小群撤参数修改

Administrator

2024-09-04 cd5863943c5c207601df5c91ec1159c41fb044fb

 huaxin_client/l1_api_client.py

@@ -3,7 +3,7 @@
import time

import qcvalueaddproapi
import sys
from utils import tool

global g_userid, g_passwd, g_address, g_port, g_seqnum
g_seqnum = 100000
@@ -29,10 +29,15 @@
    def queryTradeCalendar(self):
        try:
            queryField = qcvalueaddproapi.CQCVDReqQryShareCalendarField()
            queryField.BegDate = "20240701"
            queryField.EndDate = "20240801"
            queryField.PageCount = 100
            # queryField.BegDate = "20240704"
            queryField.EndDate = "20240904"
            queryField.PageCount = 10
            queryField.PageLocate = 1
            if queryField.BegDate:
                queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_ASC
            if queryField.EndDate:
                queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC

            request_id = self.__create_request_id()
            results = self.m_api.ReqReqQryShareCalendar(queryField, request_id)
            for i in range(0, 1000):
@@ -40,6 +45,57 @@
                    return self.__result_cache
                time.sleep(0.002)
            print("ReqReqQryShareCalendar:", results)
        except Exception as e:
            logging.exception(e)

    def queryBars(self, code, begin_date, end_date):
        try:
            queryField = qcvalueaddproapi.CQCVDReqQryStockDayQuotationField()
            queryField.BegDate = begin_date.replace("-", "")
            queryField.EndDate = end_date.replace("-", "")
            if tool.is_sh_code(code):
                queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SSE
            else:
                queryField.ExchangeID = qcvalueaddproapi.QCVD_EXD_SZSE
            queryField.SecurityID = code
            # queryField.PageCount = 10
            queryField.PageLocate = 1
            queryField.OrderType = qcvalueaddproapi.QCVD_ORDST_DESC

            request_id = self.__create_request_id()
            results = self.m_api.ReqReqQryStockDayQuotation(queryField, request_id)
            for i in range(0, 1000):
                if request_id in self.__result_cache:
                    results = self.__result_cache[request_id]
                    # 最新的复权因子
                    start_adjust_factor = None
                    for i in range(0, len(results)):
                        d = results[i]
                        if not start_adjust_factor:
                            start_adjust_factor = d["AdjustFactor"]
                        # 复权价格
                        if start_adjust_factor != d["AdjustFactor"]:
                            # 开始复权
                            d["PreClosePrice"] = round(d["AdjustFactor"] * d["PreClosePrice"] / start_adjust_factor, 4)
                            d["OpenPrice"] = round(d["AdjustFactor"] * d["OpenPrice"] / start_adjust_factor, 4)
                            d["HighPrice"] = round(d["AdjustFactor"] * d["HighPrice"] / start_adjust_factor, 4)
                            d["LowPrice"] = round(d["AdjustFactor"] * d["LowPrice"] / start_adjust_factor, 4)
                            d["ClosePrice"] = round(d["AdjustFactor"] * d["ClosePrice"] / start_adjust_factor, 4)
                    fresults = []
                    for r in results:
                        fresults.append({"sec_id": r["SecurityID"],
                                         "open": r["TradingDay"],
                                         "high": r["HighPrice"],
                                         "low": r["LowPrice"],
                                         "close": r["ClosePrice"],
                                         "volume": r["Volume"],
                                         "pre_close": r["PreClosePrice"],
                                         "bob": f"{r['TradingDay'][:4]}-{r['TradingDay'][4:6]}-{r['TradingDay'][6:]} 00:00:00",
                                         "amount": r["Turnover"]
                                         })
                    return fresults
                time.sleep(0.002)
            print("ReqReqQryStockDayQuotation:", results)
        except Exception as e:
            logging.exception(e)

@@ -66,7 +122,8 @@
        if (pRspInfo.ErrorID == 0):
            # 登录成功后直接查询
            # self.ReqInquiryHistoryDelivery()
            threading.Thread(target=lambda : print("交易日历：", self.queryTradeCalendar())).start()
            # threading.Thread(target=lambda : print("交易日历：", self.queryTradeCalendar())).start()
            threading.Thread(target=lambda: print("日K：", self.queryBars())).start()

    def ReqQryGGTEODPrices(self):
        QryField = qcvalueaddproapi.CQCVDQryGGTEODPricesField()
@@ -77,6 +134,15 @@
        self.m_api.ReqQryInvestor(QryField, new_seqnum())

    def OnRspInquiryShareCalendar(self, pShareCalendar, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
        """
        交易日历响应
        @param pShareCalendar:
        @param pRspInfo:
        @param nRequestID:
        @param bIsPageLast:
        @param bIsTotalLast:
        @return:
        """
        if nRequestID not in self.__temp_cache:
            self.__temp_cache[nRequestID] = []

@@ -87,6 +153,35 @@
            self.__temp_cache.pop(nRequestID)
            print("OnRspInquiryShareCalendar:", self.__result_cache[nRequestID])

    def OnRspInquiryStockDayQuotation(self, pStockDayQuotation, pRspInfo, nRequestID, bIsPageLast, bIsTotalLast):
        """
       日K响应
       @param pStockDayQuotation:
       @param pRspInfo:
       @param nRequestID:
       @param bIsPageLast:
       @param bIsTotalLast:
       @return:
       """
        if nRequestID not in self.__temp_cache:
            self.__temp_cache[nRequestID] = []

        print("是否本页查询完毕：", bIsPageLast)

        if not bIsPageLast:
            self.__temp_cache[nRequestID].append({
                "SecurityID": pStockDayQuotation.SecurityID, "TradingDay": pStockDayQuotation.TradingDay,
                "AdjustFactor": pStockDayQuotation.AdjustFactor, "PreClosePrice": pStockDayQuotation.PreClosePrice,
                "OpenPrice": pStockDayQuotation.OpenPrice, "HighPrice": pStockDayQuotation.HighPrice,
                "LowPrice": pStockDayQuotation.LowPrice,
                "ClosePrice": pStockDayQuotation.ClosePrice, "Volume": int(pStockDayQuotation.Volume * 100),
                "Turnover": int(pStockDayQuotation.Turnover * 1000)
            })
        else:
            self.__result_cache[nRequestID] = self.__temp_cache[nRequestID]
            self.__temp_cache.pop(nRequestID)
            print("OnRspInquiryStockDayQuotation:", len(self.__result_cache[nRequestID]))


def main():
    # if (len(sys.argv)< 5):