#!/usr/bin/env python3 # -*- coding: utf-8 -*- import datetime from datetime import date from datetime import datetime from tqsdk import TqApi, TargetPosTask, TqAccount, TqSim, TqBacktest, TqAuth symbol = "SHFE.rb2105" api = TqApi(TqSim(), backtest=TqBacktest(start_dt=date(2020, 12, 28), end_dt=date(2020, 12, 28)), auth="acc,pw") quote = api.get_quote(symbol) klines = api.get_kline_serial(symbol, 300) while True: api.wait_update() if api.is_changing(klines.iloc[-1]): now = datetime.strptime(quote.datetime, "%Y-%m-%d %H:%M:%S.%f") if now.hour == 9 and now.minute == 5: NDAY = 69 HH = max(klines.high.iloc[-NDAY - 1:-1]) LL = min(klines.low.iloc[-NDAY - 1:-1]) print('nh', HH) print('nl', LL)