def context_setting(self):
"""
API trading and quote context setting
:returns: trade context, quote context
"""
if self.unlock_password == "":
raise Exception("请先配置交易解锁密码! password: {}".format(
self.unlock_password))
quote_ctx = ft.OpenQuoteContext(host=self.api_svr_ip,
port=self.api_svr_port)
if 'HK.' in self.stock:
trade_ctx = ft.OpenHKTradeContext(host=self.api_svr_ip,
port=self.api_svr_port)
if self.trade_env == ft.TrdEnv.REAL:
ret_code, ret_data = trade_ctx.unlock_trade(
self.unlock_password)
if ret_code == ft.RET_OK:
print('解锁交易成功!')
else:
raise Exception("请求交易解锁失败: {}".format(ret_data))
else:
print('解锁交易成功!')
elif 'US.' in self.stock:
if self.trade_env != 0:
raise Exception("美股交易接口不支持仿真环境 trade_env: {}".format(
self.trade_env))
trade_ctx = ft.OpenUSTradeContext(host=self.api_svr_ip,
port=self.api_svr_port)
else:
raise Exception("stock输入错误 stock: {}".format(self.stock))
return quote_ctx, trade_ctx
def open_api(self):
SQLog.info("open_api,quote already open=", self.is_open())
if self._quote_ctx is None:
self._quote_ctx = futu.OpenQuoteContext(self.ApiIP, self.ApiPort)
if self._trade_ctx is None:
if self.Market == futu.Market.HK:
self._trade_ctx = futu.OpenHKTradeContext(
self.ApiIP, self.ApiPort)
elif self.Market == futu.Market.US:
self._trade_ctx = futu.OpenUSTradeContext(
self.ApiIP, self.ApiPort)
else:
raise Exception("open_api failed,Market parameter wrong.")
if self.EnvType == futu.TrdEnv.REAL:
ret, data = self._trade_ctx.unlock_trade(
self.TradePassword, self.TradePasswordMd5)
if futu.RET_OK != ret:
raise Exception(
"open_api failed,unlock_trade failed,data=" +
str(data))
ret, data = self._trade_ctx.get_acc_list()
SQLog.debug("open_api,get_acc_list,ret=", ret, "data=\n", data)
self._trade_ctx.set_handler(TradeOrderHanbler(self))
self._trade_ctx.set_handler(TradeDealHandler())
self._trade_ctx.start()
super().open_api()
if self.AveVolaStockCodes and self._frame:
self._frame.load_savequote_data(
self.AveVolaStockCodes.split(','))
return True
def context_setting(api_svr_ip, api_svr_port, unlock_password):
quote_ctx = ft.OpenQuoteContext(host=api_svr_ip, port=api_svr_port)
hk_trade_ctx = ft.OpenHKTradeContext(host=api_svr_ip,
port=api_svr_port)
ret_code, ret_data = hk_trade_ctx.unlock_trade(unlock_password)
if ret_code != ft.RET_OK:
hk_trade_ctx = None
hkcc_trade_ctx = ft.OpenHKCCTradeContext(host=api_svr_ip,
port=api_svr_port)
ret_code, ret_data = hkcc_trade_ctx.unlock_trade(unlock_password)
if ret_code != ft.RET_OK:
hkcc_trade_ctx = None
us_trade_ctx = ft.OpenUSTradeContext(host=api_svr_ip,
port=api_svr_port)
ret_code, ret_data = us_trade_ctx.unlock_trade(unlock_password)
if ret_code != ft.RET_OK:
us_trade_ctx = None
return quote_ctx, hk_trade_ctx, hkcc_trade_ctx, us_trade_ctx
def __init__(self, password):
"""
https://futunnopen.github.io/futuquant/api/Market_API_Python_Doc.html
"""
self.quote_ctx = ft.OpenQuoteContext(host="127.0.0.1", port=11111)
self.USTrade_ctx = ft.OpenUSTradeContext(host='127.0.0.1', port=11111)
self.HKTrade_ctx = ft.OpenHKTradeContext(host='127.0.0.1', port=11111)
self.quote_ctx.start()
self.USTrade_ctx.start()
self.HKTrade_ctx.start()
self.password = password
def _process_init_api(self):
if type(self._quote_ctx) != int or type(self._trade_ctx) != int:
return
# 创建futu api对象
if self._quote_ctx == 0:
self._quote_ctx = ft.OpenQuoteContext(self._api_ip, self._api_port)
if self._trade_ctx == 0:
if self._market == MARKET_HK:
self._trade_ctx = ft.OpenHKTradeContext(
self._api_ip, self._api_port)
elif self._market == MARKET_US:
self._trade_ctx = ft.OpenUSTradeContext(
self._api_ip, self._api_port)
else:
raise Exception("error param!")
if self._env_type == ft.TrdEnv.REAL:
ret, _ = self._trade_ctx.unlock_trade(self._trade_password)
if 0 != ret:
raise Exception("error param!")
# 开始futu api异步数据推送
self._quote_ctx.start()
self._trade_ctx.start()
# 市场状态检查
self._check_market_event = FutuMarketEvent(self._market,
self._quote_ctx,
self._event_engine)
#定阅行情数据
self._futu_data_event = FutuDataEvent(self, self._quote_ctx,
self._event_engine,
self._tiny_strate.symbol_pools)
# 启动事件
self._tiny_strate.on_start()
print('smart_sell 下单失败:{}'.format(data))
return None
else:
print('smart_sell 下单成功')
print(data)
return data
if __name__ == "__main__":
ip = '127.0.0.1'
port = 11111
code = 'HK.00700'
unlock_pwd = '123456'
trd_env = ft.TrdEnv.SIMULATE
order_type = ft.OrderType.NORMAL
quote_ctx = ft.OpenQuoteContext(ip, port)
trd_ctx = ft.OpenHKTradeContext(ip, port)
quote_ctx.subscribe(code, ft.SubType.ORDER_BOOK)
if trd_env == ft.TrdEnv.REAL:
print("* unlock_trade:{}".format(trd_ctx.unlock_trade(unlock_pwd)))
# simple_sell(quote_ctx, trd_ctx, code, 380.0, 100, trd_env, order_type)
smart_sell(quote_ctx, trd_ctx, code, 2600, trd_env, order_type)
# smart_buy(quote_ctx, trd_ctx, code, 1000, trd_env, order_type)
# quote_ctx.close()
# trd_ctx.close()
print(quote_ctx.get_market_snapshot(code_list)) # 获取市场快照 print(quote_ctx.get_plate_list(market, ft.Plate.ALL)) # 获取板块集合下的子板块列表 print(quote_ctx.get_plate_stock(plate)) # 获取板块下的股票列表 # 高频数据接口 quote_ctx.subscribe(code, [ft.SubType.QUOTE, ft.SubType.TICKER, ft.SubType.K_DAY, ft.SubType.ORDER_BOOK, ft.SubType.RT_DATA, ft.SubType.BROKER]) print(quote_ctx.get_stock_quote(code)) # 获取报价 print(quote_ctx.get_rt_ticker(code)) # 获取逐笔 print(quote_ctx.get_cur_kline(code, num=100, ktype=ft.KLType.K_DAY)) #获取当前K线 print(quote_ctx.get_order_book(code)) # 获取摆盘 print(quote_ctx.get_rt_data(code)) # 获取分时数据 print(quote_ctx.get_broker_queue(code)) # 获取经纪队列 # 停止异步数据接收 quote_ctx.stop() # 关闭对象 quote_ctx.close() # 实例化港股交易上下文对象 trade_hk_ctx = ft.OpenHKTradeContext(host="127.0.0.1", port=11111) # 交易接口列表 print(trade_hk_ctx.unlock_trade(password='******')) # 解锁接口 print(trade_hk_ctx.accinfo_query(trd_env=ft.TrdEnv.SIMULATE)) # 查询账户信息 print(trade_hk_ctx.place_order(price=1.1, qty=2000, code=code, trd_side=ft.TrdSide.BUY, order_type=ft.OrderType.NORMAL, trd_env=ft.TrdEnv.SIMULATE)) # 下单接口 print(trade_hk_ctx.order_list_query(trd_env=ft.TrdEnv.SIMULATE)) # 查询订单列表 print(trade_hk_ctx.position_list_query(trd_env=ft.TrdEnv.SIMULATE)) # 查询持仓列表 trade_hk_ctx.close()
import futu as ft
import pandas as pd
import numpy as np
import configparser
config = configparser.ConfigParser()
config.read('futu.config')
pwd_unlock = config['DEFAULT']['Password']
trd_ctx = ft.OpenHKTradeContext(host='127.0.0.1', port=11111)
trd_ctx.unlock_trade(pwd_unlock)
deal_list = trd_ctx.history_deal_list_query(start=config['HK']['StartDate'],
end=config['HK']['EndDate'])
print(pd.DataFrame.to_csv(deal_list[1]))
trd_ctx.close()
