def __init__(self, market_type, frequence,):
self.user = QA_User()
self.if_settled = False
self.account = None
self.portfolio = None
self.market = QA_Market()
self.market_type = market_type
self.frequence = frequence
self.broker = QA_SPEBroker()
self.broker_name = 'shipane_broker'
self.ingest_data = None
class TradeInfoHandler(QABaseHandler):
"""trade 信息查询句柄
Arguments:
QABaseHandler {[type]} -- [description]
?func=ping ping 服务器
?func=clients 查询当前的可用客户端
?func=accounts 查询当前的账户
?func=positions&account=xxx 查询账户持仓
?func=orders&status 查询订单
下单/撤单功能不在此handler提供
"""
broker = QA_SPEBroker()
def funcs(self, func, account, *args, **kwargs):
if func == 'ping':
data = self.broker.query_clients()
return data
elif func == 'clients':
data = self.broker.query_clients()
return data
elif func == 'accounts':
data = self.broker.query_accounts(account)
return data
elif func == 'positions':
data = self.broker.query_positions(account)
if isinstance(data, dict):
data['hold_available'] = data['hold_available'].to_dict()
return data
elif func == 'orders':
status = self.get_argument('status', '')
return self.broker.query_orders(account, status)
elif func == 'cancel_order':
orderid = self.get_argument('orderid')
return self.broker.cancel_order(account, orderid)
def get(self):
func = self.get_argument('func', 'ping')
account = self.get_argument('account', None)
print(account)
print(func)
data = self.funcs(func, account)
print(data)
if isinstance(data, pd.DataFrame):
self.write({'result': QA_util_to_json_from_pandas(data)})
else:
self.write({'result': data})
class QATrade_Realtime():
def __init__(self, market_type, frequence,):
self.user = QA_User()
self.if_settled = False
self.account = None
self.portfolio = None
self.market = QA_Market()
self.market_type = market_type
self.frequence = frequence
self.broker = QA_SPEBroker()
self.broker_name = 'shipane_broker'
self.ingest_data = None
@property
def now(self):
return datetime.datetime.now()
def load_account(self, account):
# 通过 broke名字 新建立一个 QAAccount 放在的中 session字典中 session 是 { 'cookie' , QAAccount }
self.market.login(self.broker_name, account.account_cookie, account)
def start_market(self):
"""
start the market thread and register backtest broker thread
QAMarket 继承QATrader， QATrader 中有 trade_engine属性 ， trade_engine类型是QA_Engine从 QA_Thread继承
"""
# 启动 trade_engine 线程
self.market.start()
# 注册 backtest_broker ，并且启动和它关联线程QAThread 存放在 kernels 词典中， { 'broker_name': QAThread }
self.market.register(self.broker_name, self.broker)
def run(self):
"""generator driven data flow
"""
# 如果出现了日期的改变 才会进行结算的事件
_date = None
while QA_util_if_tradetime(self.now):
for data in self.ingest_data: # 对于在ingest_data中的数据
# <class 'QUANTAXIS.QAData.QADataStruct.QA_DataStruct_Stock_day'>
date = data.date[0]
if self.market_type is MARKET_TYPE.STOCK_CN: # 如果是股票市场
if _date != date: # 如果新的date
# 前一天的交易日已经过去
# 往 broker 和 account 发送 settle 事件
try:
self.market.trade_engine.join()
# time.sleep(2)
self.market._settle(self.broker_name)
except Exception as e:
raise e
# 基金 指数 期货
elif self.market_type in [MARKET_TYPE.FUND_CN, MARKET_TYPE.INDEX_CN, MARKET_TYPE.FUTURE_CN]:
self.market._settle(self.broker_name)
# print(data)
self.broker.run(
QA_Event(event_type=ENGINE_EVENT.UPCOMING_DATA, market_data=data))
# 生成 UPCOMING_DATA 事件放到 队列中去执行
self.market.upcoming_data(self.broker_name, data)
self.market.trade_engine.join()
_date = date