数据
下单
QA_Account()
QA_Account() 是quantaxis的核心类, 其作用是一个可以使用规则兼容各种市场的账户类
1.3.0以后, QA_Account需要由组合来进行创建(推荐)
调用方式
import QUANTAXIS as QA
user = QA.QA_User(username ='quantaxis', password = 'quantaxis')
portfolio=user.new_portfolio('x1')
account = *portfolio.new_account*(account_cookie='test')
QA_AccountPRO?
Init signature:
QA_AccountPRO(
user_cookie:str,
portfolio_cookie:str,
account_cookie=None,
strategy_name=None,
market_type='stock_cn',
frequence='day',
broker='backtest',
init_hold={},
init_cash=1000000,
commission_coeff=0.00025,
tax_coeff=0.001,
margin_level={},
allow_t0=False,
allow_sellopen=False,
allow_margin=False,
running_environment='backtest',
auto_reload=False,
generated='direct',
start=None,
end=None,
)
Docstring:
JOB是worker 需要接受QA_EVENT 需要完善RUN方法
👻QA_Broker 继承这个类
👻QA_Account 继承这个类
👻QA_OrderHandler 继承这个类
这些类都要实现run方法，在其它线程🌀中允许自己的业务代码
File: /usr/local/lib/python3.6/site-packages/QUANTAXIS/QAARP/QAAccountPro.py
Type: type
Subclasses:
accpro = *portfolio.new_accountpro*('pro2',market_type=QA.MARKET_TYPE.STOCK_CN)
accpro.positions
{}
*accpro.receive_deal*?
Signature:
accpro.receive_deal(
code,
trade_id:str,
order_id:str,
realorder_id:str,
trade_price,
trade_amount,
trade_towards,
trade_time,
message=None,
)
Docstring: <no docstring>
File: /usr/local/lib/python3.6/site-packages/QUANTAXIS/QAARP/QAAccountPro.py
Type: method
`accpro.receive_deal`('000001','001','001','0001',trade_price=12,trade_amount=10000,trade_towards=QA.ORDER_DIRECTION.BUY,trade_time='2020-08-18')
*accpro.positions*
{'000001': < QAPOSITION 000001 amount 10000/0 >}
*accpro.history_table*
*accpro.send_order?*
Signature:
accpro.send_order(
code=None,
amount=None,
time=None,
towards=None,
price=None,
money=None,
order_model='LIMIT',
amount_model='by_amount',
order_id=None,
position_id=None,
*args,
**kwargs,
)
Docstring: <no docstring>
File: /usr/local/lib/python3.6/site-packages/QUANTAXIS/QAARP/QAAccountPro.py
Type: method
基于期货市场的账户初始化
future_account = portfolio.new_account(account_cookie ='future',allow_t0=True,allow_margin=True,allow_sellopen=True, running_environment=QA.MARKET_TYPE.FUTURE_CN)
account的其他属性可以.出来，可以自己试着看
*accpro.cash*
[1000000, 879970.0, 779945.0]
*accpro.cash_available*
779945.0
*accpro.get_history*
*accpro.get_position*('000001')
pos2 = accpro.get_position('000002')
*pos2.message*
{'code': '000002',
'instrument_id': '000002',
'user_id': 'pro2',
'portfolio_cookie': 'x1',
'username': 'quantaxis',
'position_id': '3e2cd89e-7143-4e0e-b344-40571e84eda5',
'account_cookie': 'pro2',
'frozen': {},
'name': None,
'spms_id': None,
'oms_id': None,
'market_type': 'stock_cn',
'exchange_id': None,
'moneypreset': 100000,
'moneypresetLeft': 0.0,
'lastupdatetime': '',
'volume_long_today': 5000,
'volume_long_his': 0,
'volume_long': 5000,
'volume_short_today': 0,
'volume_short_his': 0,
'volume_short': 0,
'volume_long_frozen_today': 0,
'volume_long_frozen_his': 0,
'volume_long_frozen': 0,
'volume_short_frozen_today': 0,
'volume_short_frozen_his': 0,
'volume_short_frozen': 0,
'margin_long': 100000.0,
'margin_short': 0,
'margin': 100000.0,
'position_price_long': 20.0,
'position_cost_long': 100000.0,
'position_price_short': 0,
'position_cost_short': 0.0,
'open_price_long': 20.0,
'open_cost_long': 100000.0,
'open_price_short': 0,
'open_cost_short': 0.0,
'trades': [],
'orders': {},
'last_price': 20,
'float_profit_long': 0.0,
'float_profit_short': 0.0,
'float_profit': 0.0,
'position_profit_long': 0.0,
'position_profit_short': 0.0,
'position_profit': 0.0}
*pos2.volume_long*
5000
*pos2.volume_long_today*
5000
*pos2.volume_long_his*
0
*pos2.last_price*
20
*pos2.on_price_change*(21)
if pos2.float_profit_long > 2000:
print('sell')
sell
QIFIAccount
from QIFIAccount import QIFI_Account
aifiacc = QIFI_Account(username='x2',password='x2',)
aifiacc.initial()
Create new Account
aifiacc?
Type: QIFI_Account
String form: <QIFIAccount.QAQIFIAccount.QIFI_Account object at 0x7f6e3b2dfc18>
File: /usr/local/lib/python3.6/site-packages/QIFIAccount/QAQIFIAccount.py
Docstring: <no docstring>
Init docstring:
Initial
QIFI Account是一个基于 DIFF/ QIFI/ QAAccount后的一个实盘适用的Account基类
1. 兼容多持仓组合
2. 动态计算权益
使用 model = SIM/ REAL来切换
sr = aifiacc.send_order('003',10,12,ORDER_DIRECTION.BUY)
aifiacc.send_order?
Signature:
aifiacc.send_order(
code:str,
amount:float,
price:float,
towards:int,
order_id:str='',
)
Docstring: <no docstring>
File: /usr/local/lib/python3.6/site-packages/QIFIAccount/QAQIFIAccount.py
Type: method
sr = aifiacc.send_order('004',10.0,12.0,QA.ORDER_DIRECTION.BUY)
{'volume_long': 0, 'volume_short': 0, 'volume_long_frozen': 0, 'volume_short_frozen': 0}
{'volume_long': 0, 'volume_short': 0}
order check success
下单成功 b3f155c7-ab2b-4ac1-94b7-08b6af152738
td = aifiacc.make_deal(sr)
全部成交 b3f155c7-ab2b-4ac1-94b7-08b6af152738
update trade