测试可转债

QMT/test_kzz.py

@@ -0,0 +1,115 @@
+# coding:utf-8
+from datetime import datetime as dt
+import os
+import pandas as pd
+from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
+from xtquant.xttype import StockAccount
+from xtquant import xtdata, xtconstant
+import time
+from sqlalchemy import create_engine
+from jqdatasdk import *
+import pymysql
+import multiprocessing as mp
+import math
+import psutil
+from apscheduler.schedulers.blocking import BlockingScheduler
+import sys
+
+class MyXtQuantTraderCallback(XtQuantTraderCallback):
+    def on_disconnected(self):
+        """
+        连接断开
+        :return:
+        """
+        print(datetime.datetime.now(), '连接断开回调')
+
+    def on_stock_order(self, order):
+        """
+        委托回报推送
+        :param order: XtOrder对象
+        :return:
+        """
+        print(datetime.datetime.now(), '委托回调', order.order_remark)
+
+    def on_stock_trade(self, trade):
+        """
+        成交变动推送
+        :param trade: XtTrade对象
+        :return:
+        """
+        print(datetime.datetime.now(), '成交回调', trade.order_remark)
+
+    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)
+        print(f"委托报错回调 {order_error.order_remark} {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(datetime.datetime.now(), sys._getframe().f_code.co_name)
+
+    def on_order_stock_async_response(self, response):
+        """
+        异步下单回报推送
+        :param response: XtOrderResponse 对象
+        :return:
+        """
+        print(f"异步委托回调 {response.order_remark}")
+
+    def on_cancel_order_stock_async_response(self, response):
+        """
+        :param response: XtCancelOrderResponse 对象
+        :return:
+        """
+        print(datetime.datetime.now(), sys._getframe().f_code.co_name)
+
+    def on_account_status(self, status):
+        """
+        :param response: XtAccountStatus 对象
+        :return:
+        """
+        print(datetime.datetime.now(), sys._getframe().f_code.co_name)
+
+
+if __name__ == '__main__':
+    auth('18616891214', 'Ea?*7f68nD.dafcW34d!')
+
+    mp.freeze_support()
+    print('cpu_count =', mp.cpu_count())
+    pus = psutil.Process()
+    pus.cpu_affinity([6, 7])
+
+    # 指定客户端所在路径
+    path = r'c:\\qmt\\userdata_mini'
+    # 生成session id 整数类型 同时运行的策略不能重复
+    session_id = int(time.time())
+    xt_trader = XtQuantTrader(path, session_id)
+    # 创建资金账号为 800068 的证券账号对象
+    acc = StockAccount('920000207040')
+    # 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()
+    print('建立交易连接，返回0表示连接成功', connect_result)
+    # 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('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)
+
+    stock = '110074.SZ'
+    volume = 10
+    current_price = xtconstant.LATEST_PRICE
+    order_id = xt_trader.order_stock(acc, stock, xtconstant.STOCK_BUY, volume,
+                                     xtconstant.LATEST_PRICE, 0, 'KZZ', 'TEST')
+    print(order_id)