def execute(self, job):
broker = job.broker
balance = broker.balance()
enable_balance = balance[0].enable_balance
q = Quotation()
quote = q.get_realtime_quotes([self.GC001, self.R001])
# for (k,v) in quote.items():
# string = v.__str__()
# print string.encode('utf-8')
# job.result.invest = []
job.result.clear()
if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
amount = int(enable_balance / self.HAND / self.GC001_UNIT) * self.GC001_UNIT
# invest = Invest({'name':'GC001', 'code':self.GC001, 'amount':amount, 'price':quote[self.GC001].buy})
invest = {'code': self.GC001, 'name': 'GC001', 'amount': amount, 'price': quote[self.GC001].buy, 'deal': Invest.INVEST_DEAL_SELL}
job.result.append(invest)
enable_balance = enable_balance - amount * self.HAND
quote = q.get_realtime_quotes([self.GC001, self.R001])
amount = int(enable_balance / self.HAND / self.R001_UNIT) * self.R001_UNIT
# invest = Invest({'name':'R001', 'code':self.R001, 'amount':amount, 'price':quote[self.R001].buy})
invest = {'code': self.R001, 'name': 'R001', 'amount': amount, 'price': quote[self.R001].buy, 'deal': Invest.INVEST_DEAL_SELL}
job.result.append(invest)
return True
def test_get_realtime_quotes(self):
q = Quotation()
d = q.get_realtime_quotes('sh')
self.assertIn('sh', d)
self.assertEqual(d['sh'].symbol, 'sh000001')
self.assertEqual(d['sh'].code, 'sh')
self.assertEqual(d['sh'].name, '上证指数')
d = q.get_realtime_quotes(['000002', '601992'])
self.assertIn('000002', d)
self.assertIn('601992', d)
def execute(self, job):
t = Trader.get_instance(job['trader'])
balance = t.balance()
enable_balance = balance[0].enable_balance
q = Quotation()
quote = q.get_realtime_quotes([self.GC001, self.R001])
for (k,v) in quote.items():
string = v.__str__()
print string.encode('utf-8')
if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT
ret = t.sell(self.GC001, price=quote[self.GC001].buy, amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT)
job.notice(str(ret))
job.trade(str(ret))
quote = q.get_realtime_quotes([self.GC001, self.R001])
amount=int(enable_balance/self.HAND/self.R001_UNIT)*self.R001_UNIT
ret = t.sell(self.R001, price=quote[self.R001].buy, amount=amount)
job.notice(str(ret))
job.trade(str(ret))
#t = Trader.get_instance(job['trader'])
#d = t.position()
##d = t.entrust()
##d = t.buy('601288', price=3.1, amount=100)
##d = t.sell('601288', price=3.5, amount=100)
##d = t.entrust()
##d = t.check_available_cancels()
##d = t.cancel_all_entrust()
##d = t.cancel_entrust('500', '601288')
##d = t.get_deal('2017-04-11')
#job.notice(str(d))
#job.trade(str(d))
return 0
def execute(self, job):
q = Quotation()
hgt = q.get_hgt_capital()
hgt_estimate = estimate_to_close(hgt)
#沪港通指标
buy = 0
if hgt > self.HGT_LIM:
buy = 1
if get_exchange_time(
) > 30 * 60 and hgt_estimate > self.HGT_ESTIMATE_LIM:
buy = 1
if buy == 0:
job.status = 0
job.result.clear()
return 0
if buy == 1:
job.status = 1
t = Trader.get_instance(job['trader'])
position = t.position()
balance = t.balance()
enable_balance = balance[0].enable_balance
codes = []
for i, v in enumerate(job.result):
codes.append(v.code)
quotes = q.get_realtime_quotes(codes)
temp_result = copy.copy(job.result)
job.result.clear()
for i, v in enumerate(temp_result):
#找到该股的持仓数据
v_position = ''
for p in position:
if p.stock_code == v.code:
v_position = p
#达到持仓上限
if v_position != '' and v_position.current_amount >= v.amount:
continue
#设置买入参数
v.price = quotes[v.code].buy
if get_turnover_brokerage(v.price * v.amount) > enable_balance:
continue
enable_balance -= get_turnover_brokerage(v.price * v.amount)
job.result.append(v)
return 0
def execute(self, job):
q = Quotation()
hgt = q.get_hgt_capital()
hgt_estimate = estimate_to_close(hgt)
#沪港通指标
sell = 0
if hgt < self.HGT_LIM:
sell = 1
if get_exchange_time(
) > 30 * 60 and hgt_estimate < self.HGT_ESTIMATE_LIM:
sell = 1
if hgt < self.HGT_KEEP_LIM:
sell = 2
if get_exchange_time(
) > 30 * 60 and hgt_estimate < self.HGT_KEEP_ESTIMATE_LIM:
sell = 2
if sell == 0:
job.status = 0
job.result.clear()
return 0
if sell != 0:
job.status = 1
t = Trader.get_instance(job['trader'])
position = t.position()
codes = []
for i, v in enumerate(job.result):
codes.append(v.code)
quotes = q.get_realtime_quotes(codes)
temp_result = copy.copy(job.result)
job.result.clear()
for i, v in enumerate(temp_result):
#找到该股的持仓数据
v_position = ''
for p in position:
if p.stock_code == v.code:
v_position = p
#没有持仓
if v_position == '':
continue
#盈利卖出
if sell == 1:
v.price = max(
quotes[v.code].buy,
round(
v_position.keep_cost_price *
(1 + self.INCOME_RATION_LIM), 2))
#保本卖出
elif sell == 2:
v.price = v_position.keep_cost_price
#设置卖出参数
v.amount = v_position.enable_amount
job.result.append(v)
return 0
def execute(self, job):
t = Trader.get_instance(job['trader'])
balance = t.balance()
enable_balance = balance[0].enable_balance
q = Quotation()
quote = q.get_realtime_quotes([self.GC001, self.R001])
#for (k,v) in quote.items():
# string = v.__str__()
# print string.encode('utf-8')
#job.result.invest = []
job.result.clear()
if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT
#invest = Invest({'name':'GC001', 'code':self.GC001, 'amount':amount, 'price':quote[self.GC001].buy})
invest = {'name':'GC001', 'code':self.GC001, 'amount':amount, 'price':quote[self.GC001].buy}
job.result.append(invest)
enable_balance = enable_balance - amount * self.HAND
quote = q.get_realtime_quotes([self.GC001, self.R001])
amount=int(enable_balance/self.HAND/self.R001_UNIT)*self.R001_UNIT
#invest = Invest({'name':'R001', 'code':self.R001, 'amount':amount, 'price':quote[self.R001].buy})
invest = {'name':'R001', 'code':self.R001, 'amount':amount, 'price':quote[self.R001].buy}
job.result.append(invest)
#q = Quotation()
#quote = q.get_realtime_quotes([self.GC001, self.R001])
#for (k,v) in quote.items():
# string = v.__str__()
# print string.encode('utf-8')
#if quote[self.GC001].buy > quote[self.R001].buy and enable_balance >= self.GC001_UNIT * self.HAND:
# amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT
# ret = t.sell(self.GC001, price=quote[self.GC001].buy, amount=int(enable_balance/self.HAND/self.GC001_UNIT)*self.GC001_UNIT)
# job.notice(str(ret))
# job.trade(str(ret))
##不要过于频繁操作
#time.sleep(2)
#balance = t.balance()
#enable_balance = balance[0].enable_balance
#quote = q.get_realtime_quotes([self.GC001, self.R001])
#amount=int(enable_balance/self.HAND/self.R001_UNIT)*self.R001_UNIT
#ret = t.sell(self.R001, price=quote[self.R001].buy, amount=amount)
#job.notice(str(ret))
#job.trade(str(ret))
#t = Trader.get_instance(job['trader'])
#d = t.position()
##d = t.entrust()
##d = t.buy('601288', price=3.1, amount=100)
##d = t.sell('601288', price=3.5, amount=100)
##d = t.entrust()
##d = t.check_available_cancels()
##d = t.cancel_all_entrust()
##d = t.cancel_entrust('500', '601288')
##d = t.get_deal('2017-04-11')
#job.notice(str(d))
#job.trade(str(d))
return 0