QAACCOUNT 账户类

QA_Account() 是quantaxis的核心类, 其作用是一个可以使用规则兼容各种市场的账户类

1.3.0以后, QA_Account需要由组合来进行创建(推荐)

user = QA.QA_user(username ='quantaxis', password = 'quantaxis')
portfotlio=user.new_portfolio('x1')
account = portfolio.new_account(args)

调用方式



In [1]:

    
import QUANTAXIS as QA
import uuid
user = QA.QA_User(username ='quantaxis', password = 'quantaxis')
portfolio=user.new_portfolio('x1')
account = portfolio.new_account(account_cookie='test')









    



 prortfolio with user_cookie  USER_QKoncetW  already exist!!

参数详解



In [2]:

    
# strategy_name=None,
# user_cookie=None,
# portfolio_cookie=None,
# account_cookie=None,
# market_type=MARKET_TYPE.STOCK_CN,
# frequence=FREQUENCE.DAY,
# broker=BROKER_TYPE.BACKETEST,
# init_hold={},
# init_cash=1000000,
# commission_coeff=0.00025,
# tax_coeff=0.001,
# margin_level={},
# allow_t0=False,
# allow_sellopen=False,
# allow_margin=False,
# running_environment=RUNNING_ENVIRONMENT.BACKETEST

基于规则实例化

基于不同市场的不同规则, 我们可以实例化不同的账户类

允许保证金交易: allow_marigin = True
允许买入后当日卖出: allow_t0 = True
允许卖空开仓(裸卖空): allow_sellopen= True

股票普通账户



In [3]:

    
stock_account= portfolio.new_account(account_cookie =str(uuid.uuid4()),allow_t0=False,allow_margin=False,allow_sellopen=False,market_type=QA.MARKET_TYPE.STOCK_CN)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE

股票日内回转账户



In [4]:

    
stockt0_account =portfolio.new_account(account_cookie =str(uuid.uuid4()),allow_t0=False,allow_margin=False,allow_sellopen=False,market_type=QA.MARKET_TYPE.STOCK_CN,init_hold={'000002':500}, running_environment=QA.RUNNING_ENVIRONMENT.TZERO)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE

股票融资融券账户



In [5]:

    
rzrq_account = portfolio.new_account(account_cookie =str(uuid.uuid4()),allow_t0=False,allow_margin=True,allow_sellopen=True,market_type=QA.MARKET_TYPE.STOCK_CN)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE

期货账户



In [6]:

    
future_account = portfolio.new_account(account_cookie =str(uuid.uuid4()),allow_t0=True,allow_margin=True,allow_sellopen=True, market_type=QA.MARKET_TYPE.FUTURE_CN)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE

期权账户



In [7]:

    
option_account = portfolio.new_account(account_cookie =str(uuid.uuid4()),allow_t0=True,allow_margin=True,allow_sellopen=True, market_type=QA.MARKET_TYPE.OPTION_CN)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE

其他市场账户



In [8]:

    
xxx = portfolio.new_account(account_cookie =str(uuid.uuid4()),allow_t0=True,allow_margin=True,allow_sellopen=True, market_type=QA.MARKET_TYPE.CRYPTOCURRENCY)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE

账户的初始资金/初始仓位

默认账户是无仓位, 默认现金 1000000 RMB



In [9]:

    
stock_account.init_assets









    Out[9]:





{'cash': 1000000.0, 'hold': {}}



In [10]:

    
stock_account.init_cash









    Out[10]:





1000000.0



In [11]:

    
stock_account.init_hold









    Out[11]:





Series([], Name: amount, dtype: float64)

在实例化的时候初始化仓位信息

使用json/dict的格式初始化

# init_hold参数
init_hold={code1:amount1,code2:amount2}

实例化完会显示在 account.hold中

[注意] 在t+1的账户中, 初始化仓位依然可以当日交易



In [12]:

    
stock_account= portfolio.new_account(account_cookie =str(uuid.uuid4()),init_hold={'000001':500}, allow_t0=False,allow_margin=False,allow_sellopen=False,running_environment=QA.MARKET_TYPE.STOCK_CN)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE



In [13]:

    
stock_account.init_assets









    Out[13]:





{'cash': 1000000.0, 'hold': {'000001': 500}}



In [14]:

    
stock_account.hold









    Out[14]:





code
000001    500
Name: amount, dtype: int64



In [15]:

    
stock_account.sell_available









    Out[15]:





code
000001    500
Name: amount, dtype: int64

在实例化的时候初始现金信息

# init_cash 参数
init_cash= 200000



In [16]:

    
stock_account= portfolio.new_account(account_cookie =str(uuid.uuid4()),init_cash= 200000,init_hold={'000002':500}, allow_t0=False,allow_margin=False,allow_sellopen=False,running_environment=QA.MARKET_TYPE.STOCK_CN)









    



QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE
QAACCOUNT: THIS ACCOUNT DOESNOT HAVE ANY TRADE



In [17]:

    
stock_account.init_assets









    Out[17]:





{'cash': 200000.0, 'hold': {'000002': 500}}



In [18]:

    
stock_account.init_cash









    Out[18]:





200000.0



In [19]:

    
stock_account.cash









    Out[19]:





[200000.0]



In [20]:

    
stock_account.cash_available









    Out[20]:





200000.0



In [ ]:

在已经实例化的账户中修改现金/ 重置现金操作

此操作无法撤销

现金记录全部消除
账户的持仓不会消除



In [21]:

    
stock_account.reset_assets(init_cash=50000)



In [22]:

    
stock_account.init_assets









    Out[22]:





{'cash': 50000.0, 'hold': {'000002': 500}}



In [23]:

    
stock_account.cash









    Out[23]:





[50000.0]



In [24]:

    
stock_account.cash_available









    Out[24]:





50000.0

买入/卖出操作

有2种方式可以买入/卖出品种

send_order 接口 + Order类调用receive_deal 接口
receive_simpledeal 接口

其中

1 是基于账户-发出订单- 订单成交回报的模式更新账户
2 是直接修改账户的模式, 由用户自行确认和保证成交

订单/更新账户的模式

在此我们只演示订单/成交, 至于order.trade怎么成交, 则是市场类/broker类的问题, 在此不去演示

生成订单



In [25]:

    
order=stock_account.send_order(code='000001',amount=100,time='2019-01-19',
                         amount_model=QA.AMOUNT_MODEL.BY_AMOUNT,order_model=QA.ORDER_MODEL.CLOSE,
                         price=10,towards=QA.ORDER_DIRECTION.BUY)



In [26]:

    
future_order=future_account.send_order(code='RB1905',amount=100,time='2019-01-19',
                         amount_model=QA.AMOUNT_MODEL.BY_AMOUNT,order_model=QA.ORDER_MODEL.CLOSE,
                         price=3500,towards=QA.ORDER_DIRECTION.BUY_OPEN)



In [27]:

    
future_account









    Out[27]:





< QA_Account 93ba32ae-6544-4aa1-ad92-b41f76365bc6 market: future_cn>

订单类 QA_Order



In [28]:

    
order









    Out[28]:





< QA_Order realorder_id Order_BM1rYubU datetime:2019-01-19 09:31:00 code:000001 amount:100.0 price:10.0 towards:1 btype:stock_cn order_id:Order_BM1rYubU account:0dd507d7-5d1a-4140-9d32-d549b0f42f95 status:queued >



In [29]:

    
future_order









    Out[29]:





< QA_Order realorder_id Order_OAcNHXbT datetime:2019-01-19 09:31:00 code:RB1905 amount:100.0 price:3500.0 towards:2 btype:future_cn order_id:Order_OAcNHXbT account:93ba32ae-6544-4aa1-ad92-b41f76365bc6 status:queued >

订单交易(成交在Market/Broker中判断,此处只演示成交回报)



In [30]:

    
order.trade(trade_price=10.1,trade_amount=100,trade_id='example_trade1',trade_time='2019-01-19 15:00:00')









    



!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!receive deal



In [31]:

    
future_order.trade(trade_price=3600,trade_amount=100,trade_id='example_trade2',trade_time='2019-01-19 21:00:00')









    



!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!receive deal

账户成交表 QA_Account.history/QA_Account.history_table



In [32]:

    
stock_account.history_table









    Out[32]:







  
    
      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
      frozen
      direction
    
  
  
    
      0
      2019-01-19 15:00:00
      000001
      10.1
      100
      48985.0
      Order_BM1rYubU
      Order_BM1rYubU
      example_trade1
      0dd507d7-5d1a-4140-9d32-d549b0f42f95
      5.0
      0.0
      None
      0
      1



In [33]:

    
future_account.history_table









    Out[33]:







  
    
      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
      frozen
      direction
    
  
  
    
      0
      2019-01-19 21:00:00
      RB1905
      3600.0
      100
      675640.0
      Order_OAcNHXbT
      Order_OAcNHXbT
      example_trade2
      93ba32ae-6544-4aa1-ad92-b41f76365bc6
      360.0
      0.0
      None
      324000.0
      2

账户现金表/ 期货账户还会冻结资金(保证金)



In [34]:

    
stock_account.cash









    Out[34]:





[50000.0, 48985.0]



In [35]:

    
future_account.cash









    Out[35]:





[1000000.0, 675640.0]



In [36]:

    
future_account.frozen









    Out[36]:





{'RB1905': {'2': {'money': 3240.0, 'amount': 100, 'avg_price': 3600.0},
  '-2': {'money': 0, 'amount': 0, 'avg_price': 0}}}

账户可用现金



In [37]:

    
stock_account.cash_available









    Out[37]:





48985.0



In [38]:

    
future_account.cash_available









    Out[38]:





675640.0

账户持仓



In [39]:

    
stock_account.hold









    Out[39]:





code
000001    100
000002    500
Name: amount, dtype: int64



In [40]:

    
future_account.hold









    Out[40]:





code
RB1905    100
Name: amount, dtype: int64

账户可卖余额(股票T+1 因此可卖部分不增加/ 期货账户 t+0 因此可卖部分增加)



In [41]:

    
stock_account.sell_available









    Out[41]:





code
000002    500
Name: amount, dtype: int64



In [42]:

    
future_account.sell_available









    Out[42]:





code
RB1905    100
Name: amount, dtype: int64

直接操作账户模式

该模式直接操作账户



In [43]:

    
stock_account.receive_simpledeal(code='000004',order_id='model2',realorder_id='model2_real',trade_id='trade2',trade_amount=1000,trade_price=16,trade_time='2019-01-21',trade_towards=QA.ORDER_DIRECTION.BUY,message='model2')



In [44]:

    
stock_account.history_table









    Out[44]:







  
    
      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
      frozen
      direction
    
  
  
    
      0
      2019-01-19 15:00:00
      000001
      10.1
      100
      48985.0
      Order_BM1rYubU
      Order_BM1rYubU
      example_trade1
      0dd507d7-5d1a-4140-9d32-d549b0f42f95
      5.0
      0.0
      None
      0
      1
    
    
      1
      2019-01-21
      000004
      16.0
      1000
      32980.0
      model2
      model2_real
      trade2
      0dd507d7-5d1a-4140-9d32-d549b0f42f95
      5.0
      0.0
      model2
      0
      1



In [45]:

    
stock_account.cash









    Out[45]:





[50000.0, 48985.0, 32980.0]



In [46]:

    
stock_account.cash_available









    Out[46]:





32980.0



In [47]:

    
stock_account.hold









    Out[47]:





code
000001     100
000002     500
000004    1000
Name: amount, dtype: int64



In [48]:

    
stock_account.sell_available









    Out[48]:





code
000002    500
Name: amount, dtype: int64

结算

主要是股票账户的可卖股数的结算

目前期货账户不采用逐日盯市的结算方式(及无结算价/无当日盈亏)



In [49]:

    
stock_account.settle()



In [50]:

    
stock_account.sell_available









    Out[50]:





code
000001     100
000002     500
000004    1000
Name: amount, dtype: int64



In [51]:

    
future_account.settle()



In [52]:

    
##  关于账户存储和恢复



In [ ]:

动态字段



In [ ]:



In [53]:

    
future_account









    Out[53]:





< QA_Account 93ba32ae-6544-4aa1-ad92-b41f76365bc6 market: future_cn>



In [54]:

    
future_account.history_table









    Out[54]:







  
    
      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
      frozen
      direction
    
  
  
    
      0
      2019-01-19 21:00:00
      RB1905
      3600.0
      100
      675640.0
      Order_OAcNHXbT
      Order_OAcNHXbT
      example_trade2
      93ba32ae-6544-4aa1-ad92-b41f76365bc6
      360.0
      0.0
      None
      324000.0
      2



In [55]:

    
future_account.frozen









    Out[55]:





{'RB1905': {'2': {'money': 3240.0, 'amount': 100, 'avg_price': 3600.0},
  '-2': {'money': 0, 'amount': 0, 'avg_price': 0}}}



In [56]:

    
future_account.cash_available









    Out[56]:





675640.0



In [57]:

    
future_account.sell_available









    Out[57]:





code
RB1905    100
Name: amount, dtype: int64



In [58]:

    
future_account.hold_available









    Out[58]:





code
RB1905    100
Name: amount, dtype: int64



In [59]:

    
stock_account









    Out[59]:





< QA_Account 0dd507d7-5d1a-4140-9d32-d549b0f42f95 market: stock_cn>



In [60]:

    
stockt0_account.hold_available









    Out[60]:





Series([], Name: amount, dtype: float64)



In [61]:

    
stockt0_account.sell_available









    Out[61]:





code
000002    500
Name: amount, dtype: int64



In [62]:

    
stockt0_account.buy_available









    Out[62]:





code
000002    500
Name: amount, dtype: int64



In [63]:

    
ordert0=stockt0_account.send_order(code='000002',amount=100,time='2019-01-19',
                         amount_model=QA.AMOUNT_MODEL.BY_AMOUNT,order_model=QA.ORDER_MODEL.CLOSE,
                         price=10,towards=QA.ORDER_DIRECTION.BUY)



In [64]:

    
stockt0_account.sell_available









    Out[64]:





code
000002    500
Name: amount, dtype: int64



In [65]:

    
stockt0_account.buy_available









    Out[65]:





code
000002    400
Name: amount, dtype: int64



In [66]:

    
stockt0_account.hold_available









    Out[66]:





Series([], Name: amount, dtype: float64)



In [67]:

    
ordert0.trade(trade_price=10.1,trade_amount=100,trade_id='example_trade1',trade_time='2019-01-19 15:00:00')









    



!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!receive deal



In [68]:

    
stockt0_account.hold_available









    Out[68]:





code
000002    100
Name: amount, dtype: int64



In [69]:

    
stockt0_account.sell_available









    Out[69]:





code
000002    500
Name: amount, dtype: int64



In [70]:

    
stockt0_account.buy_available









    Out[70]:





code
000002    400
Name: amount, dtype: int64



In [ ]:



In [ ]:

	datetime	code	price	amount	cash	order_id	realorder_id	trade_id	account_cookie	commission	tax	message	frozen	direction
0	2019-01-19 15:00:00	000001	10.1	100	48985.0	Order_BM1rYubU	Order_BM1rYubU	example_trade1	0dd507d7-5d1a-4140-9d32-d549b0f42f95	5.0	0.0	None	0	1
1	2019-01-21	000004	16.0	1000	32980.0	model2	model2_real	trade2	0dd507d7-5d1a-4140-9d32-d549b0f42f95	5.0	0.0	model2	0	1