def find_one(self, account_name):
accounts = AccountModel.objects(name=account_name).all()
if not accounts or len(accounts) <= 0:
return None
account_model: AccountModel = accounts[0]
if account_model.tp == 'IBAccount':
account = IBAccount(account_model.name, account_model.initial_cash)
elif account_model.tp == 'BacktestAccount':
account = BacktestAccount(account_model.name,
account_model.initial_cash)
elif account_model.tp == "TDAccount":
account = TDAccount(account_model.name, account_model.initial_cash)
else:
raise RuntimeError("wrong account type")
account.cash = account_model.cash
account.initial_cash = account_model.initial_cash
account.positions = account_model.positions
account.history_net_value = {
self._to_timestamp(dt): account_model.history_net_value[dt]
for dt in account_model.history_net_value
}
account.orders = [self._to_order(om) for om in account_model.orders]
# account.current_operation = self._to_operation(account_model.current_operation)
# account.history_operations = [self._to_operation(op) for op in account_model.history_operations]
logging.info("账户加载成功, 当前持仓:{}, 现金:{}".format(account.positions,
account.cash))
return account
# if isinstance(event_definition.time_rule, MarketOpen):
# t = Timestamp("2021-01-21 22:30:00", tz='Asia/Shanghai')
# return [Event(event_definition, visible_time=t, data={})]
#
# elif isinstance(event_definition.time_rule, MarketClose):
# if event_definition.time_rule.offset == 0:
# t = Timestamp("2021-01-22 05:00:00", tz='Asia/Shanghai')
# return [Event(event_definition, visible_time=t, data={})]
# elif event_definition.time_rule.offset == 30:
# t = Timestamp("2021-01-22 05:30:00", tz='Asia/Shanghai')
# return [Event(event_definition, visible_time=t, data={})]
#
#
# mocked_current_prices = {
# Timestamp("2021-01-21 22:30:00", tz='Asia/Shanghai'): {"SPCE_STK_USD_SMART": 30},
# Timestamp("2021-01-22 05:00:00", tz='Asia/Shanghai'): {"SPCE_STK_USD_SMART": 31},
# Timestamp("2021-01-22 05:30:00", tz='Asia/Shanghai'): {"SPCE_STK_USD_SMART": 31},
#
# }
#
# engine.run(strategy, acc, is_realtime_test=True, mocked_events_generator=mocked_event_generator,
# mocked_current_prices=mocked_current_prices)
# 实盘
acc = IBAccount("ib_real1", 10000)
acc.with_order_callback(strategy).with_client(config.get('ib', 'host'),
config.getint('ib', 'port'),
config.getint('ib', 'client_id'))
engine.run(strategy, acc)
from trading_calendars import get_calendar
from se import config, AccountRepo, BeanContainer
from se.domain2.engine.engine import Engine, Scope
from se.infras.ib import IBAccount
from strategies.strategy import TestStrategy3
engine = Engine()
scope = Scope(["GSX_STK_USD_SMART"], trading_calendar=get_calendar("NYSE"))
strategy = TestStrategy3(scope)
account_name = "ib_real2"
repo: AccountRepo = BeanContainer.getBean(AccountRepo)
acc = repo.find_one(account_name)
if not acc:
acc = IBAccount(account_name, 10000)
acc.with_order_callback(strategy).with_client(
config.get('ib_account', 'host'), config.getint('ib_account', 'port'),
config.getint('ib_account', 'client_id'))
acc.start_save_thread()
acc.start_sync_order_executions_thread()
engine.run(strategy, acc)
from trading_calendars import get_calendar
from se import config, AccountRepo, BeanContainer
from se.domain2.engine.engine import Engine, Scope
from se.infras.ib import IBAccount
from strategies.strategy import TestStrategy3
engine = Engine()
scope = Scope(["GSX_STK_USD_SMART"], trading_calendar=get_calendar("NYSE"))
strategy = TestStrategy3(scope)
account_name = "ib_sim2"
repo: AccountRepo = BeanContainer.getBean(AccountRepo)
acc = repo.find_one(account_name)
if not acc:
acc = IBAccount(account_name, 10000)
acc.with_order_callback(strategy).with_client(
config.get('ib_account', 'host'), config.getint('ib_account', 'port'),
config.getint('ib_account', 'client_id'))
engine.run(strategy, acc)
from se.domain2.account.account import MKTOrder, Order, OrderDirection, LimitOrder
from se import config
from ibapi.order import Order as IBOrder
from se.infras.ib import IBAccount
class TestStrategy(AbstractStrategy):
def do_order_status_change(self, order, account):
pass
def do_initialize(self, engine: Engine, data_portal: DataPortal):
pass
account_name = "test"
acc = IBAccount(account_name, 10000)
acc.with_client(config.get('ib_account', 'host'),
config.getint('ib_account', 'port'),
config.getint('ib_account', 'client_id'))
acc.with_order_callback(TestStrategy(None))
code = '700_STK_HKD_SEHK'
contract = acc.cli.code_to_contract(code)
ib_order: IBOrder = IBOrder()
ib_order.orderType = "MKT"
ib_order.totalQuantity = 100
# ib_order.lmtPrice = 85
ib_order.action = 'SELL'
# ib_order.outsideRth = True
# ib_order.tif = "GTD"
# ib_order.goodAfterTime = '18:45:00'