from jqdatasdk import * from datetime import datetime as dt import pandas as pd import pymysql from sqlalchemy import create_engine import time from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback from xtquant.xttype import StockAccount from xtquant import xtconstant from xtquant import xtdata auth('18616891214', 'Ea?*7f68nD.dafcW34d!') # auth('18521506014', 'Abc123!@#') #启动交易系统 path = 'c:\\qmt\\userdata_mini' # 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 = 20221123 # connect_result = xt_trader.connect() # if connect_result == 0: # print('QMTmini 已连接') # else: # print('连接失败') # account = StockAccount('920000207040', 'SECURITY') # xt_trader为XtQuant API实例对象 # positions = xt_trader.query_stock_positions(account) fre = '1d' engine_hlfx_pool = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/hlfx_pool?charset=utf8') # engine_stock = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/stocks?charset=utf8') db_pool = pymysql.connect(host='localhost', user='root', port=3307, password='r6kEwqWU9!v3', database='hlfx_pool') 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 # account = StockAccount('888824600221', 'CREDIT') #xt_trader为XtQuant API实例对象 account = StockAccount('920000207040', 'SECURITY') # xt_trader为XtQuant API实例对象 # 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:") print(asset.account_type, asset.account_id, asset.cash, asset.frozen_cash, asset.market_value, asset.total_asset) # 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'] 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) print('volume：', volume) order_id = xt_trader.order_stock(account, i, xtconstant.STOCK_BUY, volume, xtconstant.LATEST_PRICE, price, 'strategy1', 'order_test') print(order_id) # for i in positions: # price = get_bars(i.replace('SH', 'XSHG').replace('SZ', 'XSHE'), count=1, unit=fre, fields=['close'], # include_now=True).iloc[-1].at['close'] # if Sell_Trader(i): # print('yao maihu de gupiao !!!!!!!!!!!', i.stock_code) # order_id = xt_trader.order_stock(account, i, xtconstant.STOCK_SELL, # 1000, xtconstant.FIX_PRICE, 10.90, 'strategy1', 'order_test') # print(positions[1].stock_code, positions[1].volume) print('今日成交：') for trades in xt_trader.query_stock_trades(account): print(trades.stock_code, trades.traded_volume, trades.traded_price) positions = xt_trader.query_stock_positions(account) print("positions:", len(positions)) if len(positions) != 0: print("last position:") print("{0} {1} {2}".format(positions[-1].account_id, positions[-1].stock_code, positions[-1].volume)) print(positions) xt_trader.stop() def Sell_Trader(stock, account, positions, volume): price = get_bars(stock, count=1, unit=fre, fields=['close'], include_now=True).iloc[-1].at['close'] print(type(stock.replace('XSHG', 'SH').replace('XSHE', 'SZ')),stock.replace('XSHG', 'SH').replace('XSHE', 'SZ') ) order_id = xt_trader.order_stock(account, stock.replace('XSHG', 'SH').replace('XSHE', 'SZ'), xtconstant.STOCK_SELL, volume, xtconstant.LATEST_PRICE, 0, 'strategy1', 'order_test') print(order_id, i) 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) date_afternooe_begin = now_date.replace(hour=13, minute=0, second=0) date_afternooe_end = now_date.replace(hour=15, minute=0, second=0) if True: # if date_morning_begin < now_date < date_morning_end or date_afternooe_begin < now_date < date_afternooe_end: # time.sleep(1800) # 后续的所有示例将使用该实例对象 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') else: print('连接失败') account = StockAccount('920000207040', 'SECURITY') # xt_trader为XtQuant API实例对象 positions = xt_trader.query_stock_positions(account) print(positions) except BaseException: continue for i in positions: # print(i.stock_code, i.volume) volume = i.volume stock = i.stock_code.replace('SH', 'XSHG').replace('SZ', 'XSHE') df_stock = get_bars(stock, count=60, unit=fre, fields=['date', 'open', 'close', 'high', 'low', 'volume'], include_now=True, df=True) # 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() MA20 = df_stock['close'][-21:-1].mean() if price < MA5 or MA5 < MA5_1 or price > MA5 * 1.12: print(MA5, MA5_1) Sell_Trader(stock, account, positions, volume) for fre in ['1d']: print('开始：', fre) results = [] try: stock_pool = pd.read_sql_query( 'select value from `%s`' % fre, engine_hlfx_pool) stock_pool = stock_pool.iloc[-1, 0].split(",") print(stock_pool) except BaseException: continue for stock in stock_pool: # print(stock) 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'] 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() MA10 = df_stock['close'][-11:-1].mean() MA20 = df_stock['close'][-21:-1].mean() # print(price,price_open, 'ma5_1:',MA5_1, 'ma5:', MA5,MA10) if (price > price_open) & (price > MA5) & (MA5 > MA5_1) & (price < MA5 * 1.03) & (MA20 < MA10) \ & (df_stock.iloc[-1].at['volume'] > df_stock.iloc[-2].at['volume']): print(stock) results.append(stock) elif price < MA5 or MA5 MA5*1.09: stock_pool.remove(stock) print(stock, '已失败！') except BaseException: continue results = list(set(results)) print(results) now_time = dt.now().strftime('%Y-%m-%d %H:%M:%S') # results_list =','.join(results) # print(fre, '\n', results_list) if len(results) == 0: continue else: num_industry = get_industry(results) print(num_industry) industry_list = [] for key in num_industry.values(): for key2 in key.values(): industry_list.append(key2['industry_name']) industry_list = pd.value_counts(industry_list) # 最热集中的n个板块 max_industry_list = list(industry_list[0:3].index) results_industry = [] for key, value in num_industry.items(): for key2 in value.values(): if key2['industry_name'] in max_industry_list: results_industry.append(key) print('suoyou:', set(results_industry)) results_industry = ','.join(set(results_industry)) print(fre, '\n', results_industry) sql = "INSERT INTO MA5_%s (date,value) VALUES('%s','%s')" % (fre, dt.now().strftime('%Y-%m-%d %H:%M:%S'), results_industry) cursor_pool.execute(sql) db_pool.commit() print(len(results_industry), results_industry) print(dt.now(), '数据库数据已赋值！') # 取值交易 engine_hlfx_pool = create_engine('mysql+pymysql://root:r6kEwqWU9!v3@localhost:3307/hlfx_pool?charset=utf8') # stocks = xtdata.get_stock_list_in_sector('沪深A股') keep_stocks = pd.read_sql_query( 'select value from `MA5_%s`' % fre, engine_hlfx_pool) keep_stocks = keep_stocks.iloc[-1, 0].split(",") new_keep_stock = [stock.replace('XSHG', 'SH').replace('XSHE', 'SZ') for stock in keep_stocks] print(new_keep_stock) price = get_bars(keep_stocks, count=1, unit=fre, fields=['close']) XtTrader(new_keep_stock) xt_trader.run_forever() time.sleep(1800) elif now_date > date_afternooe_end: pass # print("MA5_收盘了", now_date) # break