def test_lib_insert_order_time_check_5(self): ''' lib下单时间判断测试5 回测时间: 起始交易日(datetime.date)在非周一 订阅: cu(有夜盘,凌晨1点结束夜盘),rb(夜盘23点结束),jd(无夜盘) 测试: 1 起始回测在21点后rb、cu下单,到第二日9点后jd下单 2 本交易日白盘9:00后jd下单 ''' # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run( os.path.join(dir_path, "log_file", "test_lib_insert_order_time_check_5.script.lzma")) utils.RD = random.Random(4) api = TqApi(backtest=TqBacktest(datetime.date(2019, 12, 3), datetime.date(2019, 12, 4)), _ins_url=self.ins_url_2019_12_04) # 2019, 12, 3:周二 symbol1 = "SHFE.cu2002" # 有夜盘,凌晨1点结束夜盘 symbol2 = "SHFE.rb2002" # 夜盘23点结束 symbol3 = "DCE.jd2002" # 无夜盘 quote1 = api.get_quote(symbol1) quote2 = api.get_quote(symbol2) quote3 = api.get_quote(symbol3) position1 = api.get_position(symbol1) position2 = api.get_position(symbol2) position3 = api.get_position(symbol3) target_pos1 = TargetPosTask(api, symbol1) target_pos2 = TargetPosTask(api, symbol2) target_pos3 = TargetPosTask(api, symbol3) orders = api.get_order() try: # 1 起始回测在21点后rb、cu下单,到第二日9点后jd下单 target_pos1.set_target_volume(1) target_pos2.set_target_volume(2) target_pos3.set_target_volume(3) while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-12-02 21:05:00.000000": api.wait_update() self.assertEqual(len(orders), 2) self.assertEqual(position1.pos, 1) self.assertEqual(position2.pos, 2) self.assertEqual(position3.pos, 0) # 2 本交易日白盘9:00后jd下单 while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-12-03 09:02:00.000000": api.wait_update() self.assertEqual(len(orders), 3) while True: api.wait_update() except BacktestFinished: self.assertEqual(len(orders), 3) self.assertEqual(position1.pos, 1) self.assertEqual(position2.pos, 2) self.assertEqual(position3.pos, 3) api.close()
def test_lib_insert_order_time_check_7(self): """ lib下单时间判断测试7 订阅合约: 订阅周六有行情的和周六无行情的 测试: (测试:回测从周六开始时 可交易时间段的计算、判断) 1 回测刚开始:current_datetime 为 0:00 , 只有cu能下单,另外两个合约直到白盘9点下单 """ # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run(os.path.join(dir_path, "log_file", "test_lib_insert_order_time_check_7.script.lzma.lzma")) TqApi.RD = random.Random(4) api = TqApi( backtest=TqBacktest(datetime.datetime(2019, 11, 30, 0, 0, 0), datetime.datetime(2019, 12, 2, 9, 30)), _ins_url=self.ins_url_2019_12_04) symbol1 = "SHFE.cu2002" # 有夜盘,凌晨1点结束夜盘 symbol2 = "SHFE.rb2002" # 夜盘23点结束 symbol3 = "DCE.jd2002" # 无夜盘 quote1 = api.get_quote(symbol1) quote2 = api.get_quote(symbol2) quote3 = api.get_quote(symbol3) position1 = api.get_position(symbol1) position2 = api.get_position(symbol2) position3 = api.get_position(symbol3) target_pos1 = TargetPosTask(api, symbol1) target_pos2 = TargetPosTask(api, symbol2) target_pos3 = TargetPosTask(api, symbol3) orders = api.get_order() try: # 1 回测刚开始:current_datetime 为 0:00 , 只有cu能下单,另外两个合约直到白盘9点下单 target_pos1.set_target_volume(1) target_pos2.set_target_volume(2) target_pos3.set_target_volume(3) while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-11-30 00:02:00.000000": api.wait_update() self.assertEqual(len(orders), 1) while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-11-30 00:15:00.000000": api.wait_update() self.assertEqual(len(orders), 1) self.assertEqual(position1.pos, 1) self.assertEqual(position2.pos, 0) self.assertEqual(position3.pos, 0) while max(quote1.datetime, quote2.datetime, quote3.datetime) < "2019-12-02 09:05:00.000000": api.wait_update() self.assertEqual(len(orders), 3) self.assertEqual(position1.pos, 1) self.assertEqual(position2.pos, 2) self.assertEqual(position3.pos, 3) while True: api.wait_update() except BacktestFinished: self.assertEqual(position1.pos, 1) self.assertEqual(position2.pos, 2) self.assertEqual(position3.pos, 3) api.close()
def record_quotes(symbols, _stock, _md_url): api = TqApi(auth=AUTH, _stock=_stock, _md_url=_md_url) api._requests["quotes"] = set(symbols) api._send_chan.send_nowait({ "aid": "subscribe_quote", "ins_list": ",".join(symbols) }) api.wait_update() api.wait_update() quotes = {} csv_files = {} for s in symbols: quotes[s] = api.get_quote(s) csv_files[s] = (create_csvfile(s, "new" if _stock else "old")) csv_files[s][1].writerow(["local_nano_time", "quote_nano_time"] + HEADER_ROW) end = time() + 60 * 60 # 记录 30 min 分钟的数据分析 while True: if end < time(): break api.wait_update() for s, q in quotes.items(): if api.is_changing(q): csv_files[s][1].writerow([ f"{time()*1e9:.0f}", f"{_str_to_nano(q['datetime']):.0f}" ] + [q[k] for k in HEADER_ROW]) close_csvfiles(csv_files) api.close()
def test_is_changing(self): """is_changing() 测试""" # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run(os.path.join(dir_path, "log_file", "test_func_basic_is_changing.script.lzma")) # 测试: 模拟账户下单 TqApi.RD = random.Random(4) api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url) quote = api.get_quote("SHFE.rb2001") position = api.get_position("SHFE.rb2001") order1 = api.insert_order("DCE.m2001", "BUY", "OPEN", 1) api.wait_update() order2 = api.insert_order("SHFE.rb2001", "SELL", "OPEN", 2) api.wait_update() self.assertEqual(api.is_changing(order2, "status"), True) self.assertEqual(api.is_changing(position, "volume_short"), True) self.assertEqual(api.is_changing(position, "volume_long"), False) order3 = api.insert_order("SHFE.rb2001", "BUY", "CLOSETODAY", 1) while order3.status == "ALIVE": api.wait_update() self.assertEqual(api.is_changing(order3, "status"), True) self.assertEqual(api.is_changing(position, "volume_short"), True) self.assertEqual(api.is_changing(quote, "last_price"), False) api.close()
def test_get_quote_backtest(self): """ 回测获取行情报价 """ # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run(os.path.join(dir_path, "log_file", "test_md_backtest_get_quote.script.lzma")) # 测试 try: utils.RD = random.Random(1) api = TqApi(backtest=TqBacktest(datetime(2019, 10, 15), datetime(2019, 10, 16)), _ins_url=self.ins_url_2019_07_03, _td_url=self.td_url, _md_url=self.md_url) with closing(api): quote = api.get_quote("SHFE.cu2001") quote_data = {k: v for k, v in quote.items()} quote_data["trading_time"] = {k: v for k, v in quote_data["trading_time"].items()} self.assertEqual(json.dumps(quote_data, sort_keys=True), '{"amount": NaN, "ask_price1": 47070.0, "ask_price2": NaN, "ask_price3": NaN, "ask_price4": NaN, "ask_price5": NaN, "ask_volume1": 1, "ask_volume2": 0, "ask_volume3": 0, "ask_volume4": 0, "ask_volume5": 0, "average": NaN, "bid_price1": 47050.0, "bid_price2": NaN, "bid_price3": NaN, "bid_price4": NaN, "bid_price5": NaN, "bid_volume1": 1, "bid_volume2": 0, "bid_volume3": 0, "bid_volume4": 0, "bid_volume5": 0, "close": NaN, "commission": 11.594999999999999, "datetime": "2019-10-14 23:59:59.999999", "delivery_month": 1, "delivery_year": 2020, "expire_datetime": 1579071600.0, "expired": false, "highest": NaN, "ins_class": "FUTURE", "instrument_id": "SHFE.cu2001", "last_price": 47060.0, "lower_limit": NaN, "lowest": NaN, "margin": 16233.000000000002, "max_limit_order_volume": 500, "max_market_order_volume": 0, "min_limit_order_volume": 0, "min_market_order_volume": 0, "open": NaN, "open_interest": 45357, "option_class": "", "pre_close": NaN, "pre_open_interest": 0, "pre_settlement": NaN, "price_decs": 0, "price_tick": 10, "product_id": "cu", "settlement": NaN, "strike_price": NaN, "trading_time": {"day": [["09:00:00", "10:15:00"], ["10:30:00", "11:30:00"], ["13:30:00", "15:00:00"]], "night": [["21:00:00", "25:00:00"]]}, "underlying_symbol": "", "upper_limit": NaN, "volume": 0, "volume_multiple": 5}') # 其他取值方式 self.assertNotEqual(quote["pre_close"], quote.pre_close) self.assertNotEqual(quote.get("pre_settlement"), quote.pre_settlement) self.assertNotEqual(quote.get("highest"), quote.highest) self.assertNotEqual(quote.get("lowest"), quote.lowest) self.assertNotEqual(quote["open"], quote.open) self.assertNotEqual(quote["close"], quote.close) except BacktestFinished: api.close() print("backtest finished")
def test_get_quote_normal_backtest(): """ 回测获取行情报价 """ # 获取行情 api = TqApi( backtest=TqBacktest(datetime(2019, 10, 15), datetime(2019, 10, 16)), _ins_url="https://openmd.shinnytech.com/t/md/symbols/2019-07-03.json") quote = api.get_quote("SHFE.cu2001") quote_data = {k: v for k, v in quote.items()} quote_data["trading_time"] = { k: v for k, v in quote_data["trading_time"].items() } assert json.dumps(quote_data, sort_keys=True) == \ '{"amount": NaN, "ask_price1": 47070.0, "ask_price2": NaN, "ask_price3": NaN, "ask_price4": NaN, "ask_price5": NaN, "ask_volume1": 1, "ask_volume2": 0, "ask_volume3": 0, "ask_volume4": 0, "ask_volume5": 0, "average": NaN, "bid_price1": 47050.0, "bid_price2": NaN, "bid_price3": NaN, "bid_price4": NaN, "bid_price5": NaN, "bid_volume1": 1, "bid_volume2": 0, "bid_volume3": 0, "bid_volume4": 0, "bid_volume5": 0, "close": NaN, "commission": 11.594999999999999, "datetime": "2019-10-14 23:59:59.999999", "delivery_month": 1, "delivery_year": 2020, "expire_datetime": 1579071600.0, "expired": false, "highest": NaN, "ins_class": "FUTURE", "instrument_id": "SHFE.cu2001", "last_price": 47060.0, "lower_limit": NaN, "lowest": NaN, "margin": 16233.000000000002, "max_limit_order_volume": 500, "max_market_order_volume": 0, "min_limit_order_volume": 0, "min_market_order_volume": 0, "open": NaN, "open_interest": 90714, "pre_close": NaN, "pre_open_interest": 0, "pre_settlement": NaN, "price_decs": 0, "price_tick": 10, "settlement": NaN, "strike_price": NaN, "trading_time": {"day": [["09:00:00", "10:15:00"], ["10:30:00", "11:30:00"], ["13:30:00", "15:00:00"]], "night": [["21:00:00", "25:00:00"]]}, "underlying_symbol": "", "upper_limit": NaN, "volume": 0, "volume_multiple": 5}' # 其他取值方式 assert quote["pre_close"] != quote.pre_close assert quote.get("pre_settlement") != quote.pre_settlement assert quote.get("highest") != quote.highest assert quote.get("lowest") != quote.lowest assert quote["open"] != quote.open assert quote["close"] != quote.close api.close()
def test_api_vipuser(self): api = TqApi(auth="[email protected],MaYanQiong") self.assertEqual(api._md_url, "wss://api.shinnytech.com/t/nfmd/front/mobile") quote = api.get_quote("SSE.10002513") print(quote.datetime, quote.last_price) api.close()
def test_tdsdk_quote(): api = TqApi(TqSim()) quote = api.get_quote("SHFE.cu1908") print(quote["last_price"], quote["volume"]) while True: api.wait_update() print(quote["datetime"], quote["last_price"])
def test_is_changing(self): """ is_changing() 测试 注:本函数不是回测,重新生成测试用例script文件时更改为当前可交易的合约代码,在盘中生成,且_ins_url可能需修改。 """ # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run( os.path.join(dir_path, "log_file", "test_func_basic_is_changing.script.lzma")) # 测试: 模拟账户下单 utils.RD = random.Random(4) api = TqApi(_ins_url=self.ins_url_2020_04_02, _td_url=self.td_url, _md_url=self.md_url) quote = api.get_quote("SHFE.rb2010") position = api.get_position("SHFE.rb2010") order1 = api.insert_order("DCE.m2009", "BUY", "OPEN", 1) api.wait_update() order2 = api.insert_order("SHFE.rb2010", "SELL", "OPEN", 2) api.wait_update() self.assertTrue(api.is_changing(order2, "status")) self.assertTrue(api.is_changing(position, "volume_short")) self.assertFalse(api.is_changing(position, "volume_long")) order3 = api.insert_order("SHFE.rb2010", "BUY", "CLOSETODAY", 1) while order3.status == "ALIVE": api.wait_update() self.assertTrue(api.is_changing(order3, "status")) self.assertTrue(api.is_changing(position, "volume_short")) self.assertFalse(api.is_changing(quote, "last_price")) api.close()
def run_tianqin_code(bid, user_id, pwd, td_url): api = TqApi(TqAccount(bid, user_id, pwd), auth="[email protected],MaYanQiong", _stock=True, _td_url=td_url) is_ctp = False if bid == "快期模拟" else True account = api.get_account() if bid == "快期模拟": assert account.ctp_balance == '-' or math.isnan(account.ctp_balance) assert account.ctp_available == '-' or math.isnan( account.ctp_available) else: logger.info(f"{account.ctp_balance}, {account.ctp_available}") logger.info(f"{'='*30} 登录成功后,账户初始状态 {'='*30}") positions = api._data["trade"][user_id]["positions"] orders = api._data["trade"][user_id]["orders"] check_orders(orders, api, is_ctp) check_positions(positions, api, is_ctp) check_account(account, positions, is_ctp) check_risk_rule(api, None) check_risk_data(api, "SSE.10002513") api.set_risk_management_rule("SSE", True) logger.info(f"{'='*12} 期权 开仓 {'='*12}") quote = api.get_quote("SSE.10002513") # ETF 期权 # 挂单 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.lower_limit + quote.price_tick, volume=2) order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="OPEN", limit_price=quote.upper_limit - quote.price_tick, volume=2) # 可成交 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=3) # 可成交 FAK 下单失败,CTP:交易所不支持的价格类型 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FAK") # 可成交 FOK # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FOK") # BEST # order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=10) # BEST FOK 下单失败,已撤单报单被拒绝12038,合约代码:SSE.10002513,下单方向:买,开平标志:开仓,委托价格:最优价,委托手数:3 # order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=3, advanced="FOK") # any_price 通知: 下单失败,CTP:交易所不支持的价格类型 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", volume=3) # FIVELEVEL 通知: 下单失败,CTP:交易所不支持的价格类型 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price="FIVELEVEL", volume=3) api.cancel_order(order) api.cancel_order(order) api.cancel_order(order) while order.status == "ALIVE": api.wait_update() check_all(api, bid, user_id) check_risk_rule(api, None) check_risk_data(api, "SSE.10002513") api.close()
def test_lib_insert_order_time_check_2(self): """ lib下单时间判断测试2 回测时间: 10:15 - 10:45 订阅合约: IF、T(无盘中休息时间),cu(有盘中休息时间) 测试: 10:15 - 10:30期间IF和T能立即下单,cu等到10:30以后下单; """ # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run( os.path.join(dir_path, "log_file", "test_lib_insert_order_time_check_2.script.lzma")) utils.RD = random.Random(4) api = TqApi(backtest=TqBacktest( datetime.datetime(2020, 2, 17, 10, 15, 0), datetime.datetime(2020, 2, 17, 10, 45, 0)), _ins_url=self.ins_url_2020_02_18, _td_url=self.td_url, _md_url=self.md_url) symbol1 = "SHFE.cu2003" symbol2 = "CFFEX.T2003" symbol3 = "CFFEX.IF2003" quote3 = api.get_quote(symbol3) position1 = api.get_position(symbol1) position2 = api.get_position(symbol2) position3 = api.get_position(symbol3) target_pos1 = TargetPosTask(api, symbol1) target_pos2 = TargetPosTask(api, symbol2) target_pos3 = TargetPosTask(api, symbol3) orders = api.get_order() try: # 1 10:15 - 10:30期间IF和T能立即下单,cu等到10:30以后下单; target_pos1.set_target_volume(1) target_pos2.set_target_volume(2) target_pos3.set_target_volume(3) while datetime.datetime.strptime( quote3.datetime, "%Y-%m-%d %H:%M:%S.%f") < datetime.datetime( 2020, 2, 17, 10, 25): api.wait_update() self.assertEqual(len(orders), 2) self.assertEqual(position1.pos, 0) self.assertEqual(position2.pos, 2) self.assertEqual(position3.pos, 3) while True: api.wait_update() except BacktestFinished: # 验证下單情況 self.assertEqual(len(orders), 3) self.assertEqual(position1.pos, 1) self.assertEqual(position2.pos, 2) self.assertEqual(position3.pos, 3) print("回测结束") api.close()
def test_openmd_vipuser_bt(self): bt = TqBacktest(start_dt=datetime(2020, 6, 1), end_dt=datetime(2020, 6, 2)) api = TqApi(backtest=bt, _stock=False, auth="[email protected],MaYanQiong") quote = api.get_quote("DCE.m2009") print(quote.datetime, quote.last_price) self.assertEqual("2020-05-29 22:59:59.999999", quote.datetime) self.assertEqual(2826.0, quote.last_price) api.close()
def test_get_quote_normal(self): """ 获取行情报价 """ # 预设服务器端响应 self.mock.run("test_md_basic_get_quote_normal.script") # 获取行情 api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url) q = api.get_quote("SHFE.cu1901") self.assertEqual(46940.0, q.last_price) api.close()
def acceptMD(): api = TqApi() quote = api.get_quote("SHFE.fu2009") saveTick(quote) while True: try: api.wait_update() saveTick(quote) except FileNotFoundError: print("File Not Found Error") time.sleep(3)
def test_get_quote_normal(self): """ 获取行情报价 """ # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run( os.path.join(dir_path, "log_file", "test_md_basic_get_quote_normal.script")) # 获取行情 api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url) q = api.get_quote("SHFE.cu1909") self.assertEqual( str(q), "{'datetime': '2019-09-16 14:59:59.999500', 'ask_price1': 47650.0, 'ask_volume1': 10, 'bid_price1': 47570.0, 'bid_volume1': 5, 'last_price': 47580.0, 'highest': 47860.0, 'lowest': 47580.0, 'open': 47860.0, 'close': 47580.0, 'average': 47732.35, 'volume': 9020, 'amount': 2152729000.0, 'open_interest': 6940, 'settlement': 47730.0, 'upper_limit': 49650.0, 'lower_limit': 44920.0, 'pre_open_interest': 13260, 'pre_settlement': 47290.0, 'pre_close': 47590.0, 'price_tick': 10, 'price_decs': 0, 'volume_multiple': 5, 'max_limit_order_volume': 500, 'max_market_order_volume': 0, 'min_limit_order_volume': 0, 'min_market_order_volume': 0, 'underlying_symbol': '', 'strike_price': nan, 'change': nan, 'change_percent': nan, 'expired': False, 'margin': 16233.000000000002, 'commission': 11.594999999999999, 'instrument_id': 'SHFE.cu1909', 'ask_price5': '-', 'ask_volume5': 0, 'ask_price4': 49250.0, 'ask_volume4': 50, 'ask_price3': 47990.0, 'ask_volume3': 5, 'ask_price2': 47730.0, 'ask_volume2': 10, 'bid_price2': 46560.0, 'bid_volume2': 100, 'bid_price3': 45650.0, 'bid_volume3': 270, 'bid_price4': 44920.0, 'bid_volume4': 5, 'bid_price5': '-', 'bid_volume5': 0}" ) self.assertEqual(q.datetime, "2019-09-16 14:59:59.999500") self.assertEqual(q.ask_price1, 47650.0) self.assertEqual(q.ask_volume1, 10) self.assertEqual(q.bid_price1, 47570.0) self.assertEqual(q.bid_volume1, 5) self.assertEqual(q.last_price, 47580.0) self.assertEqual(q.highest, 47860.0) self.assertEqual(q.lowest, 47580.0) self.assertEqual(q.open, 47860.0) self.assertEqual(q.close, 47580.0) self.assertEqual(q.average, 47732.35) self.assertEqual(q.volume, 9020) self.assertEqual(q.amount, 2152729000.0) self.assertEqual(q.open_interest, 6940) self.assertEqual(q.settlement, 47730.0) self.assertEqual(q.upper_limit, 49650.0) self.assertEqual(q.lower_limit, 44920) self.assertEqual(q.pre_open_interest, 13260) self.assertEqual(q.pre_settlement, 47290.0) self.assertEqual(q.pre_close, 47590.0) # 其他取值方式 self.assertEqual(q["pre_close"], 47590.0) self.assertEqual(q.get("pre_settlement"), 47290.0) self.assertEqual(q.get("highest"), 47860.0) self.assertEqual(q.get("lowest"), 47580.0) self.assertEqual(q["open"], 47860.0) self.assertEqual(q["close"], 47580.0) # 报错测试 self.assertRaises(Exception, api.get_quote, "SHFE.au1999") self.assertRaises(KeyError, q.__getitem__, "ask_price6") api.close()
def sell_close(): api = TqApi(TqAccount(bid, user_id, pwd), url=td_url, auth="ringo,Shinnytech123") test_logger.info(f"{'='*12} 期权 卖平仓 {'='*12}") quote = api.get_quote(symbol) # ETF 期权 order = api.insert_order(symbol=symbol, direction="SELL", offset="CLOSE", limit_price=quote.bid_price1, volume=3) while order.status == "ALIVE": api.wait_update() api.wait_update() api.close()
def get_product_info(api: TqApi, symbol): q = api.get_quote(symbol) product_info = { 'class': q.ins_class, 'root': q.product_id, 'symbol': q.instrument_id, 'short_symbol': q.instrument_id.split(".")[1], 'exchange': q.exchange_id, 'price_tick': q.price_tick, 'multiplier': q.volume_multiple, 'trading_hours': q.trading_time, 'max_limit_order_volume': q.max_limit_order_volume, 'min_limit_order_volume': q.min_limit_order_volume } ds = pd.Series(product_info) return ds
def test_lib_insert_order_time_check_6(self): ''' lib下单时间判断测试6 测试: 设置目标持仓后在TargetPosTask未下单前调整目标持仓, lib等到10:30有行情之后调整到的是最新目标持仓 ''' # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run( os.path.join(dir_path, "log_file", "test_lib_insert_order_time_check_6.script.lzma")) utils.RD = random.Random(4) api = TqApi(backtest=TqBacktest(start_dt=datetime.datetime( 2019, 7, 11, 10, 15), end_dt=datetime.date(2019, 7, 12)), _ins_url=self.ins_url_2019_12_04, _td_url=self.td_url, _md_url=self.md_url) symbol1 = "SHFE.cu1908" symbol2 = "CFFEX.IF1908" # 用于行情推进,到10:20 quote2 = api.get_quote(symbol2) target_pos = TargetPosTask(api, symbol1) orders = api.get_order() position = api.get_position(symbol1) try: target_pos.set_target_volume(5) while quote2.datetime < "2019-07-11 10:20:00.000000": api.wait_update() self.assertEqual(len(api.get_order()), 0) target_pos.set_target_volume(2) while quote2.datetime < "2019-07-11 10:25:00.000000": api.wait_update() self.assertEqual(len(api.get_order()), 0) while True: api.wait_update() except BacktestFinished: self.assertEqual(len(orders), 1) self.assertEqual(position.pos, 2) api.close()
def test_is_changing(self): # 预设服务器端响应 self.mock.run("test_func_basic_is_changing.script") # 测试: 模拟账户下单 TqApi.RD = random.Random(4) api = TqApi(_ins_url=self.ins_url, _td_url=self.td_url, _md_url=self.md_url) quote = api.get_quote("SHFE.rb2001") position = api.get_position("SHFE.rb2001") order1 = api.insert_order("DCE.m2001", "BUY", "OPEN", 1) api.wait_update() order2 = api.insert_order("SHFE.rb2001", "SELL", "OPEN", 2) api.wait_update() self.assertEqual(api.is_changing(order2, "status"), True) self.assertEqual(api.is_changing(position, "volume_short"), True) self.assertEqual(api.is_changing(position, "volume_long"), False) order3 = api.insert_order("SHFE.rb2001", "BUY", "CLOSETODAY", 1) while order3.status == "ALIVE": api.wait_update() self.assertEqual(api.is_changing(order3, "status"), True) self.assertEqual(api.is_changing(position, "volume_short"), True) self.assertEqual(api.is_changing(quote, "last_price"), False)
acc = TqSim(init_balance=1000000) # 在创建 api 实例时传入 TqBacktest 就会进入回测模式 api = TqApi(acc, backtest=TqBacktest(start_dt=date(2018, 2, 1), end_dt=date(2018, 5, 1)), web_gui='http://127.0.0.1:8889') # kind1 = 'SHFE.cu1901' kind2 = 'SHFE.cu1902' # 获得 m1901 5分钟K线的引用 klines1 = api.get_kline_serial([kind1], 1 * 30, data_length=8000) klines2 = api.get_kline_serial([kind2], 1 * 30, data_length=8000) quote1 = api.get_quote(kind1) quote2 = api.get_quote(kind2) # # 创建 m1901 的目标持仓 task,该 task 负责调整 m1901 的仓位到指定的目标仓位 target_pos1 = TargetPosTask(api, kind1) target_pos2 = TargetPosTask(api, kind2) now1 = datetime.datetime.strptime(quote1.datetime, "%Y-%m-%d %H:%M:%S.%f") # 当前quote的时间 now2 = datetime.datetime.strptime(quote2.datetime, "%Y-%m-%d %H:%M:%S.%f") # 当前quote的时间 # api.wait_update() # time1 = time.ctime(klines2.iloc[-1].datetime/(10**9)) while True: api.wait_update() if not pd.isna(klines2['close'][0]):
from trading_strategies.technical_indicators import MACD_adj ls_symbols = ['SHFE.rb1910', 'SHFE.hc1910', 'CZCE.MA909', 'CZCE.TA909', 'DCE.i1909'] # ls_symbols = ['SHFE.fu1909', 'SHFE.bu1912', 'DCE.jd1909'] api = TqApi('SIM') # api = TqApi(TqSim(), backtest=TqBacktest(start_dt=dt.date(2019,1,2), end_dt=dt.date(2019,1,10))) dict_quotes = {} dict_klines = {} dict_positions = {} dict_target_pos = {} dict_update_kline_chan = {} dict_update_quote_chan = {} for SYMBOL in ls_symbols: dict_quotes[SYMBOL] = api.get_quote(SYMBOL) # 行情数据 dict_klines[SYMBOL] = api.get_kline_serial(SYMBOL, duration_seconds=15 * 60) dict_positions[SYMBOL] = api.get_position(SYMBOL) dict_target_pos[SYMBOL] = TargetPosTask(api, SYMBOL) dict_update_kline_chan[SYMBOL] = api.register_update_notify(dict_klines[SYMBOL]) dict_update_quote_chan[SYMBOL] = api.register_update_notify(dict_quotes[SYMBOL]) async def signal_generator(SYMBOL, strategy): """该task应用策略在价格触发时开仓,出发平仓条件时平仓""" klines = dict_klines[SYMBOL] position = dict_positions[SYMBOL] target_pos = dict_target_pos[SYMBOL] update_kline_chan = dict_update_kline_chan[SYMBOL] while True:
short_value_ini = np.sum([ short_cost_lst[i] * short_contract[i] * short_volume[i] for i in range(len(short_code_lst)) ]) while True: lst = [] long_value_now = 0 short_value_now = 0 for i in range(len(long_code_lst)): index_code = long_code_lst[i] contract = long_contract[i] price_now = api.get_quote( exchageID[index_code.upper()]['ExchangeID'] + '.' + index_code).last_price print(price_now) long_value_now = long_value_now + price_now * long_contract[ i] * long_volume[i] for i in range(len(short_code_lst)): index_code = short_code_lst[i] contract = short_contract[i] price_now = api.get_quote( exchageID[index_code.upper()]['ExchangeID'] + '.' + index_code).last_price print(price_now) short_value_now = short_value_now + price_now * short_contract[ i] * short_volume[i] long_chng = long_value_now / long_value_ini - 1
position_short = position_account.pos_short position = trading_info.loc[code]['position'] if code == 'DCE.y2009': a = 0 if position == 0 and position_short == 0 and position_long == 0: print('%s: 仓位%s手, 状态:%s' % (code, position, '完成')) continue elif position == position_long and position_short == 0: print('%s: 多头持仓%s手, 状态:%s' % (code, position, '完成')) continue elif position == -position_short and position_long == 0: print('%s: 空头持仓%s手, 状态:%s' % (code, position, '完成')) continue else: print('%s: 仓位%s手, 状态:%s' % (code, position, '未完成')) quote = api.get_quote(code) if position > 0: if position_short > 0: order_bp = Trd.insert_order_bp_limit(code) diff = position - position_long if diff > 0: order = Trd.insert_order_bk_limit(code, int(diff)) elif diff < 0: order = Trd.insert_order_sp_limit(code, -int(diff)) if position < 0: if position_long > 0: order_sp = Trd.insert_order_sp_limit(code) diff = -position - position_short if diff > 0: order = Trd.insert_order_sk_limit(code, int(diff)) elif diff < 0:
#!usr/bin/env python3 #-*- coding:utf-8 -*- from tqsdk import TqApi, tafunc from tqsdk.ta import * api = TqApi() underlying_quote = api.get_quote("CFFEX.IF2002") klines = api.get_kline_serial('CFFEX.IF2002', 24 * 60 * 60, 20) v = tafunc.get_his_volatility(klines, underlying_quote) print("历史波动率:", v) quote = api.get_quote("CFFEX.IO2002-C-3550") bs_serise = BS_VALUE(klines, quote, 0.025) print("理论价:", list(round(bs_serise['bs_price'], 2))) klines2 = api.get_kline_serial(["CFFEX.IO2002-C-3550", "CFFEX.IF2002"], 24 * 60 * 60, 20) values = OPTION_VALUE(klines2, quote) print("内在价值:", list(values["intrins"])) print("时间价值:", list(values["time"])) impv = OPTION_IMPV(klines2, quote, 0.025) print("隐含波动率:", list(round(impv['impv'] * 100, 2))) greeks = OPTION_GREEKS(klines2, quote, 0.025, impv['impv']) print("delta:", list(greeks["delta"])) print("theta:", list(greeks["theta"])) print("gamma:", list(greeks["gamma"]))
class Turtle: def __init__(self, account, symbol, donchian_channel_open_position=20, donchian_channel_stop_profit=10, atr_day_length=20, max_risk_ratio=0.5): self.account = account # 交易账号 self.symbol = symbol # 合约代码 self.donchian_channel_open_position = donchian_channel_open_position # 唐奇安通道的天数周期(开仓) self.donchian_channel_stop_profit = donchian_channel_stop_profit # 唐奇安通道的天数周期(止盈) self.atr_day_length = atr_day_length # ATR计算所用天数 self.max_risk_ratio = max_risk_ratio # 最高风险度 self.state = { "position": 0, # 本策略净持仓数(正数表示多头,负数表示空头,0表示空仓) "last_price": float("nan"), # 上次调仓价 } self.n = 0 # 平均真实波幅(N值) self.unit = 0 # 买卖单位 self.donchian_channel_high = 0 # 唐奇安通道上轨 self.donchian_channel_low = 0 # 唐奇安通道下轨 self.api = TqApi(self.account) self.quote = self.api.get_quote(self.symbol) # 由于ATR是路径依赖函数,因此使用更长的数据序列进行计算以便使其值稳定下来 kline_length = max(donchian_channel_open_position + 1, donchian_channel_stop_profit + 1, atr_day_length * 5) self.klines = self.api.get_kline_serial(self.symbol, 24 * 60 * 60, data_length=kline_length) self.account = self.api.get_account() self.target_pos = TargetPosTask(self.api, self.symbol, init_pos=self.state["position"]) def recalc_paramter(self): # 平均真实波幅(N值) self.n = ATR(self.klines, self.atr_day_length)["atr"].iloc[-1] # 买卖单位 self.unit = int((self.account.balance * 0.01) / (self.quote.volume_multiple * self.n)) # 唐奇安通道上轨:前N个交易日的最高价 self.donchian_channel_high = max( self.klines.high[-self.donchian_channel_open_position - 1:-1]) # 唐奇安通道下轨:前N个交易日的最低价 self.donchian_channel_low = min( self.klines.low[-self.donchian_channel_open_position - 1:-1]) print("唐其安通道上下轨: %f, %f" % (self.donchian_channel_high, self.donchian_channel_low)) return True def set_position(self, pos): self.state["position"] = pos self.state["last_price"] = self.quote["last_price"] self.target_pos.set_target_volume(self.state["position"]) def try_open(self): """开仓策略""" while self.state["position"] == 0: self.api.wait_update() if self.api.is_changing(self.klines.iloc[-1], "datetime"): # 如果产生新k线,则重新计算唐奇安通道及买卖单位 self.recalc_paramter() if self.api.is_changing(self.quote, "last_price"): print("最新价: %f" % self.quote.last_price) if self.quote.last_price > self.donchian_channel_high: # 当前价>唐奇安通道上轨,买入1个Unit;(持多仓) print("当前价>唐奇安通道上轨,买入1个Unit(持多仓): %d 手" % self.unit) self.set_position(self.state["position"] + self.unit) elif self.quote.last_price < self.donchian_channel_low: # 当前价<唐奇安通道下轨,卖出1个Unit;(持空仓) print("当前价<唐奇安通道下轨,卖出1个Unit(持空仓): %d 手" % self.unit) self.set_position(self.state["position"] - self.unit) def try_close(self): """交易策略""" while self.state["position"] != 0: self.api.wait_update() if self.api.is_changing(self.quote, "last_price"): print("最新价: ", self.quote.last_price) if self.state["position"] > 0: # 持多单 # 加仓策略: 如果是多仓且行情最新价在上一次建仓(或者加仓)的基础上又上涨了0.5N,就再加一个Unit的多仓,并且风险度在设定范围内(以防爆仓) if self.quote.last_price >= self.state[ "last_price"] + 0.5 * self.n and self.account.risk_ratio <= self.max_risk_ratio: print("加仓:加1个Unit的多仓") self.set_position(self.state["position"] + self.unit) # 止损策略: 如果是多仓且行情最新价在上一次建仓(或者加仓)的基础上又下跌了2N,就卖出全部头寸止损 elif self.quote.last_price <= self.state[ "last_price"] - 2 * self.n: print("止损:卖出全部头寸") self.set_position(0) # 止盈策略: 如果是多仓且行情最新价跌破了10日唐奇安通道的下轨,就清空所有头寸结束策略,离场 if self.quote.last_price <= min( self.klines. low[-self.donchian_channel_stop_profit - 1:-1]): print("止盈:清空所有头寸结束策略,离场") self.set_position(0) elif self.state["position"] < 0: # 持空单 # 加仓策略: 如果是空仓且行情最新价在上一次建仓(或者加仓)的基础上又下跌了0.5N,就再加一个Unit的空仓,并且风险度在设定范围内(以防爆仓) if self.quote.last_price <= self.state[ "last_price"] - 0.5 * self.n and self.account.risk_ratio <= self.max_risk_ratio: print("加仓:加1个Unit的空仓") self.set_position(self.state["position"] - self.unit) # 止损策略: 如果是空仓且行情最新价在上一次建仓(或者加仓)的基础上又上涨了2N,就平仓止损 elif self.quote.last_price >= self.state[ "last_price"] + 2 * self.n: print("止损:卖出全部头寸") self.set_position(0) # 止盈策略: 如果是空仓且行情最新价升破了10日唐奇安通道的上轨,就清空所有头寸结束策略,离场 if self.quote.last_price >= max( self.klines. high[-self.donchian_channel_stop_profit - 1:-1]): print("止盈:清空所有头寸结束策略,离场") self.set_position(0) def strategy(self): """海龟策略""" print("等待K线及账户数据...") deadline = time.time() + 5 while not self.recalc_paramter(): if not self.api.wait_update(deadline=deadline): raise Exception("获取数据失败,请确认行情连接正常并已经登录交易账户") while True: self.try_open() self.try_close()
#!/usr/bin/env python # -*- coding: utf-8 -*- __author__ = 'chengzhi' from tqsdk import TqApi # 可以指定debug选项将调试信息写入指定的文件中 api = TqApi(debug="debug.log") quote = api.get_quote("SHFE.cu1909") print(quote.datetime, quote.last_price, quote.ask_price1, quote.ask_price2) while True: # 调用 wait_update 等待业务信息发生变化,例如: 行情发生变化, 委托单状态变化, 发生成交等等 # 注意:其他合约的行情的更新也会触发业务信息变化,因此下面使用 is_changing 判断 cu1909 的行情是否有变化 api.wait_update() # 如果 cu1909 的任何字段有变化,is_changing就会返回 True if api.is_changing(quote): print("行情变化", quote) # 只有当 cu1909 的最新价有变化,is_changing才会返回 True if api.is_changing(quote, "last_price"): print("最新价变化", quote.last_price) # 当 cu1909 的买1价/买1量/卖1价/卖1量中任何一个有变化,is_changing都会返回 True if api.is_changing(quote, ["ask_price1", "ask_volume1", "bid_price1", "bid_volume1"]): print("盘口变化", quote.ask_price1, quote.ask_volume1, quote.bid_price1, quote.bid_volume1)
def run_tianqin_code(bid, user_id, pwd, td_url): api = TqApi(TqAccount(bid, user_id, pwd), auth="[email protected],MaYanQiong", _stock=True, _md_url="wss://nfmd.shinnytech.com/t/nfmd/front/mobile", _td_url=td_url) print(api._md_url) is_ctp = False if bid == "快期模拟" else True account = api.get_account() if bid == "快期模拟": assert account.ctp_balance == '-' or math.isnan(account.ctp_balance) assert account.ctp_available == '-' or math.isnan(account.ctp_available) else: logger.info(f"{account.ctp_balance}, {account.ctp_available}") logger.info(f"{'='*30} 登录成功后,账户初始状态 {'='*30}") positions = api._data["trade"][user_id]["positions"] orders = api._data["trade"][user_id]["orders"] check_orders(orders, api, is_ctp) check_positions(positions, api, is_ctp) check_account(account, positions, is_ctp) logger.info(f"{'='*12} 期权 开仓 {'='*12}") quote = api.get_quote("CZCE.RM105") # ETF 期权 print(quote) # 挂单 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.lower_limit + quote.price_tick, volume=2) # 可成交 order = api.insert_order(symbol="CZCE.RM105", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=1) # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=3) # 可成交 FAK 下单失败,CTP:交易所不支持的价格类型 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FAK") # 可成交 FOK # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price=quote.ask_price1, volume=2, advanced="FOK") # BEST # order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=10) # BEST FOK 下单失败,已撤单报单被拒绝12038,合约代码:SSE.10002513,下单方向:买,开平标志:开仓,委托价格:最优价,委托手数:3 # order = api.insert_order(symbol="SSE.10002513", direction="SELL", offset="CLOSE", limit_price="BEST", volume=3, advanced="FOK") # any_price 通知: 下单失败,CTP:交易所不支持的价格类型 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", volume=3) # FIVELEVEL 通知: 下单失败,CTP:交易所不支持的价格类型 # order = api.insert_order(symbol="SSE.10002513", direction="BUY", offset="OPEN", limit_price="FIVELEVEL", volume=3) while order.status == "ALIVE": api.wait_update() api.wait_update() api.wait_update() check_all(api, bid, user_id) # logger.info(f"{'='*30} 发平仓挂单 {'='*30}") # positions = api._data["trade"][user_id]["positions"] # for pos in positions.values(): # symbol = f"{pos.exchange_id}.{pos.instrument_id}" # quote = api.get_quote(symbol) # if pos.pos_long > 0: # api.insert_order(symbol=symbol, direction="SELL", offset="CLOSE", # limit_price=quote.upper_limit - quote.price_tick, # volume=pos.pos_long) # if pos.pos_short > 0: # api.insert_order(symbol=symbol, direction="BUY", offset="CLOSE", # limit_price=quote.lower_limit + quote.price_tick, # volume=pos.pos_short) # check_all(api, bid, user_id) api.close()
参考: https://www.shinnytech.com/blog/dual-thrust ''' import logging from tqsdk import TqApi, TqSim, TargetPosTask SYMBOL = "DCE.jd1905" # 合约代码 NDAY = 5 # 天数 K1 = 0.2 # 上轨K值 K2 = 0.2 # 下轨K值 api = TqApi(TqSim()) logger = logging.getLogger("TQ") logger.info("策略开始运行") quote = api.get_quote(SYMBOL) klines = api.get_kline_serial(SYMBOL, 24 * 60 * 60) # 86400使用日线 target_pos = TargetPosTask(api, SYMBOL) def dual_thrust(quote, klines): current_open = klines[-1]["open"] HH = max(klines.high[-NDAY - 1:-1]) # N日最高价的最高价 HC = max(klines.close[-NDAY - 1:-1]) # N日收盘价的最高价 LC = min(klines.close[-NDAY - 1:-1]) # N日收盘价的最低价 LL = min(klines.low[-NDAY - 1:-1]) # N日最低价的最低价 range = max(HH - LC, HC - LL) buy_line = current_open + range * K1 # 上轨 sell_line = current_open - range * K2 # 下轨 logger.info("当前开盘价: %f, 上轨: %f, 下轨: %f" % (current_open, buy_line, sell_line)) return buy_line, sell_line
''' 菲阿里四价 策略(日内突破策略, 在每日收盘前对所持合约进行平仓) 参考: https://www.shinnytech.com/blog/fairy-four-price/ 注: 该示例策略仅用于功能示范, 实盘时请根据自己的策略/经验进行修改 ''' from tqsdk import TqApi, TargetPosTask from datetime import datetime import time symbol = "SHFE.cu2002" # 合约代码 close_hour, close_minute = 14, 50 # 平仓时间 api = TqApi() # 使用模拟帐号直连行情和交易服务器 quote = api.get_quote(symbol) # 获取指定合约的盘口行情 klines = api.get_kline_serial(symbol, 24 * 60 * 60) # 获取日线 position = api.get_position(symbol) # 持仓信息 target_pos = TargetPosTask(api, symbol) # 目标持仓 top_rail = klines.high.iloc[-2] # 上轨: 昨日高点 bottom_rail = klines.low.iloc[-2] # 下轨: 昨日低点 print("上轨:", top_rail, ",下轨:", bottom_rail, ",昨日收盘价:", klines.close.iloc[-2], ",今日开盘价:", klines.open.iloc[-1]) while True: api.wait_update() if api.is_changing(klines.iloc[-1], "datetime"): # 如果产生一根新日线 (即到达下一个交易日): 重新获取上下轨 top_rail = klines.high.iloc[-2] bottom_rail = klines.low.iloc[-2] print("上轨:", top_rail, ",下轨:", bottom_rail, ",昨日收盘价:", klines.close.iloc[-2], ",今日开盘价:", klines.open.iloc[-1])
def test_get_quote_normal(self): """ 获取行情报价 """ # 预设服务器端响应 dir_path = os.path.dirname(os.path.realpath(__file__)) self.mock.run( os.path.join(dir_path, "log_file", "test_md_basic_get_quote_normal.script.lzma")) # 获取行情 api = TqApi(_ins_url=self.ins_url_2019_07_03, _td_url=self.td_url, _md_url=self.md_url) q = api.get_quote("SHFE.cu1909") self.assertEqual(q.datetime, "2019-09-16 14:59:59.999500") self.assertEqual(q.ask_price1, 47650.0) self.assertEqual(q.ask_volume1, 10) self.assertEqual(q.bid_price1, 47570.0) self.assertEqual(q.bid_volume1, 5) self.assertEqual(q.last_price, 47580.0) self.assertEqual(q.highest, 47860.0) self.assertEqual(q.lowest, 47580.0) self.assertEqual(q.open, 47860.0) self.assertEqual(q.close, 47580.0) self.assertEqual(q.average, 47732.35) self.assertEqual(q.volume, 9020) self.assertEqual(q.amount, 2152729000.0) self.assertEqual(q.open_interest, 6940) self.assertEqual(q.settlement, 47730.0) self.assertEqual(q.upper_limit, 49650.0) self.assertEqual(q.lower_limit, 44920) self.assertEqual(q.pre_open_interest, 13260) self.assertEqual(q.pre_settlement, 47290.0) self.assertEqual(q.pre_close, 47590.0) self.assertEqual(q.price_tick, 10) self.assertEqual(q.price_decs, 0) self.assertEqual(q.volume_multiple, 5) self.assertEqual(q.max_limit_order_volume, 500) self.assertEqual(q.max_market_order_volume, 0) self.assertEqual(q.min_limit_order_volume, 0) self.assertEqual(q.min_market_order_volume, 0) self.assertEqual(q.underlying_symbol, "") self.assertTrue(q.strike_price != q.strike_price) # 判定nan self.assertEqual(q.expired, False) self.assertEqual(q.ins_class, "FUTURE") self.assertEqual(q.margin, 16233.000000000002) self.assertEqual(q.commission, 11.594999999999999) self.assertEqual( repr(q.trading_time.day), "[['09:00:00', '10:15:00'], ['10:30:00', '11:30:00'], ['13:30:00', '15:00:00']]" ) self.assertEqual(repr(q.trading_time.night), "[['21:00:00', '25:00:00']]") self.assertEqual(q.expire_datetime, 1568617200.0) self.assertEqual(q.delivery_month, 9) self.assertEqual(q.delivery_year, 2019) self.assertEqual(q.instrument_id, "SHFE.cu1909") self.assertEqual(q.ask_price2, 47730.0) self.assertEqual(q.ask_volume2, 10) self.assertEqual(q.ask_price3, 47990.0) self.assertEqual(q.ask_volume3, 5) self.assertEqual(q.ask_price4, 49250.0) self.assertEqual(q.ask_volume4, 50) self.assertEqual(q.ask_price5 != q.ask_price5, True) # 判断nan self.assertEqual(q.ask_volume5, 0) self.assertEqual(q.bid_price2, 46560.0) self.assertEqual(q.bid_volume2, 100) self.assertEqual(q.bid_price3, 45650.0) self.assertEqual(q.bid_volume3, 270) self.assertEqual(q.bid_price4, 44920.0) self.assertEqual(q.bid_volume4, 5) self.assertEqual(q.bid_price5 != q.bid_price5, True) self.assertEqual(q.bid_volume5, 0) # 其他取值方式 self.assertEqual(q["pre_close"], 47590.0) self.assertEqual(q.get("pre_settlement"), 47290.0) self.assertEqual(q.get("highest"), 47860.0) self.assertEqual(q.get("lowest"), 47580.0) self.assertEqual(q["open"], 47860.0) self.assertEqual(q["close"], 47580.0) # 报错测试 self.assertRaises(Exception, api.get_quote, "SHFE.au1999") self.assertRaises(KeyError, q.__getitem__, "ask_price6") api.close()