feat QMT_API.py
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@@ -67,55 +67,23 @@ class BaseHandler(RequestHandler):
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# ============= 1. ContextInfo properties =============
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# ContextInfo.period - Get the current period
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class ContextPeriodHandler(BaseHandler):
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class ContextInfoHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"period": self.ctx().period}, separators=(',', ':'), ensure_ascii=False))
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ctx = self.ctx()
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data = {
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"period": ctx.period,
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"barpos": ctx.barpos,
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"time_tick_size": ctx.time_tick_size,
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"stockcode": ctx.stockcode,
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"dividend_type": ctx.dividend_type,
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"market": ctx.market,
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"do_back_test": ctx.do_back_test,
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"benchmark": ctx.benchmark,
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"capital": ctx.capital,
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"universe": ctx.get_universe(),
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}
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self.write(data, separators=(',', ':'), ensure_ascii=False)
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# ContextInfo.barpos - Get the current bar index
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class ContextBarposHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"barpos": self.ctx().barpos}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.time_tick_size - Get the current bar count
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class ContextTimeTickSizeHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"time_tick_size": self.ctx().time_tick_size}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.stockcode - Get the current chart symbol
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class ContextStockCodeHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"stockcode": self.ctx().stockcode}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.dividend_type - Get the current adjustment mode
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class ContextDividendTypeHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"dividend_type": self.ctx().dividend_type}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.market - Get the current chart market
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class ContextMarketHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"market": self.ctx().market}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.do_back_test - Check whether backtesting is enabled
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class ContextDoBackTestHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"do_back_test": self.ctx().do_back_test}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.benchmark - Get the backtest benchmark
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class ContextBenchmarkHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"benchmark": self.ctx().benchmark}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.capital - Get the initial backtest capital
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class ContextCapitalHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"capital": self.ctx().capital}, separators=(',', ':'), ensure_ascii=False))
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# ContextInfo.get_universe() - Get symbols in the universe
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class ContextUniverseHandler(BaseHandler):
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def get(self):
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self.write(json.dumps({"universe": self.ctx().get_universe()}, separators=(',', ':'), ensure_ascii=False))
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# ============= 2. Data queries (ContextInfo get_*) =============
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@@ -966,7 +934,8 @@ class TradeDetailDataHandler(BaseHandler):
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ret = safe_call(get_trade_detail_data, self.acc(), account, datatype)
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if ret is None:
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ret = []
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self.write(json.dumps({"data": ret}, separators=(',', ':'), ensure_ascii=False))
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result = [fixed_fields(obj) for obj in ret]
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self.write(json.dumps({"data": result}, separators=(',', ':'), ensure_ascii=False))
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# get_value_by_order_id() - Get order or trade details by order ID
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class ValueByOrderIdHandler(BaseHandler):
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@@ -1112,7 +1081,28 @@ class HoldingHandler(BaseHandler):
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data = json.loads(self.request.body)
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account = data.get('account', 'stock')
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positions = safe_call(get_trade_detail_data, self.acc(), account, 'position') or []
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self.write(json.dumps({"data": positions}, separators=(',', ':'), ensure_ascii=False))
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holding = {}
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for position in positions:
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stock = position.m_strInstrumentID + '.' + position.m_strExchangeID
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holding[stock] = {
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'StockCode': stock,
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'StockName': position.m_strInstrumentName,
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'Direction': position.m_nDirection,
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'Volume': position.m_nVolume,
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'OpenPrice': position.m_dOpenPrice,
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'FloatProfit': position.m_dFloatProfit,
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'MarketValue': position.m_dMarketValue,
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'StockHolder': position.m_strStockHolder,
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'FrozenVolume': position.m_nFrozenVolume,
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'CanUseVolume': position.m_nCanUseVolume,
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'OnRoadVolume': position.m_nOnRoadVolume,
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'YesterdayVolume': position.m_nYesterdayVolume,
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'LastPrice': position.m_dLastPrice,
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'ProfitRate': position.m_dProfitRate,
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'FutureTradeType': position.m_eFutureTradeType,
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'ExpireDate': position.m_strExpireDate
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}
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self.write(json.dumps({"data": holding}, separators=(',', ':'), ensure_ascii=False))
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# get_trade_detail_data('account') - Query account assets
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class AssetsHandler(BaseHandler):
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@@ -1126,28 +1116,6 @@ class AssetsHandler(BaseHandler):
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self.write(json.dumps({"total": round(info.m_dBalance, 2),"available": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False))
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# get_trade_detail_data('account') - Query total assets
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class TotalMoneyHandler(BaseHandler):
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def post(self):
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data = json.loads(self.request.body)
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account = data.get('account', 'stock')
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_data = safe_call(get_trade_detail_data, self.acc(), account, 'account')
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info = _data[0] if _data else None
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if not info:
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raise HTTPError(500, "Failed to get account data")
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self.write(json.dumps({"total_money": round(info.m_dBalance, 2)}, separators=(',', ':'), ensure_ascii=False))
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# get_trade_detail_data('account') - Query available cash
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class AvailableMoneyHandler(BaseHandler):
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def post(self):
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data = json.loads(self.request.body)
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account = data.get('account', 'stock')
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_data = safe_call(get_trade_detail_data, self.acc(), account, 'account')
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info = _data[0] if _data else None
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if not info:
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raise HTTPError(500, "Failed to get account data")
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self.write(json.dumps({"available_money": round(info.m_dAvailable, 2)}, separators=(',', ':'), ensure_ascii=False))
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# passorder(23) - Simplified buy order wrapper
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class BuyHandler(BaseHandler):
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def post(self):
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@@ -1307,8 +1275,6 @@ def make_app():
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# Legacy compatibility routes
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(r"/api/holding", HoldingHandler),
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(r"/api/money/total", TotalMoneyHandler),
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(r"/api/money/available", AvailableMoneyHandler),
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(r"/api/order/buy", BuyHandler),
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(r"/api/order/sell", SellHandler),
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(r"/api/order/status", OrderStatusHandler),
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@@ -1318,16 +1284,7 @@ def make_app():
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(r"/api/order/deal", DealHandler),
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# ContextInfo properties
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(r"/api/context/period", ContextPeriodHandler),
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(r"/api/context/barpos", ContextBarposHandler),
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(r"/api/context/time_tick_size", ContextTimeTickSizeHandler),
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(r"/api/context/stockcode", ContextStockCodeHandler),
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(r"/api/context/dividend_type", ContextDividendTypeHandler),
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(r"/api/context/market", ContextMarketHandler),
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(r"/api/context/do_back_test", ContextDoBackTestHandler),
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(r"/api/context/benchmark", ContextBenchmarkHandler),
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(r"/api/context/capital", ContextCapitalHandler),
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(r"/api/context/universe", ContextUniverseHandler),
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(r"/api/context/info", ContextInfoHandler),
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# Data queries
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(r"/api/data/stock_name", StockNameHandler),
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