自用策略初始提交

2025-11-06 10:26:02 +08:00
commit 8a7583f111
90 changed files with 1053065 additions and 0 deletions
@@ -0,0 +1,219 @@
+# -*- coding: utf-8 -*-
+import abc
+import datetime
+import re,json
+import time
+from typing import List
+import requests
+from log import logger
+from misc import parse_cookies_str
+
+
+class BaseFollower(metaclass=abc.ABCMeta):
+    """
+    slippage: 滑点，取值范围为 [0, 1]
+    """
+
+    LOGIN_PAGE = ""
+    LOGIN_API = ""
+    TRANSACTION_API = ""
+    CMD_CACHE_FILE = "cmd_cache.pk"
+    WEB_REFERER = ""
+    WEB_ORIGIN = ""
+
+    def __init__(self):
+        #self.trade_queue = queue.Queue()
+        #self.expired_cmds = set()
+
+        self.s = requests.Session()
+        self.s.verify = False
+
+        self.slippage: float = 0.0
+
+    def login(self, user=None, password=None, **kwargs):
+        """
+        雪球登陆， 需要设置 cookies
+        :param cookies: 雪球登陆需要设置 cookies， 具体见
+            https://smalltool.github.io/2016/08/02/cookie/
+        :return:
+        """
+        cookies = kwargs.get("cookies")
+        
+        if cookies is None:
+            raise TypeError(
+                "雪球登陆需要设置 cookies， 具体见" "https://smalltool.github.io/2016/08/02/cookie/"
+            )
+        headers = self._generate_headers()
+        self.s.headers.update(headers)
+
+        self.s.get(self.LOGIN_PAGE)
+
+        cookie_dict = parse_cookies_str(cookies)
+        self.s.cookies.update(cookie_dict)
+        #extract_strategy_name(self, 'ZH1332574')
+        logger.info("登录成功")
+
+    def _generate_headers(self):
+        headers = {
+            "Accept": "application/json, text/javascript, */*; q=0.01",
+            "Accept-Encoding": "gzip, deflate, br",
+            "Accept-Language": "en-US,en;q=0.8",
+            "User-Agent": "Mozilla/5.0 (X11; Linux x86_64) "
+            "AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/54.0.2840.100 Safari/537.36",
+            "Referer": self.WEB_REFERER,
+            "X-Requested-With": "XMLHttpRequest",
+            "Origin": self.WEB_ORIGIN,
+            "Content-Type": "application/x-www-form-urlencoded; charset=UTF-8",
+        }
+        return headers
+
+    def check_login_success(self, rep):
+        """检查登录状态是否成功
+        :param rep: post login 接口返回的 response 对象
+        :raise 如果登录失败应该抛出 NotLoginError """
+        pass
+
+    def create_login_params(self, user, password, **kwargs) -> dict:
+        """生成 post 登录接口的参数
+        :param user: 用户名
+        :param password: 密码
+        :return dict 登录参数的字典
+        """
+        return {}
+
+
+
+    def extract_strategy_name(self, strategy_url):
+        """
+        抽取 策略名，主要用于日志打印，便于识别
+        :param strategy_url:
+        :return: str 策略名
+        """
+        pass
+    #新增
+    def _query_zh_(self,userid):
+        
+        url = 'https://im.xueqiu.com/im-comet/v2/sessions/1681984443-0/messages.json?user_id=%s&limit=%d' %(userid, 1)
+        chat_history = self.s.get(url).json()
+        for chat_record in chat_history:
+            new=chat_record['messageId']#获取messageId
+            messageType=chat_record['messageType']#获取messageId
+            starte='1'
+            if messageType=='VIEW':
+                view1 = json.loads(chat_record['view'])#策略代号
+                starte=view1['url'][21:] #策略代号
+            time.sleep(1)
+            
+        return new,starte
+    
+    #非开盘时间调仓，补充
+    def minutes_2(self, strategys, userid, assets,**kwargs):
+        dayOfWeek = datetime.datetime.now().weekday()
+        time_n=datetime.datetime.now()
+        hour=str(time_n)[11:13]
+        minute=int(str(time_n)[14:16])
+        print(time_n)
+        if dayOfWeek<=4 and ((hour=='09' and minute<32 and minute>=30) or (hour=='13' and minute<2)) :
+        #if dayOfWeek<=6 or (hour=='11' or minute<=59):
+            for  j in range(0,len(strategys)):
+                print('开盘自动监测中......',strategys[j])
+                try:
+                    transactions = self.query_strategy_transaction(strategys[j], assets[j],**kwargs)
+                    if len(transactions)>0:
+                        return transactions
+                except Exception as e:
+                    #logger.exception("无法获取策略 %s 调仓信息, 错误: %s, 跳过此次调仓查询", name, e)
+                    time.sleep(3)
+                    if j < len(strategys)-1:
+                        continue
+                    else:
+                        return []
+        else:
+            return []
+
+    def track_strategy_worker(self, strategys, userid,users, assets, interval=10, **kwargs):
+        
+        """跟踪下单worker
+        :param strategy: 策略id
+        :param name: 策略名字
+        :param interval: 轮询策略的时间间隔，单位为秒"""
+        old,starte=self._query_zh_(userid)
+
+        transactions=[]
+        k=0
+        while True:
+            k=k+1
+            print(k)
+            if k>=100:
+                return []
+            
+            #前两分钟补充，非开盘调仓
+            minutes_2_data=self.minutes_2( strategys,  userid, assets,**kwargs)
+            if not minutes_2_data is None and len(minutes_2_data)>0:
+                return minutes_2_data
+            
+            try:
+                new,starte_n=self._query_zh_(userid)#新增
+            except:
+                time.sleep(5)
+
+            for  j in range(0,len(strategys)):
+                print('自动监测中......',strategys[j])
+                if new != old and starte_n==strategys[j]:
+                #if new == old:
+                    old=new
+                    try:
+                        transactions = self.query_strategy_transaction(strategys[j], assets[j],**kwargs)
+                        
+                        if len(transactions)>0:
+                            k=5
+                            return transactions
+                        if k==5:
+                            break
+                            
+                    except Exception as e:
+                        logger.exception("无法获取策略 %s 调仓信息, 错误: %s, 跳过此次调仓查询",  e)
+                        time.sleep(3)
+                        continue
+
+ 
+
+    def query_strategy_transaction(self, strategy,assets, **kwargs):
+        
+        params = self.create_query_transaction_params(strategy)
+        
+        rep = self.s.get(self.TRANSACTION_API, params=params)
+        
+        history = rep.json()
+
+        transactions = self.extract_transactions(history)
+
+        return self.project_transactions(transactions,assets, **kwargs)
+
+
+    def extract_transactions(self, history) -> List[str]:
+        """
+        抽取接口返回中的调仓记录列表
+        :param history: 调仓接口返回信息的字典对象
+        :return: [] 调参历史记录的列表
+        """
+        return []
+
+    def create_query_transaction_params(self, strategy) -> dict:
+        """
+        生成用于查询调参记录的参数
+        :param strategy: 策略 id
+        :return: dict 调参记录参数
+        """
+        return {}
+
+
+    def project_transactions(self, transactions, **kwargs):
+        
+        """
+        修证调仓记录为内部使用的统一格式
+        :param transactions: [] 调仓记录的列表
+        :return: [] 修整后的调仓记录
+        """
+        pass
@@ -0,0 +1,14 @@
+# -*- coding: utf-8 -*-
+import logging
+
+logger = logging.getLogger("easytrader")
+logger.setLevel(logging.INFO)
+logger.propagate = False
+
+fmt = logging.Formatter(
+    "%(asctime)s [%(levelname)s] %(filename)s %(lineno)s: %(message)s"
+)
+ch = logging.StreamHandler()
+
+ch.setFormatter(fmt)
+logger.handlers.append(ch)
@@ -0,0 +1,31 @@
+# coding:utf-8
+import json
+
+
+def parse_cookies_str(cookies):
+    """
+    parse cookies str to dict
+    :param cookies: cookies str
+    :type cookies: str
+    :return: cookie dict
+    :rtype: dict
+    """
+    cookie_dict = {}
+    for record in cookies.split(";"):
+        key, value = record.strip().split("=", 1)
+        cookie_dict[key] = value
+    return cookie_dict
+
+
+def file2dict(path):
+    with open(path, encoding="utf-8") as f:
+        return json.load(f)
+
+
+def grep_comma(num_str):
+    return num_str.replace(",", "")
+
+
+def str2num(num_str, convert_type="float"):
+    num = float(grep_comma(num_str))
+    return num if convert_type == "float" else int(num)
@@ -0,0 +1,7 @@
+cookies,"acw_tc=1a0c640d17531935616981938e006ef252a0559897fab0bba4f9d895a29e9a; cookiesu=511753193562165; device_id=5e4e14f7b544ff2991451c65d5126572; smidV2=202507222212422c69577824fd4da6831e70eaef7c9a0100997f287400fde20; s=aj11k1j1hi; __utma=1.531231151.1753193728.1753193728.1753193728.1; __utmz=1.1753193728.1.1.utmcsr=(direct)|utmccn=(direct)|utmcmd=(none); __utmb=1.1.10.1753193728; Hm_lvt_1db88642e346389874251b5a1eded6e3=1753193563,1753193898; HMACCOUNT=D1422B20F0A5BD81; remember=1; xq_a_token=3b113cc4b2ac7d22e86c8eb73d3c8f3fd2d1536b; xqat=3b113cc4b2ac7d22e86c8eb73d3c8f3fd2d1536b; xq_id_token=eyJ0eXAiOiJKV1QiLCJhbGciOiJSUzI1NiJ9.eyJ1aWQiOjMxMDU0NjU2MDgsImlzcyI6InVjIiwiZXhwIjoxNzU0NzAyNDg3LCJjdG0iOjE3NTMxOTM5MTExMzEsImNpZCI6ImQ5ZDBuNEFadXAifQ.LdPrdejNMPM-ajyiurRu4Ibp4ONJ7E_pJ2YpG1yUnXMmQfDjC6ZHZm7YyIuWd1Ly7NZTYK4VrWo2A5nZtQ5pP-4u2wMCCiihxqBcW3njMpvIBstPwxDC8UUy1cmWCp_r2vrKqt0tMIJ4znqZmcf0SAJIuLgfTV6EJ5bxkuPnmSuTHuEAMRX0trBUNmHw0k9pBv8tvquDF_eq-5yJn-VDYUCxXQ2wxJs9sxfJEh6hEkOKGiELhXCXd2s92ga8h9OmshH69nRr0dFsn-jmAz7K_g8ZcpeZqdp7JImuSBAH21ZlJ3C6tXm5PNQin1Guv-s9NzhZhClP_ttkjqmCWE2uDA; xq_r_token=0be44e56eb527c2082c3fdb0c025c13098c60dfd; xq_is_login=1; u=3105465608; Hm_lpvt_1db88642e346389874251b5a1eded6e3=1753194584; .thumbcache_f24b8bbe5a5934237bbc0eda20c1b6e7=ohr0r8Af2tz/pULn7oDoWuu08XH8sq/VO2dgPV6B0qsNcf60jDeYHGq9iVQhxZt7wr+fbtczD910dfZzePOeyw%3D%3D; ssxmod_itna=iqGxgDuD90KrG0D27DBGDRDUx4eLqiK4GHDyxWF50CGDLxn4KGdYRaGwb8DcGi=jMbN4gnGo5D/mjkeDZDG9dDqx0ErXKWhAeP8YjkEepkQYOm+33itDwxm7/FxEx5Yo75o8gqlpNZSXKgYDU4GnD06QKE+rDYYfDBYD74G+DDeDixGmteDStxD9DGPdglTi2eDEDYpbxiU4arcFxDLTjebHhDDBzfiDKTpQoDDlzBxq8CDq8PD+3ncT/6Te8F4ojeDMWxGX9hk4jCyUVIDbkUSLHPoYxB69xBQiXpuspoTTq1ax5B6xKhY7GrMio/A4KADdBsYA4a757Dxl0hgixrCqq7D3BsIOwDCeDDfCiDue0rQDUQ4yPXgafqOXP2NVhGyB5m0e0iDXmToieei41nwsAhqFhQt+1i5=8m5S29YD; ssxmod_itna2=iqGxgDuD90KrG0D27DBGDRDUx4eLqiK4GHDyxWF50CGDLxn4KGdYRaGwb8DcGi=jMbN4gnGOeDAK=ARA37fD7pQT2GoYD/+hYfhEYn+rrWob/f6CnxT5A1l8eGs=Id+9X9PPwz18ud=q6FuQefixnl+GEmD=PaC54iuQPwdjAAltUWW4Mnb33pkQPhbtQWlPom8DKr1j7l8DQ8QfHlfu7A==o7DdMlSP=+bqPnDL4nwt0F7r908vG5YOjW7Xx4Uuhw85BDdAEjPQII3Xt5DFBQ0BGyES10S3cAWFTLfg24Iyl9LbQIjOBvuOA4ffTknx6DyMAczQam0TPmbPQTOQi2SHWAT2+9pf4FmDKFud9Y4CveFP6n0cDqPtc5yy3EFUl2Of0EbgOQ56z9O+h4lb44FOFpKmut/PvYvCfg4cDGfD8B4xETmjohDwLtKVm+Yhwj9c4yvx1cxLnHrPC8qYup3syFVBBQFz+xgmaCF7b2bdgF79qfbBqcohRnQp0tejK+n9l+49FWfGx3Q8Yw9CB7ejmB7plkIpweCeN5uzGmkICOtezIl6ewflR5oDLWiYHIIygdi0spdvtTsX7p93K3A5yf1Mm7Ajw1Gq16zAHOy7Dh+4YGjmk9lh5=qx2m5pL79vj4EorL5qVn653LwjtatMnSyLLUZOR66QAtwyM+f15GCi0qYq2nwPY146Pxd/muB87wrGYFib3q3Kh3tKhwGYY4oW5ShsAEjGAOxZ03CxPD",
+序号,组合,指定资金
+1,ZH1741493,50000
+2,ZH3379035,40000
+3,ZH2120024,50000
+4,ZH2001065,20000
+5,,
@@ -0,0 +1,118 @@
+# -*- coding: utf-8 -*-
+from __future__ import division, print_function, unicode_literals
+from datetime import datetime
+from follower import BaseFollower
+from log import logger
+from misc import parse_cookies_str
+import pandas as pd
+
+class XueQiuFollower(BaseFollower):
+    LOGIN_PAGE = "https://www.xueqiu.com"
+    LOGIN_API = "https://xueqiu.com/snowman/login"
+    TRANSACTION_API = "https://xueqiu.com/cubes/rebalancing/history.json"
+    PORTFOLIO_URL = "https://xueqiu.com/p/"
+    WEB_REFERER = "https://www.xueqiu.com"
+
+    def __init__(self):
+        super().__init__()
+        self._adjust_sell = None
+        self._users = None
+
+    def login(self, user=None, password=None, **kwargs):
+        """
+        雪球登陆， 需要设置 cookies
+        :param cookies: 雪球登陆需要设置 cookies， 具体见
+            https://smalltool.github.io/2016/08/02/cookie/
+        :return:
+        """
+        cookies = kwargs.get("cookies")
+        
+        if cookies is None:
+            raise TypeError(
+                "雪球登陆需要设置 cookies， 具体见" "https://smalltool.github.io/2016/08/02/cookie/"
+            )
+        headers = self._generate_headers()
+        self.s.headers.update(headers)
+
+        self.s.get(self.LOGIN_PAGE)
+
+        cookie_dict = parse_cookies_str(cookies)
+        self.s.cookies.update(cookie_dict)
+        #extract_strategy_name(self, 'ZH1332574')
+        logger.info("登录成功")
+
+
+
+    def extract_strategy_name(self, strategy_url):
+        
+        base_url = "https://xueqiu.com/cubes/nav_daily/all.json?cube_symbol={}"
+        url = base_url.format(strategy_url)
+        rep = self.s.get(url)
+        
+        info_index = 0
+        return rep.json()[info_index]["name"]
+
+
+    def extract_transactions(self, history):
+        
+        if history["count"] <= 0:
+            return []
+        rebalancing_index = 0
+        raw_transactions = history["list"][rebalancing_index]["rebalancing_histories"]
+        transactions = []
+        for transaction in raw_transactions:
+            if transaction["price"] is None:
+                logger.info("该笔交易无法获取价格，疑似未成交，跳过。交易详情: %s", transaction)
+                continue
+            transactions.append(transaction)
+            
+
+        return transactions
+
+    def create_query_transaction_params(self, strategy):
+        params = {"cube_symbol": strategy, "page": 1, "count": 1}
+        return params
+
+    # noinspection PyMethodOverriding
+    def none_to_zero(self, data):
+        if data is None:
+            return 0
+        return data
+
+    # noinspection PyMethodOverriding
+    def project_transactions(self, transactions, assets):
+        
+        pa = pd.DataFrame(index=[],columns=[])
+        for transaction in transactions:
+            weight_diff = self.none_to_zero(transaction["weight"]) - self.none_to_zero(
+                transaction["prev_weight"]
+            )
+            #print(33333,weight_diff,assets,transaction["price"])
+            initial_amount = abs(weight_diff) / 100 * assets / transaction["price"]
+
+            transaction["datetime"] = datetime.fromtimestamp(
+                transaction["created_at"] // 1000
+            )
+
+            transaction["stock_code"] = transaction["stock_symbol"].lower()
+
+            transaction["action"] = "buy" if weight_diff > 0 else "sell"
+
+            if str(transaction["stock_code"][2:4])=='11' or str(transaction["stock_code"][2:4])=='12':
+                shou=1
+            else:
+                shou=2
+            transaction["amount"] = int(round(initial_amount, -shou))
+            
+            pa.loc[transaction["stock_code"],"price"]=transaction["price"]
+            pa.loc[transaction["stock_code"],"amount"]=transaction["amount"]
+            pa.loc[transaction["stock_code"],"datetime"]=transaction["datetime"]
+            pa.loc[transaction["stock_code"],"action"]=transaction["action"]
+        current_time = datetime.now()
+        diff = (current_time - transaction["datetime"]).total_seconds()
+        if int(diff)<20:
+            return pa
+        else:
+            return []
+
+
@@ -0,0 +1,219 @@
+# -*- coding: utf-8 -*-
+import abc
+import datetime
+import re,json
+import time
+from typing import List
+import requests
+from log import logger
+from misc import parse_cookies_str
+
+
+class BaseFollower(metaclass=abc.ABCMeta):
+    """
+    slippage: 滑点，取值范围为 [0, 1]
+    """
+
+    LOGIN_PAGE = ""
+    LOGIN_API = ""
+    TRANSACTION_API = ""
+    CMD_CACHE_FILE = "cmd_cache.pk"
+    WEB_REFERER = ""
+    WEB_ORIGIN = ""
+
+    def __init__(self):
+        #self.trade_queue = queue.Queue()
+        #self.expired_cmds = set()
+
+        self.s = requests.Session()
+        self.s.verify = False
+
+        self.slippage: float = 0.0
+
+    def login(self, user=None, password=None, **kwargs):
+        """
+        雪球登陆， 需要设置 cookies
+        :param cookies: 雪球登陆需要设置 cookies， 具体见
+            https://smalltool.github.io/2016/08/02/cookie/
+        :return:
+        """
+        cookies = kwargs.get("cookies")
+        
+        if cookies is None:
+            raise TypeError(
+                "雪球登陆需要设置 cookies， 具体见" "https://smalltool.github.io/2016/08/02/cookie/"
+            )
+        headers = self._generate_headers()
+        self.s.headers.update(headers)
+
+        self.s.get(self.LOGIN_PAGE)
+
+        cookie_dict = parse_cookies_str(cookies)
+        self.s.cookies.update(cookie_dict)
+        #extract_strategy_name(self, 'ZH1332574')
+        logger.info("登录成功")
+
+    def _generate_headers(self):
+        headers = {
+            "Accept": "application/json, text/javascript, */*; q=0.01",
+            "Accept-Encoding": "gzip, deflate, br",
+            "Accept-Language": "en-US,en;q=0.8",
+            "User-Agent": "Mozilla/5.0 (X11; Linux x86_64) "
+            "AppleWebKit/537.36 (KHTML, like Gecko) "
+            "Chrome/54.0.2840.100 Safari/537.36",
+            "Referer": self.WEB_REFERER,
+            "X-Requested-With": "XMLHttpRequest",
+            "Origin": self.WEB_ORIGIN,
+            "Content-Type": "application/x-www-form-urlencoded; charset=UTF-8",
+        }
+        return headers
+
+    def check_login_success(self, rep):
+        """检查登录状态是否成功
+        :param rep: post login 接口返回的 response 对象
+        :raise 如果登录失败应该抛出 NotLoginError """
+        pass
+
+    def create_login_params(self, user, password, **kwargs) -> dict:
+        """生成 post 登录接口的参数
+        :param user: 用户名
+        :param password: 密码
+        :return dict 登录参数的字典
+        """
+        return {}
+
+
+
+    def extract_strategy_name(self, strategy_url):
+        """
+        抽取 策略名，主要用于日志打印，便于识别
+        :param strategy_url:
+        :return: str 策略名
+        """
+        pass
+    #新增
+    def _query_zh_(self,userid):
+        
+        url = 'https://im.xueqiu.com/im-comet/v2/sessions/1681984443-0/messages.json?user_id=%s&limit=%d' %(userid, 1)
+        chat_history = self.s.get(url).json()
+        for chat_record in chat_history:
+            new=chat_record['messageId']#获取messageId
+            messageType=chat_record['messageType']#获取messageId
+            starte='1'
+            if messageType=='VIEW':
+                view1 = json.loads(chat_record['view'])#策略代号
+                starte=view1['url'][21:] #策略代号
+            time.sleep(1)
+            
+        return new,starte
+    
+    #非开盘时间调仓，补充
+    def minutes_2(self, strategys, userid, assets,**kwargs):
+        dayOfWeek = datetime.datetime.now().weekday()
+        time_n=datetime.datetime.now()
+        hour=str(time_n)[11:13]
+        minute=int(str(time_n)[14:16])
+        print(time_n)
+        if dayOfWeek<=4 and ((hour=='09' and minute<32 and minute>=30) or (hour=='13' and minute<2)) :
+        #if dayOfWeek<=6 or (hour=='11' or minute<=59):
+            for  j in range(0,len(strategys)):
+                print('开盘自动监测中......',strategys[j])
+                try:
+                    transactions = self.query_strategy_transaction(strategys[j], assets[j],**kwargs)
+                    if len(transactions)>0:
+                        return transactions
+                except Exception as e:
+                    #logger.exception("无法获取策略 %s 调仓信息, 错误: %s, 跳过此次调仓查询", name, e)
+                    time.sleep(3)
+                    if j < len(strategys)-1:
+                        continue
+                    else:
+                        return []
+        else:
+            return []
+
+    def track_strategy_worker(self, strategys, userid,users, assets, interval=10, **kwargs):
+        
+        """跟踪下单worker
+        :param strategy: 策略id
+        :param name: 策略名字
+        :param interval: 轮询策略的时间间隔，单位为秒"""
+        old,starte=self._query_zh_(userid)
+
+        transactions=[]
+        k=0
+        while True:
+            k=k+1
+            print(k)
+            if k>=100:
+                return []
+            
+            #前两分钟补充，非开盘调仓
+            minutes_2_data=self.minutes_2( strategys,  userid, assets,**kwargs)
+            if not minutes_2_data is None and len(minutes_2_data)>0:
+                return minutes_2_data
+            
+            try:
+                new,starte_n=self._query_zh_(userid)#新增
+            except:
+                time.sleep(5)
+
+            for  j in range(0,len(strategys)):
+                print('自动监测中......',strategys[j])
+                if new != old and starte_n==strategys[j]:
+                #if new == old:
+                    old=new
+                    try:
+                        transactions = self.query_strategy_transaction(strategys[j], assets[j],**kwargs)
+                        
+                        if len(transactions)>0:
+                            k=5
+                            return transactions
+                        if k==5:
+                            break
+                            
+                    except Exception as e:
+                        logger.exception("无法获取策略 %s 调仓信息, 错误: %s, 跳过此次调仓查询",  e)
+                        time.sleep(3)
+                        continue
+
+ 
+
+    def query_strategy_transaction(self, strategy,assets, **kwargs):
+        
+        params = self.create_query_transaction_params(strategy)
+        
+        rep = self.s.get(self.TRANSACTION_API, params=params)
+        
+        history = rep.json()
+
+        transactions = self.extract_transactions(history)
+
+        return self.project_transactions(transactions,assets, **kwargs)
+
+
+    def extract_transactions(self, history) -> List[str]:
+        """
+        抽取接口返回中的调仓记录列表
+        :param history: 调仓接口返回信息的字典对象
+        :return: [] 调参历史记录的列表
+        """
+        return []
+
+    def create_query_transaction_params(self, strategy) -> dict:
+        """
+        生成用于查询调参记录的参数
+        :param strategy: 策略 id
+        :return: dict 调参记录参数
+        """
+        return {}
+
+
+    def project_transactions(self, transactions, **kwargs):
+        
+        """
+        修证调仓记录为内部使用的统一格式
+        :param transactions: [] 调仓记录的列表
+        :return: [] 修整后的调仓记录
+        """
+        pass
@@ -0,0 +1,14 @@
+# -*- coding: utf-8 -*-
+import logging
+
+logger = logging.getLogger("easytrader")
+logger.setLevel(logging.INFO)
+logger.propagate = False
+
+fmt = logging.Formatter(
+    "%(asctime)s [%(levelname)s] %(filename)s %(lineno)s: %(message)s"
+)
+ch = logging.StreamHandler()
+
+ch.setFormatter(fmt)
+logger.handlers.append(ch)
@@ -0,0 +1,31 @@
+# coding:utf-8
+import json
+
+
+def parse_cookies_str(cookies):
+    """
+    parse cookies str to dict
+    :param cookies: cookies str
+    :type cookies: str
+    :return: cookie dict
+    :rtype: dict
+    """
+    cookie_dict = {}
+    for record in cookies.split(";"):
+        key, value = record.strip().split("=", 1)
+        cookie_dict[key] = value
+    return cookie_dict
+
+
+def file2dict(path):
+    with open(path, encoding="utf-8") as f:
+        return json.load(f)
+
+
+def grep_comma(num_str):
+    return num_str.replace(",", "")
+
+
+def str2num(num_str, convert_type="float"):
+    num = float(grep_comma(num_str))
+    return num if convert_type == "float" else int(num)
@@ -0,0 +1,28 @@
+cookies,"cookiesu=191750772541614; device_id=1aa02c03552abceadecb2739bbb22753; smidV2=2025062421422684a173893a01b0f3aab647b1593749cd00b3382a030dcc480; s=bu15p9id4j; bid=2c83e23d12700bb5d8115404894461ae_mckhq3o8; __utmz=1.1751372094.1.1.utmcsr=(direct)|utmccn=(direct)|utmcmd=(none); __utma=1.1565912137.1751372094.1751383237.1751889781.3; remember=1; xq_a_token=8360cc2ee2662e4910fc5e8d28fd9616f5a25c01; xqat=8360cc2ee2662e4910fc5e8d28fd9616f5a25c01; xq_id_token=eyJ0eXAiOiJKV1QiLCJhbGciOiJSUzI1NiJ9.eyJ1aWQiOjcxNjA4MzgwNTgsImlzcyI6InVjIiwiZXhwIjoxNzUzOTY0MDQ5LCJjdG0iOjE3NTIwNjg1MjYxMzQsImNpZCI6ImQ5ZDBuNEFadXAifQ.hK59hAbbz3eK455XzoM2VLOZ8sBYYuimg8YjOF9eeWQM4vfy7gv2Ky56WAhRVLp6JtZtn_XpKPFiLGFZ_9rYWjmlkX7wm62y6S-vsCZbjIgyVhwNr66QK_B7v4xn3EhVSqo0rdgBJGQIaI33YB6MR0WFgkCRLy-fOq0YVNcv_Uh2-9CCgbagB3gcuDl158u68Vhhjlhu38-TLywFBUjbkA8mIYpra24XTRK-qG9sQbgpo3BkNsDZza_Yehwfvtr-1qAybYLaYsXoygxrxTtnpiwIrNaPe3aB8ztA45rPaE6W_b46m8i_agESPOflQ4c3_IJhJOUdzH5Aj8wMEnWr_w; xq_r_token=e0d4e05a6a3a9fec5b78bb2ea3c0f6a78204065d; xq_is_login=1; u=7160838058; acw_tc=1a0c660417523885271697993e00717dbfc46117e29830504427d58eff25fb; is_overseas=0; Hm_lvt_1db88642e346389874251b5a1eded6e3=1751383193,1751889683,1752068495,1752388529; HMACCOUNT=EB45621A3BC707DA; Hm_lpvt_1db88642e346389874251b5a1eded6e3=1752388597; .thumbcache_f24b8bbe5a5934237bbc0eda20c1b6e7=su1FaOpXw2ndOH3TZPPLCCcKcT+Imtl21eeDD4joyCH+yUOAF6YPtknsHMr/g6/6ugDA8ioiS2cn5x6cI8Wlew%3D%3D; ssxmod_itna=Wqjx2DyD0DRG0QG0QGCirKqQK0QwFq0dGMD3qiQGgDYq7=GF7DCgrKO=QOGgxDv/xWYDGK4342GitDlO7iYDSxD6HDK4GThz=jyrqeFQ0EhItA7DOxP=5tC=wxM8/000pLsLI6Mp0=tv4K4EviDB3DbqDyziiqeeGGU4GwDGoD34DiDDpLD03Db4D+/lrD7xTNPpWQpjeDQ4GyDit=3xTDm4DfDDdQsixw9WxD0Txwk7DPzDGW0Qnqp6e=DGU54cDq0eDMbxGXKAkP0eDBlKCPt=WL2zgpmeF7xBQD7u9NTWqO9QcrsCgi/cb/aYt4qYnDIwxSxPCuqY4DVp4AG44RqzitY0qiGq8uqrwHY7YDDWYxxhlYqgdhB1RLz7SzgkiY2tQ7YNANdhDZ7oNrQ37xVnDGW5lB5xE5NAYhYY4OYkC5hmxWiDD; ssxmod_itna2=Wqjx2DyD0DRG0QG0QGCirKqQK0QwFq0dGMD3qiQGgDYq7=GF7DCgrKO=QOGgxDv/xWYDGK4342GiYDiP37UxYK47PqNzQ=YD/ziO3aeqn/8AHKz5QW27qZ08irc4wMO7SLzaaYt9nBQ8kQKR8fLKwfx3lhqdj0hn3tMQnUBYGD6Q70BzB2QlTrQceWqA8u5oDhMGkn5bQKfBWd+W=Nq50U79C2x+MpeD6Da5Q9hARHoHlx4UudqO0c8sj7hxc4aT1bqF9Hj53mw4gk2NRGC4wvs4R6+KX1PeD",
+ÐòºÅ,×éºÏ,Ö¸¶¨×Ê½ð
+1,ZH2120024,25000
+2,ZH1741493,25000
+3,ZH2001065,20000
+4,,
+5,,
+6,,
+7,,
+8,,
+9,,
+10,,
+11,,
+12,,
+13,,
+14,,
+15,,
+16,,
+17,,
+18,,
+19,,
+20,,
+21,,
+22,,
+23,,
+24,,
+25,,
+26,,
@@ -0,0 +1,118 @@
+# -*- coding: utf-8 -*-
+from __future__ import division, print_function, unicode_literals
+from datetime import datetime
+from follower import BaseFollower
+from log import logger
+from misc import parse_cookies_str
+import pandas as pd
+
+class XueQiuFollower(BaseFollower):
+    LOGIN_PAGE = "https://www.xueqiu.com"
+    LOGIN_API = "https://xueqiu.com/snowman/login"
+    TRANSACTION_API = "https://xueqiu.com/cubes/rebalancing/history.json"
+    PORTFOLIO_URL = "https://xueqiu.com/p/"
+    WEB_REFERER = "https://www.xueqiu.com"
+
+    def __init__(self):
+        super().__init__()
+        self._adjust_sell = None
+        self._users = None
+
+    def login(self, user=None, password=None, **kwargs):
+        """
+        雪球登陆， 需要设置 cookies
+        :param cookies: 雪球登陆需要设置 cookies， 具体见
+            https://smalltool.github.io/2016/08/02/cookie/
+        :return:
+        """
+        cookies = kwargs.get("cookies")
+        
+        if cookies is None:
+            raise TypeError(
+                "雪球登陆需要设置 cookies， 具体见" "https://smalltool.github.io/2016/08/02/cookie/"
+            )
+        headers = self._generate_headers()
+        self.s.headers.update(headers)
+
+        self.s.get(self.LOGIN_PAGE)
+
+        cookie_dict = parse_cookies_str(cookies)
+        self.s.cookies.update(cookie_dict)
+        #extract_strategy_name(self, 'ZH1332574')
+        logger.info("登录成功")
+
+
+
+    def extract_strategy_name(self, strategy_url):
+        
+        base_url = "https://xueqiu.com/cubes/nav_daily/all.json?cube_symbol={}"
+        url = base_url.format(strategy_url)
+        rep = self.s.get(url)
+        
+        info_index = 0
+        return rep.json()[info_index]["name"]
+
+
+    def extract_transactions(self, history):
+        
+        if history["count"] <= 0:
+            return []
+        rebalancing_index = 0
+        raw_transactions = history["list"][rebalancing_index]["rebalancing_histories"]
+        transactions = []
+        for transaction in raw_transactions:
+            if transaction["price"] is None:
+                logger.info("该笔交易无法获取价格，疑似未成交，跳过。交易详情: %s", transaction)
+                continue
+            transactions.append(transaction)
+            
+
+        return transactions
+
+    def create_query_transaction_params(self, strategy):
+        params = {"cube_symbol": strategy, "page": 1, "count": 1}
+        return params
+
+    # noinspection PyMethodOverriding
+    def none_to_zero(self, data):
+        if data is None:
+            return 0
+        return data
+
+    # noinspection PyMethodOverriding
+    def project_transactions(self, transactions, assets):
+        
+        pa = pd.DataFrame(index=[],columns=[])
+        for transaction in transactions:
+            weight_diff = self.none_to_zero(transaction["weight"]) - self.none_to_zero(
+                transaction["prev_weight"]
+            )
+            #print(33333,weight_diff,assets,transaction["price"])
+            initial_amount = abs(weight_diff) / 100 * assets / transaction["price"]
+
+            transaction["datetime"] = datetime.fromtimestamp(
+                transaction["created_at"] // 1000
+            )
+
+            transaction["stock_code"] = transaction["stock_symbol"].lower()
+
+            transaction["action"] = "buy" if weight_diff > 0 else "sell"
+
+            if str(transaction["stock_code"][2:4])=='11' or str(transaction["stock_code"][2:4])=='12':
+                shou=1
+            else:
+                shou=2
+            transaction["amount"] = int(round(initial_amount, -shou))
+            
+            pa.loc[transaction["stock_code"],"price"]=transaction["price"]
+            pa.loc[transaction["stock_code"],"amount"]=transaction["amount"]
+            pa.loc[transaction["stock_code"],"datetime"]=transaction["datetime"]
+            pa.loc[transaction["stock_code"],"action"]=transaction["action"]
+        current_time = datetime.now()
+        diff = (current_time - transaction["datetime"]).total_seconds()
+        if int(diff)<20:
+            return pa
+        else:
+            return []
+
+