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Api quotes

A class for interacting with OneQuant quotedatas.

Source code in onequant/api/quotes.py 
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class OqQuotes:
    """A class for interacting with OneQuant quotedatas."""

    def __init__(self, wrapper=None):
        """Initializes an OqQuotes object.

        Args:
            wrapper (object, optional): An object containing the API and username. Defaults to None.
        """
        self.api = wrapper.api
        self.username = wrapper.username

    def _query(self, router, params=None):
        """Sends a GET request to the specified router with the given parameters.

        Args:
            router (str): The router to send the request to.
            params (dict, optional): The parameters to include in the request. Defaults to None.

        Returns:
            tuple: A tuple containing the data and code from the response.
        """
        result = self.api.request(method='get', router=router, params=params)
        if result['code'] != 200:
            raise Exception(f'An error occurred while retrieving tdegine data! code is {result["code"]}')
        return result['data']

    @_pd
    def _query_pd(self, params=None, router=None):
        """Sends a GET request and returns the data as a pandas DataFrame.

        Args:
            params (dict, optional): The parameters to include in the request. Defaults to None.
            router (str, optional): The router to send the request to. Defaults to None.

        Returns:
            pandas.DataFrame: The data from the response as a pandas DataFrame.
        """
        result = self.api.request(method='get', router=router, params=params)
        return result['data'], result['code']

    @_pd
    @_pagination
    def _query_pd_pg(self, params=None, router=None):
        """Sends a GET request and returns the data as a paginated pandas DataFrame.

        Args:
            params (dict, optional): The parameters to include in the request. Defaults to None.
            router (str, optional): The router to send the request to. Defaults to None.

        Returns:
            dict: A dictionary containing the paginated data and metadata from the response.
        """
        result = self.api.request(method='get', router=router, params=params)
        return result

    @_pd
    @tddata_2_list
    def _querytd_pd(self, router, params=None):
        """Sends a GET request and returns the data as a pandas DataFrame.

        Args:
            router (str): The router to send the request to.
            params (dict, optional): The parameters to include in the request. Defaults to None.

        Returns:
            pandas.DataFrame: The data from the response as a pandas DataFrame.
        """
        result = self.api.request(method='get', router=router, params=params)
        return result

    def realtime_quote(self):
        """Returns realtime quote data.

        Returns:
            pandas.DataFrame: The realtime quote data.
        """
        return self._query_pd(router='/quote/future/realTime/quote')

    def realtime_quotes(self):
        """Returns multiple realtime quote data.

        Returns:
            pandas.DataFrame: The multiple realtime quote data.
        """
        return self._query_pd(router='/quote/future/realTime/quotes')

    def future_bars(self, code=None, interval=None, start_time=None, end_time=None, limit=None):
        """Fetches K-line (candlestick) data for futures.

        Args:
            code (str, optional): The code of the future to fetch data for. Defaults to None.
            interval (str, optional): The time interval for each K-line data point. Defaults to None.
            start (uint or str, optional): The start time for the data fetch. Can be a timestamp or a date string.
            end (uint or str, optional): The end time for the data fetch. Can be a timestamp or a date string.
            limit (int, optional): The maximum number of data points to fetch. Defaults to None.If set limit value,then
            start will discarded.

        Returns:
            pandas.DataFrame: The K-line data as a pandas DataFrame.
        """
        if isinstance(start_time, int) and isinstance(end_time, int):
            params = {
                'symbol': code,
                'interval': interval,
                'start': start_time,
                'end': end_time,
                'limit': limit,
            }
            return self._querytd_pd(router='/tvquote/kline_ascend', params=params)
        else:
            params = {
                'symbol': code,
                'interval': interval,
                'start': OqDateTime.string_to_ms_timestamp(start_time),
                'end': OqDateTime.string_to_ms_timestamp(end_time),
                'limit': limit,
            }
            return self._querytd_pd(router='/tvquote/kline_ascend', params=params)

    def symbols(self):
        """Returns symbols data."""
        return self._query_pd_pg(router='/quote/futureBase/symbol', params={})

    def codeinfos(self):
        """Returns code information data."""
        return self._query_pd_pg(router='/quote/futureBase/allCode', params={})

    def indexes(self):
        """Returns indexes data."""
        return self._query_pd_pg(router='/quote/futureBase/indexCode', params={})

    def option_codes(self):
        """Returns option codes data."""
        return self._query_pd_pg(router='/quote/futureBase/optionCode', params={})

    def std_codes(self):
        """Returns standard codes data."""
        return self._query_pd_pg(router='/quote/futureBase/stdCode', params={})

__init__(wrapper=None)

Initializes an OqQuotes object.

Parameters:

Name Type Description Default
wrapper object

An object containing the API and username. Defaults to None.

 None
Source code in onequant/api/quotes.py 
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def __init__(self, wrapper=None):
    """Initializes an OqQuotes object.

    Args:
        wrapper (object, optional): An object containing the API and username. Defaults to None.
    """
    self.api = wrapper.api
    self.username = wrapper.username

codeinfos()

Returns code information data.

Source code in onequant/api/quotes.py 
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def codeinfos(self):
    """Returns code information data."""
    return self._query_pd_pg(router='/quote/futureBase/allCode', params={})

future_bars(code=None, interval=None, start_time=None, end_time=None, limit=None)

Fetches K-line (candlestick) data for futures.

Parameters:

Name Type Description Default
code str

The code of the future to fetch data for. Defaults to None.

 None
interval str

The time interval for each K-line data point. Defaults to None.

 None
start uint or str

The start time for the data fetch. Can be a timestamp or a date string.

 required
end uint or str

The end time for the data fetch. Can be a timestamp or a date string.

 required
limit int

The maximum number of data points to fetch. Defaults to None.If set limit value,then

 None

Returns:

Type Description

pandas.DataFrame: The K-line data as a pandas DataFrame.
Source code in onequant/api/quotes.py 
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def future_bars(self, code=None, interval=None, start_time=None, end_time=None, limit=None):
    """Fetches K-line (candlestick) data for futures.

    Args:
        code (str, optional): The code of the future to fetch data for. Defaults to None.
        interval (str, optional): The time interval for each K-line data point. Defaults to None.
        start (uint or str, optional): The start time for the data fetch. Can be a timestamp or a date string.
        end (uint or str, optional): The end time for the data fetch. Can be a timestamp or a date string.
        limit (int, optional): The maximum number of data points to fetch. Defaults to None.If set limit value,then
        start will discarded.

    Returns:
        pandas.DataFrame: The K-line data as a pandas DataFrame.
    """
    if isinstance(start_time, int) and isinstance(end_time, int):
        params = {
            'symbol': code,
            'interval': interval,
            'start': start_time,
            'end': end_time,
            'limit': limit,
        }
        return self._querytd_pd(router='/tvquote/kline_ascend', params=params)
    else:
        params = {
            'symbol': code,
            'interval': interval,
            'start': OqDateTime.string_to_ms_timestamp(start_time),
            'end': OqDateTime.string_to_ms_timestamp(end_time),
            'limit': limit,
        }
        return self._querytd_pd(router='/tvquote/kline_ascend', params=params)

indexes()

Returns indexes data.

Source code in onequant/api/quotes.py 
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def indexes(self):
    """Returns indexes data."""
    return self._query_pd_pg(router='/quote/futureBase/indexCode', params={})

option_codes()

Returns option codes data.

Source code in onequant/api/quotes.py 
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def option_codes(self):
    """Returns option codes data."""
    return self._query_pd_pg(router='/quote/futureBase/optionCode', params={})

realtime_quote()

Returns realtime quote data.

Returns:

Type Description

pandas.DataFrame: The realtime quote data.
Source code in onequant/api/quotes.py 
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def realtime_quote(self):
    """Returns realtime quote data.

    Returns:
        pandas.DataFrame: The realtime quote data.
    """
    return self._query_pd(router='/quote/future/realTime/quote')

realtime_quotes()

Returns multiple realtime quote data.

Returns:

Type Description

pandas.DataFrame: The multiple realtime quote data.
Source code in onequant/api/quotes.py 
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def realtime_quotes(self):
    """Returns multiple realtime quote data.

    Returns:
        pandas.DataFrame: The multiple realtime quote data.
    """
    return self._query_pd(router='/quote/future/realTime/quotes')

std_codes()

Returns standard codes data.

Source code in onequant/api/quotes.py 
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def std_codes(self):
    """Returns standard codes data."""
    return self._query_pd_pg(router='/quote/futureBase/stdCode', params={})

symbols()

Returns symbols data.

Source code in onequant/api/quotes.py 
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def symbols(self):
    """Returns symbols data."""
    return self._query_pd_pg(router='/quote/futureBase/symbol', params={})