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可转债网格交易，已运行好几年，中间不定期完善功能，并开发了比较完善的查看管理工具
采用Ptrade交易，python环境，不需要自有服务器
交易记录：https://www.jisilu.cn/question/510498?item_id=5342802&rf=false&lastpage=true#!answer_5342802
之前说过要公布运行源码，现公布如下 ：
import pandas as pd
import sqlite3
from datetime import datetime
from datetime import time
import datetime
import json
class NewTaskInfo(object):
def __init__(self):
self.ID = 0
self.szTaskName = ""
self.szNickName = ""
self.lStatus = 1
self.lCur = 0
self.lGridPrice = 0.0
self.lGridValue = 0.0
self.lMaxSell = 0
self.lMaxPrice = 0.0
self.lFallPrice = 0.0
self.lGridCount = 10
self.lSzGridCount = 10
self.lNewPrice = 0.0
self.lDealPrice = 0.0
self.lVol = 0.0
self.lOweCount = 0
self.lMaxOweCount=0
self.lMinOweCount=0
#0无 1买 2卖 3取消
self.lDoCount=0
self.lBuyCount=0
self.lSellCount=0
self.lDoType=0
self.lBonusDate = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lDoTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lTradeTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lCancelTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lLastPriceTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lLastSaveTime = datetime.datetime.now()
self.lLastTime=0
self.lDoPrice = 0.0
self.lMaxPrice=0.0
self.lMaxTime=datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.sh=0
self.debt=0
self.show_count = 0
self.lNewTask=0
self.have_count = 0
pass
def initialize(context):
# 初始化策略
# 是否交易
g.err = 0
g.is_trade = 0
g.is_auto = 1
#是否融
g.margin = 0
#是否盘后
g.do_end = 1
# 当天最大买或卖数
g.max_buy_count = 40
g.max_trade_count = 15
#最大倍数
g.max_mul = 2
# 资金少于则不买入
g.limit_money = 1000
# 买卖少于则不操作
g.min_buy_money = 700
g.max_buy_money = 3000
# 留多少钱不回购
g.out_money = 1000
# 放大量
g.more_vol = 3
# 时间状态 0未开始 1交易中 2交易中快结束 9盘后
g.time_state = 1
g.money = 0
g.buy_money = 0.0
g.buy_str = ''
g.last_money = 0
g.need_money = 0.0
g.done = 0
g.sell_count = 0
g.trade_count = 0
g.last_name = ""
g.have_count = 0
g.TaskList = []
g.bLastTrade = 0
g.last_log_time = datetime.datetime.now()+datetime.timedelta(days=-1)
g.last_trade_log_time = datetime.datetime.now()
g.last_save_money_time = datetime.datetime.now()+datetime.timedelta(days=-1)
g.last_read_json_time = datetime.datetime.now()
g.lCheckOweTime=datetime.datetime.now()+datetime.timedelta(seconds=-90000)
g.money = context.portfolio.cash
# 文件
g.file_path = get_research_path() + 'upload_file/UserGridS.db'
g.file_json_path = get_research_path() + 'upload_file/UserGridJson.txt'
log.info(g.file_path)
print("初始资金=",context.portfolio.cash,"留=",g.out_money)
# 创建数据库引擎对象
#LoadTradeLog()
LoadTaskList()
ClearTradeLog(720,180)
do_one_task(context,1)
# 定义一个周期处理函数，每3秒执行一次
if g.is_trade>0 or get_position_count(context)>0:
run_interval(context, interval_handle, seconds = 3)
run_daily(context, after_trading_order_test, time="15:02")
run_daily(context, after_trading_order_test, time="15:10")
run_daily(context, after_trading_order_test, time="15:15")
run_daily(context, after_trading_order_test, time="15:20")
run_daily(context, after_trading_order_test, time="15:25")
run_daily(context, after_trading_order_test, time="15:29")
g.is_trade = 1
else:
g.is_trade = 0
g.security = "600570.SS"
set_universe(g.security)
pass
def do_one_task(context,first):
print("执行一次开始 卖出",first)
#非初始化
if first<=0:
g.done = 1
CheckUserOrderList()
CheckBonusList()
g.have_count=0
CheckOweTaskList(context)
WriteUserMoney()
for TaskInfo in g.TaskList:
#SaveTaskInfo(TaskInfo);
#IsTaskStart(TaskInfo)
CheckTaskInfo(TaskInfo,first)
SaveTaskPrice(TaskInfo)
# if TaskInfo.szTaskName=="113549.SS":
# SaveTradeLog(TaskInfo,TaskInfo.lGridPrice,10,",test")
if g.is_trade<=0:
StartList = []
StopList = []
#000001 启动
StartList.append("0")
StopList.append("123099")
print(StartList)
for info in StartList:
print(info)
StartStopTask(info,1)
for info in StopList:
StartStopTask(info,0)
ReadJsonFile()
PrintTaskList(0)
log.info("执行一次结束")
pass
def do_end_task(context):
CheckOweTaskList(context)
for TaskInfo in g.TaskList:
SaveTaskPrice(TaskInfo)
GetTaskItemPrice(context,TaskInfo)
def StartStopTask(szTaskName,dwStart = 1):
if dwStart>0:
TaskInfo=FindTaskInfoByID(szTaskName)
if TaskInfo is not None and TaskInfo.lStatus<9:
TaskInfo.lGridValue = 1
TaskInfo.lStatus = 9
if abs(TaskInfo.lNewPrice-TaskInfo.lGridPrice)>0.4:
TaskInfo.lGridPrice = TaskInfo.lNewPrice
if TaskInfo.lMaxOweCount<=0:
TaskInfo.lMaxOweCount = 250
if TaskInfo.lOweCount>=150 :
TaskInfo.lMaxOweCount = TaskInfo.lOweCount+150
if TaskInfo.lOweCount>=10000 :
TaskInfo.lGridValue = 0.01*int(TaskInfo.lNewPrice*10)/10
if(TaskInfo.lGridValue<=0):
TaskInfo.lGridValue = 0.01
TaskInfo.lGridCount = 1000
TaskInfo.lMaxOweCount = TaskInfo.lOweCount+10000
SaveTaskStatus(TaskInfo)
else:
TaskInfo=FindTaskInfoByID(szTaskName)
if TaskInfo is not None and TaskInfo.lStatus!=1:
TaskInfo.lStatus = 1
SaveTaskStatus(TaskInfo)
def handle_data(context, data):
#log.info(('handle_time{}'.format(datetime.datetime.now()))
#print("handle_time:",datetime.datetime.now())
#print(datetime.datetime.now())
#interval_handle(context)
if g.done==0:
do_one_task(context,0)
pass
def interval_handle(context):
current_time = context.current_dt.time()
# ready_time = time(9, 30)
# end_time = time(15, 0)
if(current_time <= time(9, 30)):
g.time_state = 0
elif (current_time > time(15, 0)):
g.time_state = 9
elif (current_time > time(14, 30)):
g.time_state = 2
else:
g.time_state = 1
#print("interval_time:",datetime.datetime.now())
if g.done==0:
do_one_task(context,0)
#执行任务
DoTaskList(context)
pass
def before_trading_start(context, data):
if g.is_trade<=0:
return
print("每日开始 检测取消任务")
for TaskInfo in g.TaskList:
CheckCancelTask(TaskInfo)
ResetDayTask(TaskInfo)
pass
def after_trading_order_test(context):
print("盘后交易 留=",g.out_money)
do_end_task(context)
if g.do_end<=0:
return
if g.margin>0:
return
#g.security = "131810.SZ"
g.security = "204001.SS"
stock = g.security
snapshot = get_snapshot(g.security)
print("盘后交易 =",snapshot)
g.money = context.portfolio.cash
WriteUserMoney()
CheckOweTaskList(context,1)
def on_order_response(context, order_list):
print("订单产生 开始")
pass
def on_trade_response(context, trade_list):
log.info("订单成交 开始")
WriteUserMoney()
for trade in trade_list:
print(trade)
amount = trade['business_amount']
stock = trade['stock_code']
price = trade['business_price']
status = trade['status']
if not(status =="7" or status =="8"):
return
#print("订单成交",stock,"价格",price,"数量",amount)
str = ""
if amount>0:
str = "订单成交 买入:{},价格{},数量{}".format(stock,price,amount)
#print("订单成交 买入:","代码=",stock,"价格",price,"数量=",amount)
elif amount<0:
str = "订单成交 卖出:{},价格{},数量{}".format(stock,price,amount)
#print("订单成交 卖出:","代码=",stock,"价格",price,"数量=",amount)
log.info(str)
TaskInfo = FindTaskInfoByID(stock)
if TaskInfo is not None :
TaskInfo.lDealPrice = price
if IsTaskStart(TaskInfo):
TradeTaskInfo(TaskInfo,amount)
TaskInfo.lDoType = 0
TaskInfo.lDoCount += 1
TaskInfo.lTradeTime = datetime.datetime.now()
g.trade_count += 1
g.last_name = TaskInfo.szNickName
if amount>0:
TaskInfo.lBuyCount += 1
g.last_name += "-买"
else:
g.sell_count += 1
TaskInfo.lSellCount += 1
g.last_name += "-卖"
SaveTaskInfo(TaskInfo)
SaveTradeLog(TaskInfo,price,amount,",trade log")
else:
SaveTaskInfo(TaskInfo)
pass
def after_trading_end(context, data):
do_one_task(context,1)
print("盘后交易结束")
pass
def WriteUserMoney():
str = "UPDATE UserList SET UseMoney={}".format(g.money+g.buy_money)
WriteSql(str,1)
pass
def LoadTaskList(TaskName=""):
#g.file_path = get_research_path() + 'upload_file/test.db'
conn = sqlite3.connect(g.file_path)
# 创建一个Cursor:
cursor = conn.cursor()
# 执行一条SQL语句，创建user表:
#cursor.execute('create table user (id varchar(20) primary key, name varchar(20))')
# 继续执行一条SQL语句，插入一条记录:
#cursor.execute('insert into user (id, name) values (\'1\', \'Michael\')')
# 通过rowcount获得插入的行数:
#print(cursor.rowcount)
#cursor.execute("select name from sqlite_master where type='table'")
#tab_name=cursor.fetchall()
#print(tab_name)
cursor.execute('pragma table_info({})'.format("TaskList"))
col_name=cursor.fetchall()
#print(col_name)
col_name=[x[1] for x in col_name]
#cursor = conn.execute("SELECT * from user")
str = "SELECT * from TaskList order by sort,Status desc,TaskName"
if TaskName is not None and len(TaskName)>0:
print("加载=",TaskName)
str= "SELECT * from TaskList where TaskName='"+TaskName+"'"
cursor = conn.execute(str)
#for row in cursor:
#print("{}\t{}\t{}\t{}\t{}".format(row[1],row[2],row[3],row[4],row[5]))
#print("任务行数=",cursor.rowcount)
allData = cursor.fetchall()
print("直接获取全部记录：")
for item in allData:
#print(item)
#print(item[GetTableIndex(col_name,"TaskName")])
#print(item[GetTableIndex(col_name,"GridValue")])
szTaskName = item[GetTableIndex(col_name,"TaskName")]
TaskInfo = FindTaskInfoByID(szTaskName)
bHave = 1
if TaskInfo is None:
TaskInfo = NewTaskInfo()
bHave = 0
TaskInfo.ID = item[GetTableIndex(col_name,"ID")]
TaskInfo.szTaskName = szTaskName
TaskInfo.szNickName = item[GetTableIndex(col_name,"NickName")]
TaskInfo.lGridValue = item[GetTableIndex(col_name,"GridValue")]
TaskInfo.lGridPrice = item[GetTableIndex(col_name,"GridPrice")]
TaskInfo.lDealPrice = item[GetTableIndex(col_name,"DealPrice")]
TaskInfo.lGridPrice = round(TaskInfo.lGridPrice,3)
TaskInfo.lNewPrice = item[GetTableIndex(col_name,"NewPrice")]
TaskInfo.lStatus = item[GetTableIndex(col_name,"Status")]
TaskInfo.lDoType = item[GetTableIndex(col_name,"DoType")]
TaskInfo.lOweCount = item[GetTableIndex(col_name,"OweCount")]
TaskInfo.lMaxOweCount = item[GetTableIndex(col_name,"MaxOweCount")]
TaskInfo.lBonusDate = datetime.datetime.strptime(item[GetTableIndex(col_name,"BonusDate")], "%Y-%m-%d %H:%M:%S")
if TaskInfo.szTaskName.find("SS")>=0:
TaskInfo.sh=1
elif TaskInfo.lSzGridCount>0:
TaskInfo.lGridCount = TaskInfo.lSzGridCount
if bHave<=0:
g.TaskList.append(TaskInfo)
#print("超时",IsTimeCancelTask(TaskInfo,400))
#print("任务行数=",len(g.TaskList))
PrintTaskList(0)
#for TaskInfo in g.TaskList:
# print("任务:",TaskInfo.szTaskName,"网格价:",TaskInfo.lGridPrice,"格点:",TaskInfo.lGridValue)
lValue = 5
#for TaskInfo in g.TaskList:
#TaskInfo.lGridValue = lValue
#UpdateTaskInfo(TaskInfo)
# 关闭Cursor:
cursor.close()
# 提交事务:
conn.commit()
# 关闭Connection:
conn.close()
pass
def WriteSql(str,bLog =0):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
if bLog>0:
print(str)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def InsertTaskInfo(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " insert into TaskList (TaskName, Status,DoType,OweCount,GridValue,GridPrice,NewPrice) "
str += " values (\'{}\', {},{},{},{},{},{})".format(TaskInfo.szTaskName, TaskInfo.lStatus,TaskInfo.lDoType,TaskInfo.lOweCount\
,TaskInfo.lGridValue,TaskInfo.lGridPrice,TaskInfo.lNewPrice)
print(str)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskInfo(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
str += " Status={}".format(TaskInfo.lStatus)
str += " ,DoType={}".format(TaskInfo.lDoType)
str += " ,OweCount={}".format(TaskInfo.lOweCount)
str += " ,GridPrice={}".format(TaskInfo.lGridPrice)
if(TaskInfo.lNewPrice>0):
str += " ,NewPrice={}".format(TaskInfo.lNewPrice)
str += " ,DealPrice={}".format(TaskInfo.lDealPrice)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where TaskName=\'{}\'".format(TaskInfo.szTaskName)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskPrice(TaskInfo,bBonus=0,bGridPrice=0):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
if(TaskInfo.lNewPrice>0):
str += " NewPrice={}".format(TaskInfo.lNewPrice)
if bBonus>0:
str += " ,BonusDate=\'{}\'".format(TaskInfo.lBonusDate)
if bGridPrice>0:
str += " ,GridPrice={}".format(TaskInfo.lGridPrice)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where TaskName=\'{}\'".format(TaskInfo.szTaskName)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskStatus(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
str += " Status={}".format(TaskInfo.lStatus)
str += " ,GridValue={}".format(TaskInfo.lGridValue)
str += " ,MaxOweCount={}".format(TaskInfo.lMaxOweCount)
str += " ,GridPrice={}".format(TaskInfo.lGridPrice)
str += " ,DealPrice={}".format(TaskInfo.lGridPrice)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where TaskName=\'{}\'".format(TaskInfo.szTaskName)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskInfoByID(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
str += " TaskName=\'{}\'".format(TaskInfo.szTaskName)
str += " ,NickName=\'{}\'".format(TaskInfo.szNickName)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where ID={}".format(TaskInfo.ID)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def DelTaskInfoByID(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = "DELETE FROM TaskList"
str += " where ID={}".format(TaskInfo.ID)
print(str)
cursor = conn.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def DelTaskInfoByTaskName(szTaskName):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = "DELETE FROM TaskList"
str += " where TaskName=\'{}\'".format(szTaskName)
print(str)
cursor = conn.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def TradeTaskInfo(TaskInfo,amount):
TaskInfo.lOweCount += amount
num = abs(amount)
if num>TaskInfo.lGridCount*g.max_mul:
num = TaskInfo.lGridCount*g.max_mul
lGridValue = TaskInfo.lGridValue*((num)/TaskInfo.lGridCount)
if TaskInfo.lDoType>0 and abs(amount)<=TaskInfo.lGridCount*g.max_mul:
if amount>0:
TaskInfo.lGridPrice -= lGridValue
elif amount<0:
TaskInfo.lGridPrice += lGridValue
TaskInfo.lGridPrice = round(TaskInfo.lGridPrice,3)
pass
def SaveTradeLog(TaskInfo,lPrice,lNum,note):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
Status = 1
szNote = "buy"
if lNum<0:
Status=2
szNote = "sell"
szNote += note
str = " insert into ListTradeLog (TaskName,NickName, Status,OweCount,Price,Count,Note,GridValue,GridPrice,MaxOweCount) "
str += " values (\'{}\',\'{}\', {},{} ,{},{},\'{}\' ,{},{},{})".format(TaskInfo.szTaskName,TaskInfo.szNickName, Status,TaskInfo.lOweCount\
,lPrice,lNum,szNote \
,TaskInfo.lGridValue,TaskInfo.lGridPrice,TaskInfo.lMaxOweCount)
#print(str)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def LoadTradeLog():
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
cursor = conn.execute("SELECT * from ListTradeLog order by Updatedate desc limit 5;")
allData = cursor.fetchall()
for item in allData:
print(item)
cursor.close()
conn.commit()
conn.close()
def ClearTradeLog(log_day,ask_day):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
lTime = datetime.datetime.now()+datetime.timedelta(days=-log_day)
str = "DELETE FROM ListTradeLog WHERE Updatedate <= "
str += "\'{}\'".format(lTime)
print(str)
cursor = conn.execute(str)
lTime = datetime.datetime.now()+datetime.timedelta(days=-ask_day)
str = "DELETE FROM ListTradeAskLog WHERE Updatedate <= "
str += "\'{}\'".format(lTime)
print(str)
cursor = conn.execute(str)
cursor.close()
conn.commit()
conn.close()
#获得表字段名索引
def GetTableIndex(col_name,find_name):
index = 0
for name in col_name:
if name==find_name:
return index
else:
index+= 1
return 1000
def PrintTaskInfo(TaskInfo,index):
dif = TaskInfo.lNewPrice-TaskInfo.lGridPrice
dif = round(dif,2)
strBuy = ""
if(dif<=-TaskInfo.lGridValue ):
if TaskInfo.lOweCount<TaskInfo.lMaxOweCount:
strBuy = "-buy"
if TaskInfo.lOweCount>=TaskInfo.lMaxOweCount:
if (dif<=-TaskInfo.lGridValue ):
strBuy += "-BM"
else:
strBuy += "-M"
str = "{}:{}任务:{}-{}{},点{},状态{}-{},持{}/{},格价{},新{}-{}差{}{},量{}".format(index,TaskInfo.ID,TaskInfo.szTaskName,TaskInfo.szNickName,TaskInfo.sh\
,TaskInfo.lGridValue,TaskInfo.lStatus,TaskInfo.lDoType\
,TaskInfo.lOweCount,TaskInfo.lMaxOweCount\
,TaskInfo.lGridPrice ,TaskInfo.lCur,TaskInfo.lNewPrice,dif,strBuy,TaskInfo.lVol)
str += ')'
if(TaskInfo.lSellCount>0 or TaskInfo.lBuyCount):
str2 = "卖{}买{}".format(TaskInfo.lSellCount,TaskInfo.lBuyCount)
str += str2
print(str)
pass
def PrintTaskList(dwType,bShow=1):
if bShow:
print("任务输出行数=",len(g.TaskList))
status = 9
index = 1
if dwType>0:
for TaskInfo in g.TaskList:
if TaskInfo.lStatus==dwType:
PrintTaskInfo(TaskInfo,index)
index += 1
else:
for TaskInfo in g.TaskList:
if TaskInfo.lStatus>=9:
PrintTaskInfo(TaskInfo,index)
index += 1
print("----")
for TaskInfo in g.TaskList:
if TaskInfo.lStatus<9:
PrintTaskInfo(TaskInfo,index)
index += 1
if bShow:
print("任务输出结束")
pass
def isDebt(TaskName):
if TaskName[0:2] == '11':
return 1
elif TaskName[0:2] == '12':
return 2
return 0
def isFund(TaskName):
strF = TaskName[0:2]
strF1 = TaskName[0:1]
if strF == '51' or strF == '50' or strF == '52' or strF1 == '5':
return 1
elif strF == '15' or strF == '16':
return 2
return 0
def IsTaskInfo(TaskName):
for info in g.TaskList:
if info.szTaskName == TaskName:
return 1
return 0
def FindTaskInfoByName(TaskName):
for info in g.TaskList:
if info.szTaskName == TaskName:
return info
return None
def FindTaskInfoByID(TaskName):
taskID = TaskName[0:6]
for info in g.TaskList:
if info.szTaskName[0:6] == taskID:
return info
return None
def UpdateTaskInfo(TaskInfo):
for info in g.TaskList:
if info.szTaskName == TaskInfo.szTaskName:
info = TaskInfo
pass
def ClearDataTaskInfo(TaskInfo):
if(TaskInfo is None):
return
pass
def ResetDayTask(TaskInfo):
TaskInfo.lDoCount = 0
TaskInfo.lBuyCount = 0
TaskInfo.lSellCount = 0
TaskInfo.lDoType = 0
g.trade_count = 0
g.sell_count = 0
def GetLastTime(last_time):
return (datetime.datetime.now()-last_time).total_seconds()
pass
def AskUserMoney(context):
pass
def ask_position_list():
order_list=get_positions()
return [x for x in order_list if order_list[x].amount != 0]
采用Ptrade交易，python环境，不需要自有服务器
交易记录：https://www.jisilu.cn/question/510498?item_id=5342802&rf=false&lastpage=true#!answer_5342802
之前说过要公布运行源码，现公布如下 ：
import pandas as pd
import sqlite3
from datetime import datetime
from datetime import time
import datetime
import json
class NewTaskInfo(object):
def __init__(self):
self.ID = 0
self.szTaskName = ""
self.szNickName = ""
self.lStatus = 1
self.lCur = 0
self.lGridPrice = 0.0
self.lGridValue = 0.0
self.lMaxSell = 0
self.lMaxPrice = 0.0
self.lFallPrice = 0.0
self.lGridCount = 10
self.lSzGridCount = 10
self.lNewPrice = 0.0
self.lDealPrice = 0.0
self.lVol = 0.0
self.lOweCount = 0
self.lMaxOweCount=0
self.lMinOweCount=0
#0无 1买 2卖 3取消
self.lDoCount=0
self.lBuyCount=0
self.lSellCount=0
self.lDoType=0
self.lBonusDate = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lDoTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lTradeTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lCancelTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lLastPriceTime = datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.lLastSaveTime = datetime.datetime.now()
self.lLastTime=0
self.lDoPrice = 0.0
self.lMaxPrice=0.0
self.lMaxTime=datetime.datetime.now()+datetime.timedelta(seconds=-90000)
self.sh=0
self.debt=0
self.show_count = 0
self.lNewTask=0
self.have_count = 0
pass
def initialize(context):
# 初始化策略
# 是否交易
g.err = 0
g.is_trade = 0
g.is_auto = 1
#是否融
g.margin = 0
#是否盘后
g.do_end = 1
# 当天最大买或卖数
g.max_buy_count = 40
g.max_trade_count = 15
#最大倍数
g.max_mul = 2
# 资金少于则不买入
g.limit_money = 1000
# 买卖少于则不操作
g.min_buy_money = 700
g.max_buy_money = 3000
# 留多少钱不回购
g.out_money = 1000
# 放大量
g.more_vol = 3
# 时间状态 0未开始 1交易中 2交易中快结束 9盘后
g.time_state = 1
g.money = 0
g.buy_money = 0.0
g.buy_str = ''
g.last_money = 0
g.need_money = 0.0
g.done = 0
g.sell_count = 0
g.trade_count = 0
g.last_name = ""
g.have_count = 0
g.TaskList = []
g.bLastTrade = 0
g.last_log_time = datetime.datetime.now()+datetime.timedelta(days=-1)
g.last_trade_log_time = datetime.datetime.now()
g.last_save_money_time = datetime.datetime.now()+datetime.timedelta(days=-1)
g.last_read_json_time = datetime.datetime.now()
g.lCheckOweTime=datetime.datetime.now()+datetime.timedelta(seconds=-90000)
g.money = context.portfolio.cash
# 文件
g.file_path = get_research_path() + 'upload_file/UserGridS.db'
g.file_json_path = get_research_path() + 'upload_file/UserGridJson.txt'
log.info(g.file_path)
print("初始资金=",context.portfolio.cash,"留=",g.out_money)
# 创建数据库引擎对象
#LoadTradeLog()
LoadTaskList()
ClearTradeLog(720,180)
do_one_task(context,1)
# 定义一个周期处理函数，每3秒执行一次
if g.is_trade>0 or get_position_count(context)>0:
run_interval(context, interval_handle, seconds = 3)
run_daily(context, after_trading_order_test, time="15:02")
run_daily(context, after_trading_order_test, time="15:10")
run_daily(context, after_trading_order_test, time="15:15")
run_daily(context, after_trading_order_test, time="15:20")
run_daily(context, after_trading_order_test, time="15:25")
run_daily(context, after_trading_order_test, time="15:29")
g.is_trade = 1
else:
g.is_trade = 0
g.security = "600570.SS"
set_universe(g.security)
pass
def do_one_task(context,first):
print("执行一次开始 卖出",first)
#非初始化
if first<=0:
g.done = 1
CheckUserOrderList()
CheckBonusList()
g.have_count=0
CheckOweTaskList(context)
WriteUserMoney()
for TaskInfo in g.TaskList:
#SaveTaskInfo(TaskInfo);
#IsTaskStart(TaskInfo)
CheckTaskInfo(TaskInfo,first)
SaveTaskPrice(TaskInfo)
# if TaskInfo.szTaskName=="113549.SS":
# SaveTradeLog(TaskInfo,TaskInfo.lGridPrice,10,",test")
if g.is_trade<=0:
StartList = []
StopList = []
#000001 启动
StartList.append("0")
StopList.append("123099")
print(StartList)
for info in StartList:
print(info)
StartStopTask(info,1)
for info in StopList:
StartStopTask(info,0)
ReadJsonFile()
PrintTaskList(0)
log.info("执行一次结束")
pass
def do_end_task(context):
CheckOweTaskList(context)
for TaskInfo in g.TaskList:
SaveTaskPrice(TaskInfo)
GetTaskItemPrice(context,TaskInfo)
def StartStopTask(szTaskName,dwStart = 1):
if dwStart>0:
TaskInfo=FindTaskInfoByID(szTaskName)
if TaskInfo is not None and TaskInfo.lStatus<9:
TaskInfo.lGridValue = 1
TaskInfo.lStatus = 9
if abs(TaskInfo.lNewPrice-TaskInfo.lGridPrice)>0.4:
TaskInfo.lGridPrice = TaskInfo.lNewPrice
if TaskInfo.lMaxOweCount<=0:
TaskInfo.lMaxOweCount = 250
if TaskInfo.lOweCount>=150 :
TaskInfo.lMaxOweCount = TaskInfo.lOweCount+150
if TaskInfo.lOweCount>=10000 :
TaskInfo.lGridValue = 0.01*int(TaskInfo.lNewPrice*10)/10
if(TaskInfo.lGridValue<=0):
TaskInfo.lGridValue = 0.01
TaskInfo.lGridCount = 1000
TaskInfo.lMaxOweCount = TaskInfo.lOweCount+10000
SaveTaskStatus(TaskInfo)
else:
TaskInfo=FindTaskInfoByID(szTaskName)
if TaskInfo is not None and TaskInfo.lStatus!=1:
TaskInfo.lStatus = 1
SaveTaskStatus(TaskInfo)
def handle_data(context, data):
#log.info(('handle_time{}'.format(datetime.datetime.now()))
#print("handle_time:",datetime.datetime.now())
#print(datetime.datetime.now())
#interval_handle(context)
if g.done==0:
do_one_task(context,0)
pass
def interval_handle(context):
current_time = context.current_dt.time()
# ready_time = time(9, 30)
# end_time = time(15, 0)
if(current_time <= time(9, 30)):
g.time_state = 0
elif (current_time > time(15, 0)):
g.time_state = 9
elif (current_time > time(14, 30)):
g.time_state = 2
else:
g.time_state = 1
#print("interval_time:",datetime.datetime.now())
if g.done==0:
do_one_task(context,0)
#执行任务
DoTaskList(context)
pass
def before_trading_start(context, data):
if g.is_trade<=0:
return
print("每日开始 检测取消任务")
for TaskInfo in g.TaskList:
CheckCancelTask(TaskInfo)
ResetDayTask(TaskInfo)
pass
def after_trading_order_test(context):
print("盘后交易 留=",g.out_money)
do_end_task(context)
if g.do_end<=0:
return
if g.margin>0:
return
#g.security = "131810.SZ"
g.security = "204001.SS"
stock = g.security
snapshot = get_snapshot(g.security)
print("盘后交易 =",snapshot)
g.money = context.portfolio.cash
WriteUserMoney()
CheckOweTaskList(context,1)
def on_order_response(context, order_list):
print("订单产生 开始")
pass
def on_trade_response(context, trade_list):
log.info("订单成交 开始")
WriteUserMoney()
for trade in trade_list:
print(trade)
amount = trade['business_amount']
stock = trade['stock_code']
price = trade['business_price']
status = trade['status']
if not(status =="7" or status =="8"):
return
#print("订单成交",stock,"价格",price,"数量",amount)
str = ""
if amount>0:
str = "订单成交 买入:{},价格{},数量{}".format(stock,price,amount)
#print("订单成交 买入:","代码=",stock,"价格",price,"数量=",amount)
elif amount<0:
str = "订单成交 卖出:{},价格{},数量{}".format(stock,price,amount)
#print("订单成交 卖出:","代码=",stock,"价格",price,"数量=",amount)
log.info(str)
TaskInfo = FindTaskInfoByID(stock)
if TaskInfo is not None :
TaskInfo.lDealPrice = price
if IsTaskStart(TaskInfo):
TradeTaskInfo(TaskInfo,amount)
TaskInfo.lDoType = 0
TaskInfo.lDoCount += 1
TaskInfo.lTradeTime = datetime.datetime.now()
g.trade_count += 1
g.last_name = TaskInfo.szNickName
if amount>0:
TaskInfo.lBuyCount += 1
g.last_name += "-买"
else:
g.sell_count += 1
TaskInfo.lSellCount += 1
g.last_name += "-卖"
SaveTaskInfo(TaskInfo)
SaveTradeLog(TaskInfo,price,amount,",trade log")
else:
SaveTaskInfo(TaskInfo)
pass
def after_trading_end(context, data):
do_one_task(context,1)
print("盘后交易结束")
pass
def WriteUserMoney():
str = "UPDATE UserList SET UseMoney={}".format(g.money+g.buy_money)
WriteSql(str,1)
pass
def LoadTaskList(TaskName=""):
#g.file_path = get_research_path() + 'upload_file/test.db'
conn = sqlite3.connect(g.file_path)
# 创建一个Cursor:
cursor = conn.cursor()
# 执行一条SQL语句，创建user表:
#cursor.execute('create table user (id varchar(20) primary key, name varchar(20))')
# 继续执行一条SQL语句，插入一条记录:
#cursor.execute('insert into user (id, name) values (\'1\', \'Michael\')')
# 通过rowcount获得插入的行数:
#print(cursor.rowcount)
#cursor.execute("select name from sqlite_master where type='table'")
#tab_name=cursor.fetchall()
#print(tab_name)
cursor.execute('pragma table_info({})'.format("TaskList"))
col_name=cursor.fetchall()
#print(col_name)
col_name=[x[1] for x in col_name]
#cursor = conn.execute("SELECT * from user")
str = "SELECT * from TaskList order by sort,Status desc,TaskName"
if TaskName is not None and len(TaskName)>0:
print("加载=",TaskName)
str= "SELECT * from TaskList where TaskName='"+TaskName+"'"
cursor = conn.execute(str)
#for row in cursor:
#print("{}\t{}\t{}\t{}\t{}".format(row[1],row[2],row[3],row[4],row[5]))
#print("任务行数=",cursor.rowcount)
allData = cursor.fetchall()
print("直接获取全部记录：")
for item in allData:
#print(item)
#print(item[GetTableIndex(col_name,"TaskName")])
#print(item[GetTableIndex(col_name,"GridValue")])
szTaskName = item[GetTableIndex(col_name,"TaskName")]
TaskInfo = FindTaskInfoByID(szTaskName)
bHave = 1
if TaskInfo is None:
TaskInfo = NewTaskInfo()
bHave = 0
TaskInfo.ID = item[GetTableIndex(col_name,"ID")]
TaskInfo.szTaskName = szTaskName
TaskInfo.szNickName = item[GetTableIndex(col_name,"NickName")]
TaskInfo.lGridValue = item[GetTableIndex(col_name,"GridValue")]
TaskInfo.lGridPrice = item[GetTableIndex(col_name,"GridPrice")]
TaskInfo.lDealPrice = item[GetTableIndex(col_name,"DealPrice")]
TaskInfo.lGridPrice = round(TaskInfo.lGridPrice,3)
TaskInfo.lNewPrice = item[GetTableIndex(col_name,"NewPrice")]
TaskInfo.lStatus = item[GetTableIndex(col_name,"Status")]
TaskInfo.lDoType = item[GetTableIndex(col_name,"DoType")]
TaskInfo.lOweCount = item[GetTableIndex(col_name,"OweCount")]
TaskInfo.lMaxOweCount = item[GetTableIndex(col_name,"MaxOweCount")]
TaskInfo.lBonusDate = datetime.datetime.strptime(item[GetTableIndex(col_name,"BonusDate")], "%Y-%m-%d %H:%M:%S")
if TaskInfo.szTaskName.find("SS")>=0:
TaskInfo.sh=1
elif TaskInfo.lSzGridCount>0:
TaskInfo.lGridCount = TaskInfo.lSzGridCount
if bHave<=0:
g.TaskList.append(TaskInfo)
#print("超时",IsTimeCancelTask(TaskInfo,400))
#print("任务行数=",len(g.TaskList))
PrintTaskList(0)
#for TaskInfo in g.TaskList:
# print("任务:",TaskInfo.szTaskName,"网格价:",TaskInfo.lGridPrice,"格点:",TaskInfo.lGridValue)
lValue = 5
#for TaskInfo in g.TaskList:
#TaskInfo.lGridValue = lValue
#UpdateTaskInfo(TaskInfo)
# 关闭Cursor:
cursor.close()
# 提交事务:
conn.commit()
# 关闭Connection:
conn.close()
pass
def WriteSql(str,bLog =0):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
if bLog>0:
print(str)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def InsertTaskInfo(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " insert into TaskList (TaskName, Status,DoType,OweCount,GridValue,GridPrice,NewPrice) "
str += " values (\'{}\', {},{},{},{},{},{})".format(TaskInfo.szTaskName, TaskInfo.lStatus,TaskInfo.lDoType,TaskInfo.lOweCount\
,TaskInfo.lGridValue,TaskInfo.lGridPrice,TaskInfo.lNewPrice)
print(str)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskInfo(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
str += " Status={}".format(TaskInfo.lStatus)
str += " ,DoType={}".format(TaskInfo.lDoType)
str += " ,OweCount={}".format(TaskInfo.lOweCount)
str += " ,GridPrice={}".format(TaskInfo.lGridPrice)
if(TaskInfo.lNewPrice>0):
str += " ,NewPrice={}".format(TaskInfo.lNewPrice)
str += " ,DealPrice={}".format(TaskInfo.lDealPrice)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where TaskName=\'{}\'".format(TaskInfo.szTaskName)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskPrice(TaskInfo,bBonus=0,bGridPrice=0):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
if(TaskInfo.lNewPrice>0):
str += " NewPrice={}".format(TaskInfo.lNewPrice)
if bBonus>0:
str += " ,BonusDate=\'{}\'".format(TaskInfo.lBonusDate)
if bGridPrice>0:
str += " ,GridPrice={}".format(TaskInfo.lGridPrice)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where TaskName=\'{}\'".format(TaskInfo.szTaskName)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskStatus(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
str += " Status={}".format(TaskInfo.lStatus)
str += " ,GridValue={}".format(TaskInfo.lGridValue)
str += " ,MaxOweCount={}".format(TaskInfo.lMaxOweCount)
str += " ,GridPrice={}".format(TaskInfo.lGridPrice)
str += " ,DealPrice={}".format(TaskInfo.lGridPrice)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where TaskName=\'{}\'".format(TaskInfo.szTaskName)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def SaveTaskInfoByID(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = " UPDATE TaskList SET "
str += " TaskName=\'{}\'".format(TaskInfo.szTaskName)
str += " ,NickName=\'{}\'".format(TaskInfo.szNickName)
str += " ,Updatedate=\'{}\'".format(datetime.datetime.now())
str += " where ID={}".format(TaskInfo.ID)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def DelTaskInfoByID(TaskInfo):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = "DELETE FROM TaskList"
str += " where ID={}".format(TaskInfo.ID)
print(str)
cursor = conn.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def DelTaskInfoByTaskName(szTaskName):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
str = "DELETE FROM TaskList"
str += " where TaskName=\'{}\'".format(szTaskName)
print(str)
cursor = conn.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def TradeTaskInfo(TaskInfo,amount):
TaskInfo.lOweCount += amount
num = abs(amount)
if num>TaskInfo.lGridCount*g.max_mul:
num = TaskInfo.lGridCount*g.max_mul
lGridValue = TaskInfo.lGridValue*((num)/TaskInfo.lGridCount)
if TaskInfo.lDoType>0 and abs(amount)<=TaskInfo.lGridCount*g.max_mul:
if amount>0:
TaskInfo.lGridPrice -= lGridValue
elif amount<0:
TaskInfo.lGridPrice += lGridValue
TaskInfo.lGridPrice = round(TaskInfo.lGridPrice,3)
pass
def SaveTradeLog(TaskInfo,lPrice,lNum,note):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
Status = 1
szNote = "buy"
if lNum<0:
Status=2
szNote = "sell"
szNote += note
str = " insert into ListTradeLog (TaskName,NickName, Status,OweCount,Price,Count,Note,GridValue,GridPrice,MaxOweCount) "
str += " values (\'{}\',\'{}\', {},{} ,{},{},\'{}\' ,{},{},{})".format(TaskInfo.szTaskName,TaskInfo.szNickName, Status,TaskInfo.lOweCount\
,lPrice,lNum,szNote \
,TaskInfo.lGridValue,TaskInfo.lGridPrice,TaskInfo.lMaxOweCount)
#print(str)
cursor.execute(str)
cursor.close()
conn.commit()
conn.close()
pass
def LoadTradeLog():
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
cursor = conn.execute("SELECT * from ListTradeLog order by Updatedate desc limit 5;")
allData = cursor.fetchall()
for item in allData:
print(item)
cursor.close()
conn.commit()
conn.close()
def ClearTradeLog(log_day,ask_day):
conn = sqlite3.connect(g.file_path)
cursor = conn.cursor()
lTime = datetime.datetime.now()+datetime.timedelta(days=-log_day)
str = "DELETE FROM ListTradeLog WHERE Updatedate <= "
str += "\'{}\'".format(lTime)
print(str)
cursor = conn.execute(str)
lTime = datetime.datetime.now()+datetime.timedelta(days=-ask_day)
str = "DELETE FROM ListTradeAskLog WHERE Updatedate <= "
str += "\'{}\'".format(lTime)
print(str)
cursor = conn.execute(str)
cursor.close()
conn.commit()
conn.close()
#获得表字段名索引
def GetTableIndex(col_name,find_name):
index = 0
for name in col_name:
if name==find_name:
return index
else:
index+= 1
return 1000
def PrintTaskInfo(TaskInfo,index):
dif = TaskInfo.lNewPrice-TaskInfo.lGridPrice
dif = round(dif,2)
strBuy = ""
if(dif<=-TaskInfo.lGridValue ):
if TaskInfo.lOweCount<TaskInfo.lMaxOweCount:
strBuy = "-buy"
if TaskInfo.lOweCount>=TaskInfo.lMaxOweCount:
if (dif<=-TaskInfo.lGridValue ):
strBuy += "-BM"
else:
strBuy += "-M"
str = "{}:{}任务:{}-{}{},点{},状态{}-{},持{}/{},格价{},新{}-{}差{}{},量{}".format(index,TaskInfo.ID,TaskInfo.szTaskName,TaskInfo.szNickName,TaskInfo.sh\
,TaskInfo.lGridValue,TaskInfo.lStatus,TaskInfo.lDoType\
,TaskInfo.lOweCount,TaskInfo.lMaxOweCount\
,TaskInfo.lGridPrice ,TaskInfo.lCur,TaskInfo.lNewPrice,dif,strBuy,TaskInfo.lVol)
str += ')'
if(TaskInfo.lSellCount>0 or TaskInfo.lBuyCount):
str2 = "卖{}买{}".format(TaskInfo.lSellCount,TaskInfo.lBuyCount)
str += str2
print(str)
pass
def PrintTaskList(dwType,bShow=1):
if bShow:
print("任务输出行数=",len(g.TaskList))
status = 9
index = 1
if dwType>0:
for TaskInfo in g.TaskList:
if TaskInfo.lStatus==dwType:
PrintTaskInfo(TaskInfo,index)
index += 1
else:
for TaskInfo in g.TaskList:
if TaskInfo.lStatus>=9:
PrintTaskInfo(TaskInfo,index)
index += 1
print("----")
for TaskInfo in g.TaskList:
if TaskInfo.lStatus<9:
PrintTaskInfo(TaskInfo,index)
index += 1
if bShow:
print("任务输出结束")
pass
def isDebt(TaskName):
if TaskName[0:2] == '11':
return 1
elif TaskName[0:2] == '12':
return 2
return 0
def isFund(TaskName):
strF = TaskName[0:2]
strF1 = TaskName[0:1]
if strF == '51' or strF == '50' or strF == '52' or strF1 == '5':
return 1
elif strF == '15' or strF == '16':
return 2
return 0
def IsTaskInfo(TaskName):
for info in g.TaskList:
if info.szTaskName == TaskName:
return 1
return 0
def FindTaskInfoByName(TaskName):
for info in g.TaskList:
if info.szTaskName == TaskName:
return info
return None
def FindTaskInfoByID(TaskName):
taskID = TaskName[0:6]
for info in g.TaskList:
if info.szTaskName[0:6] == taskID:
return info
return None
def UpdateTaskInfo(TaskInfo):
for info in g.TaskList:
if info.szTaskName == TaskInfo.szTaskName:
info = TaskInfo
pass
def ClearDataTaskInfo(TaskInfo):
if(TaskInfo is None):
return
pass
def ResetDayTask(TaskInfo):
TaskInfo.lDoCount = 0
TaskInfo.lBuyCount = 0
TaskInfo.lSellCount = 0
TaskInfo.lDoType = 0
g.trade_count = 0
g.sell_count = 0
def GetLastTime(last_time):
return (datetime.datetime.now()-last_time).total_seconds()
pass
def AskUserMoney(context):
pass
def ask_position_list():
order_list=get_positions()
return [x for x in order_list if order_list[x].amount != 0]
0
def DoTaskList(context):
if 1:
if g.err>0:
print("服务出错=",g.err)
return
print("-------------任务列表开始-------------")
g.money = context.portfolio.cash
g.need_money = 0.0
g.buy_money = 0.0
g.buy_str = ''
cur_time = datetime.datetime.now()
if(GetLastTime(g.last_read_json_time) >15):
g.last_read_json_time = datetime.datetime.now()
ReadJsonFile()
if GetLastTime(g.last_log_time) >=300:
g.last_log_time = datetime.datetime.now()
print("定时时间=",cur_time,"现金=",g.money);
PrintTaskList(0)
#WriteUserMoney()
if g.bLastTrade>0 and GetLastTime(g.last_trade_log_time) >=60:
g.bLastTrade = 0
g.last_trade_log_time = datetime.datetime.now()
PrintTaskList(9)
if GetLastTime(g.last_save_money_time) >60:
g.last_save_money_time = datetime.datetime.now()
WriteUserMoney()
CheckOweTaskList(context,0)
for TaskInfo in g.TaskList:
DoTaskItem(context,TaskInfo)
if g.have_count%10==9 and TaskInfo.have_count==0 and TaskInfo.lOweCount!=0:
print("持有数量设为0=",TaskInfo.szTaskName);
TaskInfo.lGridValue = 0
TaskInfo.lOweCount=0
TaskInfo.lStatus = 1
SaveTaskInfo(TaskInfo)
UpdateTaskInfo(TaskInfo);
CheckBuyMoneyTask(TaskInfo);
if(GetLastTime(TaskInfo.lTradeTime)>60):
GetTaskItemPrice(context,TaskInfo)
str = "现金{},需{},买{}{},上次{},卖{}买{}".format(g.money,g.need_money,g.buy_money,g.buy_str,g.last_name,g.sell_count,g.trade_count-g.sell_count)
print(str)
if g.money!=g.last_money:
if g.last_money>0:
WriteUserMoney()
print("写入现金变动")
g.last_money =g.money
print("-------------任务列表结束-------------")
pass
def isValidStock(snapshot,stock):
if(snapshot is None):
return 0
if not bool(snapshot[stock]):
return 0
get_stock = snapshot[stock]
if(get_stock is None):
return 0
return 1
def GetTaskItemPrice(context,TaskInfo):
TaskInfo.lLastPriceTime = datetime.datetime.now();
stock = TaskInfo.szTaskName
snapshot = get_snapshot(stock)
if(isValidStock(snapshot,stock) == 0):
return
#if len(snapshot)<=16：
#return;
trade_status = snapshot[stock]['trade_status']
if trade_status != 'TRADE':
return
TaskInfo.lNewPrice = snapshot[stock]['last_px']
if GetLastTime(TaskInfo.lLastSaveTime)>600:
TaskInfo.lLastSaveTime = datetime.datetime.now()
SaveTaskPrice(TaskInfo)
def DoTaskItem(context,TaskInfo):
TaskInfo.lCur=1
if IsTaskStart(TaskInfo)<=0:
return
TaskInfo.lCur=2
#print(TaskInfo.szTaskName)
# 获取实时行情快照
stock = TaskInfo.szTaskName
snapshot = get_snapshot(stock)
#print(snapshot[stock])
if(isValidStock(snapshot,stock) == 0):
return
if not bool(snapshot[stock]):
return
TaskInfo.lCur=3
#print(snapshot)
trade_status = snapshot[stock]['trade_status']
#print(trade_status)
if trade_status != 'TRADE' and trade_status !='ENDTR':
return
TaskInfo.lCur=4
#print("获取快照3",TaskInfo.szTaskName)
#print(snapshot)
buy_price = snapshot[stock]['bid_grp'][1][0]
sell_price = snapshot[stock]['offer_grp'][1][0]
new_price = snapshot[stock]['last_px']
TaskInfo.lVol = snapshot[stock]['vol_ratio']
TaskInfo.lNewPrice = new_price
TaskInfo.lLastPriceTime = datetime.datetime.now();
owe_count = TaskInfo.lOweCount
buy_count = TaskInfo.lGridCount
cur_time = datetime.datetime.now()
last_time = (cur_time-TaskInfo.lDoTime).total_seconds();
last_trade =GetLastTime(TaskInfo.lTradeTime)
TaskInfo.lLastTime = last_trade
if buy_price<0.1:
return
if (g.min_buy_money >new_price*TaskInfo.lGridCount):
return
if (g.max_buy_money <new_price*TaskInfo.lGridCount):
return
lDoType = 0
TaskInfo.lCur=5
IsNoWaitSell(TaskInfo)
#print("获取快照4",TaskInfo.szTaskName)
if last_trade<=30:
str = "-快照:{}-{},状态{},网{},价{}持{},点{},次{},时{})".format(TaskInfo.szTaskName,TaskInfo.szNickName,TaskInfo.lDoType,TaskInfo.lGridPrice\
,new_price,owe_count,TaskInfo.lGridValue,TaskInfo.lDoCount,int(last_trade))
print(str)
#print("获取快照1",TaskInfo.szTaskName,"状态",TaskInfo.lDoType,"网时",,"时",last_trade)
if TaskInfo.lDoType==3:
print("取消任务开始",TaskInfo.szTaskName)
CheckCancelTask(TaskInfo)
SetTaskDoTime(TaskInfo)
print("取消任务结束=",TaskInfo.szTaskName)
elif TaskInfo.lDoType==0 and last_trade>=30 and TaskInfo.sh>=0:
#print("获取快照2",TaskInfo.szTaskName,sell_price)
TaskInfo.lCur=6
if TaskInfo.sh<=0:
c_price=sell_price
sell_price = new_price
buy_price = new_price
if sell_price>=TaskInfo.lGridPrice+TaskInfo.lGridValue and owe_count>=TaskInfo.lGridCount and IsNoWaitSell(TaskInfo)>0:
TaskInfo.lCur=9
mul = int((sell_price-TaskInfo.lGridPrice)/TaskInfo.lGridValue)
if mul>g.max_mul:
mul = g.max_mul
buy_count = mul*TaskInfo.lGridCount
if buy_count>owe_count:
buy_count = owe_count
buy_count = -(buy_count)
print("任务卖出=",TaskInfo.szTaskName,TaskInfo.szNickName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"量",buy_count,"价格=",buy_price,"-",sell_price,"持有",owe_count)
if g.margin>0:
margin_trade(stock, buy_count, sell_price)
else:
order(stock, buy_count, sell_price)
lDoType = 2
TaskInfo.lDoType = lDoType
TaskInfo.lDoTime = datetime.datetime.now();
TaskInfo.lTradeTime = TaskInfo.lDoTime
TaskInfo.lCancelTime = TaskInfo.lDoTime
TaskInfo.lDoPrice = sell_price
elif owe_count<TaskInfo.lMaxOweCount and buy_price<=TaskInfo.lGridPrice-TaskInfo.lGridValue:
TaskInfo.lCur=8
one_price = buy_price*buy_count*1.01
if g.money>=one_price and one_price>=0.001:
mul = int((TaskInfo.lGridPrice-buy_price)/TaskInfo.lGridValue)
can_count = int(g.money/(one_price))
if mul>g.max_mul:
mul = g.max_mul
if mul>can_count:
mul = can_count
buy_count = mul*TaskInfo.lGridCount
if buy_count+owe_count>TaskInfo.lMaxOweCount:
buy_count = TaskInfo.lMaxOweCount-owe_count
buy_count = abs(buy_count)
print("任务买入=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price,"持有",owe_count)
if g.margin>0:
margin_trade(stock, buy_count, buy_price)
else:
order(stock, buy_count, buy_price)
g.money -= buy_price*buy_count*1.01
lDoType = 1
TaskInfo.lDoType = lDoType
TaskInfo.lDoTime = datetime.datetime.now();
TaskInfo.lTradeTime = TaskInfo.lDoTime
TaskInfo.lCancelTime = TaskInfo.lDoTime
TaskInfo.lDoPrice = buy_price
else:
g.need_money += buy_price*buy_count*1.01
elif TaskInfo.lDoType==2:
#print("取消卖",TaskInfo.szTaskName)
if sell_price<TaskInfo.lGridPrice-TaskInfo.lGridValue:
print("任务价格取消卖=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
elif IsTimeCancelTask(TaskInfo,last_time)>0 and sell_price>=TaskInfo.lGridPrice+TaskInfo.lGridValue and sell_price!=TaskInfo.lDoPrice:
print("任务超时取消卖=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
else:
CheckCancelTask(TaskInfo)
elif TaskInfo.lDoType==1:
#print("取消买",TaskInfo.szTaskName)
if buy_price>TaskInfo.lGridPrice + TaskInfo.lGridValue:
print("任务价格取消买=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
elif IsTimeCancelTask(TaskInfo,last_time)>0 and buy_price<=TaskInfo.lGridPrice+TaskInfo.lGridValue and buy_price!=TaskInfo.lDoPrice:
print("任务超时取消买=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
else:
print("当前买入",TaskInfo.szTaskName,"价",TaskInfo.lDoPrice)
CheckCancelTask(TaskInfo)
if lDoType>0:
print("更新任务",TaskInfo.szTaskName)
UpdateTaskInfo(TaskInfo)
SetTaskDoTime(TaskInfo)
if GetLastTime(g.last_trade_log_time) >30:
g.bLastTrade = 1
g.last_trade_log_time = datetime.datetime.now()
PrintTaskList(9)
elif GetLastTime(TaskInfo.lLastSaveTime)>300:
TaskInfo.lLastSaveTime = datetime.datetime.now()
SaveTaskPrice(TaskInfo)
pass
def ClearJsonFile():
file_path = g.file_json_path
# print("清除文件数据:",file_path)
try:
with open(file_path, 'w') as file:
# file.truncate(0) # 截断文件到 0 字节
pass # 不写入任何内容，文件被清空
except FileNotFoundError:
print(f"错误：文件未找到 - {file_path}")
def ReadJsonFile():
file_path = g.file_json_path
# print("读Json:",file_path)
try:
with open(file_path, 'r') as file:
# result = chardet.detect(f.read())
# print("文件格式:",result['encoding'])
lines = file.readlines()
for line in lines:
print(line.rstrip())
ParseJsonText(line.rstrip())
except FileNotFoundError:
print(f"错误：文件未找到 - {file_path}")
except UnicodeDecodeError:
print(f"错误：文件编码格式不匹配 - {file_path}")
ClearJsonFile()
pass
def ParseJsonText(str):
print("Json:行",str)
data = json.loads(str)
# print("Json:解",data)
dwType = data["dwType"]
if(dwType is None and dwType == 0):
return
if 1:
if g.err>0:
print("服务出错=",g.err)
return
print("-------------任务列表开始-------------")
g.money = context.portfolio.cash
g.need_money = 0.0
g.buy_money = 0.0
g.buy_str = ''
cur_time = datetime.datetime.now()
if(GetLastTime(g.last_read_json_time) >15):
g.last_read_json_time = datetime.datetime.now()
ReadJsonFile()
if GetLastTime(g.last_log_time) >=300:
g.last_log_time = datetime.datetime.now()
print("定时时间=",cur_time,"现金=",g.money);
PrintTaskList(0)
#WriteUserMoney()
if g.bLastTrade>0 and GetLastTime(g.last_trade_log_time) >=60:
g.bLastTrade = 0
g.last_trade_log_time = datetime.datetime.now()
PrintTaskList(9)
if GetLastTime(g.last_save_money_time) >60:
g.last_save_money_time = datetime.datetime.now()
WriteUserMoney()
CheckOweTaskList(context,0)
for TaskInfo in g.TaskList:
DoTaskItem(context,TaskInfo)
if g.have_count%10==9 and TaskInfo.have_count==0 and TaskInfo.lOweCount!=0:
print("持有数量设为0=",TaskInfo.szTaskName);
TaskInfo.lGridValue = 0
TaskInfo.lOweCount=0
TaskInfo.lStatus = 1
SaveTaskInfo(TaskInfo)
UpdateTaskInfo(TaskInfo);
CheckBuyMoneyTask(TaskInfo);
if(GetLastTime(TaskInfo.lTradeTime)>60):
GetTaskItemPrice(context,TaskInfo)
str = "现金{},需{},买{}{},上次{},卖{}买{}".format(g.money,g.need_money,g.buy_money,g.buy_str,g.last_name,g.sell_count,g.trade_count-g.sell_count)
print(str)
if g.money!=g.last_money:
if g.last_money>0:
WriteUserMoney()
print("写入现金变动")
g.last_money =g.money
print("-------------任务列表结束-------------")
pass
def isValidStock(snapshot,stock):
if(snapshot is None):
return 0
if not bool(snapshot[stock]):
return 0
get_stock = snapshot[stock]
if(get_stock is None):
return 0
return 1
def GetTaskItemPrice(context,TaskInfo):
TaskInfo.lLastPriceTime = datetime.datetime.now();
stock = TaskInfo.szTaskName
snapshot = get_snapshot(stock)
if(isValidStock(snapshot,stock) == 0):
return
#if len(snapshot)<=16：
#return;
trade_status = snapshot[stock]['trade_status']
if trade_status != 'TRADE':
return
TaskInfo.lNewPrice = snapshot[stock]['last_px']
if GetLastTime(TaskInfo.lLastSaveTime)>600:
TaskInfo.lLastSaveTime = datetime.datetime.now()
SaveTaskPrice(TaskInfo)
def DoTaskItem(context,TaskInfo):
TaskInfo.lCur=1
if IsTaskStart(TaskInfo)<=0:
return
TaskInfo.lCur=2
#print(TaskInfo.szTaskName)
# 获取实时行情快照
stock = TaskInfo.szTaskName
snapshot = get_snapshot(stock)
#print(snapshot[stock])
if(isValidStock(snapshot,stock) == 0):
return
if not bool(snapshot[stock]):
return
TaskInfo.lCur=3
#print(snapshot)
trade_status = snapshot[stock]['trade_status']
#print(trade_status)
if trade_status != 'TRADE' and trade_status !='ENDTR':
return
TaskInfo.lCur=4
#print("获取快照3",TaskInfo.szTaskName)
#print(snapshot)
buy_price = snapshot[stock]['bid_grp'][1][0]
sell_price = snapshot[stock]['offer_grp'][1][0]
new_price = snapshot[stock]['last_px']
TaskInfo.lVol = snapshot[stock]['vol_ratio']
TaskInfo.lNewPrice = new_price
TaskInfo.lLastPriceTime = datetime.datetime.now();
owe_count = TaskInfo.lOweCount
buy_count = TaskInfo.lGridCount
cur_time = datetime.datetime.now()
last_time = (cur_time-TaskInfo.lDoTime).total_seconds();
last_trade =GetLastTime(TaskInfo.lTradeTime)
TaskInfo.lLastTime = last_trade
if buy_price<0.1:
return
if (g.min_buy_money >new_price*TaskInfo.lGridCount):
return
if (g.max_buy_money <new_price*TaskInfo.lGridCount):
return
lDoType = 0
TaskInfo.lCur=5
IsNoWaitSell(TaskInfo)
#print("获取快照4",TaskInfo.szTaskName)
if last_trade<=30:
str = "-快照:{}-{},状态{},网{},价{}持{},点{},次{},时{})".format(TaskInfo.szTaskName,TaskInfo.szNickName,TaskInfo.lDoType,TaskInfo.lGridPrice\
,new_price,owe_count,TaskInfo.lGridValue,TaskInfo.lDoCount,int(last_trade))
print(str)
#print("获取快照1",TaskInfo.szTaskName,"状态",TaskInfo.lDoType,"网时",,"时",last_trade)
if TaskInfo.lDoType==3:
print("取消任务开始",TaskInfo.szTaskName)
CheckCancelTask(TaskInfo)
SetTaskDoTime(TaskInfo)
print("取消任务结束=",TaskInfo.szTaskName)
elif TaskInfo.lDoType==0 and last_trade>=30 and TaskInfo.sh>=0:
#print("获取快照2",TaskInfo.szTaskName,sell_price)
TaskInfo.lCur=6
if TaskInfo.sh<=0:
c_price=sell_price
sell_price = new_price
buy_price = new_price
if sell_price>=TaskInfo.lGridPrice+TaskInfo.lGridValue and owe_count>=TaskInfo.lGridCount and IsNoWaitSell(TaskInfo)>0:
TaskInfo.lCur=9
mul = int((sell_price-TaskInfo.lGridPrice)/TaskInfo.lGridValue)
if mul>g.max_mul:
mul = g.max_mul
buy_count = mul*TaskInfo.lGridCount
if buy_count>owe_count:
buy_count = owe_count
buy_count = -(buy_count)
print("任务卖出=",TaskInfo.szTaskName,TaskInfo.szNickName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"量",buy_count,"价格=",buy_price,"-",sell_price,"持有",owe_count)
if g.margin>0:
margin_trade(stock, buy_count, sell_price)
else:
order(stock, buy_count, sell_price)
lDoType = 2
TaskInfo.lDoType = lDoType
TaskInfo.lDoTime = datetime.datetime.now();
TaskInfo.lTradeTime = TaskInfo.lDoTime
TaskInfo.lCancelTime = TaskInfo.lDoTime
TaskInfo.lDoPrice = sell_price
elif owe_count<TaskInfo.lMaxOweCount and buy_price<=TaskInfo.lGridPrice-TaskInfo.lGridValue:
TaskInfo.lCur=8
one_price = buy_price*buy_count*1.01
if g.money>=one_price and one_price>=0.001:
mul = int((TaskInfo.lGridPrice-buy_price)/TaskInfo.lGridValue)
can_count = int(g.money/(one_price))
if mul>g.max_mul:
mul = g.max_mul
if mul>can_count:
mul = can_count
buy_count = mul*TaskInfo.lGridCount
if buy_count+owe_count>TaskInfo.lMaxOweCount:
buy_count = TaskInfo.lMaxOweCount-owe_count
buy_count = abs(buy_count)
print("任务买入=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price,"持有",owe_count)
if g.margin>0:
margin_trade(stock, buy_count, buy_price)
else:
order(stock, buy_count, buy_price)
g.money -= buy_price*buy_count*1.01
lDoType = 1
TaskInfo.lDoType = lDoType
TaskInfo.lDoTime = datetime.datetime.now();
TaskInfo.lTradeTime = TaskInfo.lDoTime
TaskInfo.lCancelTime = TaskInfo.lDoTime
TaskInfo.lDoPrice = buy_price
else:
g.need_money += buy_price*buy_count*1.01
elif TaskInfo.lDoType==2:
#print("取消卖",TaskInfo.szTaskName)
if sell_price<TaskInfo.lGridPrice-TaskInfo.lGridValue:
print("任务价格取消卖=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
elif IsTimeCancelTask(TaskInfo,last_time)>0 and sell_price>=TaskInfo.lGridPrice+TaskInfo.lGridValue and sell_price!=TaskInfo.lDoPrice:
print("任务超时取消卖=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
else:
CheckCancelTask(TaskInfo)
elif TaskInfo.lDoType==1:
#print("取消买",TaskInfo.szTaskName)
if buy_price>TaskInfo.lGridPrice + TaskInfo.lGridValue:
print("任务价格取消买=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
elif IsTimeCancelTask(TaskInfo,last_time)>0 and buy_price<=TaskInfo.lGridPrice+TaskInfo.lGridValue and buy_price!=TaskInfo.lDoPrice:
print("任务超时取消买=",TaskInfo.szTaskName,"格价",TaskInfo.lGridPrice,"格点",TaskInfo.lGridValue,"价格=",buy_price,"-",sell_price)
CancelTask(TaskInfo)
lDoType = 3
TaskInfo.lDoType = lDoType
else:
print("当前买入",TaskInfo.szTaskName,"价",TaskInfo.lDoPrice)
CheckCancelTask(TaskInfo)
if lDoType>0:
print("更新任务",TaskInfo.szTaskName)
UpdateTaskInfo(TaskInfo)
SetTaskDoTime(TaskInfo)
if GetLastTime(g.last_trade_log_time) >30:
g.bLastTrade = 1
g.last_trade_log_time = datetime.datetime.now()
PrintTaskList(9)
elif GetLastTime(TaskInfo.lLastSaveTime)>300:
TaskInfo.lLastSaveTime = datetime.datetime.now()
SaveTaskPrice(TaskInfo)
pass
def ClearJsonFile():
file_path = g.file_json_path
# print("清除文件数据:",file_path)
try:
with open(file_path, 'w') as file:
# file.truncate(0) # 截断文件到 0 字节
pass # 不写入任何内容，文件被清空
except FileNotFoundError:
print(f"错误：文件未找到 - {file_path}")
def ReadJsonFile():
file_path = g.file_json_path
# print("读Json:",file_path)
try:
with open(file_path, 'r') as file:
# result = chardet.detect(f.read())
# print("文件格式:",result['encoding'])
lines = file.readlines()
for line in lines:
print(line.rstrip())
ParseJsonText(line.rstrip())
except FileNotFoundError:
print(f"错误：文件未找到 - {file_path}")
except UnicodeDecodeError:
print(f"错误：文件编码格式不匹配 - {file_path}")
ClearJsonFile()
pass
def ParseJsonText(str):
print("Json:行",str)
data = json.loads(str)
# print("Json:解",data)
dwType = data["dwType"]
if(dwType is None and dwType == 0):
return
0
def CheckUserOrderList():
#get_open_orders
order_list=get_all_orders()
print("检查定单行数=",len(order_list))
log.info(order_list)
for order in order_list:
if order["status"]=="2" or order["status"]=="7":
#log.info(order)
symbol = order["symbol"]
amount = order["amount"]
print("代码=",symbol,"数量=","状态=",order["status"]);
TaskInfo = FindTaskInfoByID(symbol)
if TaskInfo is not None and amount>0:
print("定单任务购买=",symbol)
TaskInfo.lDoType=1
elif TaskInfo is not None and amount<0:
print("定单任务出售=",symbol)
TaskInfo.lDoType=2
pass
def CheckBonusList():
#return
curTime = datetime.datetime.now()
strDate = curTime.strftime('%Y%m%d')
print("检测分红,当前时间",curTime.strftime('%Y%m%d'))
for TaskInfo in g.TaskList :
print(TaskInfo.lBonusDate.strftime('%Y%m%d'))
if TaskInfo.lStatus>=9 and curTime.strftime('%Y%m%d')!=TaskInfo.lBonusDate.strftime('%Y%m%d'):
bonus_item=get_stock_exrights(TaskInfo.szTaskName,curTime.strftime('%Y%m%d'))
if bonus_item is not None:
print("分红:",TaskInfo.szTaskName)
#print(bonus_item.loc[strDate,'bonus_ps'])
TaskInfo.lBonusDate = datetime.datetime.now()
SaveTaskPrice(TaskInfo,1,1)
pass
def IsHaveUserOrder(TaskName):
order_list=get_all_orders()
for order in order_list:
if order["status"]=="2" or order["status"]=="7":
symbol = order["symbol"]
if len(symbol)>=6 and symbol[0:6] == TaskName[0:6]:
return 1
return 0
def get_position_count(context):
return len(get_position_list(context))
def get_position_list(context):
return [x for x in context.portfolio.positions if context.portfolio.positions[x].amount != 0]
def CancelTask(TaskInfo):
if GetLastTime(TaskInfo.lCancelTime)<30:
return
print("取消定单",TaskInfo.szTaskName)
TaskInfo.lCancelTime = datetime.datetime.now();
#SetTaskDoTime(TaskInfo)
order_list=get_all_orders()
for order in order_list:
symbol = order["symbol"]
amount = order["amount"]
price = order["price"]
if (order["status"]=="2" or order["status"]=="7") and symbol[0:6] == TaskInfo.szTaskName[0:6]:
print("取消定单=",symbol,"价格=",price,"数量=",amount)
cancel_order_ex(order)
pass
def IsTimeCancelTask(TaskInfo,lTime):
if TaskInfo.sh>0:
#上 60秒
if lTime>180:
return 1
else:
#深 10分钟 防止流量费
if lTime>18000:
return 1
# else:
# current_time = datetime.datetime.now()
# if (current_time > time(14, 0)):
# return 1
return 0
def CheckCancelTask(TaskInfo):
if TaskInfo.lDoType==3:
if IsHaveUserOrder(TaskInfo.szTaskName)<=0:
print("任务取消状态取消=",TaskInfo.szTaskName)
TaskInfo.lDoType=0
SaveTaskInfo(TaskInfo)
else:
CancelTask(TaskInfo)
elif TaskInfo.lDoType>0 and GetLastTime(TaskInfo.lDoTime)>=60:
SetTaskDoTime(TaskInfo)
if IsHaveUserOrder(TaskInfo.szTaskName)<=0:
print("任务买卖无单取消=",TaskInfo.szTaskName)
TaskInfo.lDoType=0
SaveTaskInfo(TaskInfo)
elif TaskInfo.lDoType==1:
#如果有买单
print("当前买",TaskInfo.szTaskName)
g.buy_money += round(TaskInfo.lNewPrice*TaskInfo.lGridCount,2)
g.buy_str += ','+TaskInfo.szTaskName
pass
def CheckBuyMoneyTask(TaskInfo):
if TaskInfo.lDoType==1:
g.buy_money += TaskInfo.lNewPrice*TaskInfo.lGridCount
g.buy_str += ','+TaskInfo.szTaskName
g.buy_str += ','+TaskInfo.szNickName
pass
def SetTaskDoTime(TaskInfo):
TaskInfo.lDoTime = datetime.datetime.now();
pass
def CheckOweTaskList(context,bCheck=0):
g.have_count += 1
# position_list = get_positions()
position_list = context.portfolio.positions
#g.last_log_time = datetime.datetime.now()
# print("持有=",position_list)
if GetLastTime(g.lCheckOweTime)>=30:
g.lCheckOweTime = datetime.datetime.now()
print("检查持有 行数=",len(position_list),"时间=",GetLastTime(g.last_log_time))
for pos in position_list:
position = position_list[pos]
# print("持有=",position.sid,"ID=",position.sid[0:6],"数=",position.amount)
if IsTaskInfo(position.sid) <=0:
print("添加持有=",position.sid)
info = NewTaskInfo()
info.ID = 0
info.lNewTask=1
info.szTaskName = position.sid
info.szNickName = ''
info.lGridPrice = position.last_sale_price
info.lNewPrice = position.last_sale_price
info.lOweCount = position.amount
#if g.is_auto>0 and info.lOweCount==100:
g.TaskList.append(info)
InsertTaskInfo(info)
LoadTaskList(position.sid);
TaskInfo = FindTaskInfoByID(position.sid)
CheckTaskInfo(TaskInfo,0)
print(TaskInfo)
print(TaskInfo.szTaskName,"持有=",TaskInfo.lOweCount)
if g.is_auto>0 and TaskInfo is not None :
amount = position.amount
SaveTradeLog(TaskInfo,TaskInfo.lNewPrice,amount,",no owen check")
if isDebt(TaskInfo.szTaskName)>0 and (TaskInfo.lOweCount==100 or TaskInfo.lOweCount==150 or TaskInfo.lOweCount==200):
print("auto start new task debt");
StartStopTask(TaskInfo.szTaskName,1)
elif isFund(TaskInfo.szTaskName) and (TaskInfo.lOweCount==10000 or TaskInfo.lOweCount==15000 ):
StartStopTask(TaskInfo.szTaskName,1)
print("auto start new task fund",isFund(TaskInfo.szTaskName));
print("添加持有 代码=",position.sid,"名称=","持有",position.amount)
else:
TaskInfo = FindTaskInfoByID(position.sid)
TaskInfo.lNewPrice = position.last_sale_price
TaskInfo.have_count += 1
# print("修改持有=",position.sid,"ID=",position.sid[0:6],"数=",position.amount)
if TaskInfo is not None and TaskInfo.lOweCount!=position.amount and (bCheck==1 or GetLastTime(TaskInfo.lTradeTime)>=30):
print("修改持有 代码=",position.sid,"名称=","格价",TaskInfo.lGridPrice,TaskInfo.szNickName,"持有",position.amount,"原",TaskInfo.lOweCount)
if(TaskInfo.lOweCount==0 and position.amount>0):
TaskInfo.lNewTask=1
amount = position.amount-TaskInfo.lOweCount
print("修改持有 数量",amount);
if TaskInfo.lDoType>0:
#print("修改持有=2",position.sid)
TradeTaskInfo(TaskInfo,amount)
TaskInfo.lDoType = 0
TaskInfo.lTradeTime = datetime.datetime.now()
#print("修改持有=1",position.sid)
print("修改持有 参数",amount);
TaskInfo.lOweCount = position.amount
SaveTaskInfo(TaskInfo)
SaveTradeLog(TaskInfo,TaskInfo.lNewPrice,amount,",owe check")
if g.is_auto>0 and TaskInfo is not None and TaskInfo.lOweCount==100 and isDebt(TaskInfo.szTaskName)>0 and TaskInfo.lNewTask>0:
print("auto start have task");
StartStopTask(TaskInfo.szTaskName,1)
pass
def CheckTaskInfo(TaskInfo,first = 0):
stock =TaskInfo.szTaskName
if stock.isdecimal() or TaskInfo.ID==0:
return
if g.time_state<=0:
return
# current_time = context.current_dt.time()
# target_time = time(9, 30)
# if(current_time <= target_time):
# return
if first<=0:
if(TaskInfo.szNickName is None or len(TaskInfo.szNickName)<=0):
stock_name = get_stock_name(stock)
TaskInfo.szNickName = stock_name[stock]
print("查询名称 代码=",stock,"名称=",TaskInfo.szNickName)
if(len(TaskInfo.szNickName)<=0):
return
TaskInfo.szTaskName = stock
SaveTaskInfoByID(TaskInfo)
print("保存名称成功")
def IsTaskStart(TaskInfo):
if TaskInfo.lStatus<0 or TaskInfo.lStatus>9:
return 0
if TaskInfo.lStatus<=1:
return 0
if TaskInfo.lGridPrice<=1 or TaskInfo.lGridPrice>2000:
return 0
if TaskInfo.lGridValue<0.2 or TaskInfo.lGridValue>100:
return 0
if TaskInfo.lOweCount<=0:
TaskInfo.lGridValue = 0
StartStopTask(TaskInfo.szTaskName,0)
# if (isDebt(TaskInfo.szTaskName)):
# TaskInfo.lGridValue = 0
# SaveTaskInfoByID(TaskInfo)
return 0
if TaskInfo.lGridCount<=0:
return 0
if g.max_buy_count>0 and (TaskInfo.lBuyCount>=g.max_buy_count or TaskInfo.lSellCount>=g.max_buy_count):
return 0
if g.max_trade_count>0 and (abs(TaskInfo.lSellCount-TaskInfo.lBuyCount)>=g.max_trade_count ):
return 0
if(TaskInfo.szNickName is None or len(TaskInfo.szNickName)<=0):
return 0
return 1
def IsNoWaitSell(TaskInfo):
if TaskInfo.lVol>=g.more_vol:
if TaskInfo.lMaxPrice<0.001 or TaskInfo.lNewPrice>TaskInfo.lMaxPrice:
#初始或新高
if GetLastTime(TaskInfo.lMaxTime)>20:
print("新高=",TaskInfo.szNickName,"价=",TaskInfo.lNewPrice,"量=",TaskInfo.lVol);
TaskInfo.lMaxPrice = TaskInfo.lNewPrice
TaskInfo.lMaxTime = datetime.datetime.now()
return 0
elif GetLastTime(TaskInfo.lMaxTime)<90:
#在限制时间内不卖
return 0
elif GetLastTime(TaskInfo.lMaxTime)>1800:
#超过0.5小时
TaskInfo.lMaxPrice = TaskInfo.lNewPrice*1.02
TaskInfo.lMaxTime = datetime.datetime.now()+datetime.timedelta(seconds=-900)
return 1
#get_open_orders
order_list=get_all_orders()
print("检查定单行数=",len(order_list))
log.info(order_list)
for order in order_list:
if order["status"]=="2" or order["status"]=="7":
#log.info(order)
symbol = order["symbol"]
amount = order["amount"]
print("代码=",symbol,"数量=","状态=",order["status"]);
TaskInfo = FindTaskInfoByID(symbol)
if TaskInfo is not None and amount>0:
print("定单任务购买=",symbol)
TaskInfo.lDoType=1
elif TaskInfo is not None and amount<0:
print("定单任务出售=",symbol)
TaskInfo.lDoType=2
pass
def CheckBonusList():
#return
curTime = datetime.datetime.now()
strDate = curTime.strftime('%Y%m%d')
print("检测分红,当前时间",curTime.strftime('%Y%m%d'))
for TaskInfo in g.TaskList :
print(TaskInfo.lBonusDate.strftime('%Y%m%d'))
if TaskInfo.lStatus>=9 and curTime.strftime('%Y%m%d')!=TaskInfo.lBonusDate.strftime('%Y%m%d'):
bonus_item=get_stock_exrights(TaskInfo.szTaskName,curTime.strftime('%Y%m%d'))
if bonus_item is not None:
print("分红:",TaskInfo.szTaskName)
#print(bonus_item.loc[strDate,'bonus_ps'])
TaskInfo.lBonusDate = datetime.datetime.now()
SaveTaskPrice(TaskInfo,1,1)
pass
def IsHaveUserOrder(TaskName):
order_list=get_all_orders()
for order in order_list:
if order["status"]=="2" or order["status"]=="7":
symbol = order["symbol"]
if len(symbol)>=6 and symbol[0:6] == TaskName[0:6]:
return 1
return 0
def get_position_count(context):
return len(get_position_list(context))
def get_position_list(context):
return [x for x in context.portfolio.positions if context.portfolio.positions[x].amount != 0]
def CancelTask(TaskInfo):
if GetLastTime(TaskInfo.lCancelTime)<30:
return
print("取消定单",TaskInfo.szTaskName)
TaskInfo.lCancelTime = datetime.datetime.now();
#SetTaskDoTime(TaskInfo)
order_list=get_all_orders()
for order in order_list:
symbol = order["symbol"]
amount = order["amount"]
price = order["price"]
if (order["status"]=="2" or order["status"]=="7") and symbol[0:6] == TaskInfo.szTaskName[0:6]:
print("取消定单=",symbol,"价格=",price,"数量=",amount)
cancel_order_ex(order)
pass
def IsTimeCancelTask(TaskInfo,lTime):
if TaskInfo.sh>0:
#上 60秒
if lTime>180:
return 1
else:
#深 10分钟 防止流量费
if lTime>18000:
return 1
# else:
# current_time = datetime.datetime.now()
# if (current_time > time(14, 0)):
# return 1
return 0
def CheckCancelTask(TaskInfo):
if TaskInfo.lDoType==3:
if IsHaveUserOrder(TaskInfo.szTaskName)<=0:
print("任务取消状态取消=",TaskInfo.szTaskName)
TaskInfo.lDoType=0
SaveTaskInfo(TaskInfo)
else:
CancelTask(TaskInfo)
elif TaskInfo.lDoType>0 and GetLastTime(TaskInfo.lDoTime)>=60:
SetTaskDoTime(TaskInfo)
if IsHaveUserOrder(TaskInfo.szTaskName)<=0:
print("任务买卖无单取消=",TaskInfo.szTaskName)
TaskInfo.lDoType=0
SaveTaskInfo(TaskInfo)
elif TaskInfo.lDoType==1:
#如果有买单
print("当前买",TaskInfo.szTaskName)
g.buy_money += round(TaskInfo.lNewPrice*TaskInfo.lGridCount,2)
g.buy_str += ','+TaskInfo.szTaskName
pass
def CheckBuyMoneyTask(TaskInfo):
if TaskInfo.lDoType==1:
g.buy_money += TaskInfo.lNewPrice*TaskInfo.lGridCount
g.buy_str += ','+TaskInfo.szTaskName
g.buy_str += ','+TaskInfo.szNickName
pass
def SetTaskDoTime(TaskInfo):
TaskInfo.lDoTime = datetime.datetime.now();
pass
def CheckOweTaskList(context,bCheck=0):
g.have_count += 1
# position_list = get_positions()
position_list = context.portfolio.positions
#g.last_log_time = datetime.datetime.now()
# print("持有=",position_list)
if GetLastTime(g.lCheckOweTime)>=30:
g.lCheckOweTime = datetime.datetime.now()
print("检查持有 行数=",len(position_list),"时间=",GetLastTime(g.last_log_time))
for pos in position_list:
position = position_list[pos]
# print("持有=",position.sid,"ID=",position.sid[0:6],"数=",position.amount)
if IsTaskInfo(position.sid) <=0:
print("添加持有=",position.sid)
info = NewTaskInfo()
info.ID = 0
info.lNewTask=1
info.szTaskName = position.sid
info.szNickName = ''
info.lGridPrice = position.last_sale_price
info.lNewPrice = position.last_sale_price
info.lOweCount = position.amount
#if g.is_auto>0 and info.lOweCount==100:
g.TaskList.append(info)
InsertTaskInfo(info)
LoadTaskList(position.sid);
TaskInfo = FindTaskInfoByID(position.sid)
CheckTaskInfo(TaskInfo,0)
print(TaskInfo)
print(TaskInfo.szTaskName,"持有=",TaskInfo.lOweCount)
if g.is_auto>0 and TaskInfo is not None :
amount = position.amount
SaveTradeLog(TaskInfo,TaskInfo.lNewPrice,amount,",no owen check")
if isDebt(TaskInfo.szTaskName)>0 and (TaskInfo.lOweCount==100 or TaskInfo.lOweCount==150 or TaskInfo.lOweCount==200):
print("auto start new task debt");
StartStopTask(TaskInfo.szTaskName,1)
elif isFund(TaskInfo.szTaskName) and (TaskInfo.lOweCount==10000 or TaskInfo.lOweCount==15000 ):
StartStopTask(TaskInfo.szTaskName,1)
print("auto start new task fund",isFund(TaskInfo.szTaskName));
print("添加持有 代码=",position.sid,"名称=","持有",position.amount)
else:
TaskInfo = FindTaskInfoByID(position.sid)
TaskInfo.lNewPrice = position.last_sale_price
TaskInfo.have_count += 1
# print("修改持有=",position.sid,"ID=",position.sid[0:6],"数=",position.amount)
if TaskInfo is not None and TaskInfo.lOweCount!=position.amount and (bCheck==1 or GetLastTime(TaskInfo.lTradeTime)>=30):
print("修改持有 代码=",position.sid,"名称=","格价",TaskInfo.lGridPrice,TaskInfo.szNickName,"持有",position.amount,"原",TaskInfo.lOweCount)
if(TaskInfo.lOweCount==0 and position.amount>0):
TaskInfo.lNewTask=1
amount = position.amount-TaskInfo.lOweCount
print("修改持有 数量",amount);
if TaskInfo.lDoType>0:
#print("修改持有=2",position.sid)
TradeTaskInfo(TaskInfo,amount)
TaskInfo.lDoType = 0
TaskInfo.lTradeTime = datetime.datetime.now()
#print("修改持有=1",position.sid)
print("修改持有 参数",amount);
TaskInfo.lOweCount = position.amount
SaveTaskInfo(TaskInfo)
SaveTradeLog(TaskInfo,TaskInfo.lNewPrice,amount,",owe check")
if g.is_auto>0 and TaskInfo is not None and TaskInfo.lOweCount==100 and isDebt(TaskInfo.szTaskName)>0 and TaskInfo.lNewTask>0:
print("auto start have task");
StartStopTask(TaskInfo.szTaskName,1)
pass
def CheckTaskInfo(TaskInfo,first = 0):
stock =TaskInfo.szTaskName
if stock.isdecimal() or TaskInfo.ID==0:
return
if g.time_state<=0:
return
# current_time = context.current_dt.time()
# target_time = time(9, 30)
# if(current_time <= target_time):
# return
if first<=0:
if(TaskInfo.szNickName is None or len(TaskInfo.szNickName)<=0):
stock_name = get_stock_name(stock)
TaskInfo.szNickName = stock_name[stock]
print("查询名称 代码=",stock,"名称=",TaskInfo.szNickName)
if(len(TaskInfo.szNickName)<=0):
return
TaskInfo.szTaskName = stock
SaveTaskInfoByID(TaskInfo)
print("保存名称成功")
def IsTaskStart(TaskInfo):
if TaskInfo.lStatus<0 or TaskInfo.lStatus>9:
return 0
if TaskInfo.lStatus<=1:
return 0
if TaskInfo.lGridPrice<=1 or TaskInfo.lGridPrice>2000:
return 0
if TaskInfo.lGridValue<0.2 or TaskInfo.lGridValue>100:
return 0
if TaskInfo.lOweCount<=0:
TaskInfo.lGridValue = 0
StartStopTask(TaskInfo.szTaskName,0)
# if (isDebt(TaskInfo.szTaskName)):
# TaskInfo.lGridValue = 0
# SaveTaskInfoByID(TaskInfo)
return 0
if TaskInfo.lGridCount<=0:
return 0
if g.max_buy_count>0 and (TaskInfo.lBuyCount>=g.max_buy_count or TaskInfo.lSellCount>=g.max_buy_count):
return 0
if g.max_trade_count>0 and (abs(TaskInfo.lSellCount-TaskInfo.lBuyCount)>=g.max_trade_count ):
return 0
if(TaskInfo.szNickName is None or len(TaskInfo.szNickName)<=0):
return 0
return 1
def IsNoWaitSell(TaskInfo):
if TaskInfo.lVol>=g.more_vol:
if TaskInfo.lMaxPrice<0.001 or TaskInfo.lNewPrice>TaskInfo.lMaxPrice:
#初始或新高
if GetLastTime(TaskInfo.lMaxTime)>20:
print("新高=",TaskInfo.szNickName,"价=",TaskInfo.lNewPrice,"量=",TaskInfo.lVol);
TaskInfo.lMaxPrice = TaskInfo.lNewPrice
TaskInfo.lMaxTime = datetime.datetime.now()
return 0
elif GetLastTime(TaskInfo.lMaxTime)<90:
#在限制时间内不卖
return 0
elif GetLastTime(TaskInfo.lMaxTime)>1800:
#超过0.5小时
TaskInfo.lMaxPrice = TaskInfo.lNewPrice*1.02
TaskInfo.lMaxTime = datetime.datetime.now()+datetime.timedelta(seconds=-900)
return 1
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