{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "参数研究*args, **kwargs"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "https://blog.csdn.net/GODSuner/article/details/117961990"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*args 和 ``kwargs` 这两个魔法变量需要花费大量时间来解释。别被这些语句所绊倒。其实这些并不是什么超级特殊的参数，也并不奇特，只是编程人员约定的变量名字，args 是 arguments 的缩写，表示位置参数；kwargs 是 keyword arguments 的缩写，表示关键字参数。 接下来我们就来一起了解他们的用法**，以及在什么情况下使用？·\n",
    "\n",
    "首先你要明白的是:\n",
    "\n",
    "其实并不是写成 *args 和 **kwargs ，只有前面的 * （星号）才是必须的。\n",
    "向python传递参数的方式有两种:\n",
    "位置参数（positional argument）\n",
    "关键词参数（keyword argument）\n",
    "现在我们再来看 *args 与 **kwargs 的区别，两者都是 python 中可变的参数\n",
    "*args 表示任何多个无名参数， 他本质上是一个 tuple\n",
    "** kwargs 表示关键字参数， 它本质上是一个 dict\n",
    "\n",
    "同时使用时必须要求 *args 参数列要在** kwargs 前面 【因为位置参数在关键字参数的前面。】"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*args 的用法\n",
    "* args 和 ** args 主要用于函数定义，你可以将不定数量的参数传递给一个函数。\n",
    "\n",
    "这里不定的意思是： 预先并不知道，函数使用者会传递多少个参数给你，所在在这个场景下使用这两个关键字。 * args 是用来发送一个 非键值 的可变数量的参数列表给一个函数。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "first normal arg: yasoob\n",
      "another arg through *argv: python\n",
      "another arg through *argv: eggs\n",
      "another arg through *argv: test\n"
     ]
    }
   ],
   "source": [
    "def test_var_args(f_arg, *argv):\n",
    "    print(\"first normal arg:\",f_arg)\n",
    "    for arg in argv:\n",
    "        print(\"another arg through *argv:\",arg)\n",
    "test_var_args('yasoob','python','eggs','test')\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*args的用法"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "*args就是就是传递一个可变参数列表给函数实参，这个参数列表的数目未知，甚至长度可以为0。下面这段代码演示了如何使用args"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Required argument:  1\n",
      "<class 'tuple'>\n",
      "Optional argument:  2\n",
      "Optional argument:  3\n",
      "Optional argument:  4\n"
     ]
    }
   ],
   "source": [
    "def test_args(first, *args):\n",
    "    print('Required argument: ', first)\n",
    "    print(type(args))\n",
    "    for v in args:\n",
    "        print ('Optional argument: ', v)\n",
    "        print(type(v))\n",
    "\n",
    "test_args(1, 2, 3, 4)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "第一个参数是必须要传入的参数，所以使用了第一个形参，而后面三个参数则作为可变参数列表传入了实参，并且是作为元组tuple来使用的。代码的运行结果如下"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "**kwargs"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "而**kwargs则是将一个可变的关键字参数的字典传给函数实参，同样参数列表长度可以为0或为其他值。下面这段代码演示了如何使用kwargs"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Required argument:  1\n",
      "<class 'dict'>\n",
      "Optional argument (args):  2\n",
      "Optional argument (args):  3\n",
      "Optional argument (args):  4\n",
      "{'k1': 5, 'k2': 6}\n",
      "Optional argument k1 (kwargs): 5\n",
      "Optional argument k2 (kwargs): 6\n"
     ]
    }
   ],
   "source": [
    "def test_kwargs(first, *args, **kwargs):\n",
    "    print('Required argument: ', first)\n",
    "    print(type(kwargs))\n",
    "    for v in args:\n",
    "        print ('Optional argument (args): ', v)\n",
    "    print(kwargs)\n",
    "    for k, v in kwargs.items():\n",
    "        print ('Optional argument %s (kwargs): %s' % (k, v))\n",
    "\n",
    "test_kwargs(1, 2, 3, 4, k1=5, k2=6)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "正如前面所说的，args类型是一个tuple，而kwargs则是一个字典dict，并且args只能位于kwargs的前面。代码的运行结果如下"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "调用函数\n",
    "args和kwargs不仅可以在函数定义中使用，还可以在函数调用中使用。在调用时使用就相当于pack（打包）和unpack（解包），类似于元组的打包和解包。\n",
    "\n",
    "首先来看一下使用args来解包调用函数的代码，"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "arg1: two\n",
      "arg2: 3\n",
      "arg3: 5\n"
     ]
    }
   ],
   "source": [
    "def test_args_kwargs(arg1, arg2, arg3):\n",
    "    print(\"arg1:\", arg1)\n",
    "    print(\"arg2:\", arg2)\n",
    "    print(\"arg3:\", arg3)\n",
    "\n",
    "args = (\"two\", 3, 5)\n",
    "test_args_kwargs(*args)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "将元组解包后传给对应的实参，kwargs的用法与其类似。"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "arg1: 5\n",
      "arg2: two\n",
      "arg3: 3\n"
     ]
    }
   ],
   "source": [
    "kwargs = {\"arg3\": 3, \"arg2\": \"two\", \"arg1\": 5}\n",
    "test_args_kwargs(**kwargs)\n",
    "\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "聚合宽数据研究"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "交易函数"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "1 order(security, amount, style=None, side='long', pindex=0, close_today=False)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "'''\n",
    "交易函数\n",
    "1 order(security, amount, style=None, side='long', pindex=0, close_today=False)\n",
    "买卖标的。调用成功后, 您将可以调用[get_open_orders]取得所有未完成的交易, 也可以调用[cancel_order]取消交易\n",
    "\n",
    "参数\n",
    "\n",
    "security: 标的代码\n",
    "amount: 交易数量, 正数表示买入, 负数表示卖出\n",
    "style: 参见OrderStyle, None代表MarketOrder\n",
    "side: 'long'/'short'，操作多单还是空单。默认为多单，股票、基金暂不支持开空单。\n",
    "pindex: 在使用set_subportfolios创建了多个仓位时，指定subportfolio 的序号, 从 0 开始, 比如 0 指定第一个 subportfolio, 1 指定第二个 subportfolio，默认为0。\n",
    "close_today: 平今字段，close_today: 平今字段，仅对上海国际能源中心，上海期货交易所，中金所生效，其他交易所将会报错（其他交易所没有区分平今与平昨，均按照先开先平的方法处理）。\n",
    "对上海国际能源中心，上海期货交易所，中金所的标的：\n",
    "close_today = True, 只平今仓，今仓不足的时候，订单将会被废单。\n",
    "close_today = False, 优先平昨仓，昨仓不足部分平今仓\n",
    "不管close_today是True还是False，此函数只会产生一个订单，区别在于平仓时的手续费计算，平昨仓使用close_commission对应手续费率，平今仓使用close_today_commission手续费率。\n",
    "返回 Order对象或者None, 如果创建订单成功, 则返回Order对象, 失败则返回None\n",
    "\n",
    "示例\n",
    "\n",
    "#买入平安银行股票100股\n",
    "order('000001.XSHE', 100) # 下一个市价单\n",
    "order('000001.XSHE', 100, MarketOrderStyle()) # 下一个市价单, 功能同上(科创板市价单需要指定保护价)\n",
    "order('000001.XSHE', 100, LimitOrderStyle(10.0)) # 以10块价格下一个限价单\n",
    "'''"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "'''\n",
    "order_target(security, amount, style=None, side='long', pindex=0, close_today=False)\n",
    "买卖标的, 使最终标的的数量达到指定的amount，注意使用此接口下单时若指定的标的有未完成的订单，则先前未完成的订单将会被取消\n",
    "\n",
    "参数\n",
    "\n",
    "security: 标的代码\n",
    "amount: 期望的最终数量\n",
    "style: 参见OrderStyle, None代表MarketOrder\n",
    "side: 'long'/'short'，操作多单还是空单。默认为多单。默认为多单，股票、基金暂不支持开空单。\n",
    "pindex: 在使用set_subportfolios创建了多个仓位时，指定subportfolio 的序号, 从 0 开始, 比如 0为 指定第一个 subportfolio, 1 为指定第二个 subportfolio，默认为0。\n",
    "close_today: 平今字段，close_today: 平今字段，仅对上海国际能源中心，上海期货交易所，中金所生效，其他交易所将会报错（其他交易所没有区分平今与平昨，均按照先开先平的方法处理）。\n",
    "对上海国际能源中心，上海期货交易所，中金所的标的：\n",
    "close_today = True, 只平今仓，今仓不足的时候，订单将会被废单。\n",
    "close_today = False, 优先平昨仓，昨仓不足部分平今仓\n",
    "不管close_today是True还是False，此函数只会产生一个订单，区别在于平仓时的手续费计算，平昨仓使用close_commission对应手续费率，平今仓使用close_today_commission手续费率。\n",
    "返回 Order对象或者None, 如果创建委托成功, 则返回Order对象, 失败则返回None\n",
    "\n",
    "示例\n",
    "\n",
    "# 卖出平安银行所有股票\n",
    "order_target('000001.XSHE', 0)\n",
    "# 买入平安银行所有股票到100股\n",
    "order_target('000001.XSHE', 100)\n",
    "'''"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "'''\n",
    "order_value(security, value, style=None, side='long', pindex=0, close_today=False)\n",
    "买卖价值为value的标的。\n",
    "\n",
    "参数\n",
    "\n",
    "security: 股票名字\n",
    "\n",
    "value: 股票价值，value = 最新价 * 手数 * 保证金率（股票为1） * 乘数（股票为100）\n",
    "\n",
    "style: 参见OrderStyle, None代表MarketOrder\n",
    "\n",
    "side: 'long'/'short'，操作多单还是空单。默认为多单。默认为多单，股票、基金暂不支持开空单。\n",
    "\n",
    "pindex: 在使用set_subportfolios创建了多个仓位时，指定subportfolio 的序号, 从 0 开始, 比如 0为 指定第一个 subportfolio, 1 为指定第二个 subportfolio，默认为0。\n",
    "\n",
    "close_today: 平今字段，close_today: 平今字段，仅对上海国际能源中心，上海期货交易所，中金所生效，其他交易所将会报错（其他交易所没有区分平今与平昨，均按照先开先平的方法处理）。\n",
    "\n",
    "对上海国际能源中心，上海期货交易所，中金所的标的：\n",
    "close_today = True, 只平今仓，今仓不足的时候，订单将会被废单。\n",
    "close_today = False, 优先平昨仓，昨仓不足部分平今仓\n",
    "不管close_today是True还是False，此函数只会产生一个订单，区别在于平仓时的手续费计算，平昨仓使用close_commission对应手续费率，平今仓使用close_today_commission手续费率。\n",
    "返回 Order对象或者None, 如果创建委托成功, 则返回Order对象, 失败则返回None\n",
    "\n",
    "示例\n",
    "\n",
    "#卖出价值为10000元的平安银行股票\n",
    "order_value('000001.XSHE', -10000)\n",
    "#买入价值为10000元的平安银行股票\n",
    "order_value('000001.XSHE', 10000)\n",
    "'''"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "'''\n",
    "order_target_value(security, value, style=None, side='long', pindex=0, close_today=False)\n",
    "调整标的仓位到value价值，注意使用此接口下单时若指定的标的有未完成的订单，则先前未完成的订单将会被取消\n",
    "\n",
    "参数\n",
    "\n",
    "security: 标的名字\n",
    "value: 期望的标的最终价值，value = 最新价 * 手数 * 保证金率（股票为1） * 乘数（股票为100）\n",
    "style: 参见OrderStyle, None代表MarketOrder\n",
    "side: 'long'/'short'，操作多单还是空单。默认为多单。\n",
    "pindex: 在使用set_subportfolios创建了多个仓位时，指定subportfolio 的序号, 从 0 开始, 比如 0为 指定第一个 subportfolio, 1 为指定第二个 subportfolio，默认为0。\n",
    "close_today: 平今字段，close_today: 平今字段，仅对上海国际能源中心，上海期货交易所，中金所生效，其他交易所将会报错（其他交易所没有区分平今与平昨，均按照先开先平的方法处理）。\n",
    "对上海国际能源中心，上海期货交易所，中金所的标的：\n",
    "close_today = True, 只平今仓，今仓不足的时候，订单将会被废单。\n",
    "close_today = False, 优先平昨仓，昨仓不足部分平今仓\n",
    "不管close_today是True还是False，此函数只会产生一个订单，区别在于平仓时的手续费计算，平昨仓使用close_commission对应手续费率，平今仓使用close_today_commission手续费率。\n",
    "返回 Order对象或者None, 如果创建委托成功, 则返回Order对象, 失败则返回None\n",
    "\n",
    "示例\n",
    "\n",
    "#卖出平安银行所有股票\n",
    "order_target_value('000001.XSHE', 0)\n",
    "#调整平安银行股票仓位到10000元价值\n",
    "order_target_value('000001.XSHE', 10000)\n",
    "'''"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "聚宽的类研究"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Order对象"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "'''\n",
    "买卖订单\n",
    "关于order/trader对象及订单处理\n",
    "以csv格式保存order、trade、position数据\n",
    "\n",
    "status: 状态, 一个OrderStatus值\n",
    "add_time: 订单添加时间, [datetime.datetime]对象\n",
    "is_buy: bool值, 买还是卖，对于期货:\n",
    "开多/平空 -> 买\n",
    "开空/平多 -> 卖\n",
    "amount: 下单数量, 不管是买还是卖, 都是正数\n",
    "filled: 已经成交的股票数量, 正数\n",
    "security: 股票代码\n",
    "order_id: 订单ID\n",
    "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)\n",
    "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).\n",
    "side: 多/空，'long'/'short'\n",
    "action: 开/平， 'open'/'close'\n",
    "commission：交易费用（佣金、税费等）\n",
    "orders = order('000001.XSHE', 100)\n",
    "print(orders)\n",
    "if orders is None:\n",
    "    print(\"创建订单失败...\")\n",
    "else:\n",
    "    print(\"交易费用单：{0}\".format(orders.commission))\n",
    "    print(\"是否买单：{0}\".format(orders.is_buy))\n",
    "    print(\"订单状态：{0}\".format(orders.status))\n",
    "    print(\"订单平均成交价格：{0}\".format(orders.price))\n",
    "'''"
   ]
  }
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