test

.idea/misc.xml

@@ -1,6 +1,6 @@
 <?xml version="1.0" encoding="UTF-8"?>
 <project version="4">
-  <component name="ProjectRootManager" version="2" project-jdk-name="Py38Quant" project-jdk-type="Python SDK" />
+  <component name="ProjectRootManager" version="2" project-jdk-name="Python 3.8" project-jdk-type="Python SDK" />
   <component name="PyPackaging">
     <option name="earlyReleasesAsUpgrades" value="true" />
   </component>

.idea/stock.iml

@@ -2,7 +2,7 @@
 <module type="PYTHON_MODULE" version="4">
   <component name="NewModuleRootManager">
     <content url="file://$MODULE_DIR$" />
-    <orderEntry type="jdk" jdkName="Py39PyTorch" jdkType="Python SDK" />
+    <orderEntry type="jdk" jdkName="Python 3.8" jdkType="Python SDK" />
     <orderEntry type="sourceFolder" forTests="false" />
     <orderEntry type="module" module-name="stocks_to_sql" />
     <orderEntry type="module" module-name="quantify01" />

real_time_order_MA_HLFX_1025.py

@@ -114,6 +114,7 @@ def Sell_Trader(stock, account, positions, volume):
 
 while True:
     # print('进入循环')
+    stocks = xtdata.get_stock_list_in_sector('沪深A股')
     now_date = dt.now()
     date_morning_begin = now_date.replace(hour=9, minute=25, second=0)
     date_morning_end = now_date.replace(hour=11, minute=31, second=0)
@@ -126,6 +127,7 @@ while True:
         xt_trader = XtQuantTrader(path, session_id)
         xt_trader.start()
         connect_result = xt_trader.connect()
+        xtdata.subscribe_whole_quote(stocks, callback=real_price)
         try:
             if connect_result == 0:
                 print('QMTmini 已连接')
@@ -144,7 +146,11 @@ while True:
                                      fields=['date', 'open', 'close', 'high', 'low', 'volume'],
                                      include_now=True, df=True)
 
-            price = df_stock.iloc[-1].at['close']
+            # price = df_stock.iloc[-1].at['close']
+
+            datas = real_price()
+            price = datas[i.stock_code]['lastPrice']
+
             MA5_1 = df_stock['close'][-7:-2].mean()
             MA5 = df_stock['close'][-6:-1].mean()
             MA10 = df_stock['close'][-11:-1].mean()
@@ -169,8 +175,13 @@ while True:
                 try:
                     df_stock = get_bars(stock, count=60, unit=fre, fields=['date', 'open', 'close', 'high', 'low','volume'],
                                            include_now=True, df=True)
-                    print('time=', df_stock.iloc[-1].at['date'])
-                    price = df_stock.iloc[-1].at['close']
+                    # print('time=', df_stock.iloc[-1].at['date'])
+                    # price = df_stock.iloc[-1].at['close']
+
+
+                    datas = real_price()
+                    price = datas[i]['lastPrice']
+
                     price_open = df_stock.iloc[-1].at['open']
                     MA5_1 = df_stock['close'][-7:-2].mean()
                     MA5 = df_stock['close'][-6:-1].mean()