def login(self):
self.pre_login()
login_params = {
'username': '',
'areacode': '86',
'telephone': self._account,
'remember_me': '0',
'password': self._password
}
# 提交登录信息
r = self._session.post(url='https://xueqiu.com/user/login',
data=login_params)
r.raise_for_status()
login_info = r.json()
# 错误检查，并处理
if 'error_description' in login_info.keys():
self._expire_at = 0
logger.warning('Login Error: %s' % login_info['error_description'])
raise TraderAPIError('Login Error: %s' %
login_info['error_description'])
# 登录成功
logger.info('Login Success. uid: %s, expire_at: %s' %
(login_info['uid'], login_info['expires_in']))
return
def order_target_percent(self, symbol, target_percent, wait=10):
'''
根据持仓目标下单：按照最终持仓比例
:return: order_no, left
'''
logger.info('order target percent: symbol: %s, target_percent: %s' %
(symbol, target_percent))
if target_percent < 0:
raise AttributeError('target_percent(%s) must be larger than 0.' %
target_percent)
if target_percent > 1:
raise AttributeError('target_percent(%s) must be smaller than 1.' %
target_percent)
portfolio = self.portfolio
portfolio_value = portfolio['market_value'].sum()
target_volume = portfolio_value * target_percent
base_volume = 0
if symbol in portfolio.index:
base_volume = portfolio.loc[symbol, 'market_value']
volume = target_volume - base_volume
if volume != 0:
return self.order(symbol, volume=volume, wait=wait)
else:
return 0, 0
def exchange_stock_account(self):
if self._exchange_stock_account is None:
ex_account = self._trade_api(service_type='stock',
function_id='407')
self._exchange_stock_account = dict(
ex_account[['exchange_type', 'stock_account']].values)
logger.info('exchange_stock_account is: %s' %
self.exchange_stock_account)
return self._exchange_stock_account
def order(self, symbol, amount=0, volume=0, weight=0, portfolio=None):
symbol = symbol.lower()
logger.info(
'order: symbol(%s), amount(%.2f), volume(%.2f), weight(%.4f)' %
(symbol, amount, volume, weight))
if amount == 0 and volume == 0 and weight == 0:
return 0
if portfolio is None:
portfolio = self.portfolio
if amount != 0:
if symbol in portfolio.index:
volume = portfolio.loc[symbol, 'lasttrade'] * amount
target_volume = portfolio.loc[symbol, 'market_value'] + volume
target_weight = target_volume / portfolio['market_value'].sum()
weight = target_weight - portfolio.loc[symbol, 'weight']
else:
lasttrade = self.hq(symbol).loc[symbol, 'lasttrade']
target_volume = amount * lasttrade
target_weight = target_volume / portfolio['market_value'].sum()
weight = target_weight
elif volume != 0:
if symbol in portfolio.index:
target_volume = portfolio.loc[symbol, 'market_value'] + volume
target_weight = target_volume / portfolio['market_value'].sum()
weight = target_weight - portfolio.loc[symbol, 'weight']
else:
target_volume = volume
target_weight = target_volume / portfolio['market_value'].sum()
weight = target_weight
else:
if symbol in portfolio.index:
target_weight = portfolio.loc[symbol, 'weight'] + weight
else:
target_weight = weight
if target_weight > 1 or target_weight < 0:
raise AttributeError(
'order: symbol(%s), amount(%.2f), volume(%.2f), weight(%.4f)' %
(symbol, amount, volume, weight))
if weight > 0.001 or weight < -0.001:
logger.debug('target_weight: %s' % round(target_weight, 4))
self._trade_api(symbol=symbol,
target_percent=round(target_weight, 4),
portfolio=portfolio)
else:
logger.info('权重变化过小，无需下单: %s' % weight)
return 0
def keepalive(self, now=0):
'''
自动保持连接的函数
'''
if now == 0:
now = time.time()
logger.debug('keepalive checking. now: %s, expire_at: %s' %
(now, self.expire_at))
if now + 60 > self.expire_at:
self.portfolio
logger.info('Reflash the expire time, expire_at timestamp is: %s' %
self.expire_at)
return
def order_target_volume(self, symbol, target_volume, wait=10):
'''
根据持仓目标下单：按照最终持仓金额
:return: order_no, left
'''
logger.info('order target volume: symbol: %s, target_volume: %s' %
(symbol, target_volume))
if target_volume < 0:
raise AttributeError('target_volume(%s) must be larger than 0.' %
target_volume)
portfolio = self.portfolio
base_volume = 0
if symbol in portfolio.index:
base_volume = portfolio.loc[symbol, 'market_value']
volume = target_volume - base_volume
if volume != 0:
return self.order(symbol, volume=volume, wait=wait)
else:
return 0, 0
def order_target_amount(self, symbol, target_amount, wait=10):
'''
根据持仓目标下单：按最终持有数量
:return: order_no, left
'''
logger.info('order target amount: symbol: %s, target_amount: %s' %
(symbol, target_amount))
if target_amount < 0:
raise AttributeError('target_amount(%s) must be larger than 0.' %
target_amount)
portfolio = self.portfolio
base_amount = 0
if symbol in portfolio.index:
base_amount = portfolio.loc[symbol, 'current_amount']
amount = target_amount - base_amount
if amount != 0:
return self.order(symbol, amount=amount, wait=wait)
else:
return 0, 0
def login(self):
# 无论是否登录，都重新创建一个session对象
# self.pre_login()
login_params = {
"authtype": 2,
"disknum": self.disknum,
"loginType": 2,
"origin": "web",
'mac': self.mac_address,
'username': self._account,
'password': self._password,
'tmp_yzm': self.vcode
}
resq = self._session.post(url='https://trade.gf.com.cn/login',
params=login_params)
resq.raise_for_status()
logger.debug('login resq: %s' % resq.json())
data = resq.json()
if data['success'] == True:
v = resq.headers
self._dse_sessionId = v['Set-Cookie'][-32:]
# 等待服务器准备就绪
time.sleep(0.1)
logger.info('Login success: %s' % self._dse_sessionId)
return
elif data['success'] == False and 'error_info' not in data.keys():
logger.warning('当前系统无法登陆')
raise TraderAPIError(data)
elif data['error_info'].find('验证码') != -1:
self.dse_sessionId = None
logger.warning('VerifyCode Error: %s' % data)
raise VerifyCodeError(data['error_info'])
else:
self.dse_sessionId = None
logger.warning('API Login Error: %s' % data)
raise TraderAPIError(data['error_info'])
def order(self, symbol, amount=0, volume=0, wait=10):
'''
按数量下单
:return: order_no, left
'''
logger.debug(
'order_amount: symbol: %s, amount: %s, volume: %s, wait: %s' %
(symbol, amount, volume, wait))
if (amount == 0 and volume == 0):
raise AttributeError('order_amount amount and volume can not be 0')
# 下单
try:
hq = self.hq(symbol)
logger.debug('hq: %s' % hq.loc[symbol])
price = hq.loc[symbol, 'lasttrade']
amount = amount if amount else round(volume,
2) // price // 100 * 100
if amount == 0:
return 0, 0
if amount > 0 or volume > 0:
price = hq.loc[symbol, 'ask']
order_no = self.buy(symbol, price, amount=amount)
logger.info('buy order send,order_no: %s' % order_no)
elif amount < 0 or volume < 0:
price = hq.loc[symbol, 'bid']
order_no = self.sell(symbol, price, amount=-amount)
logger.info('sell order send,order_no: %s' % order_no)
except TraderError as err:
logger.debug('Order Error: %s' % err)
raise err
# 每隔2秒检查一下成交状态.
# 如果是已成交,则返回order_no, 0
# 如果是已报、部成, 则再等2秒钟。
# 如果是其他状态,就报警
time.sleep(5)
for i in range(int((wait + 1) / 2)):
logger.info('Check Order Status %s times.' % i)
orderlist = self.orderlist
if order_no in orderlist.index:
status = orderlist.loc[order_no, 'order_status']
else:
# 如果记录的订单号不在orderlist里面，则认为已经成交了。
status = '已成'
if status in ('已成'):
logger.info('Order Success. %s' % orderlist.loc[order_no])
return order_no, 0
elif status in ('已报', '部成', '正常'):
logger.info('Order not Complete. %s' % orderlist.loc[order_no])
time.sleep(5)
elif status in ('未报'):
logger.info('Not Allow to Send Order. %s' %
orderlist.loc[order_no])
self.cancel(order_no)
return order_no, amount
else:
logger.error('Order Status Invaild. %s' %
orderlist.loc[order_no])
raise TraderAPIError('Order Status Invaild. %s' %
orderlist.loc[order_no])
# 等待了足够时间,仍未全部成交,则撤单
try:
logger.warning('Cancel order: %s' % order_no)
self.cancel(order_no)
time.sleep(0.3)
orderlist = self.orderlist
status = orderlist.loc[order_no, 'order_status']
if status in ('已撤', '部撤'):
orderlist['left'] = orderlist['order_amount'] - orderlist[
'business_amount']
left = orderlist.loc[order_no, 'left']
if amount < 0:
left = -left
return order_no, left
else:
raise TraderAPIError('Order Status Invaild. %s' %
orderlist.loc[order_no])
except TraderError as err:
logger.warning(err)
logger.warning('Order Status Invaild. %s' %
orderlist.loc[order_no])
