2017-07-06 01:55:09 +08:00
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#!/usr/bin/python
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# -*- coding: utf8 -*-
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# cp936
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#===============================================================================
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# 作者：fasiondog
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# 历史：1）20170704, Added by fasiondog
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#===============================================================================
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2017-09-23 21:20:36 +08:00
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from hikyuu.trade_manage import OrderBrokerBase
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2017-07-06 01:55:09 +08:00
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class OrderBrokerWrap(OrderBrokerBase):
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"""
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订单代理包装类，用户可以参考自定义自己的订单代理，加入额外的处理
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:param bool real: 下单前是否重新实时获取实时分笔数据
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:param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，
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否则忽略; 对卖出操作无效，立即以当前价卖出
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"""
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def __init__(self, broker, real=True, slip=0.03):
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super(OrderBrokerWrap, self).__init__()
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self._broker = broker
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self._real = real
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self._slip=slip
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def _buy(self, code, price, num):
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if self._real:
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import tushare as ts
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df = ts.get_realtime_quotes(code)
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new_price = float(df.ix[0]['ask'])
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if (abs(new_price - price) <= self._slip):
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self._broker.buy(code, new_price, num)
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else:
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print("out of slip, not buy!!!!!!!!!!")
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else:
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self._broker.buy(code, price, num)
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def _sell(self, code, price, num):
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if self._real:
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import tushare as ts
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df = ts.get_realtime_quotes(code)
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new_price = float(df.ix[0]['bid'])
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self._broker.sell(code, new_price, num)
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else:
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self._broker.sell(code, price, num)
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class TestOrderBroker:
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def __init__(self):
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pass
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def buy(self, code, price, num):
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print("买入：%s %.3f %i" % (code, price, num))
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def sell(self, code, price, num):
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print("卖出：%s %.3f %i" % (code, price, num))
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def crtRB(broker, real=True, slip=0.03):
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"""
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快速生成订单代理包装对象
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:param broker: 订单代理示例，必须拥有buy和sell方法，并且参数为 code, price, num
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:param bool real: 下单前是否重新实时获取实时分笔数据
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:param float slip: 如果当前的卖一价格和指示买入的价格绝对差值不超过slip则下单，
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否则忽略; 对卖出操作无效，立即以当前价卖出
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"""
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return OrderBrokerWrap(broker, real, slip)
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