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Fix Sinopac OTC stock contract resolution #15

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Fix Sinopac OTC stock contract resolution #15

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29 changes: 12 additions & 17 deletions brokers/sinopac.py
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Original file line number Diff line number Diff line change
Expand Up @@ -364,16 +364,20 @@ def _resolve_exchange(self, stock_ids: list[str]) -> dict[str, SJExchange]:
SJStock(
security_type=SJSecurityType.Stock,
code=sid,
exchange=SJExchange.TSE,
exchange=exchange,
)
for sid in unknown
for exchange in (SJExchange.TSE, SJExchange.OTC)
]
try:
snapshots = self.api.snapshots(contracts)
for snap in snapshots:
exchange_str = getattr(snap, "exchange", "TSE")
self._exchange_cache[snap.code] = (
SJExchange.OTC if str(exchange_str) == "OTC" else SJExchange.TSE
SJExchange.OTC
if exchange_str == SJExchange.OTC
or str(exchange_str).upper().endswith("OTC")
else SJExchange.TSE
)
except Exception:
pass
Expand Down Expand Up @@ -505,11 +509,8 @@ def create_order(
order_cond: OrderCondition = OrderCondition.CASH,
) -> str:

contract = SJStock(
security_type=SJSecurityType.Stock,
code=stock_id,
exchange=SJExchange.TSE,
)
exchanges = self._resolve_exchange([stock_id])
contract = self._make_contract(stock_id, exchanges)
pinfo = self.get_price_info()

if stock_id not in pinfo:
Expand Down Expand Up @@ -698,20 +699,14 @@ def get_orders(self) -> dict[str, Order]:
return {t.status.id: trade_to_order(t) for name, t in self.trades.items()}

def get_stocks(self, stock_ids: list[str]) -> dict[str, Stock]:
contracts = [
SJStock(security_type=SJSecurityType.Stock, code=s, exchange=SJExchange.TSE)
for s in stock_ids
]
exchanges = self._resolve_exchange(stock_ids)
contracts = [self._make_contract(s, exchanges) for s in stock_ids]
try:
snapshots = self.api.snapshots(list(contracts))
except Exception:
time.sleep(10)
contracts = [
SJStock(
security_type=SJSecurityType.Stock, code=s, exchange=SJExchange.TSE
)
for s in stock_ids
]
exchanges = self._resolve_exchange(stock_ids)
contracts = [self._make_contract(s, exchanges) for s in stock_ids]
snapshots = self.api.snapshots(list(contracts))

return {s.code: snapshot_to_stock(s) for s in snapshots}
Expand Down
77 changes: 72 additions & 5 deletions tests/unit/test_sinopac_realtime_unit.py
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Original file line number Diff line number Diff line change
Expand Up @@ -34,6 +34,42 @@ def __init__(self) -> None:
self.order_cb = None
self.quote = _FakeQuote()
self.stock_account = types.SimpleNamespace(account_id="9809789")
self.snapshot_calls: list[list[tuple[str | None, str | None]]] = []
self.snapshot_exchange_by_code = {"2330": "TSE", "8042": "OTC"}
self.placed_orders: list[tuple[object, object]] = []

def snapshots(self, contracts: list[object]) -> list[types.SimpleNamespace]:
self.snapshot_calls.append([(c.code, c.exchange) for c in contracts])
snapshots = []
for contract in contracts:
expected_exchange = self.snapshot_exchange_by_code.get(contract.code, "TSE")
if contract.exchange != expected_exchange:
continue
snapshots.append(
types.SimpleNamespace(
code=contract.code,
exchange=expected_exchange,
open=100.0,
high=105.0,
low=99.0,
close=102.0,
buy_price=101.5,
buy_volume=12,
sell_price=102.5,
sell_volume=15,
change_rate=1.2,
)
)
return snapshots

def Order(self, **kwargs: object) -> types.SimpleNamespace:
return types.SimpleNamespace(**kwargs)

def place_order(
self, contract: object, order: object
) -> types.SimpleNamespace:
self.placed_orders.append((contract, order))
return types.SimpleNamespace(status=types.SimpleNamespace(id="order-1"))

def ticks(self, contract: object, date: str | None = None) -> types.SimpleNamespace:
return types.SimpleNamespace(
Expand Down Expand Up @@ -71,12 +107,14 @@ def _import_sinopac_module_with_fake_sdk(
)

constant_module = types.ModuleType("shioaji.constant")
constant_module.StockPriceType = types.SimpleNamespace()
constant_module.StockOrderLot = types.SimpleNamespace()
constant_module.Action = types.SimpleNamespace()
constant_module.StockPriceType = types.SimpleNamespace(LMT="LMT")
constant_module.StockOrderLot = types.SimpleNamespace(
Common="Common", IntradayOdd="IntradayOdd", Odd="Odd", Fixing="Fixing"
)
constant_module.Action = types.SimpleNamespace(Buy="Buy", Sell="Sell")
constant_module.SecurityType = types.SimpleNamespace(Stock="Stock")
constant_module.Exchange = types.SimpleNamespace(TSE="TSE")
constant_module.OrderType = types.SimpleNamespace()
constant_module.Exchange = types.SimpleNamespace(TSE="TSE", OTC="OTC")
constant_module.OrderType = types.SimpleNamespace(ROD="ROD")
constant_module.Unit = types.SimpleNamespace()
constant_module.OrderState = types.SimpleNamespace(
StockDeal=types.SimpleNamespace(value="SDEAL"),
Expand Down Expand Up @@ -235,6 +273,35 @@ def test_sinopac_subscribe_ticks_and_bidask(monkeypatch: pytest.MonkeyPatch) ->
assert ("2330", "BidAsk") in account.api.quote.unsubscriptions


def test_sinopac_resolves_otc_exchange_for_stocks_and_orders(
monkeypatch: pytest.MonkeyPatch,
) -> None:
sinopac_module = _import_sinopac_module_with_fake_sdk(monkeypatch)
SinopacAccount = sinopac_module.SinopacAccount

account = SinopacAccount.__new__(SinopacAccount)
account.api = _FakeShioaji()
account._exchange_cache = {}
account.trades = {}

stocks = account.get_stocks(["2330", "8042"])

assert sorted(stocks) == ["2330", "8042"]
assert ("8042", "OTC") in account.api.snapshot_calls[-1]

account.get_price_info = lambda: {"8042": {"漲停價": 110, "跌停價": 90}}
order_id = account.create_order(
sinopac_module.Action.BUY,
stock_id="8042",
quantity=1,
price=100,
)

assert order_id == "order-1"
assert account.api.placed_orders[0][0].code == "8042"
assert account.api.placed_orders[0][0].exchange == "OTC"


def test_sinopac_backfill_ticks_uses_historical_tick_query(
monkeypatch: pytest.MonkeyPatch,
) -> None:
Expand Down