import logging
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import threading
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import time
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import qcvalueaddproapi
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from utils import tool
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global g_userid, g_passwd, g_address, g_port, g_seqnum
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g_seqnum = 100000
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def new_seqnum():
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global g_seqnum
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g_seqnum = g_seqnum + 1
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return g_seqnum
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class sampleSpi(qcvalueaddproapi.CQCValueAddProSpi):
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__result_cache = {}
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__temp_cache = {}
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def __init__(self, t_tapi):
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qcvalueaddproapi.CQCValueAddProSpi.__init__(self)
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self.m_api = t_tapi
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def __create_request_id(self):
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return new_seqnum()
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def queryTradeCalendar(self):
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try:
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queryField = qcvalueaddproapi.CQCVDReqQryShareCalendarField()
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# queryField.BegDate = "20240704"
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queryField.EndDate = "20240904"
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queryField.PageCount = 10
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queryField.PageLocate = 1
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if queryField.BegDate:
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queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_ASC
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if queryField.EndDate:
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queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC
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request_id = self.__create_request_id()
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results = self.m_api.ReqReqQryShareCalendar(queryField, request_id)
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for i in range(0, 1000):
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if request_id in self.__result_cache:
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return self.__result_cache
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time.sleep(0.002)
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print("ReqReqQryShareCalendar:", results)
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except Exception as e:
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logging.exception(e)
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def queryBars(self, code, begin_date, end_date):
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try:
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queryField = qcvalueaddproapi.CQCVDReqQryStockDayQuotationField()
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queryField.BegDate = begin_date.replace("-", "")
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queryField.EndDate = end_date.replace("-", "")
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if tool.is_sh_code(code):
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queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SSE
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else:
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queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SZSE
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queryField.SecurityID = code
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# queryField.PageCount = 10
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queryField.PageLocate = 1
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queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC
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request_id = self.__create_request_id()
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results = self.m_api.ReqReqQryStockDayQuotation(queryField, request_id)
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for i in range(0, 1000):
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if request_id in self.__result_cache:
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results = self.__result_cache[request_id]
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# 最新的复权因子
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start_adjust_factor = None
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for i in range(0, len(results)):
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d = results[i]
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if not start_adjust_factor:
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start_adjust_factor = d["AdjustFactor"]
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# 复权价格
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if start_adjust_factor != d["AdjustFactor"]:
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# 开始复权
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d["PreClosePrice"] = round(d["AdjustFactor"] * d["PreClosePrice"] / start_adjust_factor, 4)
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d["OpenPrice"] = round(d["AdjustFactor"] * d["OpenPrice"] / start_adjust_factor, 4)
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d["HighPrice"] = round(d["AdjustFactor"] * d["HighPrice"] / start_adjust_factor, 4)
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d["LowPrice"] = round(d["AdjustFactor"] * d["LowPrice"] / start_adjust_factor, 4)
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d["ClosePrice"] = round(d["AdjustFactor"] * d["ClosePrice"] / start_adjust_factor, 4)
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fresults = []
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for r in results:
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fresults.append({"sec_id": r["SecurityID"],
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"open": r["TradingDay"],
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"high": r["HighPrice"],
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"low": r["LowPrice"],
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"close": r["ClosePrice"],
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"volume": r["Volume"],
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"pre_close": r["PreClosePrice"],
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"bob": f"{r['TradingDay'][:4]}-{r['TradingDay'][4:6]}-{r['TradingDay'][6:]} 00:00:00",
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"amount": r["Turnover"]
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})
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return fresults
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time.sleep(0.002)
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print("ReqReqQryStockDayQuotation:", results)
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except Exception as e:
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logging.exception(e)
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def OnFrontConnected(self):
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print("OnFrontConnected")
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# 连接上后去登录
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loginfield = qcvalueaddproapi.CQCVDReqUserLoginField()
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loginfield.LogInAccount = g_userid
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loginfield.AuthMode = qcvalueaddproapi.QCVD_AM_Password
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loginfield.Password = g_passwd
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self.m_api.ReqUserLogin(loginfield, new_seqnum())
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def OnFrontDisconnected(self, nReason):
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print("OnFrontDisconnected Reason[%d]"
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% (nReason))
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# 登录请求响应
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def OnRspUserLogin(self, pRspUserLoginField, pRspInfo, nRequestID, bIsLast):
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print("OnRspUserLogin LogInAccount[%s] RequestID[%d] ErrorID[%d] ErrorMsg[%s] "
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% (pRspUserLoginField.LogInAccount,
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nRequestID,
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pRspInfo.ErrorID,
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pRspInfo.ErrorMsg))
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if (pRspInfo.ErrorID == 0):
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# 登录成功后直接查询
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# self.ReqInquiryHistoryDelivery()
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# threading.Thread(target=lambda : print("交易日历：", self.queryTradeCalendar())).start()
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threading.Thread(target=lambda: print("日K：", self.queryBars())).start()
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def ReqQryGGTEODPrices(self):
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QryField = qcvalueaddproapi.CQCVDQryGGTEODPricesField()
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self.m_api.ReqQryGGTEODPrices(QryField, new_seqnum())
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def ReqQryInvestor(self):
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QryField = qcvalueaddproapi.CQCVDQryInvestorField()
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self.m_api.ReqQryInvestor(QryField, new_seqnum())
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def OnRspInquiryShareCalendar(self, pShareCalendar, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
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"""
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交易日历响应
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@param pShareCalendar:
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@param pRspInfo:
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@param nRequestID:
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@param bIsPageLast:
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@param bIsTotalLast:
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@return:
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"""
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if nRequestID not in self.__temp_cache:
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self.__temp_cache[nRequestID] = []
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if pShareCalendar:
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self.__temp_cache[nRequestID].append(pShareCalendar.TradingDay)
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else:
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self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
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self.__temp_cache.pop(nRequestID)
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print("OnRspInquiryShareCalendar:", self.__result_cache[nRequestID])
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def OnRspInquiryStockDayQuotation(self, pStockDayQuotation, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
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"""
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日K响应
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@param pStockDayQuotation:
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@param pRspInfo:
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@param nRequestID:
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@param bIsPageLast:
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@param bIsTotalLast:
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@return:
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"""
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if nRequestID not in self.__temp_cache:
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self.__temp_cache[nRequestID] = []
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print("是否本页查询完毕：", bIsPageLast)
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if not bIsPageLast:
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self.__temp_cache[nRequestID].append({
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"SecurityID": pStockDayQuotation.SecurityID, "TradingDay": pStockDayQuotation.TradingDay,
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"AdjustFactor": pStockDayQuotation.AdjustFactor, "PreClosePrice": pStockDayQuotation.PreClosePrice,
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"OpenPrice": pStockDayQuotation.OpenPrice, "HighPrice": pStockDayQuotation.HighPrice,
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"LowPrice": pStockDayQuotation.LowPrice,
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"ClosePrice": pStockDayQuotation.ClosePrice, "Volume": int(pStockDayQuotation.Volume * 100),
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"Turnover": int(pStockDayQuotation.Turnover * 1000)
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})
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else:
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self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
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self.__temp_cache.pop(nRequestID)
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print("OnRspInquiryStockDayQuotation:", len(self.__result_cache[nRequestID]))
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def main():
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# if (len(sys.argv)< 5):
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# ######运行命令行:
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# ###### ip地址 端口号 用户名 密码
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# print("usage: ipaddress port userid passwd")
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# return
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global g_userid, g_passwd, g_address, g_port
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g_address = "101.230.90.99"
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g_port = 25556
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g_userid = "388000013942"
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g_passwd = "110808"
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# 回测交易是由历史行情来驱动撮合成交:
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# 因此必须同时使用traderapi和mdapi，不能单独使用traderapi，并且mdapi至少需要订阅一个以上行情。
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# 用户可使用回测traderapi的RegisterFront函数来注册此地址去连接上回测服务器
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print("GetApiVersion():", qcvalueaddproapi.CQCValueAddProApi_GetApiVersion())
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theapi = qcvalueaddproapi.CQCValueAddProApi_CreateInfoQryApi()
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thespi = sampleSpi(theapi)
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theapi.RegisterSpi(thespi)
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theapi.RegisterFront(g_address, g_port)
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theapi.Run()
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return
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if __name__ == '__main__':
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main()
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