def test_from_raw(self):
jq_transaction = JoinQuantTransaction(self._transaction_detail['data']['transaction'][0])
transaction = jq_transaction.normalize()
self.assertEqual(transaction.completed_at, datetime.strptime('2016-11-22 09:30', '%Y-%m-%d %M:%S'))
self.assertEqual(transaction.type, 'BUY')
self.assertEqual(transaction.symbol, '000001')
self.assertEqual(transaction.price, 9.25)
self.assertEqual(transaction.amount, 100)
def test_from_raw(self):
jq_transaction1 = JoinQuantTransaction(
self._transaction_detail['data']['transaction'][0])
transaction1 = jq_transaction1.normalize()
self.assertEqual(
transaction1.completed_at,
datetime.strptime('2017-06-01 14:55', '%Y-%m-%d %H:%M'))
self.assertEqual(transaction1.action, 'BUY')
self.assertEqual(transaction1.symbol, '000001')
self.assertEqual(transaction1.type, 'MARKET')
self.assertEqual(transaction1.priceType, 4)
self.assertEqual(transaction1.price, 9.19)
self.assertEqual(transaction1.amount, 100)
jq_transaction2 = JoinQuantTransaction(
self._transaction_detail['data']['transaction'][1])
transaction2 = jq_transaction2.normalize()
self.assertEqual(
transaction2.completed_at,
datetime.strptime('2017-06-01 14:55', '%Y-%m-%d %H:%M'))
self.assertEqual(transaction2.action, 'BUY')
self.assertEqual(transaction2.symbol, '000002')
self.assertEqual(transaction2.type, 'LIMIT')
self.assertEqual(transaction2.priceType, 0)
self.assertEqual(transaction2.price, 19.13)
self.assertEqual(transaction2.amount, 100)
def query(self):
today_str = datetime.today().strftime('%Y-%m-%d')
response = self._session.get('{}/algorithm/live/transactionDetail'.format(self.BASE_URL), params={
'backtestId': self._backtest_id,
'data': today_str,
'ajax': 1
})
transaction_detail = response.json()
raw_transactions = transaction_detail['data']['transaction']
transactions = []
for raw_transaction in raw_transactions:
transaction = JoinQuantTransaction(raw_transaction).normalize()
transactions.append(transaction)
return transactions
def run(self):
while (True):
if MarketUtils.is_closed():
self._log.warn("********** 休市期间不跟单 **********")
if self._processed_transactions:
del self._processed_transactions[:]
time.sleep(self._idle_interval)
continue
self._log.info("********** 开始跟单 **********")
try:
transaction_detail = self._jq_client.query()
raw_transactions = transaction_detail['data']['transaction']
self._log.info("获取到 {} 条委托".format(len(raw_transactions)))
transactions = []
for raw_transaction in raw_transactions:
transaction = JoinQuantTransaction(
raw_transaction).normalize()
if self._is_expired(transaction):
continue
transactions.append(transaction)
self._log.info("获取到 {} 条有效委托".format(len(transactions)))
for tx in transactions:
self._processed_transactions.append(tx)
self._log.info("开始以 {}元 {} {}股 {}".format(
tx.price, tx.get_cn_type(), tx.amount, tx.symbol))
response = self._shipane_client.execute(
tx.type, tx.symbol, tx.price, tx.amount)
if response is not None:
self._log.info(u'实盘易回复：\nstatus_code: %d\ntext: %s',
response.status_code, response.text)
else:
self._log.error('实盘易未回复')
except Exception as e:
self._log.exception("跟单异常")
self._log.info("********** 结束跟单 **********\n")
time.sleep(self._interval)