def SimulateTrade(Kind,AccountInfo,ActFlag,ActualAmount,TaxRate,LivePX,TodayMoney,TodayPos):
if ActFlag == 1: #开
data1 = w.tlogon(BrokerID=AccountInfo[0], DepartmentID=0, LogonAccount=AccountInfo[1], Password=AccountInfo[2], AccountType='shf') #登录模拟账户
data21 = w.torder(SecurityCode=Kind, TradeSide='Buy', OrderPrice=LivePX, OrderVolume=ActualAmount, MarketType='SHF') #模拟开仓
TodayPos += ActualAmount
TodayMoney -= LivePX*ActualAmount*(1+TaxRate)
elif ActFlag == -1: #平
data1 = w.tlogon(BrokerID=AccountInfo[0], DepartmentID=0, LogonAccount=AccountInfo[1], Password=AccountInfo[2], AccountType='shf') #登录模拟账户
data21 = w.torder(SecurityCode=Kind, TradeSide='Sell', OrderPrice=LivePX, OrderVolume=ActualAmount,MarketType='SHF') #模拟平仓
TodayPos -= ActualAmount
TodayMoney += LivePX*ActualAmount*(1-TaxRate)
#print(TodayMoney, TodayPos)
return TodayMoney, TodayPos
def ForceSell(Kind, AccountInfo,LivePX,TodayMoney, TodayPos,TaxRate):
data1 = w.tlogon(BrokerID=AccountInfo[0], DepartmentID=0, LogonAccount=AccountInfo[1], Password=AccountInfo[2], AccountType='shf') # 登录模拟账户
data21 = w.torder(SecurityCode=Kind, TradeSide='Sell', OrderPrice=LivePX, OrderVolume=TodayPos, MarketType='SHF') # 模拟平仓
TodayMoney += LivePX*TodayPos*(1-TaxRate)
TodayPos = 0
LastAct = -2
OriginMAFlag = [0,0,0]
return TodayMoney, TodayPos, LivePX, LastAct, OriginMAFlag
def tradelogon(self):
#仅登陆期权帐户
if self._tradeaccid[0]>0:
print('已登陆')
return
acc=[g.config_wind_account+'03']
acctype=['sho']
logon=w.tlogon('0000',0,acc,g.config_wind_password, acctype)
if logon.ErrorCode <0:
self._tradeaccid=0
print('登陆失败：%s' %(logon.Data))
else:
self._tradeaccid=logon.Data[0]
print('期权交易帐户登陆成功')
import MySQLdb
from WindPy import w
from datetime import *
from Execution import *
LogonID = w.tlogon("00000010","","M:1881053498701","******","SHSZ")
try:
WhiteList=[]
CurrentPosition=[]
Bamboo_db = MySQLdb.connect(host='localhost',user='******',passwd='root',db='Bamboo',port=3306)
cur = Bamboo_db.cursor()
#Get record in WhiteList table and store them into array WhiteList
WhiteList_count = cur.execute('select * from WhiteList')
print 'there are %d raws record in WhiteList' % count
WhiteList_results = cur.fetchall()
for r in White_results:
WhiteList.append(r[0])
print WhiteList
#Get record in CurrentPosition table and store them into array CurrentPosition
CurrentPosition_count = cur.execute('select * from CurrentPosition')
print 'there are %d raws record in Position' % count
CurrentPosition_results = cur.fetchall()
for r in CurrentPosition_results:
CurrentPosition.append(r[0])
print CurrentPosition
daima = '000413'
nian = '2015'
yue = ''
print("登入万得\n")
from WindPy import w
#from datetime import *
w.start()
print("已经启动")
print("登入期货账户\n")
w.tlogon("20420401", "0", "25300042", "121522", "CFE")
mo = w.tquery("Capital").Data[1][0]
print("现有资金：", "%.2f" % mo)
po = w.tquery("Position").Data
print("现有持仓：", "\n", po[0], "\n", po[1], "\n", po[2], "\n", po[10], "\n",
po[11], "\n", po[12], "\n", po[13])
'''股品 主要看成长
'''
rd = w.wsd("603883.SH",
"roa2,stmnote_others_4504,researchanddevelopmentexpenses",
"2012-01-01", "2014-12-31", "rptType=1;Period=Y;Fill=Previous")
rd.Data[0]
v = w.wsi("600010.SH", "amt", "2015-04-24 09:00:00", "2015-04-26 17:08:25", "")
print'it is trading spread order between %s and %s'%(self.tradingOrder[i][0],self.tradingOrder[i][1])
instrument_id=self.tradingOrder[i][0]
direction='buy'
limitPrice=w.wsq(instrument_id,'rt_last').Data[0]
volume=1
logonid=2
w.torder(instrument_id,direction,limitPrice,volume,logonid=logonid)
#定义卖单下单参数,并下单
instrument_id=self.tradingOrder[i][1]
direction='short'
limitPrice=w.wsq(instrument_id,'rt_last').Data[0]
volume=self.tradingOrder[i][2]
logonid=2
w.torder(instrument_id,direction,limitPrice,volume,logonid=logonid)
#定义交易对象,此对象来自于计算机器结果
tradingOrder=[['RU1401.SHF', 'FG401.CZC', 36.011767364126612, -28373.745064529503, -33208.077687938567], ['ZN1401.SHF', 'TA401.CZC', 1.2126731163504074, 5500.6030064563192, 4893.9256643498748], ['RU1401.SHF', 'J1401.DCE', 17.642695764706176, -6310.4765649161745, -8590.0412593592864], ['RU1401.SHF', 'TA401.CZC', 7.6723619297322729, -38316.284059386315, -42628.309323957808], ['CU1401.SHF', 'RU1401.SHF', 1.0815425178390803, 31978.191774908541, 29644.633609589815], ['AG1312.SHF', 'AU1312.SHF', 30.191027322441442, -3600.9750756256853, -3970.7648976048631]]
TSNames=list(set([str(x[0]) for x in tradingOrder]+[str(x[1]) for x in tradingOrder]))
#登陆下单
TD=w.tlogon('0000',0,['W675324301','W675324302'],'000000',['sh','cfe'])
print TD
#启动OnTickSpread交易策略
#print w.wsq("000001.sz","rt_last")
data=w.wsq("000001.sz","rt_last",func=Trading(TD,tradingOrder).OnTickSpread)
print data
while True:
time.sleep(1)
],
[
'RU1401.SHF', 'J1401.DCE', 17.642695764706176,
-6310.4765649161745, -8590.0412593592864
],
[
'RU1401.SHF', 'TA401.CZC', 7.6723619297322729,
-38316.284059386315, -42628.309323957808
],
[
'CU1401.SHF', 'RU1401.SHF', 1.0815425178390803,
31978.191774908541, 29644.633609589815
],
[
'AG1312.SHF', 'AU1312.SHF', 30.191027322441442,
-3600.9750756256853, -3970.7648976048631
]]
TSNames = list(
set([str(x[0]) for x in tradingOrder] + [str(x[1]) for x in tradingOrder]))
#登陆下单
TD = w.tlogon('0000', 0, ['W675324301', 'W675324302'], '000000', ['sh', 'cfe'])
print TD
#启动OnTickSpread交易策略
#print w.wsq("000001.sz","rt_last")
data = w.wsq("000001.sz",
"rt_last",
func=Trading(TD, tradingOrder).OnTickSpread)
print data
while True:
time.sleep(1)
