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account.py
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#!usr/bin/env python3
# -*- coding:utf-8 -*-
__author__ = 'yanqiong'
import base64
import ctypes
import logging
import os
import sys
import uuid
from typing import Optional
from tqsdk.baseModule import TqModule
class TqAccount(TqModule):
"""天勤实盘类"""
def __init__(self, broker_id: str, account_id: str, password: str, front_broker: Optional[str] = None,
front_url: Optional[str] = None, td_url: Optional[str] = None, account_type: str = "FUTURE") -> None:
"""
创建天勤实盘实例
Args:
broker_id (str): 期货公司，支持的期货公司列表 https://www.shinnytech.com/blog/tq-support-broker/
account_id (str): 帐号
password (str): 密码
td_url(http://github.com/str): [可选]用于指定账户连接的交易服务器地址, eg: "tcp://1.2.3.4:1234/"
account_type(str): [可选]用于指定账户类型
* FUTURE [默认]: 期货账户
* SPOT: 股票现货账户
"""
if bool(front_broker) != bool(front_url):
raise Exception("front_broker 和 front_url 参数需同时填写")
if not isinstance(broker_id, str):
raise Exception("broker_id 参数类型应该是 str")
if not isinstance(account_id, str):
raise Exception("account_id 参数类型应该是 str")
if not isinstance(password, str):
raise Exception("password 参数类型应该是 str")
if account_type not in ["FUTURE", "SPOT"]:
raise Exception("account_type 账户类型指定错误")
self._broker_id = broker_id.strip()
self._account_type = account_type
self._account_id = account_id.strip()
self._sub_account_id = None
self._account_key = str(id(self))
self._password = password
self._front_broker = front_broker
self._front_url = front_url
self._td_url = td_url
self._app_id = "SHINNY_TQ_1.0"
self._system_info = ""
self._order_id = 0 # 最新股票下单委托合同编号
def _get_system_info(self):
try:
l = ctypes.c_int(344)
buf = ctypes.create_string_buffer(l.value)
lib_path = os.path.join(os.path.dirname(os.path.abspath(__file__)), "ctpse")
if sys.platform.startswith("win") or sys.platform.startswith("linux"):
if sys.platform.startswith("win"):
if ctypes.sizeof(ctypes.c_voidp) == 4:
selib = ctypes.cdll.LoadLibrary(os.path.join(lib_path, "WinDataCollect32.dll"))
ret = getattr(selib, "?CTP_GetSystemInfo@@YAHPADAAH@Z")(buf, ctypes.byref(l))
else:
selib = ctypes.cdll.LoadLibrary(os.path.join(lib_path, "WinDataCollect64.dll"))
ret = getattr(selib, "?CTP_GetSystemInfo@@YAHPEADAEAH@Z")(buf, ctypes.byref(l))
else:
selib = ctypes.cdll.LoadLibrary(os.path.join(lib_path, "LinuxDataCollect64.so"))
ret = selib._Z17CTP_GetSystemInfoPcRi(buf, ctypes.byref(l))
if ret == 0:
return base64.b64encode(buf.raw[:l.value]).decode("utf-8")
else:
raise Exception("错误码: %d" % ret)
else:
logging.getLogger("TqApi.TqAccount").debug("ctpse error", error="不支持该平台")
except Exception as e:
self._api._print(f"采集穿透式监管客户端信息失败: {e}", level="ERROR")
logging.getLogger("TqApi.TqAccount").error("ctpse error", error=e)
return ""
async def _run(self, api, api_send_chan, api_recv_chan, md_send_chan, md_recv_chan, td_send_chan, td_recv_chan):
self._api = api
req = {
"aid": "req_login",
"bid": self._broker_id,
"user_name": self._account_id,
"password": self._password,
}
mac = f"{uuid.getnode():012X}"
req["client_mac_address"] = "-".join([mac[e:e + 2] for e in range(0, 11, 2)])
system_info = self._get_system_info()
if system_info:
req["client_app_id"] = self._app_id
req["client_system_info"] = system_info
if self._front_broker:
req["broker_id"] = self._front_broker
req["front"] = self._front_url
await td_send_chan.send(req)
if self._account_type == 'FUTURE':
await td_send_chan.send({
"aid": "confirm_settlement"
}) # 自动发送确认结算单
self._api = api
self._api_send_chan = api_send_chan
self._api_recv_chan = api_recv_chan
self._md_send_chan = md_send_chan
self._md_recv_chan = md_recv_chan
self._td_send_chan = td_send_chan
self._td_recv_chan = td_recv_chan
await super(TqAccount, self)._run(api, api_send_chan, api_recv_chan, md_send_chan, md_recv_chan, td_send_chan,
td_recv_chan)
async def _handle_recv_data(self, pack, chan):
"""
处理所有上游收到的数据包
"""
if chan == self._md_recv_chan: # 从行情收到的数据包
if pack["aid"] == "rtn_data":
self._diffs.extend(pack.get('data', []))
else:
await self._api_recv_chan.send(pack) # 有可能是另一个 account 的 rsp_login
elif chan == self._td_recv_chan: # 从交易收到的数据包
self._td_handler(pack)
async def _handle_req_data(self, pack):
if pack["aid"] in ["insert_order", "cancel_order", "set_risk_management_rule"]:
assert "account_key" in pack, "发给交易请求的包必须包含 account_key"
if pack["account_key"] != self._account_key:
await self._md_send_chan.send(pack) # 若交易指令包不为当前账户实例，传递给下一个账户实例
else:
pack.pop("account_key", None)
await self._td_send_chan.send(pack)
else:
await self._md_send_chan.send(pack)
def _td_handler(self, pack):
# OTG 返回业务信息截面 trade 中 account_key 为 user_id, 该值需要替换为 account_key
for _, slice_item in enumerate(pack["data"] if "data" in pack else []):
if "trade" not in slice_item:
continue
# 股票账户需要根据登录确认包确定客户号与资金账户
if self._account_type != 'FUTURE' and self._sub_account_id is None:
self._sub_account_id = self._get_sub_account(slice_item["trade"])
if self._account_id in slice_item["trade"]:
slice_item["trade"][self._account_key] = slice_item["trade"].pop(self._account_id)
elif self._sub_account_id in slice_item["trade"]:
slice_item["trade"][self._account_key] = slice_item["trade"].pop(self._sub_account_id)
if pack["aid"] == "rtn_data":
self._diffs.extend(pack.get('data', []))
def _get_sub_account(self, trade):
""" 股票账户
OTG 登录确认包格式
{'trade': {'sub_account_key': {'session': {'user_id': '', 'trading_day': ''}}}}
"""
for k, v in trade.items():
if 'session' in v.keys() and v.get('session').get('user_id', '') == self._account_id:
return k
return None
@property
def _next_order_id(self):
self._order_id += 1
return self._order_id
class TqKq(TqAccount):
def __init__(self, td_url: Optional[str] = None):
"""
创建快期模拟账户实例
"""
super().__init__("快期模拟", "", "", td_url=td_url)
class TqKqStock(TqAccount):
def __init__(self, td_url: Optional[str] = None):
"""
创建快期股票模拟账户实例
快期股票模拟为专业版功能，可以点击 `天勤量化专业版 <https://www.shinnytech.com/tqsdk_professional/>`_ 申请试用或购买
Example::
from tqsdk import TqApi, TqAuth, TqKqStock, TqChan
tq_kq_stock = TqKqStock()
api = TqApi(account=tq_kq_stock, auth=TqAuth("信易账户", "账户密码"))
quote = api.get_quote("SSE.688529")
print(quote)
# 下单限价单
order = api.insert_order("SSE.688529", volume=200, direction="BUY", limit_price=quote.ask_price1)
while order.status == 'ALIVE':
api.wait_update()
print(order) # 打印委托单信息
print(api.get_account()) # 打印快期股票模拟账户信息
print(api.get_position("SSE.688529")) # 打印持仓信息
for trade in order.trade_records.values():
print(trade) # 打印委托单对应的成交信息
api.close()
"""
super().__init__("快期股票模拟", "", "", td_url=td_url, account_type="SPOT")