def 判断是否符合开仓(klines):
二十日均线 = MA(klines, 20)
四十日均线 = MA(klines, 40)
if (二十日均线.iloc[-1].ma > 四十日均线.iloc[-1].ma) and (二十日均线.iloc[-2].ma <
四十日均线.iloc[-1].ma):
return 1
else:
return 0
def run_tianqin_code(port):
try:
api = TqApi(web_gui="127.0.0.1:" + port)
klines = api.get_kline_serial("SHFE.au1910", 24 * 60 * 60)
ma = MA(klines, 30) # 使用tqsdk自带指标函数计算均线
while True:
api.wait_update()
except Exception as e:
api.close()
def run_tianqin_code(port, queue):
try:
ins_url = "http://127.0.0.1:5000/t/md/symbols/2019-07-03.json"
api = TqApi(_ins_url=ins_url, web_gui="127.0.0.1:" + port)
queue.put("webready")
klines = api.get_kline_serial("SHFE.au1910", 24 * 60 * 60)
ma = MA(klines, 30) # 使用tqsdk自带指标函数计算均线
while True:
api.wait_update()
except Exception as e:
api.close()
def test_wait_update_1(self):
"""
若未连接天勤时修改了K线字段,则不应发送set_chart_data指令到服务器 (即不能调用api.py中_process_serial_extra_array()); 否则导致与服务器断连
related issue: #146
"""
# 预设服务器端响应
dir_path = os.path.dirname(os.path.realpath(__file__))
self.mock.run(os.path.join(dir_path, "log_file", "test_func_wait_update_1.script"))
# 测试
api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url)
TqApi.RD = random.Random(4)
klines = api.get_kline_serial("SHFE.cu1911", 10)
klines["ma"] = MA(klines, 15) # 测试语句
deadline = time.time() + 10
while api.wait_update(deadline=deadline):
pass
api.close()
def trend_line(self, kline_level="day", atr_n=14, MA_n=40):
'''
趋势线策略
'''
# profit_space_switch = {
# "day":lambda n: ATR(self.api.get_kline_serial(self.symbol, 60*60*24), n),
# "hour":lambda n: ATR(self.api.get_kline_serial(self.symbol, 60*60), n)
# }
# loss_space_switch = {
# "day":lambda n: ATR(self.api.get_kline_serial(self.symbol, 60*60), n),
# "hour":lambda n: ATR(self.api.get_kline_serial(self.symbol, 5*60), n)
# }
# loss_space = loss_space_switch[self.kline_level](atr_n)
# profit_space = profit_space_switch[self.kline_level](atr_n)
trend = 0 # 1 上升趋势，0 震荡， -1 下降趋势
quote = self.api.get_quote(self.symbol)
target = TargetPosTask(self.api, self.symbol)
if kline_level == "day":
loss_atr_period = 60 * 60
profit_atr_period = 24 * 60 * 60
trend_period = 24 * 60 * 60
trend_kline = self.api.get_kline_serial(self.symbol, trend_period)
elif kline_level == "week":
loss_atr_period = 60 * 60
profit_atr_period = 7 * 24 * 60 * 60
trend_period = 24 * 60 * 60
loss_space = ATR(
self.api.get_kline_serial(self.symbol, loss_atr_period), atr_n)
profit_space = ATR(
self.api.get_kline_serial(self.symbol, profit_atr_period), atr_n)
if trend_kline.iloc[-1].close > MA(
trend_kline, 40).iloc[-1] + 2 * ATR(trend_kline, atr_n):
trend = 1
while True:
pass
#!/usr/bin/env python
# -*- coding: utf-8 -*-
__author__ = 'limin'
from tqsdk import TqApi
from tqsdk.ta import MA
'''
画图示例: 在附图中画指标线
注意:1 画图功能仅在天勤终端/天勤Vscode插件中生效，请在这两个平台中运行画图相关的代码
2 画图示例中用到的数据不含有实际意义，请根据自己的实际策略情况进行修改
'''
api = TqApi()
klines = api.get_kline_serial("SHFE.au1912", 24 * 60 * 60)
ma = MA(klines, 30) # 使用tqsdk自带指标函数计算均线
# 示例: 在附图中画一根绿色的ma指标线
klines["ma_B2"] = ma.ma
klines["ma_B2.board"] = "B2" # 设置附图: 可以设置任意字符串,同一字符串表示同一副图
klines["ma_B2.color"] = 0xFF00FF00 # 设置为绿色
# 示例: 在另一个附图画一根比ma小4的宽度为4的紫色指标线
klines["ma_4"] = ma.ma - 4
klines["ma_4.board"] = "MA4" # 设置为另一个附图
klines["ma_4.color"] = 0xFF9933CC # 设置为紫色
klines["ma_4.width"] = 4 # 设置宽度为4，默认为1
api.close() # 需要调用此函数将画图指令发送给天勤并关闭api
def ma_caculate(klines):
ma_slow = MA(klines, MA_SLOW).iloc[-1].ma
ma_fast = MA(klines, MA_FAST).iloc[-1].ma
return ma_slow, ma_fast
'''
画图示例: 在同一附图中画K线、线段和方框
注意: 画图示例中用到的数据不含有实际意义，请根据自己的实际策略情况进行修改
'''
api = TqApi(web_gui=True)
klines = api.get_kline_serial("CFFEX.T2103", 10)
klines2 = api.get_kline_serial("CFFEX.T2012", 10)
# 示例1 : 在附图画出 T2012 的K线: 需要将open、high、log、close的数据都设置正确
klines["T2012.open"] = klines2["open"]
klines["T2012.high"] = klines2["high"]
klines["T2012.low"] = klines2["low"]
klines["T2012.close"] = klines2["close"]
klines["T2012.board"] = "B2111111"
ma = MA(klines, 30)
klines["ma_MAIN"] = ma.ma
# 示例2: 在附图中画线段(默认为红色)
api.draw_line(klines,
-10,
klines2.iloc[-20].low,
-3,
klines2.iloc[-3].high,
id="my_line",
board="B2111111",
line_type="SEG",
color=0xFFFF00FF,
width=3)
# 示例3: 在附图K线上画黄色的方框: 需要设置画在附图时, 将board参数选择到对应的图板即可
api = TqApi(TqSim())
logger = logging.getLogger("TQ")
logger.info("策略开始运行")
data_length = LONG + 2 # k线数据长度
# "duration_seconds=60"为一分钟线, 日线的duration_seconds参数为: 24*60*60
klines = api.get_kline_serial(SYMBOL,
duration_seconds=60,
data_length=data_length)
target_pos = TargetPosTask(api, SYMBOL)
while True:
api.wait_update()
if api.is_changing(klines[-1], "datetime"): # 产生新k线:重新计算SMA
df = klines.to_dataframe()
short_avg = MA(df, SHORT)["ma"] # 短周期
long_avg = MA(df, LONG)["ma"] # 长周期
# 均线下穿，做空
if long_avg.iloc[-2] < short_avg.iloc[-2] and long_avg.iloc[
-1] > short_avg.iloc[-1]:
target_pos.set_target_volume(-3)
logger.info("均线下穿，做空")
# 均线上穿，做多
if short_avg.iloc[-2] < long_avg.iloc[-2] and short_avg.iloc[
-1] > long_avg.iloc[-1]:
target_pos.set_target_volume(3)
logger.info("均线上穿，做多")