def get_ipo_limit(self, stock_code):
"""
查询新股申购额度申购上限
:param stock_code: 申购代码 ID
:return:
"""
logger.warning("目前仅在 佣金宝子类 中实现, 其余券商需要补充")
def read_config(self, path):
try:
self.account_config = file2dict(path)
except ValueError:
logger.error("配置文件格式有误，请勿使用记事本编辑，推荐 sublime text")
for value in self.account_config:
if isinstance(value, int):
logger.warning("配置文件的值最好使用双引号包裹，使用字符串，否则可能导致不可知问题")
def get_exchangebill(self, start_date, end_date):
"""
查询指定日期内的交割单
:param start_date: 20160211
:param end_date: 20160211
:return:
"""
logger.warning("目前仅在 华泰子类 中实现, 其余券商需要补充")
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
def _execute_trade_cmd(self, trade_cmd, users, expire_seconds,
entrust_prop, send_interval):
"""分发交易指令到对应的 user 并执行
:param trade_cmd:
:param users:
:param expire_seconds:
:param entrust_prop:
:param send_interval:
:return:
"""
for user in users:
# check expire
now = datetime.datetime.now()
expire = (now - trade_cmd["datetime"]).total_seconds()
if expire > expire_seconds:
logger.warning(
"策略 [%s] 指令(股票: %s 动作: %s 数量: %s 价格: %s)超时，指令产生时间: %s 当前时间: %s, 超过设置的最大过期时间 %s 秒, 被丢弃",
trade_cmd["strategy_name"],
trade_cmd["stock_code"],
trade_cmd["action"],
trade_cmd["amount"],
trade_cmd["price"],
trade_cmd["datetime"],
now,
expire_seconds,
)
break
# check price
price = trade_cmd["price"]
if not self._is_number(price) or price <= 0:
logger.warning(
"策略 [%s] 指令(股票: %s 动作: %s 数量: %s 价格: %s)超时，指令产生时间: %s 当前时间: %s, 价格无效 , 被丢弃",
trade_cmd["strategy_name"],
trade_cmd["stock_code"],
trade_cmd["action"],
trade_cmd["amount"],
trade_cmd["price"],
trade_cmd["datetime"],
now,
)
break
# check amount
if trade_cmd["amount"] <= 0:
logger.warning(
"策略 [%s] 指令(股票: %s 动作: %s 数量: %s 价格: %s)超时，指令产生时间: %s 当前时间: %s, 买入股数无效 , 被丢弃",
trade_cmd["strategy_name"],
trade_cmd["stock_code"],
trade_cmd["action"],
trade_cmd["amount"],
trade_cmd["price"],
trade_cmd["datetime"],
now,
)
break
actual_price = self._calculate_price_by_slippage(
trade_cmd["action"], trade_cmd["price"])
args = {
"security": trade_cmd["stock_code"],
"price": actual_price,
"amount": trade_cmd["amount"],
"entrust_prop": entrust_prop,
}
try:
response = getattr(user, trade_cmd["action"])(**args)
except exceptions.TradeError as e:
trader_name = type(user).__name__
err_msg = "{}: {}".format(type(e).__name__, e.args)
logger.error(
"%s 执行 策略 [%s] 指令(股票: %s 动作: %s 数量: %s 价格(考虑滑点): %s 指令产生时间: %s) 失败, 错误信息: %s",
trader_name,
trade_cmd["strategy_name"],
trade_cmd["stock_code"],
trade_cmd["action"],
trade_cmd["amount"],
actual_price,
trade_cmd["datetime"],
err_msg,
)
else:
logger.info(
"策略 [%s] 指令(股票: %s 动作: %s 数量: %s 价格(考虑滑点): %s 指令产生时间: %s) 执行成功, 返回: %s",
trade_cmd["strategy_name"],
trade_cmd["stock_code"],
trade_cmd["action"],
trade_cmd["amount"],
actual_price,
trade_cmd["datetime"],
response,
)
def get_current_deal(self):
"""获取当日委托列表"""
# return self.do(self.config['current_deal'])
logger.warning("目前仅在 佣金宝/银河子类 中实现, 其余券商需要补充")