In [1]:

    

# utf-8
import QUANTAXIS as QA

market = QA.QA_Market(if_start_orderthreading=True)
portfolio= QA.QA_Portfolio()
# 创建两个account
# 这里是创建一个资产组合,然后在组合里面创建两个account  你可以想象成股票里面的两个策略账户
# 然后返回的是这个账户的id
a_1 = portfolio.new_account()
a_1.reset_assets(100000000)
a_1.frequence = QA.FREQUENCE.ONE_MIN
market.start()

market.connect(QA.BROKER_TYPE.BACKETEST)


    

    




QUANTAXIS>> start QUANTAXIS
QUANTAXIS>> Welcome to QUANTAXIS, the Version is 1.1.0
QUANTAXIS>>  
 ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` 
  ``########`````##````````##``````````##`````````####````````##```##########````````#``````##``````###```##`````######`` 
  `##``````## ```##````````##`````````####````````##`##```````##```````##```````````###``````##````##`````##```##`````##` 
  ##````````##```##````````##````````##`##````````##``##``````##```````##``````````####```````#```##``````##```##``````## 
  ##````````##```##````````##```````##```##```````##```##`````##```````##`````````##`##```````##`##```````##````##``````` 
  ##````````##```##````````##``````##`````##``````##````##````##```````##````````##``###```````###````````##`````##`````` 
  ##````````##```##````````##``````##``````##`````##`````##```##```````##```````##````##```````###````````##``````###```` 
  ##````````##```##````````##`````##````````##````##``````##``##```````##``````##``````##`````##`##```````##````````##``` 
  ##````````##```##````````##````#############````##```````##`##```````##`````###########`````##``##``````##`````````##`` 
  ###```````##```##````````##```##```````````##```##```````##`##```````##````##`````````##```##```##``````##```##`````##` 
  `##``````###````##``````###``##`````````````##``##````````####```````##```##``````````##``###````##`````##````##`````## 
  ``#########``````########```##``````````````###`##``````````##```````##``##````````````##`##``````##````##`````###``### 
  ````````#####`````````````````````````````````````````````````````````````````````````````````````````````````````##``  
  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` 
  ``````````````````````````Copyright``yutiansut``2018``````QUANTITATIVE FINANCIAL FRAMEWORK````````````````````````````` 
  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` 
 ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` 
 ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` 
 






    
Out[1]:





True

In [2]:

    

import pandas as pd


    

In [3]:

    

import threading


    

In [4]:

    

threading.enumerate()


    

    
Out[4]:





[<_MainThread(MainThread, started 14868)>,
 <Thread(Thread-4, started daemon 3456)>,
 <Heartbeat(Thread-5, started daemon 10936)>,
 <HistorySavingThread(IPythonHistorySavingThread, started 21104)>,
 <ParentPollerWindows(Thread-3, started daemon 18260)>,
 <Thread(pymongo_server_monitor_thread, started daemon 21040)>,
 <Thread(pymongo_kill_cursors_thread, started daemon 21484)>,
 <Thread(pymongo_kill_cursors_thread, started daemon 7180)>,
  <QA_ENGINE with ['ORDER', 'backtest'] kernels ident 5756>,
 <QA_ThreadORDER  id=2440348498744 ident 3820>,
 <QA_Threadbacktest  id=2440427795120 ident 5404>]

In [5]:

    

market.login(QA.BROKER_TYPE.BACKETEST, a_1.account_cookie, a_1)

market.order_handler.monitor


    

    




sub
subscribe






    
Out[5]:





{< QA_Account Acc_D17B8LaU>: < QA_Broker backtest thread 14868 >}

In [6]:

    

market._sync_orders()


    

In [7]:

    

{a_1:market.broker[a_1.broker]}


    

    
Out[7]:





{< QA_Account Acc_D17B8LaU>: < QA_Broker backtest thread 14868 >}

In [8]:

    

for code in ['000001', '000002', '000004', '600010', '000007','600000']:
    market.insert_order(a_1.account_cookie,code=code,
                            price=0,
                            amount=1000,
                            time='2018-08-14 14:58:00',
                            towards=QA.ORDER_DIRECTION.BUY,
                            order_model=QA.ORDER_MODEL.MARKET,
                            amount_model=QA.AMOUNT_MODEL.BY_AMOUNT,
                            market_type=QA.MARKET_TYPE.STOCK_CN,
                            frequence=QA.FREQUENCE.ONE_MIN,
                            broker_name=QA.BROKER_TYPE.BACKETEST,
    )


    

    




QUANTAXIS>> MARKET WARING: SOMEING WRONG WITH ORDER 
 
QUANTAXIS>> code 000001 date 2018-08-14 14:58:00 price 0 order_model MARKET amount_model by_amount
QUANTAXIS>> MARKET WARING: SOMEING WRONG WITH ORDER 
 
QUANTAXIS>> code 000004 date 2018-08-14 14:58:00 price 0 order_model MARKET amount_model by_amount

In [9]:

    

market.order_handler.monitor


    

    
Out[9]:





{< QA_Account Acc_D17B8LaU>: < QA_Broker backtest thread 14868 >}






    




['Acc_D17B8LaU', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '000002', None, 1, 22.33, 22.33, 'trade_success', 1000, 1000, 22335.5825, 0, 'Order_Yq0d97zl', 'Trade_071jybh4']

In [10]:

    

market.broker[QA.BROKER_TYPE.BACKETEST].query_orders(a_1.account_cookie,'')


    

    




on_insert_order
< QA_Order realorder_id Order_Yq0d97zl datetime:2018-08-14 14:58:00 code:000002 amount:1000 price:22.33 towards:1 btype:stock_cn order_id:Order_Yq0d97zl account:Acc_D17B8LaU status:queued >
queued
['Acc_D17B8LaU', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '600010', None, 1, 1.63, 1.63, 'trade_success', 1000, 1000, 1635.0, 0, 'Order_fZ1jlwvh', 'Trade_dFUjKIa6']
on_insert_order





    
Out[10]:







  

    

      

      

      
order_time
      
code
      
name
      
towards
      
trade_price
      
order_price
      
status
      
order_amount
      
trade_amount
      
cancel_amount
    
    

      
account_cookie
      
realorder_id
      

      

      

      

      

      

      

      

      

      

    
  
  

    

      
Acc_D17B8LaU
      
Order_Yq0d97zl
      
2018-08-14 14:58:00
      
000002
      
None
      
1
      
22.33
      
22.33
      
trade_success
      
1000
      
1000
      
0
    
  








    




< QA_Order realorder_id Order_fZ1jlwvh datetime:2018-08-14 14:58:00 code:600010 amount:1000 price:1.63 towards:1 btype:stock_cn order_id:Order_fZ1jlwvh account:Acc_D17B8LaU status:queued >
queued

In [11]:

    

market.broker[QA.BROKER_TYPE.BACKETEST].query_orders(a_1.account_cookie,'filled')


    

    




receive deal






    
Out[11]:







  

    

      

      

      
trade_time
      
code
      
name
      
towards
      
trade_amount
      
trade_price
      
trade_money
      
trade_id
    
    

      
account_cookie
      
realorder_id
      

      

      

      

      

      

      

      

    
  
  

    

      
Acc_D17B8LaU
      
Order_Yq0d97zl
      
2018-08-14 14:58:00
      
000002
      
None
      
1
      
1000
      
22.33
      
22335.5825
      
Trade_5xOTrtgk
    
    

      
Order_fZ1jlwvh
      
2018-08-14 14:58:00
      
600010
      
None
      
1
      
1000
      
1.63
      
1635.0000
      
Trade_SZmaBrQ6
    
  








    




receive deal
['Acc_D17B8LaU', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '000007', None, 1, 0.0, 13.23, 'trade_price_limit', 1000, 0, 5, 0, 'Order_ANbWnkxh', 'Trade_D9uCndMJ']
on_insert_order
< QA_Order realorder_id Order_ANbWnkxh datetime:2018-08-14 14:58:00 code:000007 amount:1000 price:13.23 towards:1 btype:stock_cn order_id:Order_ANbWnkxh account:Acc_D17B8LaU status:queued >
queued
['Acc_D17B8LaU', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '600000', None, 1, 10.07, 10.065000000000001, 'trade_success', 1000, 1000, 10070.000000000002, 0, 'Order_Z9mQWKPE', 'Trade_aGbiP8dD']
on_insert_order
< QA_Order realorder_id Order_Z9mQWKPE datetime:2018-08-14 14:58:00 code:600000 amount:1000 price:10.065000000000001 towards:1 btype:stock_cn order_id:Order_Z9mQWKPE account:Acc_D17B8LaU status:queued >
queued

In [12]:

    

a_1.history_table


    

    
Out[12]:







  

    

      

      
datetime
      
code
      
price
      
amount
      
cash
      
order_id
      
realorder_id
      
trade_id
      
account_cookie
      
commission
      
tax
    
  
  

    

      
0
      
2018-08-14 14:58:00
      
000002
      
22.33
      
1000
      
9.997763e+07
      
Order_Yq0d97zl
      
Order_Yq0d97zl
      
Trade_5xOTrtgk
      
Acc_D17B8LaU
      
5.5825
      
33.495
    
    

      
1
      
2018-08-14 14:58:00
      
600010
      
1.63
      
1000
      
9.997600e+07
      
Order_fZ1jlwvh
      
Order_fZ1jlwvh
      
Trade_SZmaBrQ6
      
Acc_D17B8LaU
      
0.4075
      
2.445
    
  








    




receive deal

In [13]:

    

a_2 = portfolio.new_account()
a_2.reset_assets(100000000)
a_2.frequence = QA.FREQUENCE.ONE_MIN

market.login(QA.BROKER_TYPE.BACKETEST, a_2.account_cookie, a_2)


    

    




sub
subscribe






    
Out[13]:





True

In [14]:

    

for code in ['000001', '000002', '000004', '600010', '000007','600000']:
    market.insert_order(a_2.account_cookie,code=code,
                            price=0,
                            amount=1000,
                            time='2018-08-14 14:58:00',
                            towards=QA.ORDER_DIRECTION.BUY,
                            order_model=QA.ORDER_MODEL.MARKET,
                            amount_model=QA.AMOUNT_MODEL.BY_AMOUNT,
                            market_type=QA.MARKET_TYPE.STOCK_CN,
                            frequence=QA.FREQUENCE.ONE_MIN,
                            broker_name=QA.BROKER_TYPE.BACKETEST,
    )


    

    




QUANTAXIS>> MARKET WARING: SOMEING WRONG WITH ORDER 
 
QUANTAXIS>> code 000001 date 2018-08-14 14:58:00 price 0 order_model MARKET amount_model by_amount
QUANTAXIS>> MARKET WARING: SOMEING WRONG WITH ORDER 
 
QUANTAXIS>> code 000004 date 2018-08-14 14:58:00 price 0 order_model MARKET amount_model by_amount






    




['Acc_xvgUlRXT', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '000002', None, 1, 22.33, 22.33, 'trade_success', 1000, 1000, 22335.5825, 0, 'Order_hGuTR8mx', 'Trade_y6kfTWgr']
on_insert_order
< QA_Order realorder_id Order_hGuTR8mx datetime:2018-08-14 14:58:00 code:000002 amount:1000 price:22.33 towards:1 btype:stock_cn order_id:Order_hGuTR8mx account:Acc_xvgUlRXT status:queued >
queued
['Acc_xvgUlRXT', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '600010', None, 1, 1.63, 1.63, 'trade_success', 1000, 1000, 1635.0, 0, 'Order_FMQ7dCiD', 'Trade_qT2fh7pU']
on_insert_order
< QA_Order realorder_id Order_FMQ7dCiD datetime:2018-08-14 14:58:00 code:600010 amount:1000 price:1.63 towards:1 btype:stock_cn order_id:Order_FMQ7dCiD account:Acc_xvgUlRXT status:queued >
queued
['Acc_xvgUlRXT', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '000007', None, 1, 0.0, 13.23, 'trade_price_limit', 1000, 0, 5, 0, 'Order_Ie3pbwJY', 'Trade_WTMjypSm']
on_insert_order
< QA_Order realorder_id Order_Ie3pbwJY datetime:2018-08-14 14:58:00 code:000007 amount:1000 price:13.23 towards:1 btype:stock_cn order_id:Order_Ie3pbwJY account:Acc_xvgUlRXT status:queued >
queued
['Acc_xvgUlRXT', '2018-08-14 14:58:00', '2018-08-14 14:58:00', '600000', None, 1, 10.07, 10.065000000000001, 'trade_success', 1000, 1000, 10070.000000000002, 0, 'Order_pu6iwRSr', 'Trade_gCdsP3Hu']
on_insert_order
< QA_Order realorder_id Order_pu6iwRSr datetime:2018-08-14 14:58:00 code:600000 amount:1000 price:10.065000000000001 towards:1 btype:stock_cn order_id:Order_pu6iwRSr account:Acc_xvgUlRXT status:queued >
queued
receive deal
receive deal
receive deal

In [15]:

    

a_2.history_table


    

    
Out[15]:







  

    

      

      
datetime
      
code
      
price
      
amount
      
cash
      
order_id
      
realorder_id
      
trade_id
      
account_cookie
      
commission
      
tax
    
  
  

    

      
0
      
2018-08-14 14:58:00
      
000002
      
22.33
      
1000
      
9.997763e+07
      
Order_hGuTR8mx
      
Order_hGuTR8mx
      
Trade_FpBN8bwM
      
Acc_xvgUlRXT
      
5.5825
      
33.495
    
    

      
1
      
2018-08-14 14:58:00
      
600010
      
1.63
      
1000
      
9.997600e+07
      
Order_FMQ7dCiD
      
Order_FMQ7dCiD
      
Trade_tTEMKASC
      
Acc_xvgUlRXT
      
0.4075
      
2.445
    
    

      
2
      
2018-08-14 14:58:00
      
600000
      
10.07
      
1000
      
9.996591e+07
      
Order_pu6iwRSr
      
Order_pu6iwRSr
      
Trade_OGT1SE9x
      
Acc_xvgUlRXT
      
2.5175
      
15.105
    
  

In [16]:

    

portfolio.table


    

    
Out[16]:







  

    

      
account_cookie
      
Acc_D17B8LaU
      
Acc_xvgUlRXT
    
  
  

    

      
account_cookie
      
Acc_D17B8LaU
      
Acc_xvgUlRXT
    
    

      
allow_sellopen
      
False
      
False
    
    

      
allow_t0
      
False
      
False
    
    

      
broker
      
backtest
      
backtest
    
    

      
cash
      
[100000000, 99977630.9225, 99975998.07, 999659...
      
[100000000, 99977630.9225, 99975998.07, 999659...
    
    

      
commission_coeff
      
0.00025
      
0.00025
    
    

      
current_time
      
None
      
None
    
    

      
history
      
[[2018-08-14 14:58:00, 000002, 22.33, 1000, 99...
      
[[2018-08-14 14:58:00, 000002, 22.33, 1000, 99...
    
    

      
init_assets
      
{'cash': 100000000, 'hold': {}}
      
{'cash': 100000000, 'hold': {}}
    
    

      
margin_level
      
False
      
False
    
    

      
market_type
      
stock_cn
      
stock_cn
    
    

      
portfolio_cookie
      
Portfolio_5miNbPan
      
Portfolio_5miNbPan
    
    

      
quantaxis_version
      
1.1.0
      
1.1.0
    
    

      
running_environment
      
backtest
      
backtest
    
    

      
running_time
      
2018-08-18 21:40:04.689366
      
2018-08-18 21:41:09.733599
    
    

      
source
      
account
      
account
    
    

      
strategy_name
      
None
      
None
    
    

      
tax_coeff
      
0.0015
      
0.0015
    
    

      
trade_index
      
[2018-08-14 14:58:00, 2018-08-14 14:58:00, 201...
      
[2018-08-14 14:58:00, 2018-08-14 14:58:00, 201...
    
    

      
user_cookie
      
None
      
None
    
  

In [18]:

    

portfolio.history_table


    

    
Out[18]:







  

    

      

      
datetime
      
code
      
price
      
amount
      
cash
      
order_id
      
realorder_id
      
trade_id
      
account_cookie
      
commission
      
tax
    
  
  

    

      
0
      
2018-08-14 14:58:00
      
000002
      
22.33
      
1000
      
9.997763e+07
      
Order_Yq0d97zl
      
Order_Yq0d97zl
      
Trade_5xOTrtgk
      
Acc_D17B8LaU
      
5.5825
      
33.495
    
    

      
1
      
2018-08-14 14:58:00
      
600010
      
1.63
      
1000
      
9.997600e+07
      
Order_fZ1jlwvh
      
Order_fZ1jlwvh
      
Trade_SZmaBrQ6
      
Acc_D17B8LaU
      
0.4075
      
2.445
    
    

      
2
      
2018-08-14 14:58:00
      
600000
      
10.07
      
1000
      
9.996591e+07
      
Order_Z9mQWKPE
      
Order_Z9mQWKPE
      
Trade_J7BGSm5V
      
Acc_D17B8LaU
      
2.5175
      
15.105
    
    

      
0
      
2018-08-14 14:58:00
      
000002
      
22.33
      
1000
      
9.997763e+07
      
Order_hGuTR8mx
      
Order_hGuTR8mx
      
Trade_FpBN8bwM
      
Acc_xvgUlRXT
      
5.5825
      
33.495
    
    

      
1
      
2018-08-14 14:58:00
      
600010
      
1.63
      
1000
      
9.997600e+07
      
Order_FMQ7dCiD
      
Order_FMQ7dCiD
      
Trade_tTEMKASC
      
Acc_xvgUlRXT
      
0.4075
      
2.445
    
    

      
2
      
2018-08-14 14:58:00
      
600000
      
10.07
      
1000
      
9.996591e+07
      
Order_pu6iwRSr
      
Order_pu6iwRSr
      
Trade_OGT1SE9x
      
Acc_xvgUlRXT
      
2.5175
      
15.105
    
  

In [21]:

    

a_1.orders.order_list


    

    
Out[21]:





{'Order_Yq0d97zl': < QA_Order realorder_id Order_Yq0d97zl datetime:2018-08-14 14:58:00 code:000002 amount:1000 price:22.33 towards:1 btype:stock_cn order_id:Order_Yq0d97zl account:Acc_D17B8LaU status:success_all >,
 'Order_fZ1jlwvh': < QA_Order realorder_id Order_fZ1jlwvh datetime:2018-08-14 14:58:00 code:600010 amount:1000 price:1.63 towards:1 btype:stock_cn order_id:Order_fZ1jlwvh account:Acc_D17B8LaU status:success_all >,
 'Order_ANbWnkxh': < QA_Order realorder_id Order_ANbWnkxh datetime:2018-08-14 14:58:00 code:000007 amount:1000 price:13.23 towards:1 btype:stock_cn order_id:Order_ANbWnkxh account:Acc_D17B8LaU status:queued >,
 'Order_Z9mQWKPE': < QA_Order realorder_id Order_Z9mQWKPE datetime:2018-08-14 14:58:00 code:600000 amount:1000 price:10.065000000000001 towards:1 btype:stock_cn order_id:Order_Z9mQWKPE account:Acc_D17B8LaU status:success_all >}

In [24]:

    

a_2.orders.order_list


    

    
Out[24]:





{'Order_hGuTR8mx': < QA_Order realorder_id Order_hGuTR8mx datetime:2018-08-14 14:58:00 code:000002 amount:1000 price:22.33 towards:1 btype:stock_cn order_id:Order_hGuTR8mx account:Acc_xvgUlRXT status:success_all >,
 'Order_FMQ7dCiD': < QA_Order realorder_id Order_FMQ7dCiD datetime:2018-08-14 14:58:00 code:600010 amount:1000 price:1.63 towards:1 btype:stock_cn order_id:Order_FMQ7dCiD account:Acc_xvgUlRXT status:success_all >,
 'Order_Ie3pbwJY': < QA_Order realorder_id Order_Ie3pbwJY datetime:2018-08-14 14:58:00 code:000007 amount:1000 price:13.23 towards:1 btype:stock_cn order_id:Order_Ie3pbwJY account:Acc_xvgUlRXT status:queued >,
 'Order_pu6iwRSr': < QA_Order realorder_id Order_pu6iwRSr datetime:2018-08-14 14:58:00 code:600000 amount:1000 price:10.065000000000001 towards:1 btype:stock_cn order_id:Order_pu6iwRSr account:Acc_xvgUlRXT status:success_all >}