quant1x-trader 0.0.0__tar.gz

quant1x_trader-0.0.0/LICENSE

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+MIT License
+
+Copyright (c) 2023 王布衣
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

quant1x_trader-0.0.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: quant1x-trader
+Version: 0.0.0
+Summary: Quant1X programmatic automated trading
+Author-email: Wang Feng <wangfengxy@sina.cn>
+License: MIT
+Project-URL: Homepage, https://gitee.com/quant1x/trader
+Keywords: quant1x,auto,trader
+Classifier: Development Status :: 2 - Pre-Alpha
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Natural Language :: English
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: future~=1.0.0
+Requires-Dist: numpy~=2.3.0
+Requires-Dist: pandas~=2.3.0
+Requires-Dist: PyYAML~=6.0.1
+Requires-Dist: pywin32==311
+Requires-Dist: uvicorn~=0.29.0
+Requires-Dist: fastapi~=0.110.2
+Requires-Dist: path~=16.14.0
+Requires-Dist: requests~=2.32.0
+Requires-Dist: loguru~=0.7.2
+Requires-Dist: quant1x-xtquant~=2025.5.26
+Requires-Dist: quant1x-base~=0.6.29
+Requires-Dist: aiohttp~=3.12.15
+Requires-Dist: sanic~=23.12.1
+Requires-Dist: python-multipart~=0.0.19
+Requires-Dist: APScheduler~=3.10.4
+Dynamic: license-file
+
+# trader
+
+#### 介绍
+python实现的自动化交易员

quant1x_trader-0.0.0/README.md

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+# trader
+
+#### 介绍
+python实现的自动化交易员

quant1x_trader-0.0.0/pyproject.toml

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+[build-system]
+requires = ["setuptools>=61", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "quant1x-trader"
+version = "0.0.0"
+description = "Quant1X programmatic automated trading"
+readme = "README.md"
+requires-python = ">=3.8"
+authors = [ { name = "Wang Feng", email = "wangfengxy@sina.cn" } ]
+license = { text = "MIT" }
+keywords = ["quant1x", "auto", "trader"]
+classifiers = [
+  "Development Status :: 2 - Pre-Alpha",
+  "Intended Audience :: Developers",
+  "License :: OSI Approved :: MIT License",
+  "Natural Language :: English",
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3.8",
+  "Programming Language :: Python :: 3.9",
+  "Programming Language :: Python :: 3.10",
+  "Programming Language :: Python :: 3.11",
+  "Programming Language :: Python :: 3.12",
+]
+dependencies = [
+  "future~=1.0.0",
+  "numpy~=2.3.0",
+  "pandas~=2.3.0",
+  "PyYAML~=6.0.1",
+  "pywin32==311",
+  "uvicorn~=0.29.0",
+  "fastapi~=0.110.2",
+  "path~=16.14.0",
+  "requests~=2.32.0",
+  "loguru~=0.7.2",
+  "quant1x-xtquant~=2025.5.26",
+  "quant1x-base~=0.6.29",
+  "aiohttp~=3.12.15",
+  "sanic~=23.12.1",
+  "python-multipart~=0.0.19",
+  "APScheduler~=3.10.4",
+]
+
+[project.urls]
+Homepage = "https://gitee.com/quant1x/trader"
+
+[project.scripts]
+quant1x-qmt-proxy = "trader1x.proxy:main"
+
+[tool.setuptools]
+# find packages the same way as the original setup.py
+[tool.setuptools.packages.find]
+include = ["trader1x", "trader1x.*"]
+
+[tool.setuptools.package-data]
+"*" = ["*.dll", "*.pyd", "*.ini", "*.log4cxx"]
+
+# Note: original project computed version dynamically via q1x.base.version.project_version()
+# The static version above is a placeholder; update `version` or switch to a dynamic
+# version scheme if you want the build to read the package's version automatically.

quant1x_trader-0.0.0/quant1x_trader.egg-info/PKG-INFO

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+Metadata-Version: 2.4
+Name: quant1x-trader
+Version: 0.0.0
+Summary: Quant1X programmatic automated trading
+Author-email: Wang Feng <wangfengxy@sina.cn>
+License: MIT
+Project-URL: Homepage, https://gitee.com/quant1x/trader
+Keywords: quant1x,auto,trader
+Classifier: Development Status :: 2 - Pre-Alpha
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Natural Language :: English
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: future~=1.0.0
+Requires-Dist: numpy~=2.3.0
+Requires-Dist: pandas~=2.3.0
+Requires-Dist: PyYAML~=6.0.1
+Requires-Dist: pywin32==311
+Requires-Dist: uvicorn~=0.29.0
+Requires-Dist: fastapi~=0.110.2
+Requires-Dist: path~=16.14.0
+Requires-Dist: requests~=2.32.0
+Requires-Dist: loguru~=0.7.2
+Requires-Dist: quant1x-xtquant~=2025.5.26
+Requires-Dist: quant1x-base~=0.6.29
+Requires-Dist: aiohttp~=3.12.15
+Requires-Dist: sanic~=23.12.1
+Requires-Dist: python-multipart~=0.0.19
+Requires-Dist: APScheduler~=3.10.4
+Dynamic: license-file
+
+# trader
+
+#### 介绍
+python实现的自动化交易员

quant1x_trader-0.0.0/quant1x_trader.egg-info/SOURCES.txt

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+LICENSE
+README.md
+pyproject.toml
+quant1x_trader.egg-info/PKG-INFO
+quant1x_trader.egg-info/SOURCES.txt
+quant1x_trader.egg-info/dependency_links.txt
+quant1x_trader.egg-info/entry_points.txt
+quant1x_trader.egg-info/requires.txt
+quant1x_trader.egg-info/top_level.txt
+trader1x/__init__.py
+trader1x/config.py
+trader1x/context.py
+trader1x/log4py.py
+trader1x/proxy.py
+trader1x/thinktrader.py
+trader1x/utils.py
+trader1x/win32serviceutil.py

quant1x_trader-0.0.0/quant1x_trader.egg-info/dependency_links.txt

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+

quant1x_trader-0.0.0/quant1x_trader.egg-info/entry_points.txt

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+[console_scripts]
+quant1x-qmt-proxy = trader1x.proxy:main

quant1x_trader-0.0.0/quant1x_trader.egg-info/requires.txt

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+future~=1.0.0
+numpy~=2.3.0
+pandas~=2.3.0
+PyYAML~=6.0.1
+pywin32==311
+uvicorn~=0.29.0
+fastapi~=0.110.2
+path~=16.14.0
+requests~=2.32.0
+loguru~=0.7.2
+quant1x-xtquant~=2025.5.26
+quant1x-base~=0.6.29
+aiohttp~=3.12.15
+sanic~=23.12.1
+python-multipart~=0.0.19
+APScheduler~=3.10.4

quant1x_trader-0.0.0/quant1x_trader.egg-info/top_level.txt

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+trader1x

quant1x_trader-0.0.0/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

quant1x_trader-0.0.0/trader1x/__init__.py

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+# -*- coding: UTF-8 -*-
+
+__author__ = 'WangFeng'
+
+# from .logger import logger, quant1x_data_path

quant1x_trader-0.0.0/trader1x/config.py

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+# -*- coding: UTF-8 -*-
+import os
+import sys
+import warnings
+from dataclasses import dataclass, field
+
+import q1x.base
+import yaml
+from q1x.base import TradingSession
+
+from trader1x import utils
+from trader1x.log4py import logger
+
+warnings.filterwarnings('ignore')
+
+
+def list_default_factory():
+    return []
+
+
+@dataclass
+class TradeRule:
+    """
+    交易规则
+    """
+    id: int = -1  # 策略ID, -1无效
+    auto: bool = False  # 是否自动执行
+    name: str = None  # 策略名称
+    flag: str = ''  # 订单标识,分早盘,尾盘和盘中
+    time: TradingSession = field(default_factory=lambda: TradingSession("09:30:00~11:30:00,13:00:00~14:56:30"))
+    weight: int = 0  # 策略权重, 默认0, 由系统自动分配
+    total: int = 3  # 订单总数, 默认是3
+    fee_max: float = 20000.00  # 可投入资金-最大
+    fee_min: float = 10000.00  # 可投入资金-最小
+    sectors: list[str] = None  # 板块, 策略适用的板块列表, 默认板块为空, 即全部个股
+    ignore_margin_trading: bool = True  # 剔除两融标的, 默认是剔除
+
+    def __init__(self, params: dict = None):
+        """
+        初始化
+        """
+        # 先让 dataclass 初始化默认值
+        # 手动初始化所有字段
+        self.time = TradingSession("09:30:00~11:30:00,13:00:00~14:56:30")
+        if params is None:
+            return
+        for key, value in params.items():
+            if not hasattr(self, key):
+                continue
+            tmp_value = getattr(self, key)
+            if isinstance(tmp_value, TradingSession):
+                new_value = TradingSession(value)
+                setattr(self, key, new_value)
+            else:
+                setattr(self, key, value)
+
+    def enable(self) -> bool:
+        """
+        是否有效
+        :return:
+        """
+        return self.auto and self.id >= 0
+
+    def buy_enable(self) -> bool:
+        """
+        买入有效
+        :return:
+        """
+        return self.enable() and self.total > 0
+
+    def sell_enable(self) -> bool:
+        """
+        卖出有效
+        :return:
+        """
+        return self.enable()
+
+    def is_cookie_cutter_for_sell(self) -> bool:
+        """
+        是否一刀切卖出
+        :return:
+        """
+        return self.sell_enable() and self.total == 0
+
+
+@dataclass
+class TraderConfig:
+    """
+    配置信息
+    """
+    # 账号ID
+    account_id: str = ''
+    # 运行路径
+    order_path: str = ''
+    # 时间范围 - 早盘策略
+    head_time: TradingSession = field(default_factory=lambda: TradingSession("09:27:00~14:57:00"))
+    # 时间范围 - 尾盘策略
+    tail_time: TradingSession = field(default_factory=lambda: TradingSession("14:45:00~14:59:50"))
+    # 时间范围 - 盘中订单
+    tick_time: TradingSession = field(default_factory=lambda: TradingSession("09:39:00-14:57:00"))
+    # 时间范围 - 持仓卖出
+    ask_time: TradingSession = field(default_factory=lambda: TradingSession("09:50:00~14:59:30"))
+    # 时间范围 - 撤销订单
+    cancel_time: TradingSession = field(default_factory=lambda: TradingSession("09:15:00~09:19:59, 09:30:00~14:56:59"))
+    # 时间范围 - 盘后复盘
+    review_time: TradingSession = field(default_factory=lambda: TradingSession("00:00:00~08:30:00, 15:01:00~23:59:59"))
+    # 买入持仓率, 资金控制阀值
+    position_ratio: float = 0.5000
+    # 印花税 - 买入, 按照成交金额, 买入0.0%
+    stamp_duty_rate_for_buy: float = 0.0000
+    # 印花税 - 卖出, 按照成交金额, 卖出0.1%
+    stamp_duty_rate_for_sell: float = 0.0010
+    # 过户费 - 双向, 按照数量收取, 默认万分之六, 0.06%
+    transfer_rate: float = 0.0006
+    # 券商佣金 - 双向, 按成交金额计算, 默认万分之二点五, 0.025%
+    commission_rate: float = 0.00025
+    # 券商佣金最低, 默认5.00
+    commission_min: float = 5.00
+    # 保留现金
+    keep_cash: float = 10000.00
+    # tick订单最大金额, 默认20000.00
+    tick_order_max_amount: float = 20000.00
+    # tick订单最小金额, 默认10000.00
+    tick_order_min_amount: float = 10000.00
+    # 买入最大金额
+    buy_amount_max: float = 250000.00
+    # 买入最小金额
+    buy_amount_min: float = 1000.00
+    # 每策略最多可买股票数量, 这里默认3
+    max_stock_quantity_for_strategy: int = 3
+    # 自动卖出, 默认为True
+    sell_order_auto: bool = False
+    # 自动交易head订单, 默认为True
+    head_order_auto: bool = False
+    # 自动交易tick订单, 默认为True
+    tick_order_auto: bool = False
+    # 自动交易tail订单, 默认为True
+    tail_order_auto: bool = False
+
+    # 启动了mimiQMT机器的代理服务的监听地址, 默认为回环地址127.0.0.1, 强烈不推荐使用0.0.0.0
+    proxy_address: str = q1x.base.lan_address()
+    # 代理服务的监听端口, 默认18168
+    proxy_port: int = 18168
+    # 代理服务默认工作线程数, 默认为cpu核数的二分之一
+    proxy_workers: int = q1x.base.max_procs()
+    # qmt proxy地址
+    proxy_url: str = ""
+    # 策略集合
+    strategies: list[TradeRule] = list_default_factory
+    # 可撤单的交易时段
+    cancel: TradingSession = field(
+        default_factory=lambda: TradingSession("09:15:00~09:19:59,09:25:00~11:29:59,13:00:00~14:59:59"))
+
+    def __fix_instance(self):
+        """
+        加载后修复
+        :return:
+        """
+        if isinstance(self.ask_time, str):
+            ts = TradingSession(self.ask_time)
+            if ts.is_valid():
+                self.ask_time = ts
+        if isinstance(self.cancel_time, str):
+            ts = TradingSession(self.cancel_time)
+            if ts.is_valid():
+                self.cancel_time = ts
+        if isinstance(self.tick_time, str):
+            ts = TradingSession(self.tick_time)
+            if ts.is_valid():
+                self.tick_time = ts
+
+    def __post_init__(self):
+        """
+        __init__()后调用, 调整类型
+        :return:
+        """
+        self.__fix_instance()
+
+
+# 全局变量 - 配置
+__global_config = TraderConfig()
+
+
+def load(config_filename: str = '') -> TraderConfig:
+    """
+    加载配置文件
+    :return:
+    """
+    global __global_config
+    config = TraderConfig()
+    config_filename = config_filename.strip()
+    if len(config_filename) == 0:
+        config_filename = utils.get_quant1x_config_filename()
+    config_filename = os.path.expanduser(config_filename)
+    logger.info(config_filename)
+    if not os.path.isfile(config_filename):
+        logger.error('QMT config {}: 不存在', config_filename)
+        sys.exit(utils.errno_config_not_exist)
+    try:
+        with open(config_filename, 'r', encoding='utf-8') as f:
+            result = yaml.load(f, Loader=yaml.FullLoader)
+            key_trader = "trader"
+            if isinstance(result, dict) and key_trader in result:
+                trader = result[key_trader]
+                for key, value in trader.items():
+                    if not hasattr(config, key):
+                        continue
+                    tmp_value = getattr(config, key)
+                    if isinstance(tmp_value, TradingSession):
+                        new_value = TradingSession(value)
+                        setattr(config, key, new_value)
+                    elif tmp_value is list_default_factory:
+                        if key == 'strategies':
+                            tmp_list = []
+                            if isinstance(value, list):
+                                for d in value:
+                                    rule = TradeRule(d)
+                                    tmp_list.append(rule)
+                            setattr(config, key, tmp_list)
+                    elif key == 'account_id':
+                        setattr(config, 'account_id', str(value))
+                    elif key == 'top_n':
+                        setattr(config, 'max_stock_quantity_for_strategy', value)
+                    else:
+                        setattr(config, key, value)
+    except Exception as e:
+        logger.error(f"发生了一个错误：{config_filename}\n错误信息：{e}")
+        logger.warning('系统将使用默认配置')
+        config = TraderConfig()
+    # finally:
+    #     logger.warning('系统将使用默认配置')
+    # 检查重点配置
+    if config.account_id == '':
+        logger.error('配置缺少账户id')
+        sys.exit(utils.errno_not_found_account_id)
+    if config.order_path == '':
+        logger.error('配置缺少订单路径')
+        sys.exit(utils.errno_not_found_order_path)
+    __global_config = config
+    return config
+
+
+def get() -> TraderConfig:
+    global __global_config
+    return __global_config
+
+
+if __name__ == '__main__':
+    filename = '~/.q1x/quant1x.yaml'
+    config = load(filename)
+    print(config)