154 lines
6.5 KiB
Python
154 lines
6.5 KiB
Python
'''
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小果聚宽跟单系统
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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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作者微信15117320079
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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://117.72.149.251'
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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='cls'
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class joinquant_trader:
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def __init__(self,url='http://117.72.149.251',
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port=8888,
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url_code='63d85b6189e42cba63feea36381da615c31ad8e36ae420ed67f60f3598efc9ad',
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password='cls'):
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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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