# -*- coding:utf-8 -*- __author__ = 'weijie' from EmQuantAPI import * from datetime import timedelta, datetime import time as _time import traceback print("开始了") def mainCallback(quantdata): """ mainCallback 是主回调函数，可捕捉如下错误 在start函数第三个参数位传入，该函数只有一个为c.EmQuantData类型的参数quantdata :param quantdata:c.EmQuantData :return: """ print ("mainCallback",str(quantdata)) print("开始了2222") #登录掉线或者 登陆数达到上线（即登录被踢下线） 这时所有的服务都会停止 if str(quantdata.ErrorCode) == "10001011" or str(quantdata.ErrorCode) == "10001009": print ("Your account is disconnect. You can force login automatically here if you need.") #行情登录验证失败（每次连接行情服务器时需要登录验证）或者行情流量验证失败时，会取消所有订阅，用户需根据具体情况处理 elif str(quantdata.ErrorCode) == "10001021" or str(quantdata.ErrorCode) == "10001022": print ("Your all csq subscribe have stopped.") #行情服务器断线自动重连连续6次失败（1分钟左右）不过重连尝试还会继续进行直到成功为止，遇到这种情况需要确认两边的网络状况 elif str(quantdata.ErrorCode) == "10002009": print ("Your all csq subscribe have stopped, reconnect 6 times fail.") # 行情订阅遇到一些错误(这些错误会导致重连，错误原因通过日志输出，统一转换成EQERR_QUOTE_RECONNECT在这里通知)，正自动重连并重新订阅,可以做个监控 elif str(quantdata.ErrorCode) == "10002012": print ("csq subscribe break on some error, reconnect and request automatically.") # 资讯服务器断线自动重连连续6次失败（1分钟左右）不过重连尝试还会继续进行直到成功为止，遇到这种情况需要确认两边的网络状况 elif str(quantdata.ErrorCode) == "10002014": print ("Your all cnq subscribe have stopped, reconnect 6 times fail.") # 资讯订阅遇到一些错误(这些错误会导致重连，错误原因通过日志输出，统一转换成EQERR_INFO_RECONNECT在这里通知)，正自动重连并重新订阅,可以做个监控 elif str(quantdata.ErrorCode) == "10002013": print ("cnq subscribe break on some error, reconnect and request automatically.") # 资讯登录验证失败（每次连接资讯服务器时需要登录验证）或者资讯流量验证失败时，会取消所有订阅，用户需根据具体情况处理 elif str(quantdata.ErrorCode) == "10001024" or str(quantdata.ErrorCode) == "10001025": print("Your all cnq subscribe have stopped.") else: pass def startCallback(message): print("[EmQuantAPI Python]", message) return 1 def csqCallback(quantdata): """ csqCallback 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:c.EmQuantData :return: """ print ("csqCallback,", 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 cnqCallback(quantdata): """ csqCallback 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 ("cnqCallback,", 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]) try: #调用登录函数（激活后使用，不需要用户名密码） loginResult = c.start("ForceLogin=1", '', mainCallback) if(loginResult.ErrorCode != 0): print("login in fail") exit() # 资讯查询使用范例 # data = c.cfn("300059.SZ,600519.SH,300024.SZ", "companynews,industrynews", eCfnMode_EndCount, # "starttime=20190501010000,endtime=20190725,count=10") # print("cfn输出结果======分隔线======") # if (not isinstance(data, c.EmQuantData)): # print (data) # else: # if (data.ErrorCode != 0): # print("request cfn Error, ", data.ErrorMsg) # else: # for code in data.Data: # total = len(data.Data[code]) # for k in range(0, len(data.Data[code])): # print(data.Data[code][k]) # 板块树查询使用范例 # data = c.cfnquery("") # print("cfnquery输出结果======分隔线======") # if (not isinstance(data, c.EmQuantData)): # print(data) # else: # if (data.ErrorCode != 0): # print("request cfnquery Error, ", data.ErrorMsg) # else: # for code in data.Codes: # for i in range(0, len(data.Indicators)): # print(data.Data[code][i]) # 资讯订阅使用范例 # data = c.cnq("S888005002API", "sectornews", "", cnqCallback) # if data.ErrorCode != 0: # print("request cnq Error, ", data.ErrorMsg) # else: # print("cnq输出结果======分隔线======") # _time.sleep(60) # text = input("press any key to cancel cnq \r\n") # # 取消订阅 # data = c.cnqcancel(data.SerialID) # # cmc使用范例 # data = c.cmc("300059.SZ", "OPEN,CLOSE,HIGH", (datetime.today() + timedelta(-6)).strftime("%Y-%m-%d"), datetime.today().strftime("%Y-%m-%d"), "RowIndex=2,Ispandas=0") # print("cmc输出结果======分隔线======") # if(not isinstance(data, c.EmQuantData)): # print(data) # else: # if(data.ErrorCode != 0): # print("request cmc Error, ", data.ErrorMsg) # else: # for i in range(0, len(data.Indicators)): # for j in range(0, len(data.Dates)): # print("indicator=%s, value=%s" % (data.Indicators[i], str(data.Data[i][j]))) # # csd使用范例 # data = c.csd("300059.SZ,600425.SH", "open,close", "2016-07-01", "2016-07-06", "RowIndex=1,period=1,adjustflag=1,curtype=1,pricetype=1,year=2016,Ispandas=0") # print("csd输出结果======分隔线======") # if not isinstance(data, c.EmQuantData): # print(data) # else: # if(data.ErrorCode != 0): # print("request csd Error, ", data.ErrorMsg) # else: # for code in data.Codes: # for i in range(0, len(data.Indicators)): # for j in range(0, len(data.Dates)): # print(data.Data[code][i][j]) # # css使用范例 # data = c.css("300059.SZ,000002.SZ", "open,close", "TradeDate=20170308, Ispandas=0") # print("css输出结果======分隔线======") # if not isinstance(data, c.EmQuantData): # print(data) # else: # if(data.ErrorCode != 0): # print("request css Error, ", data.ErrorMsg) # else: # for code in data.Codes: # for i in range(0, len(data.Indicators)): # print(data.Data[code][i]) # # sector使用范例 # # 001004 全部A股板块 # data = c.sector("001004", "2016-04-26") # if data.ErrorCode != 0: # print("request sector Error, ", data.ErrorMsg) # else: # print("sector输出结果======分隔线======") # for code in data.Data: # print(code) # # tradedate使用范例 # data = c.tradedates("2016-07-01", "2016-07-12") # if(data.ErrorCode != 0): # print("request tradedates Error, ", data.ErrorMsg) # else: # print("tradedate输出结果======分隔线======") # for item in data.Data: # print(item) # # getdate使用范例 # data = c.getdate("20160426", -3, "Market=CNSESH") # if(data.ErrorCode != 0): # print("request getdate Error, ", data.ErrorMsg) # else: # print("getdate输出结果======分隔线======") # print(data.Data) #实时行情订阅使用范例 data = c.csq('600000.SH,300059.SZ', 'TIME,Now,Volume','Pushtype=2',csqCallback) if(data.ErrorCode != 0): print("request csq Error, ", data.ErrorMsg) else: print("csq输出结果======分隔线======") _time.sleep(2) text = input("press any key to cancel csq \r\n") #取消订阅 data = c.csqcancel(data.SerialID) # #实时行情订阅使用范例 # data = c.csq('AUDUSD.FX', 'Time,now','Pushtype=0,alltick=1',csqCallback) # if(data.ErrorCode != 0): # print("request csq Error, ", data.ErrorMsg) # else: # print("csq输出结果======分隔线======") # _time.sleep(2) # text = input("press any key to cancel csq \r\n") # #取消订阅 # data = c.csqcancel(data.SerialID) # #日内跳价使用范例 # data = c.cst('600000.SH,300059.SZ', 'TIME,OPEN,HIGH,LOW,NOW', '093000', '094000','',cstCallBack) # if(data.ErrorCode != 0): # print("request cst Error, ", data.ErrorMsg) # else: # print("cst输出结果======分割线======") # _time.sleep(2) # input("press any key to quit cst \r\n") # #行情快照使用范例 # data = c.csqsnapshot("000005.SZ,600602.SH,600652.SH,600653.SH,600654.SH,600601.SH,600651.SH,000004.SZ,000002.SZ,000001.SZ,000009.SZ", "PRECLOSE,OPEN,HIGH,LOW,NOW,AMOUNT", "Ispandas=0") # if not isinstance(data, c.EmQuantData): # print(data) # else: # if(data.ErrorCode != 0): # print("request csqsnapshot Error, ", data.ErrorMsg) # else: # print("csqsnapshot输出结果======分割线======") # for key,value in data.Data.items(): # print(key, ">>> ", end="") # for v in value: # print(v, " ", end="") # print() # #获取专题报表使用范例 # data = c.ctr("INDEXCOMPOSITION", "", "IndexCode=000300.SH,EndDate=2017-01-13") # if(data.ErrorCode != 0): # print("request ctr Error, ", data.ErrorMsg) # else: # print("ctr输出结果======分割线======") # for key,value in data.Data.items(): # for v in value: # print(v, " ", end="") # print() # #选股使用范例 # data = c.cps("B_001004", "s0,OPEN,2017/2/27,1;s1,NAME", "[s0]>0", "orderby=rd([s0]),top=max([s0],100)") # if(data.ErrorCode != 0): # print("request cps Error, ", data.ErrorMsg) # else: # print("cps输出结果======分割线======") # for it in data.Data: # print(it) # #宏观指标服务 # data = c.edb("EMM00087117","IsPublishDate=1,RowIndex=1,Ispandas=1") # if not isinstance(data, c.EmQuantData): # print(data) # else: # if(data.ErrorCode != 0): # print("request edb Error, ", data.ErrorMsg) # else: # print("edbid date ",end="") # for ind in data.Indicators: # print(ind, end=" ") # print("") # for code in data.Codes: # for j in range(0, len(data.Dates)): # print(code, " ", data.Dates[j], end=" ") # for i in range(0, len(data.Indicators)): # print(data.Data[code][i][j], end=" ") # print("") # #宏观指标id详情查询 # data = c.edbquery("EMM00058124,EMM00087117,EMG00147350") # if(data.ErrorCode != 0): # print("request edbquery Error, ", data.ErrorMsg) # else: # print("edbid ",end="") # for ind in data.Indicators: # print(ind, end=" ") # print("") # for code in data.Codes: # for j in range(0, len(data.Dates)): # print(code, " ", end=" ") # for i in range(0, len(data.Indicators)): # print(data.Data[code][i][j], end=" ") # print("") # #新建组合 # data = c.pcreate("quant001", "组合牛股", 100000000, "这是一个牛股的组合") # if(data.ErrorCode != 0): # print("request pcreate Error, ", data.ErrorMsg) # else: # print("create succeed") # # 组合资金调配 # data = c.pctransfer("quant001", "IN", "2019-08-13", 10000, "追加资金", "TRANSFERTYPE=1") # if (data.ErrorCode != 0): # print("request pctransfer Error, ", data.ErrorMsg) # else: # print("pctransfer succeed") # # 组合下单 # orderdict = {'code': ['300059.SZ', '600000.SH'], # 'volume': [1000, 200], # 'price': [13.11, 12.12], # 'date': ['2017-08-14', '2017-08-24'], # 'time': ['14:22:18', '14:22:52'], # 'optype': [eOT_buy, eOT_buy], # 'cost': [0, 3], # 'rate': [0, 2], # 'destvolume': [0, 0], # 'weight': [0.1, 0.1]} # data = c.porder("quant001", orderdict, "this is a test") # if(data.ErrorCode != 0): # print("porder Error, ", data.ErrorMsg) # else: # print("order succeed") # #组合报表查询 # data = c.preport("quant001", "record", "startdate=2017/07/12,enddate=2018/01/15") # if(data.ErrorCode != 0): # print("request preport Error, ", data.ErrorMsg) # else: # for ind in data.Indicators: # print(ind, end=" ") # print("") # for k in data.Data: # for it in data.Data[k]: # print(it, end=" ") # print("") # #组合信息查询 # data = c.pquery() # if(data.ErrorCode != 0): # print("request pquery Error, ", data.ErrorMsg) # else: # print("[key]:",end="") # for index in range(0, len(data.Indicators)): # print("\t", data.Indicators[index],end="") # print("") # for k,v in data.Data.items(): # print(k,": ", end="") # for vv in v: # print("\t", vv, end="") # print("") # #删除组合 # data = c.pdelete("quant001") # if(data.ErrorCode != 0): # print("request pdelete Error, ", data.ErrorMsg) # else: # print("delete succeed") # #获取区间日期内的交易日天数 # data = c.tradedatesnum("2018-01-01", "2018-09-15") # if data.ErrorCode != 0: # print("request tradedatesnum Error, ", data.ErrorMsg) # else: # print("tradedatesnum======分割线======") # print(data.Data) #退出 data = logoutResult = c.stop() except Exception as ee: print("error >>>",ee) traceback.print_exc() else: print("demo end")