def sub(self, codes, subType, port):
#行情上下文实例
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=port)
quote_ctx.start()
# 判断监听类型
subType_index = SubAType.subTypes.index(subType)
print('subType_index = %s' % subType_index)
handler = None
if subType_index is SubAType.subTypes.index(SubType.QUOTE):
handler = StockQuoteTest()
elif subType_index is SubAType.subTypes.index(SubType.ORDER_BOOK):
handler = OrderBookTest()
elif subType_index is SubAType.subTypes.index(SubType.TICKER):
handler = TickerTest()
elif subType_index is SubAType.subTypes.index(SubType.RT_DATA):
handler = RTDataTest()
elif subType_index is SubAType.subTypes.index(SubType.BROKER):
handler = BrokerTest()
else:
handler = CurKlineTest()
# 设置监听
handler.set_loggerDir(self.dir)
quote_ctx.set_handler(handler)
# 触发订阅
ret_code_sub, ret_data_sub = quote_ctx.subscribe(codes, subType)
print(quote_ctx.query_subscription())
#记录订阅结果
self.logger.info('subType = ' + subType + ' ret_code_sub = ' +
str(ret_code_sub) + ' ret_data_sub = ' +
str(ret_data_sub))
return ret_code_sub
def test_maxReqPerSec_get_cur_kline(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
ktype = SubType.K_DAY
quote_ctx.subscribe(code_list=code, subtype_list=ktype)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.get_cur_kline(code=code,
ktype=ktype,
num=10)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_cur_kline req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.unsubscribe(code_list=code, subtype_list=ktype)
quote_ctx.close()
self.logger.info('get_cur_kline req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def test3(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
ret_code, ret_data = quote_ctx.get_stock_basicinfo(
Market.HK, SecurityType.STOCK)
codes = ['HK.00700', 'HK.01752', 'SZ.000858', 'SH.600109', 'US.GOOG']
subTypes = SubType.RT_DATA
print(quote_ctx.unsubscribe(codes, subTypes))
def test_maxReqPerSec_get_broker_queue(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
ktype = SubType.BROKER
quote_ctx.subscribe(code_list=code, subtype_list=ktype)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, bid_frame_table, ask_frame_table = quote_ctx.get_broker_queue(
code=code)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('get_broker_queue req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' +
bid_frame_table + ask_frame_table)
quote_ctx.unsubscribe(code_list=code, subtype_list=ktype)
quote_ctx.close()
self.logger.info('get_broker_queue req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def sub(self):
#日志
logger_dir = time.strftime('%Y-%m-%d', time.localtime(time.time()))
self.logger = Logs().getNewLogger(name=self.__class__.__name__,
dir=logger_dir)
#行情上下文实例
# quote_ctx = futuquant.OpenQuoteContext(host= host, port= port_kweek )
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
# 设置监听
handler = CurKlineTest() #周K
handler.set_loggerDir(logger_dir)
quote_ctx.set_handler(handler)
#订阅
sub_weight = 2 #订阅权重
sub_limit = 500
# codes_len = sub_limit//sub_weight
codes_len = 100
codes = get_codes_cvs()[0:codes_len]
subtype = SubType.K_WEEK #订阅类型
ret_code_sub, ret_data_sub = quote_ctx.subscribe(codes, subtype)
# 记录订阅结果
self.logger.info('subType = ' + subtype + ' ret_code_sub = ' +
str(ret_code_sub) + ' ret_data_sub = ' +
str(ret_data_sub))
def test_maxReqPerSec_unsubscribe(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
#获取测试股票
stock_types = [
SecurityType.STOCK, SecurityType.WARRANT, SecurityType.ETF,
SecurityType.BOND, SecurityType.IDX
]
codes = []
for stock_type in stock_types:
ret_code, ret_data = quote_ctx.get_stock_basicinfo(
market=Market.HK, stock_type=stock_type)
codes += ret_data['code'].tolist()
#订阅，创造反订阅的条件
subtype = SubType.K_1M
quote_ctx.subscribe(code_list=codes, subtype_list=subtype)
# time.sleep(61)
req_times_succ = 0
req_times_total = 0
t_start = time.time()
while time.time() <= (t_start + 1):
ret_code, ret_data = quote_ctx.unsubscribe(
code_list=codes[req_times_total], subtype_list=subtype)
req_times_total += 1
if ret_code is RET_OK:
req_times_succ += 1
else:
self.logger.info('unsubscribe req_times_total = ' +
str(req_times_total) + ' ret_code = ' +
str(ret_code) + ' ret_data = ' + ret_data)
quote_ctx.close()
self.logger.info('unsubscribe req_times_total = ' +
str(req_times_total) + ' req_times_succ = ' +
str(req_times_succ))
def main():
quote_ctx = ft.OpenQuoteContext(host=futud_host, port=futud_port)
# ret, data = quote_ctx.get_market_snapshot('HK.00700')
# data.to_csv("tmp_0700.csv", index=False)
# print(data.iloc[:, 0:4])
ret_subscribe = quote_ctx.subscribe(stock_code_list, [
SubType.QUOTE, SubType.TICKER, SubType.BROKER, SubType.ORDER_BOOK,
SubType.RT_DATA
])
print(ret_subscribe)
quote_ctx.start()
stock_quote_handler = StockQuoteHandler(quote_ctx)
quote_ctx.set_handler(stock_quote_handler)
# rt_data_handler = RTDataHandler()
# quote_ctx.set_handler(rt_data_handler)
print("...before sleeping")
time.sleep(60 * 60)
print("...end sleeping")
quote_ctx.close()
return
def test2(self):
# 经纪队列
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00700'
quote_ctx.set_handler(BrokerTest())
quote_ctx.subscribe(code, SubType.BROKER)
print(quote_ctx.get_broker_queue(code))
def __init__(self):
self.last_dbcheck_time = 0 #最后一次查看db的时间
self.todo_orders = None #所有待触发的订单
self.order_db = db_util()
self.order_db.init_db()
self.auto_trade = auto_trade("config.ini")
self.quote_context = ft.OpenQuoteContext(host='127.0.0.1', port=11111)
def sub_K_100(self):
#挂机测稳定性：K线种类数（8）*股票个数<=100
kTypes = [
SubType.K_1M, SubType.K_5M, SubType.K_15M, SubType.K_30M,
SubType.K_60M, SubType.K_DAY, SubType.K_WEEK, SubType.K_MON
]
limit = 100
code_list = get_codes_cvs()
# 上下文实例
quote_ctx = futuquant.OpenQuoteContext(host='172.18.10.58', port=11111)
quote_ctx.start()
#设置监听
handler = CurKlineTest()
handler.set_loggerDir('sub_K_100')
quote_ctx.set_handler(handler)
#订阅
sk = 0
for code in code_list:
for kType in kTypes:
ret_code, ret_data = quote_ctx.subscribe(code, kType)
if ret_code is RET_OK:
sk += 1
if sk == limit:
break
if sk == limit:
break
def context_setting(self):
"""
API trading and quote context setting
:returns: trade context, quote context
"""
if self.unlock_password == "":
raise Exception("请先配置交易解锁密码! password: {}".format(
self.unlock_password))
quote_ctx = ft.OpenQuoteContext(host=self.api_svr_ip,
port=self.api_svr_port)
if 'HK.' in self.stock:
trade_ctx = ft.OpenHKTradeContext(host=self.api_svr_ip,
port=self.api_svr_port)
if self.trade_env == ft.TrdEnv.REAL:
ret_code, ret_data = trade_ctx.unlock_trade(
self.unlock_password)
if ret_code == ft.RET_OK:
print('解锁交易成功!')
else:
raise Exception("请求交易解锁失败: {}".format(ret_data))
else:
print('解锁交易成功!')
elif 'US.' in self.stock:
if self.trade_env != 0:
raise Exception("美股交易接口不支持仿真环境 trade_env: {}".format(
self.trade_env))
trade_ctx = ft.OpenUSTradeContext(host=self.api_svr_ip,
port=self.api_svr_port)
else:
raise Exception("stock输入错误 stock: {}".format(self.stock))
return quote_ctx, trade_ctx
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
ret_code, state_dict = quote_ctx.get_global_state()
print(ret_code)
print(state_dict)
quote_ctx.close()
def __init__(self):
# 日志
self.logger = Logs().getNewLogger(name=self.__class__.__name__)
# 行情上下文实例
self.quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1',
port=11111)
self.quote_ctx.start()
def enum_all_index(ip, port):
quote_ctx = ft.OpenQuoteContext(ip, port)
ret, data_frame = quote_ctx.get_stock_basicinfo(
market=ft.Market.SH, stock_type=ft.SecurityType.IDX)
data_frame.to_csv("index_sh.txt",
index=True,
sep=' ',
columns=['code', 'name'])
print('market SH index data saved!')
ret, data_frame = quote_ctx.get_stock_basicinfo(
market=ft.Market.SZ, stock_type=ft.SecurityType.IDX)
data_frame.to_csv("index_sz.txt",
index=True,
sep=' ',
columns=['code', 'name'])
print('market SZ index data saved!')
ret, data_frame = quote_ctx.get_stock_basicinfo(
market=ft.Market.HK, stock_type=ft.SecurityType.IDX)
data_frame.to_csv("index_hk.txt",
index=True,
sep=' ',
columns=['code', 'name'])
print('market HK index data saved!')
ret, data_frame = quote_ctx.get_stock_basicinfo(
market=ft.Market.US, stock_type=ft.SecurityType.IDX)
data_frame.to_csv("index_us.txt",
index=True,
sep=' ',
columns=['code', 'name'])
print('market US index data saved!')
quote_ctx.close()
def __init__(self):
# 加密通道
# SysConfig.enable_proto_encrypt(True)
# SysConfig.enable_proto_encrypt(True)
self.quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1',
port=11118)
self.quote_ctx.start()
def test2(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
# 设置异步数据监听
handler = CurKlineTest()
quote_ctx.set_handler(handler)
# codes = get_codes_cvs()[:2]
print(quote_ctx.subscribe('HK.00857', SubType.K_1M))
def test2(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code = 'HK.00772'
#订阅
quote_ctx.subscribe(code, SubType.RT_DATA)
#调用待测接口
ret_code, ret_data = quote_ctx.get_rt_data(code)
print(ret_code)
print(ret_data)
def __init__(self):
# 加密通道
# SysConfig.enable_proto_encrypt(True)
# SysConfig.enable_proto_encrypt(True)
# port=11111挂机CentOs7 1010503
self.quote_ctx=futuquant.OpenQuoteContext(host='172.18.10.58',port=11111)
self.quote_ctx.start()
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
code_list = ['HK.00700']
ret_code, ret_data = quote_ctx.get_autype_list(code_list)
quote_ctx.close()
print(ret_code)
# print(ret_data)
for data in ret_data.iterrows():
print(data)
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
#设置监听
handler = BrokerTest()
quote_ctx.set_handler(handler)
codes = get_codes_cvs()[:50]
#订阅
for code in codes:
quote_ctx.subscribe(code, SubType.BROKER)
def test2(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11114)
code = 'HK.00700'
ktype = SubType.BROKER
print(quote_ctx.subscribe(code, ktype))
# print(quote_ctx.query_subscription())
# time.sleep(60)
print(quote_ctx.unsubscribe(code, ktype))
# print(quote_ctx.query_subscription())
quote_ctx.close()
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
plate_code = 'HK.BK1102'
ret_code, ret_data = quote_ctx.get_plate_stock(plate_code)
quote_ctx.close()
print(ret_code)
# print(ret_data)
for data in ret_data.iterrows():
print(data)
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
ret_code, ret_data = quote_ctx.get_stock_basicinfo(market='HK',
stock_type='STOCK')
# code_list = ret_data['code'].tolist()[0:20]
code_list = ['HK.24505', 'HK.00700']
ret_code, ret_data = quote_ctx.get_market_snapshot('HK.00700')
quote_ctx.close()
print(ret_code)
print(ret_data)
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
# 设置异步数据监听
handler = TickerTest()
quote_ctx.set_handler(handler)
codes = ['HK.00700', 'HK.00939', 'HK.00941', 'US.AAPL', 'US.GOOG']
#订阅股票
print(quote_ctx.subscribe(codes, SubType.TICKER))
# 调用待测接口
for code in codes:
print(quote_ctx.get_rt_ticker(code, 1000))
def test5(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
ret_code, ret_data = quote_ctx.get_stock_basicinfo(
Market.HK, SecurityType.STOCK)
codes = ret_data['code'].tolist()[:50]
subTypes = [
SubType.QUOTE, SubType.ORDER_BOOK, SubType.BROKER, SubType.TICKER,
SubType.RT_DATA, SubType.K_1M, SubType.K_5M, SubType.K_15M,
SubType.K_30M, SubType.K_60M, SubType.K_DAY, SubType.K_WEEK,
SubType.K_MON
]
quote_ctx.subscribe(codes, subTypes)
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
# 设置异步数据监听
handler = TickerTest()
quote_ctx.set_handler(handler)
codes = ['HK.00700']
for code in codes:
#订阅股票
quote_ctx.subscribe(code, SubType.TICKER)
# 调用待测接口
ret_code, ret_data = quote_ctx.get_rt_ticker(code, 1000)
print(ret_code)
print(ret_data)
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
#设置监听
handler = OrderBookTest()
quote_ctx.set_handler(handler)
#订阅股票
code = 'HK.999010'
quote_ctx.subscribe(code, SubType.ORDER_BOOK)
#调用待测接口
ret_code, ret_data = quote_ctx.get_order_book(code)
print(ret_code)
print(ret_data)
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1',port=11111)
code = 'HK.00700'
start = '2018-07-01'
end = '2018-05-17'
ktype = KLType.K_WEEK
autype = AuType.QFQ
fields = KL_FIELD.ALL_REAL
ret_code , ret_data = quote_ctx.get_history_kline(code, start, end, ktype, autype, fields)
print(ret_code)
print(ret_data)
quote_ctx.close()
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
# 设置异步数据监听
handler = TickerTest()
quote_ctx.set_handler(handler)
#所有正股
codes_hk = quote_ctx.get_stock_basicinfo(
market=Market.HK, stock_type=SecurityType.STOCK).tolist()[:100]
codes_us = quote_ctx.get_stock_basicinfo(
market=Market.US, stock_type=SecurityType.STOCK)[:100]
#订阅股票
codes = codes_hk + codes_us
print('sub', quote_ctx.subscribe(codes, SubType.TICKER))
def test1(self):
quote_ctx = futuquant.OpenQuoteContext(host='127.0.0.1', port=11111)
quote_ctx.start()
#设置监听
handler = RTDataTest()
quote_ctx.set_handler(handler)
# code = 'HK.00772'
codes = ['HK.00700', 'HK.01752', 'SZ.000858', 'SH.600109', 'US.GOOG']
for code in codes:
#订阅
quote_ctx.subscribe(code, SubType.RT_DATA)
#调用待测接口
ret_code, ret_data = quote_ctx.get_rt_data(code)
print(ret_code)
print(ret_data)