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In [1]:



    


import QUANTAXIS as QA

我们模拟两个期货账户

  1. acc 是允许保证金杠杆的账户
  2. acc2 是不允许保证金杠杆的账户 allow_margin=False




In [ ]:



    






    











In [2]:



    


acc=QA.QA_Account(allow_sellopen=True,init_cash=10000,allow_t0=True,allow_margin=True,account_cookie='future_test',market_type=QA.MARKET_TYPE.FUTURE_CN,frequence=QA.FREQUENCE.FIFTEEN_MIN)



    











In [3]:



    


acc2=QA.QA_Account(allow_sellopen=True,init_cash=10000,allow_t0=True,allow_margin=False,account_cookie='future_test',market_type=QA.MARKET_TYPE.FUTURE_CN,frequence=QA.FREQUENCE.FIFTEEN_MIN)



    











In [4]:



    


acc.market_preset.get_code('RB1905')



    


















    
Out[4]:








{'buy_frozen_coeff': 0.09,
 'commission_coeff_peramount': 0.0001,
 'commission_coeff_pervol': 0.0,
 'commission_coeff_today_peramount': 5e-05,
 'commission_coeff_today_pervol': 0.0,
 'exchange': 'SHFE',
 'name': '螺纹钢',
 'sell_frozen_coeff': 0.09,
 'unit_table': 10}

















In [5]:



    


acc.market_preset.get_unit('RB1901')



    


















    
Out[5]:








10

















In [6]:



    


acc.market_preset.get_unit('M901')



    


















    
Out[6]:








10

















In [7]:



    


acc.market_preset.get_frozen('M901')



    


















    
Out[7]:








0.07

















In [8]:



    


acc.market_preset.get_frozen('RB1901')



    


















    
Out[8]:








0.09

















In [9]:



    


order=acc.send_order(code='RB1901', amount=1, time='2018-12-28 09:30:00', towards=QA.ORDER_DIRECTION.BUY_OPEN, price=3420, money=None, order_model=QA.ORDER_MODEL.MARKET, amount_model=QA.AMOUNT_MODEL.BY_AMOUNT)



    











In [10]:



    


acc.cash_available



    


















    
Out[10]:








6921.2305

















In [11]:



    


order2=acc2.send_order(code='RB1901', amount=1, time='2018-12-28 09:30:00', towards=QA.ORDER_DIRECTION.BUY_OPEN, price=3420, money=None, order_model=QA.ORDER_MODEL.MARKET, amount_model=QA.AMOUNT_MODEL.BY_AMOUNT)



    











In [12]:



    


acc2.cash_available



    


















    
Out[12]:








6579.1449999999995

















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In [ ]:

上面测试的是保证金账户的下单扣减





In [13]:



    


order



    


















    
Out[13]:








< QA_Order realorder_id Order_e1J6BwQ8 datetime:2018-12-28 09:30:00 code:RB1901 amount:1 price:3420 towards:2 btype:future_cn order_id:Order_e1J6BwQ8 account:future_test status:queued >

















In [14]:



    


order.trade('test_buyopen',3420,1,'2018-12-28 09:30:00')



    


















    






receive deal

















In [15]:



    


acc.history_table



    


















    
Out[15]:











  
    

      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
    

  
  
    

      0
      2018-12-28 09:30:00
      RB1901
      3420.0
      1
      6918.58
      Order_e1J6BwQ8
      Order_e1J6BwQ8
      test_buyopen
      future_test
      3.42
      0
      None
    

  




















In [16]:



    


3420*10*0.09



    


















    
Out[16]:








3078.0

















In [17]:



    


3078.0+3.420



    


















    
Out[17]:








3081.42

















In [18]:



    


6918.58+3081.42



    


















    
Out[18]:








10000.0

















In [19]:



    


acc.frozen  #买入开仓 冻结的是买入的



    


















    
Out[19]:








{'RB1901': {2: {'money': 3078.0, 'amount': 1}, -2: {'money': 0, 'amount': 0}}}

















In [20]:



    


order_sellclose=acc.send_order(code='RB1901', amount=1, time='2018-12-28 09:45:00', towards=QA.ORDER_DIRECTION.SELL_CLOSE, price=3425, money=None, order_model=QA.ORDER_MODEL.MARKET, amount_model=QA.AMOUNT_MODEL.BY_AMOUNT)



    











In [21]:



    


order_sellclose



    


















    
Out[21]:








< QA_Order realorder_id Order_9ZDL8TdI datetime:2018-12-28 09:45:00 code:RB1901 amount:1 price:3425 towards:-3 btype:future_cn order_id:Order_9ZDL8TdI account:future_test status:queued >

















In [22]:



    


order_sellclose.trade('test_sellclose',3425,1,'2018-12-28 09:45:00')



    


















    






receive deal

















In [23]:



    


acc.history_table



    


















    
Out[23]:











  
    

      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
    

  
  
    

      0
      2018-12-28 09:30:00
      RB1901
      3420.0
      1
      6918.580
      Order_e1J6BwQ8
      Order_e1J6BwQ8
      test_buyopen
      future_test
      3.420
      0
      None
    

    

      1
      2018-12-28 09:45:00
      RB1901
      3425.0
      -1
      10043.155
      Order_9ZDL8TdI
      Order_9ZDL8TdI
      test_sellclose
      future_test
      3.425
      0
      None
    

  




















In [24]:



    


acc.frozen



    


















    
Out[24]:








{'RB1901': {2: {'money': 0, 'amount': 0}, -2: {'money': 0, 'amount': 0}}}

















In [25]:



    


3425*10*0.09



    


















    
Out[25]:








3082.5

















In [26]:



    


3082.5+3.425



    


















    
Out[26]:








3085.925

















In [27]:



    


6918.58+3081.42+(3081.42-3085.925)*10



    


















    
Out[27]:








9954.949999999999

















In [28]:



    


6918.58+3078.0+(3082.5-3078.0)/0.09-3.425



    


















    
Out[28]:








10043.155

















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In [29]:



    


acc.cash



    


















    
Out[29]:








[10000, 6918.58, 10043.155]

















In [30]:



    


order_sellopen=acc.send_order(code='RB1901', amount=1, time='2018-12-28 09:55:00', towards=QA.ORDER_DIRECTION.SELL_OPEN, price=3435, money=None, order_model=QA.ORDER_MODEL.MARKET, amount_model=QA.AMOUNT_MODEL.BY_AMOUNT)



    











In [31]:



    


order_sellopen.trade('test_sellopen',3435,1,'2018-12-28 09:55:00')



    


















    






receive deal

















In [32]:



    


acc.frozen



    


















    
Out[32]:








{'RB1901': {2: {'money': 0, 'amount': 0}, -2: {'money': 3091.5, 'amount': 1}}}

















In [33]:



    


acc.history_table



    


















    
Out[33]:











  
    

      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
    

  
  
    

      0
      2018-12-28 09:30:00
      RB1901
      3420.0
      1
      6918.580
      Order_e1J6BwQ8
      Order_e1J6BwQ8
      test_buyopen
      future_test
      3.420
      0
      None
    

    

      1
      2018-12-28 09:45:00
      RB1901
      3425.0
      -1
      10043.155
      Order_9ZDL8TdI
      Order_9ZDL8TdI
      test_sellclose
      future_test
      3.425
      0
      None
    

    

      2
      2018-12-28 09:55:00
      RB1901
      3435.0
      -1
      6948.220
      Order_oFDKcyOr
      Order_oFDKcyOr
      test_sellopen
      future_test
      3.435
      0
      None
    

  




















In [ ]:



    






    











In [34]:



    


order_buyclose=acc.send_order(code='RB1901', amount=1, time='2018-12-28 10:55:00', towards=QA.ORDER_DIRECTION.BUY_CLOSE, price=3420, money=None, order_model=QA.ORDER_MODEL.MARKET, amount_model=QA.AMOUNT_MODEL.BY_AMOUNT)



    


















    






-1

















In [35]:



    


order_buyclose.trade('test_buyclose',3420,1,'2018-12-28 10:55:00')



    


















    






receive deal

















In [36]:



    


acc.frozen



    


















    
Out[36]:








{'RB1901': {2: {'money': 0, 'amount': 0}, -2: {'money': 0, 'amount': 0}}}

















In [37]:



    


acc.history_table



    


















    
Out[37]:











  
    

      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
    

  
  
    

      0
      2018-12-28 09:30:00
      RB1901
      3420.0
      1
      6918.580
      Order_e1J6BwQ8
      Order_e1J6BwQ8
      test_buyopen
      future_test
      3.420
      0
      None
    

    

      1
      2018-12-28 09:45:00
      RB1901
      3425.0
      -1
      10043.155
      Order_9ZDL8TdI
      Order_9ZDL8TdI
      test_sellclose
      future_test
      3.425
      0
      None
    

    

      2
      2018-12-28 09:55:00
      RB1901
      3435.0
      -1
      6948.220
      Order_oFDKcyOr
      Order_oFDKcyOr
      test_sellopen
      future_test
      3.435
      0
      None
    

    

      3
      2018-12-28 10:55:00
      RB1901
      3420.0
      1
      10186.300
      Order_fwdWsHOD
      Order_fwdWsHOD
      test_buyclose
      future_test
      3.420
      0
      None
    

  




















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In [ ]:

快速撮合接口的测试





In [38]:



    


acc.reset_assets(init_cash=10000)



    











In [39]:



    


acc.receive_simpledeal(code='RB1901', trade_price=3420, trade_amount=1, trade_towards=QA.ORDER_DIRECTION.BUY_OPEN, trade_time='2018-12-28 09:30:00')



    











In [40]:



    


acc.receive_simpledeal(code='RB1901', trade_price=3425, trade_amount=1, trade_towards=QA.ORDER_DIRECTION.SELL_CLOSE, trade_time='2018-12-28 09:45:00')



    











In [41]:



    


acc.receive_simpledeal(code='RB1901', trade_price=3435, trade_amount=1, trade_towards=QA.ORDER_DIRECTION.SELL_OPEN, trade_time='2018-12-28 09:55:00')



    











In [42]:



    


acc.receive_simpledeal(code='RB1901', trade_price=3420, trade_amount=1, trade_towards=QA.ORDER_DIRECTION.BUY_CLOSE, trade_time='2018-12-28 10:45:00')



    











In [43]:



    


acc.history_table



    


















    
Out[43]:











  
    

      
      datetime
      code
      price
      amount
      cash
      order_id
      realorder_id
      trade_id
      account_cookie
      commission
      tax
      message
    

  
  
    

      0
      2018-12-28 09:30:00
      RB1901
      3420
      1
      6918.580
      None
      None
      None
      future_test
      3.420
      0
      None
    

    

      1
      2018-12-28 09:45:00
      RB1901
      3425
      -1
      10043.155
      None
      None
      None
      future_test
      3.425
      0
      None
    

    

      2
      2018-12-28 09:55:00
      RB1901
      3435
      -1
      6948.220
      None
      None
      None
      future_test
      3.435
      0
      None
    

    

      3
      2018-12-28 10:45:00
      RB1901
      3420
      1
      10186.300
      None
      None
      None
      future_test
      3.420
      0
      None
    

  




















In [44]:



    


acc.frozen



    


















    
Out[44]:








{'RB1901': {2: {'money': 0, 'amount': 0}, -2: {'money': 0, 'amount': 0}}}

Content source: QUANTAXIS/QUANTAXIS

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