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fix format #141

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9 changes: 5 additions & 4 deletions wtpy/CodeHelper.py
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Original file line number Diff line number Diff line change
@@ -1,17 +1,18 @@
import re


class CodeHelper:

@staticmethod
def isStdChnFutOptCode(stdCode:str) -> bool:
def isStdChnFutOptCode(stdCode: str) -> bool:
pattern = re.compile("^[A-Z]+.[A-z]+\\d{4}.(C|P).\\d+$")
if re.match(pattern, stdCode) is not None:
return True

return False

@staticmethod
def stdCodeToStdCommID(stdCode:str) -> str:
def stdCodeToStdCommID(stdCode: str) -> str:
ay = stdCode.split(".")
if not CodeHelper.isStdChnFutOptCode(stdCode):
return ay[0] + "." + ay[1]
Expand All @@ -24,4 +25,4 @@ def stdCodeToStdCommID(stdCode:str) -> str:
elif exchg == 'CFFEX':
return exchg + "." + pid
else:
return exchg + "." + pid + '_o'
return exchg + "." + pid + '_o'
95 changes: 47 additions & 48 deletions wtpy/ContractMgr.py
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Original file line number Diff line number Diff line change
Expand Up @@ -4,40 +4,41 @@

from .ProductMgr import ProductMgr, ProductInfo


class ContractInfo:

def __init__(self):
self.exchg:str = '' #交易所
self.code:str = '' #合约代码
self.name:str = '' #合约名称
self.product:str = '' #品种代码
self.stdCode:str = '' #标准代码
self.exchg: str = '' # 交易所
self.code: str = '' # 合约代码
self.name: str = '' # 合约名称
self.product: str = '' # 品种代码
self.stdCode: str = '' # 标准代码

self.isOption:bool = False # 是否期权合约
self.underlying:str = '' # underlying
self.strikePrice:float = 0 # 行权价
self.underlyingScale:float = 0 # 放大倍数
self.isCall:bool = True # 是否看涨期权
self.isOption: bool = False # 是否期权合约
self.underlying: str = '' # underlying
self.strikePrice: float = 0 # 行权价
self.underlyingScale: float = 0 # 放大倍数
self.isCall: bool = True # 是否看涨期权

self.openDate:int = 19000101 # 上市日期
self.expireDate:int = 20991231 # 到期日
self.openDate: int = 19000101 # 上市日期
self.expireDate: int = 20991231 # 到期日

self.longMarginRatio:float = 0 # 多头保证金率
self.shortMarginRatio:float = 0 # 空头保证金率
self.longMarginRatio: float = 0 # 多头保证金率
self.shortMarginRatio: float = 0 # 空头保证金率


class ContractMgr:

def __init__(self, prodMgr:ProductMgr = None):
def __init__(self, prodMgr: ProductMgr = None):
self.__contracts__ = dict()
self.__underlyings__ = dict() # 期权专用
self.__products__ = dict() # 期权专用
self.__underlyings__ = dict() # 期权专用
self.__products__ = dict() # 期权专用
self.__prod_mgr__ = prodMgr

def load(self, fname:str):
'''
def load(self, fname: str):
"""
从文件加载品种信息
'''
"""
f = open(fname, 'rb')
content = f.read()
f.close()
Expand Down Expand Up @@ -71,8 +72,8 @@ def load(self, fname:str):
cInfo.shortMarginRatio = float(cObj["shortmarginratio"])

if "product" in cObj:
cInfo.product = cObj["product"]
#股票标准代码为SSE.000001，期货标准代码为SHFE.rb.2010
cInfo.product = cObj["product"]
# 股票标准代码为SSE.000001，期货标准代码为SHFE.rb.2010
if cInfo.code[:len(cInfo.product)] == cInfo.product:
month = cInfo.code[len(cInfo.product):]
if len(month) < 4:
Expand Down Expand Up @@ -107,7 +108,7 @@ def load(self, fname:str):
if "option" in cObj:
oObj = cObj["option"]
cInfo.isOption = True
cInfo.isCall = (int(oObj["optiontype"])==49)
cInfo.isCall = (int(oObj["optiontype"]) == 49)
cInfo.underlying = oObj["underlying"]
cInfo.strikePrice = float(oObj["strikeprice"])
cInfo.underlyingScale = float(oObj["underlyingscale"])
Expand All @@ -120,61 +121,59 @@ def load(self, fname:str):

self.__underlyings__[stdUnderlying].append(cInfo.stdCode)

def getContractInfo(self, stdCode:str, uDate:int = 0) -> ContractInfo:
'''
def getContractInfo(self, stdCode: str, uDate: int = 0) -> ContractInfo:
"""
获取合约信息
@stdCode 合约代码，格式如SHFE.rb.2305
'''
"""
if stdCode not in self.__contracts__:
return None
cInfo:ContractInfo = self.__contracts__[stdCode]

cInfo: ContractInfo = self.__contracts__[stdCode]
if uDate != 0 and (cInfo.openDate > uDate or cInfo.expireDate < uDate):
return None

return cInfo

def getTotalCodes(self, uDate:int = 0) -> list:
'''
def getTotalCodes(self, uDate: int = 0) -> list:
"""
获取全部合约代码列表
@uDate 交易日, 格式如20210101
'''
"""
codes = list()
for code in self.__contracts__:
cInfo:ContractInfo = self.__contracts__[code]
if uDate == 0 or (cInfo.openDate <= uDate and cInfo.expireDate >= uDate):
cInfo: ContractInfo = self.__contracts__[code]
if uDate == 0 or (cInfo.openDate <= uDate <= cInfo.expireDate):
codes.append(self.__contracts__[code].stdCode)
return codes
def getCodesByUnderlying(self, underlying:str, uDate:int = 0) -> list:
'''

def getCodesByUnderlying(self, underlying: str, uDate: int = 0) -> list:
"""
根据underlying读取合约列表
@underlying 格式如CFFEX.IM2304
@uDate 交易日, 格式如20210101
'''
"""
ret = list()
if underlying in self.__underlyings__:
codes = self.__underlyings__[underlying]
for code in codes:
cInfo:ContractInfo = self.__contracts__[code]
if uDate == 0 or (cInfo.openDate <= uDate and cInfo.expireDate >= uDate):
cInfo: ContractInfo = self.__contracts__[code]
if uDate == 0 or (cInfo.openDate <= uDate <= cInfo.expireDate):
ret.append(self.__contracts__[code].stdCode)

return ret
def getCodesByProduct(self, stdPID:str, uDate:int = 0) -> list:
'''

def getCodesByProduct(self, stdPID: str, uDate: int = 0) -> list:
"""
根据品种代码读取合约列表
@stdPID 品种代码, 格式如SHFE.rb
@uDate 交易日, 格式如20210101
'''
"""
ret = list()
if stdPID in self.__products__:
codes = self.__products__[stdPID]
for code in codes:
cInfo:ContractInfo = self.__contracts__[code]
if uDate == 0 or (cInfo.openDate <= uDate and cInfo.expireDate >= uDate):
cInfo: ContractInfo = self.__contracts__[code]
if uDate == 0 or (cInfo.openDate <= uDate <= cInfo.expireDate):
ret.append(self.__contracts__[code].stdCode)
return ret


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