def get_position(engine):
client = api.use('ths')
client.connect('D:/software/ths2/xiadan.exe')
pos = client.position
print(pos)
now = datetime.now().strftime('%Y-%m-%d')
data = []
row_name_to_sql = {'account_no': '股东帐户',
'ticker': '证券代码',
'name_cn': '证券名称',
'qty': '股票余额',
'available_qty': '可用余额',
'avg_cost': '成本价',
'pnl': '盈亏比(%)'
}
for posi in pos:
row = []
row.append(posi[row_name_to_sql['account_no']])
row.append(now)
row.append(posi[row_name_to_sql['ticker']])
row.append(posi[row_name_to_sql['name_cn']])
row.append(posi[row_name_to_sql['qty']])
row.append(posi[row_name_to_sql['available_qty']])
row.append(posi[row_name_to_sql['avg_cost']])
row.append(posi[row_name_to_sql['pnl']])
data.append(row)
account_holding_service_impl.restore(engine, data)
def run():
executors = {
'default': {
'type': 'threadpool',
'max_workers': 10
},
'processpool': ProcessPoolExecutor(max_workers=5)
}
scheduler = BlockingScheduler()
scheduler.configure(executors=executors)
client = api.use('ths', debug=False)
client.connect(r"c:\\workspace\\同花顺\\\\xiadan.exe", timeout=5)
client.enable_type_keys_for_editor()
# add job for computing trendency of all stock
scheduler.add_job(join_quant_follower_sell,
'cron',
day_of_week='mon-fri',
hour=9,
minute=27,
args=[client])
scheduler.add_job(join_quant_follower_buy,
'cron',
day_of_week='mon-fri',
hour=9,
minute=31,
args=[client])
# join_quant_follower_sell(client,session)
# join_quant_follower_buy(client,session)
try:
scheduler.start()
except (KeyboardInterrupt, SystemExit):
scheduler.remove_all_jobs()
# -*- coding: utf-8 -*-
import sys
from easytrader import api
client = api.use('yh_client')
client.prepare('yh_client.json')
result = client.balance
print(result)
def test():
# join_quant_follower()
client = api.use('ths', debug=False)
# client.connect(r"D:\\同花顺软件\\同花顺\\xiadan.exe", timeout=5)
# client.connect(r"D:\\software\\同花顺独立下单\\xiadan.exe",timeout=5)
client.connect(r"c:\\workspace\\同花顺\\xiadan.exe", timeout=5)
client.enable_type_keys_for_editor()
help_msg = """1--buyF1
2--sellF2
3--chedanF3
4--searchF4:chicang
5--F4:today:trader
6--F4:today:entrusts
"""
print(help_msg)
msg = input("please input your choice:")
while True:
if msg == '1':
msg = input(
"limit buy, please input your ticker,price and amount:")
words = msg.split(' ')
client.buy(words[0], float(words[1]), amount=int(words[2]))
elif msg == '1.1':
msg = input("market buy, please input your ticker and amount:")
words = msg.split(' ')
client.market_buy(words[0],
amount=int(words[1]),
ttype=u'1-对手方最优价格申报')
elif msg == '2':
msg = input(
"limit sell, please input your ticker,price and amount:")
words = msg.split(' ')
client.sell(words[0], float(words[1]), amount=int(words[2]))
elif msg == '2.1':
msg = input("market sell, please input your ticker and amount:")
words = msg.split(' ')
client.market_sell(words[0],
amount=int(words[1]),
ttype=u'1-对手方最优价格申报')
elif msg == '3':
client.cancel_entrust(input('order no:'))
elif msg == '3.1':
print(client.cancel_entrusts)
elif msg == '3.2':
print(client.cancel_all_entrust())
elif msg == '3.3':
print(client.cancel_all_sell_entrust())
elif msg == '3.4':
print(client.cancel_all_buy_entrust())
elif msg == '4':
print(client.balance)
elif msg == '4.1':
pos = client.position
print(client.position)
elif msg == '5':
print(client.today_trades)
elif msg == '6':
print(client.today_entrusts)
elif msg == '7':
# account_type=input("account type:")
# account_no=input('account no:')
print(client.switch_trade_account(u'上海Ａ股', u'A446850006'))
else:
break
print(help_msg)
msg = input("please input your choice:")
class Istrate(abc.ABC):
rerunList = list() # 策略序列
client = api.use('htzq_client') # 客户端对象
def __init__(self,name,step = 0,share = None, price = 0, num = 0, change = 0, have = 0,waittime = 7 ,bug = False):
self.step = step # 0为开仓状态，5为进行开仓，10开仓完毕，15进行调仓状态，20为清仓状态
self.have = have
self.MaxHave = 20
self.state = '常'
self.price = price
day = time.strftime("%Y-%m-%d", time.localtime())
filename = config.homePath + day +name +'['+share.code+']'+'.log'
name = name+'['+share.code+']'
self.sellEntrust = 'null'
self.buyEntrust = 'null'
self.entrusts = []
self.waittime = waittime
self.nowwaittime = waittime
if not bug:
self.readConfig(filename)
self.logger = stratelog.stratelog(name,filename,self)
self.name = name
self.share = share
self.num = num
self.oneHand = num * share.oneHand
self.change = change
# 读取配置价格
def readConfig(self,filename):
# 日志模式 未实现
if os.path.exists(filename):
f = open(filename,encoding = 'utf8')
line = f.readlines()
try:
last_line = (line[-1])[:-1].split(',')
self.step = int(last_line[1])
state = last_line[3]
self.price = float(last_line[5])
self.have = int(last_line[7])
self.buyEntrust = last_line[9]
self.sellEntrust = last_line[11]
self.buyPrice = self.price - self.change
self.sellPrice = self.price + self.change
except BaseException:
print('日志读取失败')
def buy(self):
resoult = Istrate.client.aout_buy(self.share.code
,self.price
,self.oneHand)
if resoult['state'] == 'success':
self.buyEntrust = resoult['成交合同']
return True
else:
print('交易失败')
print(resoult['content'])
return False
def buys(self,price,change,n): # 梯度买入
buyEntrusts = []
for i in range(n):
resoult = Istrate.client.aout_buy(self.share.code
,price + change * i
,self.oneHand)
if resoult['state'] == 'success':
e = entrustobj(entrustcode = resoult['成交合同'], price = price + change * i)
buyEntrusts.append(e)
else:
print('交易失败')
print(resoult['content'])
return False
return buyEntrusts
def sells(self,price,change,n): # 梯度卖出
sellsEntrusts = []
for i in range(n):
resoult = Istrate.client.aout_sell(self.share.code
,price - change * i
,self.oneHand)
if resoult['state'] == 'success':
e = entrustobj(entrustcode = resoult['成交合同'], price = price - change * i)
sellsEntrusts.append(e)
else:
print('交易失败')
print(resoult['content'])
return False
return sellsEntrusts
def buy_sell(self):
resoult = Istrate.client.aout_buy_sell(self.share.code
,self.buyPrice
,self.sellPrice
,self.oneHand)
if resoult['state'] == 'success':
self.sellEntrust = resoult['卖出合同']
self.buyEntrust = resoult['买入合同']
return True
else:
if '错误合同' in resoult:
if '资金不足' in resoult['content']:
self.sellEntrust = resoult['错误合同']
self.buyEntrust = resoult['错误合同']
return True
else:
self.logger.info(resoult['content'])
return False
# 开仓条件
def start(self):
return True
# 调仓条件
def adjust(self):
return True
# 清除条件及操作
def end(self):
return True
# 取消多个合同
def cancel_entrusts(self,df,entrusts):
entrustIndex = []
for entrust in entrusts:
if len(df.loc[df['合同编号'] == entrust]) == 0:
pass
else:
entrustIndex.append(int(df.loc[df['合同编号'] == entrust].index[0]) + 1)
entrustIndex.sort(reverse=True)
for index in entrustIndex:
self.client.have_cancel_entrust(index)
# 取消单个合同
def cancel_entrust(self,df,entrust):
# 不存在
if len(df.loc[df['合同编号'] == entrust]) == 0:
print('合同消失')
return False
else:
print(int(df.loc[df['合同编号'] == entrust].index[0]))
self.client.have_cancel_entrust(int(df.loc[df['合同编号'] == entrust].index[0]) + 1)
return True
@abc.abstractmethod
def setPrice(self,price):
pass
# 时间周期
def wait_Time(self):
if self.nowwaittime == 0:
self.nowwaittime = self.waittime
return True
else:
self.nowwaittime = self.nowwaittime - 1
return False
@classmethod
def initClient(cls):
cls.client.prepare(config_path = config.homePath + 'password.txt')
@classmethod
def timeSlot(cls):
while True:
s = 3
time.sleep(s)
if len(cls.rerunList) > 0 and config.strateQueue.qsize() == 0:
config.strateQueue.put(cls.rerunList)
@classmethod
def work(cls):
cls.initClient()
thread2 = threading.Thread(target=cls.timeSlot,args=(''))
thread2.start()
while True:
data = config.strateQueue.get()
if isinstance(data,list):
runList = []
for strate in data:
if strate.wait_Time():
runList.append(strate)
if len(runList)>0:
print(time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) )
df = cls.client.getEntrust()
# print(df)
for strate in runList:
strate.run(df)
else:
if data.step == 0 or data.step == 10:
data.run()
cls.rerunList.append(data)
else:
cls.rerunList.append(data)
import sys, time
sys.path.append(".")
from strate.config import config
from easytrader import api, exceptions
user = api.use('htzq_client')
user.prepare(config_path=config.homePath + 'password.txt')
# for i in range(9):
# time.sleep(5)
# print(user.getEntrust()['证券代码'])
# print(user.aout_buy('002127','0.07771','100'))
# 撤单
# user._switch_left_menus(["撤单[F3]"])
# user.have_cancel_entrust(4)