shidenggui/easyquant

python test.py

# 引入策略模板
from easyquant import StrategyTemplate

# 定义策略类
class Strategy(StrategyTemplate):
    name = 'Hello World' # 定义策略名字
    
    # 策略函数，收到行情推送后会自动调用
    def strategy(self, event):
        """:param event event.data 为所有股票行情的字典，结构如下
        {'162411':
        {'ask1': '0.493',
         'ask1_volume': '75500',
         'ask2': '0.494',
         'ask2_volume': '7699281',
         'ask3': '0.495',
         'ask3_volume': '2262666',
         'ask4': '0.496',
         'ask4_volume': '1579300',
         'ask5': '0.497',
         'ask5_volume': '901600',
         'bid1': '0.492',
         'bid1_volume': '10765200',
         'bid2': '0.491',
         'bid2_volume': '9031600',
         'bid3': '0.490',
         'bid3_volume': '16784100',
         'bid4': '0.489',
         'bid4_volume': '10049000',
         'bid5': '0.488',
         'bid5_volume': '3572800',
         'buy': '0.492',
         'close': '0.499',
         'high': '0.494',
         'low': '0.489',
         'name': '华宝油气',
         'now': '0.493',
         'open': '0.490',
         'sell': '0.493',
         'turnover': '420004912',
         'volume': '206390073.351'}}
        """
        # 使用 self.user 来操作账户，用法见 easytrader 用法
        # 使用 self.log.info('message') 来打印你所需要的 log
        self.log.info('\n\n策略1触发')
        self.log.info('行情数据: 万科价格: %s' % event.data['000002'])
        self.log.info('检查持仓')
        self.log.info(self.user.balance)

启动主引擎
[2015-12-28 14:05:36.649599] INFO: main_engine.py: 加载策略: 策略1_Demo
[2015-12-28 14:05:36.650250] INFO: main_engine.py: 加载策略: 策略2_Demo
[2015-12-28 14:05:36.650713] INFO: main_engine.py: 加载策略完毕
触发每秒定时计时器



策略1触发
行情数据: 万科价格:  {'ask4': 0.0, 'ask1': 0.0, 'bid2_volume': 0, 'bid3': 0.0, 'bid5_volume': 0, 'name': '万  科Ａ', 'ask4_volume': 0, 'close': 24.43, 'volume': 0.0, 'ask3_volume': 0, 'bid5': 0.0, 'bid1': 0.0, 'ask2': 0.0, 'bid4_volume': 0, 'high': 0.0, 'ask5': 0.0, 'bid4': 0.0, 'ask5_volume': 0, 'turnover': 0, 'ask2_volume': 0, 'sell': 0.0, 'open': 0.0, 'bid3_volume': 0, 'bid2': 0.0, 'bid1_volume': 0, 'buy': 0.0, 'ask3': 0.0, 'low': 0.0, 'now': 0.0, 'ask1_volume': 0}
检查持仓
[{'asset_balance': 2758.98, 'market_value': 2740.9, 'enable_balance': 18.08, 'current_balance': 18.08, 'money_name': '人民币', 'fetch_balance': 18.08, 'money_type': '0'}]




策略2触发
行情数据: 华宝油气 {'ask4': 0.5, 'ask1': 0.497, 'bid2_volume': 4594100, 'bid3': 0.494, 'bid5_volume': 851300, 'name': '华宝油气', 'ask4_volume': 15650706, 'close': 0.5, 'volume': 138149552.799, 'ask3_volume': 19611307, 'bid5': 0.492, 'bid1': 0.496, 'ask2': 0.498, 'bid4_volume': 313700, 'high': 0.501, 'ask5': 0.501, 'bid4': 0.493, 'ask5_volume': 10108300, 'turnover': 277462973, 'ask2_volume': 10747730, 'sell': 0.497, 'open': 0.5, 'bid3_volume': 997500, 'bid2': 0.495, 'bid1_volume': 5507952, 'buy': 0.496, 'ask3': 0.499, 'low': 0.495, 'now': 0.497, 'ask1_volume': 14948518}
检查持仓
[{'asset_balance': 2758.98, 'market_value': 2740.9, 'enable_balance': 18.08, 'current_balance': 18.08, 'money_name': '人民币', 'fetch_balance': 18.08, 'money_type': '0'}]

# 引入策略模板
import time
import datetime as dt
from dateutil import tz
from easyquant import DefaultLogHandler
from easyquant import StrategyTemplate


class Strategy(StrategyTemplate):
    name = '测试策略1'

    def init(self):
        # 通过下面的方式来获取时间戳
        now_dt = self.clock_engine.now_dt
        now = self.clock_engine.now
        now = time.time()

        # 注册时钟事件
        clock_type = "盘尾"
        moment = dt.time(14, 56, 30, tzinfo=tz.tzlocal())
        self.clock_engine.register_moment(clock_type, moment)

        # 注册时钟间隔事件, 不在交易阶段也会触发, clock_type == minute_interval
        minute_interval = 1.5
        self.clock_engine.register_interval(minute_interval, trading=False)

    def strategy(self, event):
        """:param event event.data 为所有股票的信息，结构如下
        {'162411':
        {'ask1': '0.493',
         'ask1_volume': '75500',
         'ask2': '0.494',
         'ask2_volume': '7699281',
         'ask3': '0.495',
         'ask3_volume': '2262666',
         'ask4': '0.496',
         'ask4_volume': '1579300',
         'ask5': '0.497',
         'ask5_volume': '901600',
         'bid1': '0.492',
         'bid1_volume': '10765200',
         'bid2': '0.491',
         'bid2_volume': '9031600',
         'bid3': '0.490',
         'bid3_volume': '16784100',
         'bid4': '0.489',
         'bid4_volume': '10049000',
         'bid5': '0.488',
         'bid5_volume': '3572800',
         'buy': '0.492',
         'close': '0.499',
         'high': '0.494',
         'low': '0.489',
         'name': '华宝油气',
         'now': '0.493',
         'open': '0.490',
         'sell': '0.493',
         'turnover': '420004912',
         'volume': '206390073.351'}}
        """
        # 使用 self.user 来操作账户，用法同 easytrader 用法
        # 使用 self.log.info('message') 来打印你所需要的 log
        print('demo1 的 log 使用自定义 log 的方式记录在 demo1.log')
        self.log.info('\n\n策略1触发')
        self.log.info('行情数据: 万科价格: %s' % event.data['000002'])
        self.log.info('检查持仓')
        self.log.info(self.user.balance)
        self.log.info('\n')

    def clock(self, event):
        """在交易时间会定时推送 clock 事件
        :param event: event.data.clock_event 为 [0.5, 1, 3, 5, 15, 30, 60] 单位为分钟,  ['open', 'close'] 为开市、收市
            event.data.trading_state  bool 是否处于交易时间
        """
        if event.data.clock_event == 'open':
            # 开市了
            self.log.info('open')
        elif event.data.clock_event == 'close':
            # 收市了
            self.log.info('close')
        elif event.data.clock_event == 5:
            # 5 分钟的 clock
            self.log.info("5分钟")

    def log_handler(self):
        """自定义 log 记录方式"""
        return DefaultLogHandler(self.name, log_type='stdout', filepath='demo1.log')

    def shutdown(self):
        """
        关闭进程前的调用
        :return:
        """
        self.log.info("假装在关闭前保存了策略数据")

m.load_strategy(names=['测试策略2']) # 指定 names 参数，类型为列表，内容为策略的 name 属性

from easyquant import DefaultLogHandler # 默认的 log handler,支持输出日志到屏幕和文件,

#  这里使用自带的 log handler, 也可使用自己编写的其他 log handler
log_handler = DefaultLogHandler(name='策略日志', log_type='file', filepath='日志文件.log')

m = easyquant.MainEngine(broker, need_data, log_handler=log_handler)
m.load_strategy()
m.start()

# define your_log_handler
class Strategy(StrategyTemplate):
    ...
    def log_handler(self):
        return your_log_handler

from easyquant import DefaultLogHandler

class Strategy(StrategyTemplate):
    ...
    def log_handler(self):
        return DefaultLogHandler(self.name, log_type='file', filepath='策略xx.log')

from easyquant import DefaultQuotationEngine

DefaultQuotationEngine.PushInterval = 30 # 改为 30s 推送一次
m = easyquant.MainEngine(broker, need_data, quotation_engine=[DefaultQuotationEngine])

import easyquotation
from easyquant import PushBaseEngine # 引入行情引擎的基类

class LFEngine(PushBaseEngine):
    EventType = 'lf' # 指定行情的 EventType
    PushInterval = 5 # 指定行情的推送间隔， 默认为 1s

    def init(self):
        # 进行相关的初始化操作
        self.source = easyquotation.use('lf')

    def fetch_quotation(self):
        # 返回行情
        return self.source.stocks(['162411', '000002'])
m = easyquant.MainEngine(broker, need_data, quotation_engine=[LFEngine])

from easyquant import DefaultQuotationEngine

m = easyquant.MainEngine(broker, need_data, quotation_engine=[DefaultQuotationEngine, LFEngine, OtherEngine])

from unittest import mock

# 使用datetime 类构建时间戳
tzinfo = tz.tzlocal()       # 时区
now = datetime.datetime(2016, 7, 14, 8, 59, 50, tzinfo=tzinfo)

# 通过mock ,将 time.time() 函数的返回值重设为上面的打算模拟的值,注意要转化为浮点数时间戳
time.time = mock.Mock(return_value=now.timestamp())

# 生成一个时钟引擎
clock_engien = ClockEngine(EventEngine(), tzinfo)

# 此时通过 time.time 获得的时间戳,都是上面的预设值
clock_engien.now == now.timestamp()         # time.time 时间戳
clock_engien.now_dt == now                  # datetime 时间戳

# 据此可以模拟一段时间内各个闹钟事件的触发,比如模拟开市9:00一直到休市15:00
begin = datetime.datetime(2016, 7, 14, 8, 59, 50, tzinfo=tzinfo).timestamp()
end = datetime.datetime(2016, 7, 14, 15, 00, 10, tzinfo=tzinfo).timestamp()

for pass_seconds in range(end-begin):
    # 时间逐秒往前
    now = begin + pass_seconds
    time.time = mock.Mock(return_value=now.timestamp())
    # 每秒触发一次 tick_tock
    clock_engien.tock()