From cd5863943c5c207601df5c91ec1159c41fb044fb Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期三, 04 九月 2024 18:13:52 +0800 Subject: [PATCH] 小群撤参数修改 --- huaxin_client/l1_api_client.py | 105 ++++++++++++++++++++++++++++++++++++++++++++++++++-- 1 files changed, 100 insertions(+), 5 deletions(-) diff --git a/huaxin_client/l1_api_client.py b/huaxin_client/l1_api_client.py index ea3a837..dab8a67 100644 --- a/huaxin_client/l1_api_client.py +++ b/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] + # 鏈�鏂扮殑澶嶆潈鍥犲瓙 + start_adjust_factor = None + for i in range(0, len(results)): + d = results[i] + if not start_adjust_factor: + start_adjust_factor = d["AdjustFactor"] + # 澶嶆潈浠锋牸 + if start_adjust_factor != d["AdjustFactor"]: + # 寮�濮嬪鏉� + 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): # 鐧诲綍鎴愬姛鍚庣洿鎺ユ煡璇� # self.ReqInquiryHistoryDelivery() - threading.Thread(target=lambda : print("浜ゆ槗鏃ュ巻锛�", self.queryTradeCalendar())).start() + # threading.Thread(target=lambda : print("浜ゆ槗鏃ュ巻锛�", self.queryTradeCalendar())).start() + threading.Thread(target=lambda: print("鏃锛�", 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): + """ + 浜ゆ槗鏃ュ巻鍝嶅簲 + @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): + """ + 鏃鍝嶅簲 + @param pStockDayQuotation: + @param pRspInfo: + @param nRequestID: + @param bIsPageLast: + @param bIsTotalLast: + @return: + """ + if nRequestID not in self.__temp_cache: + self.__temp_cache[nRequestID] = [] + + print("鏄惁鏈〉鏌ヨ瀹屾瘯锛�", 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): -- Gitblit v1.8.0