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 DemoTask:
def __init__(self):
self.api = TqApi()
self.tm = TaskManager(self.api)
def task_main(self):
print("start")
quote = self.api.get_quote("SHFE.cu1805")
while True:
wait_result = yield {
"QUOTE_CHANGED": lambda: self.api.is_changing(quote),
"TIMEOUT": 0.2,
}
if wait_result["QUOTE_CHANGED"]:
print("Quote", quote)
if wait_result["TIMEOUT"]:
print("Timeout")
def run(self):
self.tm.start_task(self.task_main())
self.api.run()
class DemoSpread:
def __init__(self):
self.api = TqApi()
self.tm = TaskManager(self.api)
def task_main(self):
print ("start")
symbol_a = "SHFE.cu1805"
symbol_b = "SHFE.cu1806"
quote_a = self.api.get_quote(symbol_a)
quote_b = self.api.get_quote(symbol_b)
buy_open_spread = 50000
sell_close_spread = -70000
max_volume = 5
long_volume = 0
while True:
wait_result = yield {
"BUY_OPEN": lambda: long_volume == 0 and quote_a["ask_price1"] - quote_b["bid_price1"] < buy_open_spread,
"SELL_CLOSE": lambda: long_volume > 0 and quote_a["bid_price1"] - quote_b["ask_price1"] > sell_close_spread,
}
if wait_result["BUY_OPEN"]:
task_a = self.tm.start_task(make_order_until_all_matched(self.api, symbol=symbol_a, direction="BUY", offset="OPEN", volume=max_volume))
task_b = self.tm.start_task(make_order_until_all_matched(self.api, symbol=symbol_b, direction="SELL", offset="OPEN", volume=max_volume))
long_volume = max_volume
if wait_result["SELL_CLOSE"]:
task_a = self.tm.start_task(make_order_until_all_matched(self.api, symbol=symbol_a, direction="SELL", offset="CLOSE", volume=max_volume))
task_b = self.tm.start_task(make_order_until_all_matched(self.api, symbol=symbol_b, direction="BUY", offset="CLOSE", volume=max_volume))
long_volume = 0
wait_subtask_finish = yield {
"ANY_TASK_ERROR": lambda: self.tm.get_error(task_a) or self.tm.get_error(task_b),
"BOTH_TASK_FINSISH": lambda: self.tm.is_finish(task_a) and self.tm.is_finish(task_b),
}
if wait_subtask_finish["ANY_TASK_ERROR"]:
break
print ("finish")
def run(self):
self.tm.start_task(self.task_main())
self.api.run()
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()
class Y_Base:
def __init__(self):
self.api = TqApi()
self.tm = TaskManager(self.api)
def task_main(self):
"""
def test():
max_volume = 1
while True:
wait_result = yield {
"BUY_OPEN": False,
"PRINT" : lambda: 1>0,
"SELL_CLOSE": False,
}
if wait_result["BUY_OPEN"] :
On_BUY(self, B_or_S, symbol, max_volume)
if wait_result["SELL_CLOSE"]:
#bors= "BUY" if self.b > price else "SELLL"
On_CLOSE(self, B_or_S, symbol, max_volume)
if wait_result["PRINT"]:
pass
"""
pass
"""
def case_all(self, wait_result):
if wait_result["BUY_OPEN"] :
self.On_BUY(B_or_S, symbol, max_volume)
if wait_result["SELL_CLOSE"]:
#bors= "BUY" if self.b > price else "SELLL"
self.On_CLOSE(B_or_S, symbol, max_volume)
if wait_result["PRINT"]:
pass
"""
def On_BUY(self, B_or_S, symbol, max_volume):
#direction="BUY", offset="OPEN"
if B_or_S == "BUY":
task_a = self.tm.start_task(make_order_until_all_matched(self.api, symbol= symbol, direction="BUY", offset="OPEN", volume=max_volume))
#self.On_Open_Buy() 开多仓
else:
task_b = self.tm.start_task(make_order_until_all_matched(self.api, symbol= symbol, direction="SELL", offset="OPEN", volume=max_volume))
#self.On_Open_Sell() 开空仓
return task_a if B_or_S == "BUY" else task_b
def On_CLOSE(self, B_or_S, symbol, max_volume):
"""
#direction="SELL", offset="CLOSE"
BorS:
"SELL" 多单持仓 （卖入平仓）
"BUY" 空单持仓 （买入平仓）
"""
if B_or_S == "SELL":
"""
"SELL" 原持仓为多单，平仓 "BUY" 原持仓为空单， 平仓
"""
task_a = self.tm.start_task(make_order_until_all_matched(self.api, symbol= symbol, direction="SELL", offset="CLOSE", volume=max_volume))
#self.On_Close_Buy()
else:
#self.On_Close_Sell()
task_b = self.tm.start_task(make_order_until_all_matched(self.api, symbol= symbol, direction="BUY", offset="CLOSE", volume=max_volume))
return task_a if B_or_S == "SELL" else task_b
def max_min_ave_ks(self,symbol, m, n = 20):
"""
Args:
symbol (str): 指定合约代码.
m (int): K线数据周期，以秒为单位。
Returns:
Dict：｛
min: n个数据的最小值
max: n个数据的最高值
ave: n个数据的平均值
｝
使用：
def task_main(self):
quote_a = self.api.get_quote(self.symbol_a)
dictk = self.max_min_ave_ks(self.symbol_a,60 * 60 * 24,20)
while True:
wait_result = yield {
"BUY_OPEN": lambda: (long_volume == 0 and quote_a["ask_price1"] >= dictk['max']),
"PRINT" : lambda: 1>0,
"SELL_CLOSE": lambda: (long_volume > 0 and quote_a["ask_price1"] <= dictk['min']),
}
if wait_result["PRINT"]:
print(......)
if wait_result["BUY_OPEN"] :
print("开仓 ", quote_a["ask_price1"] )
task_a = self.On_BUY("BUY",self.symbol_a,max_volume)
if wait_result["SELL_CLOSE"]:
print("平仓 ", quote_a["bid_price1"])
task_a = self.On_CLOSE("SELL",self.symbol_a,max_volume)
........
"""
kline_serial_1ks = self.api.get_kline_serial(self.symbol_a, m)
return { 'min' : min(kline_serial_1ks.low[-n:]),
'max' : max(kline_serial_1ks.high[-n:]),
'ave' : sum(kline_serial_1ks.close[-n:])/n,
}
def run(self):
self.tm.start_task(self.task_main())
self.api.run()
