def on_pos(context, pos_handler, request_id, source, rcv_time):
# print 'on_pos..'
# print pos_handler.dump()
# print pos_handler.get_tickers()
stbase.TradeManager().kf_proxy.on_pos(pos_handler, request_id, source,
rcv_time)
def init():
tm = stbase.TradeManager().init(context,logpath='z:/ams/main',strategy_name='main')
stock = tm.addStock('1000001')
stock2 = tm.addStock('1300252')
stock3 = tm.addStock('1300310')
stock4 = tm.addStock('1300025')
stock.add_tick_handler(on_tick)
stock2.add_tick_handler(on_tick)
stock3.add_tick_handler(on_tick)
stock4.add_tick_handler(on_tick)
# stock.add_bar_handler(on_bar_m1,'m1')
stock.add_bar_handler(on_bar_m5,'m5')
stock.add_bar_handler(on_bar_m15,'m15')
stock2.add_bar_handler(on_bar_m5, 'm5')
stock2.add_bar_handler(on_bar_m15, 'm15')
stock3.add_bar_handler(on_bar_m5, 'm5')
stock3.add_bar_handler(on_bar_m15, 'm15')
stock4.add_bar_handler(on_bar_m5, 'm5')
stock4.add_bar_handler(on_bar_m15, 'm15')
print_line(hash_object(context.Strategy.Product))
prd = context.Strategy.Product
print_line(prd.Name)
print_line(prd.Stk_UseableAmt)
print_line(prd.Stk_CurrentAmt)
print_line(prd.Stk_StkValue)
pos_list = prd.S_Pos
print_line('len:{}'.format(len(pos_list)))
pos_list=[]
for pos in pos_list:
print_line('ServerCode:{}'.format(pos.ServerCode))
print_line('BsFlag:{}'.format(pos.BsFlag))
print_line('CurrentQty:{}'.format(pos.CurrentQty))
print_line('PositionQty:{}'.format(pos.PositionQty))
print_line('TDTotalQty:{}'.format(pos.TDTotalQty))
print_line('YdQty:{}'.format(pos.YdQty))
print_line('TdQty:{}'.format(pos.TdQty))
print_line('YdClosingqty:{}'.format(pos.YdClosingqty))
print_line('TdClosingqty:{}'.format(pos.TdClosingqty))
print_line('MarginUsedAmt:{}'.format(pos.MarginUsedAmt))
print_line('OpenAvgPrice:{}'.format(pos.OpenAvgPrice))
print_line('PostCostAmt:{}'.format(pos.PostCostAmt))
print_line('--'*20)
for bar in stock.get_hist_bars(ktype='week',limit=10):
print_line(stock.bar_data(bar))
print 'last_price:{} ,yesterday_close_price:{}'.format(stock.last_price , stock.yesterday_close_price)
def record_signal(code, data, name=''):
stbase.print_line(data, stdout=True)
if name:
name = name + '_' + code + '.signal'
fname = stbase.TradeManager().getDataPath(name)
data = current_datetime_string() + ' ' + data
fp = open(fname, 'a+')
# fp.writelines([data])
fp.write(data + '\n')
fp.close()
def strategy_inday(code, bar, num=100, limit=0.02):
"""日内涨跌幅策略
@:param code: 股票代码
@:param num ：买卖数量
@:param limit: 价格浮动限
"""
stock = stbase.TradeManager().getStock(code)
zf = stock.last_price / stock.yesterday_close_price - 1
if zf <= -limit:
#跌幅过限
amount = stbase.TradeManager().kf_proxy.get_ammount()
pos_sum = stock.pos.net_total
if stock.last_price * pos_sum <= amount * 0.1:
"""持仓资金占总资金 <= 10% """
stbase.TradeManager().kf_proxy.buy(code, num)
elif zf >= limit:
if stock.pos.net_total >= num:
stbase.TradeManager().kf_proxy.sell(code, num)
def strategy_ma(code=CODE, interval=5):
"""计算均线策略"""
close = get_bars(code, interval)
print 'size:', len(close)
# print close
# nbar = interval
a, b = ta.MA(close, 5)[-2:]
c, d = ta.MA(close, 10)[-2:]
if b >= d and a < c:
num = 100
amount = stbase.TradeManeager().kf_proxy.get_ammount()
last_price = stbase.TradeManager().getStock(code).last_price
cost = last_price * num
if cost <= amount * 0.1:
stbase.TradeManager().kf_proxy.buy(code, num)
if b <= d and a > c:
num = 100
if num <= stbase.TradeManager().getStock(code).pos.net_yd:
stbase.TradeManager().kf_proxy.sell(code, num)
def init():
tm = stbase.TradeManager().init(context,
logpath='z:/ams/pufa',
strategy_name='pufa') # 不保存行情数据
codes = ['1000001', '1300252', '1300310', '1300025', '0600000']
# stock = tm.addStock('0600000')
# stock = tm.addStock('1300310') #宜通世纪
stocks = []
for code in codes:
stock = tm.addStock(code)
stocks.append(stock)
stock.add_tick_handler(on_tick)
def on_tick(stock, stk):
import simple_st
# simple_st.strategy_inday(stock.code)
# stk = stock.stk
# print_line(stk.ServerCode,stk.KnockPrice,stk.KnockTime,stk.BuyPrice1
print_line(stock.last_price)
if not context.data.get('buy', False):
print 'do buy()..'
# order_no = stbase.TradeManager().xy_proxy.buy(stock.code,stock.last_price,100)
order_no = stbase.TradeManager().xy_proxy.sell(stock.code,
stock.last_price, 100)
context.data['buy'] = True
print 'order_no is:' + str(order_no)
def on_tick(stock, stk):
import simple_st
# simple_st.strategy_inday(stock.code)
# stk = stock.stk
# print_line(stk.ServerCode,stk.KnockPrice,stk.KnockTime,stk.BuyPrice1
print_line(stock.last_price)
print_line('BuyPrice1:{} BuyQty1:{} SellPrice1:{} SellQty1:{}'.format(
stk.BuyPrice1, stk.BuyQty1, stk.SellPrice1, stk.SellQty1))
if not context.data.get('buy', False):
qty = int((stk.SellQty1 * 0.1) / 100) * 100
print 'do buy()..', qty
order_no = stbase.TradeManager().xy_proxy.buy(stock.code,
stk.SellPrice1, qty)
# order_no = stbase.TradeManager().xy_proxy.sell(stock.code,stk.BuyPrice1,100)
# context.data['buy'] = True
print 'order_no is:' + str(order_no)
def init():
tm = stbase.TradeManager().init(context,
logpath='z:/ams/md',
strategy_name='md_rec',
market_data_save=True)
codes = [
'1000001', '1300252', '1300310', '1300025', '0600000', '1300638',
'1300504', '0601162'
]
# stock = tm.addStock('0600000')
# stock = tm.addStock('1300310') #宜通世纪
stocks = []
for code in codes:
stock = tm.addStock(code)
stocks.append(stock)
def strategy_ma(code=CODE, interval=5):
"""计算均线策略"""
# close = get_bars(code, interval)
stock = stbase.TradeManager().getStock(code)
bars = stock.get_hist_bars('m{}'.format(interval), limit=30)
close = map(lambda _: _.Close, bars)
close = np.array(close)
stbase.print_line('size:%s' % len(close))
# if not close:
# print 'error: close is null.'
print close.tolist()
stbase.print_line(close.tolist())
print 'to ma calculating...'
ma5 = ta.MA(close, 5)
ma10 = ta.MA(close, 10)
a, b = ma5[-2:]
c, d = ma10[-2:]
strategy_name = 'strategy_ma'
# print 'ma5:',ma5
# print 'ma10:',ma10
stbase.print_line('=={}=={}=='.format(code, interval))
stbase.print_line('(strategy_ma) ma5:{}'.format(ma5.tolist()),
stdout=False)
stbase.print_line('(strategy_ma) ma10:{}'.format(ma10.tolist()),
stdout=False)
stbase.print_line('(strategy_ma）a:{} b:{} c:{} d:{}'.format(a, b, c, d),
stdout=False)
last_price = stbase.TradeManager().getStock(code).last_price
if b >= d and a < c:
num = 100
# stbase.print_line('-*'*20,stdout=False)
# stbase.print_line('strategy_ma signal occur. (b >= d and a< c)',stdout=False)
# stbase.print_line('a:{} b:{} c:{} d:{}'.format(a,b,c,d),stdout=False)
stbase.record_signal(code, '-*' * 20)
stbase.record_signal(code, '=={}=={}=='.format(code, interval))
stbase.record_signal(code,
'strategy_ma signal occur. (b >= d and a< c)')
stbase.record_signal(code, 'a:{} b:{} c:{} d:{}'.format(a, b, c, d))
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
cost = last_price * num
if cost <= amount * 0.1:
stbase.record_signal(
code, 'do buy: {} , {} , {}'.format(code, last_price, num))
stbase.TradeManager().xy_proxy.buy(code, last_price, num)
if b <= d and a > c:
num = 100
# stbase.print_line('-*' * 20, stdout=False)
# stbase.print_line('strategy_ma signal occur. (b <=d and a > c)',stdout=False)
# stbase.print_line('a:{} b:{} c:{} d:{}'.format(a, b, c, d),stdout=False)
stbase.record_signal(code, '-*' * 20)
stbase.record_signal(code, '=={}=={}=='.format(code, interval))
stbase.record_signal(code,
'strategy_ma signal occur. (b <=d and a > c)')
stbase.record_signal(code, 'a:{} b:{} c:{} d:{}'.format(a, b, c, d))
if num <= stbase.TradeManager().getStock(code).pos.net_yd:
stbase.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, last_price, num))
stbase.TradeManager().xy_proxy.sell(code, last_price, num)
def strategy_inday(code, num=100, limit=0.02, base_price=0):
"""日内涨跌幅策略
@:param code: 股票代码
@:param num ：买卖数量
@:param limit: 价格浮动限
base_price : 参考基准价格 ， 0 表示采用昨收盘价格
当日仅仅允许买卖各触发一次
"""
stock = stbase.TradeManager().getStock(code)
if base_price == 0:
zf = stock.last_price / stock.yesterday_close_price - 1
else:
zf = stock.last_price / base_price - 1
st_price = stock.yesterday_close_price * (1 + limit)
st_price = round(st_price, 2)
# stbase.println('st_price:%s '%st_price)
stbase.println('zf:{} limit:{} diff:{}'.format(zf, limit, zf - limit))
if zf <= -limit and stock.any.flag_buy:
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s base_price:%s' %
(zf, stock.last_price, base_price))
stbase.record_signal(code, '=={}=='.format(code))
stbase.record_signal(code,
'strategy_inday signal occur. (zf <= -limit)')
stbase.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
#跌幅过限
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
pos_sum = stock.pos.net_total
#
if stock.pos.post_cost_amount <= amount * 0.1:
"""持仓资金占总资金 <= 10% """
stbase.record_signal(
code, 'do buy: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.buy(code, st_price, num)
strategy_inday_buy_count[code] = 1
stock.any.flag_buy = 0
stock.any.flag_sell = 1
if zf >= limit and stock.any.flag_sell:
# print '=*'*20
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s base_price:%s' %
(zf, stock.last_price, base_price))
stbase.TM.record_signal(code, '=={}=='.format(code))
stbase.TM.record_signal(code, '-*' * 20)
stbase.TM.record_signal(code,
'strategy_inday signal occur. (zf >= -limit)')
stbase.TM.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
stbase.TM.record_signal(
code, 'net_total:{} net_yd:{}'.format(stock.pos.net_total,
stock.pos.net_yd))
if stock.pos.net_total >= num:
stbase.TM.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.sell(code, st_price, num)
strategy_inday_sell_count[code] = 1
stock.any.flag_sell = 0
stock.any.flag_buy = 1
#coding:utf-8
from utils.useful import hash_object
from functools import partial
import stbase
import simple_st
context = None
print_line = stbase.TradeManager().print_line
def init():
tm = stbase.TradeManager().init(context,logpath='z:/ams/main',strategy_name='main')
stock = tm.addStock('1000001')
stock2 = tm.addStock('1300252')
stock3 = tm.addStock('1300310')
stock4 = tm.addStock('1300025')
stock.add_tick_handler(on_tick)
stock2.add_tick_handler(on_tick)
stock3.add_tick_handler(on_tick)
stock4.add_tick_handler(on_tick)
# stock.add_bar_handler(on_bar_m1,'m1')
stock.add_bar_handler(on_bar_m5,'m5')
stock.add_bar_handler(on_bar_m15,'m15')
stock2.add_bar_handler(on_bar_m5, 'm5')
def init():
tm = stbase.TradeManager().init(context, logpath='z:/ams/test')
# stock = tm.addStock('1000001')
# stock = tm.addStock('0600006')
stock = tm.addStock('0600000')
# stock = tm.addStock('1300123')
#
# stock = tm.addStock('1300252')
#
stock.add_tick_handler(on_tick)
# stock.add_bar_handler(on_bar_m1,'m1')
# stock.add_bar_handler(on_bar_m5,'m5')
# stock.add_bar_handler(on_bar_m15,'m15')
# print '='*20
print_line(hash_object(context.Strategy.Product))
prd = context.Strategy.Product
print_line(prd.Name)
print_line(prd.Stk_UseableAmt)
print_line(prd.Stk_CurrentAmt)
print_line(prd.Stk_StkValue)
pos_list = prd.S_Pos
print_line('len:{}'.format(len(pos_list)))
pos_list = []
for pos in pos_list:
# if not pos.ServerCode == '1000001':
# if not pos.ServerCode == '0600000':
# if not pos.ServerCode == '1300252':
# continue
print_line('ServerCode:{}'.format(pos.ServerCode))
print_line('BsFlag:{}'.format(pos.BsFlag))
print_line('CurrentQty:{}'.format(pos.CurrentQty))
print_line('PositionQty:{}'.format(pos.PositionQty))
print_line('TDTotalQty:{}'.format(pos.TDTotalQty))
print_line('YdQty:{}'.format(pos.YdQty))
print_line('TdQty:{}'.format(pos.TdQty))
print_line('YdClosingqty:{}'.format(pos.YdClosingqty))
print_line('TdClosingqty:{}'.format(pos.TdClosingqty))
print_line('MarginUsedAmt:{}'.format(pos.MarginUsedAmt))
print_line('OpenAvgPrice:{}'.format(pos.OpenAvgPrice))
print_line('PostCostAmt:{}'.format(pos.PostCostAmt))
print_line('--' * 20)
# for bar in stock.get_hist_bars(ktype='week',limit=10):
# print_line(stock.bar_data(bar))
#
# print 'last_price:{} ,yesterday_close_price:{}'.format(stock.last_price , stock.yesterday_close_price)
# simple_st.strategy_ma(stock.code,5)
print_line('get_stock_amount_useable:%s' %
stbase.TradeManager().xy_proxy.get_stock_amount_useable())
print_line('get_stock_amount_asset:%s' %
stbase.TradeManager().xy_proxy.get_stock_amount_asset())
print_line('pos detail:%s' % stock.pos)
# bars = stock.get_hist_bars('m1', limit=30)
# bars = stock.get_hist_bars('m5', limit=30)
# close = map(lambda _: _.Close, bars)
# print_line(close)
# test - ordering
# stbase.TradeManager().addTimer(on_timer)
# stock.add_trade_handler(on_trade)
# print 'code:',stock.code
# print 'net_yd:',stock.pos.net_yd
# print str(stock)
#查询委托订单
# print_line("orders:%s"% len(context.Strategy.All_Order))
orders = stbase.TradeManager().xy_proxy.get_orders().filter(code='0600008',
serial=39917)
for order in orders.to_list():
println(stbase.format_order(order))
def on_tick(context, md, source, rcv_time):
stbase.TradeManager().kf_proxy.on_tick(md, source, rcv_time)
def strategy_inday(code, num=100, limit=0.02):
"""日内涨跌幅策略
@:param code: 股票代码
@:param num ：买卖数量
@:param limit: 价格浮动限
当日仅仅允许买卖各触发一次
"""
global strategy_inday_buy_count
global strategy_inday_sell_count
stock = stbase.TradeManager().getStock(code)
zf = stock.last_price / stock.yesterday_close_price - 1
# stbase.print_line('(strategy_inday) zf:%s last_price:%s yd_close_price:%s'%(zf,stock.last_price,stock.yesterday_close_price),stdout=False )
# stbase.print_line('strategy_inday,=={}=='.format(code))
strategy_name = 'strategy_inday'
st_price = stock.yesterday_close_price * (1 + limit)
st_price = round(st_price, 2)
# stbase.println('st_price:%s '%st_price)
stbase.println('zf:{} limit:{} diff:{}'.format(zf, limit, zf - limit))
if zf <= -limit:
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s yd_close_price:%s' %
(zf, stock.last_price, stock.yesterday_close_price),
stdout=False)
stbase.record_signal(code, '=={}=='.format(code))
stbase.record_signal(code,
'strategy_inday signal occur. (zf <= -limit)')
stbase.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
#跌幅过限
amount = stbase.TradeManager().xy_proxy.get_stock_amount_useable()
pos_sum = stock.pos.net_total
#
if stock.pos.post_cost_amount <= amount * 0.1 and strategy_inday_buy_count.get(
code, 0) == 0:
"""持仓资金占总资金 <= 10% """
stbase.record_signal(
code, 'do buy: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.buy(code, st_price, num)
strategy_inday_buy_count[code] = 1
if zf >= limit:
# print '=*'*20
stbase.print_line(
'(strategy_inday) zf:%s last_price:%s yd_close_price:%s' %
(zf, stock.last_price, stock.yesterday_close_price))
stbase.TM.record_signal(code, '=={}=='.format(code))
stbase.TM.record_signal(code, '-*' * 20, 'strategy_inday')
stbase.TM.record_signal(code,
'strategy_inday signal occur. (zf >= -limit)')
stbase.TM.record_signal(code, 'zf:{} limit:{}'.format(zf, limit))
stbase.TM.record_signal(
code, 'net_total:{} net_yd:{}'.format(stock.pos.net_total,
stock.pos.net_yd))
if stock.pos.net_total >= num and strategy_inday_sell_count.get(
code, 0) == 0:
stbase.TM.record_signal(
code, 'do sell: {} ,{}, {}'.format(code, st_price, num))
stbase.TradeManager().xy_proxy.sell(code, st_price, num)
strategy_inday_sell_count[code] = 1
def initialize(context):
stbase.TradeManager().kf_proxy.on_init(context)
stbase.TradeManager().any.trade = True
print '==' * 30
#coding:utf-8
"""
wingchun strategy -n s1 -p test_by.py
"""
import stbase
import simple_st
STOCK_LIST = simple_st.STOCK_LIST
bar_log_file = 'bar.log'
tick_log_file = 'tick.log'
stbase.TradeManager().init().addStock(STOCK_LIST)
def print_line(text, fp=None):
text = str(text)
# if fp:
# fp.write(text+'\n')
# fp.flush()
print text
def on_timer(context):
# print '>> onTimer()..'
context.insert_func_after_c(1, on_timer)
def initialize(context):
stbase.TradeManager().kf_proxy.on_init(context)
