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前言 :

1.1.0 是对于QA_Market的一个小规模重构,区别以往的订单,成交模式, 故更新一个小版本

本次的更新主要有:

[QAData]

  1. 修改了采样函数的写法
  2. 修复了tick采样成60min的bug
  3. 修复了因为multiindex导致的QA_DataStruct.to_json方法缺失 datetime/code 字段的问题

[QAMARKET]

  1. 增加对于实盘易的支持
  2. 将一些基础解析字段挪至基类QABroker中
  3. 基于QAMarket创建的broker/order线程全部变成后台线程
  4. QA_OrderHandler 增加持久化 订单/成交单部分
  5. 修改QAOrder 变成有限状态机, 通过状态机的动作自动改变Order的状态
  6. 修改QABacktest_Broker 适配新的order类
  7. 优化QABroker的状态显示
  8. 将撮合缓存字典重构进QADealer, dealer加入 deal_message(dict) 和deal_df(dataframe),并增加dealer的settle函数
  9. 大量更新QABacktest_Broker方法,使之适配新版本回测
  10. 适配实盘,增加字段解析 trade_towards_cn_en, order_status_cn_en
  11. 修改order的撮合机制, 使用创建order时的callback回调来更新账户

[QAEngine]

  1. QAThread 初始化增加 daemon选项, 用于创建守护线程

[QAARP]

  1. QA_Account 增加 cancel_order方法 撤单操作
  2. 重写QA_Account的receive_deal方法, 适配新版本更新账户
  3. 优化和修改QA_Portfolio 增加对于history/history_table的支持

[QASU]

  1. save_orderhandler.py 增加 QA_SU_save_order/ QA_SU_save_deal 方法
  2. 增加对于运行时出错的容错处理

[QAUtil]

  1. QADate_Trade 增加QA_util_get_order_datetime() 用于获取委托的真实日期 QA_util_get_trade_datetime() 用于获取成交的真实日期
  2. QA_Parameter 修改订单状态

[QAWEB]

  1. QAWEB 增加查询股票名称的接口 http://ip:port/marketdata/stock/code?code=xxxxx




In [1]:



    


import QUANTAXIS as QA
import pandas as pd
import threading
import time
import datetime
import numpy as np



    


















    






QUANTAXIS>> start QUANTAXIS
QUANTAXIS>> Welcome to QUANTAXIS, the Version is 1.1.0
QUANTAXIS>>  
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In [2]:



    


if QA.__version__<'1.1.0':
    print('请升级quantaxis后再运行此教程')

首先我们介绍QA_MARKET:

  1. 如何理解QA_MARKET: QA_MARKET 是一个交易前置, 从使用的角度看,你可以把他理解成一个交易终端(比如同花顺/通达信)

    在去年准备对于MARKET类重构的时候,QA_MARKET的作用图如下:

交易前置主要起的作用是:

1. 向上接入不同的Broker
2. 向下接入不同的账户

broker可以利用不同的接口, 接入不同的市场(股票/期货/港股/美股/模拟盘/回测)

  1. QA_MARKET的类构成:

    QA_Market继承于 QA_Trade, QA_Trade 是一个交易前置基类, 其中包含了 QA_Engine(用于开启多线程的管理引擎), 以及各种基类方法

  2. QA_Market的主要方法:

    • start() 启动交易前置

    • connect(broker) 连接broker (等同于在同花顺里面选择不同的券商)

    • register(broker_name,broker) 注册一个broker(如果不是官方支持的broker)

    • login(account_cookie,account) 登陆账户

    • login_out(account_cookie,account) 登出

    • get_account(account_cookie) 获得账户句柄

    • insert_order(account_cookie, amount, amount_model, time, code, price, order_model, towards, market_type, frequence, broker_name, money=None) 插入订单

    • cancel_order(broker_name,account_cookie,order_id) 撤单

    • cancel_all(broker_name,account_cookie) 某一个账户订单全撤

    • query_assets(account_cookie) 查询某个账户的资产

    • query_position(account_cookie) 查询某个账户的持仓

    • query_cash(account_cookie) 查询某个账户的现金

    • query_data(broker_name, frequence, market_type, code, start, end=None) 查询历史行情数据

    • query_currentbar(broker_name, market_type, code) 查询当前行情

    • get_trading_day() 查询当前交易日期

  1. QA_Market的非阻塞事件

    QA_Market的非阻塞事件由 QA_Engine, Engine 中管理着各个QA_Thread, 通过submit(QA_Task) 和submit_nowait(QA_Task)的方法将事件推送到处理队列中

    • upcoming_data(broker, data) 行情推送进交易前置, 分发至market下的所有账户中

    • settle(broker) 每日交易结算

    • insert_order 插入订单 可以在on_insert_order中写异步处理(需要继承)

      关于submit函数和QA_Task

      你可以在QA_Task的QA_Event中自行写入回调来异步调用你的函数

Content source: QUANTAXIS/QUANTAXIS

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