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