# -*- coding:utf-8 -*- __author__ = 'weijie' """ * EmQuantAPI for python * version 2.4.2.0 * c++ version 2.4.2.0 * Copyright(c)2016-2020, EastMoney Information Co,. Ltd. All Rights Reserved. """ from ctypes import * import platform as _platform import sys as _sys, os as _os from datetime import datetime as _datetime, date as _date OS_Window = 1 OS_Linux = 2 OS_Mac = 3 OS_Bit32 = 1 OS_Bit64 = 2 PY_Python2 = 1 PY_Python3 = 2 PY_Bit32 = 1 PY_Bit64 = 2 eVT_null = 0 eVT_char = 1 eVT_byte = 2 eVT_bool = 3 eVT_short = 4 eVT_ushort = 5 eVT_int = 6 eVT_uInt = 7 eVT_int64 = 8 eVT_uInt64 = 9 eVT_float = 10 eVT_double = 11 eVT_byteArray = 12 eVT_asciiString = 13 eVT_unicodeString = 14 ePT_NONE = 0 #不使用代理 ePT_HTTP = 1 #HTTP代理 ePT_HTTPS = 2 #HTTPS代理 ePT_SOCK4 = 3 #SOCK4代理 ePT_SOCK5 = 4 #SOCK5代理 eOT_default = 0 # 默认(默认则根据传入数量的正负标志买入eOT_buy卖出eOT_Sell,其余类型对数量作正负转换) eOT_buy = 1 # 买入 eOT_sell = 2 # 卖出 eOT_purchase = 3 # 申购 eOT_redemption = 4 # 赎回 eCfnMode_StartToEnd = 1 # starttime和endtime中间的所有资讯 eCfnMode_EndCount = 2 # 提取endtime的近count条数据 class c_safe_union(Union): _fields_ = [ ("charValue", c_char), ("boolValue", c_bool), ("shortValue", c_short), ("uShortValue", c_ushort), ("intValue", c_int), ("uIntValue", c_uint), ("int64Value", c_longlong), ("uInt64Value", c_ulonglong), ("floatValue", c_float), ("doubleValue", c_double) ] class stEQChar(Structure): _fields_ = [ ("pChar", c_char_p), ("nSize", c_uint) ] class stEQCharArray(Structure): _fields_ = [ ("pChArray", POINTER(stEQChar)), ("nSize", c_uint) ] class stEQVarient(Structure): _fields_ = [ ("vtype", c_int), ("unionValues", c_safe_union), ("eqchar", stEQChar) ] class stEQVarientArray(Structure): _fields_ = [ ("pEQVarient", POINTER(stEQVarient)), ("nSize", c_uint) ] class stEQData(Structure): _fields_ = [ ("codeArray", stEQCharArray), ("indicatorArray", stEQCharArray), ("dateArray", stEQCharArray), ("valueArray", stEQVarientArray) ] class stEQLoginInfo(Structure): _fields_ = [ ("userName", c_char * 255), ("password", c_char * 255) ] class stEQMessage(Structure): _fields_ = [ ("version", c_int), ("msgType", c_int), ("err", c_int), ("requestID", c_int), ("serialID", c_int), ("pEQData", POINTER(stEQData)) ] class stEQCtrData(Structure): _fields_ = [ ("row", c_int), ("column", c_int), ("indicatorArray", stEQCharArray), ("valueArray", stEQVarientArray) ] class stOrderInfo(Structure): _pack_=8 _fields_ = [ ("code", c_char*20), ("volume", c_double), ("price", c_float), ("date", c_int), ("time", c_int), ("optype", c_int), ("cost", c_float), ("rate", c_float), ("reserve", c_int) ] class Adapter: def __init__(self): self.__os_name = OS_Window self.__os_bit = OS_Bit32 self.__py_name = PY_Python2 self.__py_bit = PY_Bit32 self.InitSysInfo() def InitSysInfo(self): osname = _platform.system() osbit = _platform.machine() pyname = _platform.python_version() pybit = _platform.architecture()[0] if(osname == "Windows"): self.__os_name = OS_Window elif osname == "Linux": self.__os_name = OS_Linux elif osname == "Darwin": self.__os_name = OS_Mac self.__os_bit = OS_Bit32 if(self.__os_name == OS_Window and osbit == "AMD64") or (self.__os_name == OS_Linux and osbit == "x86_64") or (self.__os_name == OS_Mac and osbit == "x86_64"): self.__os_bit = OS_Bit64 if pyname[0] == "2": self.__py_name = PY_Python2 elif pyname[0] == "3": self.__py_name = PY_Python3 if pybit == "32bit": self.__py_bit = PY_Bit32 elif pybit == "64bit": self.__py_bit = PY_Bit64 def get_os_name(self): return self.__os_name def get_os_bit(self): return self.__os_bit def get_py_name(self): return self.__py_name def get_py_bit(self): return self.__py_bit class UtilAccess: adapter = Adapter() @staticmethod def GetLibraryPath(): os_name = UtilAccess.adapter.get_os_name() if os_name == OS_Window: return UtilAccess.__getLibraryPath_window() elif os_name == OS_Linux: return UtilAccess.__getLibraryPath_linux() elif os_name == OS_Mac: return UtilAccess.__getLibraryPath_mac() @staticmethod def GetEncodeType(): if UtilAccess.adapter.get_os_name() == OS_Window: return "gbk" else: return "utf-8" @staticmethod def GetLanguageVersion(): os_name = UtilAccess.adapter.get_os_name() if os_name == OS_Window: return "LANGUAGEVERSION=403" elif os_name == OS_Linux: return "LANGUAGEVERSION=503" elif os_name == OS_Mac: return "LANGUAGEVERSION=603" @staticmethod def __getLibraryPath_window(): apiPackagePath = "." for x in _sys.path: xx = x.find("site-packages") if(xx >= 0 and x[xx:] == "site-packages"): apiPackagePath = x break apiPackagePath = _os.path.join(apiPackagePath, "EmQuantAPI.pth") if not _os.path.exists(apiPackagePath): return "" pthFile = open(apiPackagePath, "r") baseDir = pthFile.readline().strip() pthFile.close() apiDllPath = "" if baseDir != "": libsDir = _os.path.join(baseDir, "libs", "windows") if UtilAccess.adapter.get_py_bit() == PY_Bit32: apiDllPath = _os.path.join(libsDir, "EmQuantAPI.dll") else: apiDllPath = _os.path.join(libsDir, "EmQuantAPI_x64.dll") return apiDllPath @staticmethod def __getLibraryPath_linux(): baseDir = "" site_pkg_names = ["site-packages", "dist-packages"] for site_pkg_name in site_pkg_names: if baseDir != "": break for spath in _sys.path: pos = spath.find(site_pkg_name) if(pos >= 0 and spath[pos:]==site_pkg_name): apiPackagePath = _os.path.join(spath, "EmQuantAPI.pth") if not _os.path.exists(apiPackagePath): continue pthFile = open(apiPackagePath, "r") baseDir = pthFile.readline().strip() pthFile.close() break apiDllPath = "" if baseDir != "": libsDir = _os.path.join(baseDir, "libs", "linux") if UtilAccess.adapter.get_py_bit() == PY_Bit32: apiDllPath = _os.path.join(libsDir, "x86", "libEMQuantAPI.so") else: apiDllPath = _os.path.join(libsDir, "x64", "libEMQuantAPIx64.so") return apiDllPath @staticmethod def __getLibraryPath_mac(): baseDir = "" site_pkg_name = "site-packages" for x in _sys.path: xi = x.find(site_pkg_name) if(xi >= 0 and x[xi:] == site_pkg_name): apiPackagePath = x apiPackagePath = _os.path.join(apiPackagePath, "EmQuantAPI.pth") if not _os.path.exists(apiPackagePath): continue pthFile = open(apiPackagePath, "r") baseDir = pthFile.readline().strip() pthFile.close() if len(baseDir) > 0: break apiDllPath = "" if baseDir != "": apiDllPath = _os.path.join(baseDir, "libs", "mac", "libEMQuantAPIx64.dylib") return apiDllPath def DemoCallback(quantdata): """ DemoCallback 是csq订阅时提供的回调函数模板。该函数只有一个为c.EmQuantData类型的参数quantdata :param quantdata:cls.EmQuantData :return: """ print("QuoteCallback,", str(quantdata)) ''' def cstCallBack(quantdata): cstCallBack 是日内跳价服务提供的回调函数模板 for i in range(0, len(quantdata.Codes)): length = len(quantdata.Dates) for it in quantdata.Data.keys(): print(it) for k in range(0, length): for j in range(0, len(quantdata.Indicators)): print(quantdata.Data[it][j * length + k], " ", end = "") print() ''' def cnqdemoCallBack(quantdata): """ cnqdemoCallBack 是cnq订阅时提供的回调函数模板。该函数只有一个为c.EmQuantData类型的参数quantdata :param quantdata:c.EmQuantData :return: """ # print("InfoCallback,", str(quantdata)) print("cnqCallback,") for code in quantdata.Data: total = len(quantdata.Data[code]) for k in range(0, len(quantdata.Data[code])): print(quantdata.Data[code][k]) class c: class EmQuantData: def __init__(self, NullValue = None): self.ErrorCode = 0 self.ErrorMsg = "success" self.Codes = list() self.Indicators = list() self.Dates = list() self.RequestID = 0 self.SerialID = 0 self.Data = dict() self.__NullValue = NullValue def __str__(self): return "ErrorCode=%s, ErrorMsg=%s, Data=%s" % (self.ErrorCode, self.ErrorMsg, str(self.Data)) def __repr__(self): return "ErrorCode=%s, ErrorMsg=%s, Data=%s" % (self.ErrorCode, self.ErrorMsg, str(self.Data)) def resolve2RankData(self, indicatorData, **arga): for i in range(0, indicatorData.codeArray.nSize): self.Codes.append(indicatorData.codeArray.pChArray[i].pChar.decode(c.EncodeType)) for k in range(0, indicatorData.indicatorArray.nSize): self.Indicators.append(indicatorData.indicatorArray.pChArray[k].pChar.decode(c.EncodeType)) for j in range(0, indicatorData.dateArray.nSize): self.Dates.append(indicatorData.dateArray.pChArray[j].pChar.decode(c.EncodeType)) self.Data = [] for i in range(0, len(self.Codes)): for j in range(0, len(self.Indicators)): for k in range(0, len(self.Dates)): self.Data.append(self.getIndicatorDataByIndex(i, j, k, indicatorData)) def resolve25RankData(self, indicatorData, **arga): for i in range(0, indicatorData.codeArray.nSize): self.Codes.append(indicatorData.codeArray.pChArray[i].pChar.decode(c.EncodeType)) for k in range(0, indicatorData.indicatorArray.nSize): self.Indicators.append(indicatorData.indicatorArray.pChArray[k].pChar.decode(c.EncodeType)) for j in range(0, indicatorData.dateArray.nSize): self.Dates.append(indicatorData.dateArray.pChArray[j].pChar.decode(c.EncodeType)) for i in range(0, len(self.Codes)): stockCode = self.Codes[i] self.Data[stockCode] = [] for j in range(0, len(self.Indicators)): tempData = None for k in range(0, len(self.Dates)): tempData = self.getIndicatorDataByIndex(i, j, k, indicatorData) self.Data[stockCode].append(tempData) def resolve25RankDataEx(self, indicatorData, **arga): for i in range(0, indicatorData.codeArray.nSize): self.Codes.append(indicatorData.codeArray.pChArray[i].pChar.decode(c.EncodeType)) for k in range(0, indicatorData.indicatorArray.nSize): self.Indicators.append(indicatorData.indicatorArray.pChArray[k].pChar.decode(c.EncodeType)) for j in range(0, indicatorData.dateArray.nSize): self.Dates.append(indicatorData.dateArray.pChArray[j].pChar.decode(c.EncodeType)) for i in range(0, len(self.Codes)): stockCode = self.Codes[i] if not (stockCode in self.Data.keys()): self.Data[stockCode] = [] thislist = [] for j in range(0, len(self.Indicators)): tempData = None for k in range(0, len(self.Dates)): tempData = self.getIndicatorDataByIndex(i, j, k, indicatorData) thislist.append(tempData) self.Data[stockCode].append(thislist) def resolve26RankData(self, indicatorData, **arga): for i in range(0, indicatorData.codeArray.nSize): self.Codes.append(indicatorData.codeArray.pChArray[i].pChar.decode(c.EncodeType)) for k in range(0, indicatorData.indicatorArray.nSize): self.Indicators.append(indicatorData.indicatorArray.pChArray[k].pChar.decode(c.EncodeType)) for j in range(0, indicatorData.dateArray.nSize): self.Dates.append(indicatorData.dateArray.pChArray[j].pChar.decode(c.EncodeType)) self.Data = [] for i in range(0, len(self.Codes)): for j in range(0, len(self.Indicators)): tempData = [] for k in range(0, len(self.Dates)): tempData.append(self.getIndicatorDataByIndex(i, j, k, indicatorData)) self.Data.append(tempData) def resolve3RankData(self, indicatorData, **arga): for i in range(0, indicatorData.codeArray.nSize): self.Codes.append(indicatorData.codeArray.pChArray[i].pChar.decode(c.EncodeType)) for k in range(0, indicatorData.indicatorArray.nSize): self.Indicators.append(indicatorData.indicatorArray.pChArray[k].pChar.decode(c.EncodeType)) for j in range(0, indicatorData.dateArray.nSize): self.Dates.append(indicatorData.dateArray.pChArray[j].pChar.decode(c.EncodeType)) for i in range(0, len(self.Codes)): stockCode = self.Codes[i] self.Data[stockCode] = [] for j in range(0, len(self.Indicators)): tempData = [] for k in range(0, len(self.Dates)): tempData.append(self.getIndicatorDataByIndex(i, j, k, indicatorData)) self.Data[stockCode].append(tempData) def resolveCtrData(self, indicatorData, **arga): for i in range(0, indicatorData.column): self.Indicators.append(indicatorData.indicatorArray.pChArray[i].pChar.decode(c.EncodeType)) for r in range(0, indicatorData.row): list1 = [] for n in range(0, indicatorData.column): list1.append(self.resolve(indicatorData.valueArray.pEQVarient[indicatorData.column * r + n])) self.Data[str(r)] = list1 def resolve(self, variant): if variant.vtype == eVT_null: return self.__NullValue elif variant.vtype == eVT_char: return variant.unionValues.charValue elif variant.vtype == eVT_bool: return variant.unionValues.boolValue elif variant.vtype == eVT_short: return variant.unionValues.shortValue elif variant.vtype == eVT_ushort: return variant.unionValues.uShortValue elif variant.vtype == eVT_int: return variant.unionValues.intValue elif variant.vtype == eVT_uInt: return variant.unionValues.uIntValue elif variant.vtype == eVT_int64: return variant.unionValues.int64Value elif variant.vtype == eVT_uInt64: return variant.unionValues.uInt64Value elif variant.vtype == eVT_float: return round(variant.unionValues.floatValue, 6) elif variant.vtype == eVT_double: return round(variant.unionValues.doubleValue, 6) elif variant.vtype == eVT_asciiString: if variant.eqchar.pChar != None: return variant.eqchar.pChar.decode(c.EncodeType) else: return "" elif variant.vtype == eVT_unicodeString: if variant.eqchar.pChar != None: return variant.eqchar.pChar.decode(c.EncodeType) else: return "" return self.__NullValue def getIndicatorDataByIndex(self, codeIndex, indicatorIndex, dateIndex, indicatorData): if indicatorData.valueArray.nSize == 0: return self.__NullValue codeSize = indicatorData.codeArray.nSize indicatorSize = indicatorData.indicatorArray.nSize dateSize = indicatorData.dateArray.nSize valueSize = indicatorData.valueArray.nSize if valueSize != codeSize * dateSize * indicatorSize: return self.__NullValue if codeIndex <= codeSize * indicatorSize * dateIndex + indicatorSize * codeIndex + indicatorIndex: tempIndex = codeSize * indicatorSize * dateIndex + indicatorSize * codeIndex + indicatorIndex return self.resolve(indicatorData.valueArray.pEQVarient[tempIndex]) EncodeType = "" Type_logOutFunc = CFUNCTYPE(c_int, c_char_p) Type_AsynDataFunc = CFUNCTYPE(c_int, POINTER(stEQMessage), c_void_p) __InitSucceed = False __apiDllPath = "" __quantLib = None __QuantFuncDict = {} __logOutFunc = None __AsynDataFunc = None __HandleAsynDataFuncDict = {0:{}, 10000:{}, 10001:{}, 10002:{}} # 0:main 10000:csq 10001:cst 10002:cnq __setCsqSerialID = set() @classmethod def __Init(cls): if cls.__InitSucceed: return cls.EncodeType = UtilAccess.GetEncodeType() cls.__InitSucceed = True cls.__apiDllPath = UtilAccess.GetLibraryPath() cls.__quantLib = CDLL(cls.__apiDllPath) cls.__AsynDataFunc = cls.Type_AsynDataFunc(cls.__HandleAsynData) quantLib = cls.__quantLib quant_start = quantLib.start quant_start.restype = c_int quant_start.argtypes = [c_void_p, c_char_p, cls.Type_logOutFunc] quant_stop = quantLib.stop quant_stop.restype = c_int quant_stop.argtypes = [] quant_setcallback = quantLib.setcallback quant_setcallback.restype = c_int quant_setcallback.argtypes = [cls.Type_AsynDataFunc] quant_geterrstring = quantLib.geterrstring quant_geterrstring.restype = c_char_p quant_geterrstring.argtypes = [c_int, c_int] quant_csd = quantLib.csd quant_csd.restype = c_int quant_csd.argtypes = [c_char_p, c_char_p, c_char_p, c_char_p, c_char_p, c_void_p] quant_css = quantLib.css quant_css.restype = c_int quant_css.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_tradedates = quantLib.tradedates quant_tradedates.restype = c_int quant_tradedates.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_sector = quantLib.sector quant_sector.restype = c_int quant_sector.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_getdate = None if UtilAccess.adapter.get_os_name() == OS_Window: quant_getdate = quantLib.getdate else: quant_getdate = quantLib.gettradedate quant_getdate.restype = c_int quant_getdate.argtypes = [c_char_p, c_int, c_char_p, c_void_p] quant_csc = quantLib.csc quant_csc.restype = c_int quant_csc.argtypes = [c_char_p, c_char_p, c_char_p, c_char_p, c_char_p, c_void_p] quant_cmc = quantLib.cmc quant_cmc.restype = c_int quant_cmc.argtypes = [c_char_p, c_char_p, c_char_p, c_char_p, c_char_p, c_void_p] quant_chmc = quantLib.chmc quant_chmc.restype = c_int quant_chmc.argtypes = [c_char_p, c_char_p, c_char_p, c_char_p, c_char_p, c_void_p] quant_releasedata = quantLib.releasedata quant_releasedata.restype = c_int quant_releasedata.argtypes = [c_void_p] quant_csq = quantLib.csq quant_csq.restype = c_int quant_csq.argtypes = [c_char_p, c_char_p, c_char_p, cls.Type_AsynDataFunc, c_void_p, c_void_p] quant_csqcancel = quantLib.csqcancel quant_csqcancel.restype = c_int quant_csqcancel.argtypes = [c_int] quant_cst = quantLib.cst quant_cst.restype = c_int quant_cst.argtypes = [c_char_p, c_char_p, c_char_p, c_char_p, c_char_p, cls.Type_AsynDataFunc, c_void_p, c_void_p] quant_csqsnapshot = quantLib.csqsnapshot quant_csqsnapshot.restype = c_int quant_csqsnapshot.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_ctr = quantLib.ctr quant_ctr.restype = c_int quant_ctr.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_cps = quantLib.cps quant_cps.restype = c_int quant_cps.argtypes = [c_char_p, c_char_p, c_char_p, c_char_p, c_void_p] quant_setserverlistdir = quantLib.setserverlistdir quant_setserverlistdir.restype = c_voidp quant_setserverlistdir.argtypes = [c_char_p] quant_setproxy = quantLib.setproxy quant_setproxy.restype = c_int quant_setproxy.argtypes = [c_int, c_char_p, c_ushort, c_bool, c_char_p, c_char_p] quant_manualactivate = quantLib.manualactivate quant_manualactivate.restype = c_int quant_manualactivate.argtypes = [POINTER(stEQLoginInfo), c_char_p, cls.Type_logOutFunc] quant_pquery = quantLib.pquery quant_pquery.restype = c_int quant_pquery.argtypes = [c_char_p, c_void_p] quant_porder = quantLib.porder quant_porder.restype = c_int quant_porder.argtypes = [POINTER(stOrderInfo), c_int, c_char_p, c_char_p, c_char_p] quant_edb = quantLib.edb quant_edb.restype = c_int quant_edb.argtypes = [c_char_p, c_char_p, c_void_p] quant_edbquery = quantLib.edbquery quant_edbquery.restype = c_int quant_edbquery.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_pcreate = quantLib.pcreate quant_pcreate.restype = c_int quant_pcreate.argtypes = [c_char_p, c_char_p, c_int64, c_char_p, c_char_p] quant_pdelete = quantLib.pdelete quant_pdelete.restype = c_int quant_pdelete.argtypes = [c_char_p, c_char_p] quant_preport = quantLib.preport quant_preport.restype = c_int quant_preport.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_tradedatesnum = quantLib.tradedatesnum quant_tradedatesnum.restype = c_int quant_tradedatesnum.argtypes = [c_char_p, c_char_p, c_char_p, c_void_p] quant_cfn = quantLib.cfn quant_cfn.restype = c_int quant_cfn.argtypes = [c_char_p, c_char_p, c_int, c_char_p, c_void_p] quant_cfnquery = quantLib.cfnquery quant_cfnquery.restype = c_int quant_cfnquery.argtypes = [c_char_p, c_void_p] quant_cnq = quantLib.cnq quant_cnq.restype = c_int quant_cnq.argtypes = [c_char_p, c_char_p, c_char_p, cls.Type_AsynDataFunc, c_void_p, c_void_p] quant_cnqcancel = quantLib.cnqcancel quant_cnqcancel.restype = c_int quant_cnqcancel.argtypes = [c_int] quant_pctransfer = quantLib.pctransfer quant_pctransfer.restype = c_int quant_pctransfer.argtypes = [c_char_p, c_char_p, c_char_p, c_double, c_char_p, c_char_p] #################################### cls.__QuantFuncDict["start"] = quant_start cls.__QuantFuncDict["stop"] = quant_stop cls.__QuantFuncDict["setcallback"] = quant_setcallback cls.__QuantFuncDict["geterrstring"] = quant_geterrstring cls.__QuantFuncDict["csd"] = quant_csd cls.__QuantFuncDict["css"] = quant_css cls.__QuantFuncDict["tradedates"] = quant_tradedates cls.__QuantFuncDict["sector"] = quant_sector cls.__QuantFuncDict["getdate"] = quant_getdate cls.__QuantFuncDict["csc"] = quant_csc cls.__QuantFuncDict["cmc"] = quant_cmc cls.__QuantFuncDict["chmc"] = quant_chmc cls.__QuantFuncDict["releasedata"] = quant_releasedata cls.__QuantFuncDict["csq"] = quant_csq cls.__QuantFuncDict["csqcancel"] = quant_csqcancel cls.__QuantFuncDict["cst"] = quant_cst cls.__QuantFuncDict["csqsnapshot"] = quant_csqsnapshot cls.__QuantFuncDict["ctr"] = quant_ctr cls.__QuantFuncDict["cps"] = quant_cps cls.__QuantFuncDict["setserverlistdir"] = quant_setserverlistdir cls.__QuantFuncDict["setproxy"] = quant_setproxy cls.__QuantFuncDict["manualactivate"] = quant_manualactivate cls.__QuantFuncDict["pquery"] = quant_pquery cls.__QuantFuncDict["porder"] = quant_porder cls.__QuantFuncDict["edb"] = quant_edb cls.__QuantFuncDict["edbquery"] = quant_edbquery cls.__QuantFuncDict["pcreate"] = quant_pcreate cls.__QuantFuncDict["pdelete"] = quant_pdelete cls.__QuantFuncDict["preport"] = quant_preport cls.__QuantFuncDict["tradedatesnum"] = quant_tradedatesnum cls.__QuantFuncDict["cfn"] = quant_cfn cls.__QuantFuncDict["cfnquery"] = quant_cfnquery cls.__QuantFuncDict["cnq"] = quant_cnq cls.__QuantFuncDict["cnqcancel"] = quant_cnqcancel cls.__QuantFuncDict["pctransfer"] = quant_pctransfer @classmethod def __Fun(cls, funcname): return cls.__QuantFuncDict[funcname] @classmethod def __Exec(cls, funcname, *args): if not cls.__InitSucceed: cls.__Init() args = list(args) for index in range(0, len(args)): if(type(args[index]) == str): args[index] = args[index].encode(cls.EncodeType) return cls.__Fun(funcname)(*args) @classmethod def start(cls, options="", logcallback=None, mainCallBack=None): """ 初始化和登陆(开始时调用) options：附加参数 "TestLatency=1" :param uname: 用户名 :param password: 密码 :param options:可选参数 :param logcallback:启动结果提示回调函数 :return EmQuantData: """ if not cls.__InitSucceed: cls.__Init() if(options.upper().find("LANGUAGEVERSION") == -1): options = UtilAccess.GetLanguageVersion()+","+options data = cls.EmQuantData() cls.__HandleAsynDataFuncDict[0][0] = mainCallBack if callable(logcallback): cls.__logOutFunc = cls.Type_logOutFunc(logcallback) else: def log(logMessage): print("[EmQuantAPI Python]", logMessage.decode(cls.EncodeType)) return 1 cls.__logOutFunc = cls.Type_logOutFunc(log) cls.__Exec("setserverlistdir", _os.path.dirname(cls.__apiDllPath)) cls.__Exec("setcallback", cls.__AsynDataFunc) loginResult = cls.__Exec("start", 0, options, cls.__logOutFunc) if loginResult != 0: data.ErrorCode = loginResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data @classmethod def stop(cls): """ 退出(结束时调用) :return: 0-成功 """ data = cls.EmQuantData() data.ErrorCode = cls.__Exec("stop") data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data @classmethod def geterrstring(cls, errcode, lang=1): """ 获取错误码文本说明 :param errcode:错误代码 :param lang:语言类型 0-中文 1-英文 :return: """ return cls.__Exec("geterrstring", errcode, lang).decode(cls.EncodeType) @classmethod def csd(cls, codes, indicators, startdate=None, enddate=None, options="", *arga, **argb): """ 序列数据查询(同步请求) :param codes: 东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ,000002.SZ,000003.SZ,000004.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param startdate:开始日期。如无分隔符，则必须为8位数字。格式支持:YYYYMMDD YYYY/MM/DD YYYY/M/D YYYY-MM-DD YYYY-M-D :param enddate:截止日期。如无分隔符，则必须为8位数字。格式支持:YYYYMMDD YYYY/MM/DD YYYY/M/D YYYY-MM-DD YYYY-M-D :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" :return EmQuantData: """ codes = cls.__toString(codes) indicators = cls.__toString(indicators) result = cls.__PandasOptionFilter(options) options = result[0] ShowBlank = cls.__ShowBlankOption(options) data = cls.EmQuantData(ShowBlank) if(enddate == None): enddate = _datetime.today().strftime("%Y-%m-%d") if(startdate == None): startdate = enddate if(isinstance(startdate, _datetime) or isinstance(startdate, _date)): startdate = startdate.strftime("%Y-%m-%d") if(isinstance(enddate, _datetime) or isinstance(enddate, _date)): enddate = enddate.strftime("%Y-%m-%d") eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("csd", codes, indicators, startdate, enddate, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve3RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def css(cls, codes, indicators, options="", *arga, **argb): """ 截面数据查询(同步请求) :param codes:东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ,000002.SZ,000003.SZ,000004.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" :return EmQuantData: """ codes = cls.__toString(codes) indicators = cls.__toString(indicators) result = cls.__PandasOptionFilter(options) options = result[0] ShowBlank = cls.__ShowBlankOption(options) data = cls.EmQuantData(ShowBlank) eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("css", codes, indicators, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve25RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def tradedates(cls, startdate=None, enddate=None, options=None, *arga, **argb): """ 获取区间日期内的交易日(同步请求) :param startdate:开始日期。如无分隔符，则必须为8位数字。格式支持:YYYYMMDD YYYY/MM/DD YYYY/M/D YYYY-MM-DD YYYY-M-D :param enddate:截止日期。如无分隔符，则必须为8位数字。格式支持:YYYYMMDD YYYY/MM/DD YYYY/M/D YYYY-MM-DD YYYY-M-D :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" :return EmQuantData: """ if options == None: options = "" data = cls.EmQuantData() if(enddate == None): enddate = _datetime.today().strftime("%Y-%m-%d") if(startdate == None): startdate = enddate if(isinstance(startdate, _datetime) or isinstance(startdate, _date)): startdate = startdate.strftime("%Y-%m-%d") if(isinstance(enddate, _datetime) or isinstance(enddate, _date)): enddate = enddate.strftime("%Y-%m-%d") eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("tradedates", startdate, enddate, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve2RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def sector(cls, pukeycode, tradedate, options="", *arga, **argb): """ 获取系统板块成分(同步请求) :param pukeycode: :param tradedate:交易日 :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" :param arga: :param argb: :return EmQuantData: """ data = cls.EmQuantData() if(tradedate == None): tradedate = _datetime.today().strftime("%Y-%m-%d") if(isinstance(tradedate, _datetime) or isinstance(tradedate, _date)): tradedate = tradedate.strftime("%Y-%m-%d") eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("sector", pukeycode, tradedate, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve2RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def getdate(cls, tradedate, offday=0, options="", *arga, **argb): """ 获取偏移N的交易日(同步请求) :param tradedate:交易日期 :param offday:偏移天数 :param options: :param arga: :param argb: :return EmQuantData: """ data = cls.EmQuantData() if(tradedate == None): tradedate = _datetime.today().strftime("%Y-%m-%d") if(isinstance(tradedate, _datetime) or isinstance(tradedate, _date)): tradedate = tradedate.strftime("%Y-%m-%d") eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("getdate", tradedate, offday, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve2RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def csc(cls, code, indicators, startdate=None, enddate=None, options="", *arga, **argb): """ 历史分钟K线(同步请求) //code只支持单个股票 :param code: 东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param startdate:开始日期。日期格式或日期时间14位数字年月日时分秒格式 :param enddate:截止日期。日期格式或日期时间14位数字年月日时分秒格式 :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" :return EmQuantData: """ code = cls.__toString(code) indicators = cls.__toString(indicators) result = cls.__PandasOptionFilter(options) options = result[0] data = cls.EmQuantData() if(enddate == None): enddate = _datetime.today().strftime("%Y-%m-%d") if(startdate == None): startdate = enddate if(isinstance(startdate, _datetime) or isinstance(startdate, _date)): startdate = startdate.strftime("%Y-%m-%d") if(isinstance(enddate, _datetime) or isinstance(enddate, _date)): enddate = enddate.strftime("%Y-%m-%d") eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("csc", code, indicators, startdate, enddate, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve26RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def cmc(cls, code, indicators, startdate=None, enddate=None, options="", *arga, **argb): """ 历史分钟K线(同步请求) //code只支持单个股票 :param code: 东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param startdate:开始日期。日期格式或日期时间14位数字年月日时分秒格式 :param enddate:截止日期。日期格式或日期时间14位数字年月日时分秒格式 :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" :return EmQuantData: """ code = cls.__toString(code) indicators = cls.__toString(indicators) result = cls.__PandasOptionFilter(options) options = result[0] data = cls.EmQuantData() if(enddate == None): enddate = _datetime.today().strftime("%Y-%m-%d") if(startdate == None): startdate = enddate if(isinstance(startdate, _datetime) or isinstance(startdate, _date)): startdate = startdate.strftime("%Y-%m-%d") if(isinstance(enddate, _datetime) or isinstance(enddate, _date)): enddate = enddate.strftime("%Y-%m-%d") eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("cmc", code, indicators, startdate, enddate, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve26RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def chmc(cls, code, indicators, startdate=None, enddate=None, options="", *arga, **argb): """ 历史分钟K线(同步请求) //code只支持单个股票 :param code: 东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param startdate:开始日期。日期格式或日期时间14位数字年月日时分秒格式 :param enddate:截止日期。日期格式或日期时间14位数字年月日时分秒格式 :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" :return EmQuantData: """ code = cls.__toString(code) indicators = cls.__toString(indicators) result = cls.__PandasOptionFilter(options) options = result[0] data = cls.EmQuantData() if(enddate == None): enddate = _datetime.today().strftime("%Y-%m-%d") if(startdate == None): startdate = enddate if(isinstance(startdate, _datetime) or isinstance(startdate, _date)): startdate = startdate.strftime("%Y-%m-%d") if(isinstance(enddate, _datetime) or isinstance(enddate, _date)): enddate = enddate.strftime("%Y-%m-%d") eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("chmc", code, indicators, startdate, enddate, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve26RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def csq(cls, codes, indicators, options="", fncallback=None, userparams=None, *arga, **argb): """ 实时行情(异步) 每次indicators最多为64个 :param codes:东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ,000002.SZ,000003.SZ,000004.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param options:Pushtype=0 增量推送 1全量推送 2增量模式2(证券增量，指标全量) :param fncallback:不同的接口可以设定不同的回调，传NULL则使用默认的主回调函数 :param userparams:用户参数,回调时原样返回 :param arga: :param argb: :return EmQuantData: """ codes = cls.__toString(codes) indicators = cls.__toString(indicators) data = cls.EmQuantData() cbfunc = None if not callable(fncallback): cbfunc = DemoCallback else: cbfunc = fncallback cls.__HandleAsynDataFuncDict[10000][0] = cbfunc ErrorCode = c_int(0) data.SerialID = cls.__Exec("csq", codes, indicators, options, cls.__AsynDataFunc, userparams, byref(ErrorCode)) data.ErrorCode = ErrorCode.value data.ErrorMsg = cls.geterrstring(data.ErrorCode) cls.__HandleAsynDataFuncDict[10000][data.SerialID] = cbfunc if options.replace(' ', '').upper().find("ALLTICK=1") >= 0: cls.__setCsqSerialID.add(data.SerialID) return data @classmethod def csqcancel(cls, serialID): """ 取消实时行情订阅 :param serialID: :return EmQuantData: """ data = cls.EmQuantData() data.ErrorCode = cls.__Exec("csqcancel", serialID) data.ErrorMsg = cls.geterrstring(data.ErrorCode) cls.__setCsqSerialID.discard(serialID) return data @classmethod def cst(cls, codes, indicators, startdatetime, enddatetime, options = "", fncallback=None, userparams=None): ''' 日内跳价服务(异步) startdatetime和enddatetime格式(YYYYMMDDHHMMSS或HHMMSS表示系统日期当天的时间，两者需使用同一种格式) :param codes:东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ,000002.SZ,000003.SZ,000004.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param startdate:开始时间 :param enddate:结束时间 :param options: :param fncallback:不同的接口可以设定不同的回调，传NULL则使用默认的主回调函数 :param userparams:用户参数,回调时原样返回 :param arga: :param argb: :return EmQuantData: ''' codes = cls.__toString(codes) indicators = cls.__toString(indicators) data = cls.EmQuantData() cbfunc = None if not callable(fncallback): cbfunc = cstCallBack else: cbfunc = fncallback cls.__HandleAsynDataFuncDict[10001][0] = cbfunc ErrorCode = c_int(0) data.SerialID = cls.__Exec("cst", codes, indicators, startdatetime, enddatetime,options, cls.__AsynDataFunc, userparams, byref(ErrorCode)) data.ErrorCode = ErrorCode.value data.ErrorMsg = cls.geterrstring(data.ErrorCode) cls.__HandleAsynDataFuncDict[10001][data.SerialID] = cbfunc return data @classmethod def csqsnapshot(cls, codes, indicators, options=""): ''' 行情快照(同步请求) 每次indicators最多为64个 :param codes:东财代码 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ,000002.SZ,000003.SZ,000004.SZ" :param indicators:东财指标 多个指标间用半角逗号隔开，支持大小写。如 "open,close,high" :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" ''' codes = cls.__toString(codes) indicators = cls.__toString(indicators) result = cls.__PandasOptionFilter(options) options = result[0] data = cls.EmQuantData() eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("csqsnapshot", codes, indicators, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve25RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def ctr(cls, ctrName, indicators="", options=""): ''' 获取专题报表(同步请求) :param ctrName: :param startdate:开始日期 :param enddate:截止日期 :param options:附加参数 多个参数以半角逗号隔开，"Period=1,Market=CNSESH,Order=1,Adjustflag=1,Curtype=1,Pricetype=1,Type=1" ''' indicators = cls.__toString(indicators) data = cls.EmQuantData() eqData = stEQCtrData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("ctr", ctrName, indicators, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQCtrData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolveCtrData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def cps(cls, cpsCodes, cpsIndicators, cpsConditions, cpsOptions=''): ''' 条件选股函数 :param cpsCodes 代码 :param cpsIndicators 指标 :param cpsConditions 条件 :param cpsOptions 附加参数 ''' cpsCodes = cls.__toString(cpsCodes) cpsIndicators = cls.__toString(cpsIndicators) cpsConditions = cls.__toString(cpsConditions) data = cls.EmQuantData() eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("cps", cpsCodes, cpsIndicators, cpsConditions, cpsOptions, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve2RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def setserverlistdir(cls, serlistpath): """ 设置serverlist.json函数 :param serlistpath 文件的路径 """ cls.__Exec("setserverlistdir", serlistpath) @classmethod def setproxy(cls, type, proxyip, port, verify, usr, pwd): """ 设置代理函数 :param type 代理类型 :param proxyip 代理ip :param port 端口 :param verify 是否验证 :param usr 代理用户名 :param pwd 密码 """ data = cls.EmQuantData() coutResult = cls.__Exec("setproxy", type, proxyip, port, verify, usr, pwd) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data @classmethod def manualactivate(cls, uname, password, options="", logcallback = None): """ 手动激活函数 :param uname 用户名 :param propasswordxyip 密码 """ if not cls.__InitSucceed: cls.__Init() data = cls.EmQuantData() loginInfo = stEQLoginInfo() uname = uname.encode(cls.EncodeType) password = password.encode(cls.EncodeType) loginInfo.userName = uname loginInfo.password = password appLogCallback = None if callable(logcallback): appLogCallback = cls.Type_logOutFunc(logcallback) else: def log(logMessage): print("[EmQuantAPI Python]", logMessage.decode(cls.EncodeType)) return 1 appLogCallback = cls.Type_logOutFunc(log) cls.__Exec("setserverlistdir", _os.path.dirname(cls.__apiDllPath)) loginResult = cls.__Exec("manualactivate", pointer(loginInfo), options, appLogCallback) if loginResult != 0: data.ErrorCode = loginResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data @classmethod def pquery(cls, options=""): ''' 查询函数 :param options 可选参数 ''' data = cls.EmQuantData() eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("pquery", options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve25RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def porder(cls, combincode, orderdict, remark="",options=""): ''' 下单函数 :param combincode 组合代码 :param orderdict 下单参数 :param remark 备注 :param options 可选参数 ''' if not isinstance(orderdict, dict): return None OrderMode = 0 num = len(orderdict["code"]) size = sizeof(stOrderInfo) orderinfo = (stOrderInfo*num)() data = cls.EmQuantData() volumenum = 0 destvolumenum = 0 weightnum = 0 for index in range(0, num): for key,value in orderdict.items(): if key == "destvolume": destvolumenum = destvolumenum + 1 elif key == "weight": weightnum = weightnum + 1 elif key == "volume": volumenum = volumenum + 1 if options.replace(' ', '').upper().find("ORDERMODE=1") >= 0: OrderMode = 1 if destvolumenum != num: data.ErrorCode = 10003003 data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data if options.replace(' ', '').upper().find("ORDERMODE=2") >= 0: OrderMode = 2 if weightnum != num: data.ErrorCode = 10003003 data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data if OrderMode == 0: if volumenum != num: data.ErrorCode = 10003003 data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data for index in range(0, num): for key,value in orderdict.items(): if key == "code": if isinstance(value[index], str): setattr(orderinfo[index], key, str.encode(value[index])) elif isinstance(value[index], bytes): setattr(orderinfo[index], key, value[index]) else: data.ErrorCode = 10003003 data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data elif key == "volume": setattr(orderinfo[index], key, value[index]) elif key == "price": setattr(orderinfo[index], key, value[index]) elif key == "date": setattr(orderinfo[index], key, int(value[index].replace("-", "").replace("/", ""))) elif key == "time": setattr(orderinfo[index], key, int(value[index].replace(":", ""))) elif key == "optype": setattr(orderinfo[index], key, value[index]) elif key == "cost": setattr(orderinfo[index], key, value[index]) elif key == "rate": setattr(orderinfo[index], key, value[index]) elif key == "reserve": setattr(orderinfo[index], key, value[index]) elif key == "destvolume" and OrderMode == 1: setattr(orderinfo[index], "volume", value[index]) elif key == "weight" and OrderMode == 2: setattr(orderinfo[index], "volume", value[index]) else: continue coutResult = cls.__Exec("porder", pointer(orderinfo[0]), num, combincode, remark, options) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data @classmethod def edb(cls, edbids, options): ''' 宏观指标服务 ''' edbids = cls.__toString(edbids) result = cls.__PandasOptionFilter(options) options = result[0] data = cls.EmQuantData() eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("edb", edbids, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve3RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def edbquery(cls, edbids, indicators="", options=""): ''' 宏观指标id详情查询 ''' edbids = cls.__toString(edbids) indicators = cls.__toString(indicators) data = cls.EmQuantData() eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("edbquery", edbids, indicators, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve3RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def pcreate(cls, combinCode, combinName, initialFound, remark, options=""): ''' 新建组合 ''' combinCode = cls.__toString(combinCode) data = cls.EmQuantData() coutResult = cls.__Exec("pcreate", combinCode, combinName, initialFound, remark, options) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data return data @classmethod def pdelete(cls, combinCode, options=""): ''' 删除组合 ''' combinCode = cls.__toString(combinCode) data = cls.EmQuantData() coutResult = cls.__Exec("pdelete", combinCode, options) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data return data @classmethod def preport(cls, combinCode, indicator, options=""): ''' 组合报表查询 ''' combinCode = cls.__toString(combinCode) data = cls.EmQuantData() eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("preport", combinCode, indicator, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve25RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return data @classmethod def tradedatesnum(cls, startdate, enddate, options=""): """ 获取区间日期内的交易日天数(同步请求) """ data = cls.EmQuantData() if(startdate == None): startdate = _datetime.today().strftime("%Y-%m-%d") if(isinstance(startdate, _datetime) or isinstance(startdate, _date)): startdate = startdate.strftime("%Y-%m-%d") if(enddate == None): enddate = _datetime.today().strftime("%Y-%m-%d") if(isinstance(enddate, _datetime) or isinstance(enddate, _date)): enddate = enddate.strftime("%Y-%m-%d") nSumDays = c_int(0) refSumDays = byref(nSumDays) coutResult = cls.__Exec("tradedatesnum", startdate, enddate, options, refSumDays) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data data.Data = refSumDays._obj.value return data @classmethod def pctransfer(cls, combinCode, transferdirect, date, opCash, remark, options=""): """ 组合资金调配(同步请求) :param combinCode:组合代码 :param transferdirect:调配方向 in 增加资金 out 减少资金 :param date: 调配日期 :param opCash: 增量或减少的资金量 :param remark: 备注说明 :param options:附加参数 多个参数以半角逗号隔开 :return EmQuantData: """ combinCode = cls.__toString(combinCode) if (date == None): date = _datetime.today().strftime("%Y-%m-%d") data = cls.EmQuantData() coutResult = cls.__Exec("pctransfer", combinCode, transferdirect, date, opCash, remark, options) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data return data @classmethod def cfn(cls, codes, content, mode, options=""): """ 资讯数据查询(同步请求) :param codes:东财代码或板块代码（不可混合） 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ,000002.SZ,000003.SZ,000004.SZ" :param content:查询内容 多个指标间用半角逗号隔开，支持大小写。如 "companynews,industrynews,report,regularreport,tradeinfo" or "sectornews" :param mode: 查询模式 eCfnMode_StartToEnd 和 eCfnMode_EndCount :param options:附加参数 多个参数以半角逗号隔开，"starttime=20190501010000,endtime=20190725,count=10" :return EmQuantData: """ codes = cls.__toString(codes) content = cls.__toString(content) result = cls.__PandasOptionFilter(options) options = result[0] ShowBlank = cls.__ShowBlankOption(options) data = cls.EmQuantData(ShowBlank) eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("cfn", codes, content, mode, options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve25RankDataEx(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def cfnquery(cls, options=""): """ 板块树查询(同步请求) :param options:附加参数 多个参数以半角逗号隔开 :return EmQuantData: """ result = cls.__PandasOptionFilter(options) options = result[0] ShowBlank = cls.__ShowBlankOption(options) data = cls.EmQuantData(ShowBlank) eqData = stEQData() refEqData = byref(pointer(eqData)) coutResult = cls.__Exec("cfnquery", options, refEqData) if coutResult != 0: data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data tempData = refEqData._obj.contents if not isinstance(tempData, stEQData): data.ErrorCode = coutResult data.ErrorMsg = cls.geterrstring(data.ErrorCode) else: data.resolve25RankData(tempData) cls.__Exec("releasedata", pointer(tempData)) return cls.__tryResolvePandas(data, result[1]) @classmethod def cnq(cls, codes, content, options="", fncallback=None, userparams=None): """ 资讯订阅(异步) :param codes:东财代码或板块代码（不可混合） 多个代码间用半角逗号隔开，支持大小写。如 "300059.SZ,000002.SZ,000003.SZ,000004.SZ" :param content:查询内容 多个指标间用半角逗号隔开，支持大小写。如 "companynews,industrynews,report,regularreport,tradeinfo" or "sectornews" :param options:附加参数 :param fncallback:不同的接口可以设定不同的回调，传NULL则使用默认的示例回调函数 :param userparams:用户参数,回调时原样返回 :return EmQuantData: """ codes = cls.__toString(codes) content = cls.__toString(content) data = cls.EmQuantData() cbfunc = None if not callable(fncallback): cbfunc = cnqdemoCallBack else: cbfunc = fncallback cls.__HandleAsynDataFuncDict[10002][0] = cbfunc ErrorCode = c_int(0) data.SerialID = cls.__Exec("cnq", codes, content, options, cls.__AsynDataFunc, userparams, byref(ErrorCode)) data.ErrorCode = ErrorCode.value data.ErrorMsg = cls.geterrstring(data.ErrorCode) cls.__HandleAsynDataFuncDict[10002][data.SerialID] = cbfunc return data @classmethod def cnqcancel(cls, serialID): """ 取消资讯订阅 :param serialID: :return EmQuantData: """ data = cls.EmQuantData() data.ErrorCode = cls.__Exec("cnqcancel", serialID) data.ErrorMsg = cls.geterrstring(data.ErrorCode) return data @staticmethod def __ShowBlankOption(options=""): pos = options.lower().find("showblank") ShowBlank = None if(pos >= 0): info = options[pos:] pos = info.find(",") if(pos > 0): info = info[0:pos] snum = info.split("=")[1] if(snum.isdigit() or (snum.startswith('-') and snum[1:].isdigit())): ShowBlank = int(snum) return ShowBlank @staticmethod def __PandasOptionFilter(arg=""): # Ispandas=1，RowIndex=1 result_list = [] pdDict = {} up_str = arg.upper() pos = up_str.find("ISPANDAS") if(pos >= 0): item = up_str[pos:pos+10] pdDict["ISPANDAS"] = item[9:10] arg = arg[0:pos]+arg[pos+10:] else: pdDict["ISPANDAS"] = "0" up_str = arg.upper() pos = up_str.find("ROWINDEX") if(pos >= 0): item = up_str[pos:pos+10] pdDict[item[0:8]] = item[9:10] arg = arg[0:pos]+arg[pos+10:] else: pdDict["ROWINDEX"] = "1" result_list.append(arg) result_list.append(pdDict) return result_list @staticmethod def __tryResolvePandas(data, args={}, fun_name=None): if data.ErrorCode != 0: return data if not (args != None and len(args) > 0 and "ISPANDAS" in args.keys() and "ROWINDEX" in args.keys() and args["ISPANDAS"] == "1"): return data if fun_name == None: import inspect fun_name = inspect.stack()[1][3] import pandas as pd code_list = [] date_list = [] data_list = [] indictor_list = ["CODES", "DATES"] for ind in data.Indicators: data_list.append([]) indictor_list.extend(data.Indicators) if(fun_name == "csc" or fun_name == "cmc" or fun_name == "chmc"): for code_index in range(0, len(data.Codes)): code = data.Codes[code_index] date_list.extend(data.Dates) for nIndex in range(0, len(data.Dates)): code_list.append(code) for cIndex in range(0, len(data.Data)): data_list[cIndex].extend(data.Data[cIndex]) elif(fun_name == "csd" or fun_name == "edb"): data.Dates = [_datetime.strptime(it,"%Y/%m/%d").strftime("%Y/%m/%d") for it in data.Dates] for code_index in range(0, len(data.Codes)): code = data.Codes[code_index] date_list.extend(data.Dates) for nIndex in range(0, len(data.Dates)): code_list.append(code) for cIndex in range(0, len(data.Data[code])): data_list[cIndex].extend(data.Data[code][cIndex]) elif(fun_name == "css" or fun_name == "csqsnapshot"): for code_index in range(0, len(data.Codes)): code = data.Codes[code_index] date_list.extend(data.Dates) for nIndex in range(0, len(data.Dates)): code_list.append(code) for cIndex in range(0, len(data.Data[code])): data_list[cIndex].append(data.Data[code][cIndex]) else: return data data_list.insert(0, date_list) data_list.insert(0, code_list) table = pd.DataFrame(data_list, indictor_list) table = table.T if(args["ROWINDEX"] == "1"): table = table.sort_values(by=["CODES","DATES"]).set_index(["CODES"]) elif(args["ROWINDEX"] == "2"): table = table.sort_values(by=["DATES","CODES"]).set_index(["DATES"]) return table @staticmethod def __toStrArray(args): if(args==None or args == ""): return [""] if(isinstance(args, str)): return [args] if(isinstance(args, int) or isinstance(args, float)) : return [str(args)] if(isinstance(args, tuple) or isinstance(args, list)): result = [] for item in args: result.extend(c.__toStrArray(item)) return result return [str(args)] @staticmethod def __toNumArray(args): if(args == None or args == ""): return None if(isinstance(args, tuple)): return [int(x) for x in args] if(isinstance(args, list)): return [int(x) for x in args] if(isinstance(args, int)): return [args] return None @staticmethod def __toString(args, joinStr = ","): v = c.__toStrArray(args) if(v == None): return None return joinStr.join(v) @staticmethod def __HandleAsynData(quotemessage, userparams): """ 实时行情回调处理函数 :param quotemessage: :param userparams: :return: """ quoteReceiveData = quotemessage.contents quotecallbackhandle = None data =c.EmQuantData() data.SerialID = quoteReceiveData.serialID data.RequestID = quoteReceiveData.requestID if quoteReceiveData.msgType == 0 or quoteReceiveData.msgType == 3: data.ErrorCode = quoteReceiveData.err data.ErrorMsg = c.geterrstring(data.ErrorCode) quotecallbackhandle = c.__HandleAsynDataFuncDict[quoteReceiveData.requestID].get(0) else: if(data.SerialID in c.__setCsqSerialID or quoteReceiveData.requestID == 10002): data.resolve25RankDataEx(quoteReceiveData.pEQData[0]) else: data.resolve25RankData(quoteReceiveData.pEQData[0]) quotecallbackhandle = c.__HandleAsynDataFuncDict[quoteReceiveData.requestID].get(quoteReceiveData.serialID) if not callable(quotecallbackhandle): quotecallbackhandle = DemoCallback quotecallbackhandle(data) return 1