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,
debug="c.log")
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.10002504")
api.set_risk_management_rule("SZSE", True)
logger.info(f"{'='*12} 期权 开仓 {'='*12}")
# quote = api.get_quote("SZSE.91000999") # ETF 期权 SSE.10002504
# print(quote)
# 挂单
# order = api.insert_order(symbol="SSE.10002504", direction="BUY", offset="OPEN", limit_price=quote.lower_limit + quote.price_tick, volume=2)
# order = api.insert_order(symbol="SSE.10002504", 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="SZSE.91000999",
direction="BUY",
offset="OPEN",
limit_price="BEST",
volume=5)
# 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.wait_update()
# 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, "SZSE.91000999")
api.close()
# -*- coding: utf-8 -*-
from tqsdk import TqApi, TqAccount
from otg_check_helper import check_orders, check_positions, check_account, check_risk_rule, check_risk_data, check_all
from test_for_etf.base_info import bid, user_id, pwd, td_url, test_logger
if __name__ == '__main__':
api = TqApi(TqAccount(bid, user_id, pwd),
auth="ringo,Shinnytech123",
_stock=True,
_td_url=td_url)
# 成交持仓比风控规则
rule = api.set_risk_management_rule("SSE",
True,
trade_units_limit=6,
trade_position_ratio_limit=150)
test_logger.info(f"{'='*12} 期权 开仓 {'='*12}")
symbol = "SSE.10002477"
quote = api.get_quote(symbol) # ETF 期权
# 挂单
buy_order = api.insert_order(symbol=symbol,
direction="BUY",
offset="OPEN",
limit_price=quote.ask_price1,
volume=10)
while buy_order.status == "ALIVE":
api.wait_update()
check_all(api, bid, user_id)
check_risk_rule(api, None)
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from tqsdk import TqApi, TqAccount
from otg_check_helper import check_orders, check_positions, check_account, check_risk_rule, check_risk_data, check_all
from test_for_etf.base_info import bid, user_id, pwd, td_url, test_logger
if __name__ == '__main__':
api = TqApi(TqAccount(bid, user_id, pwd),
auth="ringo,Shinnytech123",
_stock=True,
_td_url=td_url)
# 触发自成交风控限制
rule = api.set_risk_management_rule("SSE", True, count_limit=0)
test_logger.info(f"{'='*12} 期权 开仓 {'='*12}")
symbol = "SSE.10002477"
quote = api.get_quote(symbol) # ETF 期权
# 挂单
sell_order = api.insert_order(symbol=symbol,
direction="SELL",
offset="OPEN",
limit_price=quote.upper_limit -
quote.price_tick,
volume=2)
api.wait_update()
buy_order = api.insert_order(symbol=symbol,
direction="BUY",
offset="OPEN",
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from tqsdk import TqApi, TqAccount
from otg_check_helper import check_orders, check_positions, check_account, check_risk_rule, check_risk_data, check_all
from test_for_etf.base_info import bid, user_id, pwd, td_url, test_logger
if __name__ == '__main__':
api = TqApi(TqAccount(bid, user_id, pwd), auth="ringo,Shinnytech123", _stock=True, _td_url=td_url)
# 频繁报撤单风控规则
rule = api.set_risk_management_rule("SSE", True, insert_order_count_limit=6, cancel_order_count_limit=4, cancel_order_percent_limit=50)
api.wait_update()
test_logger.info(f"{'='*12} 期权 开仓 {'='*12}")
symbol = "SSE.10002477"
quote = api.get_quote(symbol) # ETF 期权
# 挂单
order = api.insert_order(symbol=symbol, direction="SELL", offset="OPEN", limit_price=quote.ask_price1, volume=3)
api.wait_update()
api.cancel_order(order)
while order.status == "ALIVE":
api.wait_update()
# check_all(api, bid, user_id, show_risk=True)
# check_risk_rule(api, None)
# check_risk_data(api, symbol)
api.close()
