feat: add taiwan_stock_info_with_warrant, taiwan_stock_tick_snapshot,…

… taiwan_futures_snapshot, taiwan_options_snapshot (#258)

* feat: add taiwan_stock_info_with_warrant, taiwan_stock_tick_snapshot

* feat: add taiwan_futures_snapshot, taiwan_options_snapshot

FinMind/data/data_loader.py

@@ -27,7 +27,27 @@ def taiwan_stock_info(self, timeout: int = None) -> pd.DataFrame:
         )
         return stock_info
 
-    def taiwan_securities_trader_info(self, timeout: int = None) -> pd.DataFrame:
+    def taiwan_stock_info_with_warrant(
+        self, timeout: int = None
+    ) -> pd.DataFrame:
+        """get 台股總覽(包含權證)
+        :param timeout (int): timeout seconds, default None
+
+        :return: 台股總覽 TaiwanStockInfoWithWarrant
+        :rtype pd.DataFrame
+        :rtype column industry_category (str)
+        :rtype column stock_id (str)
+        :rtype column stock_name (str)
+        :rtype column type (str)
+        """
+        stock_info = self.get_data(
+            dataset=Dataset.TaiwanStockInfoWithWarrant, timeout=timeout
+        )
+        return stock_info
+
+    def taiwan_securities_trader_info(
+        self, timeout: int = None
+    ) -> pd.DataFrame:
         """get 證券商資訊表
         :param timeout (int): timeout seconds, default None
 
@@ -1461,6 +1481,125 @@ def us_stock_price(
         )
         return stock_price
 
+    def taiwan_stock_tick_snapshot(
+        self,
+        stock_id: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 台股即時資訊 taiwan_stock_tick_snapshot (只限 sponsor 會員使用)
+        :param stock_id (str): 股票代號("2330")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 台股即時資訊 taiwan_stock_tick_snapshot
+        :rtype pd.DataFrame
+        :rtype column open (float)
+        :rtype column high (float)
+        :rtype column low (float)
+        :rtype column close (float)
+        :rtype column change_price (float)
+        :rtype column change_rate (float)
+        :rtype column average_price (float)
+        :rtype column volume (int)
+        :rtype column total_volume (int)
+        :rtype column amount (int)
+        :rtype column total_amount (int)
+        :rtype column yesterday_volume (int)
+        :rtype column buy_price (float)
+        :rtype column buy_volume (int)
+        :rtype column sell_price (float)
+        :rtype column sell_volume (int)
+        :rtype column volume_ratio (float)
+        :rtype column date (str)
+        :rtype column stock_id (str)
+        :rtype column TickType (int)
+        """
+        taiwan_stock_tick_snapshot = self.get_taiwan_stock_tick_snapshot(
+            dataset=Dataset.TaiwanStockTickSnapshot,
+            data_id=stock_id,
+            timeout=timeout,
+        )
+        return taiwan_stock_tick_snapshot
+
+    def taiwan_futures_snapshot(
+        self,
+        futures_id: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 台股期貨即時資訊 taiwan_futures_snapshot (只限 sponsor 會員使用)
+        (目前支援台指期、約 10 秒更新一次)
+        :param futures_id (str): 股票代號("TXF")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 台股期貨即時資訊 taiwan_futures_snapshot
+        :rtype pd.DataFrame
+        :rtype column open (float)
+        :rtype column high (float)
+        :rtype column low (float)
+        :rtype column close (float)
+        :rtype column change_price (float)
+        :rtype column change_rate (float)
+        :rtype column average_price (float)
+        :rtype column volume (int)
+        :rtype column total_volume (int)
+        :rtype column amount (int)
+        :rtype column total_amount (int)
+        :rtype column yesterday_volume (int)
+        :rtype column buy_price (float)
+        :rtype column buy_volume (int)
+        :rtype column sell_price (float)
+        :rtype column sell_volume (int)
+        :rtype column volume_ratio (float)
+        :rtype column date (str)
+        :rtype column futures_id (str)
+        :rtype column TickType (int)
+        """
+        futures_snapshot = self.get_taiwan_futures_snapshot(
+            dataset=Dataset.TaiwanFuturesSnapshot,
+            data_id=futures_id,
+            timeout=timeout,
+        )
+        return futures_snapshot
+
+    def taiwan_options_snapshot(
+        self,
+        options_id: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """get 台股選擇權即時資訊 taiwan_options_snapshot (只限 sponsor 會員使用)
+        (目前支援台指選擇權、約 10 秒更新一次)
+        :param options_id (str): 股票代號("TXO")
+        :param timeout (int): timeout seconds, default None
+
+        :return: 台股選擇權即時資訊 taiwan_options_snapshot
+        :rtype pd.DataFrame
+        :rtype column open (float)
+        :rtype column high (float)
+        :rtype column low (float)
+        :rtype column close (float)
+        :rtype column change_price (float)
+        :rtype column change_rate (float)
+        :rtype column average_price (float)
+        :rtype column volume (int)
+        :rtype column total_volume (int)
+        :rtype column amount (int)
+        :rtype column total_amount (int)
+        :rtype column yesterday_volume (int)
+        :rtype column buy_price (float)
+        :rtype column buy_volume (int)
+        :rtype column sell_price (float)
+        :rtype column sell_volume (int)
+        :rtype column volume_ratio (float)
+        :rtype column date (str)
+        :rtype column options_id (str)
+        :rtype column TickType (int)
+        """
+        options_snapshot = self.get_taiwan_options_snapshot(
+            dataset=Dataset.TaiwanOptionsSnapshot,
+            data_id=options_id,
+            timeout=timeout,
+        )
+        return options_snapshot
+
 
 class Feature:
     def __init__(self, data_loader: DataLoader):

FinMind/data/finmind_api.py

@@ -136,6 +136,80 @@ def get_data(
         response = request_get(url, params, timeout).json()
         return pd.DataFrame(response["data"])
 
+    def get_taiwan_stock_tick_snapshot(
+        self,
+        dataset: Dataset,
+        data_id: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """
+        :param params: finmind api參數
+        :return:
+        """
+        params = dict(
+            dataset=dataset,
+            data_id=data_id,
+            user_id=self.__user_id,
+            password=self.__password,
+            token=self.__api_token,
+            device=self.__device,
+        )
+        params = self._compatible_api_version(params)
+        url = (
+            f"{self.__api_url}/{self.__api_version}/taiwan_stock_tick_snapshot"
+        )
+        logger.debug(params)
+        response = request_get(url, params, timeout).json()
+        return pd.DataFrame(response["data"])
+
+    def get_taiwan_futures_snapshot(
+        self,
+        dataset: Dataset,
+        data_id: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """
+        :param params: finmind api參數
+        :return:
+        """
+        params = dict(
+            dataset=dataset,
+            data_id=data_id,
+            user_id=self.__user_id,
+            password=self.__password,
+            token=self.__api_token,
+            device=self.__device,
+        )
+        params = self._compatible_api_version(params)
+        url = f"{self.__api_url}/{self.__api_version}/taiwan_futures_snapshot"
+        logger.debug(params)
+        response = request_get(url, params, timeout).json()
+        return pd.DataFrame(response["data"])
+
+    def get_taiwan_options_snapshot(
+        self,
+        dataset: Dataset,
+        data_id: str = "",
+        timeout: int = None,
+    ) -> pd.DataFrame:
+        """
+        :param params: finmind api參數
+        :return:
+        """
+        params = dict(
+            dataset=dataset,
+            data_id=data_id,
+            user_id=self.__user_id,
+            password=self.__password,
+            token=self.__api_token,
+            device=self.__device,
+        )
+        params = self._compatible_api_version(params)
+        url = f"{self.__api_url}/{self.__api_version}/taiwan_options_snapshot"
+        logger.debug(params)
+        response = request_get(url, params, timeout).json()
+        return pd.DataFrame(response["data"])
+
     def get_datalist(self, dataset: str, timeout: int = None) -> pd.DataFrame:
         # 測試不支援以token方式獲取
         if not self.__user_id:

FinMind/schema/data.py

@@ -32,6 +32,7 @@ class Dataset(str, Enum):
     USStockPrice = "USStockPrice"
     TaiwanStockDividendResult = "TaiwanStockDividendResult"
     TaiwanStockInfo = "TaiwanStockInfo"
+    TaiwanStockInfoWithWarrant = "TaiwanStockInfoWithWarrant"
     TaiwanStockSecuritiesLending = "TaiwanStockSecuritiesLending"
     TaiwanFutOptTickInfo = "TaiwanFutOptTickInfo"
     TaiwanFutOptDailyInfo = "TaiwanFutOptDailyInfo"
@@ -69,6 +70,9 @@ class Dataset(str, Enum):
     TaiwanStockGovernmentBankBuySell = "TaiwanStockGovernmentBankBuySell"
     TaiwanSecuritiesTraderInfo ="TaiwanSecuritiesTraderInfo"
     TaiwanStockMarketValue = "TaiwanStockMarketValue"
+    TaiwanStockTickSnapshot = "taiwan_stock_tick_snapshot"
+    TaiwanFuturesSnapshot = "taiwan_futures_snapshot"
+    TaiwanOptionsSnapshot = "taiwan_options_snapshot"
 
 
 class Version(str, Enum):

tests/data/test_data_loader.py

@@ -145,11 +145,27 @@ def test_taiwan_stock_info(data_loader):
         ["industry_category", "stock_id", "stock_name", "type", "date"],
     )
 
+
+def test_taiwan_stock_info_with_warrant(data_loader):
+    stock_info = data_loader.taiwan_stock_info_with_warrant()
+    assert_data(
+        stock_info,
+        ["industry_category", "stock_id", "stock_name", "type", "date"],
+    )
+    assert len(stock_info) > 10000
+
+
 def test_taiwan_securities_trader_info(data_loader):
     securities_trader_info = data_loader.taiwan_securities_trader_info()
     assert_data(
         securities_trader_info,
-        ["securities_trader_id", "securities_trader", "date", "address", "phone"],
+        [
+            "securities_trader_id",
+            "securities_trader",
+            "date",
+            "address",
+            "phone",
+        ],
     )
 
 
@@ -216,7 +232,7 @@ def test_taiwan_stock_daily(data_loader):
     ),
     (
         {
-            "stock_id": "00774C", # 股利資料時間晚於股價資料時間
+            "stock_id": "00774C",  # 股利資料時間晚於股價資料時間
             "start_date": "1900-01-01",
             "end_date": "2023-04-22",
             "expect_result": {