# -*- coding: utf-8 -*-

from openft.open_quant_context import *

# Examples for use the python functions


def _example_stock_quote(quote_ctx):
 """
 获取批量报价,输出 股票名称,时间,当前价,开盘价,最高价,最低价,昨天收盘价,成交量,成交额,换手率,振幅,股票状态
 """
 stock_code_list = ["US.AAPL", "HK.00700"]

 # subscribe "QUOTE"
 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.subscribe(stk_code, "QUOTE")
 if ret_status != RET_OK:
 print("%s %s: %s" % (stk_code, "QUOTE", ret_data))
 exit()

 ret_status, ret_data = quote_ctx.query_subscription()

 if ret_status == RET_ERROR:
 print(ret_status)
 exit()

 print(ret_data)

 ret_status, ret_data = quote_ctx.get_stock_quote(stock_code_list)
 if ret_status == RET_ERROR:
 print(ret_data)
 exit()
 quote_table = ret_data

 print("QUOTE_TABLE")
 print(quote_table)


def _example_cur_kline(quote_ctx):
 """
 获取当前K线,输出 股票代码,时间,开盘价,收盘价,最高价,最低价,成交量,成交额
 """
 # subscribe Kline
 stock_code_list = ["US.AAPL", "HK.00700"]
 sub_type_list = ["K_1M", "K_5M", "K_15M", "K_30M", "K_60M", "K_DAY", "K_WEEK", "K_MON"]

 for code in stock_code_list:
 for sub_type in sub_type_list:
 ret_status, ret_data = quote_ctx.subscribe(code, sub_type)
 if ret_status != RET_OK:
 print("%s %s: %s" % (code, sub_type, ret_data))
 exit()

 ret_status, ret_data = quote_ctx.query_subscription()

 if ret_status == RET_ERROR:
 print(ret_data)
 exit()

 print(ret_data)

 for code in stock_code_list:
 for ktype in ["K_DAY", "K_1M", "K_5M"]:
 ret_code, ret_data = quote_ctx.get_cur_kline(code, 5, ktype)
 if ret_code == RET_ERROR:
 print(code, ktype, ret_data)
 exit()
 kline_table = ret_data
 print("%s KLINE %s" % (code, ktype))
 print(kline_table)
 print("\n\n")


def _example_rt_ticker(quote_ctx):
 """
 获取逐笔,输出 股票代码,时间,价格,成交量,成交金额,暂时没什么意义的序列号
 """
 stock_code_list = ["HK.00700", "US.AAPL"]

 # subscribe "TICKER"
 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.subscribe(stk_code, "TICKER")
 if ret_status != RET_OK:
 print("%s %s: %s" % (stk_code, "TICKER", ret_data))
 exit()

 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.get_rt_ticker(stk_code, 3)
 if ret_status == RET_ERROR:
 print(stk_code, ret_data)
 exit()
 print("%s TICKER" % stk_code)
 print(ret_data)
 print("\n\n")


def _example_order_book(quote_ctx):
 """
 获取摆盘数据,输出 买价,买量,买盘经纪个数,卖价,卖量,卖盘经纪个数
 """
 stock_code_list = ["US.AAPL", "HK.00700"]

 # subscribe "ORDER_BOOK"
 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.subscribe(stk_code, "ORDER_BOOK")
 if ret_status != RET_OK:
 print("%s %s: %s" % (stk_code, "ORDER_BOOK", ret_data))
 exit()

 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.get_order_book(stk_code)
 if ret_status == RET_ERROR:
 print(stk_code, ret_data)
 exit()
 print("%s ORDER_BOOK" % stk_code)
 print(ret_data)
 print("\n\n")


def _example_get_trade_days(quote_ctx):
 """
 获取交易日列表,输出 交易日列表
 """
 ret_status, ret_data = quote_ctx.get_trading_days("US", "2017-01-01", "2017-01-18")
 if ret_status == RET_ERROR:
 print(ret_data)
 exit()
 print("TRADING DAYS")
 for x in ret_data:
 print(x)


def _example_stock_basic(quote_ctx):
 """
 获取股票信息,输出 股票代码,股票名,每手数量,股票类型,子类型所属正股
 """
 ret_status, ret_data = quote_ctx.get_stock_basicinfo("HK", "STOCK")
 if ret_status == RET_ERROR:
 print(ret_data)
 exit()
 print("stock_basic")
 print(ret_data)


def _example_get_market_snapshot(quote_ctx):
 """
 获取市场快照,输出 股票代码,更新时间,按盘价,开盘价,最高价,最低价,昨天收盘价,成交量,成交额,换手率,
 停牌状态,上市日期,流通市值,总市值,是否涡轮,换股比例,窝轮类型,行使价格,格式化窝轮到期时间,
 格式化窝轮最后到期时间,窝轮对应的正股,窝轮回收价,窝轮街货量,窝轮发行量,窝轮街货占比,窝轮对冲值,窝轮引伸波幅,
 窝轮溢价
 """
 ret_status, ret_data = quote_ctx.get_market_snapshot(["US.AAPL", "HK.00700"])
 if ret_status == RET_ERROR:
 print(ret_data)
 exit()
 print("market_snapshot")
 print(ret_data)


def _example_rt_data(quote_ctx):
 """
 获取分时数据,输出 时间,数据状态,开盘多少分钟,目前价,昨收价,平均价,成交量,成交额
 """
 stock_code_list = ["HK.00700"]

 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.subscribe(stk_code, "RT_DATA")
 if ret_status != RET_OK:
 print("%s %s: %s" % (stk_code, "RT_DATA", ret_data))
 exit()

 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.get_rt_data(stk_code)
 if ret_status == RET_ERROR:
 print(stk_code, ret_data)
 exit()
 print("%s RT_DATA" % stk_code)
 print(ret_data)
 print("\n\n")


def _example_plate_subplate(quote_ctx):
 """
 获取板块集合下的子板块列表,输出 市场,板块分类,板块代码,名称,ID
 """
 ret_status, ret_data = quote_ctx.get_plate_list("SZ", "ALL")
 if ret_status == RET_ERROR:
 print(ret_data)
 exit()
 print("plate_subplate")
 print(ret_data)


def _example_plate_stock(quote_ctx):
 """
 获取板块下的股票列表,输出 市场,股票每手,股票名称,所属市场,子类型,股票类型
 """
 ret_status, ret_data = quote_ctx.get_plate_stock("SH.BK0531")
 if ret_status == RET_ERROR:
 print(ret_data)
 exit()
 print("plate_stock")
 print(ret_data)


def _example_broker_queue(quote_ctx):
 """
 获取经纪队列,输出 买盘卖盘的经纪ID,经纪名称,经纪档位
 """
 stock_code_list = ["HK.00700"]

 for stk_code in stock_code_list:
 ret_status, ret_data = quote_ctx.subscribe(stk_code, "BROKER")
 if ret_status != RET_OK:
 print("%s %s: %s" % (stk_code, "BROKER", ret_data))
 exit()

 for stk_code in stock_code_list:
 ret_status, bid_data, ask_data = quote_ctx.get_broker_queue(stk_code)
 if ret_status == RET_ERROR:
 print(ret_data)
 exit()
 print("%s BROKER" % stk_code)
 print(ask_data)
 print("\n\n")
 print(bid_data)
 print("\n\n")


class StockQuoteTest(StockQuoteHandlerBase):
 def on_recv_rsp(self, rsp_str):
 ret_code, content = super(StockQuoteTest, self).on_recv_rsp(rsp_str)
 if ret_code != RET_OK:
 print("StockQuoteTest: error, msg: %s" % content)
 return RET_ERROR, content
 print("StockQuoteTest ", content)
 return RET_OK, content


class OrderBookTest(OrderBookHandlerBase):
 def on_recv_rsp(self, rsp_str):
 ret_code, content = super(OrderBookTest, self).on_recv_rsp(rsp_str)
 if ret_code != RET_OK:
 print("OrderBookTest: error, msg: %s" % content)
 return RET_ERROR, content
 print("OrderBookTest", content)
 return RET_OK, content


class CurKlineTest(CurKlineHandlerBase):
 def on_recv_rsp(self, rsp_str):
 ret_code, content = super(CurKlineTest, self).on_recv_rsp(rsp_str)
 if ret_code != RET_OK:
 print("CurKlineTest: error, msg: %s" % content)
 return RET_ERROR, content
 print("CurKlineTest", content)
 return RET_OK, content


class TickerTest(TickerHandlerBase):
 def on_recv_rsp(self, rsp_str):
 ret_code, content = super(TickerTest, self).on_recv_rsp(rsp_str)
 if ret_code != RET_OK:
 print("TickerTest: error, msg: %s" % content)
 return RET_ERROR, content
 print("TickerTest", content)
 return RET_OK, content


class RTDataTest(RTDataHandlerBase):
 def on_recv_rsp(self, rsp_str):
 ret_code, content = super(RTDataTest, self).on_recv_rsp(rsp_str)
 if ret_code != RET_OK:
 print("RTDataTest: error, msg: %s" % content)
 return RET_ERROR, content
 print("RTDataTest")
 print("\n\n")
 print(content)
 return RET_OK, content


class BrokerTest(BrokerHandlerBase):
 def on_recv_rsp(self, rsp_str):
 ret_code, content = super(BrokerTest, self).on_recv_rsp(rsp_str)
 if ret_code != RET_OK:
 print("BrokerTest: error, msg: %s %s " % content)
 return RET_ERROR, content
 print("BrokerTest", content[0])
 print("\n\n")
 print("BrokerTest", content[1])
 return RET_OK, content

if __name__ == "__main__":

 quote_context = OpenQuoteContext(host='127.0.0.1', port=11111)

 # 获取推送数据
 quote_context.subscribe('HK.00700', "QUOTE", push=True)
 quote_context.set_handler(StockQuoteTest())
 #
 # quote_context.subscribe('HK.00700', "K_1M", push=True)
 # quote_context.set_handler(CurKlineTest())
 #
 # quote_context.subscribe('HK.00700', "ORDER_BOOK", push=True)
 # quote_context.set_handler(OrderBookTest())
 #
 # quote_context.subscribe('HK.00700', "TICKER", push=True)
 # quote_context.set_handler(TickerTest())
 #
 # quote_context.subscribe('HK.00700', "RT_DATA", push=True)
 # quote_context.set_handler(RTDataTest())
 #
 # quote_context.subscribe('HK.00700', "BROKER", push=True)
 # quote_context.set_handler(BrokerTest())
 quote_context.start()

 # 获取实时数据
 _example_stock_quote(quote_context)
 # _example_get_market_snapshot(quote_context)
 # _example_cur_kline(quote_context)
 # _example_rt_ticker(quote_context)
 # _example_order_book(quote_context)
 # _example_get_trade_days(quote_context)
 # _example_stock_basic(quote_context)
 # _example_rt_data(quote_context)
 # _example_plate_subplate(quote_context)
 # _example_plate_stock(quote_context)
 # _example_broker_queue(quote_context)