TIANHE
91 lines
2.2 KiB
Python
91 lines
2.2 KiB
Python
"""
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Symbol Mapping and Conversion
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Converts QuantDinger system symbols to IB contract format.
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"""
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from typing import Tuple, Optional
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def normalize_symbol(symbol: str, market_type: str) -> Tuple[str, str, str]:
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"""
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Convert system symbol to IB contract parameters.
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Args:
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symbol: Symbol code in the system
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market_type: Market type (USStock, HShare)
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Returns:
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(ib_symbol, exchange, currency)
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"""
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symbol = (symbol or "").strip().upper()
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market_type = (market_type or "").strip()
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if market_type == "USStock":
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# US stocks: AAPL, TSLA, GOOGL
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# Use SMART routing for best execution
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return symbol, "SMART", "USD"
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elif market_type == "HShare":
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# Hong Kong stock formats:
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# - 0700.HK -> 700
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# - 00700 -> 700
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# - 700 -> 700
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ib_symbol = symbol
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# Remove .HK suffix
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if ib_symbol.endswith(".HK"):
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ib_symbol = ib_symbol[:-3]
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# Remove leading zeros
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ib_symbol = ib_symbol.lstrip("0") or "0"
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return ib_symbol, "SEHK", "HKD"
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else:
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# Default to US stock
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return symbol, "SMART", "USD"
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def parse_symbol(symbol: str) -> Tuple[str, Optional[str]]:
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"""
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Parse symbol and auto-detect market type.
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Args:
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symbol: Symbol code
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Returns:
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(clean_symbol, market_type)
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"""
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symbol = (symbol or "").strip().upper()
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# HK stock: ends with .HK or all digits
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if symbol.endswith(".HK"):
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return symbol, "HShare"
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# All digits (likely HK stock code)
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clean = symbol.lstrip("0")
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if clean.isdigit() and len(clean) <= 5:
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return symbol, "HShare"
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# Default to US stock
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return symbol, "USStock"
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def format_display_symbol(ib_symbol: str, exchange: str) -> str:
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"""
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Convert IB contract format back to display format.
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Args:
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ib_symbol: IB symbol
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exchange: Exchange code
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Returns:
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Display symbol
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"""
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if exchange == "SEHK":
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# HK stock: pad to 4 digits, add .HK
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padded = ib_symbol.zfill(4)
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return f"{padded}.HK"
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return ib_symbol
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