Quantitative-Trading-Platform/examples/demo_moomoo.py

#!/usr/bin/env python3
"""
Demonstration of Moomoo API connector usage.
"""

import sys
import os
sys.path.insert(0, os.path.dirname(os.path.dirname(__file__)))

import logging
from datetime import datetime, timedelta
from data.connectors import Interval, create_moomoo_client

# Configure logging
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger(__name__)


def demo_historical_data():
    """Demonstrate fetching historical OHLCV data."""
    print("\n=== Historical Data Demo ===")
    
    # Create client in mock mode (no API key needed)
    client = create_moomoo_client(mock_mode=True)
    
    # Define parameters
    symbol = "AAPL"
    interval = Interval.DAY_1
    end_date = datetime.now()
    start_date = end_date - timedelta(days=30)
    
    print(f"Fetching {interval.value} data for {symbol}")
    print(f"Date range: {start_date.date()} to {end_date.date()}")
    
    try:
        # Fetch data
        ohlcv_data = client.get_ohlcv(
            symbol=symbol,
            interval=interval,
            start_date=start_date,
            end_date=end_date,
            limit=10  # Limit to 10 data points for demo
        )
        
        print(f"Retrieved {len(ohlcv_data)} data points:")
        for i, point in enumerate(ohlcv_data[:3]):  # Show first 3
            print(f"  {i+1}. {point.timestamp.date()}: "
                  f"O={point.open:.2f}, H={point.high:.2f}, "
                  f"L={point.low:.2f}, C={point.close:.2f}, "
                  f"V={point.volume:,.0f}")
        if len(ohlcv_data) > 3:
            print(f"  ... and {len(ohlcv_data) - 3} more")
        
        # Show some metrics
        if ohlcv_data:
            closes = [point.close for point in ohlcv_data]
            avg_close = sum(closes) / len(closes)
            print(f"\nAverage closing price: ${avg_close:.2f}")
            
    except Exception as e:
        print(f"Error fetching historical data: {e}")


def demo_instrument_info():
    """Demonstrate fetching instrument metadata."""
    print("\n=== Instrument Info Demo ===")
    
    client = create_moomoo_client(mock_mode=True)
    symbol = "TSLA"
    
    print(f"Fetching instrument info for {symbol}")
    
    try:
        info = client.get_instrument_info(symbol)
        
        print(f"Symbol: {info.symbol}")
        print(f"Name: {info.name}")
        print(f"Exchange: {info.exchange}")
        print(f"Currency: {info.currency}")
        print(f"Lot Size: {info.lot_size}")
        print(f"Min Price Increment: {info.min_price_increment}")
        print(f"Trading Hours: {info.trading_hours}")
        print(f"Tradable: {info.is_tradable}")
        
    except Exception as e:
        print(f"Error fetching instrument info: {e}")


def demo_real_time_subscription():
    """Demonstrate real-time subscription (mock)."""
    print("\n=== Real-time Subscription Demo ===")
    
    client = create_moomoo_client(mock_mode=True)
    
    def on_ohlcv_update(ohlcv):
        print(f"[{ohlcv.timestamp.time()}] {ohlcv.symbol} {ohlcv.interval.value}: "
              f"C={ohlcv.close:.2f}, V={ohlcv.volume:,.0f}")
    
    # Subscribe to mock real-time updates
    symbols = ["AAPL", "GOOGL"]
    interval = Interval.MINUTE_1
    
    print(f"Subscribing to {', '.join(symbols)} for {interval.value} updates")
    print("Mock updates will arrive every second for 5 seconds...")
    
    client.subscribe_ohlcv(symbols, interval, on_ohlcv_update)
    
    # Let it run for a few seconds
    import time
    time.sleep(5)
    
    # Unsubscribe
    client.unsubscribe(symbols)
    print("Unsubscribed.")


def demo_health_metrics():
    """Demonstrate health metrics."""
    print("\n=== Health Metrics Demo ===")
    
    client = create_moomoo_client(mock_mode=True)
    
    # Make some requests to generate metrics
    try:
        client.get_instrument_info("MSFT")
        client.get_ohlcv(
            symbol="MSFT",
            interval=Interval.DAY_1,
            start_date=datetime.now() - timedelta(days=7),
            end_date=datetime.now(),
            limit=5
        )
    except:
        pass
    
    metrics = client.get_health_metrics()
    
    print("Client Health Metrics:")
    for key, value in metrics.items():
        print(f"  {key}: {value}")


def main():
    """Run all demos."""
    print("Moomoo API Connector Demonstration")
    print("=" * 40)
    
    demo_historical_data()
    demo_instrument_info()
    demo_real_time_subscription()
    demo_health_metrics()
    
    print("\n" + "=" * 40)
    print("Demo complete!")


if __name__ == "__main__":
    main()