3.78K 浏览
0

from tqsdk import TqApi, TqSim, TargetPosTask
from tqsdk import TqAccount
import threading
from tqsdk.tafunc import ma
 class WorkerThread(threading.Thread):
    def __init__(self, api, symbol):
        threading.Thread.__init__(self)
        self.api = api
        self.symbol = symbol
     def run(self):
        SHORT = 30  # 短周期
        LONG = 60  # 长周期
        data_length = LONG + 2  # k线数据长度
        klines = self.api.get_kline_serial(self.symbol, duration_seconds=60, data_length=data_length)
        target_pos = TargetPosTask(self.api, self.symbol)
         while True:
            #print('进行循环')
            self.api.wait_update()
            if self.api.is_changing(klines.iloc[-1], "datetime"):  # 产生新k线:重新计算SMA
                short_avg = ma(klines["close"], SHORT)  # 短周期
                long_avg = ma(klines["close"], LONG)  # 长周期
                if long_avg.iloc[-2] < short_avg.iloc[-2] and long_avg.iloc[-1] > short_avg.iloc[-1]:
                    target_pos.set_target_volume(-3)
                    print("均线下穿,做空")
                if short_avg.iloc[-2] < long_avg.iloc[-2] and short_avg.iloc[-1] > long_avg.iloc[-1]:
                    target_pos.set_target_volume(3)
                    print("均线上穿,做多")
  if __name__ == "__main__":
   # api_master = TqApi( )
    my_corp = "simnow"
    my_account = ""
    my_pass = ""
    api_master = TqApi(TqAccount(my_corp, my_account, my_pass))
    # Create new threads
    thread1 = WorkerThread(api_master.copy(), "SHFE.cu2002")
    thread2 = WorkerThread(api_master.copy(), "SHFE.rb2005")
     # Start new Threads
    thread1.start()
    thread2.start()
     while True:
        api_master.wait_update()

2019-12-18 22:32:15,790 – INFO – 通知: 与 wss://opentd.shinnytech.com/trade/user0 的网络连接已建立
2019-12-18 22:32:15,790 – INFO – 通知: 登录成功
2019-12-18 22:32:15,870 – INFO – 通知: 与 wss://openmd.shinnytech.com/t/md/front/mobile 的网络连接已建立
Exception in thread Thread-1:
Traceback (most recent call last):
File “C:\Python37\lib\threading.py”, line 926, in _bootstrap_inner
self.run()
File “C:/TianQin/strategies/multi_示例.py”, line 21, in run
self.api.wait_update()
File “C:\Python37\lib\site-packages\tqsdk\api.py”, line 858, in wait_update
self._merge_diff(self._data, d, self._prototype, False)
File “C:\Python37\lib\site-packages\tqsdk\api.py”, line 1779, in _merge_diff
TqApi._merge_diff(target, diff[key], tpt, tpersist)
KeyError: ‘charts’

2019-12-18 22:33:56,011 – INFO – 通知: 成交通知,合约:SHFE.al2003,手数:1

west 已回答的问题 2019年12月19日

2019-12-18 22:44:27,650 – INFO – 通知: 与 wss://opentd.shinnytech.com/trade/user0 的网络连接已建立
2019-12-18 22:44:27,660 – INFO – 通知: 登录成功
2019-12-18 22:44:27,740 – INFO – 通知: 与 wss://openmd.shinnytech.com/t/md/front/mobile 的网络连接已建立
Exception in thread Thread-1:
Traceback (most recent call last):
File “C:Python37libthreading.py”, line 926, in _bootstrap_inner
self.run()
File “C:/TianQin/strategies/multi_示例.py”, line 21, in run
self.api.wait_update()
File “C:Python37libsite-packagestqsdkapi.py”, line 858, in wait_update
self._merge_diff(self._data, d, self._prototype, False)
File “C:Python37libsite-packagestqsdkapi.py”, line 1779, in _merge_diff
TqApi._merge_diff(target, diff[key], tpt, tpersist)
File “C:Python37libsite-packagestqsdkapi.py”, line 1779, in _merge_diff
TqApi._merge_diff(target, diff[key], tpt, tpersist)
KeyError: ‘PYSDK_realtime_59217249a8c93c879e93c938f3cd931f’

Traceback (most recent call last):
File “C:/TianQin/strategies/multi_示例.py”, line 48, in
api_master.wait_update()
File “C:Python37libsite-packagestqsdkapi.py”, line 858, in wait_update
self._merge_diff(self._data, d, self._prototype, False)
File “C:Python37libsite-packagestqsdkapi.py”, line 1779, in _merge_diff
TqApi._merge_diff(target, diff[key], tpt, tpersist)
File “C:Python37libsite-packagestqsdkapi.py”, line 1779, in _merge_diff
TqApi._merge_diff(target, diff[key], tpt, tpersist)
File “C:Python37libsite-packagestqsdkapi.py”, line 1779, in _merge_diff
TqApi._merge_diff(target, diff[key], tpt, tpersist)
[Previous line repeated 2 more times]
File “C:Python37libsite-packagestqsdkapi.py”, line 1753, in _merge_diff
value_type = type(diff[key])
KeyError: ‘open_oi’

0

重新修改了,下一版更新

west 已回答的问题 2019年12月19日