知微
fa45d8aa5f
- health_checklist.json: 192.168.1.122→node122
- ocr_client.py: docstring IP→node122
- docs/market-data-requirements.md: IP→node122
- 所有API调用通过ProxyHandler({})绕过系统代理
Privoxy对node122:18003返回500，直连正常
329 lines
11 KiB
Python
329 lines
11 KiB
Python
#!/usr/bin/env python
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# -*- coding:utf-8 -*-
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'''
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Created on 2016年9月25日
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@author: Jimmy Liu
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@group : waditu
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@contact: jimmysoa@sina.cn
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'''
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import six
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import pandas as pd
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import requests
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import time
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from threading import Thread
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from tushare.trader import vars as vs
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from tushare.trader import utils
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from tushare.util import upass as up
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from tushare.util.upass import set_broker
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class TraderAPI(object):
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"""
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股票实盘交易接口
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提醒：本文涉及的思路和内容仅限于量化投资及程序化交易的研究与尝试，不作为个人或机构常规程序化交易的依据，
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不对实盘的交易风险和政策风险产生的影响负责，如有问题请与我联系。
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投资有风险，下单须谨慎。
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"""
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def __init__(self, broker = ''):
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if broker == '':
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return None
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self.broker = broker
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self.trade_prefix = vs.CSC_PREFIX % (vs.P_TYPE['https'],
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vs.DOMAINS['csc'],
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vs.PAGES['csclogin'])
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self.heart_active = True
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self.s = requests.session()
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if six.PY2:
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self.heart_thread = Thread(target = self.send_heartbeat)
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self.heart_thread.setDaemon(True)
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else:
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self.heart_thread = Thread(target = self.send_heartbeat,
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daemon=True)
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def login(self):
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self.s.headers.update(vs.AGENT)
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self.s.get(vs.CSC_PREFIX % (vs.P_TYPE['https'], vs.DOMAINS['csc'],
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vs.PAGES['csclogin']))
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res = self.s.get(vs.V_CODE_URL%(vs.P_TYPE['https'],
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vs.DOMAINS['cscsh'],
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vs.PAGES['vimg']))
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if self._login(utils.get_vcode('csc', res)) is False:
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print('请确认账号或密码是否正确 ，或券商服务器是否处于维护中。 ')
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self.keepalive()
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def _login(self, v_code):
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brokerinfo = up.get_broker(self.broker)
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user = brokerinfo['user'][0]
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login_params = dict(
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inputid = user,
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j_username = user,
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j_inputid = user,
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AppendCode = v_code,
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isCheckAppendCode = 'false',
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logined = 'false',
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f_tdx = '',
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j_cpu = '',
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j_password = brokerinfo['passwd'][0]
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)
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logined = self.s.post(vs.CSC_LOGIN_ACTION % (vs.P_TYPE['https'],
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vs.DOMAINS['csc']),
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params = login_params)
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if logined.text.find(u'消息中心') != -1:
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return True
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return False
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def keepalive(self):
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if self.heart_thread.is_alive():
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self.heart_active = True
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else:
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self.heart_thread.start()
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def send_heartbeat(self):
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while True:
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if self.heart_active:
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try:
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response = self.heartbeat()
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self.check_account_live(response)
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except:
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self.login()
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time.sleep(100)
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else:
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time.sleep(10)
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def heartbeat(self):
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return self.baseinfo
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def exit(self):
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self.heart_active = False
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def buy(self, stkcode, price=0, count=0, amount=0):
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"""
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买入证券
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params
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---------
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stkcode:股票代码，string
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pricce:委托价格，int
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count:买入数量
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amount:买入金额
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"""
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jsonobj = utils.get_jdata(self._trading(stkcode, price,
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count, amount, 'B', 'buy'))
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res = True if jsonobj['result'] == 'true' else False
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return res
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def sell(self, stkcode, price=0, count=0, amount=0):
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"""
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卖出证券
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params
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---------
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stkcode:股票代码，string
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pricce:委托价格，int
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count:卖出数量
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amount:卖出金额
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"""
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jsonobj = utils.get_jdata(self._trading(stkcode, price, count,
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amount, 'S', 'sell'))
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res = True if jsonobj['result'] == 'true' else False
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return res
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def _trading(self, stkcode, price, count, amount, tradeflag, tradetype):
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txtdata = self.s.get(vs.TRADE_CHECK_URL % (vs.P_TYPE['https'],
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vs.DOMAINS['csc'],
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vs.PAGES['tradecheck'],
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tradeflag, stkcode,
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tradetype, utils.nowtime_str()))
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jsonobj = utils.get_jdata(txtdata)
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list = jsonobj['returnList'][0]
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secuid = list['buysSecuid']
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fundavl = list['fundavl']
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stkname = list['stkname']
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if secuid is not None:
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if tradeflag == 'B':
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buytype = vs.BUY
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count = count if count else amount // price // 100 * 100
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else:
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buytype = vs.SELL
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count = count if count else amount // price
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tradeparams = dict(
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stkname = stkname,
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stkcode = stkcode,
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secuid = secuid,
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buytype = buytype,
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bsflag = tradeflag,
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maxstkqty = '',
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buycount = count,
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buyprice = price,
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_ = utils.nowtime_str()
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)
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tradeResult = self.s.post(vs.TRADE_URL % (vs.P_TYPE['https'],
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vs.DOMAINS['csc'],
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vs.PAGES['trade']),
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params = tradeparams)
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return tradeResult
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return None
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def position(self):
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"""
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获取持仓列表
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return:DataFrame
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----------------------
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stkcode:证券代码
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stkname:证券名称
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stkqty :证券数量
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stkavl :可用数量
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lastprice:最新价格
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costprice:成本价
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income :参考盈亏（元）
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"""
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return self._get_position()
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def _get_position(self):
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self.s.headers.update(vs.AGENT)
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txtdata = self.s.get(vs.BASE_URL % (vs.P_TYPE['https'],
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vs.DOMAINS['csc'],
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vs.PAGES['position']))
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jsonobj = utils.get_jdata(txtdata)
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df = pd.DataFrame(jsonobj['data'], columns=vs.POSITION_COLS)
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return df
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def entrust_list(self):
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"""
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获取委托单列表
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return:DataFrame
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----------
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ordersno:委托单号
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stkcode:证券代码
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stkname:证券名称
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bsflagState:买卖标志
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orderqty:委托数量
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matchqty:成交数量
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orderprice:委托价格
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operdate:交易日期
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opertime:交易时间
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orderdate:下单日期
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state:状态
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"""
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txtdata = self.s.get(vs.ENTRUST_LIST_URL % (vs.P_TYPE['https'],
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vs.DOMAINS['csc'],
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vs.PAGES['entrustlist'],
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utils.nowtime_str()))
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jsonobj = utils.get_jdata(txtdata)
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df = pd.DataFrame(jsonobj['data'], columns=vs.ENTRUST_LIST_COLS)
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return df
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def deal_list(self, begin=None, end=None):
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"""
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获取成交列表
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params
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-----------
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begin:开始日期 YYYYMMDD
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end:结束日期 YYYYMMDD
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return: DataFrame
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-----------
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ordersno:委托单号
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matchcode:成交编号
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trddate:交易日期
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matchtime:交易时间
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stkcode:证券代码
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stkname:证券名称
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bsflagState:买卖标志
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orderprice:委托价格
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matchprice:成交价格
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orderqty:委托数量
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matchqty:成交数量
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matchamt:成交金额
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"""
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daterange = ''
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if (begin is None) & (end is None):
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selecttype = 'intraDay'
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else:
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daterange = vs.DEAL_DATE_RANGE % (begin, end)
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selecttype = 'all'
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txtdata = self.s.get(vs.DEAL_LIST_URL % (vs.P_TYPE['https'],
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vs.DOMAINS['csc'],
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vs.PAGES['deallist'],
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selecttype, daterange,
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utils.nowtime_str()))
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jsonobj = utils.get_jdata(txtdata)
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df = pd.DataFrame(jsonobj['data'], columns=vs.DEAL_LIST_COLS)
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return df
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def cancel(self, ordersno='', orderdate=''):
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"""
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撤单
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params
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-----------
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ordersno:委托单号，多个以逗号分隔，e.g. 1866,1867
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orderdata:委托日期 YYYYMMDD，多个以逗号分隔，对应委托单好
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return
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------------
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string
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"""
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if (ordersno != '') & (orderdate != ''):
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params = dict(
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ordersno = ordersno,
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orderdate = orderdate,
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_ = utils.nowtime_str()
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)
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result = self.s.post(vs.CANCEL_URL % (vs.P_TYPE['https'], vs.DOMAINS['csc'], vs.PAGES['cancel']),
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params = params)
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jsonobj = utils.get_jdata(result.text)
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return jsonobj['msgMap']['ResultSucess']
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return None
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def baseinfo(self):
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"""
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获取帐户基本信息
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return: Series
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-------------
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fundid:帐户ID
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gpsz: 股票市值
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fundvalue:基金市值
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jihelicai:集合理财
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fundbal:帐户余额
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marketvalue:总资产
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fundavl:可用余额
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daixiao:代销份额
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otc:OTC份额
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"""
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return self._get_baseinfo()
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def _get_baseinfo(self):
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self.s.headers.update(vs.AGENT)
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txtdata = self.s.get(vs.BASE_URL % (vs.P_TYPE['https'], vs.DOMAINS['csc'], vs.PAGES['baseInfo']))
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jsonobj = utils.get_jdata(txtdata)
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stkdata = jsonobj['data']['moneytype0']
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stkdata['fundid'] = jsonobj['fundid']
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return pd.Series(stkdata)
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def check_login_status(self, return_data):
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if hasattr(return_data, 'get') and return_data.get('error_no') == '-1':
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raise NotLoginError
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class NotLoginError(Exception):
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def __init__(self, result=None):
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super(NotLoginError, self).__init__()
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self.result = result
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def heartbeat(self):
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return self.baseinfo
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