TradeApiPython - acqusta/tqapi GitHub Wiki

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
%matplotlib inline
import random
import sys
import time
sys.path.append('D:\\tquant\\tqc\\api\\python')
import tquant_api
# 初始化
tqapi = tquant_api.TQuantApi("tcp://localhost:10001")
tapi = tqapi.trade_api()
dapi = tqapi.data_api()
# 查询交易帐号的状态
r, msg = tapi.account_status()
print msg
r
None
account account_id broker msg status
0 056244 simnow SimNow仿真第一套 Connected 
# 查询资金
balances, _ = tapi.query_balance('simnow')
balances
{'account_id': 'simnow',
 'avail': 930510.5239999999,
 'balance': 997396.7329999999,
 'close_pnl': 0.0,
 'commission': 41.387,
 'deposit': 0.0,
 'float_pnl': 170.0,
 'frozen_margin': 25935.0,
 'margin': 40755.0,
 'pre_balance': 997268.1199999999,
 'pre_margin': 0.0,
 'withdraw': 0.0}

# 查询持仓
pos, msg = tapi.query_positions('simnow')
print msg
pos
None
account_id close_pnl code commission cost cost_price current_size enable_size float_pnl frozen_size init_size last_price name side today_size
0 simnow 0.0 rb1801.SHF 41.387 413870.0 0.0 11 4 170.0 7 0.0 0.0 螺纹钢1801 Long 11.0 
# 查询订单
orders, msg = tapi.query_orders('simnow')
print msg
orders.tail()
None
account_id code entrust_action entrust_date entrust_no entrust_price entrust_size entrust_time fill_price fill_size name order_id status status_msg
15 simnow rb1801.SHF Buy 20171109 216283 3741.0 1 135848000 0.0 0 螺纹钢1801 7 Accepted 未成交
16 simnow rb1801.SHF Buy 20171109 216063 3739.0 1 135838000 0.0 0 螺纹钢1801 6 Accepted 未成交
17 simnow rb1801.SHF Buy 20171109 215922 3741.0 1 135831000 0.0 0 螺纹钢1801 5 Accepted 未成交
18 simnow rb1801.SHF Buy 20171109 213574 3759.0 1 135617000 0.0 1 螺纹钢1801 3 Filled 全部成交报单已提交
19 simnow rb1801.SHF Buy 20171109 211035 3760.0 1 135301000 0.0 1 螺纹钢1801 2 Filled 全部成交报单已提交 
# 查询成交
trades, msg = tapi.query_trades('simnow')
print msg
trades
None
account_id code entrust_action entrust_no fill_date fill_no fill_price fill_size fill_time name order_id
0 simnow rb1801.SHF Buy 165070 20171109 99452 3787.0 1 110419000 1
1 simnow rb1801.SHF Buy 237121 20171109 147158 3749.0 1 142957000 16
2 simnow rb1801.SHF Buy 236775 20171109 147124 3750.0 1 142955000 15
3 simnow rb1801.SHF Buy 226598 20171109 146988 3754.0 1 142947000 14
4 simnow rb1801.SHF Buy 223634 20171109 146877 3756.0 1 142930000 9
5 simnow rb1801.SHF Buy 225711 20171109 138881 3766.0 1 140844000 13
6 simnow rb1801.SHF Buy 225452 20171109 138721 3767.0 1 140821000 12
7 simnow rb1801.SHF Buy 225271 20171109 138604 3769.0 1 140809000 11
8 simnow rb1801.SHF Buy 224930 20171109 138373 3770.0 1 140742000 10
9 simnow rb1801.SHF Buy 213574 20171109 130300 3759.0 1 135617000 3
10 simnow rb1801.SHF Buy 211035 20171109 128673 3760.0 1 135301000 2 
# 下单
# action
#    Buy    买入开仓
#    Short  卖出开仓   股票无意义
#    Cover  买入平仓   股票无意义
#    Sell   卖出平仓
#  返回值
#   期货   { 'order_id': n}
#   股票   { 'entrust_no': 'abc' }

price = dapi.quote('rb1801.SHF')[0]['ask1']
r, msg = tapi.place_order('simnow', code='rb1801.SHF', price=price, size=1, action="Sell")
print msg
r
None

{'order_id': 22}

# 取消订单
# 可以通过 order_id 取消期货订单，必须用entrust_no取消股票订单

price = dapi.quote('rb1801.SHF')[0]['last'] - 10
r, msg = tapi.place_order('simnow', code='rb1801.SHF', price=price, size=1, action="Buy")
print "place_result", r

r, msg = tapi.cancel_order('simnow', code='rb1801.SHF', order_id=r['order_id'])
print "cancel_result", r, msg
place_result {'order_id': 25}
order: rb1801.SHF  25 Inserted 报单已提交
order: rb1801.SHF 246679 25 Accepted 未成交
order: rb1801.SHF 246679 25 Accepted 未成交
order: rb1801.SHF 246679 25 Cancelled 已撤单
cancel_result True None

# 订单状态和成交推送

def on_order_status(order):
    print "order:", order['code'], order['entrust_no'], order['order_id'], order['status'], order['status_msg']

def on_trade(trade):
    print "trade:", trade['code'], trade['entrust_no'], trade['fill_price'], trade['fill_size'], trade['fill_no']

tapi.set_on_order_status(on_order_status)
tapi.set_on_order_trade(on_trade)

price = dapi.quote('rb1801.SHF')[0]['ask1']
r, msg = tapi.place_order('simnow', code='rb1801.SHF', price=price, size=1, action="Buy")
print "place_result", r
place_result {'order_id': 26}
order: rb1801.SHF  26 Inserted 报单已提交
order: rb1801.SHF 246772 26 Accepted 未成交
order: rb1801.SHF 246642 24 Accepted 未成交
order: rb1801.SHF 246772 26 Accepted 未成交
order: rb1801.SHF 246642 24 Filled 全部成交
trade: rb1801.SHF 246642 3763.0 1 151701
order: rb1801.SHF 246772 26 Filled 全部成交
trade: rb1801.SHF 246772 3763.0 1 151702
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