Merge branch 'dev' of git.tigerbrokers.net:server/openapi/openapi-python-sdk into dev

Author: tigersk

tigeropen/__init__.py

@@ -4,4 +4,4 @@
 
 @author: gaoan
 """
-__VERSION__ = '2.3.7'
+__VERSION__ = '2.3.8'

tigeropen/common/consts/filter_fields.py

@@ -72,38 +72,32 @@ class StockField(FilterField):
     EarningDate = 23, "earningDate"
     # 市盈率* TTM（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     PeTTM = 24, "peRate"
-    # 市净率*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
-    PbRate = 25, "pbRate"
     # 股息   hermes $
-    DividePrice = 26, "dividePrice"
+    DividePrice = 26, "dividePriceVal"
     # 股息收益率 选股服务自身计算
-    DivideRate = 27, "divideRate"
+    DivideRate = 27, "divideRateVal"
     # 股票交易市场
     Exchange = 29, "exchange"
     # 换手率*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     TurnoverRate = 30, "turnoverRate"
     # 上市时间
     ListingDate = 31, "listingDate"
-    # 市盈率LYR* TTM（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
-    LyrPeRate = 32, "LyrPeRate"
     # 总股本*
     Share = 33, "shares"
     # 上市价格*
     ListingPrice = 34, "listingPrice"
-    # 交易币种*
-    TradeCurrency = 35, "tradeCurrency"
     # 最新价-发行价*
     DiffBetweenLastPriceAndListPrice = 36, "DiffBetweenLastPriceAndListPrice"
     # 每股收益 lyr=Last Year Ratio 静态市盈率
     lyr_Eps = 37, "lyrEps"
     # 未平仓做空量
-    Open_Short_Interest = 38, "OpenShortInterest"
+    Open_Short_Interest = 38, "OpenShortInterestVal"
     # 未平仓做空比例 = 未平仓做空量/总股本
     Open_Short_Interest_Ratio = 39, "OpenShortInterestRatio"
     # 产权比率 = Liability/Equity 总负债/股东
-    Equity_Ratio = 40, "EquityRatio"
+    Equity_Ratio = 40, "totalDebtToEquity"
     # 权益乘数 = Asset/Equity
-    Equity_Multiplier = 41, "EquityMultiplier"
+    Equity_Multiplier = 41, "totalLiabilitiesToTotalAssets"
     # 最新股东数
     Holder_Nums = 42, "holderNums"
     # 最新股东户数增长率
@@ -128,21 +122,30 @@ class StockField(FilterField):
     Top20_Composition_Rate = 52, "Top20CompoRate"
     # 溢价率(折扣率) - ETF
     DiscountPremium = 53, "discountPremium"
-    # 股息率 - ETF
-    dividend_Rate = 54, "dividendRate"
     # 资产规模-净值 - ETF
     Net_Worth_Aum = 55, "aum"
     # 资产规模-现价 - ETF
     assetSize = 56, "assetSize"
     # 振幅
     Amplitude = 57, "Amplitude"
-
+    #  盘前涨跌幅 
+    Pre_ChangeRate = 58, "preChangeRate"
+    # 盘中涨跌幅 */
+    current_ChangeRate = 59, "curChangeRate"
+    # 盘后涨跌幅 */
+    Post_ChangeRate = 60, "postChangeRate"
+    # 成分变动 - etf */
+    ETF_LastHoldingChangeDay = 61, "LastHoldingChangeDay"
+    # 持仓数量 - etf */
+    ETF_HoldingCount = 62, "etfHoldingCount"
+    # 净利润 不带周期 */
+    Net_Income = 63, "netIncomeVal"
 
 class AccumulateField(FilterField):
     # 涨跌幅*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     ChangeRate = 1, "changeRate"
     # 涨跌额*（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
-    ChangeValue = 2, "change"
+    ChangeValue = 2, "changeVal"
     # 总负债增长率
     TotalLiabilities_Ratio_Annual = 3, "totalLiabilitiesRatio"
     # 净资产增长率
@@ -167,10 +170,6 @@ class AccumulateField(FilterField):
     ROE = 13, "ROE"
     # ROA = 净资产收益率
     ROA = 14, "ROA"
-    # 股息   hermes $
-    DividePrice = 15, "dividePrice"
-    # 股息收益率 选股服务自身计算
-    DivideRate = 16, "divideRate"
     # 毛利率
     GrossProfitRate = 17, "grossMargin"
     # 净利率*
@@ -181,8 +180,8 @@ class AccumulateField(FilterField):
     CurrentRatio = 20, "currentRatio"
     # 速动比率
     QuickRatio = 21, "quickRatio"
-    # 经营现金流
-    CashFromOps = 22, "cash4Ops"
+    # 经营现金流比率
+    CashFromOpsRatio = 22, "cash4OpsRatio"
     # 投资现金流
     CashFromInvesting = 23, "cash4Invest"
     # 筹资现金流
@@ -193,31 +192,30 @@ class AccumulateField(FilterField):
     CashFromOps_yearOnYear_Ratio = 26, "cash4OpsYearOnYearRatio"
     # 净资产收益率ROE同比增长率  （T期ROE-T-1期ROE）/T-1期ROE *100%
     ROE_yearOnYear_Ratio = 27, "netIncomeYearOnYearRatio"
-
+    # 营业利润占比
+    Operating_Profits_Ratio = 28, "OperatingProfitsRatio"
+    # 经营现金流
+    CashFromOpsVal = 29, "cash4OpsVal"
 
 class FinancialField(FilterField):
     # 毛利率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
-    GrossProfitRate = 1, "grossMargin"
+    GrossProfitRate = 1, "grossMarginVal"
     # 净利率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
-    NetProfitRate = 2, "netIncomeMargin"
+    NetProfitRate = 2, "netIncomeMarginVal"
     # 扣非净利润率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     EarningsFromContOpsMargin = 3, "earningsFromContOpsMargin"
-    # 总负债/股东权益 (单位：元)
-    TotalDebtToEquity = 4, "totalDebtToEquity"
     # 长期负债/股东权益
     LongTermDebtToEquity = 5, "ltDebtToEquity"
     # EBIT/利息支出
     EbitToInterestExp = 6, "ebitToInterestExp"
-    # 总负债/总资产
-    TotalLiabilitiesToTotalAssets = 7, "totalLiabilitiesToTotalAssets"
     # 总资产周转率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     TotalAssetTurnover = 8, "totalAssetTurnover"
     # 应收帐款周转率
     AccountsReceivableTurnover = 9, "accountsReceivableTurnover"
     # 存货周转率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     InventoryTurnover = 10, "inventoryTurnover"
     # 流动比率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
-    CurrentRatio = 11, "currentRatio"
+    CurrentRatio = 11, "currentRatioVal"
     # 速动比率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     QuickRatio = 12, "quickRatio"
     # 资产回报率 总资产收益率 *$ TTM（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
@@ -238,7 +236,7 @@ class FinancialField(FilterField):
     TotalAssets1YrGrowth = 20, "totalAssets1YrGrowth"
     # 有形资产一年增长率
     TangibleBookValue1YrGrowth = 21, "tangibleBookValue1YrGrowth"
-    # 经营现金流一年增长率
+    # 经营现金流一年增长率  = 经营现金流同比增长率
     CashFromOperations1YrGrowth = 22, "cashFromOperations1YrGrowth"
     # 资本开支一年增长率
     CapitalExpenditures1YrGrowth = 23, "capitalExpenditures1YrGrowth"
@@ -269,19 +267,19 @@ class FinancialField(FilterField):
     # 筹资现金流
     CashFromFinancing = 36, "cashFromFinancing"
     # 净利润2年复合增长率
-    NormalizedNetIncome2YrCagr = 37, "normalizedNetIncome2YrCagr"
+    NormalizedNetIncome2YrCagr = 37, "netIncome2YrCagr"
     # 营收2年复合增长率
     TotalRevenues2YrCagr = 38, "totalRevenues2YrCagr"
     # 净利润5年复合增长率
     NetIncome5YrCagr = 39, "netIncome5YrCagr"
     # 营收5年复合增长率
     TotalRevenues5YrCagr = 40, "totalRevenues5YrCagr"
     # 总资产
-    TotalAssets = 41, "totalAssets"
+    TotalAssets = 41, "totalAssetsVal"
     # 固定资产周转率（精确到小数点后 3 位，超出部分会被舍弃）例如填写 [0.005,0.01] 值区间
     FixedAssetTurnover = 42, "fixedAssetTurnover"
     # 营业利润
-    OperatingIncome = 43, "operatingIncome"
+    OperatingIncome = 43, "operatingIncomeVal"
     # 营业总收入
     TotalRevenue = 44, "totalRevenue"
     # 市盈率LYR PE =price-to-earnings ratio
@@ -292,10 +290,6 @@ class FinancialField(FilterField):
     LYR_PS = 47, "LyrPS"
     # 市销率TTM PS =Price-to-sales Ratio
     TTM_PS = 48, "ttmPS"
-    # 市净率LYR PB =price/book value ratio
-    LYR_PB = 47, "LyrPB"
-    # 市净率TTM PB =price/book value ratio
-    TTM_PB = 48, "ttmPB"
     # 当日主力净流入额
     LargeInflowAmountToday = 49, "largeInflowAmountToday"
     # 当日主力增仓占比
@@ -336,7 +330,10 @@ class FinancialField(FilterField):
     Lst2YearAnnualVolatility = 67, "lst2YearAnnualVolatility"
     # 近5年年化波动率  ETF
     Lst5YearAnnualVolatility = 68, "lst5YearAnnualVolatility"
-
+    # 市净率LYR PB =price/book value ratio
+    LYR_PB = 69, "LyrPB"
+    # 市净率TTM PB =price/book value ratio
+    TTM_PB = 70, "ttmPB"
 
 class MultiTagField(FilterField):
     # 所属行业
@@ -374,7 +371,14 @@ class MultiTagField(FilterField):
     Week52HighFlag = 17, "week52HighFlag"
     # 52周最低 0 否 1是
     Week52LowFlag = 18, "week52LowFlag"
-
+    # 交易币种, 需要具体币种
+    TradeCurrency = 19, "tradeCurrency"
+    # ETF类型，需要具体类型
+    ETF_TYPE = 20, "etfType"
+    # 股票市场，支持多个市场
+    Market_Name = 21, "marketName"
+    # 一级行业级别, 需要传递具体sectorId
+    One_Sectors_Level = 22, "oneSectorsLevel"
 
 class FieldBelongType(Enum):
     """选股排序字段对应的filter类别

tigeropen/common/consts/service_types.py

@@ -61,6 +61,7 @@
 QUOTE_DEPTH = "quote_depth"  # level2 深度行情
 GRAB_QUOTE_PERMISSION = "grab_quote_permission"  # 抢占行情
 MARKET_SCANNER = "market_scanner"  # 选股器
+MARKET_SCANNER_TAGS = "market_scanner_tags"
 GET_QUOTE_PERMISSION = "get_quote_permission"
 TRADING_CALENDAR = "trading_calendar"
 STOCK_BROKER = "stock_broker"  # 港股股票实时经纪队列

tigeropen/push/pb/util.py

@@ -22,7 +22,6 @@ class ProtoMessageUtil:
     increment_count = 0
 
     @classmethod
-    @property
     def increment(cls):
         cls.increment_count += 1
         return cls.increment_count
@@ -51,7 +50,7 @@ def build_connect_message(cls, tiger_id, sign, version='3', send_interval=0, rec
             raise ValueError("sendInterval < 0 or receiveInterval < 0")
         request = Request_pb2.Request()
         request.command = SocketCommon_pb2.SocketCommon.CONNECT
-        request.id = cls.increment
+        request.id = cls.increment()
 
         con = Request_pb2.Request.Connect()
         con.acceptVersion = version
@@ -67,21 +66,21 @@ def build_connect_message(cls, tiger_id, sign, version='3', send_interval=0, rec
     def build_disconnect_message(cls):
         request = Request_pb2.Request()
         request.command = SocketCommon_pb2.SocketCommon.DISCONNECT
-        request.id = cls.increment
+        request.id = cls.increment()
         return request
 
     @classmethod
     def build_send_message(cls):
         request = Request_pb2.Request()
         request.command = SocketCommon_pb2.SocketCommon.SEND
-        request.id = cls.increment
+        request.id = cls.increment()
         return request
 
     @classmethod
     def build_heart_beat_message(cls):
         request = Request_pb2.Request()
         request.command = SocketCommon_pb2.SocketCommon.HEARTBEAT
-        request.id = cls.increment
+        request.id = cls.increment()
         return request
 
     @classmethod
@@ -96,7 +95,7 @@ def build_unsubscribe_trade_message(cls, data_type, account):
     def build_subscribe_query_message(cls):
         request = Request_pb2.Request()
         request.command = SocketCommon_pb2.SocketCommon.SEND
-        request.id = cls.increment
+        request.id = cls.increment()
         return request
 
     @classmethod
@@ -135,7 +134,7 @@ def build_unsubscribe_market_message(cls, market):
     def build_quote_message(cls, data_type, symbols, command):
         request = Request_pb2.Request()
         request.command = command
-        request.id = cls.increment
+        request.id = cls.increment()
 
         sub = Request_pb2.Request.Subscribe()
         sub.dataType = data_type
@@ -148,7 +147,7 @@ def build_quote_message(cls, data_type, symbols, command):
     def build_market_quote_message(cls, market, command):
         request = Request_pb2.Request()
         request.command = command
-        request.id = cls.increment
+        request.id = cls.increment()
 
         sub = Request_pb2.Request.Subscribe()
         sub.dataType = SocketCommon_pb2.SocketCommon.Quote
@@ -160,7 +159,7 @@ def build_market_quote_message(cls, market, command):
     def build_trade_message(cls, data_type, account, command):
         request = Request_pb2.Request()
         request.command = command
-        request.id = cls.increment
+        request.id = cls.increment()
 
         sub = Request_pb2.Request.Subscribe()
         sub.dataType = data_type

tigeropen/quote/domain/filter.py

@@ -79,7 +79,7 @@ def to_dict(self):
             'field_name': self.field.index,
             'field_type': self.field.field_type_request_name,
             'sort_dir': self.sort_dir.value,
-            'period': self.period.value
+            'period': self.period.value if self.period else None
         }
 
 

tigeropen/quote/quote_client.py

@@ -16,7 +16,7 @@
 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, \
-    STOCK_BROKER, CAPITAL_FLOW, CAPITAL_DISTRIBUTION, WARRANT_REAL_TIME_QUOTE, WARRANT_FILTER
+    STOCK_BROKER, CAPITAL_FLOW, CAPITAL_DISTRIBUTION, WARRANT_REAL_TIME_QUOTE, WARRANT_FILTER, MARKET_SCANNER_TAGS
 from tigeropen.common.consts.service_types import MARKET_STATE, ALL_SYMBOLS, ALL_SYMBOL_NAMES, BRIEF, \
     TIMELINE, KLINE, TRADE_TICK, OPTION_EXPIRATION, OPTION_CHAIN, FUTURE_EXCHANGE, OPTION_BRIEF, \
     OPTION_KLINE, OPTION_TRADE_TICK, FUTURE_KLINE, FUTURE_TICK, FUTURE_CONTRACT_BY_EXCHANGE_CODE, \
@@ -63,7 +63,7 @@
 from tigeropen.quote.response.quote_ticks_response import TradeTickResponse
 from tigeropen.quote.response.quote_timeline_history_response import QuoteTimelineHistoryResponse
 from tigeropen.quote.response.quote_timeline_response import QuoteTimelineResponse
-from tigeropen.quote.response.market_scanner_response import MarketScannerResponse
+from tigeropen.quote.response.market_scanner_response import MarketScannerResponse, MarketScannerTagsResponse
 from tigeropen.quote.response.stock_briefs_response import StockBriefsResponse
 from tigeropen.quote.response.stock_broker_response import StockBrokerResponse
 from tigeropen.quote.response.stock_details_response import StockDetailsResponse
@@ -1373,7 +1373,7 @@ def market_scanner(self, market=Market.US, filters=None, sort_field_data=None, p
         """
         params = MarketScannerParams()
         params.version = OPEN_API_SERVICE_VERSION_V1
-        params.market = market.value
+        params.market = get_enum_value(market)
         if filters is not None:
             params.base_filter_list = list()
             params.accumulate_filter_list = list()
@@ -1402,6 +1402,23 @@ def market_scanner(self, market=Market.US, filters=None, sort_field_data=None, p
             else:
                 raise ApiException(response.code, response.message)
 
+    def get_market_scanner_tags(self, market=Market.US, tag_fields=None):
+        """
+        :param market: tigeropen.common.consts.Market
+        :param tag_fields: tigeropen.common.consts.filter_fields.MultiTagField
+        """
+        params = MarketScannerParams()
+        params.market = get_enum_value(market)
+        params.multi_tags_fields = tag_fields
+        request = OpenApiRequest(MARKET_SCANNER_TAGS, biz_model=params)
+        response_content = self.__fetch_data(request)
+        if response_content:
+            response = MarketScannerTagsResponse()
+            response.parse_response_content(response_content)
+            if response.is_success():
+                return response.result
+            else:
+                raise ApiException(response.code, response.message)
     def grab_quote_permission(self):
         """
         抢占行情权限

tigeropen/quote/request/model.py

@@ -850,7 +850,7 @@ def __init__(self):
         self._sort_field_data = None
         self._page = None
         self._page_size = None
-
+        self._multi_tags_fields = None
     @property
     def market(self):
         return self._market
@@ -915,6 +915,14 @@ def page_size(self):
     def page_size(self, value):
         self._page_size = value
 
+    @property
+    def multi_tags_fields(self):
+        return self._multi_tags_fields
+
+    @multi_tags_fields.setter
+    def multi_tags_fields(self, value):
+        self._multi_tags_fields = value
+
     def to_openapi_dict(self):
         """
         example
@@ -950,6 +958,8 @@ def to_openapi_dict(self):
             params['page'] = self.page
         if self.page_size is not None:
             params['page_size'] = self.page_size
+        if self.multi_tags_fields:
+            params['multi_tag_field_list'] = [f.index for f in self.multi_tags_fields]
         return params