收盘前逆回购示例

1. #coding:gbk
   
2. import datetime
   
3. 
   
4. '''
   
5. 14点55 撤回未成交委托
   
6. 14点56 卖出国债逆回购1天期 204001.SH
   
7. '''
   
8. 
   
9. ordered, canceled, pre_date = False, False, ''
   
10. 
    
11. 
    
12. def init(C):
    
13.         C.run_time('f', "5nSecond", "2020-01-01 00:00:00", "SH")
    
14. 
    
15. 
    
16. def f(C):
    
17.         global ordered, pre_date, canceled
    
18.         now = datetime.datetime.now()
    
19.         now_date = now.strftime("%Y%m%d")
    
20.         now_time = now.strftime("%H%M")
    
21.         #每天更新记录变量
    
22.         if now_date != pre_date:
    
23.                 ordered, canceled, pre_date = False, False, now_date
    
24.         #撤单
    
25.         if now_time >= '1455' and not canceled:
    
26.                 orders = get_trade_detail_data(account, 'stock', 'order')
    
27.                 for order in orders:
    
28.                         if can_cancel_order(order.m_strOrderSysID, account,'stock'):
    
29.                                 print('cancel', order.m_strOrderSysID, order.m_strInstrumentID + '.' + order.m_strExchangeID, order.m_strInstrumentName, order.m_strRemark)
    
30.                                 cancel(order.m_strOrderSysID, account, 'stock', C)
    
31.                 canceled = True
    
32.         #卖出逆回购
    
33.         if now_time >= '1456' and not ordered:
    
34.                 acct = get_trade_detail_data(account,'stock','account')
    
35.                 available_money = int(acct[0].m_dAvailable)
    
36.                 vol = int(available_money / 1000) * 10
    
37.                 msg = f"{now_date} {now_time} {account} {accountType} 可用资金 {available_money} 卖出 {vol} 单位逆回购"
    
38.                 print(msg)
    
39.                 if vol >= 10:
    
40.                         passorder(24, 1101, account, '204001.SH', 14, -1, vol, '尾盘逆回购', 2, msg, C)
    
41.                 ordered = True

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account, accountType 变量为模型交易界面添加策略时, 选择的账号/账号类型.

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