qka 0.1.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- qka-0.1.0/.github/workflows/release.yml +70 -0
- qka-0.1.0/.gitignore +164 -0
- qka-0.1.0/.vscode/settings.json +3 -0
- qka-0.1.0/CHANGELOG.md +23 -0
- qka-0.1.0/LICENSE +21 -0
- qka-0.1.0/PKG-INFO +77 -0
- qka-0.1.0/README.md +65 -0
- qka-0.1.0/pyproject.toml +46 -0
- qka-0.1.0/qka/__init__.py +5 -0
- qka-0.1.0/qka/anis.py +6 -0
- qka-0.1.0/qka/backtest.py +3 -0
- qka-0.1.0/qka/client.py +43 -0
- qka-0.1.0/qka/data.py +54 -0
- qka-0.1.0/qka/logger.py +69 -0
- qka-0.1.0/qka/server.py +126 -0
- qka-0.1.0/qka/trade.py +71 -0
- qka-0.1.0/qka/utils.py +50 -0
- qka-0.1.0/test.py +4 -0
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name: Python package
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on:
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push:
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branches:
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- main
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jobs:
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Test:
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runs-on: windows-latest
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permissions: write-all
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steps:
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- name: Checkout repository
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uses: actions/checkout@v4
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with:
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fetch-depth: 0 # Ensure full history for semantic-release
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- name: Set up Python 3.10
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uses: actions/setup-python@v5
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with:
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python-version: '3.10' # You can specify your required Python version here
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- name: Install Flit
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run: |
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pip install flit
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shell: bash
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- name: Check release status
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id: release-status
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run: |
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pip install python-semantic-release
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if semantic-release --noop --strict version; then
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echo "::set-output name=released::true"
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else
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echo "::set-output name=released::false"
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fi
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shell: bash
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env:
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GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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- name: Semantic Release Version
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if: steps.release-status.outputs.released == 'true'
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run: |
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semantic-release version
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shell: bash
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env:
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GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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PYPI_TOKEN: ${{ secrets.PYPI_TOKEN }}
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- name: Release to PyPI
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if: steps.release-status.outputs.released == 'true'
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run: |
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flit build
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flit publish --repository pypi
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shell: bash
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env:
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FLIT_USERNAME: __token__
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FLIT_PASSWORD: ${{ secrets.PYPI_TOKEN }}
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- name: Release to GitHub
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if: steps.release-status.outputs.released == 'true'
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run: |
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git fetch --tags
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for file in ./dist/*; do
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gh release upload "${{ steps.release-status.outputs.tag }}" $file
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done
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shell: bash
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env:
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GH_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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qka-0.1.0/.gitignore
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# Byte-compiled / optimized / DLL files
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__pycache__/
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*.py[cod]
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*$py.class
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# C extensions
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*.so
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# Distribution / packaging
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.Python
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build/
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develop-eggs/
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dist/
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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var/
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wheels/
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share/python-wheels/
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*.egg-info/
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.installed.cfg
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*.egg
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MANIFEST
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# PyInstaller
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# Usually these files are written by a python script from a template
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# before PyInstaller builds the exe, so as to inject date/other infos into it.
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*.manifest
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*.spec
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# Installer logs
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pip-log.txt
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pip-delete-this-directory.txt
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# Unit test / coverage reports
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htmlcov/
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.tox/
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.nox/
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.coverage
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.coverage.*
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.cache
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nosetests.xml
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coverage.xml
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*.cover
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*.py,cover
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.hypothesis/
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.pytest_cache/
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cover/
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# Translations
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*.mo
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*.pot
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# Django stuff:
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*.log
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local_settings.py
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db.sqlite3
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db.sqlite3-journal
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# Flask stuff:
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instance/
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.webassets-cache
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.scrapy
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# Sphinx documentation
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docs/_build/
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# PyBuilder
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.pybuilder/
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target/
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# Jupyter Notebook
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.ipynb_checkpoints
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# IPython
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profile_default/
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ipython_config.py
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# pyenv
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# intended to run in multiple environments; otherwise, check them in:
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# .python-version
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# pipenv
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# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
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# However, in case of collaboration, if having platform-specific dependencies or dependencies
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# having no cross-platform support, pipenv may install dependencies that don't work, or not
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# install all needed dependencies.
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#Pipfile.lock
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# poetry
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# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
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# This is especially recommended for binary packages to ensure reproducibility, and is more
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# commonly ignored for libraries.
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# pdm
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#pdm.lock
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# pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
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# in version control.
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# https://pdm.fming.dev/latest/usage/project/#working-with-version-control
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.pdm.toml
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.pdm-python
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# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
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__pypackages__/
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# Celery stuff
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celerybeat-schedule
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# Environments
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.env
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.venv
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env/
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venv/
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ENV/
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# Spyder project settings
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# mypy
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dmypy.json
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# Pyre type checker
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# pytype static type analyzer
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# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
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# and can be added to the global gitignore or merged into this file. For a more nuclear
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# option (not recommended) you can uncomment the following to ignore the entire idea folder.
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#.idea/
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*.ipynb
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qka-0.1.0/CHANGELOG.md
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# CHANGELOG
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## v0.1.0 (2025-01-19)
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### Bug Fixes
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- 优化 ([`c77eae5`](https://github.com/zsrl/qka/commit/c77eae539e5bd64674a6e280af1eb19c8f9c75e5))
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### Features
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- Qmt服务端与客户端
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([`23baabf`](https://github.com/zsrl/qka/commit/23baabfc001ed1ac3f24c17cef55f190f86fc23a))
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- 初始化项目 ([`c6fbea5`](https://github.com/zsrl/qka/commit/c6fbea5eea52311856b67bba48b11c5e298d0cf3))
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### Performance Improvements
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- 初始化包 ([`9ec3368`](https://github.com/zsrl/qka/commit/9ec3368bdf6d866ff5334f379c0e7a2a2c883663))
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- 初始化框架 ([`e549e45`](https://github.com/zsrl/qka/commit/e549e45c6f4c16ab04076c7854e4cef25013b263))
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- 增加发布流程 ([`e08523a`](https://github.com/zsrl/qka/commit/e08523a02b08f36bcca339dacac0059b0821eb8e))
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qka-0.1.0/LICENSE
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MIT License
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Copyright (c) 2024 量化投资技术
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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qka-0.1.0/PKG-INFO
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Metadata-Version: 2.3
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Name: qka
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Version: 0.1.0
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Summary:
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Author-email: myc <mayuanchi1029@gmail.com>
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Description-Content-Type: text/markdown
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Classifier: License :: OSI Approved :: MIT License
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Requires-Dist: xtquant
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Requires-Dist: fastapi
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Requires-Dist: uvicorn
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Project-URL: Home, https://github.com/zsrl/qka
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# qka (快量化)
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快捷量化助手(Quick Quantitative Assistant)是一个简洁易用,可实操A股的量化交易框架。
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## 安装
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```bash
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pip install qka
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```
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## 使用方法
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### QMTServer
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```python
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from qka.server import QMTServer
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server = QMTServer("YOUR_ACCOUNT_ID", "YOUR_QMT_PATH")
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# 服务器启动时会打印生成的token
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server.start()
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```
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### QMTClient
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#### 查询
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```python
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from qka.client import QMTClient
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client = QMTClient(token="服务器打印的token")
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# 调用接口
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result = client.api("query_stock_asset")
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```
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#### 下单
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48
|
+
|
|
49
|
+
```python
|
|
50
|
+
from qka.client import QMTClient
|
|
51
|
+
from xtquant import xtconstant
|
|
52
|
+
|
|
53
|
+
client = QMTClient(token="服务器打印的token")
|
|
54
|
+
# 调用接口
|
|
55
|
+
result = client.api("order_stock", stock_code='600000.SH', order_type=xtconstant.STOCK_BUY, order_volume =1000, price_type=xtconstant.FIX_PRICE, price=10.5)
|
|
56
|
+
```
|
|
57
|
+
<!-- ```python
|
|
58
|
+
datas = qka.data(
|
|
59
|
+
stock_list=[],
|
|
60
|
+
period='tick',
|
|
61
|
+
indicators=[
|
|
62
|
+
'MA',
|
|
63
|
+
'BOLL'
|
|
64
|
+
]
|
|
65
|
+
)
|
|
66
|
+
|
|
67
|
+
|
|
68
|
+
def strategy(bar, bars, borker):
|
|
69
|
+
pass
|
|
70
|
+
|
|
71
|
+
res = qka.backtest(datas, start_time='', end_time='', strategy=strategy)
|
|
72
|
+
|
|
73
|
+
borker = qka.broker(type='qmt', config={})
|
|
74
|
+
|
|
75
|
+
qka.trade(datas, start_time='', strategy=strategy, borker=borker)
|
|
76
|
+
|
|
77
|
+
``` -->
|
qka-0.1.0/README.md
ADDED
|
@@ -0,0 +1,65 @@
|
|
|
1
|
+
# qka (快量化)
|
|
2
|
+
|
|
3
|
+
快捷量化助手(Quick Quantitative Assistant)是一个简洁易用,可实操A股的量化交易框架。
|
|
4
|
+
|
|
5
|
+
## 安装
|
|
6
|
+
|
|
7
|
+
```bash
|
|
8
|
+
pip install qka
|
|
9
|
+
```
|
|
10
|
+
|
|
11
|
+
## 使用方法
|
|
12
|
+
|
|
13
|
+
### QMTServer
|
|
14
|
+
|
|
15
|
+
```python
|
|
16
|
+
from qka.server import QMTServer
|
|
17
|
+
|
|
18
|
+
server = QMTServer("YOUR_ACCOUNT_ID", "YOUR_QMT_PATH")
|
|
19
|
+
# 服务器启动时会打印生成的token
|
|
20
|
+
server.start()
|
|
21
|
+
```
|
|
22
|
+
|
|
23
|
+
### QMTClient
|
|
24
|
+
|
|
25
|
+
#### 查询
|
|
26
|
+
|
|
27
|
+
```python
|
|
28
|
+
from qka.client import QMTClient
|
|
29
|
+
|
|
30
|
+
client = QMTClient(token="服务器打印的token")
|
|
31
|
+
# 调用接口
|
|
32
|
+
result = client.api("query_stock_asset")
|
|
33
|
+
```
|
|
34
|
+
|
|
35
|
+
#### 下单
|
|
36
|
+
|
|
37
|
+
```python
|
|
38
|
+
from qka.client import QMTClient
|
|
39
|
+
from xtquant import xtconstant
|
|
40
|
+
|
|
41
|
+
client = QMTClient(token="服务器打印的token")
|
|
42
|
+
# 调用接口
|
|
43
|
+
result = client.api("order_stock", stock_code='600000.SH', order_type=xtconstant.STOCK_BUY, order_volume =1000, price_type=xtconstant.FIX_PRICE, price=10.5)
|
|
44
|
+
```
|
|
45
|
+
<!-- ```python
|
|
46
|
+
datas = qka.data(
|
|
47
|
+
stock_list=[],
|
|
48
|
+
period='tick',
|
|
49
|
+
indicators=[
|
|
50
|
+
'MA',
|
|
51
|
+
'BOLL'
|
|
52
|
+
]
|
|
53
|
+
)
|
|
54
|
+
|
|
55
|
+
|
|
56
|
+
def strategy(bar, bars, borker):
|
|
57
|
+
pass
|
|
58
|
+
|
|
59
|
+
res = qka.backtest(datas, start_time='', end_time='', strategy=strategy)
|
|
60
|
+
|
|
61
|
+
borker = qka.broker(type='qmt', config={})
|
|
62
|
+
|
|
63
|
+
qka.trade(datas, start_time='', strategy=strategy, borker=borker)
|
|
64
|
+
|
|
65
|
+
``` -->
|
qka-0.1.0/pyproject.toml
ADDED
|
@@ -0,0 +1,46 @@
|
|
|
1
|
+
[build-system]
|
|
2
|
+
requires = ["flit_core >=3.2,<4"]
|
|
3
|
+
build-backend = "flit_core.buildapi"
|
|
4
|
+
|
|
5
|
+
[project]
|
|
6
|
+
name = "qka"
|
|
7
|
+
version = "0.1.0"
|
|
8
|
+
description = ""
|
|
9
|
+
authors = [{name = "myc", email = "mayuanchi1029@gmail.com"}]
|
|
10
|
+
readme = "README.md"
|
|
11
|
+
license = {file = "LICENSE"}
|
|
12
|
+
classifiers = ["License :: OSI Approved :: MIT License"]
|
|
13
|
+
dependencies = [
|
|
14
|
+
"xtquant",
|
|
15
|
+
"fastapi",
|
|
16
|
+
"uvicorn"
|
|
17
|
+
]
|
|
18
|
+
|
|
19
|
+
[project.urls]
|
|
20
|
+
Home = "https://github.com/zsrl/qka"
|
|
21
|
+
|
|
22
|
+
[tool.semantic_release]
|
|
23
|
+
version_toml = [
|
|
24
|
+
"pyproject.toml:project.version"
|
|
25
|
+
]
|
|
26
|
+
|
|
27
|
+
branch = "main"
|
|
28
|
+
upload_to_PyPI = true
|
|
29
|
+
upload_to_release = true
|
|
30
|
+
commit_author = "github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>"
|
|
31
|
+
|
|
32
|
+
[tool.semantic_release.commit_parser_options]
|
|
33
|
+
allowed_tags = [
|
|
34
|
+
"build",
|
|
35
|
+
"chore",
|
|
36
|
+
"ci",
|
|
37
|
+
"docs",
|
|
38
|
+
"feat",
|
|
39
|
+
"fix",
|
|
40
|
+
"perf",
|
|
41
|
+
"style",
|
|
42
|
+
"refactor",
|
|
43
|
+
"test"
|
|
44
|
+
]
|
|
45
|
+
minor_tags = ["feat"]
|
|
46
|
+
patch_tags = ["fix", "perf"]
|
qka-0.1.0/qka/anis.py
ADDED
qka-0.1.0/qka/client.py
ADDED
|
@@ -0,0 +1,43 @@
|
|
|
1
|
+
import requests
|
|
2
|
+
from typing import Any, Dict
|
|
3
|
+
from qka.logger import logger
|
|
4
|
+
|
|
5
|
+
class QMTClient:
|
|
6
|
+
def __init__(self, base_url: str = "http://localhost:8000", token: str = None):
|
|
7
|
+
"""初始化交易客户端
|
|
8
|
+
Args:
|
|
9
|
+
base_url: API服务器地址,默认为本地8000端口
|
|
10
|
+
token: 访问令牌,必须与服务器的token一致
|
|
11
|
+
"""
|
|
12
|
+
self.base_url = base_url.rstrip('/')
|
|
13
|
+
self.session = requests.Session()
|
|
14
|
+
if not token:
|
|
15
|
+
raise ValueError("必须提供访问令牌(token)")
|
|
16
|
+
self.token = token
|
|
17
|
+
self.headers = {"X-Token": self.token}
|
|
18
|
+
|
|
19
|
+
def api(self, method_name: str, **params) -> Any:
|
|
20
|
+
"""通用调用接口方法
|
|
21
|
+
Args:
|
|
22
|
+
method_name: 要调用的接口名称
|
|
23
|
+
**params: 接口参数,作为关键字参数传入
|
|
24
|
+
Returns:
|
|
25
|
+
接口返回的数据
|
|
26
|
+
"""
|
|
27
|
+
try:
|
|
28
|
+
response = self.session.post(
|
|
29
|
+
f"{self.base_url}/api/{method_name}",
|
|
30
|
+
json=params or {},
|
|
31
|
+
headers=self.headers
|
|
32
|
+
)
|
|
33
|
+
response.raise_for_status()
|
|
34
|
+
result = response.json()
|
|
35
|
+
|
|
36
|
+
if not result.get('success'):
|
|
37
|
+
raise Exception(f"API调用失败: {result.get('detail')}")
|
|
38
|
+
|
|
39
|
+
return result.get('data')
|
|
40
|
+
except Exception as e:
|
|
41
|
+
logger.error(f"调用 {method_name} 失败: {str(e)}")
|
|
42
|
+
raise
|
|
43
|
+
|
qka-0.1.0/qka/data.py
ADDED
|
@@ -0,0 +1,54 @@
|
|
|
1
|
+
import time
|
|
2
|
+
from datetime import datetime
|
|
3
|
+
from xtquant import xtdata
|
|
4
|
+
import numpy as np
|
|
5
|
+
from qka.logger import logger
|
|
6
|
+
|
|
7
|
+
class QMTData:
|
|
8
|
+
def __init__(self, stocks=None, sector=None, indicators=None):
|
|
9
|
+
self.stocks = stocks
|
|
10
|
+
if sector is not None:
|
|
11
|
+
self.stocks = xtdata.get_stock_list_in_sector(sector)
|
|
12
|
+
|
|
13
|
+
self.indicators = indicators
|
|
14
|
+
|
|
15
|
+
def get(self, period, start_time='', end_time=''):
|
|
16
|
+
|
|
17
|
+
for stock in self.stocks:
|
|
18
|
+
xtdata.download_history_data(stock_code=stock, period=period, start_time=start_time, end_time=end_time, incrementally=True)
|
|
19
|
+
|
|
20
|
+
res = xtdata.get_local_data(stock_list=self.stocks, period=period, start_time=start_time, end_time=end_time)
|
|
21
|
+
|
|
22
|
+
return res
|
|
23
|
+
|
|
24
|
+
def subscribe(self, callback):
|
|
25
|
+
|
|
26
|
+
delays = []
|
|
27
|
+
|
|
28
|
+
def task(res):
|
|
29
|
+
for code, item in res.items():
|
|
30
|
+
rate = (item['lastPrice'] - item['lastClose']) / item['lastClose']
|
|
31
|
+
timetag = datetime.fromtimestamp(item['time'] / 1000)
|
|
32
|
+
current_time = datetime.fromtimestamp(time.time())
|
|
33
|
+
delay_seconds = (current_time - timetag).total_seconds()
|
|
34
|
+
if delay_seconds < 1000:
|
|
35
|
+
|
|
36
|
+
# delays.append(delay_seconds)
|
|
37
|
+
|
|
38
|
+
# if len(delays) >= 1_000_000:
|
|
39
|
+
# arr = np.array(delays)
|
|
40
|
+
# mean = arr.mean()
|
|
41
|
+
# delays.clear()
|
|
42
|
+
# logger.info(f'平均延迟 {mean}')
|
|
43
|
+
|
|
44
|
+
if delay_seconds > 3:
|
|
45
|
+
logger.warning(f'{code} 延迟 {delay_seconds}')
|
|
46
|
+
|
|
47
|
+
callback(code, item)
|
|
48
|
+
|
|
49
|
+
xtdata.subscribe_whole_quote(code_list=self.stocks, callback=task)
|
|
50
|
+
|
|
51
|
+
xtdata.run()
|
|
52
|
+
|
|
53
|
+
def data(stocks=None, sector=None, indicators=None):
|
|
54
|
+
return QMTData(stocks, sector, indicators)
|
qka-0.1.0/qka/logger.py
ADDED
|
@@ -0,0 +1,69 @@
|
|
|
1
|
+
import logging
|
|
2
|
+
import requests
|
|
3
|
+
import os
|
|
4
|
+
import re
|
|
5
|
+
from datetime import date
|
|
6
|
+
|
|
7
|
+
formatter = logging.Formatter('[%(levelname)s][%(asctime)s]%(message)s', datefmt='%Y-%m-%d %H:%M:%S')
|
|
8
|
+
|
|
9
|
+
class RemoveAnsiEscapeCodes(logging.Filter):
|
|
10
|
+
def filter(self, record):
|
|
11
|
+
record.msg = re.sub(r'\033\[[0-9;]*m', '', str(record.msg))
|
|
12
|
+
return True
|
|
13
|
+
|
|
14
|
+
def create_logger():
|
|
15
|
+
|
|
16
|
+
logger = logging.getLogger('log')
|
|
17
|
+
logger.setLevel(logging.DEBUG)
|
|
18
|
+
|
|
19
|
+
stream_handler = logging.StreamHandler()
|
|
20
|
+
stream_handler.setFormatter(formatter)
|
|
21
|
+
logger.addHandler(stream_handler)
|
|
22
|
+
|
|
23
|
+
# 创建日志文件夹(如果不存在)
|
|
24
|
+
log_dir = 'logs'
|
|
25
|
+
if not os.path.exists(log_dir):
|
|
26
|
+
os.makedirs(log_dir)
|
|
27
|
+
|
|
28
|
+
# 创建文件处理器,并将日志写入文件
|
|
29
|
+
file_handler = logging.FileHandler(f"{log_dir}/{date.today().strftime('%Y-%m-%d')}.log", encoding='utf-8')
|
|
30
|
+
file_handler.setLevel(logging.DEBUG)
|
|
31
|
+
file_handler.setFormatter(formatter)
|
|
32
|
+
file_handler.addFilter(RemoveAnsiEscapeCodes())
|
|
33
|
+
logger.addHandler(file_handler)
|
|
34
|
+
|
|
35
|
+
return logger
|
|
36
|
+
|
|
37
|
+
|
|
38
|
+
class WeChatHandler(logging.Handler):
|
|
39
|
+
def __init__(self, webhook_url):
|
|
40
|
+
super().__init__()
|
|
41
|
+
self.webhook_url = webhook_url
|
|
42
|
+
|
|
43
|
+
def emit(self, record):
|
|
44
|
+
log_entry = self.format(record)
|
|
45
|
+
payload = {
|
|
46
|
+
"msgtype": "text",
|
|
47
|
+
"text": {
|
|
48
|
+
"content": log_entry
|
|
49
|
+
}
|
|
50
|
+
}
|
|
51
|
+
try:
|
|
52
|
+
response = requests.post(self.webhook_url, json=payload)
|
|
53
|
+
response.raise_for_status()
|
|
54
|
+
except requests.exceptions.RequestException as e:
|
|
55
|
+
print(f"Failed to send log to WeChat: {e}")
|
|
56
|
+
|
|
57
|
+
def add_wechat_handler(logger, level, wechat_webhook_url):
|
|
58
|
+
|
|
59
|
+
if wechat_webhook_url is not None:
|
|
60
|
+
|
|
61
|
+
# 创建企业微信处理器,并将日志发送到企业微信
|
|
62
|
+
wechat_handler = WeChatHandler(wechat_webhook_url)
|
|
63
|
+
wechat_handler.setLevel(level or logging.INFO)
|
|
64
|
+
wechat_handler.setFormatter(formatter)
|
|
65
|
+
wechat_handler.addFilter(RemoveAnsiEscapeCodes())
|
|
66
|
+
logger.addHandler(wechat_handler)
|
|
67
|
+
|
|
68
|
+
|
|
69
|
+
logger = create_logger()
|
qka-0.1.0/qka/server.py
ADDED
|
@@ -0,0 +1,126 @@
|
|
|
1
|
+
from fastapi import FastAPI, HTTPException, Header, Depends
|
|
2
|
+
from pydantic import BaseModel
|
|
3
|
+
import inspect
|
|
4
|
+
from typing import Any, Dict
|
|
5
|
+
from qka.trade import create_trader
|
|
6
|
+
import uvicorn
|
|
7
|
+
import uuid
|
|
8
|
+
import hashlib
|
|
9
|
+
|
|
10
|
+
class QMTServer:
|
|
11
|
+
def __init__(self, account_id: str, mini_qmt_path: str, host: str = "0.0.0.0", port: int = 8000, token: str = None):
|
|
12
|
+
"""初始化交易服务器
|
|
13
|
+
Args:
|
|
14
|
+
account_id: 账户ID
|
|
15
|
+
mini_qmt_path: miniQMT路径
|
|
16
|
+
host: 服务器地址,默认0.0.0.0
|
|
17
|
+
port: 服务器端口,默认8000
|
|
18
|
+
token: 可选的自定义token
|
|
19
|
+
"""
|
|
20
|
+
self.account_id = account_id
|
|
21
|
+
self.mini_qmt_path = mini_qmt_path
|
|
22
|
+
self.host = host
|
|
23
|
+
self.port = port
|
|
24
|
+
self.app = FastAPI()
|
|
25
|
+
self.trader = None
|
|
26
|
+
self.account = None
|
|
27
|
+
self.token = token if token else self.generate_token() # 使用自定义token或生成固定token
|
|
28
|
+
print(f"\n授权Token: {self.token}\n") # 打印token供客户端使用
|
|
29
|
+
|
|
30
|
+
def generate_token(self) -> str:
|
|
31
|
+
"""生成基于机器码的固定token"""
|
|
32
|
+
# 获取机器码(例如MAC地址)
|
|
33
|
+
mac = uuid.getnode()
|
|
34
|
+
# 将机器码转换为字符串
|
|
35
|
+
mac_str = str(mac)
|
|
36
|
+
# 使用SHA256哈希生成固定长度的token
|
|
37
|
+
token = hashlib.sha256(mac_str.encode()).hexdigest()
|
|
38
|
+
return token
|
|
39
|
+
|
|
40
|
+
async def verify_token(self, x_token: str = Header(...)):
|
|
41
|
+
"""验证token的依赖函数"""
|
|
42
|
+
if x_token != self.token:
|
|
43
|
+
raise HTTPException(status_code=401, detail="无效的Token")
|
|
44
|
+
return x_token
|
|
45
|
+
|
|
46
|
+
def init_trader(self):
|
|
47
|
+
"""初始化交易对象"""
|
|
48
|
+
self.trader, self.account = create_trader(self.account_id, self.mini_qmt_path)
|
|
49
|
+
|
|
50
|
+
def convert_to_dict(self, obj):
|
|
51
|
+
"""将结果转换为可序列化的字典"""
|
|
52
|
+
# 如果是基本类型,直接返回
|
|
53
|
+
if isinstance(obj, (int, float, str, bool)):
|
|
54
|
+
return obj
|
|
55
|
+
# 如果已经是字典类型,直接返回
|
|
56
|
+
elif isinstance(obj, dict):
|
|
57
|
+
return obj
|
|
58
|
+
# 如果是列表或元组,递归转换每个元素
|
|
59
|
+
elif isinstance(obj, (list, tuple)):
|
|
60
|
+
return [self.convert_to_dict(item) for item in obj]
|
|
61
|
+
# 如果是自定义对象,获取所有公开属性
|
|
62
|
+
elif hasattr(obj, '__dir__'):
|
|
63
|
+
attrs = obj.__dir__()
|
|
64
|
+
# 过滤掉内部属性和方法
|
|
65
|
+
public_attrs = {attr: getattr(obj, attr)
|
|
66
|
+
for attr in attrs
|
|
67
|
+
if not attr.startswith('_') and not callable(getattr(obj, attr))}
|
|
68
|
+
return public_attrs
|
|
69
|
+
# 其他类型直接返回
|
|
70
|
+
return str(obj) # 将无法处理的类型转换为字符串
|
|
71
|
+
|
|
72
|
+
def convert_method_to_endpoint(self, method_name: str, method):
|
|
73
|
+
"""将 XtQuantTrader 方法转换为 FastAPI 端点"""
|
|
74
|
+
sig = inspect.signature(method)
|
|
75
|
+
param_names = list(sig.parameters.keys())
|
|
76
|
+
|
|
77
|
+
# 创建动态的请求模型
|
|
78
|
+
class_fields = {
|
|
79
|
+
'__annotations__': {} # 添加类型注解字典
|
|
80
|
+
}
|
|
81
|
+
|
|
82
|
+
for param in param_names:
|
|
83
|
+
if param in ['self', 'account']:
|
|
84
|
+
continue
|
|
85
|
+
class_fields['__annotations__'][param] = Any
|
|
86
|
+
class_fields[param] = None
|
|
87
|
+
|
|
88
|
+
RequestModel = type(f'{method_name}Request', (BaseModel,), class_fields)
|
|
89
|
+
|
|
90
|
+
async def endpoint(request: RequestModel, token: str = Depends(self.verify_token)):
|
|
91
|
+
try:
|
|
92
|
+
params = request.dict(exclude_unset=True)
|
|
93
|
+
if 'account' in param_names:
|
|
94
|
+
params['account'] = self.account
|
|
95
|
+
result = getattr(self.trader, method_name)(**params)
|
|
96
|
+
converted_result = self.convert_to_dict(result)
|
|
97
|
+
return {'success': True, 'data': converted_result}
|
|
98
|
+
except Exception as e:
|
|
99
|
+
raise HTTPException(status_code=500, detail=str(e))
|
|
100
|
+
|
|
101
|
+
self.app.post(f'/api/{method_name}')(endpoint)
|
|
102
|
+
|
|
103
|
+
def setup_routes(self):
|
|
104
|
+
"""设置所有路由"""
|
|
105
|
+
trader_methods = inspect.getmembers(
|
|
106
|
+
self.trader.__class__,
|
|
107
|
+
predicate=lambda x: inspect.isfunction(x) or inspect.ismethod(x)
|
|
108
|
+
)
|
|
109
|
+
|
|
110
|
+
excluded_methods = {'__init__', '__del__', 'register_callback', 'start', 'stop',
|
|
111
|
+
'connect', 'sleep', 'run_forever', 'set_relaxed_response_order_enabled'}
|
|
112
|
+
|
|
113
|
+
for method_name, method in trader_methods:
|
|
114
|
+
if not method_name.startswith('_') and method_name not in excluded_methods:
|
|
115
|
+
self.convert_method_to_endpoint(method_name, method)
|
|
116
|
+
|
|
117
|
+
def start(self):
|
|
118
|
+
"""启动服务器"""
|
|
119
|
+
self.init_trader()
|
|
120
|
+
self.setup_routes()
|
|
121
|
+
uvicorn.run(self.app, host=self.host, port=self.port)
|
|
122
|
+
|
|
123
|
+
def qmt_server(account_id: str, mini_qmt_path: str, host: str = "0.0.0.0", port: int = 8000, token: str = None):
|
|
124
|
+
"""快速创建并启动服务器的便捷函数"""
|
|
125
|
+
server = QMTServer(account_id, mini_qmt_path, host, port, token)
|
|
126
|
+
server.start()
|
qka-0.1.0/qka/trade.py
ADDED
|
@@ -0,0 +1,71 @@
|
|
|
1
|
+
from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallback
|
|
2
|
+
from xtquant.xttype import StockAccount
|
|
3
|
+
import random
|
|
4
|
+
from qka.utils import timestamp_to_datetime_string, parse_order_type, convert_to_current_date
|
|
5
|
+
from qka.anis import RED, GREEN, YELLOW, BLUE, RESET
|
|
6
|
+
from qka.logger import logger
|
|
7
|
+
|
|
8
|
+
error_orders = []
|
|
9
|
+
|
|
10
|
+
class MyXtQuantTraderCallback(XtQuantTraderCallback):
|
|
11
|
+
def on_disconnected(self):
|
|
12
|
+
"""
|
|
13
|
+
连接状态回调
|
|
14
|
+
:return:
|
|
15
|
+
"""
|
|
16
|
+
print("connection lost")
|
|
17
|
+
def on_stock_order(self, order):
|
|
18
|
+
"""
|
|
19
|
+
委托信息推送
|
|
20
|
+
:param order: XtOrder对象
|
|
21
|
+
:return:
|
|
22
|
+
"""
|
|
23
|
+
# 委托
|
|
24
|
+
if order.order_status == 50:
|
|
25
|
+
logger.info(f"{BLUE}【已委托】{RESET} {parse_order_type(order.order_type)} 代码:{order.stock_code} 名称:{order.order_remark} 委托价格:{order.price:.2f} 委托数量:{order.order_volume} 订单编号:{order.order_id} 委托时间:{timestamp_to_datetime_string(convert_to_current_date(order.order_time))}")
|
|
26
|
+
elif order.order_status == 53 or order.order_status == 54:
|
|
27
|
+
logger.warning(f"{YELLOW}【已撤单】{RESET} {parse_order_type(order.order_type)} 代码:{order.stock_code} 名称:{order.order_remark} 委托价格:{order.price:.2f} 委托数量:{order.order_volume} 订单编号:{order.order_id} 委托时间:{timestamp_to_datetime_string(convert_to_current_date(order.order_time))}")
|
|
28
|
+
|
|
29
|
+
def on_stock_trade(self, trade):
|
|
30
|
+
"""
|
|
31
|
+
成交信息推送
|
|
32
|
+
:param trade: XtTrade对象
|
|
33
|
+
:return:
|
|
34
|
+
"""
|
|
35
|
+
logger.info(f"{GREEN}【已成交】{RESET} {parse_order_type(trade.order_type)} 代码:{trade.stock_code} 名称:{trade.order_remark} 成交价格:{trade.traded_price:.2f} 成交数量:{trade.traded_volume} 成交编号:{trade.order_id} 成交时间:{timestamp_to_datetime_string(convert_to_current_date(trade.traded_time))}")
|
|
36
|
+
|
|
37
|
+
def on_order_error(self, data):
|
|
38
|
+
if data.order_id in error_orders:
|
|
39
|
+
return
|
|
40
|
+
error_orders.append(data.order_id)
|
|
41
|
+
logger.error(f"{RED}【委托失败】{RESET}错误信息:{data.error_msg.strip()}")
|
|
42
|
+
|
|
43
|
+
def on_cancel_error(self, data):
|
|
44
|
+
if data.order_id in error_orders:
|
|
45
|
+
return
|
|
46
|
+
error_orders.append(data.order_id)
|
|
47
|
+
logger.error(f"{RED}【撤单失败】{RESET}错误信息:{data.error_msg.strip()}")
|
|
48
|
+
|
|
49
|
+
|
|
50
|
+
def create_trader(account_id, mini_qmt_path):
|
|
51
|
+
# 创建session_id
|
|
52
|
+
session_id = int(random.randint(100000, 999999))
|
|
53
|
+
# 创建交易对象
|
|
54
|
+
xt_trader = XtQuantTrader(mini_qmt_path, session_id)
|
|
55
|
+
# 启动交易对象
|
|
56
|
+
xt_trader.start()
|
|
57
|
+
# 连接客户端
|
|
58
|
+
connect_result = xt_trader.connect()
|
|
59
|
+
|
|
60
|
+
if connect_result == 0:
|
|
61
|
+
logger.debug(f"{GREEN}【miniQMT连接成功】{RESET} 路径:{mini_qmt_path}")
|
|
62
|
+
|
|
63
|
+
# 创建账号对象
|
|
64
|
+
account = StockAccount(account_id)
|
|
65
|
+
# 订阅账号
|
|
66
|
+
xt_trader.subscribe(account)
|
|
67
|
+
logger.debug(f"{GREEN}【账号订阅成功】{RESET} 账号ID:{account_id}")
|
|
68
|
+
# 注册回调类
|
|
69
|
+
xt_trader.register_callback(MyXtQuantTraderCallback())
|
|
70
|
+
|
|
71
|
+
return xt_trader, account
|
qka-0.1.0/qka/utils.py
ADDED
|
@@ -0,0 +1,50 @@
|
|
|
1
|
+
from xtquant import xtconstant
|
|
2
|
+
from datetime import datetime
|
|
3
|
+
from qka.anis import RED, GREEN, YELLOW, BLUE, RESET
|
|
4
|
+
|
|
5
|
+
def add_stock_suffix(stock_code):
|
|
6
|
+
"""
|
|
7
|
+
为给定的股票代码添加相应的后缀。
|
|
8
|
+
"""
|
|
9
|
+
# 检查股票代码是否为6位数字
|
|
10
|
+
if len(stock_code) != 6 or not stock_code.isdigit():
|
|
11
|
+
raise ValueError("股票代码必须是6位数字")
|
|
12
|
+
|
|
13
|
+
# 根据股票代码的前缀添加相应的后缀
|
|
14
|
+
if stock_code.startswith("00") or stock_code.startswith("30") or stock_code.startswith("15") or stock_code.startswith("16") or stock_code.startswith("18") or stock_code.startswith("12"):
|
|
15
|
+
return f"{stock_code}.SZ" # 深圳证券交易所
|
|
16
|
+
elif stock_code.startswith("60") or stock_code.startswith("68") or stock_code.startswith("11"):
|
|
17
|
+
return f"{stock_code}.SH" # 上海证券交易所
|
|
18
|
+
elif stock_code.startswith("83") or stock_code.startswith("43"):
|
|
19
|
+
return f"{stock_code}.BJ" # 北京证券交易所
|
|
20
|
+
|
|
21
|
+
return f"{stock_code}.SH"
|
|
22
|
+
|
|
23
|
+
def timestamp_to_datetime_string(timestamp):
|
|
24
|
+
"""
|
|
25
|
+
将时间戳转换为时间字符串。
|
|
26
|
+
|
|
27
|
+
:param timestamp: 时间戳(秒级)
|
|
28
|
+
:return: 格式化的时间字符串 'YYYY-MM-DD HH:MM:SS'
|
|
29
|
+
"""
|
|
30
|
+
dt_object = datetime.fromtimestamp(timestamp)
|
|
31
|
+
time_string = dt_object.strftime('%Y-%m-%d %H:%M:%S')
|
|
32
|
+
return time_string
|
|
33
|
+
|
|
34
|
+
def parse_order_type(order_type):
|
|
35
|
+
if order_type == xtconstant.STOCK_BUY:
|
|
36
|
+
return f"{RED}买入{RESET}"
|
|
37
|
+
elif order_type == xtconstant.STOCK_SELL:
|
|
38
|
+
return f"{GREEN}卖出{RESET}"
|
|
39
|
+
|
|
40
|
+
def convert_to_current_date(timestamp):
|
|
41
|
+
# 将时间戳转换为 datetime 对象
|
|
42
|
+
dt = datetime.fromtimestamp(timestamp)
|
|
43
|
+
|
|
44
|
+
# 获取当前日期
|
|
45
|
+
current_date = datetime.now().date()
|
|
46
|
+
|
|
47
|
+
# 创建一个新的 datetime 对象,使用当前日期和原始时间戳的时间部分
|
|
48
|
+
new_dt = datetime.combine(current_date, dt.time())
|
|
49
|
+
|
|
50
|
+
return new_dt.timestamp()
|
qka-0.1.0/test.py
ADDED