自用策略初始提交
This commit is contained in:
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状态,订单添加时间,买卖,下单数量,已经成交,股票代码,订单ID,平均成交价格,持仓成本,多空,交易费用,交易日,数据状态,证券代码
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,11111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,11111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,11111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,11111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,11111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,11111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111111111112.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111111111112.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1.111111111111112e+16,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1.111111111111112e+16
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,,1732208241,10.5,10.59,long,128.31,2025-10-10,True,
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'''
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索普聚宽交易系统
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作者:索普量化
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微信:xms_quants1
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原理替代,继承聚宽的交易函数类
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读取下单类的函数参数把交易数据发送到服务器
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把下面的全部源代码复制到聚宽策略的开头就可以
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实盘前先模拟盘测试一下数据
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把下面的内容全部复制到策略的开头就可以
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'''
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import requests
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import json
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import pandas as pd
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from jqdata import *
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url='http://101.34.65.108'
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port=8888
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#自定义服务器编码
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url_code='63d85b6189e42cba63feea36381da615c31ad8e36ae420ed67f60f3598efc9ad'
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#记得把这个改成自己的一个策略一个,策略的名称找作者建立
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password='123456'
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class joinquant_trader:
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def __init__(self,url='http://124.220.32.224',
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port=8025,
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url_code='63d85b6189e42cba63feea36381da615c31ad8e36ae420ed67f60f3598efc9ad',
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password='123456'):
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'''
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获取服务器数据
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'''
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self.url=url
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self.port=port
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self.url_code=url_code
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self.password=password
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def get_user_data(self,data_type='用户信息'):
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'''
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获取使用的数据
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data_type='用户信息','实时数据',历史数据','清空实时数据','清空历史数据'
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'''
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url='{}:{}/_dash-update-component'.format(self.url,self.port)
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headers={'Content-Type':'application/json'}
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data={"output":"joinquant_trader_table.data@{}".format(self.url_code),
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"outputs":{"id":"joinquant_trader_table","property":"data@{}".format(self.url_code)},
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"inputs":[{"id":"joinquant_trader_password","property":"value","value":self.password},
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{"id":"joinquant_trader_data_type","property":"value","value":data_type},
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{"id":"joinquant_trader_text","property":"value","value":"\n {'状态': 'held', '订单添加时间': 'datetime.datetime(2024, 4, 23, 9, 30)', '买卖': 'False', '下单数量': '9400', '已经成交': '9400', '股票代码': '001.XSHE', '订单ID': '1732208241', '平均成交价格': '10.5', '持仓成本': '10.59', '多空': 'long', '交易费用': '128.31'}\n "},
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{"id":"joinquant_trader_run","property":"value","value":"运行"},
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{"id":"joinquant_trader_down_data","property":"value","value":"不下载数据"}],
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"changedPropIds":["joinquant_trader_run.value"],"parsedChangedPropsIds":["joinquant_trader_run.value"]}
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res=requests.post(url=url,data=json.dumps(data),headers=headers)
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text=res.json()
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df=pd.DataFrame(text['response']['joinquant_trader_table']['data'])
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return df
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def send_order(self,result):
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'''
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发送交易数据
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'''
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url='{}:{}/_dash-update-component'.format(self.url,self.port)
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headers={'Content-Type':'application/json'}
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data={"output":"joinquant_trader_table.data@{}".format(self.url_code),
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"outputs":{"id":"joinquant_trader_table","property":"data@{}".format(self.url_code)},
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"inputs":[{"id":"joinquant_trader_password","property":"value","value":self.password},
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{"id":"joinquant_trader_data_type","property":"value","value":'发送信号'},
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{"id":"joinquant_trader_text","property":"value","value":result},
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{"id":"joinquant_trader_run","property":"value","value":"运行"},
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{"id":"joinquant_trader_down_data","property":"value","value":"不下载数据"}],
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"changedPropIds":["joinquant_trader_run.value"],"parsedChangedPropsIds":["joinquant_trader_run.value"]}
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res=requests.post(url=url,data=json.dumps(data),headers=headers)
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text=res.json()
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df=pd.DataFrame(text['response']['joinquant_trader_table']['data'])
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return df
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#继承类
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xg_data=joinquant_trader(url=url,port=port,password=password,)
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def send_order(result):
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'''
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发送函数
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status: 状态, 一个OrderStatus值
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add_time: 订单添加时间, [datetime.datetime]对象
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is_buy: bool值, 买还是卖，对于期货:
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开多/平空 -> 买
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开空/平多 -> 卖
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amount: 下单数量, 不管是买还是卖, 都是正数
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filled: 已经成交的股票数量, 正数
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security: 股票代码
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order_id: 订单ID
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price: 平均成交价格, 已经成交的股票的平均成交价格(一个订单可能分多次成交)
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avg_cost: 卖出时表示下卖单前的此股票的持仓成本, 用来计算此次卖出的收益. 买入时表示此次买入的均价(等同于price).
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side: 多/空，'long'/'short'
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action: 开/平， 'open'/'close'
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commission交易费用（佣金、税费等）
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'''
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data={}
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data['状态']=str(result.status)
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data['订单添加时间']=str(result.add_time)
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data['买卖']=str(result.is_buy)
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data['下单数量']=str(result.amount)
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data['已经成交']=str(result.filled)
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data['股票代码']=str(result.security)
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data['订单ID']=str(result.order_id)
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data['平均成交价格']=str(result.price)
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data['持仓成本']=str(result.avg_cost)
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data['多空']=str(result.side)
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data['交易费用']=str(result.commission)
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result=str(data)
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xg_data.send_order(result)
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return data
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def xg_order(func):
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'''
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继承order对象 数据交易函数
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'''
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def wrapper(*args, **kwargs):
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result = func(*args, **kwargs)
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if result == None:
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return
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send_order(result)
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return result
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return wrapper
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def xg_order_target(func):
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'''
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继承order_target对象 百分比
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'''
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def wrapper(*args, **kwargs):
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result = func(*args, **kwargs)
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if result == None:
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return
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send_order(result)
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return result
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return wrapper
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def xg_order_value(func):
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'''
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继承order_value对象 数量
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'''
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def wrapper(*args, **kwargs):
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result = func(*args, **kwargs)
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if result == None:
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return
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send_order(result)
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return result
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return wrapper
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def xg_order_target_value(func):
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'''
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继承order_target_value对象 数量
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'''
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def wrapper(*args, **kwargs):
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result = func(*args, **kwargs)
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if result == None:
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return
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send_order(result)
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return result
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return wrapper
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order = xg_order(order)
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order_target = xg_order_target(order_target)
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order_value = xg_order_value(order_value)
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order_target_value = xg_order_target_value(order_target_value)
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@@ -0,0 +1 @@
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py 索普量化聚宽交易服务器.py
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@@ -0,0 +1,23 @@
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py -m pip install pip==23.2
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py -m pip install akshare
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py -m pip install easyquotation
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py -m pip install yagmail
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py -m pip install pywinauto==0.6.6
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py -m pip install matplotlib
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py -m pip install mplfinance
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py -m pip install finta
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py -m pip install pyinstaller
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py -m pip install pyautogui
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py -m pip install schedule
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py -m pip install pywin32
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py -m pip install pyexecjs
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py -m pip install pytdx
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py -m pip install pydash
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py -m pip install empyrical
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py -m pip install pywencai
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py -m pip install pandas==1.5.3
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py -m pip install numpy==1.26.2
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py -m pip install scipy==1.11.4
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py -m pip install ffn
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py -m pip install quantstats==0.0.60
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py -m pip install dash
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@@ -0,0 +1,23 @@
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pip==23.2
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple akshare
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple easyquotation
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple yagmail
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pywinauto==0.6.6
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple matplotlib
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple mplfinance
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple finta
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pyinstaller
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pyautogui
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple schedule
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pywin32
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pyexecjs
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pytdx
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pydash
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple empyrical
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pywencai
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple pandas==1.5.3
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple numpy==1.26.2
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple scipy==1.11.4
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple ffn
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple quantstats==0.0.60
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py -m pip install -i https://pypi.tuna.tsinghua.edu.cn/simple dash
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@@ -0,0 +1,23 @@
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pip==23.2
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ akshare
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ easyquotation
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ yagmail
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pywinauto==0.6.6
|
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ matplotlib
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ mplfinance
|
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ finta
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py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pyinstaller
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pyautogui
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ schedule
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pywin32
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pyexecjs
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pytdx
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pydash
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ empyrical
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pywencai
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ pandas==1.5.3
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ numpy==1.26.2
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ scipy==1.11.4
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ ffn
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ quantstats==0.0.60
|
||||
py -m pip install -i http://mirrors.aliyun.com/pypi/simple/ dash
|
||||
@@ -0,0 +1,14 @@
|
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状态,订单添加时间,买卖,下单数量,已经成交,股票代码,订单ID,平均成交价格,持仓成本,多空,交易费用,交易日,数据状态,证券代码
|
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111.0
|
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,11111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,11111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,11111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,11111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,11111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,11111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,111111111111111.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,111111111111111.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1111111111111112.0,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1111111111111112.0
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,1.111111111111112e+16,1732208241,10.5,10.59,long,128.31,2025-10-10,True,1.111111111111112e+16
|
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held,"datetime.datetime(2024, 4, 23, 9, 30)",False,9400,9400,,1732208241,10.5,10.59,long,128.31,2025-10-10,True,
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|
Binary file not shown.
@@ -0,0 +1,414 @@
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'''
|
||||
索普量化聚宽交易服务器2.0
|
||||
作者索普量化
|
||||
微信:xms_quants1
|
||||
'''
|
||||
from dash import html, dcc, Input, Output, dash_table, dash
|
||||
import pandas as pd
|
||||
import os
|
||||
from datetime import datetime
|
||||
from pathlib import Path
|
||||
import logging
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||||
from typing import Dict, Any, Optional
|
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|
||||
# 配置日志
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||||
logging.basicConfig(level=logging.INFO)
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||||
logger = logging.getLogger(__name__)
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||||
|
||||
class TradingDataManager:
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||||
"""交易数据管理类"""
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||||
|
||||
def __init__(self, base_path: str):
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||||
self.base_path = Path(base_path)
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||||
self.realtime_data_dir = self.base_path / "data" / "实时数据"
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||||
self.historical_data_dir = self.base_path / "实时数据" / "历史数据"
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self.auth_file = self.base_path / "授权表" / "授权表.xlsx"
|
||||
|
||||
# 创建必要的目录
|
||||
self.realtime_data_dir.mkdir(parents=True, exist_ok=True)
|
||||
self.historical_data_dir.mkdir(parents=True, exist_ok=True)
|
||||
self.auth_file.parent.mkdir(parents=True, exist_ok=True)
|
||||
|
||||
def get_user_file_path(self, user_id: str, data_type: str) -> Path:
|
||||
"""获取用户数据文件路径"""
|
||||
if data_type == "实时数据":
|
||||
return self.realtime_data_dir / f"{user_id}实时数据.csv"
|
||||
elif data_type == "历史数据":
|
||||
return self.historical_data_dir / f"{user_id}历史数据.csv"
|
||||
else:
|
||||
raise ValueError(f"不支持的数据类型: {data_type}")
|
||||
|
||||
def load_user_data(self, user_id: str, data_type: str) -> pd.DataFrame:
|
||||
"""加载用户数据"""
|
||||
file_path = self.get_user_file_path(user_id, data_type)
|
||||
try:
|
||||
if file_path.exists():
|
||||
df = pd.read_csv(file_path)
|
||||
# 清理可能的索引列
|
||||
df = df.drop(columns=['Unnamed: 0'], errors='ignore')
|
||||
return df
|
||||
return pd.DataFrame()
|
||||
except Exception as e:
|
||||
logger.error(f"加载用户数据失败: {e}")
|
||||
return pd.DataFrame()
|
||||
|
||||
def save_user_data(self, user_id: str, data_type: str, df: pd.DataFrame):
|
||||
"""保存用户数据"""
|
||||
file_path = self.get_user_file_path(user_id, data_type)
|
||||
try:
|
||||
df.to_csv(file_path, index=False)
|
||||
except Exception as e:
|
||||
logger.error(f"保存用户数据失败: {e}")
|
||||
|
||||
def load_auth_data(self) -> pd.DataFrame:
|
||||
"""加载授权数据"""
|
||||
try:
|
||||
if self.auth_file.exists():
|
||||
df = pd.read_excel(self.auth_file, dtype='object')
|
||||
df = df.drop(columns=['Unnamed: 0'], errors='ignore')
|
||||
return df
|
||||
return pd.DataFrame(columns=['用户名称', '到期时间'])
|
||||
except Exception as e:
|
||||
logger.error(f"加载授权数据失败: {e}")
|
||||
return pd.DataFrame(columns=['用户名称', '到期时间'])
|
||||
|
||||
class AuthManager:
|
||||
"""授权管理类"""
|
||||
|
||||
@staticmethod
|
||||
def calculate_days_remaining(start_date: str, end_date: str) -> int:
|
||||
"""计算剩余天数"""
|
||||
try:
|
||||
start = datetime.strptime(start_date, '%Y-%m-%d')
|
||||
end = datetime.strptime(end_date, '%Y-%m-%d')
|
||||
return (end - start).days
|
||||
except Exception as e:
|
||||
logger.error(f"计算天数失败: {e}")
|
||||
return -1
|
||||
|
||||
@staticmethod
|
||||
def validate_user(auth_df: pd.DataFrame, user_id: str) -> Dict[str, Any]:
|
||||
"""验证用户授权"""
|
||||
try:
|
||||
auth_df['用户名称'] = auth_df['用户名称'].astype(str)
|
||||
auth_df['到期时间'] = auth_df['到期时间'].astype(str)
|
||||
|
||||
if user_id not in auth_df['用户名称'].values:
|
||||
return {"valid": False, "message": "用户没有注册请注册/联系作者微信15117320079"}
|
||||
|
||||
user_data = auth_df[auth_df['用户名称'] == user_id].iloc[0]
|
||||
end_date = str(user_data['到期时间'])[:10]
|
||||
current_date = datetime.now().strftime('%Y-%m-%d')
|
||||
|
||||
days_remaining = AuthManager.calculate_days_remaining(current_date, end_date)
|
||||
|
||||
if days_remaining >= 1:
|
||||
return {
|
||||
"valid": True,
|
||||
"days_remaining": days_remaining,
|
||||
"user_data": user_data
|
||||
}
|
||||
else:
|
||||
return {"valid": False, "message": "授权码到期找作者获取"}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"用户验证失败: {e}")
|
||||
return {"valid": False, "message": "授权验证失败"}
|
||||
|
||||
class DataProcessor:
|
||||
"""数据处理类"""
|
||||
|
||||
@staticmethod
|
||||
def parse_signal_text(text: str) -> Dict[str, Any]:
|
||||
"""解析信号文本"""
|
||||
try:
|
||||
cleaned_text = '\n'.join([
|
||||
line.strip().lstrip()
|
||||
for line in text.split('\n')
|
||||
if line.strip()
|
||||
])
|
||||
return eval(cleaned_text)
|
||||
except Exception as e:
|
||||
logger.error(f"解析信号文本失败: {e}")
|
||||
return {}
|
||||
|
||||
@staticmethod
|
||||
def process_stock_data(df: pd.DataFrame) -> pd.DataFrame:
|
||||
"""处理股票数据"""
|
||||
if df.empty:
|
||||
return df
|
||||
|
||||
# 清理股票代码
|
||||
if '股票代码' in df.columns:
|
||||
df['证券代码'] = df['股票代码'].apply(
|
||||
lambda x: str(x).split('.XSHE')[0].split('.XSHG')[0]
|
||||
)
|
||||
df['数据长度'] = df['证券代码'].apply(lambda x: len(str(x)))
|
||||
df = df[df['数据长度'] >= 6]
|
||||
df = df.drop(columns=['数据长度'], errors='ignore')
|
||||
|
||||
return df
|
||||
|
||||
@staticmethod
|
||||
def create_signal_data(signal_dict: Dict[str, Any]) -> pd.DataFrame:
|
||||
"""创建信号数据"""
|
||||
return pd.DataFrame([signal_dict])
|
||||
|
||||
class TradingApp:
|
||||
"""交易应用主类"""
|
||||
|
||||
def __init__(self):
|
||||
self.path = os.path.dirname(os.path.abspath(__file__))
|
||||
self.data_manager = TradingDataManager(self.path)
|
||||
self.auth_manager = AuthManager()
|
||||
self.data_processor = DataProcessor()
|
||||
|
||||
self.select_options = [
|
||||
'用户信息', '发送信号', '实时数据', '历史数据',
|
||||
'清空实时数据', '清空历史数据'
|
||||
]
|
||||
|
||||
self.app = dash.Dash(__name__)
|
||||
self.setup_layout()
|
||||
self.setup_callbacks()
|
||||
|
||||
def setup_layout(self):
|
||||
"""设置应用布局"""
|
||||
self.app.layout = html.Div([
|
||||
html.H1([html.A('索普聚宽交易使用教程2.0',href='https://gitee.com/li-xingguo11111/big_qmt_joinquant_trader',style={'textAlign': 'center'}),]),
|
||||
html.H3('索普量化,找作者获取授权码 微信xms_quants1,交易函数数据函数分离,平台只是一个信号的中转平台,聚宽的策略仔细研究避免未来函数,投资有风险,平台不做投资参考',style={'textAlign': 'center'}),
|
||||
|
||||
self._create_control_table(),
|
||||
self._create_text_area(),
|
||||
html.H3('数据展示'),
|
||||
self._create_data_table(),
|
||||
dcc.Download(id='joinquant_trader_table_down')
|
||||
])
|
||||
|
||||
def _create_control_table(self):
|
||||
"""创建控制表格"""
|
||||
return html.Table([
|
||||
html.Tr([
|
||||
html.Td('用户名称', style={'border': '1px solid', 'width': '200px'}),
|
||||
html.Td('数据类型', style={'border': '1px solid', 'width': '200px'}),
|
||||
html.Td('运行程序', style={'border': '1px solid', 'width': '200px'}),
|
||||
html.Td('下载数据', style={'border': '1px solid', 'width': '200px'})
|
||||
]),
|
||||
html.Tr([
|
||||
html.Td(
|
||||
dcc.Input(value='123456', id='joinquant_trader_password'),
|
||||
style={'border': '1px solid', 'width': '200px'}
|
||||
),
|
||||
html.Td(
|
||||
dcc.Dropdown(
|
||||
options=self.select_options,
|
||||
value='用户信息',
|
||||
id='joinquant_trader_data_type'
|
||||
),
|
||||
style={'border': '1px solid', 'width': '200px'}
|
||||
),
|
||||
html.Td(
|
||||
dcc.Dropdown(
|
||||
options=['运行', '不运行'],
|
||||
id='joinquant_trader_run',
|
||||
value='不运行'
|
||||
),
|
||||
style={'border': '1px solid', 'width': '200px'}
|
||||
),
|
||||
html.Td(
|
||||
dcc.RadioItems(
|
||||
options={'下载数据': "下载数据", "不下载数据": "不下载数据"},
|
||||
id='joinquant_trader_down_data',
|
||||
value='不下载数据'
|
||||
),
|
||||
style={'border': '1px solid', 'width': '200px'}
|
||||
)
|
||||
]),
|
||||
])
|
||||
|
||||
def _create_text_area(self):
|
||||
"""创建文本区域"""
|
||||
return dcc.Textarea(
|
||||
value="""
|
||||
{'状态': 'held', '订单添加时间': 'datetime.datetime(2024, 4, 23, 9, 30)', '买卖': 'False', '下单数量': '9400', '已经成交': '9400', '股票代码': '', '订单ID': '1732208241', '平均成交价格': '10.5', '持仓成本': '10.59', '多空': 'long', '交易费用': '128.31'}
|
||||
""",
|
||||
id='joinquant_trader_text',
|
||||
style={'width': '80%', 'height': 200, "text-align": "left"}
|
||||
)
|
||||
|
||||
def _create_data_table(self):
|
||||
"""创建数据表格"""
|
||||
return dash_table.DataTable(
|
||||
id='joinquant_trader_table',
|
||||
page_size=10,
|
||||
style_table={'font-size': 15},
|
||||
sort_action='native'
|
||||
)
|
||||
|
||||
def setup_callbacks(self):
|
||||
"""设置回调函数"""
|
||||
# 主数据回调
|
||||
@self.app.callback(
|
||||
Output('joinquant_trader_table', 'data', allow_duplicate=True),
|
||||
Input('joinquant_trader_password', 'value'),
|
||||
Input('joinquant_trader_data_type', 'value'),
|
||||
Input('joinquant_trader_text', 'value'),
|
||||
Input('joinquant_trader_run', 'value'),
|
||||
Input('joinquant_trader_down_data', 'value'),
|
||||
prevent_initial_call=True
|
||||
)
|
||||
def update_table(password, data_type, text, run, down_data):
|
||||
return self._handle_data_update(password, data_type, text, run, down_data)
|
||||
|
||||
# 下载回调
|
||||
@self.app.callback(
|
||||
Output('joinquant_trader_table_down', 'data', allow_duplicate=True),
|
||||
Input('joinquant_trader_password', 'value'),
|
||||
Input('joinquant_trader_data_type', 'value'),
|
||||
Input('joinquant_trader_text', 'value'),
|
||||
Input('joinquant_trader_run', 'value'),
|
||||
Input('joinquant_trader_down_data', 'value'),
|
||||
prevent_initial_call=True
|
||||
)
|
||||
def download_data(password, data_type, text, run, down_data):
|
||||
return self._handle_download(password, data_type, text, run, down_data)
|
||||
|
||||
def _handle_data_update(self, password: str, data_type: str, text: str,
|
||||
run: str, down_data: str) -> list:
|
||||
"""处理数据更新"""
|
||||
if run != '运行':
|
||||
return self._create_message_df("没有点击运行选择", False).to_dict('records')
|
||||
|
||||
auth_df = self.data_manager.load_auth_data()
|
||||
auth_result = self.auth_manager.validate_user(auth_df, str(password))
|
||||
|
||||
if not auth_result["valid"]:
|
||||
return self._create_message_df(auth_result["message"], False).to_dict('records')
|
||||
|
||||
return self._process_data_type(
|
||||
password, data_type, text, auth_result
|
||||
).to_dict('records')
|
||||
|
||||
def _process_data_type(self, user_id: str, data_type: str, text: str,
|
||||
auth_result: Dict[str, Any]) -> pd.DataFrame:
|
||||
"""处理不同类型的数据请求"""
|
||||
current_date = datetime.now().strftime('%Y-%m-%d')
|
||||
|
||||
if data_type == '用户信息':
|
||||
return self._handle_user_info(auth_result)
|
||||
elif data_type == '发送信号':
|
||||
return self._handle_send_signal(user_id, text, current_date)
|
||||
elif data_type in ['实时数据', '历史数据']:
|
||||
return self._handle_data_query(user_id, data_type)
|
||||
elif data_type in ['清空实时数据', '清空历史数据']:
|
||||
return self._handle_clear_data(user_id, data_type)
|
||||
else:
|
||||
return self._create_message_df("未知的数据类型", False)
|
||||
|
||||
def _handle_user_info(self, auth_result: Dict[str, Any]) -> pd.DataFrame:
|
||||
"""处理用户信息请求"""
|
||||
user_data = auth_result["user_data"].copy()
|
||||
user_data['到期天数'] = auth_result["days_remaining"]
|
||||
user_data['信息推送'] = '授权码正常'
|
||||
user_data['数据状态'] = True
|
||||
return pd.DataFrame([user_data])
|
||||
|
||||
def _handle_send_signal(self, user_id: str, text: str, current_date: str) -> pd.DataFrame:
|
||||
"""处理发送信号"""
|
||||
signal_data = self.data_processor.parse_signal_text(text)
|
||||
if not signal_data:
|
||||
return self._create_message_df("信号数据解析失败", False)
|
||||
|
||||
# 处理实时数据
|
||||
realtime_df = self.data_manager.load_user_data(user_id, "实时数据")
|
||||
realtime_df = self.data_processor.process_stock_data(realtime_df)
|
||||
|
||||
# 处理历史数据
|
||||
historical_df = self.data_manager.load_user_data(user_id, "历史数据")
|
||||
historical_df = self.data_processor.process_stock_data(historical_df)
|
||||
|
||||
# 创建新信号数据
|
||||
new_signal = self.data_processor.create_signal_data(signal_data)
|
||||
new_signal['交易日'] = current_date
|
||||
new_signal['数据状态'] = True
|
||||
|
||||
# 合并数据并去重
|
||||
realtime_updated = self._merge_and_deduplicate(realtime_df, new_signal, current_date)
|
||||
historical_updated = self._merge_and_deduplicate(historical_df, new_signal, current_date)
|
||||
|
||||
# 保存更新后的数据
|
||||
self.data_manager.save_user_data(user_id, "实时数据", realtime_updated)
|
||||
self.data_manager.save_user_data(user_id, "历史数据", historical_updated)
|
||||
|
||||
return new_signal
|
||||
|
||||
def _handle_data_query(self, user_id: str, data_type: str) -> pd.DataFrame:
|
||||
"""处理数据查询"""
|
||||
df = self.data_manager.load_user_data(user_id, data_type)
|
||||
df = self.data_processor.process_stock_data(df)
|
||||
return df if not df.empty else self._create_message_df(f"{data_type}为空", True)
|
||||
|
||||
def _handle_clear_data(self, user_id: str, data_type: str) -> pd.DataFrame:
|
||||
"""处理清空数据"""
|
||||
clear_type = "实时数据" if "实时" in data_type else "历史数据"
|
||||
self.data_manager.save_user_data(user_id, clear_type, pd.DataFrame())
|
||||
return self._create_message_df(f"{clear_type}已清空", True)
|
||||
|
||||
def _merge_and_deduplicate(self, existing_df: pd.DataFrame,
|
||||
new_df: pd.DataFrame, current_date: str) -> pd.DataFrame:
|
||||
"""合并数据并去重"""
|
||||
merged_df = pd.concat([existing_df, new_df], ignore_index=True)
|
||||
merged_df['交易日'] = current_date
|
||||
|
||||
# 去重逻辑
|
||||
dup_cols = ['股票代码', '下单数量', '买卖', '多空']
|
||||
if all(col in merged_df.columns for col in dup_cols):
|
||||
merged_df = merged_df.drop_duplicates(subset=dup_cols, keep='last')
|
||||
|
||||
return merged_df
|
||||
|
||||
def _handle_download(self, password: str, data_type: str, text: str,
|
||||
run: str, down_data: str):
|
||||
"""处理数据下载"""
|
||||
if down_data != '下载数据':
|
||||
return None
|
||||
|
||||
if data_type not in ['实时数据', '历史数据']:
|
||||
return None
|
||||
|
||||
auth_df = self.data_manager.load_auth_data()
|
||||
auth_result = self.auth_manager.validate_user(auth_df, str(password))
|
||||
|
||||
if not auth_result["valid"]:
|
||||
return None
|
||||
|
||||
df = self.data_manager.load_user_data(str(password), data_type)
|
||||
current_date = datetime.now().strftime('%Y-%m-%d')
|
||||
|
||||
return dcc.send_data_frame(
|
||||
df.to_excel,
|
||||
filename=f'{current_date}{data_type}.xlsx'
|
||||
)
|
||||
|
||||
@staticmethod
|
||||
def _create_message_df(message: str, status: bool) -> pd.DataFrame:
|
||||
"""创建消息DataFrame"""
|
||||
return pd.DataFrame({'信息提示': [message], '数据状态': [status]})
|
||||
|
||||
def run(self, host: str = '127.0.0.1', port: str = '8025'):
|
||||
"""运行应用"""
|
||||
try:
|
||||
self.app.run(debug=True, host=host, port=port)
|
||||
except Exception as e:
|
||||
logger.error(f"启动应用失败: {e}")
|
||||
# 尝试备用端口
|
||||
try:
|
||||
self.app.run_server(debug=True, host=host, port=port)
|
||||
except Exception as e:
|
||||
logger.error(f"备用端口启动也失败: {e}")
|
||||
|
||||
if __name__ == '__main__':
|
||||
host = '127.0.0.1'
|
||||
port = '8025'
|
||||
app = TradingApp()
|
||||
app.run(host=host,port=port)
|
||||
Reference in New Issue
Block a user