Shioaji

Shioaji is sinopac provide the most pythonic api for trading the taiwan and global financial market.

You can use your favorite Python packages such as numpy, scipy, pandas, pytorch or tensorflow to build your own trading model with intergrated the shioaji api on cross platform.

We are in early-release alpha. Expect some adventures and rough edges.

• Installation
  • Binaries
  • Docker Image
• Getting Started
• Communication
• Releases and Contributing
• The Team

Installation

Binaries

simple using pip to install

pip install shioaji

Docker Image

simple run with interactive mode in docker

docker run -it sinotrade/shioaji:latest

run with jupyter lab or notebook

docker run -p 8888:8888 sinotrade/shioaji:jupyter

! pip install shioaji

Getting Started

from datetime import date, timedelta
import pandas as pd

Just import Our api like other popular python library to get start

import shioaji as sj

Use Shioaji object to setup setting and login

sj.Shioaji?

Init signature: sj.Shioaji(backend='http', simulation=False, proxies={}, currency='NTD')
Docstring:     
shioaji api 

Functions:
    login 
    activate_ca
    list_accounts
    set_default_account
    get_account_margin 
    get_account_openposition
    get_account_settle_profitloss
    place_order
    update_order
    update_status
    list_trades

Objects:
    Quote
    Contracts
    Order
Init docstring:
initialize Shioaji to start trading

Args:
    backend (str): {http, socket} 
        use http or socket as backend currently only support http, async socket backend coming soon.
    simulation (bool): 
        - False: to trading on real market (just use your Sinopac account to start trading)
        - True: become simulation account(need to contract as to open simulation account)
    proxies (dict): specific the proxies of your https
        ex: {'https': 'your-proxy-url'}
    currency (str): {NTX, USX, NTD, USD, HKD, EUR, JPY, GBP}
        set the default currency for display 
File:           shioaji/shioaji.py
Type:           type
Subclasses:     

api = sj.Shioaji(backend='http', simulation=False)

api.login?

Signature: api.login(person_id, passwd)
Docstring:
login to trading server

Args:
    person_id (str): Same as your eleader, ileader login id(usually your person ID)
    passwd  (str): the password of your eleader login password(not ca password)
File:      shioaji/shioaji.py
Type:      method

person_id = 'SCCEIEFAJA'

api.login(person_id=person_id, passwd='2222')

api.fut_account

FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬')

List all your account

api.list_accounts()

[Account(account_type='H', person_id='QCCAHIFFDH', broker_id='1300', account_id='09800762', username='n*m'),
 FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬'),
 StockAccount(person_id='SCCEIEFAJA', broker_id='9A92', account_id='9802195', username='莊*芬')]

Set your default trading account

api.set_default_account(api.list_accounts()[0])

Activate your cetifacation to start ordering

api.activate_ca?

Signature: api.activate_ca(ca_path, ca_passwd, person_id)
Docstring:
activate your ca for trading

Args: 
    ca_path (str):
        the path of your ca, support both absloutely and relatively path, use same ca with eleader
    ca_passwd (str): password of your ca
    person_id (str): the ca belong which person ID
File:      shioaji/shioaji.py
Type:      method

api.activate_ca(ca_path='../ca/Sinopac.pfx', ca_passwd='SCCEIEFAJA', person_id=person_id)

Ca Initial Done.

0

Contract object for subscribe quote and place order

using tab to direct get avaliable trading product with Contracts

api.Contracts

Contracts(Stocks=(OTC, TSE), Futures=(BRF, CAF, CBF, CCF, CDF, CEF, CFF, CGF, CHF, CJF, CKF, CLF, CMF, CNF, CQF, CRF, CSF, CUF, CWF, CXF, CYF, CZ1, CZ2, CZF, DCF, DD1, DDF, DEF, DFF, DGF, DH1, DHF, DIF, DJF, DKF, DLF, DNF, DOF, DPF, DQF, DSF, DUF, DVF, DWF, DXF, DYF, DZF, EEF, EGF, EHF, EMF, EPF, ERF, EXF, EYF, FEF, FFF, FGF, FKF, FQF, FRF, FTF, FVF, FWF, FXF, FYF, FZF, GAF, GBF, GCF, GDF, GHF, GIF, GJF, GLF, GMF, GNF, GOF, GRF, GTF, GUF, GWF, GXF, GZF, HAF, HBF, HCF, HHF, HIF, HLF, HOF, HS1, HSF, HYF, I5F, IA1, IAF, IHF, IIF, IJF, IMF, INF, IOF, IPF, IQF, IRF, ITF, IVF, IXF, IYF, IZF, JBF, JFF, JIF, JNF, JPF, JSF, JWF, JZF, KAF, KCF, KDF, KFF, KGF, KIF, KKF, KLF, KOF, KPF, KSF, KWF, LBF, LCF, LEF, LIF, LMF, LOF, LQF, LRF, LTF, LUF, LVF, LWF, LXF, MAF, MBF, MCF, MEF, MIF, MJF, MKF, MPF, MQF, MVF, MXF, MYF, NAF, NBF, NCF, NDF, NEF, NGF, NHF, NIF, NJF, NLF, NMF, NNF, NOF, NQF, NSF, NTF, NUF, NVF, NWF, NXF, NYF, NZF, OAF, OBF, OCF, ODF, OEF, OGF, OHF, OJF, OKF, OLF, OMF, OOF, OPF, OQF, ORF, OSF, OTF, OUF, OVF, OWF, OXF, OYF, OZF, PAF, PBF, PCF, PDF, PEF, PFF, PGF, PHF, PIF, PJF, PKF, PLF, PMF, PNF, RHF, RTF, SPF, T5F, TGF, TJF, TXF, UDF, XAF, XBF, XEF, XIF, XJF), Options=(CAO, CBO, CCO, CDO, CEO, CFO, CGO, CHO, CJO, CKO, CLO, CMO, CNO, CQO, CRO, CSO, CXO, CZO, DCO, DEO, DFO, DGO, DHO, DJO, DKO, DLO, DNO, DOO, DPO, DQO, DSO, DUO, DVO, DWO, DXO, GIO, GTO, GXO, HCO, IJO, LOO, NYO, NZO, OAO, OBO, OCO, OJO, OKO, OOO, OZO, RHO, RTO, TEO, TFO, TGO, TXO, XIO))

Futures

api.Contracts.Futures

(BRF, CAF, CBF, CCF, CDF, CEF, CFF, CGF, CHF, CJF, CKF, CLF, CMF, CNF, CQF, CRF, CSF, CUF, CWF, CXF, CYF, CZ1, CZ2, CZF, DCF, DD1, DDF, DEF, DFF, DGF, DH1, DHF, DIF, DJF, DKF, DLF, DNF, DOF, DPF, DQF, DSF, DUF, DVF, DWF, DXF, DYF, DZF, EEF, EGF, EHF, EMF, EPF, ERF, EXF, EYF, FEF, FFF, FGF, FKF, FQF, FRF, FTF, FVF, FWF, FXF, FYF, FZF, GAF, GBF, GCF, GDF, GHF, GIF, GJF, GLF, GMF, GNF, GOF, GRF, GTF, GUF, GWF, GXF, GZF, HAF, HBF, HCF, HHF, HIF, HLF, HOF, HS1, HSF, HYF, I5F, IA1, IAF, IHF, IIF, IJF, IMF, INF, IOF, IPF, IQF, IRF, ITF, IVF, IXF, IYF, IZF, JBF, JFF, JIF, JNF, JPF, JSF, JWF, JZF, KAF, KCF, KDF, KFF, KGF, KIF, KKF, KLF, KOF, KPF, KSF, KWF, LBF, LCF, LEF, LIF, LMF, LOF, LQF, LRF, LTF, LUF, LVF, LWF, LXF, MAF, MBF, MCF, MEF, MIF, MJF, MKF, MPF, MQF, MVF, MXF, MYF, NAF, NBF, NCF, NDF, NEF, NGF, NHF, NIF, NJF, NLF, NMF, NNF, NOF, NQF, NSF, NTF, NUF, NVF, NWF, NXF, NYF, NZF, OAF, OBF, OCF, ODF, OEF, OGF, OHF, OJF, OKF, OLF, OMF, OOF, OPF, OQF, ORF, OSF, OTF, OUF, OVF, OWF, OXF, OYF, OZF, PAF, PBF, PCF, PDF, PEF, PFF, PGF, PHF, PIF, PJF, PKF, PLF, PMF, PNF, RHF, RTF, SPF, T5F, TGF, TJF, TXF, UDF, XAF, XBF, XEF, XIF, XJF)

api.Contracts.Futures.TXF

TXF(TXF202003, TXF201906, TXF201907, TXF201908, TXF201909, TXF201912)

api.Contracts.Futures.TXF.TXF201906

Future(symbol='TXF201906', code='TXFF9', name='台指期貨', category='TXF', delivery_month='201906', underlying_kind='I', underlying_code='#001', unit=1.0)

api.Contracts.Futures.TXF['TXFF9']

Future(symbol='TXF201906', code='TXFF9', name='台指期貨', category='TXF', delivery_month='201906', underlying_kind='I', underlying_code='#001', unit=1.0)

api.Contracts.Futures['TXFF9']

Future(symbol='TXF201906', code='TXFF9', name='台指期貨', category='TXF', delivery_month='201906', underlying_kind='I', underlying_code='#001', unit=1.0)

TXFR1 = api.Contracts.Futures.TXF.TXF201906

Stocks

api.Contracts.Stocks

(OTC, TSE)

api.Contracts.Stocks.TSE.TSE2330

Stock(symbol='TSE2330', exchange='TSE', code='2330', name='台積電', category='24')

api.Contracts.Stocks['2330']

Stock(symbol='TSE2330', exchange='TSE', code='2330', name='台積電', category='24')

contract_2330 = api.Contracts.Stocks['2330']

Quote Api

api.quote?

Type:        Quote
String form: <shioaji.backend.solace.quote.Quote object at 0x7fe4bba6d828>
File:        shioaji/backend/solace/quote.py
Docstring:  
Quote Api

Functions:
    set_callback
    set_event_callback
    subscribe 

Set event and quote callback

api.quote.set_callback?

Signature: api.quote.set_callback(func)
Docstring:
set quote callback

Args: 
    func (:function): func(topic: str, quote_msg: dict) -> int
        when receive quote will call this function to processed the msg
File:      shioaji/backend/solace/quote.py
Type:      method

api.quote.set_event_callback?

Signature: api.quote.set_event_callback(func)
Docstring:
set event callback

Args:
    func (:function): func(resp_code: int, event_code: int, event: str) -> None
        when event happend will call this function to deal with event
File:      shioaji/backend/solace/quote.py
Type:      method

Prepare your callback, now just keep it simple

@sj.on_quote
def quote_callback(topic, quote_msg):
    print(topic, quote_msg)

@sj.on_event
def event_callback(resp_code, event_code, event):
    print("Respone Code: {} | Event Code: {} | Event: {}".format(resp_code, event_code, event))

api.quote.set_callback(quote_callback)
api.quote.set_event_callback(event_callback)

Subscribe quote with Contract

api.quote.subscribe?

Signature: api.quote.subscribe(contract, quote_type='tick')
Docstring:
subscribe the quote of contract 

Args:
    contract (:obj:Shioaji.Contract): the contract you want to subscribe
    quote_type (str): {tick, bidask}
File:      shioaji/backend/solace/quote.py
Type:      method

TSE2330 = api.Contracts.Stocks['2330']
TXFR1 = api.Contracts.Futures['TXFF9']

api.quote.subscribe(TXFR1)
api.quote.subscribe(TXFR1, quote_type='bidask')
api.quote.subscribe(TSE2330)
api.quote.subscribe(TSE2330, quote_type='bidask')

Respone Code: 200 | Event Code: 16 | Event: Subscribe or Unsubscribe ok
Respone Code: 200 | Event Code: 16 | Event: Subscribe or Unsubscribe ok
Respone Code: 200 | Event Code: 16 | Event: Subscribe or Unsubscribe ok
MKT/redisrd/TSE/2330 {'Close': [239.5], 'Time': '11:11:42.624718', 'VolSum': [12206], 'Volume': [5]}
QUT/redisrd/TSE/2330 {'AskPrice': [240.0, 240.5, 241.0, 241.5, 242.0], 'AskVolume': [1808, 1789, 1645, 582, 1170], 'BidPrice': [239.5, 239.0, 238.5, 238.0, 237.5], 'BidVolume': [204, 765, 389, 475, 359], 'Date': '2019/03/18', 'Time': '11:11:42.624718'}
L/TFE/TXFC9 {'Amount': [10466.0], 'AmountSum': [631295113.0], 'AvgPrice': [10465.247302024103], 'Close': [10466.0], 'Code': 'TXFC9', 'Date': '2019/03/18', 'DiffPrice': [53.0], 'DiffRate': [0.508979160664554], 'DiffType': [2], 'High': [10474.0], 'Low': [10420.0], 'Open': 10437.0, 'TargetKindPrice': 10476.09, 'TickType': [2], 'Time': '11:11:44.457000', 'TradeAskVolSum': 29697, 'TradeBidVolSum': 27732, 'VolSum': [60323], 'Volume': [1]}
MKT/redisrd/TSE/2330 {'Close': [240.0], 'Time': '11:11:47.643968', 'VolSum': [12208], 'Volume': [2]}
QUT/redisrd/TSE/2330 {'AskPrice': [240.0, 240.5, 241.0, 241.5, 242.0], 'AskVolume': [1807, 1791, 1645, 582, 1170], 'BidPrice': [239.5, 239.0, 238.5, 238.0, 237.5], 'BidVolume': [207, 763, 389, 475, 359], 'Date': '2019/03/18', 'Time': '11:11:47.643968'}

Making Order object to place order

api.Order?

Init signature:
api.Order(
    price,
    quantity,
    action,
    price_type,
    order_type,
    order_cond='Cash',
    octype='Auto',
    *args,
    **kwargs,
)
Docstring:     
The basic order object to place order
All attributes can be found in shioaji.constant and shioaji.orderprops for nest struct

Attributes:
    price (float or int): the price of order
    quantity (int): the quantity of order
    action (str): order action to buy or sell
    price_type (str): pricing type of order
    order_type (str): the type of order
    order_cond (str): order condition stock only
    octype (str): the type or order to open new position or close position future only
    account (:obj:Account): which account to place this order
    ca (binary): the ca of this order
Init docstring:
the __init__ method of order      

Args:
    price (float or int): 
        the price of order
    quantity (int): 
        the quantity of order
    action (str): {Buy, Sell} 
        order action to buy or sell
    price_type (str): 
        order price type
        Stock {LMT, Close, LimitUp, LimitDown}
        Futures {LMT, MKT, MKP}
    order_type (str): 
        the type of order
        Stock {Common, BlockTrade, Fixing, Odd}
        Futures {ROD, IOC, FOK}
    order_cond (str): {Cash, Netting, MarginTrading, ShortSelling}
        (Stock Only) 
        order condition
    octype (str): {Auto, NewPosition, Cover, DayTrade}
        (Futures Only)
        the type of order to open new position or close position 
    account (:obj:Account): which account to place this order
File:           shioaji/order.py
Type:           type
Subclasses:     

Constant that use in Order

sj.constant??

Type:        module
String form: <module 'shioaji.constant' from 'shioaji/constant.py'>
File:        shioaji/constant.py
Source:     
ACTION_BUY = 'Buy'
ACTION_SELL = 'Sell'

STOCK_PRICE_TYPE_LIMITPRICE = 'LMT'
STOCK_PRICE_TYPE_CLOSE = 'Close'
STOCK_PRICE_TYPE_LIMITUP = 'LimitUp'
STOCK_PRICE_TYPE_LIMITDOWN = 'LimitDown'

STOCK_ORDER_TYPE_COMMON = 'Common'  # 整股
STOCK_ORDER_TYPE_BLOCKTRADE = 'BlockTrade'  # 鉅額
STOCK_ORDER_TYPE_FIXING = 'Fixing'  # 定盤
STOCK_ORDER_TYPE_ODD = 'Odd'  # 零股

STOCK_ORDER_COND_CASH = 'Cash'  # 現股
STOCK_ORDER_COND_NETTING = 'Netting'  # 餘額交割
STOCK_ORDER_COND_MARGINTRADING = 'MarginTrading'  # 融資
STOCK_ORDER_COND_SHORTSELLING = 'ShortSelling'  # 融券

STOCK_FIRST_SELL_YES = 'true'
STOCK_FIRST_SELL_NO = 'false'

FUTURES_PRICE_TYPE_LMT = 'LMT'
FUTURES_PRICE_TYPE_MKT = 'MKT'
FUTURES_PRICE_TYPE_MKP = 'MKP'

FUTURES_ORDER_TYPE_ROD = 'ROD'
FUTURES_ORDER_TYPE_IOC = 'IOC'
FUTURES_ORDER_TYPE_FOK = 'FOK'

FUTURES_OCTYPE_AUTO = 'Auto'
FUTURES_OCTYPE_NEWPOSITION = 'New'
FUTURES_OCTYPE_COVER = 'Cover'
FUTURES_OCTYPE_DAYTRADE = 'DayTrade'

FUTURES_CALLPUT_FUT = 'F'
FUTURES_CALLPUT_CALL = 'C'
FUTURES_CALLPUT_PUT = 'P'

For Developing use

using tab to direct get all the Order properties with autocomplete

api.OrderProps.

shioaji.backend.http.order.Order_props

api.OrderProps.Future.order_type.IOC

'IOC'

sample_order = api.Order(price=9600,
                         quantity=5,
                         action=api.OrderProps.Future.action.Buy,
                         price_type=api.OrderProps.Future.price_type.LMT,
                         order_type=api.OrderProps.Future.order_type.ROD,
                         octype=api.OrderProps.Future.octype.Auto,
                         account=api.fut_account,
                        )
sample_order

Order(action='Buy', price_type='LMT', order_type='ROD', price=9600, quantity=5, account=FutureAccount())

Directly use string to build Order according to shioaji.constant

sample_order = api.Order(price=9600,
                         quantity=5,
                         action='Buy',
                         price_type='LMT',
                         order_type='ROD',
                        )
sample_order

Order(action='Buy', price_type='LMT', order_type='ROD', price=9600, quantity=5)

from shioaji.constant import *
sample_order = api.Order(price=9600,
                         quantity=5,
                         action=ACTION_SELL,
                         price_type=FUTURES_PRICE_TYPE_LMT,
                         order_type=FUTURES_ORDER_TYPE_IOC,
                        )
sample_order

Order(action='Sell', price_type='LMT', order_type='IOC', price=9600, quantity=5)

just pass Order object to place_order fuction to place order then will get the Trade object return

trade = api.place_order(TXFR3, sample_order)

trade

Trade(contract=Future(symbol='TXF201903', code='TXFC9', name='台指期貨', category='TXF', delivery_month='201903', underlying_kind='I', underlying_code='#001', unit=1.0), order=Order(product_id='TXFC9', action='B', price_type='LMT', order_type='ROD', price=9600, quantity=5, account=FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬')), status=OrderStatus(seqno='701124', order_id='7521840eb43914f94f98f025b1762e0b250ded21', status='PendingSubmit', order_datetime=datetime.datetime(2019, 1, 16, 12, 39, 28)))

Update the trade object status to get the trade information

api.update_status()

trade

Trade(contract=Future(symbol='TXF201903', code='TXFC9', name='台指期貨', category='TXF', delivery_month='201903', underlying_kind='I', underlying_code='#001', unit=1.0), order=Order(product_id='TXFC9', action='B', price_type='LMT', order_type='ROD', price=9600, quantity=5, account=FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬')), status=OrderStatus(seqno='701124', ordno='ky00P', order_id='7521840eb43914f94f98f025b1762e0b250ded21', status='Submitted', status_code='0000', msg='ky00P', modified_price=9600.0, remaining=5, order_datetime=datetime.datetime(2019, 1, 16, 12, 39, 28)))

Modify price or qty of trade

trade = api.update_order(trade, price=9800, qty=1)

trade

Trade(contract=Future(symbol='TXF201903', code='TXFC9', name='台指期貨', category='TXF', delivery_month='201903', underlying_kind='I', underlying_code='#001', unit=1.0), order=Order(product_id='TXFC9', action='B', price_type='LMT', order_type='ROD', price=9600, quantity=5, account=FutureAccount(person_id='SCCEIEFAJA', broker_id='F002000', account_id='9104000', username='莊*芬')), status=OrderStatus(seqno='701124', ordno='ky00P', order_id='7521840eb43914f94f98f025b1762e0b250ded21', status='Submitted', status_code='0000', msg='ky00P', modified_price=9800.0, remaining=5, order_datetime=datetime.datetime(2019, 1, 16, 12, 39, 28)))

Cancel order of the trade

trade = api.cancel_order(trade)
trade

Account & Portfolio

Account Margin

api.get_account_margin?

Signature: api.get_account_margin(currency='NTD', margin_type='1', account={})
Docstring:
query margin    
currency:{NTX, USX, NTD, USD, HKD, EUR, JPY, GBP}
    the margin calculate in which currency
    - NTX: 約當台幣
    - USX: 約當美金
    - NTD: 新台幣
    - USD: 美元
    - HKD: 港幣
    - EUR: 歐元
    - JPY: 日幣
    - GBP: 英鎊
margin_type: {'1', '2'}
    query margin type
    - 1 : 即時
    - 2 : 風險
File:       
Type:      method

account_margin = api.get_account_margin()
account_margin

AccountMargin
    Currency: NTD
    Account: F0020009104000
    Detail:
        OrderPSecurity: 207000.0
        ProfitAccCount: 207000.0
        FProfit: 0.0
        FMissConProfit: 0.0
        OMissConProfit: 0.0
        OColse: 0.0
        OMarketPrice: 0.0
        OTodayDiff: 0.0
        HandCharge: 0.0
        TradeTax: 0.0
        Security: 0.0
        StartSecurity: 0.0
        UpKeepSecurity: 0.0
        Statistics: 99999.0
        Flow: 999.0
        orderBid: 0.0
        orderAsk: 0.0
        Conclusionbid: 0.0
        Conclusionask: 0.0
        YesterdayBalance: 207000.0
        PayMoney: 0.0
        Equity: 207000.0
        Ogain: 0.0
        exrate: 1.0
        xgdamt: 0.0
        agtamt: 0.0
        YesterdayEquity: 207000.0
        Munet: 0.0
        Cashamt: 207000.0
        Bapamt: 0.0
        Sapamt: 0.0
        Adps: 0.0
        Adamt: 0.0
        Ybaln: 207000.0

directly pass our AccountMargin object to pandas to using your model

df_margin = pd.DataFrame([{**account_margin}])
df_margin

	Adamt	Adps	Bapamt	Cashamt	Conclusionask	Conclusionbid	Equity	FMissConProfit	FProfit	Flow	...	TradeTax	UpKeepSecurity	Ybaln	YesterdayBalance	YesterdayEquity	agtamt	exrate	orderAsk	orderBid	xgdamt
0	0.0	0.0	0.0	207000.0	0.0	0.0	207000.0	0.0	0.0	999.0	...	0.0	0.0	207000.0	207000.0	207000.0	0.0	1.0	0.0	0.0	0.0

1 rows × 34 columns

Get Open Position

api.get_account_openposition?

Signature: api.get_account_openposition(product_type='0', query_type='0', account={})
Docstring:
query open position
product_type: {0, 1, 2, 3}
    filter product type of open position
    - 0: all
    - 1: future
    - 2: option
    - 3: usd base
query_type: {0, 1}
    query return with detail or summary
    - 0: detail
    - 1: summary
File:      
Type:      method

positions = api.get_account_openposition(query_type='1', account=api.fut_account)
positions

AccountOpenPosition

df_positions = pd.DataFrame(positions.data())
df_positions

	Account	Code	CodeName	ContractAverPrice	Currency	Date	FlowProfitLoss	MTAMT	OTAMT	OrderBS	OrderNum	OrderType	RealPrice	SettlePrice	SettleProfitLoss	StartSecurity	UpKeepSecurity	Volume	paddingByte
0	FF0020009104000	TXFA9	台指期貨 01	9508.4137	NTD	00000000	4795201.620000	6438000.000000	8352000.000000	B			9784.0	9784.00	4795201.620000	8352000.000000	6438000.000000	87.000000
1	FF0020009104000	XJFF9	日圓期貨 06	80.0000	JPY	00000000	31400.000000	47000.000000	61000.000000	B			0.0	81.57	31400.000000	61000.000000	47000.000000	1.000000
2	FF0020009104000	TXO08000L8	台指選擇權 8000 C 12	1870.0000	NTD	00000000	-14000.000000	0.000000	0.000000	B			1730.0	1810.00	-6000.000000	0.000000	0.000000	2.000000
3	FF0020009104000	TXO09200L8	台指選擇權 9200 C 12	720.0000	NTD	00000000	11250.000000	147000.000000	162000.000000	S			645.0	660.00	9000.000000	162000.000000	147000.000000	3.000000
4	FF0020009104000	TXO09400X8	台指選擇權 9400 P 12	199.0000	NTD	00000000	21200.000000	57600.000000	65600.000000	S			93.0	93.00	21200.000000	65600.000000	57600.000000	4.000000
5	FF0020009104000	TXO10200L8	台指選擇權 10200 C 12	111.0000	NTD	00000000	33550.000000	125950.000000	147950.000000	S			50.0	50.00	33550.000000	147950.000000	125950.000000	11.000000

Get Settle ProfitLoss

api.get_account_settle_profitloss?

Signature: api.get_account_settle_profitloss(product_type='0', summary='Y', start_date='', end_date='', currency='', account={})
Docstring:
query settlement profit loss
product_type: {0, 1, 2}
    filter product type of open position
    - 0: all
    - 1: future
    - 2: option
summary: {Y, N}
    query return with detail or summary
    - Y: summary
    - N: detail
start_date: str
    the start date of query range format with %Y%m%d
    ex: 20180101
end_date: str
    the end date of query range format with %Y%m%d
    ex: 20180201
currency: {NTD, USD, HKD, EUR, CAD, BAS}
    the profit loss calculate in which currency
    - NTD: 新台幣
    - USD: 美元
    - HKD: 港幣
    - EUR: 歐元
    - CAD: 加幣 
    - BAS: 基幣
File:      
Type:      method

st_date = (date.today() - timedelta(days=60)).strftime('%Y%m%d')
settle_profitloss = api.get_account_settle_profitloss(summary='Y', start_date=st_date)
settle_profitloss

AccountSettleProfitLoss

df_profitloss = pd.DataFrame(settle_profitloss.data())
df_profitloss

	account	averagePrice	code	codeName	currency	floatProfitLoss	handCharge	ord_bs	ord_type	ordno	ordno_b	settleAvgPrc	settleDate	settleVolume	tFlag	tdate	tradeProfitLoss	tradeTax	unVolume	volume
0	F0020009104000	9900.0	TXFK8	台指期貨 11	NTD	460.000000	60.000000	S	00	kY002	kY003	9897.0	20181022	1.000000	1	20181022	600.000000	80.000000	0.000000	1.000000

Communication

• Gitter: general chat, online discussions, collaboration etc.
• GitHub issues: bug reports, feature requests, install issues, RFCs, thoughts, etc.

Releases and Contributing

Shioaji current state is Pre-Alpha, we expect no obvious bugs. Please let us know if you encounter a bug by filing an issue.

We appreciate all suggestions. If you have any idea want us to implement, please discuss with us in gitter.

The Team

Shioaji is currently maintained by Yvictor, TK Huang, Sky Wu and Po Chien Yang with major contributions.