def __init__(self, auto_logon=True):
super().__init__()
self.name = BROKER_TYPE.TTS
self.config = TTSConfig()
self.order_handler = QA_OrderHandler()
self._endpoint = 'http://%s:%s/api' % (
self.config.values['trade_server_ip'],
self.config.values['trade_server_port'])
self._encoding = "utf-8"
if self.config.values['transport_enc_key'] == '' or self.config.values[
'transport_enc_iv'] == '':
self._transport_enc = False
self._transport_enc_key = None
self._transport_enc_iv = None
self._cipher = None
else:
self._transport_enc = True
self._transport_enc_key = bytes(
self.config.values['transport_enc_key'],
encoding=self._encoding)
self._transport_enc_iv = bytes(
self.config.values['transport_enc_iv'],
encoding=self._encoding)
self._cipher = Cipher(algorithms.AES(self._transport_enc_key),
modes.CBC(self._transport_enc_iv),
backend=default_backend())
self._session = requests.Session()
self.client_id = 0
self.gddm_sh = 0 # 上海股东代码
self.gddm_sz = 0 # 深圳股东代码
if auto_logon is True:
self.logon()
def __init__(self, if_start_orderthreading=True, *args, **kwargs):
"""MARKET的初始化过程
Market的初始属性：
session: MARKET的账户字典
_broker: 当前所有的broker集合 TODO: 转移到QAParameter
broker: MARKET的broker字典
running_time: MARKET当前的运行时间
last_query_data: MARKET上次获取的数据
if_start_orderthreading: MARKET是否开启订单队列线程的开关
order_handler: 订单队列
Keyword Arguments:
if_start_orderthreading {bool} -- 是否在初始化的时候开启查询子线程(实盘需要) (default: {False})
@2018-08-06 change : 子线程全部变成后台线程 market线程崩了 子线程全部结束
"""
super().__init__()
# 以下是待初始化的账户session
self.session = {}
# 以下都是官方支持的交易前置
self._broker = {
BROKER_TYPE.BACKETEST: QA_BacktestBroker,
BROKER_TYPE.RANDOM: QA_RandomBroker,
BROKER_TYPE.REAL: QA_RealBroker,
BROKER_TYPE.SIMULATION: QA_SimulatedBroker,
BROKER_TYPE.SHIPANE: QA_SPEBroker,
BROKER_TYPE.TTS: QA_TTSBroker,
}
self.broker = {}
self.running_time = None
self.last_query_data = None
self.if_start_orderthreading = if_start_orderthreading
self.order_handler = QA_OrderHandler()
def __init__(self, if_nondatabase=False):
"""[summary]
Keyword Arguments:
commission_fee_coeff {[type]} -- [description] (default: {0})
environment {[type]} -- [description] (default: {RUNNING_ENVIRONMENT})
if_nondatabase {[type]} -- [description] (default: {False})
"""
super().__init__()
self.dealer = QA_Dealer()
self.order_handler = QA_OrderHandler()
self.engine = {
MARKET_TYPE.STOCK_CN: self.dealer.backtest_stock_dealer}
self.fetcher = {(MARKET_TYPE.STOCK_CN, FREQUENCE.DAY): QA_fetch_stock_day, (MARKET_TYPE.STOCK_CN, FREQUENCE.FIFTEEN_MIN): QA_fetch_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.ONE_MIN): QA_fetch_stock_min, (MARKET_TYPE.STOCK_CN, FREQUENCE.FIVE_MIN): QA_fetch_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.THIRTY_MIN): QA_fetch_stock_min, (MARKET_TYPE.STOCK_CN, FREQUENCE.SIXTY_MIN): QA_fetch_stock_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.DAY): QA_fetch_index_day, (MARKET_TYPE.INDEX_CN, FREQUENCE.FIFTEEN_MIN): QA_fetch_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.ONE_MIN): QA_fetch_index_min, (MARKET_TYPE.INDEX_CN, FREQUENCE.FIVE_MIN): QA_fetch_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.THIRTY_MIN): QA_fetch_index_min, (MARKET_TYPE.INDEX_CN, FREQUENCE.SIXTY_MIN): QA_fetch_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.DAY): QA_fetch_index_day, (MARKET_TYPE.FUND_CN, FREQUENCE.FIFTEEN_MIN): QA_fetch_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.ONE_MIN): QA_fetch_index_min, (MARKET_TYPE.FUND_CN, FREQUENCE.FIVE_MIN): QA_fetch_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.THIRTY_MIN): QA_fetch_index_min, (MARKET_TYPE.FUND_CN, FREQUENCE.SIXTY_MIN): QA_fetch_index_min}
self.market_data = None
self.if_nondatabase = if_nondatabase
self.name = BROKER_TYPE.BACKETEST
self._quotation = {} # 一个可以缓存数据的dict
self.broker_data = None
self.deal_message = {}
def __init__(self, if_start_orderthreading=True, *args, **kwargs):
"""[summary]
Keyword Arguments:
if_start_orderthreading {bool} -- 是否在初始化的时候开启查询子线程(实盘需要) (default: {False})
@2018-08-06 change : 子线程全部变成后台线程 market线程崩了 子线程全部结束
"""
super().__init__()
# 以下是待初始化的账户session
self.session = {}
# 以下都是官方支持的交易前置
self._broker = {
BROKER_TYPE.BACKETEST: QA_BacktestBroker,
BROKER_TYPE.RANODM: QA_RandomBroker,
BROKER_TYPE.REAL: QA_RealBroker,
BROKER_TYPE.SIMULATION: QA_SimulatedBroker,
BROKER_TYPE.SHIPANE: QA_SPEBroker
}
self.broker = {}
self.running_time = None
self.last_query_data = None
self.if_start_orderthreading = if_start_orderthreading
self.order_handler = QA_OrderHandler()
def start_order_threading(self):
"""开启查询子线程(实盘中用)
"""
self.if_start_orderthreading = True
self.order_handler = QA_OrderHandler()
self.trade_engine.create_kernel('ORDER')
self.trade_engine.start_kernel('ORDER')
def __init__(self):
super().__init__()
self.name = BROKER_TYPE.SHIPANE
self.order_handler = QA_OrderHandler()
self.setting = get_config_SPE()
self._session = requests
self._endpoint = self.setting.uri
self.key = self.setting.key
def __init__(self,
endpoint="http://127.0.0.1:10092/api",
encoding="utf-8",
enc_key=None,
enc_iv=None):
super().__init__()
self.name = BROKER_TYPE.TTS
self.order_handler = QA_OrderHandler()
self._endpoint = endpoint
self._encoding = "utf-8"
if enc_key == None or enc_iv == None:
self._transport_enc = False
self._transport_enc_key = None
self._transport_enc_iv = None
self._cipher = None
else:
self._transport_enc = True
self._transport_enc_key = enc_key
self._transport_enc_iv = enc_iv
backend = default_backend()
self._cipher = Cipher(algorithms.AES(enc_key),
modes.CBC(enc_iv),
backend=backend)
self._session = requests.Session()
self.client_id = 0
self.gddm_sh = 0 #上海股东代码
self.gddm_sz = 0 #深圳股东代码
self.fetcher = {
(MARKET_TYPE.STOCK_CN, FREQUENCE.DAY): QA_fetch_get_stock_day,
(MARKET_TYPE.STOCK_CN, FREQUENCE.FIFTEEN_MIN):
QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.ONE_MIN): QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.FIVE_MIN): QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.THIRTY_MIN):
QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.SIXTY_MIN):
QA_fetch_get_stock_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.DAY): QA_fetch_get_index_day,
(MARKET_TYPE.INDEX_CN, FREQUENCE.FIFTEEN_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.ONE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.FIVE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.THIRTY_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.SIXTY_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.DAY): QA_fetch_get_index_day,
(MARKET_TYPE.FUND_CN, FREQUENCE.FIFTEEN_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.ONE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.FIVE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.THIRTY_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.SIXTY_MIN): QA_fetch_get_index_min
}
def __init__(self):
self.order_handler = QA_OrderHandler()
self.setting = get_config_SPE()
self._session = requests
self._endpoint = self.setting.uri
self.key = self.setting.key
#self.account_headers = ['forzen_cash','balance_available','cash_available','pnl_money_today','total_assets','pnl_holding','market_value','money_available']
self.fillorder_headers = ['name', 'datetime', 'towards', 'price',
'amount', 'money', 'trade_id', 'order_id', 'code', 'shareholder', 'other']
self.holding_headers = ['code', 'name', 'hoding_price', 'price', 'pnl', 'amount',
'sell_available', 'pnl_money', 'holdings', 'total_amount', 'lastest_amounts', 'shareholder']
self.askorder_headers = ['code', 'towards', 'price', 'amount', 'transaction_price',
'transaction_amount', 'status', 'order_time', 'order_id', 'id', 'code', 'shareholders']
def __init__(self,
endpoint="http://127.0.0.1:10092/api",
encoding="utf-8",
enc_key=None,
enc_iv=None):
super().__init__()
self.name = BROKER_TYPE.TTS
self.order_handler = QA_OrderHandler()
self._endpoint = endpoint
self._encoding = "utf-8"
if enc_key == None or enc_iv == None:
self._transport_enc = False
self._transport_enc_key = None
self._transport_enc_iv = None
self._cipher = None
else:
self._transport_enc = True
self._transport_enc_key = enc_key
self._transport_enc_iv = enc_iv
backend = default_backend()
self._cipher = Cipher(algorithms.AES(enc_key),
modes.CBC(enc_iv),
backend=backend)
self._session = requests.Session()
self.client_id = 0
self.gddm_sh = 0 #上海股东代码
self.gddm_sz = 0 #深圳股东代码
self.fetcher = {
(MARKET_TYPE.STOCK_CN, FREQUENCE.DAY): QA_fetch_get_stock_day,
(MARKET_TYPE.STOCK_CN, FREQUENCE.FIFTEEN_MIN):
QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.ONE_MIN): QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.FIVE_MIN): QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.THIRTY_MIN):
QA_fetch_get_stock_min,
(MARKET_TYPE.STOCK_CN, FREQUENCE.SIXTY_MIN):
QA_fetch_get_stock_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.DAY): QA_fetch_get_index_day,
(MARKET_TYPE.INDEX_CN, FREQUENCE.FIFTEEN_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.ONE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.FIVE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.THIRTY_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.INDEX_CN, FREQUENCE.SIXTY_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.DAY): QA_fetch_get_index_day,
(MARKET_TYPE.FUND_CN, FREQUENCE.FIFTEEN_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.ONE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.FIVE_MIN): QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.THIRTY_MIN):
QA_fetch_get_index_min,
(MARKET_TYPE.FUND_CN, FREQUENCE.SIXTY_MIN): QA_fetch_get_index_min
}
#通过代码前缀区分market_type
self.code_table = {
'000': {
'type': 'stock',
'market': 'SZ'
},
'001': {
'type': 'stock',
'market': 'SZ'
},
'002': {
'type': 'stock',
'market': 'SZ'
},
'150': {
'type': 'fj',
'market': 'SZ'
},
'159': {
'type': 'etf',
'market': 'SZ'
},
'161': {
'type': 'etf',
'market': 'SZ'
},
'163': {
'type': 'etf',
'market': 'SZ'
},
'164': {
'type': 'etf',
'market': 'SZ'
},
'168': {
'type': 'etf',
'market': 'SZ'
},
'169': {
'type': 'etf',
'market': 'SZ'
},
'300': {
'type': 'stock',
'market': 'SZ'
},
'501': {
'type': 'etf',
'market': 'SH'
},
'502': {
'type': 'fj',
'market': 'SH'
},
'510': {
'type': 'etf',
'market': 'SH'
},
'511': {
'type': 'etf',
'market': 'SH'
},
'512': {
'type': 'etf',
'market': 'SH'
},
'513': {
'type': 'etf',
'market': 'SH'
},
'518': {
'type': 'etf',
'market': 'SH'
},
'600': {
'type': 'stock',
'market': 'SH'
},
'601': {
'type': 'stock',
'market': 'SH'
},
'603': {
'type': 'stock',
'market': 'SH'
},
}