def buy(self, price: float, volume: float, origin: [BarData, TickData, TradeData, OrderData, PositionData],
price_type: OrderType = OrderType.LIMIT, stop: bool = False, lock: bool = False, **kwargs):
"""
多头开仓
Args:
price (float): 价格
volume(float): 手数， 股票会自动*100
origin(Any(BarData, TradeData, TickData, OrderData, PositionData)): 快速获取品种和交易所信息
price_type(OrderType): 价格类型
Returns:
str: 单号
"""
if not isinstance(self.app.config['SLIPPAGE_BUY'], float) and not isinstance(
self.app.config['SLIPPAGE_BUY'], int):
raise ConfigError(message="滑点配置应为浮点小数或者整数")
price = price + self.app.config['SLIPPAGE_BUY']
req = helper.generate_order_req_by_var(volume=volume, price=price, offset=Offset.OPEN, direction=Direction.LONG,
type=price_type, exchange=origin.exchange, symbol=origin.symbol)
return self.send_order(req)
def cover(self, price: float, volume: float, origin: [BarData, TickData, TradeData, OrderData, PositionData],
price_type: OrderType = OrderType.LIMIT, stop: bool = False, lock: bool = False, **kwargs):
"""
平多头, 注意返回是一个list， 因为单号会涉及到平昨平今组合平仓
Args:
price (float): 价格
volume(float): 手数， 股票会自动*100
origin(Any(BarData, TradeData, TickData, OrderData, PositionData)): 快速获取品种和交易所信息
price_type(OrderType): 价格类型
Returns:
str: 单号
"""
if not isinstance(self.app.config['SLIPPAGE_COVER'], float) and not isinstance(
self.app.config['SLIPPAGE_COVER'], int):
raise ConfigError(message="滑点配置应为浮点小数")
price = price - self.app.config['SLIPPAGE_COVER']
req_list = [helper.generate_order_req_by_var(volume=x[1], price=price, offset=x[0], direction=Direction.SHORT,
type=price_type, exchange=origin.exchange,
symbol=origin.symbol) for x in
self.get_req(origin.local_symbol, Direction.LONG, volume, self.app)]
return [self.send_order(req) for req in req_list if req.volume != 0]
def sell(self,
price: float,
volume: float,
origin: [BarData, TickData, TradeData, OrderData] = None,
stop: bool = False,
lock: bool = False,
**kwargs):
""" 平空头 """
if not isinstance(self.app.config['SLIPPAGE_SELL'],
float) and not isinstance(
self.app.config['SLIPPAGE_SELL'], int):
raise ConfigError(message="滑点配置应为浮点小数")
price = price + self.app.config['SLIPPAGE_SELL']
req_list = [
helper.generate_order_req_by_var(volume=x[1],
price=price,
offset=x[0],
direction=Direction.LONG,
type=OrderType.LIMIT,
exchange=origin.exchange,
symbol=origin.symbol)
for x in self.get_req(origin.local_symbol, Direction.SHORT, volume,
self.app)
]
return [self.send_order(req) for req in req_list if req.volume != 0]
def cover(self,
price: float,
volume: float,
origin: [BarData, TickData, TradeData, OrderData, PositionData],
price_type: OrderType = OrderType.LIMIT,
stop: bool = False,
lock: bool = False,
**kwargs):
if not isinstance(self.looper.params['slippage_cover'],
float) and not isinstance(
self.looper.params['slippage_cover'], int):
raise ConfigError(message="滑点配置应为浮点小数")
price = price + self.looper.exec_intercept['slippage_cover']
req_list = [
helper.generate_order_req_by_var(volume=x[1],
price=price,
offset=x[0],
direction=Direction.LONG,
type=price_type,
exchange=origin.exchange,
symbol=origin.symbol)
for x in self.get_req(origin.local_symbol, Direction.SHORT, volume,
self.looper)
]
return [
self.looper.send_order(req) for req in req_list if req.volume != 0
]
def short(self,
price: float,
volume: float,
origin: [BarData, TickData, TradeData, OrderData, PositionData],
price_type: OrderType = OrderType.LIMIT,
stop: bool = False,
lock: bool = False,
**kwargs):
"""
开仓 空头
"""
if not isinstance(self.app.config['SLIPPAGE_SHORT'],
float) and not isinstance(
self.app.config['SLIPPAGE_SHORT'], int):
raise ConfigError(message="滑点配置应为浮点小数")
price = price + self.app.config['SLIPPAGE_SHORT']
req = helper.generate_order_req_by_var(volume=volume,
price=price,
offset=Offset.OPEN,
direction=Direction.SHORT,
type=price_type,
exchange=origin.exchange,
symbol=origin.symbol)
return self.send_order(req)
