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 sell_close():
api = TqApi(TqAccount(bid, user_id, pwd),
url=td_url,
auth="ringo,Shinnytech123")
test_logger.info(f"{'='*12} 期权 卖平仓 {'='*12}")
quote = api.get_quote(symbol) # ETF 期权
order = api.insert_order(symbol=symbol,
direction="SELL",
offset="CLOSE",
limit_price=quote.bid_price1,
volume=3)
while order.status == "ALIVE":
api.wait_update()
api.wait_update()
api.close()
def test_insert_order_shfe_anyprice(self):
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_insert_order_shfe_anyprice.script"))
# 测试
account = TqAccount("H海通期货", "83011119", "********")
utils.RD = random.Random(4)
# 测试
with self.assertRaises(Exception):
with TqApi(account=account,
_ins_url=self.ins_url_2020_06_16,
_md_url=self.md_url,
_td_url=self.td_url,
debug=False) as api:
order1 = api.insert_order("SHFE.au2012", "BUY", "OPEN", 1)
def test_insert_order_shfe_limit_fak(self):
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_insert_order_shfe_limit_fak.script"))
# 测试
account = TqAccount("H海通期货", "83011119", "********")
utils.RD = random.Random(4)
with TqApi(account=account,
_ins_url=self.ins_url_2020_06_16,
_md_url=self.md_url,
_td_url=self.td_url,
debug=False) as api:
order1 = api.insert_order("SHFE.rb2010",
"BUY",
"OPEN",
2,
limit_price=3500,
advanced="FAK",
order_id="PYSDK_insert_SHFE_limit_FAK")
while True:
api.wait_update()
if order1.status == "FINISHED":
break
self.assertEqual("PYSDK_insert_SHFE_limit_FAK", order1.order_id)
self.assertEqual(" 25308102", order1.exchange_order_id)
self.assertEqual("SHFE", order1.exchange_id)
self.assertEqual("rb2010", order1.instrument_id)
self.assertEqual("BUY", order1.direction)
self.assertEqual("OPEN", order1.offset)
self.assertEqual(2, order1.volume_orign)
self.assertEqual(2, order1.volume_left)
self.assertEqual(3500.0, order1.limit_price)
self.assertEqual(1593585743000000000, order1.insert_date_time)
self.assertEqual("FINISHED", order1.status)
self.assertEqual("LIMIT", order1.price_type)
self.assertEqual("ANY", order1.volume_condition)
self.assertEqual("IOC", order1.time_condition)
self.assertEqual("已撤单报单已提交", order1.last_msg)
self.assertEqual(
"{'order_id': 'PYSDK_insert_SHFE_limit_FAK', 'exchange_order_id': ' 25308102', 'exchange_id': 'SHFE', 'instrument_id': 'rb2010', 'direction': 'BUY', 'offset': 'OPEN', 'volume_orign': 2, 'volume_left': 2, 'limit_price': 3500.0, 'price_type': 'LIMIT', 'volume_condition': 'ANY', 'time_condition': 'IOC', 'insert_date_time': 1593585743000000000, 'last_msg': '已撤单报单已提交', 'status': 'FINISHED', 'seqno': 21, 'user_id': '83011119'}",
str(order1))
def test_insert_order_dce_limit_fok1(self):
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_insert_order_dce_limit_fok1.script"))
# 测试
account = TqAccount("H海通期货", "83011119", "********")
utils.RD = random.Random(4)
with TqApi(account=account,
_ins_url=self.ins_url_2020_06_16,
_md_url=self.md_url,
_td_url=self.td_url,
debug=False) as api:
order1 = api.insert_order("DCE.m2009",
"SELL",
"OPEN",
2,
limit_price=2905,
advanced="FOK",
order_id="PYSDK_insert_DCE_limit_FOK1")
while True:
api.wait_update()
if order1.status == "FINISHED":
break
self.assertEqual("PYSDK_insert_DCE_limit_FOK1", order1.order_id)
self.assertEqual(" 13619123", order1.exchange_order_id)
self.assertEqual("DCE", order1.exchange_id)
self.assertEqual("m2009", order1.instrument_id)
self.assertEqual("SELL", order1.direction)
self.assertEqual("OPEN", order1.offset)
self.assertEqual(2, order1.volume_orign)
self.assertEqual(0, order1.volume_left)
self.assertEqual(2905.0, order1.limit_price)
self.assertEqual(1593657671000000000, order1.insert_date_time)
self.assertEqual("FINISHED", order1.status)
self.assertEqual("LIMIT", order1.price_type)
self.assertEqual("ALL", order1.volume_condition)
self.assertEqual("IOC", order1.time_condition)
self.assertEqual("全部成交", order1.last_msg)
self.assertEqual(
"{'order_id': 'PYSDK_insert_DCE_limit_FOK1', 'exchange_order_id': ' 13619123', 'exchange_id': 'DCE', 'instrument_id': 'm2009', 'direction': 'SELL', 'offset': 'OPEN', 'volume_orign': 2, 'volume_left': 0, 'limit_price': 2905.0, 'price_type': 'LIMIT', 'volume_condition': 'ALL', 'time_condition': 'IOC', 'insert_date_time': 1593657671000000000, 'last_msg': '全部成交', 'status': 'FINISHED', 'seqno': 2, 'user_id': '83011119'}",
str(order1))
def test_insert_order_dec_best(self):
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_insert_order_dec_best.script"))
# 测试
account = TqAccount("H海通期货", "83011119", "********")
utils.RD = random.Random(4)
# 测试
with self.assertRaises(Exception):
with TqApi(account=account,
_ins_url=self.ins_url_2020_06_16,
_md_url=self.md_url,
_td_url=self.td_url,
debug=False) as api:
order1 = api.insert_order("DCE.m2009",
"BUY",
"OPEN",
1,
limit_price="BEST",
order_id="PYSDK_insert_DCE_BEST")
def test_insert_order_dce_anyprice(self):
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(
os.path.join(dir_path, "log_file",
"test_insert_order_dce_anyprice.script"))
# 测试
account = TqAccount("H海通期货", "83011119", "********")
utils.RD = random.Random(4)
with TqApi(account=account,
_ins_url=self.ins_url_2020_06_16,
_md_url=self.md_url,
_td_url=self.td_url,
debug=False) as api:
order1 = api.insert_order("DCE.m2009",
"BUY",
"OPEN",
1,
order_id="PYSDK_insert_DCE_any")
while True:
api.wait_update()
if order1.status == "FINISHED":
break
self.assertEqual("PYSDK_insert_DCE_any", order1.order_id)
self.assertEqual(" 15350014", order1.exchange_order_id)
self.assertEqual("DCE", order1.exchange_id)
self.assertEqual("m2009", order1.instrument_id)
self.assertEqual("BUY", order1.direction)
self.assertEqual("OPEN", order1.offset)
self.assertEqual(1, order1.volume_orign)
self.assertEqual(0, order1.volume_left)
self.assertEqual(0.0, order1.limit_price)
self.assertEqual(1593586583000000000, order1.insert_date_time)
self.assertEqual("FINISHED", order1.status)
self.assertEqual("ANY", order1.price_type)
self.assertEqual("ANY", order1.volume_condition)
self.assertEqual("IOC", order1.time_condition)
self.assertEqual("全部成交", order1.last_msg)
self.assertEqual(
"{'order_id': 'PYSDK_insert_DCE_any', 'exchange_order_id': ' 15350014', 'exchange_id': 'DCE', 'instrument_id': 'm2009', 'direction': 'BUY', 'offset': 'OPEN', 'volume_orign': 1, 'volume_left': 0, 'limit_price': 0.0, 'price_type': 'ANY', 'volume_condition': 'ANY', 'time_condition': 'IOC', 'insert_date_time': 1593586583000000000, 'last_msg': '全部成交', 'status': 'FINISHED', 'seqno': 38, 'user_id': '83011119'}",
str(order1))
start_text = config_params['start_from']
end_text = config_params['to_end']
start_date = datetime.strptime(start_text, "%Y-%m-%d").date()
end_date = datetime.strptime(end_text, "%Y-%m-%d").date()
api = TqApi(web_gui=config_params['web_url'],
backtest=TqBacktest(start_dt=start_date, end_dt=end_date),
auth=TqAuth(acc, pwd))
else:
if config_params['future_company'] == '' or config_params[
'future_account'] == '' or config_params['future_pwd'] == '':
print('没有配置期货账号')
exit(0)
future_account = TqAccount(config_params['future_company'],
config_params['future_account'],
config_params['sim_pwd'])
api = TqApi(future_account,
auth=TqAuth(config_params['sim_account'],
config_params['sim_pwd']))
# replay.set_replay_speed(10.0)
account = api.get_account()
print(account)
# 获取目标期货代码
symbol = config_params['symbol_code']
long_short_judgment = None
position = api.get_position(symbol)
'trading_code': trading_code,
'weight': signal.loc[symbol]['weight'],
'last_price': close_dict[symbol],
'VolumeMultiple':
VolumeMultiple_dict[main_contract]['VolumeMultiple']
}
trading_info = pd.DataFrame(signal_dict).T
trading_info['position'] = aum * balance / len(symbol_lst) * trading_info[
'weight'] / trading_info['last_price'] / trading_info['VolumeMultiple']
# trading_info['position'] = trading_info['position'].apply(lambda x: int(np.around(x, 0)))
print(trading_info)
return trading_info
if __name__ == '__main__':
api = TqApi(TqAccount("simnow", "168694", "zg19491001"), web_gui=False)
Trd = Trading(api)
aum = 10000000
balance = 6
strategy_id = 'hmm'
fold_path = 'c://g//trading_hmm//'
# 收件人为多个收件人
# receiver = ['*****@*****.**','*****@*****.**','*****@*****.**', '*****@*****.**', '*****@*****.**']
receiver = ['*****@*****.**', '*****@*****.**', '*****@*****.**']
today = datetime.date.today()
index_code_lst = [
'AG', 'I', 'JM', 'MA', 'PP', 'RM', 'RU', 'SC', 'SM', 'TA', 'IF', 'Y',
'SN', 'ZC', 'AP', 'HC', 'AU', 'P', 'RB', 'V', 'B', 'CU', 'CF', 'L',
'IH', 'J', 'NI', 'IC', 'AL', 'BU', 'FG', 'JD', 'M', 'ZN', 'A', 'SF',
'OI', 'SR'
import datetime
from trading_future.future_singleton import Future
from trading_simulate.trading_fuction import Trading
# auth('18610039264', 'zg19491001')
from configDB import *
auth(JOINQUANT_USER, JOINQUANT_PW)
if __name__ == '__main__':
signal_path = 'G://trading_strategy//'
aum = 1000000
balance = 10
bars = 5
# api = TqApi(TqAccount("simnow", "163919", "yo193846"), web_gui=True)
# api = TqApi(TqAccount("快期模拟", "*****@*****.**", "zf1991"), web_gui=True)
api = TqApi(TqAccount("G国泰君安", "85030120", "jz04282020"), web_gui=True)
Trd = Trading(api)
account = api.get_account()
quote = api.get_quote("INE.sc2012") # 获取SHFE.cu1812合约的10秒K线
time_allowed_lst = quote.trading_time.day
time_allowed_lst.extend(quote.trading_time.night)
print(time_allowed_lst)
times = 0
# while datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S') > '2020-05-18 09:00:00' and times == 0:
# print(times)
for i in range(3):
order = Trd.insert_order_sk_limit('INE.sc2012', 1)
order = Trd.insert_order_bk_limit('INE.sc2007', 1)
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from tqsdk import TqApi, TqAccount
from otg_check_helper import check_orders, check_positions, check_account, check_risk_rule, check_risk_data, check_all
from test_for_etf.base_info import bid, user_id, pwd, td_url, test_logger
if __name__ == '__main__':
api = TqApi(TqAccount(bid, user_id, pwd),
auth="ringo,Shinnytech123",
_stock=True,
_td_url=td_url)
# 成交持仓比风控规则
rule = api.set_risk_management_rule("SSE",
True,
trade_units_limit=6,
trade_position_ratio_limit=150)
test_logger.info(f"{'='*12} 期权 开仓 {'='*12}")
symbol = "SSE.10002477"
quote = api.get_quote(symbol) # ETF 期权
# 挂单
buy_order = api.insert_order(symbol=symbol,
direction="BUY",
offset="OPEN",
limit_price=quote.ask_price1,
volume=10)
while buy_order.status == "ALIVE":
api.wait_update()
t2 = str(t2.year) + str(t2.month).zfill(2) + str(t2.day).zfill(2)
df = pro.query('trade_cal', exchange='DCE', start_date=t1, end_date=t2)
trade_dates = df[df['is_open'] == 1]['cal_date'].unique()
trade_dates = list(trade_dates)
last_time_2 = None
if __name__ == '__main__':
if backtest:
acc = TqSim(init_balance=1000000)
print(start_date, end_date)
api = TqApi(acc,
backtest=TqBacktest(start_dt=start_date, end_dt=end_date),
web_gui='127.0.0.1:9999')
quote1 = api.get_quote('SHFE.ag2005')
else:
api = TqApi(TqAccount("快期模拟", "******", "*******"))
# load model
model_path = 'model/model.pickle'
with open(model_path, 'rb+') as f:
clf = pickle.load(f)
while True:
if backtest:
now_time_ = datetime.datetime.strptime(quote1.datetime,
"%Y-%m-%d %H:%M:%S.%f")
trade_date = str(now_time_.year) + str(
now_time_.month).zfill(2) + str(now_time_.day).zfill(2)
zhuli = ZhuLi_HeYue(trade_date=trade_date, now_time=now_time_)
else:
now_time_ = datetime.datetime.now()
from tqsdk import TqApi, TqAccount
api = TqApi(TqAccount("华鑫期货", "910890802", "1503p.o."), auth="论坛邮箱账户,论坛密码")
order = api.insert_order("DCE.i2009-C-520", "BUY", "OPEN", 1, 110)
while True:
api.wait_update()
if order.status == "FINISHED" and order.volume_left == 0:
print("权限已开通，订单已完成")
break
api.close()
from tqsdk import TqApi, TqSim, TqAccount
api = TqApi(TqAccount("simnow", "093391", "hz2327300"))
account = api.get_account()
print("登录成功，账户权益: %.2f" % (account.balance))
买卖开平选择 = int(input('1.买开卖平；2.卖开买平；3.买平卖开；4.卖平买开；其他退出，请选择：'))
while 买卖开平选择 == 1 or 买卖开平选择 == 2 or 买卖开平选择 == 3 or 买卖开平选择 == 4:
api.wait_update()
if 买卖开平选择 == 1:
首价格 = int(input('首价格：'))
单笔数量 = int(input('单笔数量：'))
总数量 = int(input('总数量：'))
价格间隔 = int(input('价格间隔：'))
平仓参数 = int(input('平仓参数：'))
while 总数量:
print('玉米2001' + '●买开/' + '%d/%d/%d' % (首价格, 单笔数量, 首价格 + 平仓参数) +
'●卖平')
order = api.insert_order(symbol="DCE.c2001",
direction="BUY",
offset="OPEN",
limit_price=首价格,
volume=单笔数量)
#对应循环单 order = api.insert_order(symbol="DCE.c2001", direction="SELL", offset="CLOSE", limit_price=首价格+平仓参数,volume=单笔数量)
总数量 -= 1
首价格 -= 价格间隔
elif 买卖开平选择 == 2:
首价格 = int(input('首价格：'))
单笔数量 = int(input('单笔数量：'))
总数量 = int(input('总数量：'))
价格间隔 = int(input('价格间隔：'))
平仓参数 = int(input('平仓参数：'))
while 总数量:
def test_api_vipuser_account(self):
api = TqApi(account=TqAccount("simnow", "103988", "MaYanQiong"),
auth="[email protected],MaYanQiong")
self.assertEqual(api._md_url,
"wss://api.shinnytech.com/t/nfmd/front/mobile")
api.close()
[sg.Text('长周期'), sg.Input(60, key="long")],
[sg.OK(), sg.Cancel()]]
window = sg.Window('请输入策略运行参数', layout)
# 读取用户输入值
event, values = window.Read()
print(event, values)
window.close()
# 正常运行策略代码
SHORT = int(values["short"]) # 短周期
LONG = int(values["long"]) # 长周期
SYMBOL = values["symbol"]
api = TqApi(TqAccount(values["broker_id"], values["user_id"], values["password"]))
print("策略开始运行")
data_length = LONG + 2 # k线数据长度
klines = api.get_kline_serial(SYMBOL, duration_seconds=60, data_length=data_length)
target_pos = TargetPosTask(api, SYMBOL)
while True:
api.wait_update()
if api.is_changing(klines.iloc[-1], "datetime"): # 产生新k线:重新计算SMA
short_avg = ma(klines["close"], SHORT) # 短周期
long_avg = ma(klines["close"], LONG) # 长周期
# 均线下穿，做空
if long_avg.iloc[-2] < short_avg.iloc[-2] and long_avg.iloc[-1] > short_avg.iloc[-1]:
# -*- coding: utf-8 -*-
# @Time : 2020/4/27 14:53
# @Author : zhangfang
from tqsdk import TqApi, TqSim, TqAccount
api = TqApi(TqAccount("快期模拟", "*****@*****.**", "zf1991"), web_gui=True)
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from tqsdk import TqApi, TqAccount
from otg_check_helper import check_orders, check_positions, check_account, check_risk_rule, check_risk_data, check_all
from test_for_etf.base_info import bid, user_id, pwd, td_url, test_logger
if __name__ == '__main__':
api = TqApi(TqAccount(bid, user_id, pwd), auth="ringo,Shinnytech123", _stock=True, _td_url=td_url)
# 频繁报撤单风控规则
rule = api.set_risk_management_rule("SSE", True, insert_order_count_limit=6, cancel_order_count_limit=4, cancel_order_percent_limit=50)
api.wait_update()
test_logger.info(f"{'='*12} 期权 开仓 {'='*12}")
symbol = "SSE.10002477"
quote = api.get_quote(symbol) # ETF 期权
# 挂单
order = api.insert_order(symbol=symbol, direction="SELL", offset="OPEN", limit_price=quote.ask_price1, volume=3)
api.wait_update()
api.cancel_order(order)
while order.status == "ALIVE":
api.wait_update()
# check_all(api, bid, user_id, show_risk=True)
# check_risk_rule(api, None)
# check_risk_data(api, symbol)
api.close()
#!/usr/bin/env python
# -*- coding: utf-8 -*-
import time
from tqsdk import TqApi, TqAccount
api = TqApi(TqAccount('快期模拟', 'yhlz714', '86888196'), web_gui=True)
# 获得 m2005 的持仓引用，当持仓有变化时 position 中的字段会对应更新
position = api.get_position("SHFE.rb2010")
# 获得资金账户引用，当账户有变化时 account 中的字段会对应更新
account = api.get_account()
# 下单并返回委托单的引用，当该委托单有变化时 order 中的字段会对应更新
# order = api.insert_order(symbol="SHFE.rb2010", direction="BUY", offset="OPEN", volume=5, limit_price=3575)
orders = api.get_order()
for i in orders:
api.cancel_order(orders[i])
count = 0
while True:
api.wait_update()
# if api.is_changing(order, ["status", "volume_orign", "volume_left"]):
# print("单状态: %s, 已成交: %d 手" % (order.status, order.volume_orign - order.volume_left))
# print(order.status)
if api.is_changing(position, "pos_long_today"):
print("今多头: %d 手" % (position.pos_long_today))
if api.is_changing(account, "available"):
print("可用资金: %.2f" % (account.available))
count += 1
if 50 < count < 52:
pass
# api.cancel_order(order)
'trading_code': trading_code,
'weight': signal.loc[symbol]['weight'],
'last_price': close_dict[symbol],
'VolumeMultiple':
VolumeMultiple_dict[main_contract]['VolumeMultiple']
}
trading_info = pd.DataFrame(signal_dict).T
trading_info['position'] = aum * balance / len(symbol_lst) * trading_info[
'weight'] / trading_info['last_price'] / trading_info['VolumeMultiple']
# trading_info['position'] = trading_info['position'].apply(lambda x: int(np.around(x, 0)))
print(trading_info)
return trading_info
if __name__ == '__main__':
api = TqApi(TqAccount("simnow", "176793", "yo193846"), web_gui=False)
Trd = Trading(api)
aum = 10000000
balance = 2
strategy_id = 'hmm'
fold_path = 'c://g//trading_hmm_stockindex//'
resualt_path = 'c:/e/hmm/resualt/stockindex/'
# 收件人为多个收件人
# receiver = ['*****@*****.**','*****@*****.**','*****@*****.**', '*****@*****.**', '*****@*****.**']
receiver = ['*****@*****.**', '*****@*****.**', '*****@*****.**']
today = datetime.date.today()
StartDate = '2017-01-01'
index_code_lst = ['IF', 'IH', 'IC']
asset_lst = ['000300.XSHG', '000016.XSHG', '000905.XSHG']
# logger.addHandler(mail_handler)
logger.setLevel(logging.DEBUG)
logger.addHandler(fh)
logger.propagate = False
# try:
if __name__ == '__main__':
logger.debug('This is yhlz\'s trading server,now started!\n')
# 定义常量
durationTransDict = {'1m': 60, '1d': 86400}
try:
# api=TqApi(TqAccount('快期模拟','284837','86888196'))
api = TqApi(TqAccount('simnow', '133492', 'Yhlz0000'), web_gui=True)
logger.info('success sign in! with simnow')
# api = TqApi(TqAccount('H华安期货', '100909186', 'Yhlz0000'))
# Yhlz.info('success sign in! with 100909186')
except Exception as e:
logger.info('problem with sign in!')
exit(1)
f = open('strategytorun.txt')
temp = f.readlines()
f.close()
'---------------------------------------------------初始化数据------------------------------------------------------'
strategys = {}
# -*- coding: utf-8 -*-
from tqsdk import TqApi, TqSim, TqAccount
import time
import subprocess
'''
下单
order = api.insert_order(symbol="SHFE.rb2005", direction="BUY", offset="OPEN", volume=1, limit_price=3570)
CFFEX: 中金所 SHFE: 上期所 DCE: 大商所 CZCE: 郑商所 INE: 能源交易所(原油)
'''
try:
# api = TqApi(TqAccount("H华安期货", "117889998", "262010",front_broker='6020',front_url='tcp://183.11.217.235:41207'),web_gui="0.0.0.0:9876")
api = TqApi(TqAccount("快期模拟", "cjj208", "Chenjj1230"))
# api = TqApi(TqAccount("simnow", "090828", "jimc1230",front_broker='9999',front_url='tcp://180.168.146.187:10100'),web_gui="0.0.0.0:9876")#web_gui="0.0.0.0:9876"
account = api.get_account() # 获取用户账户资金信息
klines = api.get_kline_serial('SHFE.rb2005', 5 * 60,
data_length=500) #获取k线序列数据
position = api.get_position('SHFE.rb2005') #指定一个品种查看持仓相关信息
order = api.get_order('SHFE.rb2005') # 获取用户委托单信息
quote = api.get_quote('SHFE.rb2005') #获取指定合约的盘口行情.
api.is_changing(position, "pos_long_today") #判定obj最近是否有更新
# orderinsert = api.insert_order(symbol="SHFE.rb2005", direction="BUY", offset="OPEN", volume=1, limit_price=3570)
except Exception as e:
print("行情服务连不上, 或者期货公司服务器关了, 或者账号密码错了, 总之就是有问题")
# 监听下单后有没有成交
api.wait_update()
order = api.insert_order(symbol="SHFE.rb2005",
direction="BUY",
offset="CLOSE",
elif change_day > today >= last_change_day:
limit_dict = {'FU': 1500, 'SC': 1500}
else:
limit_dict = {'FU': 500, 'SC': 500}
data_dict[symbol] = limit_dict[product]
elif product in ['TF', 'TS', 'T']:
expireDate = pd.to_datetime(expireDate)
change_day = self.find_tradeday(-1,
date=expireDate.replace(day=1),
exchange=exchange_id)
if today < change_day:
limit_dict = {'TF': 2000, 'TS': 2000, 'T': 2000}
else:
limit_dict = {'TF': 600, 'TS': 600, 'T': 600}
data_dict[symbol] = limit_dict[product]
return data_dict
if __name__ == '__main__':
# DataFactory.config(MONGDB_PW='jz2018*', MONGDB_IP='192.168.2.201', MONGDB_USER='******',
# DATASOURCE_DEFAULT=global_variable.DATASOURCE_REMOTE
# , logging_level=global_variable.logging.INFO)
# rd = redis.Redis('192.168.1.36')
api = TqApi(TqAccount("H华安期货", "100921556", "425408"), web_gui=True)
Trd = Trading(api)
order = Trd.insert_order_bk_limit('CZCE.TA101', 1)
# for i in range(1):
# order = Trd.insert_order_bp_limit('SHFE.cu2008', 1)
# order = Trd.insert_order_sp_limit('SHFE.cu2009', 1)
# time.sleep(5)
# -*- coding:utf-8 -*-
# author: limm_666
from datetime import date, datetime
from functools import reduce
from tqsdk import TqApi, TargetPosTask, TqAccount, TqSim, TqBacktest
SYMBOL = "DCE.c2009" # 合约代码
START_PRICE = 1874 # 起始价位
GRID_AMOUNT = 7 # 网格在多头、空头方向的格子(档位)数量
api = TqApi(TqAccount())
grid_region_long = [0.02] * GRID_AMOUNT # 多头每格价格跌幅(网格密度)
grid_region_short = [0.01] * GRID_AMOUNT # 空头每格价格涨幅(网格密度)
grid_volume_long = [i for i in range(GRID_AMOUNT + 1)] # 多头每格持仓手数
grid_volume_short = [i for i in range(GRID_AMOUNT + 1)] # 空头每格持仓手数
grid_prices_long = [reduce(lambda p, r: p * (1 - r), grid_region_long[:i], START_PRICE) for i in
range(GRID_AMOUNT + 1)] # 多头每格的触发价位列表
grid_prices_short = [reduce(lambda p, r: p * (1 + r), grid_region_short[:i], START_PRICE) for i in
range(GRID_AMOUNT + 1)] # 空头每格的触发价位列表
print("策略开始运行, 起始价位: %f, 多头每格持仓手数:%s, 多头每格的价位:%s, 空头每格的价位:%s" % (
START_PRICE, grid_volume_long, grid_prices_long, grid_prices_short))
quote = api.get_quote(SYMBOL) # 行情数据
target_pos = TargetPosTask(api, SYMBOL)
position = api.get_position(SYMBOL) # 持仓信息
def wait_price(layer):
"""等待行情最新价变动到其他档位,则进入下一档位或回退到上一档位; 如果从下一档位回退到当前档位,则设置为当前对应的持仓手数;
layer : 当前所在第几个档位层次; layer>0 表示多头方向, layer<0 表示空头方向
if __name__ == '__main__':
loadConfig()
data = pd.read_excel(para['io_in'],
sheet_name=0,
converters={'stk_code': str}) # excel读取的品种集合
log.logger.info('品种数：{0}'.format(len(data['stk_code'])))
g_security = data['stk_code'].tolist() # "'a' 品种前缀 g_security
open_num_list = data['open_num'].tolist()
stg = pd.read_excel('stg_cfg.xlsx', sheet_name=0) # excel读stg对应关系
para['STG_NUM1'] = stg['k' + str(para['BAR_UNIT'])].iloc[0]
para['STG_NUM2'] = stg['k' + str(para['BAR_UNIT'])].iloc[1]
# wt_data = pd.DataFrame(columns=['date', 'stk_code', 'win_rate', 'short_val', 'long_val']) #输出落地的excel字段
# wt_data.to_excel(io_out, index=False)
# 登录连接信易快期账户
api = TqApi(TqAccount(para['FUT_BROKER'], para['FUT_USER'],
para["FUT_PWD"]),
auth=TqAuth(para['ACCT_ID'], para['ACCT_PWD']))
account = api.get_account()
log.logger.info('初始账户权益：{0}'.format(account.balance))
log.logger.info('初始浮动盈亏：{0}'.format(account.float_profit))
SEC_LIST = []
for g_sec in g_security:
ls = api.get_quote('KQ.m@%s' % g_sec)
SEC_LIST.append(ls.underlying_symbol)
log.logger.info('品种集合：{0}'.format(SEC_LIST))
# 获取主力合约
# domain = api.get_quote("[email protected]")
# 获取主力合约的K线引用
for sec in SEC_LIST:
positions[sec] = api.get_position(sec)
klines_dict[sec] = api.get_kline_serial(sec, para['BAR_UNIT'],
def run_tianqin_code(bid, user_id, pwd, td_url):
api = TqApi(TqAccount(bid, user_id, pwd),
auth="[email protected],MaYanQiong",
_td_url=td_url)
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)
logger.info(f"{'='*30} 全部撤单 & 全部平仓 {'='*30}")
for order in orders.values():
if order.status != "FINISHED":
api.cancel_order(order)
for pos in positions.values():
symbol = f"{pos.exchange_id}.{pos.instrument_id}"
quote = api.get_quote(symbol)
if pos.pos_long > 0:
api.insert_order(symbol=symbol,
direction="SELL",
offset="CLOSE",
limit_price=quote.bid_price1,
volume=pos.pos_long)
if pos.pos_short > 0:
api.insert_order(symbol=symbol,
direction="BUY",
offset="CLOSE",
limit_price=quote.ask_price1,
volume=pos.pos_short)
while True:
api.wait_update(deadline=time.time() + 30)
# 全部持仓清 0
is_all_clear = True
for pos in positions.values():
if pos.pos_long > 0 or pos.pos_short > 0:
is_all_clear = False
for order in orders.values():
if order.status != "FINISHED":
is_all_clear = False
if is_all_clear:
logger.info("全部撤单 & 全部平仓 ok")
break
else:
logger.info("还没完成全部撤单 & 全部平仓")
logger.info(f"{'='*12} 期货 开仓 {'='*12}")
quote = api.get_quote("CZCE.RM105")
api.insert_order(symbol="CZCE.RM105",
direction="BUY",
offset="OPEN",
limit_price=quote.lower_limit + quote.price_tick,
volume=2)
api.insert_order(symbol="CZCE.RM105",
direction="BUY",
offset="OPEN",
limit_price=quote.ask_price1,
volume=3)
quote1 = api.get_quote("CZCE.CF105")
api.insert_order(symbol="CZCE.CF105",
direction="SELL",
offset="OPEN",
limit_price=quote1.upper_limit - quote1.price_tick,
volume=2)
api.insert_order(symbol="CZCE.CF105",
direction="SELL",
offset="OPEN",
limit_price=quote1.bid_price1,
volume=3)
check_all(api, bid, user_id)
# logger.info(f"{'='*12} 期权 开仓 {'='*12}")
# quote = api.get_quote("CZCE.RM009C2300")
# api.insert_order(symbol="CZCE.RM009C2300", direction="BUY", offset="OPEN",
# limit_price=quote.lower_limit + quote.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.RM009C2300", direction="BUY", offset="OPEN", limit_price=quote.ask_price1,
# volume=3)
# quote1 = api.get_quote("CZCE.CF009C11600")
# api.insert_order(symbol="CZCE.CF009C11600", direction="SELL", offset="OPEN",
# limit_price=quote1.upper_limit - quote1.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.CF009C11600", direction="SELL", offset="OPEN", limit_price=quote1.bid_price1,
# volume=3)
#
# quote2 = api.get_quote("CZCE.RM009P2300")
# api.insert_order(symbol="CZCE.RM009P2300", direction="BUY", offset="OPEN",
# limit_price=quote2.lower_limit + quote2.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.RM009P2300", direction="BUY", offset="OPEN", limit_price=quote2.ask_price1,
# volume=3)
# quote3 = api.get_quote("CZCE.CF009C11600")
# api.insert_order(symbol="CZCE.CF009P11600", direction="SELL", offset="OPEN",
# limit_price=quote3.upper_limit - quote3.price_tick,
# volume=2)
# api.insert_order(symbol="CZCE.CF009P11600", direction="SELL", offset="OPEN", limit_price=quote3.bid_price1,
# volume=3)
# PUT
# check_all(api, bid, user_id)
# logger.info(f"{'='*30} 发平仓挂单 {'='*30}")
# positions = api._data["trade"][user_id]["positions"]
# for pos in positions.values():
# symbol = f"{pos.exchange_id}.{pos.instrument_id}"
# quote = api.get_quote(symbol)
# if pos.pos_long > 0:
# api.insert_order(symbol=symbol, direction="SELL", offset="CLOSE",
# limit_price=quote.upper_limit - quote.price_tick,
# volume=pos.pos_long)
# if pos.pos_short > 0:
# api.insert_order(symbol=symbol, direction="BUY", offset="CLOSE",
# limit_price=quote.lower_limit + quote.price_tick,
# volume=pos.pos_short)
# check_all(api, bid, user_id)
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,
_md_url="wss://nfmd.shinnytech.com/t/nfmd/front/mobile", _td_url=td_url)
print(api._md_url)
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)
logger.info(f"{'='*12} 期权 开仓 {'='*12}")
quote = api.get_quote("CZCE.RM105") # ETF 期权
print(quote)
# 挂单
# order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.lower_limit + quote.price_tick, volume=2)
# 可成交
order = api.insert_order(symbol="CZCE.RM105", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=1)
# 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="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=10)
# 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)
while order.status == "ALIVE":
api.wait_update()
api.wait_update()
api.wait_update()
check_all(api, bid, user_id)
# logger.info(f"{'='*30} 发平仓挂单 {'='*30}")
# positions = api._data["trade"][user_id]["positions"]
# for pos in positions.values():
# symbol = f"{pos.exchange_id}.{pos.instrument_id}"
# quote = api.get_quote(symbol)
# if pos.pos_long > 0:
# api.insert_order(symbol=symbol, direction="SELL", offset="CLOSE",
# limit_price=quote.upper_limit - quote.price_tick,
# volume=pos.pos_long)
# if pos.pos_short > 0:
# api.insert_order(symbol=symbol, direction="BUY", offset="CLOSE",
# limit_price=quote.lower_limit + quote.price_tick,
# volume=pos.pos_short)
# check_all(api, bid, user_id)
api.close()
import time
from jqdatasdk import *
import datetime
from trading_simulate.trading_fuction import Trading
# auth('18610039264', 'zg19491001')
from configDB import *
auth(JOINQUANT_USER, JOINQUANT_PW)
if __name__ == '__main__':
signal_path = 'G://trading_strategy//'
aum = 1000000
balance = 10
bars = 5
# api = TqApi(TqAccount("快期模拟", "*****@*****.**", "zf1991"), web_gui=True)
api = TqApi(TqAccount("simnow", "163919", "yo193846"), web_gui=False)
Trd = Trading(api)
calen = get_trade_days(count=bars)
today = datetime.date.today()
calen = list(calen)
if today in calen:
calen, next_tradeday, EndDate, StartDate, hq_last_date = Trd.get_date(
calen, today)
temp_ymjh = pd.read_csv(signal_path + 'position_' + 'ymjh' + '_' + hq_last_date + '.csv', index_col=0)[
['VolumeMultiple', 'last_price', 'symbol', 'trading_code', 'position']]\
.rename(columns={'position': 'position_ymjh'})
temp_tcs = pd.read_csv(signal_path + 'position_' + 'tcs' + '_' + hq_last_date + '.csv', index_col=0)[
['VolumeMultiple', 'last_price', 'symbol', 'trading_code', 'position']]\
.rename(columns={'position': 'position_tcs'})
temp_momentum = pd.read_csv(signal_path + 'position_' + 'momentum' + '_' + hq_last_date + '.csv', index_col=0)[
#!/usr/bin/env python
# -*- coding: utf-8 -*-
__author__ = 'chengzhi'
import subprocess
from tqsdk import TqApi, TqAccount
import nest_asyncio
nest_asyncio.apply()
# api = TqApi(TqAccount("H华安期货", "117889998", "262010",front_broker='6020',front_url='tcp://183.11.217.235:41207'),web_gui="0.0.0.0:9876")
# api = TqApi(TqAccount("快期模拟", "cjj208", "Chenjj1230"))
api = TqApi(TqAccount("simnow",
"090828",
"jimc1230",
front_broker='9999',
front_url='tcp://180.168.146.187:10100'),
web_gui="0.0.0.0:9876")
# 获得 m2005 的持仓引用，当持仓有变化时 position 中的字段会对应更新
position = api.get_position("SHFE.rb2005")
# 获得资金账户引用，当账户有变化时 account 中的字段会对应更新
account = api.get_account()
# 下单并返回委托单的引用，当该委托单有变化时 order 中的字段会对应更新
order = api.insert_order(symbol="SHFE.rb2005",
direction="BUY",
offset="OPEN",
volume=2,
limit_price=3521)
#canorder = api.cancel_order(order)
while True:
api.wait_update()
if api.is_changing(order, ["status", "volume_orign", "volume_left"]):
#!/usr/bin/env python
# -*- coding: utf-8 -*-
__author__ = 'hongyan'
from tqsdk import TqApi, TqAuth, TqAccount, TqKq, TqSim, TqMultiAccount
# 多账户模式下, 同时操作实盘、模拟交易和快期模拟账户交易
tqact = TqAccount("H海通期货", "123456", "123456")
sim = TqSim()
kq = TqKq()
with TqApi(TqMultiAccount([tqact, sim, kq]), auth=TqAuth("信易账户",
"账户密码")) as api:
order1 = api.insert_order(symbol="DCE.m2101",
direction="BUY",
offset="OPEN",
volume=5,
account=tqact)
order2 = api.insert_order(symbol="SHFE.au2012C308",
direction="BUY",
offset="OPEN",
volume=5,
limit_price=78.1,
account=sim)
order3 = api.insert_order(symbol="SHFE.cu2101",
direction="Sell",
offset="OPEN",
volume=10,
limit_price=51610,
account=kq)
api.cancel_order(order3, kq)
while order1.status != "FINISHED" or order2.status != "FINISHED":