新增上海中期历史数据接口

vnpy/api/shcifco/vnshcifco.py

@@ -0,0 +1,138 @@
+# encoding: UTF-8
+
+
+import requests
+
+HTTP_OK = 200
+
+
+########################################################################
+class DataApi(object):
+    """数据接口"""
+
+    #----------------------------------------------------------------------
+    def __init__(self, ip, port, token):
+        """Constructor"""
+        self.ip = ip
+        self.port = port
+        self.token = token
+        
+        self.service = 'ShcifcoApi'
+        self.domain = 'http://' + ':'.join([self.ip, self.port])
+    
+    #----------------------------------------------------------------------
+    def getData(self, path, params):
+        """下载数据"""
+        url = '/'.join([self.domain, self.service, path])
+        params['token'] = self.token
+        r = requests.get(url=url, params=params)
+        
+        if r.status_code != HTTP_OK:
+            print u'http请求失败，状态代码%s' %r.status_code
+            return None
+        else:
+            return r.text
+    
+    #----------------------------------------------------------------------
+    def getLastTick(self, symbol):
+        """获取最新Tick"""
+        path = 'lasttick'
+        params = {'ids': symbol}
+        data = self.getData(path, params)
+        
+        l = data.split(',')
+        d = {
+            'symbol': l[0],
+            'lastPrice': float(l[1]),
+            'bidPrice': float(l[2]),
+            'bidVolume': int(l[3]),
+            'askPrice': float(l[4]),
+            'askVolume': int(l[5]),
+            'volume': int(l[6]),
+            'openInterest': int(l[7])
+        }
+        return d
+    
+    #----------------------------------------------------------------------
+    def getLastPrice(self, symbol):
+        """获取最新成交价"""
+        path = 'lastprice'
+        params = {'ids': symbol}
+        data = self.getData(path, params)
+        
+        price = float(data)
+        return price
+    
+    #----------------------------------------------------------------------
+    def getLastBar(self, symbol):
+        """获取最新的一分钟K线数据"""
+        path = 'lastbar'
+        params = {'ids': symbol}
+        data = self.getData(path, params)
+        
+        l = data.split(',')
+        d = {
+            'symbol': l[0],
+            'time': l[1],
+            'open': float(l[2]),
+            'high': float(l[3]),
+            'low': float(l[4]),
+            'close': float(l[5]),
+            'volume': int([6])
+        }
+        return d
+    
+    #----------------------------------------------------------------------
+    def getHisBar(self, symbol, num, date='', period=''):
+        """获取历史K线数据"""
+        path = 'lastbar'
+        
+        # 默认参数
+        params = {
+            'ids': symbol,
+            'num': num
+        }
+        # 可选参数
+        if date:
+            params[date] = date
+        if period:
+            params[period] = period
+        
+        data = self.getData(path, params)
+        
+        barList = []        
+        l = data.split(';')
+        
+        for barStr in l:
+            barData = barStr.split(',')
+            d = {
+                'symbol': barData[0],
+                'time': barData[1],
+                'open': float(barData[2]),
+                'high': float(barData[3]),
+                'low': float(barData[4]),
+                'close': float(barData[5]),
+                'volume': int([6])
+            }
+            barList.append(d)
+            
+        return barList
+        
+    
+if __name__ == "__main__":
+    ip = '101.231.179.199'
+    port  = '10102'
+    token = 'testd2cda34b2d317779e812eb84ee4224a6_123456'
+    
+    api = DataApi(ip, port, token)
+    api.getData(path, params)
+    
+    print api.getLastTick('cu1709')
+    
+    print api.getLastPrice('cu1709')
+    
+    print api.getLastBar('cu1709')
+    
+    print api.getHisBar('cu1709', 50)
+    
+