def __SendOrder_Click(self, bAsyncOrder):
try:
if self.boxBuyOrSell1.get() == "買進":
sBuySell = 0
elif self.boxBuyOrSell1.get() == "賣出":
sBuySell = 1
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.__dOrder['boxAccount']
# 填入期權代號1
oOrder.bstrStockNo = self.txtStockNo1.get()
# 買賣別
oOrder.sBuySell = sBuySell
# 委託數量
oOrder.nQty = int(self.txtQty.get())
message, m_nCode = skO.DisassembleOptions(Global.Global_IID,
bAsyncOrder, oOrder)
self.__oMsg.SendReturnMessage("Order", m_nCode,
"DisassembleOptions",
self.__dOrder['listInformation'])
except Exception as e:
messagebox.showerror("error！", e)
def Future(self, account, stockNo, sBuySell, sPrice, sQty, tradetype,
reservetype):
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = account
# 填入期權代號
oOrder.bstrStockNo = stockNo
# 買進 = 0、賣出 = 1
if sBuySell == "Buy":
oOrder.sBuySell = 0
elif sBuySell == "Sell":
oOrder.sBuySell = 1
# ROD = 0、IOC = 1、FOK = 2
if tradetype == 'ROD':
oOrder.sTradeType = 0
elif tradetype == 'IOC':
oOrder.sTradeType = 1
elif tradetype == 'FOK':
oOrder.sTradeType = 2
# 非當沖 = 0、當沖 = 1
oOrder.sDayTrade = 0
# 委託價、市價 = M
oOrder.bstrPrice = sPrice
# 委託數量
oOrder.nQty = int(sQty)
# 新倉 = 0、平倉 = 1、自動 = 2
oOrder.sNewClose = 2
# 盤中 = 0、T盤預約 = 1
oOrder.sReserved = reservetype
return oOrder
def __init__(self):
super(SKMainWindow, self).__init__()
loadUi(r'UI/MainWindow.ui', self)
self.showMaximized()
# 帳號處理
self.SKID = '未登入' # 登入帳號
self.IBAccount = '' #期貨帳號
self.statusBar.showMessage('帳號:' + self.SKID)
self.Bill = []
self.fOrder = sk.FUTUREORDER()
#下單參數 Future structure
self.trade_act = -1
self.OrderPrice = ''
self.ReplyComplete = False
# 介面導入
self.SKLoginUI() #登入介面
self.SKMessageFunc() #系統訊息介面
self.RightUI() #權益數介面
#ManuBar連結
self.actionLogin.triggered.connect(self.Login.show) #登入介面連結
#ToolBar連結
self.SysDetail.triggered.connect(self.SKMessage.show)
self.Connectbtn.triggered.connect(self.ConnectFun)
self.Disconnectbtn.triggered.connect(self.disconnectFun)
# Tab內功能組連結
self.commoditybtn.clicked.connect(self.commodityFnc)
self.BidAct_btn.clicked.connect(self.BidFunc)
self.AskAct_btn.clicked.connect(self.AskFunc)
self.LastPrice_btn.clicked.connect(self.LastPriceFunc)
self.PriceSpin.valueChanged.connect(self.GetPriceFunc)
self.MarketPrice_btn.clicked.connect(self.MarketPriceFunc)
self.LimitMarketPrice_btn.clicked.connect(self.LimitMarketPriceFunc)
self.Order_btn.clicked.connect(self.Order_btn_Func)
self.OrderCancel_btn.clicked.connect(self.OrderCancelFunc)
self.ClosePositionAll_btn.clicked.connect(self.ClosePositionAllFunc)
def send_order(buy_sell, b_async_order=False):
print(datetime.datetime.now(), ' is sending order ......')
try:
'''
Buy: sBuySell = 0 , Sell: sBuySell = 1
ROD: sTradeType = 0, IOC: sTradeType = 1, FOK: sTradeType = 2
非當沖: sDayTrade = 0, 當沖: sDayTrade = 1
新倉: sNewClose = 0, 平倉: sNewClose = 1, 自動: sNewClose = 2
盤中: sReserved = 0, T盤預約: sReserved = 1
'''
order = sk.FUTUREORDER()
order.bstrFullAccount = global_account[0]
order.bstrStockNo = 'MTX00'
order.sBuySell = buy_sell
order.sTradeType = 1
order.sDayTrade = 0
order.bstrPrice = 'M'
order.nQty = 1
order.sNewClose = 2
order.sReserved = 0
message, stat = skO.SendFutureOrderCLR(global_id, b_async_order, order)
if stat == 0:
print('【 SendingOrder successful 】')
else:
print('【 SendingOrder error code:' + str(stat) + '】')
except Exception as e:
print("error！", e)
def __SendOrder_Click(self, bAsyncOrder):
try:
if self.__dOrder['boxBuySell'].get() == "買進":
sBuySell = 0
elif self.__dOrder['boxBuySell'].get() == "賣出":
sBuySell = 1
if self.__dOrder['boxPeriod'].get() == "ROD":
sTradeType = 0
elif self.__dOrder['boxPeriod'].get() == "IOC":
sTradeType = 1
elif self.__dOrder['boxPeriod'].get() == "FOK":
sTradeType = 2
if self.__dOrder['boxFlag'].get() == "非當沖":
sDayTrade = 0
elif self.__dOrder['boxFlag'].get() == "當沖":
sDayTrade = 1
if self.__dOrder['boxNewClose'].get() == "新倉":
sNewClose = 0
elif self.__dOrder['boxNewClose'].get() == "平倉":
sNewClose = 1
elif self.__dOrder['boxNewClose'].get() == "自動":
sNewClose = 2
if self.__dOrder['boxReserved'].get() == "盤中":
sReserved = 0
elif self.__dOrder['boxReserved'].get() == "T盤預約":
sReserved = 1
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.__dOrder['boxAccount']
# 填入期權代號
oOrder.bstrStockNo = self.__dOrder['txtStockNo'].get()
# 買賣別
oOrder.sBuySell = sBuySell
# ROD、IOC、FOK
oOrder.sTradeType = sTradeType
# 非當沖、當沖
oOrder.sDayTrade = sDayTrade
# 委託價
oOrder.bstrPrice = self.__dOrder['txtPrice'].get()
# 委託數量
oOrder.nQty = int(self.__dOrder['txtQty'].get())
# 新倉、平倉、自動
oOrder.sNewClose = sNewClose
# 盤中、T盤預約
oOrder.sReserved = sReserved
message, m_nCode = skO.SendFutureOrderCLR(self.__dOrder['txtID'],
bAsyncOrder, oOrder)
self.__oMsg.SendReturnMessage("Order", m_nCode,
"SendFutureOrderCLR",
self.__dOrder['listInformation'])
except Exception as e:
messagebox.showerror("error！", e)
def __SendOrder_Click(self, bAsyncOrder):
try:
if self.__dOrder['boxBuySell'].get() == "買進":
sBuySell = 0
elif self.__dOrder['boxBuySell'].get() == "賣出":
sBuySell = 1
if self.__dOrder['boxPeriod'].get() == "ROD":
sTradeType = 0
elif self.__dOrder['boxPeriod'].get() == "IOC":
sTradeType = 1
elif self.__dOrder['boxPeriod'].get() == "FOK":
sTradeType = 2
if self.__dOrder['boxNewClose'].get() == "新倉":
sNewClose = 0
elif self.__dOrder['boxNewClose'].get() == "平倉":
sNewClose = 1
elif self.__dOrder['boxNewClose'].get() == "自動":
sNewClose = 2
if self.__dOrder['boxReserved'].get() == "盤中":
sReserved = 0
elif self.__dOrder['boxReserved'].get() == "T盤預約":
sReserved = 1
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.__dOrder['boxAccount']
# 填入期權代號
oOrder.bstrStockNo = self.__dOrder['txtStockNo'].get()
# 買賣別
oOrder.sBuySell = sBuySell
# ROD、IOC、FOK
oOrder.sTradeType = sTradeType
# 新倉、平倉、自動
oOrder.sNewClose = sNewClose
# 委託價
oOrder.bstrPrice = self.__dOrder['txtPrice'].get()
# 委託數量
oOrder.nQty = int(self.__dOrder['txtQty'].get())
# 觸發價
oOrder.bstrTrigger = self.__dOrder['txtTrigger'].get()
# 盤中、T盤預約
oOrder.sReserved = sReserved
message, m_nCode = skO.SendOptionStopLossOrder(
Global.Global_IID, bAsyncOrder, oOrder)
self.__oMsg.SendReturnMessage("Order", m_nCode,
"SendOptionStopLossOrder",
self.__dOrder['listInformation'])
if bAsyncOrder == False and m_nCode == 0:
strMsg = "選擇權停損委託: " + str(message)
self.__oMsg.WriteMessage(strMsg,
self.__dOrder['listInformation'])
except Exception as e:
messagebox.showerror("error！", e)
def __btnSendOrder_Click(self):
if self.__dOrder['boxAccount'] == '':
messagebox.showerror("error！", '請選擇期貨帳號！')
else:
try:
if self.__dOrder['boxBuySell'].get() == "買進":
sBuySell = 0
elif self.__dOrder['boxBuySell'].get() == "賣出":
sBuySell = 1
if self.__dOrder['boxPeriod'].get() == "IOC":
sTradeType = 1
elif self.__dOrder['boxPeriod'].get() == "FOK":
sTradeType = 2
if self.__dOrder['boxNewClose'].get() == "新倉":
sNewClose = 0
elif self.__dOrder['boxNewClose'].get() == "平倉":
sNewClose = 1
elif self.__dOrder['boxNewClose'].get() == "自動":
sNewClose = 2
if self.__dOrder['boxASYNC'].get() == "同步":
bAsyncOrder = 0
elif self.__dOrder['boxASYNC'].get() == "非同步":
bAsyncOrder = 1
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.__dOrder['boxAccount']
# 填入期權代號
oOrder.bstrStockNo = self.__dOrder['txtStockNo'].get()
# 買賣別
oOrder.sBuySell = sBuySell
# IOC、FOK
oOrder.sTradeType = sTradeType
# 新倉、平倉、自動
oOrder.sNewClose = sNewClose
# 成交價
oOrder.bstrDealPrice = self.__dOrder['txtDealPrice'].get()
# 委託數量
oOrder.nQty = int(self.__dOrder['txtQty'].get())
# 觸發價
oOrder.bstrTrigger = self.__dOrder['txtTrigger'].get()
message, m_nCode = skO.SendOptionMITOrder(
Global.Global_IID, bAsyncOrder, oOrder)
self.__oMsg.SendReturnMessage("Order", m_nCode,
"SendOptionMITOrder",
self.__dOrder['listInformation'])
if bAsyncOrder == False and m_nCode == 0:
strMsg = "選擇權MIT委託: " + str(message)
self.__oMsg.WriteMessage(strMsg,
self.__dOrder['listInformation'])
except Exception as e:
messagebox.showerror("error！", e)
def __SendOrder_Click(self, bAsyncOrder):
try:
if self.boxBuyOrSell1.get() == "買進":
sBuySell = 0
elif self.boxBuyOrSell1.get() == "賣出":
sBuySell = 1
if self.boxBuyOrSell2.get() == "買進":
sBuySell2 = 0
elif self.boxBuyOrSell2.get() == "賣出":
sBuySell2 = 1
if self.TradeType.get() == "IOC":
sTradeType = 1
elif self.TradeType.get() == "FOK":
sTradeType = 2
if self.boxNewOrClose.get() == "新倉":
sNewClose = 0
elif self.boxNewOrClose.get() == "平倉":
sNewClose = 1
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.__dOrder['boxAccount']
# 填入期權代號1
oOrder.bstrStockNo = self.txtMerchandise1.get()
# 填入期權代號2
oOrder.bstrStockNo2 = self.txtMerchandise2.get()
# 買賣別1
oOrder.sBuySell = sBuySell
# 買賣別2
oOrder.sBuySell2 = sBuySell2
# IOC、FOK
oOrder.sTradeType = sTradeType
# 委託價
oOrder.bstrPrice = self.txtPrice.get()
# 委託數量
oOrder.nQty = int(self.txtQty.get())
# 新倉、平倉
oOrder.sNewClose = sNewClose
message, m_nCode = skO.SendDuplexOrder(Global.Global_IID,
bAsyncOrder, oOrder)
self.__oMsg.SendReturnMessage("Order", m_nCode, "SendDuplexOrder",
self.__dOrder['listInformation'])
if bAsyncOrder == False and m_nCode == 0:
strMsg = "複式單委託: " + str(message)
self.__oMsg.WriteMessage(strMsg,
self.__dOrder['listInformation'])
except Exception as e:
messagebox.showerror("error！", e)
def __SendOrder_Click(self, bAsyncOrder):
try:
if self.__dOrder['boxBuySell'].get() == "買進":
sBuySell = 0
elif self.__dOrder['boxBuySell'].get() == "賣出":
sBuySell = 1
if self.__dOrder['boxPeriod'].get() == "ROD":
sTradeType = 0
elif self.__dOrder['boxPeriod'].get() == "IOC":
sTradeType = 1
elif self.__dOrder['boxPeriod'].get() == "FOK":
sTradeType = 2
if self.__dOrder['boxFlag'].get() == "非當沖":
sDayTrade = 0
elif self.__dOrder['boxFlag'].get() == "當沖":
sDayTrade = 1
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.__dOrder['boxAccount']
# 填入期權代號
oOrder.bstrStockNo = self.__dOrder['txtStockNo'].get()
# 買賣別
oOrder.sBuySell = sBuySell
# ROD、IOC、FOK
oOrder.sTradeType = sTradeType
# 非當沖、當沖
oOrder.sDayTrade = sDayTrade
# 委託價
oOrder.bstrPrice = self.__dOrder['txtPrice'].get()
# 委託數量
oOrder.nQty = int(self.__dOrder['txtQty'].get())
message, m_nCode = skO.SendFutureOrder(Global.Global_IID,
bAsyncOrder, oOrder)
self.__oMsg.SendReturnMessage("Order", m_nCode, "SendFutureOrder",
self.__dOrder['listInformation'])
if bAsyncOrder == False and m_nCode == 0:
strMsg = "期貨委託: " + str(message)
self.__oMsg.WriteMessage(strMsg,
self.__dOrder['listInformation'])
except Exception as e:
messagebox.showerror("error！", e)
def __SendOrder_Click(self, bAsyncOrder):
try:
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.__dOrder['boxAccount']
# 填入期權代號
oOrder.bstrStockNo = self.txtMerchandise1.get()
# 委託數量
oOrder.nQty = int(self.txtQty.get())
message, m_nCode = skO.CoverAllProduct(Global.Global_IID,
bAsyncOrder, oOrder)
self.__oMsg.SendReturnMessage("Order", m_nCode, "CoverAllProduct",
self.__dOrder['listInformation'])
except Exception as e:
messagebox.showerror("error！", e)
def daily_stop_loss_order(stop_loss_point=85):
print('sending stop loss order ...')
try:
get_open_position()
while True:
pythoncom.PumpWaitingMessages()
if global_now_open_position:
break
time.sleep(0.5)
order = sk.FUTUREORDER()
order.bstrFullAccount = global_account[0]
order.bstrStockNo = 'MTX00'
order.sTradeType = 1
order.sDayTrade = 0
order.bstrPrice = 'M'
order.nQty = 1
order.sNewClose = 2
order.sReserved = 0
if 'NO DATA' in global_now_open_position[0][0]:
return
elif global_now_open_position[0][3] == 'B':
stop_loss_price = str(
int(global_now_open_position[0][6]) / 1000 - stop_loss_point)
print('Stop loss point: ', stop_loss_price)
order.bstrTrigger = stop_loss_price
order.sBuySell = 1
elif global_now_open_position[0][3] == 'S':
stop_loss_price = str(
int(global_now_open_position[0][6]) / 1000 + stop_loss_point)
print('Stop loss point: ', stop_loss_price)
order.bstrTrigger = stop_loss_price
order.sBuySell = 0
message, stat = skO.SendFutureStopLossOrder(global_id, False, order)
if stat == 0:
print('【 SendFutureStopLossOrder successful 】')
else:
print('【 SendFutureStopLossOrder error code:' + str(stat) + '】')
except Exception as e:
print("error！", e)
class Trader(object):
def __init__(self, username, password, exchange, merchandise, isReal):
self.isReal = isReal
if not self.isReal:
skC.SKCenterLib_ResetServer('morder1.capital.com.tw')
# else:
# skC.SKCenterLib_ResetServer('Order2.capital.com.tw')
self.username = username
self.password = password
self.exchange = exchange
self.merchandise = merchandise
self.SKOrderEvent = SKOrderLibEvent(self)
self.SKOrderLibEventHandler = comtypes.client.GetEvents(
skO, self.SKOrderEvent)
self.SKQuoteEvent = SKQuoteLibEvents(self)
self.SKQuoteLibEventHandler = comtypes.client.GetEvents(
skQ, self.SKQuoteEvent)
self.SKReplyEvent = SKReplyLibEvent(self)
self.SKReplyLibEventHandler = comtypes.client.GetEvents(
skR, self.SKReplyEvent)
self.account_list = None
self.updater = select_updater(self.exchange)
self.isRun = True
self.isTrade = False
self.tradeThread = threading.Thread()
self.position = N_STR
self.signal = N_STR
self.tradeSignal = TradeSignal()
self.cur_time = None
def __pumpwait(self):
while self.isTrade:
pythoncom.PumpWaitingMessages()
def __pumpwaitForT(self, t=1):
for i in range(t):
time.sleep(1)
pythoncom.PumpWaitingMessages()
def record(self):
if self.__login():
res = skQ.SKQuoteLib_EnterMonitor()
strMsg = skC.SKCenterLib_GetReturnCodeMessage(res)
Logs('Enter Monitor : {}'.format(strMsg))
self.__pumpwaitForT(8)
res = skQ.SKQuoteLib_RequestKLineAM(self.merchandise,
sKLineType=0,
sOutType=1,
sTradeSession=0)
strMsg = skC.SKCenterLib_GetReturnCodeMessage(res)
Logs('Request K Line : {}'.format(strMsg))
df_klin = self.SKQuoteEvent.GetKLineData()
list_kline = df_klin.T.to_dict().values()
mongo = DataMongo()
mongo.insert('TWS', 'TX00', list_kline)
else:
Logs('Close Recording Program')
def FutureOrder(self, async, sMer, sBuySell, sTradeType, sDayTrade, sPrice,
sVol, sNewClose, sReserved):
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.account_list['future']
# 填入期權代號
oOrder.bstrStockNo = sMer
# 買賣別
oOrder.sBuySell = sBuySell
# ROD、IOC、FOK
oOrder.sTradeType = sTradeType
# 非當沖、當沖
oOrder.sDayTrade = sDayTrade
# 委託價
oOrder.bstrPrice = sPrice
# 委託數量
oOrder.nQty = sVol
# 新倉、平倉、自動
oOrder.sNewClose = sNewClose
# 盤中、T盤預約
oOrder.sReserved = sReserved
resMsg, res = skO.SendFutureOrder(self.username, async, oOrder)
strMsg = skC.SKCenterLib_GetReturnCodeMessage(res)
Logs('Order {} @ {}, Vol : {}, msg :{}'.format(sMer, sPrice, sVol,
strMsg))
if res == 0:
return True, resMsg
else:
return False, resMsg
strMsg = skC.SKCenterLib_GetReturnCodeMessage(res)
Logs(
'OCO Order 1 {} @ {}, Vol : {}, OCO Order 2 {} @ {}, Vol : {}, msg : {}'
.format(sMer, sTrigger, sVol, sMer, sTrigger2, sVol, strMsg))
if res == 0:
return True, resMsg
else:
return False, resMsg
def FutureStopOrder(self, async, sMer, sBuySell, sTradeType, sDayTrade,
sPrice, sTrigger, sVol, sNewClose, sReserved):
# 建立下單用的參數(FUTUREORDER)物件(下單時要填商品代號,買賣別,委託價,數量等等的一個物件)
oOrder = sk.FUTUREORDER()
# 填入完整帳號
oOrder.bstrFullAccount = self.account_list['future']
# 填入期權代號
oOrder.bstrStockNo = sMer
# 買賣別
oOrder.sBuySell = sBuySell
# ROD、IOC、FOK
oOrder.sTradeType = sTradeType
# 非當沖、當沖
oOrder.sDayTrade = sDayTrade
# 委託價
oOrder.bstrPrice = sPrice
# 觸發價
oOrder.bstrTrigger = sTrigger
# 委託數量
