实时价格获取

QMT/real_time.py

@@ -0,0 +1,24 @@
+import pandas as pd
+from xtquant import xtdata
+from datetime import datetime as dt
+
+def MA(datas):
+    print(datas.keys())
+    print(pd.DataFrame(datas[datas.keys()]))
+    # return datas['close']
+    # for stock in datas:
+    #     df = pd.DataFrame(datas[stock])
+    #     df['time']= df['time'].apply(lambda x: dt.fromtimestamp(x / 1000.0))
+    #     print(stock, df['close'])
+    # return df['close']
+
+
+
+
+if __name__ == '__main__':
+    stocks = xtdata.get_stock_list_in_sector('沪深A股')
+    xtdata.subscribe_whole_quote(stocks, callback=real_price)
+    # xtdata.subscribe_quote('000001.SZ', '1d', '', '', count=1, callback=MA)
+    price = MA
+    print(price)
+    xtdata.run()

real_time_order_MA_HLFX_1025.py

@@ -48,6 +48,9 @@ cursor_pool = db_pool.cursor()
 fut = locals()
 print(dt.now(), '开始寻找MA5趋势！')
 
+def real_price(datas):
+    return datas
+
 
 def XtTrader(new_keep_stock):
     # 获取账号信息
@@ -56,6 +59,7 @@ def XtTrader(new_keep_stock):
     # print('acc:', account.account_type, account.account_id)
     # print("query asset:")
     asset = xt_trader.query_stock_asset(account)
+    xtdata.subscribe_whole_quote(new_keep_stock, callback=real_price)
     positions = xt_trader.query_stock_positions(account)
     if asset:
         print("asset:")
@@ -64,9 +68,12 @@ def XtTrader(new_keep_stock):
     # 开始交易
     for i in new_keep_stock:
         print(i)
-        price = get_bars(i.replace('SH', 'XSHG').replace('SZ', 'XSHE'), count=1, unit=fre, fields=['close'],
-                         include_now=True).iloc[-1].at['close']
+        # price = get_bars(i.replace('SH', 'XSHG').replace('SZ', 'XSHE'), count=1, unit=fre, fields=['close'],
+        #                  include_now=True).iloc[-1].at['close']
+        datas = real_price()
+        price = datas[i]['lastPrice']
         print('price:', price)
+        exit()
         print(asset.cash / price)
         if asset.cash > 2000:
             volume = int((asset.cash / 2 / price) // 100 * 100)