量化实盘---大qmt实现国债逆回购，提供源代码

*******0079 · 发表于 2024-7-25 22:21:01

量化实盘---大qmt实现国债逆回购，提供源代码 https://mp.weixin.qq.com/s/kVfqMFmJl04Km9BmkdW97A
源代码

#encoding:gbk
'''
小果国债逆回购
网页 https://gitee.com/li-xingguo11111/qmt_trader
'''
import pandas as pd
import numpy as np
import talib
import math
def adjust_stock(stock='600031.SH'):
'''
调整代码
'''
if stock[-2:]=='SH' or stock[-2:]=='SZ' or stock[-2:]=='sh' or stock[-2:]=='sz':
stock=stock.upper()
else:
if stock[:3] in ['600','601','603','688','510','511',
'512','513','515','113','110','118','501'] or stock[:2] in ['11']:
stock=stock+'.SH'
else:
stock=stock+'.SZ'
return stock
def adjust_amount(stock='',amount=''):
'''
调整数量
'''
if stock[:3] in ['110','113','123','127','128','111'] or stock[:2] in ['11','12']:
amount=math.floor(amount/10)*10
else:
amount=math.floor(amount/100)*100
return amount
def balance(c,accounts=''):
'''
对接同花顺
'''
try:
accounts = get_trade_detail_data(c.account, c.account_type, 'account')
except:
accounts=accounts
df=pd.DataFrame()
for dt in accounts:
df['账号类型']=[dt.m_nBrokerType]
df['资金账户']=[dt.m_strAccountID]
df['可用金额']=[dt.m_dAvailable]
#df['冻结金额']=[dt.frozen_cash]
df['持仓市值']=[dt.m_dInstrumentValue]
df['总资产']=[dt.m_dBalance]
return df
def position(c,positions=''):
'''
对接同花顺
持股
'''
try:
positions = get_trade_detail_data(c.account, c.account_type, 'position')
except :
positions=positions
data=pd.DataFrame()
if len(positions)>0:
print('持股数量{}'.format(len(positions)))
for dt in positions:
df=pd.DataFrame()
#df['账号类型']=[positions[i].account_type]
df['资金账号']=[dt.m_strAccountID]
df['证券代码']=[dt.m_strInstrumentID]
df['证券代码']=df['证券代码'].apply(lambda x:adjust_stock(x))
#df['证券代码']=[dt.m_strProductID]
#df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])
df['股票余额']=[dt.m_nVolume]
df['可用余额']=[dt.m_nCanUseVolume]
df['成本价']=[dt.m_dPositionCost]
df['参考成本价']=[dt.m_dOpenPrice]
df['市值']=[dt.m_dInstrumentValue]
data=pd.concat([data,df],ignore_index=True)
return data
else:
return data
def get_spot_data(c,stock='600031.SH'):
'''
获取最新价格
'''
df=c.get_full_tick([stock])
price=df[stock]['lastPrice']
return price
def buy(c,stock='159985.SZ',amount=100,price=2.045):
'''
自定义买入函数
stock,股票
amount,数量
price价格
'''
account=c.account
passorder(23,1101,account,stock,11,price,amount,1,c)
print('买入股票{} 数量{} 价格{}##############'.format(stock,amount,price))
def sell(c,stock='159985.SZ',amount=100,price=2.045):
'''
自定义卖出函数
stock,股票
amount,数量
price价格
'''
account=c.account
passorder(24,1101,account,stock,11,price,amount,1,c)
print('卖出股票{} 数量{} 价格{}##############'.format(stock,amount,price))
def reverse_repurchase_of_treasury_bonds_1(c,buy_ratio=1):
'''
国债逆回购1,新的函数
购买比例buy_ratio
'''
# 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功
account=balance(c)
print(account)
av_cash=account['可用金额'].tolist()[-1]
av_cash=float(av_cash)
av_cash=av_cash*buy_ratio
#stock_code_sh = '204001.SH'
#统一用深圳
stock_code_sh = '131810.SZ'
stock_code_sz = '131810.SZ'
price_sh = get_spot_data(c,stock_code_sh)
price_sz = get_spot_data(c,stock_code_sz)
bidPrice1 = max(price_sh,price_sz)
if price_sh >= price_sz:
stock_code = stock_code_sh
else:
stock_code = stock_code_sz
print(stock_code,bidPrice1)
price=bidPrice1
stock=stock_code
#下单的数量要是1000
amount = int(av_cash/1000)
#想下取整1000的倍数
amount=math.floor(amount/10)*100
#借出钱sell
print('开始逆回购***********')
if amount>0:
sell(c,stock=stock,amount=amount,price=price)
text='国债逆回购交易类型代码{} 价格{} 数量{} 订单编号{}'.format(stock,price,amount,fix_result_order_id)
return '交易成功',text
else:
text='国债逆回购卖出标的{} 价格{} 委托数量{}小于0有问题'.format(stock,price,amount)
print('账户没有可以的钱@@@@@@@@@@@@@@@@@@@')
return '交易失败',text
def init(c):
'''
小果国债逆回购
网页 https://gitee.com/li-xingguo11111/qmt_trader
'''
c.account=''
c.account_type='STOCK'
#测试代码
#######################测试代码
stats,text=reverse_repurchase_of_treasury_bonds_1(c)
print(text)
###################测试代码
c.run_time("reverse_repurchase_of_treasury_bonds_1","1nDay","2024-07-25 14:57:00") #每日14：47分触发

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量化实盘---大qmt实现国债逆回购，提供源代码

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