,14 @@ def __get_device_id():
         获取mac地址作为device_id
         :return:
         """
+        device_id = None
         try:
-            return get_mac_address()
+            device_id = get_mac_address()
         except:
-            return None
+            pass
+        if not device_id:
+            device_id = fallback_get_mac_address()
+        return device_id
 
     def _get_props_path(self, filename):
         if self.props_path is not None: