def _trade_api(self, **kwargs):
# 确保已经正确登录了融资融券账号
self._ensure_margin_flags()
url = 'https://trade.gf.com.cn/entry'
resq = self.client.post(url, params=kwargs)
if len(resq.text) == 0:
self.client.reset()
resq = self.client.post(url, params=kwargs)
data = resq.json()
logger.debug('_trade_api() return: %s' % data)
trade_status = data.pop('success', False)
if trade_status == False:
logger.error(data)
error_info = data.get('error_info', data)
raise TraderAPIError(error_info)
df = pd.DataFrame(data['data'])
df.rename(columns=RENAME_DICT, inplace=True)
if 'symbol' in df.columns:
df['symbol'] = df['symbol'].apply(code_to_symbols)
# 去字段的并集，提高效率
cols = list(set(FLOAT_COLUMNS).intersection(set(df.columns)))
for col in cols:
df[col] = pd.to_numeric(df[col], errors='ignore')
return df
def _ensure_margin_flags(self):
'''确保已经登录了融资融券账户'''
if self.client.margin_flags == False:
margin_login_params = {
'classname': 'com.gf.etrade.control.RZRQUF2Control',
'method': 'ValidataLogin'
}
r = self.client.post(url='https://trade.gf.com.cn/entry',
params=margin_login_params)
data = r.json()
logger.debug('ensure_margin_flags: %s' % data)
trade_status = data.pop('success', False)
if trade_status == False:
logger.error(data)
error_info = data.get('error_info', data)
raise TraderAPIError(error_info)
stockholders = data.get('stockholders', [])
self._exchange_stock_account = {}
for holders in stockholders:
self._exchange_stock_account[
holders['exchange_type']] = holders['stock_account']
# 将session 设置为已经登录信用账户的状态
self.client.margin_flags = True
return
def login(self):
self.pre_login()
login_params = {
"function_id": 200,
"login_type": "stock",
"version": 200,
"identity_type": "",
"remember_me": "",
"input_content": 1,
"content_type": 0,
"loginPasswordType": "B64",
"disk_serial_id": self.disk_serial_id,
"cpuid": self.cpuid,
"machinecode": self.machinecode,
"mac_addr": self.mac_address,
"account_content": self._account,
"password": urllib.parse.unquote(self._password),
"validateCode": self.vcode
}
logger.debug('login_params is: %s' % login_params)
r = self._session.post(
'https://jy.yongjinbao.com.cn/winner_gj/gjzq/exchange.action',
params=login_params)
r.raise_for_status()
logger.debug('Login respone: %s' % r.text)
returnJson = r.json()['returnJson']
data = demjson.decode(returnJson)
error_msg = dict()
if data['msg_no'] != '0':
if 'msg_info' in data.keys() and data['msg_info'] != '':
error_msg['error_info'] = data['msg_info']
else:
error_msg = data[data['error_grids']][1]
if error_msg['error_info'].find('验证码') != -1:
logger.warning('vcode error : %s' % error_msg['error_info'])
raise VerifyCodeError(error_msg['error_info'])
else:
logger.error('login Failed :%s' % error_msg['error_info'])
raise LoginFailedError(error_msg['error_info'])
return
def post_login(self):
if self.margin_flags == True:
margin_login_params = {
'classname': 'com.gf.etrade.control.RZRQUF2Control',
'method': 'ValidataLogin',
'dse_sessionId': self._dse_sessionId
}
r = self._session.post(url='https://trade.gf.com.cn/entry',
params=margin_login_params)
data = r.json()
logger.debug('ensure_margin_flags: %s' % data)
trade_status = data.pop('success', False)
if trade_status == False:
logger.error(data)
error_info = data.get('error_info', data)
raise TraderAPIError(error_info)
def _trade_api(self, **kwargs):
url = 'https://trade.gf.com.cn/entry'
resq = self.client.post(url, params=kwargs)
data = resq.json()
if data.get('success', False) == False:
logger.error(data)
error_info = data.get('error_info', data)
raise TraderAPIError(error_info)
df = pd.DataFrame(data['data'])
df.rename(columns=RENAME_DICT, inplace=True)
if 'symbol' in df.columns:
df['symbol'] = df['symbol'].apply(code_to_symbols)
# 去字段的并集，提高效率
cols = list(set(FLOAT_COLUMNS).intersection(set(df.columns)))
for col in cols:
df[col] = pd.to_numeric(df[col], errors='ignore')
return df
def _trade_api(self, **kwargs):
'''
底层交易接口
'''
logger.debug('call params: %s' % kwargs)
r = self.client.get(
url=
'https://jy.yongjinbao.com.cn/winner_gj/gjzq/stock/exchange.action',
params=kwargs)
logger.debug('return: %s' % r.text)
# 解析返回的结果数据
returnJson = r.json()['returnJson']
if returnJson is None:
return None
data = demjson.decode(returnJson)
if data['msg_no'] != '0':
error_msg = data[data['error_grids']][1]
logger.error('error no: %s,error info: %s' % (error_msg.get(
'error_no', ''), error_msg.get('error_info', '')))
raise TraderAPIError(error_msg.get('error_info', ''))
data = data['Func%s' % data['function_id']]
df = pd.DataFrame(data[1:])
# 替换表头的命名
df.rename(columns=RENAME_DICT, inplace=True)
# 生成symbol
if 'symbol' in df.columns:
df['symbol'] = df['symbol'].apply(code_to_symbols)
# FLOAT_COLUMNS和 df.columns取交集，以减少调用时间
cols = list(set(FLOAT_COLUMNS).intersection(set(df.columns)))
for col in cols:
df[col] = pd.to_numeric(df[col], errors='ignore')
return df
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])
