def test_api_vipuser(self):
api = TqApi(auth="[email protected],MaYanQiong")
self.assertEqual(api._md_url,
"wss://api.shinnytech.com/t/nfmd/front/mobile")
quote = api.get_quote("SSE.10002513")
print(quote.datetime, quote.last_price)
api.close()
def test_sim_insert_order_time_check_6(self):
"""
模拟交易下单时间判断测试6
测试：
限价单，直到交易日结束都不能成交: 预期交易日结束撤单
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_sim_insert_order_time_check_6.script.lzma"))
# 测试：
utils.RD = random.Random(4)
api = TqApi(backtest=TqBacktest(datetime.datetime(2019, 12, 2, 10, 31, 00), datetime.datetime(2019, 12, 3)),
_ins_url=self.ins_url_2019_12_04)
symbol = "DCE.m2009"
order1 = api.insert_order(symbol=symbol, direction="BUY", offset="OPEN", volume=5,
limit_price=2750) # 到交易日结束都无法成交
order2 = api.insert_order(symbol=symbol, direction="BUY", offset="OPEN", volume=3)
try:
while True:
api.wait_update()
except BacktestFinished:
self.assertEqual(order1.status, "FINISHED")
self.assertEqual(order1.volume_orign, 5)
self.assertEqual(order1.volume_left, 5)
self.assertEqual(order2.status, "FINISHED")
self.assertEqual(order2.volume_orign, 3)
self.assertEqual(order2.volume_left, 0)
self.assertEqual(order1.last_msg, "交易日结束，自动撤销当日有效的委托单（GFD）")
api.close()
def test_openmd_vipuser(self):
api = TqApi(_stock=False, auth="[email protected],MaYanQiong")
self.assertEqual(api._md_url,
"wss://u.shinnytech.com/t/md/front/mobile")
self.assertRaises(Exception, api.get_quote, "SSE.000300")
self.assertRaises(Exception, api.get_quote, "SSE.10002513")
api.close()
def test_various_combinations_of_order_2(self):
"""
测试 能在回测时正常使用开、平顺序的多种组合方式下单
1 单次开平 * n次
2 多次开 一次全平完 (本测试函数)
3 多次开 分多次平完
4 单次开 分多次平完
related commit: a2623aed0fd1d5e5e01c7d2452e7f7f7de999c6e
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_various_combinations_of_order_2.script.lzma"))
# 测试2：多次开,一次全平完
utils.RD = random.Random(4)
api = TqApi(
backtest=TqBacktest(start_dt=datetime.datetime(2019, 12, 10, 9), end_dt=datetime.datetime(2019, 12, 11)),
_ins_url=self.ins_url_2019_07_03, _td_url=self.td_url, _md_url=self.md_url)
symbol = "DCE.m2005"
position = api.get_position(symbol)
order_open1 = api.insert_order(symbol, "BUY", "OPEN", 1)
order_open2 = api.insert_order(symbol, "BUY", "OPEN", 1)
order_open3 = api.insert_order(symbol, "BUY", "OPEN", 1)
while order_open1.status != "FINISHED" or order_open2.status != "FINISHED" or order_open3.status != "FINISHED":
api.wait_update()
self.assertEqual(position.pos, 3)
order_close1 = api.insert_order(symbol, "SELL", "CLOSE", 3)
while order_close1.status != "FINISHED":
api.wait_update()
self.assertEqual(position.pos, 0)
api.close()
def test_get_kline_serial(self):
"""
获取K线数据
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_md_basic_get_kline_serial.script.lzma"))
# 测试: 获取K线数据
utils.RD = random.Random(1)
api = TqApi(_ins_url=self.ins_url_2019_07_03,
_td_url=self.td_url,
_md_url=self.md_url)
klines = api.get_kline_serial("SHFE.cu1909", 10)
self.assertEqual(klines.iloc[-1].close, 47580.0)
self.assertEqual(klines.iloc[-1].id, 660788)
self.assertEqual(klines.iloc[-2].id, 660787)
self.assertEqual(klines.iloc[-1].datetime, 1.56861719e+18)
self.assertEqual(klines.iloc[-1].open, 47580)
self.assertEqual(klines.iloc[-1].volume, 0.0)
self.assertEqual(klines.iloc[-1].open_oi, 6940.0)
self.assertEqual(klines.iloc[-1].duration, 10)
# 其他取值方式
self.assertEqual(klines.duration.iloc[-1], 10)
self.assertEqual(klines.iloc[-1]["duration"], 10)
self.assertEqual(klines["duration"].iloc[-1], 10)
# 报错测试
self.assertRaises(Exception, api.get_kline_serial, "SHFE.au1999", 10)
self.assertRaises(AttributeError, klines.iloc[-1].__getattribute__,
"dur")
self.assertRaises(KeyError, klines.iloc[-1].__getitem__, "dur")
api.close()
def test_get_account(self):
"""
获取账户资金信息
"""
# 预设服务器端响应
self.mock.run("test_td_basic_get_account_simulate.script")
# 测试: 获取数据
api = TqApi(_ins_url=self.ins_url,
_td_url=self.td_url,
_md_url=self.md_url)
TqApi.RD = random.Random(4)
order = api.insert_order("DCE.jd2001",
"BUY",
"OPEN",
1,
limit_price=4570)
while order.status == "ALIVE":
api.wait_update()
account = api.get_account()
self.assertEqual(
str(account),
"{'currency': 'CNY', 'pre_balance': 10000000.0, 'static_balance': 10000000.0, 'balance': 9999973.877, 'available': 9997116.477, 'float_profit': -20.0, 'position_profit': -20.0, 'close_profit': 0.0, 'frozen_margin': 0.0, 'margin': 2857.4, 'frozen_commission': 0.0, 'commission': 6.122999999999999, 'frozen_premium': 0.0, 'premium': 0.0, 'deposit': 0.0, 'withdraw': 0.0, 'risk_ratio': 0.00028574074644055193}"
)
self.assertEqual(account.currency, "CNY")
self.assertEqual(account.pre_balance, 10000000.0)
self.assertEqual(9999973.877, account.balance)
self.assertEqual(6.122999999999999, account["commission"])
self.assertEqual(2857.4, account["margin"])
self.assertEqual(-20.0, account.position_profit)
api.close()
def test_get_quote_backtest(self):
"""
回测获取行情报价
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_md_backtest_get_quote.script.lzma"))
# 测试
try:
utils.RD = random.Random(1)
api = TqApi(backtest=TqBacktest(datetime(2019, 10, 15), datetime(2019, 10, 16)), _ins_url=self.ins_url_2019_07_03,
_td_url=self.td_url, _md_url=self.md_url)
with closing(api):
quote = api.get_quote("SHFE.cu2001")
quote_data = {k: v for k, v in quote.items()}
quote_data["trading_time"] = {k: v for k, v in quote_data["trading_time"].items()}
self.assertEqual(json.dumps(quote_data, sort_keys=True),
'{"amount": NaN, "ask_price1": 47070.0, "ask_price2": NaN, "ask_price3": NaN, "ask_price4": NaN, "ask_price5": NaN, "ask_volume1": 1, "ask_volume2": 0, "ask_volume3": 0, "ask_volume4": 0, "ask_volume5": 0, "average": NaN, "bid_price1": 47050.0, "bid_price2": NaN, "bid_price3": NaN, "bid_price4": NaN, "bid_price5": NaN, "bid_volume1": 1, "bid_volume2": 0, "bid_volume3": 0, "bid_volume4": 0, "bid_volume5": 0, "close": NaN, "commission": 11.594999999999999, "datetime": "2019-10-14 23:59:59.999999", "delivery_month": 1, "delivery_year": 2020, "expire_datetime": 1579071600.0, "expired": false, "highest": NaN, "ins_class": "FUTURE", "instrument_id": "SHFE.cu2001", "last_price": 47060.0, "lower_limit": NaN, "lowest": NaN, "margin": 16233.000000000002, "max_limit_order_volume": 500, "max_market_order_volume": 0, "min_limit_order_volume": 0, "min_market_order_volume": 0, "open": NaN, "open_interest": 45357, "option_class": "", "pre_close": NaN, "pre_open_interest": 0, "pre_settlement": NaN, "price_decs": 0, "price_tick": 10, "product_id": "cu", "settlement": NaN, "strike_price": NaN, "trading_time": {"day": [["09:00:00", "10:15:00"], ["10:30:00", "11:30:00"], ["13:30:00", "15:00:00"]], "night": [["21:00:00", "25:00:00"]]}, "underlying_symbol": "", "upper_limit": NaN, "volume": 0, "volume_multiple": 5}')
# 其他取值方式
self.assertNotEqual(quote["pre_close"], quote.pre_close)
self.assertNotEqual(quote.get("pre_settlement"), quote.pre_settlement)
self.assertNotEqual(quote.get("highest"), quote.highest)
self.assertNotEqual(quote.get("lowest"), quote.lowest)
self.assertNotEqual(quote["open"], quote.open)
self.assertNotEqual(quote["close"], quote.close)
except BacktestFinished:
api.close()
print("backtest finished")
def test_cancel_order(self):
"""
撤单
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_td_basic_cancel_order_simulate.script"))
# 测试: 模拟账户
TqApi.RD = random.Random(2)
api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url)
order1 = api.insert_order("DCE.jd2001", "BUY", "OPEN", 1, limit_price=4570)
order2 = api.insert_order("SHFE.cu2001", "BUY", "OPEN", 2, limit_price=47070)
api.wait_update()
self.assertEqual("ALIVE", order1.status)
self.assertEqual("ALIVE", order2.status)
api.cancel_order(order1)
api.cancel_order(order2.order_id)
api.wait_update()
self.assertEqual("FINISHED", order1.status)
self.assertEqual("FINISHED", order2.status)
api.close()
def test_get_account(self):
"""
获取账户资金信息
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_td_basic_get_account_simulate.script.lzma"))
# 测试: 获取数据
api = TqApi(_ins_url=self.ins_url,
_td_url=self.td_url,
_md_url=self.md_url)
TqApi.RD = random.Random(4)
order = api.insert_order("DCE.jd2001",
"BUY",
"OPEN",
1,
limit_price=4570)
while order.status == "ALIVE":
api.wait_update()
account = api.get_account()
# 测试脚本重新生成后，数据根据实际情况有变化
self.assertEqual(
str(account),
"{'currency': 'CNY', 'pre_balance': 10000000.0, 'static_balance': 10000000.0, 'balance': 9994873.877, 'available': 9992016.477, 'float_profit': -5120.0, 'position_profit': -5120.0, 'close_profit': 0.0, 'frozen_margin': 0.0, 'margin': 2857.4, 'frozen_commission': 0.0, 'commission': 6.122999999999999, 'frozen_premium': 0.0, 'premium': 0.0, 'deposit': 0.0, 'withdraw': 0.0, 'risk_ratio': 0.00028588654896140217}"
)
self.assertEqual(account.currency, "CNY")
self.assertEqual(account.pre_balance, 10000000.0)
self.assertEqual(9994873.877, account.balance)
self.assertEqual(6.122999999999999, account["commission"])
self.assertEqual(2857.4, account["margin"])
self.assertEqual(-5120.0, account.position_profit)
api.close()
def test_lib_insert_order_time_check_7(self):
"""
lib下单时间判断测试7
订阅合约：
订阅周六有行情的和周六无行情的
测试：
(测试:回测从周六开始时 可交易时间段的计算、判断)
1 回测刚开始:current_datetime 为 0:00 , 只有cu能下单，另外两个合约直到白盘9点下单
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_lib_insert_order_time_check_7.script.lzma.lzma"))
TqApi.RD = random.Random(4)
api = TqApi(
backtest=TqBacktest(datetime.datetime(2019, 11, 30, 0, 0, 0), datetime.datetime(2019, 12, 2, 9, 30)),
_ins_url=self.ins_url_2019_12_04)
symbol1 = "SHFE.cu2002" # 有夜盘,凌晨1点结束夜盘
symbol2 = "SHFE.rb2002" # 夜盘23点结束
symbol3 = "DCE.jd2002" # 无夜盘
quote1 = api.get_quote(symbol1)
quote2 = api.get_quote(symbol2)
quote3 = api.get_quote(symbol3)
position1 = api.get_position(symbol1)
position2 = api.get_position(symbol2)
position3 = api.get_position(symbol3)
target_pos1 = TargetPosTask(api, symbol1)
target_pos2 = TargetPosTask(api, symbol2)
target_pos3 = TargetPosTask(api, symbol3)
orders = api.get_order()
try:
# 1 回测刚开始:current_datetime 为 0:00 , 只有cu能下单，另外两个合约直到白盘9点下单
target_pos1.set_target_volume(1)
target_pos2.set_target_volume(2)
target_pos3.set_target_volume(3)
while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-11-30 00:02:00.000000":
api.wait_update()
self.assertEqual(len(orders), 1)
while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-11-30 00:15:00.000000":
api.wait_update()
self.assertEqual(len(orders), 1)
self.assertEqual(position1.pos, 1)
self.assertEqual(position2.pos, 0)
self.assertEqual(position3.pos, 0)
while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-12-02 09:05:00.000000":
api.wait_update()
self.assertEqual(len(orders), 3)
self.assertEqual(position1.pos, 1)
self.assertEqual(position2.pos, 2)
self.assertEqual(position3.pos, 3)
while True:
api.wait_update()
except BacktestFinished:
self.assertEqual(position1.pos, 1)
self.assertEqual(position2.pos, 2)
self.assertEqual(position3.pos, 3)
api.close()
def record_quotes(symbols, _stock, _md_url):
api = TqApi(auth=AUTH, _stock=_stock, _md_url=_md_url)
api._requests["quotes"] = set(symbols)
api._send_chan.send_nowait({
"aid": "subscribe_quote",
"ins_list": ",".join(symbols)
})
api.wait_update()
api.wait_update()
quotes = {}
csv_files = {}
for s in symbols:
quotes[s] = api.get_quote(s)
csv_files[s] = (create_csvfile(s, "new" if _stock else "old"))
csv_files[s][1].writerow(["local_nano_time", "quote_nano_time"] +
HEADER_ROW)
end = time() + 60 * 60 # 记录 30 min 分钟的数据分析
while True:
if end < time():
break
api.wait_update()
for s, q in quotes.items():
if api.is_changing(q):
csv_files[s][1].writerow([
f"{time()*1e9:.0f}", f"{_str_to_nano(q['datetime']):.0f}"
] + [q[k] for k in HEADER_ROW])
close_csvfiles(csv_files)
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,
_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 test_get_quote_normal_backtest():
"""
回测获取行情报价
"""
# 获取行情
api = TqApi(
backtest=TqBacktest(datetime(2019, 10, 15), datetime(2019, 10, 16)),
_ins_url="https://openmd.shinnytech.com/t/md/symbols/2019-07-03.json")
quote = api.get_quote("SHFE.cu2001")
quote_data = {k: v for k, v in quote.items()}
quote_data["trading_time"] = {
k: v
for k, v in quote_data["trading_time"].items()
}
assert json.dumps(quote_data, sort_keys=True) == \
'{"amount": NaN, "ask_price1": 47070.0, "ask_price2": NaN, "ask_price3": NaN, "ask_price4": NaN, "ask_price5": NaN, "ask_volume1": 1, "ask_volume2": 0, "ask_volume3": 0, "ask_volume4": 0, "ask_volume5": 0, "average": NaN, "bid_price1": 47050.0, "bid_price2": NaN, "bid_price3": NaN, "bid_price4": NaN, "bid_price5": NaN, "bid_volume1": 1, "bid_volume2": 0, "bid_volume3": 0, "bid_volume4": 0, "bid_volume5": 0, "close": NaN, "commission": 11.594999999999999, "datetime": "2019-10-14 23:59:59.999999", "delivery_month": 1, "delivery_year": 2020, "expire_datetime": 1579071600.0, "expired": false, "highest": NaN, "ins_class": "FUTURE", "instrument_id": "SHFE.cu2001", "last_price": 47060.0, "lower_limit": NaN, "lowest": NaN, "margin": 16233.000000000002, "max_limit_order_volume": 500, "max_market_order_volume": 0, "min_limit_order_volume": 0, "min_market_order_volume": 0, "open": NaN, "open_interest": 90714, "pre_close": NaN, "pre_open_interest": 0, "pre_settlement": NaN, "price_decs": 0, "price_tick": 10, "settlement": NaN, "strike_price": NaN, "trading_time": {"day": [["09:00:00", "10:15:00"], ["10:30:00", "11:30:00"], ["13:30:00", "15:00:00"]], "night": [["21:00:00", "25:00:00"]]}, "underlying_symbol": "", "upper_limit": NaN, "volume": 0, "volume_multiple": 5}'
# 其他取值方式
assert quote["pre_close"] != quote.pre_close
assert quote.get("pre_settlement") != quote.pre_settlement
assert quote.get("highest") != quote.highest
assert quote.get("lowest") != quote.lowest
assert quote["open"] != quote.open
assert quote["close"] != quote.close
api.close()
def test_is_changing(self):
"""is_changing() 测试"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_func_basic_is_changing.script.lzma"))
# 测试: 模拟账户下单
TqApi.RD = random.Random(4)
api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url)
quote = api.get_quote("SHFE.rb2001")
position = api.get_position("SHFE.rb2001")
order1 = api.insert_order("DCE.m2001", "BUY", "OPEN", 1)
api.wait_update()
order2 = api.insert_order("SHFE.rb2001", "SELL", "OPEN", 2)
api.wait_update()
self.assertEqual(api.is_changing(order2, "status"), True)
self.assertEqual(api.is_changing(position, "volume_short"), True)
self.assertEqual(api.is_changing(position, "volume_long"), False)
order3 = api.insert_order("SHFE.rb2001", "BUY", "CLOSETODAY", 1)
while order3.status == "ALIVE":
api.wait_update()
self.assertEqual(api.is_changing(order3, "status"), True)
self.assertEqual(api.is_changing(position, "volume_short"), True)
self.assertEqual(api.is_changing(quote, "last_price"), False)
api.close()
def test_insert_order(self):
"""
下单
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path,
"test_td_basic_insert_order_simulate.script"))
# 测试: 模拟账户下单
TqApi.RD = random.Random(2)
api = TqApi(_ins_url=self.ins_url,
_td_url=self.td_url,
_md_url=self.md_url)
order1 = api.insert_order("DCE.jd2001", "BUY", "OPEN", 1)
order2 = api.insert_order("SHFE.cu2001",
"BUY",
"OPEN",
2,
limit_price=47550)
while order1.status == "ALIVE" or order2.status == "ALIVE":
api.wait_update()
self.assertEqual(order1.order_id, "d95bafc8f2a4d27bdcf4bb99f4bea973")
self.assertEqual(order1.direction, "BUY")
self.assertEqual(order1.offset, "OPEN")
self.assertEqual(order1.volume_orign, 1)
self.assertEqual(order1.volume_left, 0)
self.assertEqual(order1.limit_price != order1.limit_price,
True) # 判断nan
self.assertEqual(order1.price_type, "ANY")
self.assertEqual(order1.volume_condition, "ANY")
self.assertEqual(order1.time_condition, "IOC")
self.assertEqual(order1.insert_date_time, 631123200000000000)
self.assertEqual(order1.status, "FINISHED")
for k, v in order1.trade_records.items(): # 模拟交易为一次性全部成交
self.assertEqual(
str(v),
"{'order_id': 'd95bafc8f2a4d27bdcf4bb99f4bea973', 'trade_id': 'd95bafc8f2a4d27bdcf4bb99f4bea973|1', 'exchange_trade_id': 'd95bafc8f2a4d27bdcf4bb99f4bea973|1', 'exchange_id': 'DCE', 'instrument_id': 'jd2001', 'direction': 'BUY', 'offset': 'OPEN', 'price': 4570.0, 'volume': 1, 'trade_date_time': 1568875128644000000, 'symbol': 'DCE.jd2001', 'user_id': 'TQSIM', 'commission': 6.122999999999999}"
)
self.assertEqual(order2.order_id, "5c6e433715ba2bdd177219d30e7a269f")
self.assertEqual(order2.direction, "BUY")
self.assertEqual(order2.offset, "OPEN")
self.assertEqual(order2.volume_orign, 2)
self.assertEqual(order2.volume_left, 0)
self.assertEqual(order2.limit_price, 47550.0)
self.assertEqual(order2.price_type, "LIMIT")
self.assertEqual(order2.volume_condition, "ANY")
self.assertEqual(order2.time_condition, "GFD")
self.assertEqual(order2.insert_date_time, 631123200000000000)
self.assertEqual(order2.status, "FINISHED")
for k, v in order2.trade_records.items(): # 模拟交易为一次性全部成交
self.assertEqual(
str(v),
"{'order_id': '5c6e433715ba2bdd177219d30e7a269f', 'trade_id': '5c6e433715ba2bdd177219d30e7a269f|2', 'exchange_trade_id': '5c6e433715ba2bdd177219d30e7a269f|2', 'exchange_id': 'SHFE', 'instrument_id': 'cu2001', 'direction': 'BUY', 'offset': 'OPEN', 'price': 47550.0, 'volume': 2, 'trade_date_time': 1568875122000000000, 'symbol': 'SHFE.cu2001', 'user_id': 'TQSIM', 'commission': 23.189999999999998}"
)
api.close()
def record_ticks(args):
symbols, _stock, _md_url, _dir = args
api = TqApi(auth=AUTH, _stock=_stock, _md_url=_md_url)
for symbol in symbols:
download_symbol(symbol, _stock, api, _dir)
api.close()
print(args)
def test_get_kline_serial(self):
"""
获取K线数据
"""
# 预设服务器端响应
self.mock.run("test_md_basic_get_kline_serial.script")
# 测试: 获取K线数据
TqApi.RD = random.Random(1)
api = TqApi(_ins_url=self.ins_url,
_td_url=self.td_url,
_md_url=self.md_url)
klines = api.get_kline_serial("SHFE.cu1909", 10)
self.assertEqual(klines.iloc[-1].close, 47580.0)
self.assertEqual(klines.iloc[-1].id, 660788)
self.assertEqual(klines.iloc[-2].id, 660787)
self.assertEqual(klines.iloc[-1].datetime, 1.56861719e+18)
self.assertEqual(klines.iloc[-1].open, 47580)
self.assertEqual(klines.iloc[-1].volume, 0.0)
self.assertEqual(klines.iloc[-1].open_oi, 6940.0)
self.assertEqual(klines.iloc[-1].duration, 10)
# 其他取值方式
self.assertEqual(klines.duration.iloc[-1], 10)
self.assertEqual(klines.iloc[-1]["duration"], 10)
self.assertEqual(klines["duration"].iloc[-1], 10)
# 报错测试
self.assertRaises(Exception, api.get_kline_serial, "SHFE.au1999", 10)
self.assertRaises(AttributeError, klines.iloc[-1].__getattribute__,
"dur")
self.assertRaises(KeyError, klines.iloc[-1].__getitem__, "dur")
api.close()
def test_lib_insert_order_time_check_5(self):
'''
lib下单时间判断测试5
回测时间：
起始交易日（datetime.date）在非周一
订阅:
cu（有夜盘,凌晨1点结束夜盘）,rb（夜盘23点结束）,jd（无夜盘）
测试：
1 起始回测在21点后rb、cu下单，到第二日9点后jd下单
2 本交易日白盘9：00后jd下单
'''
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_lib_insert_order_time_check_5.script.lzma"))
utils.RD = random.Random(4)
api = TqApi(backtest=TqBacktest(datetime.date(2019, 12, 3),
datetime.date(2019, 12, 4)),
_ins_url=self.ins_url_2019_12_04) # 2019, 12, 3:周二
symbol1 = "SHFE.cu2002" # 有夜盘,凌晨1点结束夜盘
symbol2 = "SHFE.rb2002" # 夜盘23点结束
symbol3 = "DCE.jd2002" # 无夜盘
quote1 = api.get_quote(symbol1)
quote2 = api.get_quote(symbol2)
quote3 = api.get_quote(symbol3)
position1 = api.get_position(symbol1)
position2 = api.get_position(symbol2)
position3 = api.get_position(symbol3)
target_pos1 = TargetPosTask(api, symbol1)
target_pos2 = TargetPosTask(api, symbol2)
target_pos3 = TargetPosTask(api, symbol3)
orders = api.get_order()
try:
# 1 起始回测在21点后rb、cu下单，到第二日9点后jd下单
target_pos1.set_target_volume(1)
target_pos2.set_target_volume(2)
target_pos3.set_target_volume(3)
while max(quote1.datetime, quote2.datetime,
quote3.datetime) < "2019-12-02 21:05:00.000000":
api.wait_update()
self.assertEqual(len(orders), 2)
self.assertEqual(position1.pos, 1)
self.assertEqual(position2.pos, 2)
self.assertEqual(position3.pos, 0)
# 2 本交易日白盘9：00后jd下单
while max(quote1.datetime, quote2.datetime,
quote3.datetime) < "2019-12-03 09:02:00.000000":
api.wait_update()
self.assertEqual(len(orders), 3)
while True:
api.wait_update()
except BacktestFinished:
self.assertEqual(len(orders), 3)
self.assertEqual(position1.pos, 1)
self.assertEqual(position2.pos, 2)
self.assertEqual(position3.pos, 3)
api.close()
def test_is_changing(self):
"""
is_changing() 测试
注：本函数不是回测，重新生成测试用例script文件时更改为当前可交易的合约代码,在盘中生成,且_ins_url可能需修改。
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_func_basic_is_changing.script.lzma"))
# 测试: 模拟账户下单
utils.RD = random.Random(4)
api = TqApi(_ins_url=self.ins_url_2020_04_02,
_td_url=self.td_url,
_md_url=self.md_url)
quote = api.get_quote("SHFE.rb2010")
position = api.get_position("SHFE.rb2010")
order1 = api.insert_order("DCE.m2009", "BUY", "OPEN", 1)
api.wait_update()
order2 = api.insert_order("SHFE.rb2010", "SELL", "OPEN", 2)
api.wait_update()
self.assertTrue(api.is_changing(order2, "status"))
self.assertTrue(api.is_changing(position, "volume_short"))
self.assertFalse(api.is_changing(position, "volume_long"))
order3 = api.insert_order("SHFE.rb2010", "BUY", "CLOSETODAY", 1)
while order3.status == "ALIVE":
api.wait_update()
self.assertTrue(api.is_changing(order3, "status"))
self.assertTrue(api.is_changing(position, "volume_short"))
self.assertFalse(api.is_changing(quote, "last_price"))
api.close()
def test_cancel_order(self):
"""
撤单
注：本函数不是回测，重新在盘中生成测试用例script文件时更改为当前可交易的合约代码,且_ins_url可能需修改。
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_td_basic_cancel_order_simulate.script.lzma"))
# 测试: 模拟账户
utils.RD = random.Random(2)
api = TqApi(_ins_url=self.ins_url_2020_04_02, _td_url=self.td_url, _md_url=self.md_url)
order1 = api.insert_order("DCE.jd2005", "BUY", "OPEN", 1, limit_price=3040)
order2 = api.insert_order("SHFE.cu2005", "BUY", "OPEN", 2, limit_price=39600)
api.wait_update()
self.assertEqual("ALIVE", order1.status)
self.assertEqual("ALIVE", order2.status)
api.cancel_order(order1)
api.cancel_order(order2.order_id)
while order1.status != "FINISHED" or order2.status != "FINISHED":
api.wait_update()
self.assertEqual("FINISHED", order1.status)
self.assertEqual("FINISHED", order2.status)
self.assertNotEqual(order1.volume_left, 0)
self.assertNotEqual(order2.volume_left, 0)
api.close()
def test_various_combinations_of_order_3(self):
"""
测试 能在回测时正常使用开、平顺序的多种组合方式下单
1 单次开平 * n次
2 多次开 一次全平完
3 多次开 分多次平完 (本测试函数)
4 单次开 分多次平完
related commit: a2623aed0fd1d5e5e01c7d2452e7f7f7de999c6e
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_various_combinations_of_order_3.script"))
# 测试3：多次开 分多次平完
TqApi.RD = random.Random(4)
api = TqApi(backtest=TqBacktest(start_dt=datetime(2019, 12, 10, 9), end_dt=datetime(2019, 12, 11)))
symbol = "DCE.m2005"
position = api.get_position(symbol)
t = 3
for i in range(t):
order_open = api.insert_order(symbol, "BUY", "OPEN", 1)
while order_open.status != "FINISHED":
api.wait_update()
self.assertEqual(position.pos, i + 1)
for i in range(t):
order_close = api.insert_order(symbol, "SELL", "CLOSE", 1)
while order_close.status != "FINISHED":
api.wait_update()
self.assertEqual(position.pos, t - 1 - i)
api.close()
def test_get_trade_option(self):
"""
获取成交记录
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(
dir_path, "log_file",
"test_td_basic_get_trade_simulate_option.script.lzma"))
# 测试: 模拟账户
utils.RD = random.Random(4)
api = TqApi(_ins_url=self.ins_url_2020_04_02,
_td_url=self.td_url,
_md_url=self.md_url)
order1 = api.insert_order("CZCE.SR007C5600",
"SELL",
"OPEN",
1,
limit_price=50)
order2 = api.insert_order("DCE.m2007-P-2900",
"BUY",
"OPEN",
2,
limit_price=180)
while order1.status == "ALIVE" or order2.status == "ALIVE":
api.wait_update()
trade1 = api.get_trade("1710cf5327ac435a7a97c643656412a9|1")
trade2 = api.get_trade("8ca5996666ceab360512bd1311072231|2")
self.assertAlmostEqual(1586501231007428000 / 1e9,
trade1.trade_date_time / 1e9,
places=1)
self.assertAlmostEqual(1586501233361505000 / 1e9,
trade2.trade_date_time / 1e9,
places=1)
del trade1["trade_date_time"]
del trade2["trade_date_time"]
self.assertEqual(
str(trade1),
"{'order_id': '1710cf5327ac435a7a97c643656412a9', 'trade_id': '1710cf5327ac435a7a97c643656412a9|1', 'exchange_trade_id': '1710cf5327ac435a7a97c643656412a9|1', 'exchange_id': 'CZCE', 'instrument_id': 'SR007C5600', 'direction': 'SELL', 'offset': 'OPEN', 'price': 50.0, 'volume': 1, 'user_id': 'TQSIM', 'commission': 10}"
)
self.assertEqual(
str(trade2),
"{'order_id': '8ca5996666ceab360512bd1311072231', 'trade_id': '8ca5996666ceab360512bd1311072231|2', 'exchange_trade_id': '8ca5996666ceab360512bd1311072231|2', 'exchange_id': 'DCE', 'instrument_id': 'm2007-P-2900', 'direction': 'BUY', 'offset': 'OPEN', 'price': 180.0, 'volume': 2, 'user_id': 'TQSIM', 'commission': 20}"
)
self.assertEqual(trade1.direction, "SELL")
self.assertEqual(trade1.offset, "OPEN")
self.assertEqual(trade1.price, 50.0)
self.assertEqual(trade1.volume, 1)
self.assertEqual(trade1.commission, 10)
self.assertEqual(trade2.direction, "BUY")
self.assertEqual(trade2.offset, "OPEN")
self.assertEqual(trade2.price, 180.0)
self.assertEqual(trade2.volume, 2)
self.assertEqual(trade2.commission, 20)
api.close()
def test_lib_insert_order_time_check_2(self):
"""
lib下单时间判断测试2
回测时间：
10：15 - 10：45
订阅合约：
IF、T（无盘中休息时间）,cu（有盘中休息时间）
测试：
10:15 - 10:30期间IF和T能立即下单，cu等到10：30以后下单；
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_lib_insert_order_time_check_2.script.lzma"))
utils.RD = random.Random(4)
api = TqApi(backtest=TqBacktest(
datetime.datetime(2020, 2, 17, 10, 15, 0),
datetime.datetime(2020, 2, 17, 10, 45, 0)),
_ins_url=self.ins_url_2020_02_18,
_td_url=self.td_url,
_md_url=self.md_url)
symbol1 = "SHFE.cu2003"
symbol2 = "CFFEX.T2003"
symbol3 = "CFFEX.IF2003"
quote3 = api.get_quote(symbol3)
position1 = api.get_position(symbol1)
position2 = api.get_position(symbol2)
position3 = api.get_position(symbol3)
target_pos1 = TargetPosTask(api, symbol1)
target_pos2 = TargetPosTask(api, symbol2)
target_pos3 = TargetPosTask(api, symbol3)
orders = api.get_order()
try:
# 1 10:15 - 10:30期间IF和T能立即下单，cu等到10：30以后下单；
target_pos1.set_target_volume(1)
target_pos2.set_target_volume(2)
target_pos3.set_target_volume(3)
while datetime.datetime.strptime(
quote3.datetime,
"%Y-%m-%d %H:%M:%S.%f") < datetime.datetime(
2020, 2, 17, 10, 25):
api.wait_update()
self.assertEqual(len(orders), 2)
self.assertEqual(position1.pos, 0)
self.assertEqual(position2.pos, 2)
self.assertEqual(position3.pos, 3)
while True:
api.wait_update()
except BacktestFinished:
# 验证下單情況
self.assertEqual(len(orders), 3)
self.assertEqual(position1.pos, 1)
self.assertEqual(position2.pos, 2)
self.assertEqual(position3.pos, 3)
print("回测结束")
api.close()
def run_tianqin_code(port):
try:
api = TqApi(web_gui="127.0.0.1:" + port)
klines = api.get_kline_serial("SHFE.au1910", 24 * 60 * 60)
ma = MA(klines, 30) # 使用tqsdk自带指标函数计算均线
while True:
api.wait_update()
except Exception as e:
api.close()
def test_openmd_vipuser_bt(self):
bt = TqBacktest(start_dt=datetime(2020, 6, 1),
end_dt=datetime(2020, 6, 2))
api = TqApi(backtest=bt, _stock=False, auth="[email protected],MaYanQiong")
quote = api.get_quote("DCE.m2009")
print(quote.datetime, quote.last_price)
self.assertEqual("2020-05-29 22:59:59.999999", quote.datetime)
self.assertEqual(2826.0, quote.last_price)
api.close()
def record_ticks(args):
symbols, _stock, _md_url = args
api = TqApi(auth=AUTH, _stock=_stock, _md_url=_md_url)
for symbol in symbols:
os.makedirs(f"S:/mayanqiong/klines_expired/{symbol}", exist_ok=True)
for dur in [0, 1, 5, 15, 30, 60, 60 * 5, 60 * 15, 60 * 30, 60 * 60, 60 * 60 * 2, 60 * 60 * 4, 60 * 60 * 24, 60 * 60 * 24 * 7]:
file_name = f"S:/mayanqiong/klines_expired/{symbol}/{'ticks' if dur == 0 else 'klines_' + str(dur)}_{'new' if _stock else 'old'}.csv"
download_symbol_dur(symbol, dur, api, file_name)
api.close()
print(args)
def test_get_trade(self):
"""
获取成交记录
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_td_basic_get_trade_simulate.script.lzma"))
# 测试: 模拟账户
utils.RD = random.Random(4)
api = TqApi(_ins_url=self.ins_url_2019_07_03,
_td_url=self.td_url,
_md_url=self.md_url)
order1 = api.insert_order("DCE.jd2005", "BUY", "OPEN", 1)
order2 = api.insert_order("SHFE.cu2005",
"BUY",
"OPEN",
2,
limit_price=40870)
while order1.status == "ALIVE" or order2.status == "ALIVE":
api.wait_update()
trade1 = api.get_trade(
"PYSDK_insert_1710cf5327ac435a7a97c643656412a9|1")
trade2 = api.get_trade(
"PYSDK_insert_8ca5996666ceab360512bd1311072231|2")
self.assertAlmostEqual(1586414355666978000 / 1e9,
trade1.trade_date_time / 1e9,
places=1)
self.assertAlmostEqual(1586414355667884000 / 1e9,
trade2.trade_date_time / 1e9,
places=1)
del trade1["trade_date_time"]
del trade2["trade_date_time"]
self.assertEqual(
str(trade1),
"{'order_id': 'PYSDK_insert_1710cf5327ac435a7a97c643656412a9', 'trade_id': 'PYSDK_insert_1710cf5327ac435a7a97c643656412a9|1', 'exchange_trade_id': 'PYSDK_insert_1710cf5327ac435a7a97c643656412a9|1', 'exchange_id': 'DCE', 'instrument_id': 'jd2005', 'direction': 'BUY', 'offset': 'OPEN', 'price': 3317.0, 'volume': 1, 'user_id': 'TQSIM', 'commission': 6.122999999999999}"
)
self.assertEqual(
str(trade2),
"{'order_id': 'PYSDK_insert_8ca5996666ceab360512bd1311072231', 'trade_id': 'PYSDK_insert_8ca5996666ceab360512bd1311072231|2', 'exchange_trade_id': 'PYSDK_insert_8ca5996666ceab360512bd1311072231|2', 'exchange_id': 'SHFE', 'instrument_id': 'cu2005', 'direction': 'BUY', 'offset': 'OPEN', 'price': 40870.0, 'volume': 2, 'user_id': 'TQSIM', 'commission': 23.189999999999998}"
)
self.assertEqual(trade1.direction, "BUY")
self.assertEqual(trade1.offset, "OPEN")
self.assertEqual(trade1.price, 3317.0)
self.assertEqual(trade1.volume, 1)
self.assertEqual(trade1.commission, 6.122999999999999)
self.assertEqual(trade2.direction, "BUY")
self.assertEqual(trade2.offset, "OPEN")
self.assertEqual(trade2.price, 40870.0)
self.assertEqual(trade2.volume, 2)
self.assertEqual(trade2.commission, 23.189999999999998)
api.close()
def test_get_order(self):
"""
获取委托单信息
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_td_basic_get_order_simulate.script.lzma"))
# 测试: 模拟账户下单
utils.RD = random.Random(4)
api = TqApi(_ins_url=self.ins_url_2019_07_03, _td_url=self.td_url, _md_url=self.md_url)
order1 = api.insert_order("DCE.jd2005", "BUY", "OPEN", 1)
order2 = api.insert_order("SHFE.cu2005", "SELL", "OPEN", 2, limit_price=40750)
while order1.status == "ALIVE" or order2.status == "ALIVE":
api.wait_update()
get_order1 = api.get_order(order1.order_id)
get_order2 = api.get_order(order2.order_id)
self.assertEqual(get_order1.order_id, "1710cf5327ac435a7a97c643656412a9")
self.assertEqual(get_order1.direction, "BUY")
self.assertEqual(get_order1.offset, "OPEN")
self.assertEqual(get_order1.volume_orign, 1)
self.assertEqual(get_order1.volume_left, 0)
self.assertNotEqual(get_order1.limit_price, get_order1.limit_price) # 判断nan
self.assertEqual(get_order1.price_type, "ANY")
self.assertEqual(get_order1.volume_condition, "ANY")
self.assertEqual(get_order1.time_condition, "IOC")
# 因为TqSim模拟交易的 insert_date_time 不是固定值，所以改为判断范围（前后100毫秒）
self.assertAlmostEqual(1586415071223454000 / 1e9, get_order1.insert_date_time / 1e9, places=1)
self.assertEqual(get_order1.last_msg, "全部成交")
self.assertEqual(get_order1.status, "FINISHED")
self.assertEqual(get_order1.frozen_margin, 0)
self.assertEqual(get_order2.order_id, "8ca5996666ceab360512bd1311072231")
self.assertEqual(get_order2.direction, "SELL")
self.assertEqual(get_order2.offset, "OPEN")
self.assertEqual(get_order2.volume_orign, 2)
self.assertEqual(get_order2.volume_left, 0)
self.assertEqual(get_order2.limit_price, 40750)
self.assertEqual(get_order2.price_type, "LIMIT")
self.assertEqual(get_order2.volume_condition, "ANY")
self.assertEqual(get_order2.time_condition, "GFD")
self.assertAlmostEqual(1586415071224110000 / 1e9, get_order2["insert_date_time"] / 1e9, places=1)
self.assertEqual(get_order2["last_msg"], "全部成交")
self.assertEqual(get_order2["status"], "FINISHED")
self.assertEqual(get_order2.frozen_margin, 0)
del get_order1["insert_date_time"]
del get_order2["insert_date_time"]
self.assertEqual(str(get_order1),
"{'order_id': '1710cf5327ac435a7a97c643656412a9', 'exchange_order_id': '1710cf5327ac435a7a97c643656412a9', 'exchange_id': 'DCE', 'instrument_id': 'jd2005', 'direction': 'BUY', 'offset': 'OPEN', 'volume_orign': 1, 'volume_left': 0, 'limit_price': nan, 'price_type': 'ANY', 'volume_condition': 'ANY', 'time_condition': 'IOC', 'last_msg': '全部成交', 'status': 'FINISHED', 'user_id': 'TQSIM', 'frozen_margin': 0.0, 'frozen_premium': 0.0}")
self.assertEqual(str(get_order2),
"{'order_id': '8ca5996666ceab360512bd1311072231', 'exchange_order_id': '8ca5996666ceab360512bd1311072231', 'exchange_id': 'SHFE', 'instrument_id': 'cu2005', 'direction': 'SELL', 'offset': 'OPEN', 'volume_orign': 2, 'volume_left': 0, 'limit_price': 40750.0, 'price_type': 'LIMIT', 'volume_condition': 'ANY', 'time_condition': 'GFD', 'last_msg': '全部成交', 'status': 'FINISHED', 'user_id': 'TQSIM', 'frozen_margin': 0.0, 'frozen_premium': 0.0}")
api.close()
def test_get_order(self):
"""
获取委托单信息
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_td_basic_get_order_simulate.script"))
# 测试: 模拟账户下单
TqApi.RD = random.Random(4)
api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url)
order1 = api.insert_order("DCE.jd2001", "BUY", "OPEN", 1)
order2 = api.insert_order("SHFE.cu2001", "SELL", "OPEN", 2, limit_price=47040)
while order1.status == "ALIVE" or order2.status == "ALIVE":
api.wait_update()
get_order1 = api.get_order(order1.order_id)
get_order2 = api.get_order(order2.order_id)
self.assertEqual(str(get_order1),
"{'order_id': '1710cf5327ac435a7a97c643656412a9', 'exchange_order_id': '1710cf5327ac435a7a97c643656412a9', 'exchange_id': 'DCE', 'instrument_id': 'jd2001', 'direction': 'BUY', 'offset': 'OPEN', 'volume_orign': 1, 'volume_left': 0, 'limit_price': nan, 'price_type': 'ANY', 'volume_condition': 'ANY', 'time_condition': 'IOC', 'insert_date_time': 631123200000000000, 'last_msg': '全部成交', 'status': 'FINISHED', 'user_id': 'TQSIM', 'symbol': 'DCE.jd2001', 'frozen_margin': 0.0}")
self.assertEqual(str(get_order2),
"{'order_id': '8ca5996666ceab360512bd1311072231', 'exchange_order_id': '8ca5996666ceab360512bd1311072231', 'exchange_id': 'SHFE', 'instrument_id': 'cu2001', 'direction': 'SELL', 'offset': 'OPEN', 'volume_orign': 2, 'volume_left': 0, 'limit_price': 47040.0, 'price_type': 'LIMIT', 'volume_condition': 'ANY', 'time_condition': 'GFD', 'insert_date_time': 631123200000000000, 'last_msg': '全部成交', 'status': 'FINISHED', 'user_id': 'TQSIM', 'symbol': 'SHFE.cu2001', 'frozen_margin': 0.0}")
self.assertEqual(get_order1.order_id, "1710cf5327ac435a7a97c643656412a9")
self.assertEqual(get_order1.direction, "BUY")
self.assertEqual(get_order1.offset, "OPEN")
self.assertEqual(get_order1.volume_orign, 1)
self.assertEqual(get_order1.volume_left, 0)
self.assertEqual(get_order1.limit_price != get_order1.limit_price, True) # 判断nan
self.assertEqual(get_order1.price_type, "ANY")
self.assertEqual(get_order1.volume_condition, "ANY")
self.assertEqual(get_order1.time_condition, "IOC")
self.assertEqual(get_order1.insert_date_time, 631123200000000000)
self.assertEqual(get_order1.last_msg, "全部成交")
self.assertEqual(get_order1.status, "FINISHED")
self.assertEqual(get_order1.symbol, "DCE.jd2001")
self.assertEqual(get_order1.frozen_margin, 0)
self.assertEqual(get_order2.order_id, "8ca5996666ceab360512bd1311072231")
self.assertEqual(get_order2.direction, "SELL")
self.assertEqual(get_order2.offset, "OPEN")
self.assertEqual(get_order2.volume_orign, 2)
self.assertEqual(get_order2.volume_left, 0)
self.assertEqual(get_order2.limit_price, 47040)
self.assertEqual(get_order2.price_type, "LIMIT")
self.assertEqual(get_order2.volume_condition, "ANY")
self.assertEqual(get_order2.time_condition, "GFD")
self.assertEqual(get_order2["insert_date_time"], 631123200000000000)
self.assertEqual(get_order2["last_msg"], "全部成交")
self.assertEqual(get_order2["status"], "FINISHED")
self.assertEqual(get_order2.symbol, "SHFE.cu2001")
self.assertEqual(get_order2.frozen_margin, 0)
api.close()
def run_tianqin_code(port, queue):
try:
ins_url = "http://127.0.0.1:5000/t/md/symbols/2019-07-03.json"
api = TqApi(_ins_url=ins_url, web_gui="127.0.0.1:" + port)
queue.put("webready")
klines = api.get_kline_serial("SHFE.au1910", 24 * 60 * 60)
ma = MA(klines, 30) # 使用tqsdk自带指标函数计算均线
while True:
api.wait_update()
except Exception as e:
api.close()
