Supports Interactive Brokers, US and Hong Kong stocks.

Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
2026-01-13 02:35:48 +08:00
parent 714dd47c86
commit 7527d73f25
20 changed files with 2250 additions and 148 deletions
@@ -0,0 +1,90 @@
+"""
+Symbol Mapping and Conversion
+
+Converts QuantDinger system symbols to IB contract format.
+"""
+
+from typing import Tuple, Optional
+
+
+def normalize_symbol(symbol: str, market_type: str) -> Tuple[str, str, str]:
+    """
+    Convert system symbol to IB contract parameters.
+    
+    Args:
+        symbol: Symbol code in the system
+        market_type: Market type (USStock, HShare)
+        
+    Returns:
+        (ib_symbol, exchange, currency)
+    """
+    symbol = (symbol or "").strip().upper()
+    market_type = (market_type or "").strip()
+    
+    if market_type == "USStock":
+        # US stocks: AAPL, TSLA, GOOGL
+        # Use SMART routing for best execution
+        return symbol, "SMART", "USD"
+    
+    elif market_type == "HShare":
+        # Hong Kong stock formats:
+        # - 0700.HK -> 700
+        # - 00700 -> 700
+        # - 700 -> 700
+        ib_symbol = symbol
+        
+        # Remove .HK suffix
+        if ib_symbol.endswith(".HK"):
+            ib_symbol = ib_symbol[:-3]
+        
+        # Remove leading zeros
+        ib_symbol = ib_symbol.lstrip("0") or "0"
+        
+        return ib_symbol, "SEHK", "HKD"
+    
+    else:
+        # Default to US stock
+        return symbol, "SMART", "USD"
+
+
+def parse_symbol(symbol: str) -> Tuple[str, Optional[str]]:
+    """
+    Parse symbol and auto-detect market type.
+    
+    Args:
+        symbol: Symbol code
+        
+    Returns:
+        (clean_symbol, market_type)
+    """
+    symbol = (symbol or "").strip().upper()
+    
+    # HK stock: ends with .HK or all digits
+    if symbol.endswith(".HK"):
+        return symbol, "HShare"
+    
+    # All digits (likely HK stock code)
+    clean = symbol.lstrip("0")
+    if clean.isdigit() and len(clean) <= 5:
+        return symbol, "HShare"
+    
+    # Default to US stock
+    return symbol, "USStock"
+
+
+def format_display_symbol(ib_symbol: str, exchange: str) -> str:
+    """
+    Convert IB contract format back to display format.
+    
+    Args:
+        ib_symbol: IB symbol
+        exchange: Exchange code
+        
+    Returns:
+        Display symbol
+    """
+    if exchange == "SEHK":
+        # HK stock: pad to 4 digits, add .HK
+        padded = ib_symbol.zfill(4)
+        return f"{padded}.HK"
+    return ib_symbol