Пример #1
0
    def __init__(self, market_type, frequence,):
        self.user = QA_User()
        self.if_settled = False
        self.account = None
        self.portfolio = None

        self.market = QA_Market()
        self.market_type = market_type

        self.frequence = frequence
        self.broker = QA_SPEBroker()
        self.broker_name = 'shipane_broker'

        self.ingest_data = None
Пример #2
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class TradeInfoHandler(QABaseHandler):
    """trade 信息查询句柄

    Arguments:
        QABaseHandler {[type]} -- [description]

    ?func=ping  ping 服务器
    ?func=clients 查询当前的可用客户端
    ?func=accounts 查询当前的账户
    ?func=positions&account=xxx 查询账户持仓
    ?func=orders&status 查询订单

    下单/撤单功能不在此handler提供
    """

    broker = QA_SPEBroker()

    def funcs(self, func, account, *args, **kwargs):
        if func == 'ping':
            data = self.broker.query_clients()
            return data
        elif func == 'clients':
            data = self.broker.query_clients()
            return data
        elif func == 'accounts':
            data = self.broker.query_accounts(account)
            return data
        elif func == 'positions':
            data = self.broker.query_positions(account)
            if isinstance(data, dict):
                data['hold_available'] = data['hold_available'].to_dict()
            return data
        elif func == 'orders':
            status = self.get_argument('status', '')
            return self.broker.query_orders(account, status)

        elif func == 'cancel_order':
            orderid = self.get_argument('orderid')
            return self.broker.cancel_order(account, orderid)

    def get(self):
        func = self.get_argument('func', 'ping')
        account = self.get_argument('account', None)
        print(account)
        print(func)
        data = self.funcs(func, account)
        print(data)
        if isinstance(data, pd.DataFrame):
            self.write({'result': QA_util_to_json_from_pandas(data)})
        else:
            self.write({'result': data})
Пример #3
0
class QATrade_Realtime():
    def __init__(self, market_type, frequence,):
        self.user = QA_User()
        self.if_settled = False
        self.account = None
        self.portfolio = None

        self.market = QA_Market()
        self.market_type = market_type

        self.frequence = frequence
        self.broker = QA_SPEBroker()
        self.broker_name = 'shipane_broker'

        self.ingest_data = None

    @property
    def now(self):
        return datetime.datetime.now()

    def load_account(self, account):
        # 通过 broke名字 新建立一个 QAAccount 放在的中 session字典中 session 是 { 'cookie' , QAAccount }
        self.market.login(self.broker_name, account.account_cookie, account)

    def start_market(self):
        """
        start the market thread and register backtest broker thread
        QAMarket 继承QATrader, QATrader 中有 trade_engine属性 , trade_engine类型是QA_Engine从 QA_Thread继承
        """
        # 启动 trade_engine 线程
        self.market.start()

        # 注册 backtest_broker ,并且启动和它关联线程QAThread 存放在 kernels 词典中, { 'broker_name': QAThread }
        self.market.register(self.broker_name, self.broker)

    def run(self):
        """generator driven data flow
        """
        # 如果出现了日期的改变 才会进行结算的事件
        _date = None

        while QA_util_if_tradetime(self.now):
            for data in self.ingest_data:  # 对于在ingest_data中的数据
                # <class 'QUANTAXIS.QAData.QADataStruct.QA_DataStruct_Stock_day'>
                date = data.date[0]
                if self.market_type is MARKET_TYPE.STOCK_CN:  # 如果是股票市场
                    if _date != date:  # 如果新的date

                        # 前一天的交易日已经过去
                        # 往 broker 和 account 发送 settle 事件
                        try:
                            self.market.trade_engine.join()
                            # time.sleep(2)
                            self.market._settle(self.broker_name)

                        except Exception as e:
                            raise e
                # 基金 指数 期货
                elif self.market_type in [MARKET_TYPE.FUND_CN, MARKET_TYPE.INDEX_CN, MARKET_TYPE.FUTURE_CN]:
                    self.market._settle(self.broker_name)
                # print(data)
                self.broker.run(
                    QA_Event(event_type=ENGINE_EVENT.UPCOMING_DATA, market_data=data))
                # 生成 UPCOMING_DATA 事件放到 队列中去执行

                self.market.upcoming_data(self.broker_name, data)

                self.market.trade_engine.join()

                _date = date