文章链接量化研究--小果聚宽交易系统上线高速服务器，提供源代码
https://mp.weixin.qq.com/s/HecSeAvmaCyVCsPhvxA0xg
今天大家反应以前的服务器比较慢，与200多人在使用这个系统，反应比较慢，实时数据请求服务器，服务器还需要做数据验证比较慢，一点，我今天把服务器迁移到了快速服务器反应快，
教程地址小果qmt聚宽交易系统实盘--小果黄金美股红利三剑客轮动策略为例子
支持建立自己的服务器
文章地址小果大qmt聚宽系统: 小果大qmt聚宽系统https://gitee.com/li-xingguo11111/joinquant_trader_bigqmt
聚宽测试
复制下面的源代码到聚宽策略前面
'''小果聚宽跟单系统原理替代,继承聚宽的交易函数类读取下单类的函数参数把交易数据发送到服务器把下面的全部源代码复制到聚宽策略的开头就可以实盘前先模拟盘测试一下数据把下面的内容全部复制到策略的开头就可以作者微信15117320079'''import requestsimport jsonimport pandas as pdfrom jqdata import *url='http://101.34.65.108'port=8888#自定义服务器编码url_code='63d85b6189e42cba63feea36381da615c31ad8e36ae420ed67f60f3598efc9ad'#记得把这个改成自己的一个策略一个,策略的名称找作者建立password='123456'class joinquant_trader:def __init__(self,url='http://101.34.65.108',port=8888,url_code='63d85b6189e42cba63feea36381da615c31ad8e36ae420ed67f60f3598efc9ad',password='123456'):'''获取服务器数据'''self.url=urlself.port=portself.url_code=url_codeself.password=passworddef get_user_data(self,data_type='用户信息'):'''获取使用的数据data_type='用户信息','实时数据',历史数据','清空实时数据','清空历史数据''''url='{}:{}/_dash-update-component'.format(self.url,self.port)headers={'Content-Type':'application/json'}data={"output":"joinquant_trader_table.data@{}".format(self.url_code),"outputs":{"id":"joinquant_trader_table","property":"data@{}".format(self.url_code)},"inputs":[{"id":"joinquant_trader_password","property":"value","value":self.password},{"id":"joinquant_trader_data_type","property":"value","value":data_type},{"id":"joinquant_trader_text","property":"value","value":"\n {'状态': 'held', '订单添加时间': 'datetime.datetime(2024, 4, 23, 9, 30)', '买卖': 'False', '下单数量': '9400', '已经成交': '9400', '股票代码': '001.XSHE', '订单ID': '1732208241', '平均成交价格': '10.5', '持仓成本': '10.59', '多空': 'long', '交易费用': '128.31'}\n "},{"id":"joinquant_trader_run","property":"value","value":"运行"},{"id":"joinquant_trader_down_data","property":"value","value":"不下载数据"}],"changedPropIds":["joinquant_trader_run.value"],"parsedChangedPropsIds":["joinquant_trader_run.value"]}res=requests.post(url=url,data=json.dumps(data),headers=headers)text=res.json()df=pd.DataFrame(text['response']['joinquant_trader_table']['data'])return dfdef send_order(self,result):'''发送交易数据'''url='{}:{}/_dash-update-component'.format(self.url,self.port)headers={'Content-Type':'application/json'}data={"output":"joinquant_trader_table.data@{}".format(self.url_code),"outputs":{"id":"joinquant_trader_table","property":"data@{}".format(self.url_code)},"inputs":[{"id":"joinquant_trader_password","property":"value","value":self.password},{"id":"joinquant_trader_data_type","property":"value","value":'实时数据'},{"id":"joinquant_trader_text","property":"value","value":result},{"id":"joinquant_trader_run","property":"value","value":"运行"},{"id":"joinquant_trader_down_data","property":"value","value":"不下载数据"}],"changedPropIds":["joinquant_trader_run.value"],"parsedChangedPropsIds":["joinquant_trader_run.value"]}res=requests.post(url=url,data=json.dumps(data),headers=headers)text=res.json()df=pd.DataFrame(text['response']['joinquant_trader_table']['data'])return df#继承类xg_data=joinquant_trader(url=url,port=port,password=password,url_code=url_code)def send_order(result):'''发送函数status: 状态, 一个OrderStatus值add_time: 订单添加时间, [datetime.datetime]对象is_buy: bool值, 买还是卖，对于期货:开多/平空 -> 买开空/平多 -> 卖amount: 下单数量, 不管是买还是卖, 都是正数filled: 已经成交的股票数量, 正数security: 股票代码order_id: 订单IDprice: 平均成交价格, 已经成交的股票的平均成交价格(一个订单可能分多次成交)avg_cost: 卖出时表示下卖单前的此股票的持仓成本, 用来计算此次卖出的收益. 买入时表示此次买入的均价(等同于price).side: 多/空，'long'/'short'action: 开/平， 'open'/'close'commission交易费用（佣金、税费等）'''data={}data['状态']=str(result.status)data['订单添加时间']=str(result.add_time)data['买卖']=str(result.is_buy)data['下单数量']=str(result.amount)data['已经成交']=str(result.filled)data['股票代码']=str(result.security)data['订单ID']=str(result.order_id)data['平均成交价格']=str(result.price)data['持仓成本']=str(result.avg_cost)data['多空']=str(result.side)data['交易费用']=str(result.commission)result=str(data)xg_data.send_order(result)return datadef xg_order(func):'''继承order对象 数据交易函数'''def wrapper(*args, **kwargs):result = func(*args, **kwargs)if result == None:returnsend_order(result)return resultreturn wrapperdef xg_order_target(func):'''继承order_target对象 百分比'''def wrapper(*args, **kwargs):result = func(*args, **kwargs)if result == None:returnsend_order(result)return resultreturn wrapperdef xg_order_value(func):'''继承order_value对象 数量'''def wrapper(*args, **kwargs):result = func(*args, **kwargs)if result == None:returnsend_order(result)return resultreturn wrapperdef xg_order_target_value(func):'''继承order_target_value对象 数量'''def wrapper(*args, **kwargs):result = func(*args, **kwargs)if result == None:returnsend_order(result)return resultreturn wrapperorder = xg_order(order)order_target = xg_order_target(order_target)order_value = xg_order_value(order_value)order_target_value = xg_order_target_value(order_target_value)
设置授权码码比如xg_test
点击回测测试看看
高速服务器地址http://101.34.65.108:8888/
点击回测，果然快
交易记录
看服务器，输入授权码xg_test
选择实时数据
实盘qmt设置，输入账户
输入策略授权码比如xg_test
点击测试
实盘设置挂模型交易
挂模型交易
点击运行
策略信号
这个是测试的先撤单，不然明天成交了
全部源代码，大qmt
#encoding:gbk'''声明：源代码只用作学习使用，不做商业用途小果聚宽跟单交易系统高速服务器作者：小果微信:15117320079时间：20240302教程 https://gitee.com/li-xingguo11111/joinquant_trader_miniqmt大qmt https://gitee.com/li-xingguo11111/joinquant_trader_bigqmt实盘时间设置在下面的text里面改"交易时间段":4,"交易开始时间":9,"交易结束时间":14,测试时间设置"时间设置":"时间设置********","交易时间段":8,"交易开始时间":0,"交易结束时间":24,"是否参加集合竞价":"否","开始交易分钟":0,实盘需要把txet下面的参数是否测试改成否"是否开启测试":"否",下面的参数测试的时候改成否,实盘改成是"是否开启临时id记录":"是"高频使用循环模式，低频使用定时数值 描述-1 无效(只对于algo_passorder起作用)0 卖5价1 卖4价2 卖3价3 卖2价4 卖1价5 最新价6 买1价7 买2价(组合不支持)8 买3价(组合不支持)9 买4价(组合不支持)10 买5价(组合不支持)'''import pandas as pdimport numpy as npimport talibimport requestsimport jsonfrom datetime import datetimeimport mathimport timetext={"账户":"","账户支持融资融券":"账户支持融资融券,账户类型STOCK/CREDIT","账户类型":"STOCK","买入价格编码":5,"卖出价格编码":5,"黑名单说明":"黑名单里面的标的，不会买入也不会卖出","黑名单":['600031.SH','600111.SH','513100.SH'],"聚宽跟单":"跟单原理","服务器设置":"服务器跟单设置","服务器":"http://101.34.65.108","端口":"8888","服务器编码":"63d85b6189e42cba63feea36381da615c31ad8e36ae420ed67f60f3598efc9ad","测试说明":"开启测试就是选择历史交易不开启就是选择今天的数据","是否开启测试":"否","测试数量":200,"跟单设置":"跟单设置***********","账户跟单比例":0.5,"多策略用逗号隔开":"多策略用逗号隔开********","组合名称":["小果测试"],"组合授权码":["xg_test"],"组合跟单比例":[1],"不同策略间隔更新时间":0,"下单默认说明":"默认/金额/数量","下单模式":"默认","下单值":1000,"时间设置":"时间设置********","交易时间段":8,"交易开始时间":0,"交易结束时间":24,"是否参加集合竞价":"否","开始交易分钟":0,"是否开启临时id记录":"是"}#记录临时id,避免循环下没有用的单子class a:passa=a()a.log_id=[]def init(c):#账户c.account=text['账户']#账户类型c.account_type=text['账户类型']if c.account_type=='stock' or c.account_type=='STOCK':c.buy_code=23c.sell_code=24else:#融资融券c.buy_code=33c.sell_code=34c.buy_price_code=text['买入价格编码']c.sell_price_code=text['卖出价格编码']c.del_trader_list=text['黑名单']c.url=text['服务器']c.port=text['端口']print('小果服务器提供数据支持************服务器{} 端口{}'.format(c.url,c.port))#定时模式#c.run_time("update_all_data","1nDay","2024-07-25 09:45:00")#c.run_time("update_all_data","1nDay","2024-07-25 14:45:00")#循环模式3秒c.run_time("update_all_data","3nSecond","2024-07-25 13:20:00")#c.run_time("tarder_test","3nSecond","2024-07-25 13:20:00")print(get_account(c,c.account,c.account_type))print(get_position(c,c.account,c.account_type))#print(update_all_data(c))def handlebar(c):passdef tarder_test(c):print('交易测试***************')stock='513100.SH'amount=100maker='交易测试'passorder(23, 1101, c.account, stock, 5, 0, amount, maker,1,maker,c)def get_del_buy_sell_data(c,name='测试1',password='123456'):'''处理交易数据获取原始数据'''test=text['是否开启测试']url=text['服务器']port=text['端口']url_code=text['服务器编码']now_date=str(datetime.now())[:10]xg_data=xg_jq_data(url=url,port=port,password=password,url_code=url_code)info=xg_data.get_user_data(data_type='用户信息')df=xg_data.get_user_data(data_type='实时数据')print('用户信息')print(info)if df.shape[0]>0:stats=df['数据状态'].tolist()[-1]if stats==True:df['证券代码']=df['股票代码'].apply(lambda x:str(x).split('.')[0]+'.SH' if str(x).split('.')[-1]=='XSHG' else str(x).split('.')[0]+'.SZ')df['数据长度']=df['证券代码'].apply(lambda x: len(str(x)))df['订单添加时间']=df['订单添加时间'].apply(lambda x :str(x)[:10])df=df[df['数据长度']>=6]df['交易类型']=df['买卖'].apply(lambda x: 'buy' if x==True else 'sell')df=df.drop_duplicates(subset=['股票代码','下单数量','买卖','多空'],keep='last')df['组合名称']=str(name)df['组合授权码']=str(password)df['策略名称']=str('聚宽跟单')df['订单ID']=df['订单ID'].astype(str)df['证券代码']=df['证券代码'].apply(lambda x: str(x))df['投资备注']=df['组合授权码']+','+df['订单ID']if test=='是':print('开启测试模式,实盘记得关闭')df=dfelse:df=df[df['订单添加时间']==now_date]else:df=pd.DataFrame()else:df=pd.DataFrame()if df.shape[0]>0:print('组合 {} 策略授权码 {} {}今天跟单数据*********************'.format(name,password,now_date))print(df)else:print('组合 {} 策略授权码 {} {}今天没有跟单数据*********************'.format(name,password,now_date))return dfdef get_trader_data(c,name='测试',password='123456',zh_ratio=0.1):'''获取交易数据组合的跟单比例'''test=text['是否开启测试']adjust_ratio=text['账户跟单比例']is_open_id_log=text['是否开启临时id记录']#读取跟单数据df=get_del_buy_sell_data(c,name=name,password=password)try:df['证券代码']=df['证券代码'].apply(lambda x: '0'*(6-len(str(x)))+str(x))except:passtrader_log=get_order(c,c.account,c.account_type)now_date=str(datetime.now())[:10]#剔除撤单废单not_list=[54,57]if trader_log.shape[0]>0:trader_log['撤单']=trader_log['委托状态'].apply(lambda x: '是' if x in not_list else '不是')trader_log=trader_log[trader_log['撤单']=='不是']else:trader_log=trader_logif trader_log.shape[0]>0:trader_log['证券代码']=trader_log['证券代码'].apply(lambda x: '0'*(6-len(str(x)))+str(x))trader_log['组合授权码']=trader_log['投资备注'].apply(lambda x: str(x).split(',')[0])trader_log['订单ID']=trader_log['投资备注'].apply(lambda x: str(x).split(',')[-1])trader_log['订单ID']=trader_log['订单ID'].astype(str)if test=='是':trader_log=trader_logelse:trader_log=trader_logtrader_log['组合授权码']=trader_log['组合授权码'].astype(str)trader_log_1=trader_log[trader_log['组合授权码']==password]if trader_log_1.shape[0]>0:trader_id_list=trader_log_1['订单ID'].tolist()else:trader_id_list=[]else:trader_id_list=[]if is_open_id_log=='是':for trader_id in a.log_id:trader_id_list.append(trader_id)else:passtrader_id_list=list(set(trader_id_list))if df.shape[0]>0:df['组合授权码']=df['组合授权码'].astype(str)#df['订单ID ']=df['订单ID'].astype(str)df=df[df['组合授权码']==password]if df.shape[0]>0:df['账户跟单比例']=adjust_ratiodf['组合跟单比例']=zh_ratiodf['交易检查']=df['订单ID'].apply(lambda x: '已经交易' if x in trader_id_list else '没有交易')df=df[df['交易检查']=='没有交易']amount_list=[]if df.shape[0]>0:for stock,amount,trader_type in zip(df['证券代码'].tolist(),df['下单数量'].tolist(),df['交易类型'].tolist()):try:price=get_price(c,stock=stock)test=text['是否开启测试']test_amount=text['测试数量']down_type=text['下单模式']down_value=text['下单值']if test=='是':value=test_amount*priceelse:if down_type=='默认':value=price*amount*adjust_ratio*zh_ratioelif down_type=='数量':value=price*down_value*adjust_ratio*zh_ratioelif down_type=='金额':value=down_valueelse:value=price*amount*adjust_ratio*zh_ratioif trader_type=='buy':try:trader_type,amount,price=order_stock_value(c,c.account,c.account_type,stock,value,'buy')print(trader_type,amount,price)if trader_type=='buy' and amount>=10:amount=adjust_amount(c,stock=stock,amount=amount)amount_list.append(amount)else:amount_list.append(0)except Exception as e:print('组合{} 组合授权码{} {}买入有问题可能没有资金'.format(name,password,stock))amount_list.append(0)elif trader_type=='sell':try:trader_type,amount,price=order_stock_value(c,c.account,c.account_type,stock,value,'sell')if trader_type=='sell' and amount>=10:amount=adjust_amount(c,stock=stock,amount=amount)amount_list.append(amount)else:amount_list.append(0)except Exception as e:print('组合{} 组合授权码{} {}卖出有问题可能没有持股'.format(name,password,stock))amount_list.append(0)else:print('组合{} 组合授权码{} {}未知的交易类型'.format(name,password,stock))except Exception as e:print(e,stock,'有问题*************')amount_list.append(0)df['数量']=amount_listnot_trader=df[df['数量']<=0]#数量为0的不进入下单记录df=df[df['数量']>=10]#df=df[df['数量']>=0]print('下单股票池））））））））））））））））））））））））')print(df)print('下单数量为0的标的可能没有持股,可能账户没有资金等待下次成交########################################################')print(not_trader)trader_log=pd.concat([trader_log,df],ignore_index=True)trader_log=trader_log.drop_duplicates(subset=['订单添加时间','订单ID','组合授权码','组合名称'],keep='last')else:print('{}组合没有需要下单标度******************'.format(name))df=pd.DataFrame()else:print('{}没有这个组合*************'.format(name))df=pd.DataFrame()else:print('{}交易股票池没有数据*************'.format(name))df=pd.DataFrame()return dfdef start_trader_on(c,name='测试1',password='123456',zh_ratio=0.1):'''开始下单'''is_open_id_log=text['是否开启临时id记录']df=get_trader_data(c,name,password=password,zh_ratio=zh_ratio)try:df['证券代码']=df['证券代码'].apply(lambda x: '0'*(6-len(str(x)))+str(x))except:passif df.shape[0]>0:df['证券代码']=df['证券代码'].astype(str)#print(df['证券代码'])df['证券代码']=df['证券代码'].apply(lambda x: '0'*(6-len(str(x)))+str(x))#先卖在买sell_df=df[df['交易类型']=='sell']if sell_df.shape[0]>0:for stock,amount,maker, in zip(sell_df['证券代码'].tolist(),sell_df['数量'].tolist(),sell_df['投资备注'].tolist()):if stock not in c.del_trader_list:print('{} 标的不在黑名单卖出'.format(stock))try:price=get_price(c,stock)passorder(c.sell_code, 1101, c.account, str(stock), c.sell_price_code, 0, int(amount), str(maker),1,str(maker),c)print('组合{} 卖出标的{} 数量{} 价格{}'.format(name,stock,amount,price))if is_open_id_log=='是':trader_id=str(maker).split(',')[-1]a.log_id.append(trader_id)else:passexcept Exception as e:print(e)print('组合{} {}卖出有问题'.format(name,stock))else:print('{} 标的在黑名单不卖出'.format(stock))else:print('{}组合没有符合调参的卖出数据'.format(name))buy_df=df[df['交易类型']=='buy']if buy_df.shape[0]>0:for stock,amount,maker, in zip(buy_df['证券代码'].tolist(),buy_df['数量'].tolist(),buy_df['投资备注'].tolist()):if stock not in c.del_trader_list:print('{} 标的不在黑名单买入'.format(stock))try:price=get_price(c,stock)passorder(c.buy_code, 1101, c.account, str(stock), c.buy_price_code, 0, int(amount), str(maker),1,str(maker),c)#passorder(23, 1101, c.account, stock, 5, 0, int(amount), '',1,'',c)print('组合{} 买入标的{} 数量{} 价格{}'.format(name,stock,amount,price))if is_open_id_log=='是':trader_id=str(maker).split(',')[-1]a.log_id.append(trader_id)else:passexcept Exception as e:print(e)print('组合{} {}买入有问题'.format(name,stock))else:print('{} 标的在黑名单不买入'.format(stock))else:print('{}组合没有符合调参的买入数据'.format(name))else:print('{}组合没有符合调参数据'.format(name))#print(a.log_id)def update_all_data(c):'''更新策略数据'''if check_is_trader_date_1():name_list=text['组合名称']password_list=text['组合授权码']ratio_list=text['组合跟单比例']update_time=text['不同策略间隔更新时间']for name,password,ratio in zip(name_list,password_list,ratio_list):start_trader_on(c,name=name,password=password,zh_ratio=ratio)time.sleep(update_time*60)else:print('跟单{} 目前不是交易时间***************'.format(datetime.now()))def order_stock_value(c,accountid,datatype,stock,value,trader_type):'''价值下单函数'''price=get_price(c,stock)hold_stock=get_position(c,accountid,datatype)if hold_stock.shape[0]>0:hold_stock=hold_stock[hold_stock['持仓量']>=10]if hold_stock.shape[0]>0:hold_df=hold_stock[hold_stock['证券代码']==stock]if hold_df.shape[0]>0:hold_amount=hold_df['持仓量'].tolist()[-1]av_amount=hold_df['可用数量'].tolist()[-1]else:hold_amount=0av_amount=0else:hold_amount=0av_amount=0else:hold_amount=0av_amount=0account=get_account(c,accountid,datatype)av_cash=account['可用金额']amount=value/priceif str(stock)[:2] in ['11','12']:amount=int(amount/10)*10else:amount=int(amount/100)*100if trader_type=='buy':if av_cash>=value and amount>=10:print('金额下单可以资金{}大于买入金额{} 买入{} 价格{} 数量{}'.format(av_cash,value,stock,price,amount))return 'buy',amount,priceelse:print('金额下单可以资金{}小于买入金额{} 不买入{} 价格{} 数量{}'.format(av_cash,value,stock,price,amount))return '','',priceelif trader_type=='sell':if av_amount>=amount and amount>=10:print('金额下单 持有数量{} 可用数量{} 大于卖出数量{} 卖出{} 价格{} 数量{}'.format(hold_amount,av_amount,amount,stock,price,amount))return 'sell',amount,priceelif av_amount<amount and av_amount>=10:print('金额下单 持有数量{} 可用数量{} 小于卖出数量{}，可以数量大于10 卖出{} 价格{} 数量{}'.format(hold_amount,av_amount,amount,stock,price,amount))return 'sell',amount,priceelse:print('金额下单 持有数量{} 可用数量{} 小于卖出数量{}，不卖出{} 价格{} 数量{}'.format(hold_amount,av_amount,amount,stock,price,amount))return 'sell',amount,priceelse:print('金额下单未知的交易类型{}'.format(stock))return '',amount,pricedef buy(c,stock,price,amount,name):'''买入函数'''passorder(23, 1101, c.account, str(stock), 5, 0, amount,name,1,name,c)def sell(c,stock,price,amount,name):'''自定义卖出函数'''passorder(24, 1101, c.account, str(stock), 5, 0, amount,name,1,name,c)def get_price(c,stock):'''获取最新价格'''tick=c.get_full_tick(stock_code=[stock])tick=tick[stock]price=tick['lastPrice']return pricedef adjust_amount(c,stock='',amount=''):'''调整数量'''if stock[:3] in ['110','113','123','127','128','111'] or stock[:2] in ['11','12']:amount=math.floor(amount/10)*10else:amount=math.floor(amount/100)*100return amountdef check_is_trader_date_1():'''检测是不是交易时间'''trader_time=text['交易时间段']start_date=text['交易开始时间']end_date=text['交易结束时间']start_mi=text['开始交易分钟']jhjj=text['是否参加集合竞价']if jhjj=='是':jhjj_time=15else:jhjj_time=30loc=time.localtime()tm_hour=loc.tm_hourtm_min=loc.tm_minwo=loc.tm_wdayif wo<=trader_time:if tm_hour>=start_date and tm_hour<=end_date:if tm_hour==9 and tm_min<jhjj_time:return Falseelif tm_min>=start_mi:return Trueelse:return Falseelse:return Falseelse:print('周末')return False#获取账户总权益m_dBalancedef get_account(c,accountid,datatype):'''获取账户数据'''accounts = get_trade_detail_data(accountid, datatype, 'account')result={}for dt in accounts:result['总资产']=dt.m_dBalanceresult['净资产']=dt.m_dAssureAssetresult['总市值']=dt.m_dInstrumentValueresult['总负债']=dt.m_dTotalDebitresult['可用金额']=dt.m_dAvailableresult['盈亏']=dt.m_dPositionProfitreturn result#获取持仓信息{code.market:手数}def get_position(c,accountid,datatype):'''获取持股数据'''positions = get_trade_detail_data(accountid,datatype, 'position')data=pd.DataFrame()print('持股数量{}'.format(len(positions)))if len(positions)>0:df=pd.DataFrame()try:for dt in positions:df['股票代码']=[dt.m_strInstrumentID]df['市场类型']=[dt.m_strExchangeID]df['证券代码']=df['股票代码']+'.'+df['市场类型']df['证券名称']=[dt.m_strInstrumentName]df['持仓量']=[dt.m_nVolume]df['可用数量']=[dt.m_nCanUseVolume]df['成本价']=[dt.m_dOpenPrice]df['市值']=[dt.m_dInstrumentValue]df['持仓成本']=[dt.m_dPositionCost]df['盈亏']=[dt.m_dPositionProfit]data=pd.concat([data,df],ignore_index=True)except Exception as e:print('获取持股隔离股票池有问题')data=pd.DataFrame()else:data=pd.DataFrame()return datadef get_order(c,accountid,datatype):'''获取委托'''data=pd.DataFrame()orders = get_trade_detail_data(accountid,datatype, 'order')print('委托数量{}'.format(len(orders)))if len(orders)>0:df=pd.DataFrame()for o in orders:df['股票代码']=[o.m_strInstrumentID]df['市场类型']=[o.m_strExchangeID]df['证券代码']=df['股票代码']+'.'+df['市场类型']df['买卖方向']=[o.m_nOffsetFlag]df['委托数量']=[o.m_nVolumeTotalOriginal]df['成交均价']=[o.m_dTradedPrice]df['成交数量']=[o.m_nVolumeTraded]df['成交金额']=[o.m_dTradeAmount]df['投资备注']=[o.m_strRemark]df['委托状态']=[o.m_nOrderStatus]data=pd.concat([data,df],ignore_index=True)else:data=pd.DataFrame()return datadef get_deal(c,accountid,datatype):'''获取成交'''data=pd.DataFrame()deals = get_trade_detail_data(account, 'stock', 'deal')print('成交数量{}'.format(len(deals)))if len(deals):df=pd.DataFrame()for dt in deals:df['股票代码']=[dt.m_strInstrumentID]df['市场类型']=[dt.m_strExchangeID]df['证券代码']=df['股票代码']+'.'+df['市场类型']df['证券名称']=[dt.m_strInstrumentName]df['买卖方向']=[dt.m_nOffsetFlag]df['成交价格']=[dt.m_dPrice]df['成交数量']=[dt.m_nVolume]df['成交金额']=[dt.m_dTradeAmount]data=pd.concat([data,df],ignore_index=True)else:data=pd.DataFrame()class xg_jq_data:def __init__(self,url='http://124.220.32.224',port=8025,url_code='63d85b6189e42cba63feea36381da615c31ad8e36ae420ed67f60f3598efc9ad',password='123456'):'''获取服务器数据'''self.url=urlself.port=portself.url_code=url_codeself.password=passworddef get_user_data(self,data_type='用户信息'):'''获取使用的数据data_type='用户信息','实时数据',历史数据','清空实时数据','清空历史数据''''url='{}:{}/_dash-update-component'.format(self.url,self.port)headers={'Content-Type':'application/json'}data={"output":"joinquant_trader_table.data@{}".format(self.url_code),"outputs":{"id":"joinquant_trader_table","property":"data@{}".format(self.url_code)},"inputs":[{"id":"joinquant_trader_password","property":"value","value":self.password},{"id":"joinquant_trader_data_type","property":"value","value":data_type},{"id":"joinquant_trader_text","property":"value","value":"\n {'状态': 'held', '订单添加时间': 'datetime.datetime(2024, 4, 23, 9, 30)', '买卖': 'False', '下单数量': '9400', '已经成交': '9400', '股票代码': '001.XSHE', '订单ID': '1732208241', '平均成交价格': '10.5', '持仓成本': '10.59', '多空': 'long', '交易费用': '128.31'}\n "},{"id":"joinquant_trader_run","property":"value","value":"运行"},{"id":"joinquant_trader_down_data","property":"value","value":"不下载数据"}],"changedPropIds":["joinquant_trader_run.value"],"parsedChangedPropsIds":["joinquant_trader_run.value"]}res=requests.post(url=url,data=json.dumps(data),headers=headers)text=res.json()df=pd.DataFrame(text['response']['joinquant_trader_table']['data'])return df
