知微
fa45d8aa5f
- health_checklist.json: 192.168.1.122→node122
- ocr_client.py: docstring IP→node122
- docs/market-data-requirements.md: IP→node122
- 所有API调用通过ProxyHandler({})绕过系统代理
Privoxy对node122:18003返回500，直连正常
161 lines
5.2 KiB
Python
161 lines
5.2 KiB
Python
"""
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# 作 者：84028
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# 时 间：2024/2/28 21:09
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# tsdpsdk
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"""
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from datetime import datetime
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from typing import Any
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import tgw
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from tushare.subs.model.tick import TsTick, TsTickIdx
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def get_ts_code(_type: str, _code: str)->str:
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if _type == tgw.MarketType.kNEEQ:
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# 北交所
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return f'{_code}.BJ'
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elif _type == tgw.MarketType.kSSE:
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# 上交所
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return f'{_code}.SH'
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elif _type == tgw.MarketType.kSZSE:
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# 深交所
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return f'{_code}.SZ'
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else:
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raise Exception("未知类型，请联系管理员添加对应数据的解析！")
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def get_tgw_type_and_code(_code: str) -> (Any, str):
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_code, _ext = _code.split('.', 1)
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_ext = _ext.upper()
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if _ext == 'BJ':
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# 北交所
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return tgw.MarketType.kNEEQ, _code
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elif _ext == 'SH':
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# 上交所
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return tgw.MarketType.kSSE, _code
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elif _ext == 'SZ':
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# 深交所
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return tgw.MarketType.kSZSE, _code
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else:
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raise Exception(f"未知类型，请联系管理员添加对应数据的解析！--{_ext}")
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def convert_tick_index(tgw_data: dict) -> TsTickIdx:
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"""
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index_demo = {
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'market_type': 101,
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'security_code': '000300',
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'orig_time': 20240227133145220, # 交易所行情数据时间
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'trading_phase_code': '',
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'pre_close_index': 3453358500,
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'open_index': 3440051600,
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'high_index': 3483385500,
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'low_index': 3437442200,
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'last_index': 3474362400,
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'close_index': 0,
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'total_volume_trade': 8934304600,
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'total_value_trade': 15930131603140000,
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'variety_category': 5
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}
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"""
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item = TsTickIdx(
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ts_code=get_ts_code(tgw_data.get("market_type"), tgw_data.get("security_code")),
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name=None,
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trade_time=datetime.strptime(str(tgw_data.get('orig_time'))[:-3], '%Y%m%d%H%M%S'),
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last_price=tgw_data.get('last_index')/1000000,
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pre_close_price=tgw_data.get('pre_close_index')/1000000,
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open_price=tgw_data.get('open_index')/1000000,
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high_price=tgw_data.get('high_index')/1000000,
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low_price=tgw_data.get('low_index')/1000000,
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close_price=tgw_data.get('close_index')/1000000,
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volume=tgw_data.get('total_volume_trade')/100,
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amount=tgw_data.get('total_value_trade')/100000,
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)
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return item
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def convert_tick_stock(tgw_data: dict) -> TsTick:
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"""
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tick_demo = {
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'market_type': 101,
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'security_code': '600000',
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'variety_category': 1,
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'orig_time': 20240227133145832, # 交易所行情数据时间
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'trading_phase_code': 'T111',
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'pre_close_price': 7100000,
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'open_price': 7070000,
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'high_price': 7150000,
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'low_price': 7060000,
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'last_price': 7110000,
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'close_price': 0,
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'total_volume_trade': 1621371900,
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'total_value_trade': 11528767100000,
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'bid_price1': 7110000,
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'bid_price2': 7100000,
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'bid_price3': 7090000,
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'bid_price4': 7080000,
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'bid_price5': 7070000,
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'bid_price6': 0,
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'bid_price7': 0,
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'bid_price8': 0,
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'bid_price9': 0,
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'bid_price10': 0,
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'bid_volume1': 20000,
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'bid_volume2': 26810000,
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'bid_volume3': 38450000,
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'bid_volume4': 33100000,
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'bid_volume5': 35720000,
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'bid_volume6': 0,
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'bid_volume7': 0,
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'bid_volume8': 0,
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'bid_volume9': 0,
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'bid_volume10': 0,
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'offer_price1': 7120000,
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'offer_price2': 7130000,
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'offer_price3': 7140000,
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'offer_price4': 7150000,
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'offer_price5': 7160000,
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'offer_price6': 0,
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'offer_price7': 0,
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'offer_price8': 0,
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'offer_price9': 0,
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'offer_price10': 0,
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'offer_volume1': 25400000,
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'offer_volume2': 28180000,
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'offer_volume3': 24750000,
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'offer_volume4': 63481800,
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'offer_volume5': 15723900,
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'offer_volume6': 0,
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'offer_volume7': 0,
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'offer_volume8': 0,
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'offer_volume9': 0,
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'offer_volume10': 0,
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'num_trades': 12339,
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'IOPV': 0,
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'high_limited': 7810000,
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'low_limited': 6390000
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}
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"""
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extra = {}
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for i in range(1, 11):
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extra[f'ask_price{i}'] = tgw_data.get(f'offer_price{i}')/1000000
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extra[f'ask_volume{i}'] = tgw_data.get(f'offer_volume{i}')/100
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extra[f'bid_price{i}'] = tgw_data.get(f'bid_price{i}')/1000000
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extra[f'bid_volume{i}'] = tgw_data.get(f'bid_volume{i}')/100
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item = TsTick(
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ts_code=get_ts_code(tgw_data.get("market_type"), tgw_data.get("security_code")),
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name=None,
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trade_time=datetime.strptime(str(tgw_data.get('orig_time'))[:-3], '%Y%m%d%H%M%S'),
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pre_close_price=tgw_data.get("pre_close_price")/1000000,
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last_price=tgw_data.get("last_price")/1000000,
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open_price=tgw_data.get("open_price")/1000000,
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high_price=tgw_data.get("high_price")/1000000,
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low_price=tgw_data.get("low_price")/1000000,
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close_price=tgw_data.get("close_price")/1000000,
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volume=tgw_data.get("total_volume_trade")/100,
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amount=tgw_data.get("total_value_trade")/1000000,
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count=tgw_data.get("num_trades"),
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**extra
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)
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return item
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