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- # -*- 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")
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