class DemoCallback:
def __init__(self):
self.api = TqApi()
self.quote = self.api.get_quote("SHFE.cu1805")
def on_data_update(self):
if self.quote.get("last_price", 0) > 1000:
self.api.insert_order(symbol="SHFE.cu1805",
direction="BUY",
offset="OPEN",
volume=1,
limit_price=30000)
def run(self):
self.api.run(self.on_data_update)
class DemoMa:
def __init__(self):
self.api = TqApi()
self.tm = TaskManager(self.api)
def task_main(self):
print("start")
symbol = "SHFE.cu1805"
kline_serial_5s = self.api.get_kline_serial(symbol, 5)
kline_serial_1m = self.api.get_kline_serial(symbol, 60)
while True:
yield {
"KLINE_DATA_UPDATED":
lambda: self.api.is_changing(kline_serial_1m) or self.api.
is_changing(kline_serial_5s),
}
# 计算最近3根5秒线均价
average_price_15s = (kline_serial_5s[-1]["close"] +
kline_serial_5s[-2]["close"] +
kline_serial_5s[-3]["close"]) / 3
# 计算最近30根1分钟线均价
average_price_30m = sum(kline_serial_1m.close[-30:]) / 30
# 如果条件符合
print("average_price_15s", average_price_15s, "average_price_30m",
average_price_30m)
if average_price_15s > average_price_30m:
self.api.insert_order(symbol=symbol,
direction="BUY",
offset="OPEN",
volume=1,
limit_price=5000)
print("finish")
def run(self):
self.tm.start_task(self.task_main())
self.api.run()
'''
如果当前价格大于10秒K线的MA15则开多仓
如果小于则平仓
'''
api = TqApi("SIM")
# 获得 m1901 10秒K线的引用
klines = api.get_kline_serial("DCE.m1901", 10)
# 判断开仓条件
while True:
api.wait_update()
if api.is_changing(klines):
ma = sum(klines.close[-15:])/15
print("最新价", klines.close[-1], "MA", ma)
if klines.close[-1] > ma:
print("最新价大于MA: 市价开仓")
api.insert_order(symbol="DCE.m1901", direction="BUY", offset="OPEN", volume=5)
break
# 判断平仓条件
while True:
api.wait_update()
if api.is_changing(klines):
ma = sum(klines.close[-15:])/15
print("最新价", klines.close[-1], "MA", ma)
if klines.close[-1] < ma:
print("最新价小于MA: 市价平仓")
api.insert_order(symbol="DCE.m1901", direction="SELL", offset="CLOSE", volume=5)
break
# 关闭api,释放相应资源
api.close()
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from tqsdk.api import TqApi
api = TqApi("SIM")
# 开仓两手并等待完成
order = api.insert_order(symbol="SHFE.rb1901",
direction="BUY",
offset="OPEN",
limit_price=4310,
volume=2)
while order["status"] != "FINISHED":
api.wait_update()
print("已开仓")
# 平今两手并等待完成
order = api.insert_order(symbol="SHFE.rb1901",
direction="SELL",
offset="CLOSETODAY",
limit_price=3925,
volume=2)
while order["status"] != "FINISHED":
api.wait_update()
print("已平今")
# 关闭api,释放相应资源
api.close()
#!/usr/bin/env python
# -*- coding: utf-8 -*-
__author__ = 'chengzhi'
from tqsdk.api import TqApi
api = TqApi("SIM")
# 获得 cu1812 的持仓引用，当持仓有变化时 position 中的字段会对应更新
position = api.get_position("SHFE.cu1812")
# 获得资金账户引用，当账户有变化时 account 中的字段会对应更新
account = api.get_account()
# 下单并返回委托单的引用，当该委托单有变化时 order 中的字段会对应更新
order = api.insert_order(symbol="SHFE.cu1812",
direction="BUY",
offset="OPEN",
volume=5)
while True:
api.wait_update()
if api.is_changing(order, ["status", "volume_orign", "volume_left"]):
print("单状态: %s, 已成交: %d 手" %
(order["status"], order["volume_orign"] - order["volume_left"]))
if api.is_changing(position, "volume_long_today"):
print("今多头: %d 手" % (position["volume_long_today"]))
if api.is_changing(account, "available"):
print("可用资金: %.2f" % (account["available"]))
