def run_tianqin_code(bid, user_id, pwd, td_url):
api = TqApi(TqAccount(bid, user_id, pwd),
auth="[email protected],MaYanQiong",
_stock=True,
_td_url=td_url,
debug="c.log")
is_ctp = False if bid == "快期模拟" else True
account = api.get_account()
if bid == "快期模拟":
assert account.ctp_balance == '-' or math.isnan(account.ctp_balance)
assert account.ctp_available == '-' or math.isnan(
account.ctp_available)
else:
logger.info(f"{account.ctp_balance}, {account.ctp_available}")
logger.info(f"{'='*30} 登录成功后，账户初始状态 {'='*30}")
positions = api._data["trade"][user_id]["positions"]
orders = api._data["trade"][user_id]["orders"]
check_orders(orders, api, is_ctp)
check_positions(positions, api, is_ctp)
check_account(account, positions, is_ctp)
check_risk_rule(api, None)
check_risk_data(api, "SSE.10002504")
api.set_risk_management_rule("SZSE", True)
logger.info(f"{'='*12} 期权 开仓 {'='*12}")
# quote = api.get_quote("SZSE.91000999") # ETF 期权 SSE.10002504
# print(quote)
# 挂单
# order = api.insert_order(symbol="SSE.10002504", direction="BUY", offset="OPEN", limit_price=quote.lower_limit + quote.price_tick, volume=2)
# order = api.insert_order(symbol="SSE.10002504", direction="SELL", offset="OPEN", limit_price=quote.upper_limit - quote.price_tick, volume=2)
# 可成交
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=3)
# 可成交 FAK 下单失败,CTP:交易所不支持的价格类型
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FAK")
# 可成交 FOK
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FOK")
# BEST
order = api.insert_order(symbol="SZSE.91000999",
direction="BUY",
offset="OPEN",
limit_price="BEST",
volume=5)
# BEST FOK 下单失败,已撤单报单被拒绝12038，合约代码:SSE.10002513，下单方向:买，开平标志:开仓，委托价格:最优价，委托手数:3
# order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=3, advanced="FOK")
# any_price 通知: 下单失败,CTP:交易所不支持的价格类型
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", volume=3)
# FIVELEVEL 通知: 下单失败,CTP:交易所不支持的价格类型
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price="FIVELEVEL", volume=3)
api.wait_update()
# api.cancel_order(order)
while order.status == "ALIVE":
api.wait_update()
check_all(api, bid, user_id)
# check_risk_rule(api,None)
check_risk_data(api, "SZSE.91000999")
api.close()
def run_tianqin_code(bid, user_id, pwd, td_url):
api = TqApi(TqAccount(bid, user_id, pwd), auth="[email protected],MaYanQiong", _stock=True,
_md_url="wss://nfmd.shinnytech.com/t/nfmd/front/mobile", _td_url=td_url)
print(api._md_url)
is_ctp = False if bid == "快期模拟" else True
account = api.get_account()
if bid == "快期模拟":
assert account.ctp_balance == '-' or math.isnan(account.ctp_balance)
assert account.ctp_available == '-' or math.isnan(account.ctp_available)
else:
logger.info(f"{account.ctp_balance}, {account.ctp_available}")
logger.info(f"{'='*30} 登录成功后，账户初始状态 {'='*30}")
positions = api._data["trade"][user_id]["positions"]
orders = api._data["trade"][user_id]["orders"]
check_orders(orders, api, is_ctp)
check_positions(positions, api, is_ctp)
check_account(account, positions, is_ctp)
logger.info(f"{'='*12} 期权 开仓 {'='*12}")
quote = api.get_quote("CZCE.RM105") # ETF 期权
print(quote)
# 挂单
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.lower_limit + quote.price_tick, volume=2)
# 可成交
order = api.insert_order(symbol="CZCE.RM105", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=1)
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=3)
# 可成交 FAK 下单失败,CTP:交易所不支持的价格类型
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FAK")
# 可成交 FOK
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FOK")
# BEST
# order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=10)
# BEST FOK 下单失败,已撤单报单被拒绝12038，合约代码:SSE.10002513，下单方向:买，开平标志:开仓，委托价格:最优价，委托手数:3
# order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=3, advanced="FOK")
# any_price 通知: 下单失败,CTP:交易所不支持的价格类型
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", volume=3)
# FIVELEVEL 通知: 下单失败,CTP:交易所不支持的价格类型
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price="FIVELEVEL", volume=3)
while order.status == "ALIVE":
api.wait_update()
api.wait_update()
api.wait_update()
check_all(api, bid, user_id)
# logger.info(f"{'='*30} 发平仓挂单 {'='*30}")
# positions = api._data["trade"][user_id]["positions"]
# for pos in positions.values():
# symbol = f"{pos.exchange_id}.{pos.instrument_id}"
# quote = api.get_quote(symbol)
# if pos.pos_long > 0:
# api.insert_order(symbol=symbol, direction="SELL", offset="CLOSE",
# limit_price=quote.upper_limit - quote.price_tick,
# volume=pos.pos_long)
# if pos.pos_short > 0:
# api.insert_order(symbol=symbol, direction="BUY", offset="CLOSE",
# limit_price=quote.lower_limit + quote.price_tick,
# volume=pos.pos_short)
# check_all(api, bid, user_id)
api.close()
from otg_check_helper import check_orders, check_positions, check_account, check_risk_rule, check_risk_data, check_all
from test_for_etf.base_info import bid, user_id, pwd, td_url, test_logger
if __name__ == '__main__':
api = TqApi(TqAccount(bid, user_id, pwd),
auth="ringo,Shinnytech123",
_stock=True,
_td_url=td_url)
# 成交持仓比风控规则
rule = api.set_risk_management_rule("SSE",
True,
trade_units_limit=6,
trade_position_ratio_limit=150)
test_logger.info(f"{'='*12} 期权 开仓 {'='*12}")
symbol = "SSE.10002477"
quote = api.get_quote(symbol) # ETF 期权
# 挂单
buy_order = api.insert_order(symbol=symbol,
direction="BUY",
offset="OPEN",
limit_price=quote.ask_price1,
volume=10)
while buy_order.status == "ALIVE":
api.wait_update()
check_all(api, bid, user_id)
check_risk_rule(api, None)
check_risk_data(api, symbol)
api.close()
def run_tianqin_code(bid, user_id, pwd, td_url):
api = TqApi(TqAccount(bid, user_id, pwd),
auth="[email protected],MaYanQiong",
_td_url=td_url)
is_ctp = False if bid == "快期模拟" else True
account = api.get_account()
if bid == "快期模拟":
assert account.ctp_balance == '-' or math.isnan(account.ctp_balance)
assert account.ctp_available == '-' or math.isnan(
account.ctp_available)
else:
logger.info(f"{account.ctp_balance}, {account.ctp_available}")
logger.info(f"{'='*30} 登录成功后，账户初始状态 {'='*30}")
positions = api._data["trade"][user_id]["positions"]
orders = api._data["trade"][user_id]["orders"]
check_orders(orders, api, is_ctp)
check_positions(positions, api, is_ctp)
check_account(account, positions, is_ctp)
logger.info(f"{'='*30} 全部撤单 & 全部平仓 {'='*30}")
for order in orders.values():
if order.status != "FINISHED":
api.cancel_order(order)
for pos in positions.values():
symbol = f"{pos.exchange_id}.{pos.instrument_id}"
quote = api.get_quote(symbol)
if pos.pos_long > 0:
api.insert_order(symbol=symbol,
direction="SELL",
offset="CLOSE",
limit_price=quote.bid_price1,
volume=pos.pos_long)
if pos.pos_short > 0:
api.insert_order(symbol=symbol,
direction="BUY",
offset="CLOSE",
limit_price=quote.ask_price1,
volume=pos.pos_short)
while True:
api.wait_update(deadline=time.time() + 30)
# 全部持仓清 0
is_all_clear = True
for pos in positions.values():
if pos.pos_long > 0 or pos.pos_short > 0:
is_all_clear = False
for order in orders.values():
if order.status != "FINISHED":
is_all_clear = False
if is_all_clear:
logger.info("全部撤单 & 全部平仓 ok")
break
else:
logger.info("还没完成全部撤单 & 全部平仓")
logger.info(f"{'='*12} 期货 开仓 {'='*12}")
quote = api.get_quote("CZCE.RM105")
api.insert_order(symbol="CZCE.RM105",
direction="BUY",
offset="OPEN",
limit_price=quote.lower_limit + quote.price_tick,
volume=2)
api.insert_order(symbol="CZCE.RM105",
direction="BUY",
offset="OPEN",
limit_price=quote.ask_price1,
volume=3)
quote1 = api.get_quote("CZCE.CF105")
api.insert_order(symbol="CZCE.CF105",
direction="SELL",
offset="OPEN",
limit_price=quote1.upper_limit - quote1.price_tick,
volume=2)
api.insert_order(symbol="CZCE.CF105",
direction="SELL",
offset="OPEN",
limit_price=quote1.bid_price1,
volume=3)
check_all(api, bid, user_id)
# logger.info(f"{'='*12} 期权 开仓 {'='*12}")
# quote = api.get_quote("CZCE.RM009C2300")
# api.insert_order(symbol="CZCE.RM009C2300", direction="BUY", offset="OPEN",
# limit_price=quote.lower_limit + quote.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.RM009C2300", direction="BUY", offset="OPEN", limit_price=quote.ask_price1,
# volume=3)
# quote1 = api.get_quote("CZCE.CF009C11600")
# api.insert_order(symbol="CZCE.CF009C11600", direction="SELL", offset="OPEN",
# limit_price=quote1.upper_limit - quote1.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.CF009C11600", direction="SELL", offset="OPEN", limit_price=quote1.bid_price1,
# volume=3)
#
# quote2 = api.get_quote("CZCE.RM009P2300")
# api.insert_order(symbol="CZCE.RM009P2300", direction="BUY", offset="OPEN",
# limit_price=quote2.lower_limit + quote2.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.RM009P2300", direction="BUY", offset="OPEN", limit_price=quote2.ask_price1,
# volume=3)
# quote3 = api.get_quote("CZCE.CF009C11600")
# api.insert_order(symbol="CZCE.CF009P11600", direction="SELL", offset="OPEN",
# limit_price=quote3.upper_limit - quote3.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.CF009P11600", direction="SELL", offset="OPEN", limit_price=quote3.bid_price1,
# volume=3)
# PUT
# check_all(api, bid, user_id)
# logger.info(f"{'='*30} 发平仓挂单 {'='*30}")
# positions = api._data["trade"][user_id]["positions"]
# for pos in positions.values():
# symbol = f"{pos.exchange_id}.{pos.instrument_id}"
# quote = api.get_quote(symbol)
# if pos.pos_long > 0:
# api.insert_order(symbol=symbol, direction="SELL", offset="CLOSE",
# limit_price=quote.upper_limit - quote.price_tick,
# volume=pos.pos_long)
# if pos.pos_short > 0:
# api.insert_order(symbol=symbol, direction="BUY", offset="CLOSE",
# limit_price=quote.lower_limit + quote.price_tick,
# volume=pos.pos_short)
# check_all(api, bid, user_id)
api.close()
#!/usr/bin/env python
# -*- coding: utf-8 -*-
"""
登录并打印账户信息
"""
import logging
from tqsdk import TqApi, TqAccount
from otg_check_helper import check_orders, check_positions, check_account, check_risk_rule, check_risk_data, check_all
from test_for_etf.base_info import bid, user_id, pwd, td_url, test_logger
if __name__ == '__main__':
api = TqApi(TqAccount(bid, user_id, pwd),
url=td_url,
auth="ringo,Shinnytech123")
check_all(api, bid, user_id, show_risk=True)
test_logger.info(f"{'='*12} 期权 卖开仓 {'='*12}")
symbol = "SSE.10002477" # ETF 期权
quote = api.get_quote(symbol) # ETF 期权
order = api.insert_order(symbol=symbol,
direction="SELL",
offset="OPEN",
limit_price=quote.ask_price1,
volume=3)
api.wait_update()
api.cancel_order(order)
while order.status == "ALIVE":
api.wait_update()
api.close()
