コード例 #1
0
def get_day_skvol(tdapi, instrumentID):
    tdapi.qryPosition(instrumentID)
    while not q_positions.empty():
        posi = q_positions.get(timeout=1)
        # print posi
        if posi.InstrumentID == instrumentID and posi.PosiDirection == '3' and posi.PositionDate == '1':
            return int(posi.Position)
コード例 #2
0
def getPos(tradespi, inst=strategy_inst):
    if tradespi is None or inst is None:
        return 0
    tradespi.qryPosition(InstrumentID=inst)

    all_buyorder = 0
    all_sellorder = 0

    while not q_positions.empty():
        pos = q_positions.get()

        if pos.PosiDirection == '2':  # 多头
            if pos.PositionDate == '1':  # 日内开平仓情况
                print('今天多单情况:', '当前持仓:', pos.Position, '今天开仓数量: ',
                      pos.OpenVolume, '今日平仓数量: ', pos.CloseVolume, '平仓盈利: ',
                      pos.CloseProfit, '平仓手续费:', pos.Commission)
                all_buyorder += pos.Position
                # print 'today buy order: ', pos.YdPosition+pos.Position
                # print pos.YdPosition
                # print pos.Position
            elif pos.PositionDate == '2':  # history order
                print()
                '历史多单情况:', '当前持仓:', pos.Position, '今天开仓数量: ', pos.OpenVolume, '今日平仓数量: ', pos.CloseVolume, '平仓盈利: ', pos.CloseProfit, '平仓手续费:', pos.Commission
                all_buyorder += pos.Position
                # print 'history buy order: ', pos.YdPosition + pos.Position
                print()
                pos.YdPosition
                print()
                pos.Position

        if pos.PosiDirection == '3':  # 空头持仓

            if pos.PositionDate == '1':  # 今日仓位
                print()
                '今天空单情况:', '当前持仓:', pos.Position, '今天开仓数量: ', pos.OpenVolume, '今日平仓数量: ', pos.CloseVolume, '平仓盈利: ', pos.CloseProfit, '平仓手续费:', pos.Commission
                all_sellorder += pos.Position
                # print pos.YdPosition
                # print pos.Position
            elif pos.PositionDate == '2':  # history order
                print('历史空单情况:', '当前持仓:', pos.Position, '今天开仓数量: ',
                      pos.OpenVolume, '今日平仓数量: ', pos.CloseVolume, '平仓盈利: ',
                      pos.CloseProfit, '平仓手续费:', pos.Commission)
                # print 'history sell order: ', pos.YdPosition + pos.Position
                all_sellorder += pos.Position
                # print pos.YdPosition
                # print pos.Position
    print(strategy_inst, '多单合计:', all_buyorder)
    print(strategy_inst, '空单合计:', all_sellorder)
    return (all_buyorder, all_sellorder)