from datetime import datetime from typing import Optional from pydantic import BaseModel class TsTick(BaseModel): ts_code: str name: Optional[str] trade_time: Optional[datetime] pre_close_price: Optional[float] last_price: Optional[float] open_price: Optional[float] high_price: Optional[float] low_price: Optional[float] close_price: Optional[float] volume: Optional[int] # 成交量 amount: Optional[int] # 成交金额 count: Optional[int] # 交易数量 ask_price1: Optional[float] # 申卖价, 委托档位卖1档价格 ask_volume1: Optional[int] # 申卖量 bid_price1: Optional[float] # 申买价, 委托档位买1档价格 bid_volume1: Optional[int] # 申买量 ask_price2: Optional[float] ask_volume2: Optional[int] bid_price2: Optional[float] bid_volume2: Optional[int] ask_price3: Optional[float] ask_volume3: Optional[int] bid_price3: Optional[float] bid_volume3: Optional[int] ask_price4: Optional[float] ask_volume4: Optional[int] bid_price4: Optional[float] bid_volume4: Optional[int] ask_price5: Optional[float] ask_volume5: Optional[int] bid_price5: Optional[float] bid_volume5: Optional[int] ask_price6: Optional[float] ask_volume6: Optional[int] bid_price6: Optional[float] bid_volume6: Optional[int] ask_price7: Optional[float] ask_volume7: Optional[int] bid_price7: Optional[float] bid_volume7: Optional[int] ask_price8: Optional[float] ask_volume8: Optional[int] bid_price8: Optional[float] bid_volume8: Optional[int] ask_price9: Optional[float] ask_volume9: Optional[int] bid_price9: Optional[float] bid_volume9: Optional[int] ask_price10: Optional[float] ask_volume10: Optional[int] bid_price10: Optional[float] bid_volume10: Optional[int] class TsTickIdx(BaseModel): ts_code: str name: Optional[str] trade_time: Optional[datetime] last_price: Optional[float] # last_price 单位元 pre_close_price: Optional[float] # pre_close_price high_price: Optional[float] # high_price open_price: Optional[float] # open_price low_price: Optional[float] # low_price close_price: Optional[float] # close_price volume: Optional[int] # volume, 成交总量 amount: Optional[float] # amount, 成交总金额 class TsTickOpt(BaseModel): ts_code: str instrument_id: str trade_time: Optional[datetime] pre_price: Optional[float] # 单位元 price: Optional[float] open: Optional[float] high: Optional[float] low: Optional[float] close: Optional[float] open_int: Optional[int] vol: Optional[float] amount: Optional[float] num: Optional[int] ask_price1: Optional[float] ask_volume1: Optional[int] bid_price1: Optional[float] bid_volume1: Optional[int] pre_delta: Optional[float] # 昨虚实度,暂未提供 dif_price1: Optional[float] dif_price2: Optional[float] high_limit_price: Optional[float] low_limit_price: Optional[float] refer_price: Optional[float] # 参考价,港股使用 class TsTickFuture(BaseModel): ts_code: str instrument_id: Optional[str] trade_time: Optional[datetime] pre_price: Optional[float] price: Optional[float] open: Optional[float] high: Optional[float] low: Optional[float] close: Optional[float] open_int: Optional[int] vol: Optional[int] amount: Optional[int] # 单数量 num: Optional[int] ask_price1: Optional[float] ask_volume1: Optional[int] bid_price1: Optional[float] bid_volume1: Optional[int] pre_delta: Optional[float] curr_delta: Optional[float] dif_price1: Optional[float] dif_price2: Optional[float] high_limit_price: Optional[float] low_limit_price: Optional[float] refer_price: Optional[float] pre_settle_price: Optional[float] settle_price: Optional[float]