量化系统----开源简化版qmt实盘交易系统，提供源代码 https://mp.weixin.qq.com/s/qeqH8XtUeoDjIJIXMe5D-w
最近有读者反应开源的qmt_trader内容太多了不知道怎么样使用，我独立了一个简单板块的easy_qmt_tarder方面大家的使用
qmt_tarder开源下载 量化系统--开源强大的qmt交易系统，提供源代码
开源地址 https://gitee.com/li-xingguo11111/qmt_trader，自己下载使用
使用easy钱需要把xtquant当第三方库使用，复制到python安装路径下面参考视频
使用交易第一步登录qmt，选择极简模式，独立交易也可以
使用教程
#导入的简单版的qmt_trader#这个是我写的系统可以直接使用#参考miniqmt的配置，先把xtquant当作第三方库使用from easy_qmt_trader import easy_qmt_trader
#只需要qmt安装路径，账户trader=easy_qmt_trader(path= r'D:/国金QMT交易端模拟/userdata_mini',session_id = 123456,account='55011917',account_type='STOCK')
链接qmt
trader.connect()#获取持股
df=trader.position()df
持仓数量: 19账号类型 资金账号 证券代码 股票余额 可用余额 成本价 参考成本价 市值0 2 55011917 513100 26600 26600 1.441 1.441 38011.41 2 55011917 513400 100 100 1.050 1.050 102.92 2 55011917 513850 7800 7800 1.279 1.279 9843.63 2 55011917 600031 400 400 19.165 19.165 6544.04 2 55011917 600111 400 0 16.975 16.975 6752.05 2 55011917 601666 400 0 11.343 11.343 4560.06 2 55011917 603628 26300 26300 14.103 14.103 325857.07 2 55011917 688080 400 400 57.858 57.858 11884.08 2 55011917 688118 22400 22400 16.514 16.514 326144.09 2 55011917 002519 111600 111600 5.021 5.021 530100.010 2 55011917 002600 400 0 5.605 5.605 2248.011 2 55011917 159655 6800 6800 1.462 1.462 10104.812 2 55011917 159687 100 100 1.300 1.300 125.313 2 55011917 159937 300 300 5.418 5.418 1589.114 2 55011917 161128 24600 24600 48.988 48.988 121499.415 2 55011917 164824 28900 28900 12.689 12.689 46413.416 2 55011917 300520 21700 21700 17.064 17.064 336350.017 2 55011917 301270 14600 14600 25.286 25.286 347918.018 2 55011917 301277 1200 1200 18.345 18.345 15600.0
获取账户
df=trader.balance()df
号类型 资金账户 可用金额 冻结金额 持仓市值 总资产0 2 55011917 16180069.98 638166.0 2141646.9 18321722.88
当日成交
df=trader.today_trades()df
账号类型 资金账号 证券代码 委托类型 成交编号 成交时间 成交均价 成交数量 成交金额 订单编号 柜台合同编号 策略名称 委托备注0 2 55011917 688207 24 50004621 2024-06-21 01:31:10 12.26 58200 713532.0 1082131276 4481 2 55011917 688137 24 50004622 2024-06-21 01:31:10 35.02 10400 364208.0 1082131277 4492 2 55011917 688003 24 50004623 2024-06-21 01:31:10 34.80 5300 184440.0 1082131278 4503 2 55011917 688080 24 50004624 2024-06-21 01:31:10 32.87 16200 532494.0 1082131280 4524 2 55011917 688602 24 50004625 2024-06-21 01:31:11 8.70 41500 361050.0 1082131281 4535 2 55011917 603628 23 50004626 2024-06-21 01:31:11 14.10 26300 370830.0 1082131282 4546 2 55011917 688118 23 50005726 2024-06-21 01:51:15 16.51 22400 369824.0 1082134045 23997 2 55011917 301520 24 1002000635188457 2024-06-21 01:35:26 41.91 8200 343662.0 1082132668 1382
内容太多了个人下载源代码研
easy qmt_trader源代码
#统一同花顺from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallbackfrom xtquant.xttype import StockAccountfrom xtquant import xtconstantimport timeimport pandas as pdimport randomimport mathimport jsonimport mathdef conv_time(ct):'''conv_time(1476374400000) --> '20161014000000.000''''local_time = time.localtime(ct / 1000)data_head = time.strftime('%Y%m%d%H%M%S', local_time)data_secs = (ct - int(ct)) * 1000time_stamp = '%s.%03d' % (data_head, data_secs)return time_stampclass MyXtQuantTraderCallback(XtQuantTraderCallback):def on_disconnected(self):"""连接断开:return:"""print("connection lost")def on_stock_order(self, order):"""委托回报推送:param order: XtOrder对象:return:"""print("on order callback:")print(order.stock_code, order.order_status, order.order_sysid)def on_stock_asset(self, asset):"""资金变动推送:param asset: XtAsset对象:return:"""print("on asset callback")print(asset.account_id, asset.cash, asset.total_asset)def on_stock_trade(self, trade):"""成交变动推送:param trade: XtTrade对象:return:"""print("on trade callback")print(trade.account_id, trade.stock_code, trade.order_id)def on_stock_position(self, position):"""持仓变动推送:param position: XtPosition对象:return:"""print("on position callback")print(position.stock_code, position.volume)def on_order_error(self, order_error):"""委托失败推送:param order_error:XtOrderError 对象:return:"""print("on order_error callback")print(order_error.order_id, order_error.error_id, order_error.error_msg)def on_cancel_error(self, cancel_error):"""撤单失败推送:param cancel_error: XtCancelError 对象:return:"""print("on cancel_error callback")print(cancel_error.order_id, cancel_error.error_id, cancel_error.error_msg)def on_order_stock_async_response(self, response):"""异步下单回报推送:param response: XtOrderResponse 对象:return:"""print("on_order_stock_async_response")print(response.account_id, response.order_id, response.seq)class easy_qmt_trader:def __init__(self,path= r'D:/国金QMT交易端模拟/userdata_mini',session_id = 123456,account='55009640',account_type='STOCK',is_slippage=True,slippage=0.01) -> None:'''简化版的qmt_trder方便大家做策略的开发类的继承'''self.xt_trader=''self.acc=''self.path=pathself.session_id=int(self.random_session_id())self.account=accountself.account_type=account_typeif is_slippage==True:self.slippage=slippageelse:self.slippage=0def random_session_id(self):'''随机id'''session_id=''for i in range(0,9):session_id+=str(random.randint(1,9))return session_iddef select_slippage(self,stock='600031',price=15.01,trader_type='buy'):'''选择滑点安价格来滑点，比如0.01就是一块etf3位数,股票可转债2位数'''stock=self.adjust_stock(stock=stock)data_type=self.select_data_type(stock=stock)if data_type=='fund' or data_type=='bond':slippage=self.slippage/10if trader_type=='buy' or trader_type==23:price=price+slippageelse:price=price-slippageelse:slippage=self.slippageif trader_type=='buy' or trader_type==23:price=price+slippageelse:price=price-slippagereturn pricedef check_is_trader_date_1(self,trader_time=4,start_date=9,end_date=14,start_mi=0,jhjj='否'):'''检测是不是交易时间'''if jhjj=='是':jhjj_time=15else:jhjj_time=30loc=time.localtime()tm_hour=loc.tm_hourtm_min=loc.tm_minwo=loc.tm_wdayif wo<=trader_time:if tm_hour>=start_date and tm_hour<=end_date:if tm_hour==9 and tm_min<jhjj_time:return Falseelif tm_min>=start_mi:return Trueelse:return Falseelse:return Falseelse:print('周末')return Falsedef select_data_type(self,stock='600031'):'''选择数据类型'''if stock[:3] in ['110','113','123','127','128','111','118'] or stock[:2] in ['11','12']:return 'bond'elif stock[:3] in ['510','511','512','513','514','515','516','517','518','588','159','501','164'] or stock[:2] in ['16']:return 'fund'else:return 'stock'def adjust_stock(self,stock='600031.SH'):'''调整代码'''if stock[-2:]=='SH' or stock[-2:]=='SZ' or stock[-2:]=='sh' or stock[-2:]=='sz':stock=stock.upper()else:if stock[:3] in ['600','601','603','688','510','511','512','513','515','113','110','118','501'] or stock[:2] in ['11']:stock=stock+'.SH'else:stock=stock+'.SZ'return stockdef check_stock_is_av_buy(self,stock='128036',price='156.700',amount=10,hold_limit=100000):'''检查是否可以买入'''hold_stock=self.position()try:del hold_stock['Unnamed: 0']except:passaccount=self.balance()try:del account['Unnamed: 0']except:pass#买入是价值value=price*amountcash=account['可用金额'].tolist()[-1]frozen_cash=account['冻结金额'].tolist()[-1]market_value=account['持仓市值'].tolist()[-1]total_asset=account['总资产'].tolist()[-1]if cash>=value:print('允许买入{} 可用现金{}大于买入金额{} 价格{} 数量{}'.format(stock,cash,value,price,amount))return Trueelse:print('不允许买入{} 可用现金{}小于买入金额{} 价格{} 数量{}'.format(stock,cash,value,price,amount))return Falsedef check_stock_is_av_sell(self,stock='128036',amount=10):'''检查是否可以卖出'''#stock=self.adjust_stock(stock=stock)hold_data=self.position()try:del hold_data['Unnamed: 0']except:passaccount=self.balance()try:del account['Unnamed: 0']except:pass#买入是价值cash=account['可用金额'].tolist()[-1]frozen_cash=account['冻结金额'].tolist()[-1]market_value=account['持仓市值'].tolist()[-1]total_asset=account['总资产'].tolist()[-1]stock_list=hold_data['证券代码'].tolist()if stock in stock_list:hold_num=hold_data[hold_data['证券代码']==stock]['可用余额'].tolist()[-1]if hold_num>=amount:print('允许卖出：{} 持股{} 卖出{}'.format(stock,hold_num,amount))return Trueelse:print('不允许卖出持股不足：{} 持股{} 卖出{}'.format(stock,hold_num,amount))return Falseelse:print('不允许卖出没有持股：{} 持股{} 卖出{}'.format(stock,0,amount))return Falsedef connect(self):'''连接path qmt userdata_min是路径session_id 账户的标志,随便account账户,account_type账户内类型'''print('链接qmt')# path为mini qmt客户端安装目录下userdata_mini路径path = self.path# session_id为会话编号，策略使用方对于不同的Python策略需要使用不同的会话编号session_id = self.session_idxt_trader = XtQuantTrader(path, session_id)# 创建资金账号为1000000365的证券账号对象account=self.accountaccount_type=self.account_typeacc = StockAccount(account_id=account,account_type=account_type)# 创建交易回调类对象，并声明接收回调callback = MyXtQuantTraderCallback()xt_trader.register_callback(callback)# 启动交易线程xt_trader.start()# 建立交易连接，返回0表示连接成功connect_result = xt_trader.connect()if connect_result==0:# 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功subscribe_result = xt_trader.subscribe(acc)print(subscribe_result)self.xt_trader=xt_traderself.acc=accreturn xt_trader,accelse:print('qmt连接失败')def order_stock(self,stock_code='600031.SH', order_type=xtconstant.STOCK_BUY,order_volume=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):'''下单，统一接口:param account: 证券账号:param stock_code: 证券代码, 例如"600000.SH":param order_type: 委托类型, 23:买, 24:卖:param order_volume: 委托数量, 股票以'股'为单位, 债券以'张'为单位:param price_type: 报价类型, 详见帮助手册:param price: 报价价格, 如果price_type为指定价, 那price为指定的价格, 否则填0:param strategy_name: 策略名称:param order_remark: 委托备注:return: 返回下单请求序号, 成功委托后的下单请求序号为大于0的正整数, 如果为-1表示委托失败'''# 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功subscribe_result = self.xt_trader.subscribe(self.acc)print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))#print(subscribe_result)stock_code = self.adjust_stock(stock=stock_code)price=self.select_slippage(stock=stock_code,price=price,trader_type=order_type)# 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态fix_result_order_id = self.xt_trader.order_stock(account=self.acc,stock_code=stock_code, order_type=order_type,order_volume=order_volume, price_type=price_type,price=price, strategy_name=strategy_name, order_remark=order_remark)print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))return fix_result_order_iddef buy(self,security='600031.SH', order_type=xtconstant.STOCK_BUY,amount=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):'''单独独立股票买入函数'''# 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功subscribe_result = self.xt_trader.subscribe(self.acc)print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))#print(subscribe_result)stock_code =self.adjust_stock(stock=security)price=self.select_slippage(stock=security,price=price,trader_type='buy')order_volume=amount# 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态if order_volume>0:fix_result_order_id = self.xt_trader.order_stock_async(account=self.acc,stock_code=stock_code, order_type=order_type,order_volume=order_volume, price_type=price_type,price=price, strategy_name=strategy_name, order_remark=order_remark)print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))return fix_result_order_idelse:print('买入 标的{} 价格{} 委托数量{}小于0有问题'.format(stock_code,price,order_volume))def sell(self,security='600031.SH', order_type=xtconstant.STOCK_SELL,amount=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):'''单独独立股票卖出函数'''# 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功subscribe_result = self.xt_trader.subscribe(self.acc)print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))#print(subscribe_result)stock_code =self.adjust_stock(stock=security)price=self.select_slippage(stock=security,price=price,trader_type='sell')order_volume=amount# 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态if order_volume>0:fix_result_order_id = self.xt_trader.order_stock(account=self.acc,stock_code=stock_code, order_type=order_type,order_volume=order_volume, price_type=price_type,price=price, strategy_name=strategy_name, order_remark=order_remark)print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))return fix_result_order_idelse:print('卖出 标的{} 价格{} 委托数量{}小于0有问题'.format(stock_code,price,order_volume))def order_stock_async(self,stock_code='600031.SH', order_type=xtconstant.STOCK_BUY,order_volume=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):'''释义- 对股票进行异步下单操作，异步下单接口如果正常返回了下单请求序号seq，会收到on_order_stock_async_response的委托反馈* 参数- account - StockAccount 资金账号- stock_code - str 证券代码， 如'600000.SH'- order_type - int 委托类型- order_volume - int 委托数量，股票以'股'为单位，债券以'张'为单位- price_type - int 报价类型- price - float 委托价格- strategy_name - str 策略名称- order_remark - str 委托备注'''# 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功subscribe_result = self.xt_trader.subscribe(self.acc)print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))#print(subscribe_result)stock_code = self.adjust_stock(stock=stock_code)price=self.select_slippage(stock=stock_code,price=price,trader_type=order_type)# 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态fix_result_order_id = self.xt_trader.order_stock_async(account=self.acc,stock_code=stock_code, order_type=order_type,order_volume=order_volume, price_type=price_type,price=price, strategy_name=strategy_name, order_remark=order_remark)print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))return fix_result_order_iddef cancel_order_stock(self,order_id=12):''':param account: 证券账号:param order_id: 委托编号, 报单时返回的编号:return: 返回撤单成功或者失败, 0:成功, -1:委托已完成撤单失败, -2:未找到对应委托编号撤单失败, -3:账号未登陆撤单失败'''# 使用订单编号撤单cancel_order_result = self.xt_trader.cancel_order_stock(account=self.acc,order_id=order_id)if cancel_order_result==0:print('成功')elif cancel_order_result==-1:print('委托已完成撤单失败')elif cancel_order_result==-2:print('找到对应委托编号撤单失败')elif cancel_order_result==-3:print('账号未登陆撤单失败')else:passreturn cancel_order_resultdef cancel_order_stock_async(self,order_id=12):'''* 释义- 根据订单编号对委托进行异步撤单操作* 参数- account - StockAccount 资金账号- order_id - int 下单接口返回的订单编号* 返回- 返回撤单请求序号, 成功委托后的撤单请求序号为大于0的正整数, 如果为-1表示委托失败* 备注- 如果失败，则通过撤单失败主推接口返回撤单失败信息'''# 使用订单编号撤单cancel_order_result = self.xt_trader.cancel_order_stock_async(account=self.acc,order_id=order_id)if cancel_order_result==0:print('成功')elif cancel_order_result==-1:print('委托已完成撤单失败')elif cancel_order_result==-2:print('找到对应委托编号撤单失败')elif cancel_order_result==-3:print('账号未登陆撤单失败')else:passreturn cancel_order_resultdef query_stock_asset(self):''':param account: 证券账号:return: 返回当前证券账号的资产数据'''# 查询证券资产asset = self.xt_trader.query_stock_asset(account=self.acc)data_dict={}if asset:data_dict['账号类型']=asset.account_typedata_dict['资金账户']=asset.account_iddata_dict['可用金额']=asset.cashdata_dict['冻结金额']=asset.frozen_cashdata_dict['持仓市值']=asset.market_valuedata_dict['总资产']=asset.total_assetreturn data_dictelse:print('获取失败资金')data_dict['账号类型']=[None]data_dict['资金账户']=[None]data_dict['可用金额']=[None]data_dict['冻结金额']=[None]data_dict['持仓市值']=[None]data_dict['总资产']=[None]return data_dictdef balance(self):'''对接同花顺'''try:asset = self.xt_trader.query_stock_asset(account=self.acc)df=pd.DataFrame()if asset:df['账号类型']=[asset.account_type]df['资金账户']=[asset.account_id]df['可用金额']=[asset.cash]df['冻结金额']=[asset.frozen_cash]df['持仓市值']=[asset.market_value]df['总资产']=[asset.total_asset]return dfexcept:print('获取账户失败，读取上次数据，谨慎使用')df=pd.DataFrame()return dfdef query_stock_orders(self):'''当日委托:param account: 证券账号:param cancelable_only: 仅查询可撤委托:return: 返回当日所有委托的委托对象组成的list'''orders = self.xt_trader.query_stock_orders(self.acc)print("委托数量", len(orders))data=pd.DataFrame()if len(orders) != 0:for i in range(len(orders)):df=pd.DataFrame()df['账号类型']=[orders[i].account_type]df['资金账号']=[orders[i].account_id]df['证券代码']=[orders[i].stock_code]df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])df['订单编号']=[orders[i].order_id]df['柜台合同编号']=[orders[i].order_sysid]df['报单时间']=[orders[i].order_time]df['委托类型']=[orders[i].order_type]df['委托数量']=[orders[i].order_volume]df['报价类型']=[orders[i].price_type]df['委托价格']=[orders[i].price]df['成交数量']=[orders[i].traded_volume]df['成交均价']=[orders[i].traded_price]df['委托状态']=[orders[i].order_status]df['委托状态描述']=[orders[i].status_msg]df['策略名称']=[orders[i].strategy_name]df['委托备注']=[orders[i].order_remark]data=pd.concat([data,df],ignore_index=True)data['报单时间']=pd.to_datetime(data['报单时间'],unit='s')return dataelse:print('目前没有委托')return datadef today_entrusts(self):'''对接同花顺今天委托'''def select_data(x):if x==48:return '未报'elif x==49:return '待报'elif x==50:return '已报'elif x==51:return '已报待撤'elif x==52:return '部分待撤'elif x==53:return '部撤'elif x==54:return '已撤'elif x==55:return '部成'elif x==56:return '已成'elif x==57:return '废单'else:return '废单'orders = self.xt_trader.query_stock_orders(self.acc)print("委托数量", len(orders))data=pd.DataFrame()if len(orders) != 0:for i in range(len(orders)):df=pd.DataFrame()df['账号类型']=[orders[i].account_type]df['资金账号']=[orders[i].account_id]df['证券代码']=[orders[i].stock_code]df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])df['订单编号']=[orders[i].order_id]df['柜台合同编号']=[orders[i].order_sysid]df['报单时间']=[orders[i].order_time]df['委托类型']=[orders[i].order_type]df['委托数量']=[orders[i].order_volume]df['报价类型']=[orders[i].price_type]df['委托价格']=[orders[i].price]df['成交数量']=[orders[i].traded_volume]df['成交均价']=[orders[i].traded_price]df['委托状态']=[orders[i].order_status]df['委托状态描述']=[orders[i].status_msg]df['策略名称']=[orders[i].strategy_name]df['委托备注']=[orders[i].order_remark]data=pd.concat([data,df],ignore_index=True)data['报单时间']=df['报单时间'].apply(conv_time)data['委托状态翻译']=data['委托状态'].apply(select_data)data['未成交数量']=data['委托数量']-data['成交数量']data['未成交价值']=data['未成交数量']*data['委托价格']return dataelse:print('目前没有委托')return datadef query_stock_trades(self):'''当日成交'''trades = self.xt_trader.query_stock_trades(self.acc)print("成交数量:", len(trades))data=pd.DataFrame()if len(trades) != 0:for i in range(len(trades)):df=pd.DataFrame()df['账号类型']=[trades[i].account_type]df['资金账号']=[trades[i].account_id]df['证券代码']=[trades[i].stock_code]df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])df['委托类型']=[trades[i].order_type]df['成交编号']=[trades[i].traded_id]df['成交时间']=[trades[i].traded_time]df['成交均价']=[trades[i].traded_price]df['成交数量']=[trades[i].traded_volume]df['成交金额']=[trades[i].traded_amount]df['订单编号']=[trades[i].order_id]df['柜台合同编号']=[trades[i].order_sysid]df['策略名称']=[trades[i].strategy_name]df['委托备注']=[trades[i].order_remark]data=pd.concat([data,df],ignore_index=True)data['成交时间']=pd.to_datetime(data['成交时间'],unit='s')return dataelse:print('今日没有成交')return datadef today_trades(self):'''对接同花顺今日成交'''trades = self.xt_trader.query_stock_trades(self.acc)print("成交数量:", len(trades))data=pd.DataFrame()if len(trades) != 0:for i in range(len(trades)):df=pd.DataFrame()df['账号类型']=[trades[i].account_type]df['资金账号']=[trades[i].account_id]df['证券代码']=[trades[i].stock_code]df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])df['委托类型']=[trades[i].order_type]df['成交编号']=[trades[i].traded_id]df['成交时间']=[trades[i].traded_time]df['成交均价']=[trades[i].traded_price]df['成交数量']=[trades[i].traded_volume]df['成交金额']=[trades[i].traded_amount]df['订单编号']=[trades[i].order_id]df['柜台合同编号']=[trades[i].order_sysid]df['策略名称']=[trades[i].strategy_name]df['委托备注']=[trades[i].order_remark]data=pd.concat([data,df],ignore_index=True)def select_data(x):if x==xtconstant.STOCK_BUY:return '证券买入'elif x==xtconstant.STOCK_SELL:return '证券卖出'else:return '无'df['操作']=df['委托类型'].apply(select_data)data['成交时间']=pd.to_datetime(data['成交时间'],unit='s')return dataelse:print('今日没有成交')return datadef query_stock_positions(self):'''查询账户所有的持仓'''positions = self.xt_trader.query_stock_positions(self.acc)print("持仓数量:", len(positions))data=pd.DataFrame()if len(positions) != 0:for i in range(len(positions)):df=pd.DataFrame()df['账号类型']=[positions[i].account_type]df['资金账号']=[positions[i].account_id]df['证券代码']=[positions[i].stock_code]df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])df['持仓数量']=[positions[i].volume]df['可用数量']=[positions[i].can_use_volume]df['平均建仓成本']=[positions[i].open_price]df['市值']=[positions[i].market_value]data=pd.concat([data,df],ignore_index=True)return dataelse:print('没有持股')df=pd.DataFrame()df['账号类型']=[None]df['资金账号']=[None]df['证券代码']=[None]df['持仓数量']=[None]df['可用数量']=[None]df['平均建仓成本']=[None]df['市值']=[None]return dfdef position(self):'''对接同花顺持股'''try:positions = self.xt_trader.query_stock_positions(self.acc)print("持仓数量:", len(positions))data=pd.DataFrame()if len(positions) != 0:for i in range(len(positions)):df=pd.DataFrame()df['账号类型']=[positions[i].account_type]df['资金账号']=[positions[i].account_id]df['证券代码']=[positions[i].stock_code]df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])df['股票余额']=[positions[i].volume]df['可用余额']=[positions[i].can_use_volume]df['成本价']=[positions[i].open_price]df['参考成本价']=[positions[i].open_price]df['市值']=[positions[i].market_value]data=pd.concat([data,df],ignore_index=True)return dataelse:df=pd.DataFrame()df['账号类型']=Nonedf['资金账号']=Nonedf['证券代码']=Nonedf['股票余额']=Nonedf['可用余额']=Nonedf['成本价']=Nonedf['市值']=Nonedf['选择']=Nonedf['持股天数']=Nonedf['交易状态']=Nonedf['明细']=Nonedf['证券名称']=Nonedf['冻结数量']=Nonedf['市价']=Nonedf['盈亏']=Nonedf['盈亏比(%)']=Nonedf['当日买入']=Nonedf['当日卖出']=Nonereturn dfexcept:df=pd.DataFrame()return dfdef run_forever(self):'''阻塞线程，接收交易推送'''self.xt_trader.run_forever()def stop(self):self.xt_trader.stop()if __name__=='__main__':models=easy_qmt_trader()models.connect()print(models.query_stock_orders())models.buy()models1=easy_qmt_trader(account='55009680',session_id=123457)models1.connect()print(models1.query_stock_positions())
综合交易模型59
综合交易模型 · 目录
上一篇量化系统--开源强大的qmt交易系统，提供源代码
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