def cancel_entrust(self, entrust_no):
"""
对未成交的调仓进行伪撤单
:param entrust_no:
:return:
"""
xq_entrust_list = self._get_xq_history()
is_have = False
for xq_entrusts in xq_entrust_list:
status = xq_entrusts["status"] # 调仓状态
for entrust in xq_entrusts["rebalancing_histories"]:
if entrust["id"] == entrust_no and status == "pending":
is_have = True
buy_or_sell = ("buy" if
entrust["target_weight"] < entrust["weight"]
else "sell")
if (entrust["target_weight"] == 0
and entrust["weight"] == 0):
raise exceptions.TradeError(u"移除的股票操作无法撤销,建议重新买入")
balance = self.get_balance()[0]
volume = (
abs(entrust["target_weight"] - entrust["weight"]) *
balance["asset_balance"] / 100)
r = self._trade(
security=entrust["stock_symbol"],
volume=volume,
entrust_bs=buy_or_sell,
)
if len(r) > 0 and "error_info" in r[0]:
raise exceptions.TradeError(u"撤销失败!%s" %
("error_info" in r[0]))
if not is_have:
raise exceptions.TradeError(u"撤销对象已失效")
return True
def handle(self, title) -> Optional[dict]:
if title == "委托确认":
self._submit_by_shortcut()
return None
if title == "提示信息":
content = self._extract_content()
if "超出涨跌停" in content:
self._submit_by_shortcut()
return None
if "委托价格的小数价格应为" in content:
self._submit_by_shortcut()
return None
if "逆回购" in content:
self._submit_by_shortcut()
return None
return None
if title == "提示":
content = self._extract_content()
if "成功" in content:
entrust_no = self._extract_entrust_id(content)
self._submit_by_click()
return {"entrust_no": entrust_no}
self._submit_by_click()
time.sleep(0.05)
raise exceptions.TradeError(content)
# self._close() #不关闭程序 edited by leonardo
return None
def detect_yh_client_result(image_path):
"""封装了tesseract的识别，部署在阿里云上，
服务端源码地址为： https://github.com/shidenggui/yh_verify_code_docker"""
api = "http://yh.ez.shidenggui.com:5000/yh_client"
with open(image_path, "rb") as f:
rep = requests.post(api, files={"image": f})
if rep.status_code != 201:
error = rep.json()["message"]
raise exceptions.TradeError("request {} error: {}".format(api, error))
return rep.json()["result"]
def _trade(self, security, price=0, amount=0, volume=0, entrust_bs="buy"):
"""
调仓
:param security:
:param price:
:param amount:
:param volume:
:param entrust_bs:
:return:
"""
stock = self._search_stock_info(security)
balance = self.get_balance()[0]
if stock is None:
raise exceptions.TradeError(u"没有查询要操作的股票信息")
if not volume:
volume = int(float(price) * amount) # 可能要取整数
if balance["current_balance"] < volume and entrust_bs == "buy":
raise exceptions.TradeError(u"没有足够的现金进行操作")
if stock["flag"] != 1:
raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。")
if volume == 0:
raise exceptions.TradeError(u"操作金额不能为零")
# 计算调仓调仓份额
weight = volume / balance["asset_balance"] * 100
weight = round(weight, 2)
# 获取原有仓位信息
position_list = self._get_position()
# 调整后的持仓
is_have = False
for position in position_list:
if position["stock_id"] == stock["stock_id"]:
is_have = True
position["proactive"] = True
old_weight = position["weight"]
if entrust_bs == "buy":
position["weight"] = weight + old_weight
else:
if weight > old_weight:
raise exceptions.TradeError(u"操作数量大于实际可卖出数量")
else:
position["weight"] = old_weight - weight
position["weight"] = round(position["weight"], 2)
if not is_have:
if entrust_bs == "buy":
position_list.append({
"code": stock["code"],
"name": stock["name"],
"enName": stock["enName"],
"hasexist": stock["hasexist"],
"flag": stock["flag"],
"type": stock["type"],
"current": stock["current"],
"chg": stock["chg"],
"percent": str(stock["percent"]),
"stock_id": stock["stock_id"],
"ind_id": stock["ind_id"],
"ind_name": stock["ind_name"],
"ind_color": stock["ind_color"],
"textname": stock["name"],
"segment_name": stock["ind_name"],
"weight": round(weight, 2),
"url": "/S/" + stock["code"],
"proactive": True,
"price": str(stock["current"]),
})
else:
raise exceptions.TradeError(u"没有持有要卖出的股票")
if entrust_bs == "buy":
cash = ((balance["current_balance"] - volume) /
balance["asset_balance"] * 100)
else:
cash = ((balance["current_balance"] + volume) /
balance["asset_balance"] * 100)
cash = round(cash, 2)
logger.info("weight:%f, cash:%f", weight, cash)
data = {
"cash": cash,
"holdings": str(json.dumps(position_list)),
"cube_symbol": str(self.account_config["portfolio_code"]),
"segment": 1,
"comment": "",
}
try:
resp = self.s.post(self.config["rebalance_url"], data=data)
# pylint: disable=broad-except
except Exception as e:
logger.warning("调仓失败: %s ", e)
return None
else:
logger.info("调仓 %s%s: %d", entrust_bs, stock["name"],
resp.status_code)
resp_json = json.loads(resp.text)
if "error_description" in resp_json and resp.status_code != 200:
logger.error("调仓错误: %s", resp_json["error_description"])
return [{
"error_no": resp_json["error_code"],
"error_info": resp_json["error_description"],
}]
return [{
"entrust_no":
resp_json["id"],
"init_date":
self._time_strftime(resp_json["created_at"]),
"batch_no":
"委托批号",
"report_no":
"申报号",
"seat_no":
"席位编号",
"entrust_time":
self._time_strftime(resp_json["updated_at"]),
"entrust_price":
price,
"entrust_amount":
amount,
"stock_code":
security,
"entrust_bs":
"买入",
"entrust_type":
"雪球虚拟委托",
"entrust_status":
"-",
}]
def adjust_weight(self, stock_code, weight):
"""
雪球组合调仓, weight 为调整后的仓位比例
:param stock_code: str 股票代码
:param weight: float 调整之后的持仓百分比， 0 - 100 之间的浮点数
"""
stock = self._search_stock_info(stock_code)
if stock is None:
raise exceptions.TradeError(u"没有查询要操作的股票信息")
if stock["flag"] != 1:
raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。")
# 仓位比例向下取两位数
weight = round(weight, 2)
# 获取原有仓位信息
position_list = self._get_position()
# 调整后的持仓
for position in position_list:
if position["stock_id"] == stock["stock_id"]:
position["proactive"] = True
position["weight"] = weight
if weight != 0 and stock["stock_id"] not in [
k["stock_id"] for k in position_list
]:
position_list.append({
"code": stock["code"],
"name": stock["name"],
"enName": stock["enName"],
"hasexist": stock["hasexist"],
"flag": stock["flag"],
"type": stock["type"],
"current": stock["current"],
"chg": stock["chg"],
"percent": str(stock["percent"]),
"stock_id": stock["stock_id"],
"ind_id": stock["ind_id"],
"ind_name": stock["ind_name"],
"ind_color": stock["ind_color"],
"textname": stock["name"],
"segment_name": stock["ind_name"],
"weight": weight,
"url": "/S/" + stock["code"],
"proactive": True,
"price": str(stock["current"]),
})
remain_weight = 100 - sum(i.get("weight") for i in position_list)
cash = round(remain_weight, 2)
logger.info("调仓比例:%f, 剩余持仓 :%f", weight, remain_weight)
data = {
"cash": cash,
"holdings": str(json.dumps(position_list)),
"cube_symbol": str(self.account_config["portfolio_code"]),
"segment": "true",
"comment": "",
}
try:
resp = self.s.post(self.config["rebalance_url"], data=data)
# pylint: disable=broad-except
except Exception as e:
logger.warning("调仓失败: %s ", e)
return None
logger.info("调仓 %s: 持仓比例%d", stock["name"], weight)
resp_json = json.loads(resp.text)
if "error_description" in resp_json and resp.status_code != 200:
logger.error("调仓错误: %s", resp_json["error_description"])
return [{
"error_no": resp_json["error_code"],
"error_info": resp_json["error_description"],
}]
logger.info("调仓成功 %s: 持仓比例%d", stock["name"], weight)
return None
