def vpup():
'提取持仓与价格变动超过一定幅度的期货合作信息'
codes = pw.getCodes()
dic = {}
for code in codes:
data = w.wsd(code, "close,pct_chg,oi,oi_chg", "ED-1TD").Data
if isinstance((data[1][-1]), float):
price = data[0][-1]
price_chg = data[1][-1]
oi = data[2][-1]
oi_chg = data[3][-1]
else:
price = data[0][-2]
price_chg = data[1][-2]
oi = data[2][-2]
oi_chg = data[3][-2]
if oi != 0:
oichg = oi_chg / oi
else:
oichg = 0
if abs(oichg) > 0.05 and abs(price_chg) > 1.5:
dic[code] = ' '.join(['Oichg:%.2f%%' % (100 * oichg), 'Oi:%.0f' % oi,
'Pricechg:%.2f%%' % price_chg, 'Price:%.0f' % price])
else:
pass
return dic
def alert(chg=3.1):
'定义警示函数，扫描所有品种的涨幅幅，若超过某个限定的阈值，则发送邮件提醒自己注意！'
codes = pw.getActivecodes()
dic = {}
for code in codes:
data = w.wsd(code, "close,pct_chg,oi,oi_chg", "ED-0TD").Data
price = data[0][0]
price_chg = data[1][0]
if price:
if price_chg > chg:
dic[code] = [price, price_chg]
else:
pass
else:
print('没有有效的返回数据!')
return dic
'FU.SHF': '50',
'BU.SHF': '10',
'RU.SHF': '10',
'ZC.CZC': '100',
'AU.SHF': '1000',
'V.DCE': '5',
'NI.SHF': '1',
'CF.CZC': '5',
'C.DCE': '10',
'M.DCE': '10',
'WH.CZC': '20'}
CODES = list(TRADEUNIT.keys())
codes = pw.getCodes()
# print(codes)
def totalAmount(codes, baseDate='20160706', backwardDays=0):
tradeTotal = 0
baseDate = baseDate
backDays = backwardDays
backwardDays = 'ED-' + str(backwardDays) + "TD"
for code in codes:
data = w.wsd(code, "open,high,low,close,volume,oi,pct_chg", backwardDays,
baseDate)
dt = data.Data
for i in range(backDays + 1):
date = data.Times[i]
o = dt[0][i]
