2.47K 浏览
0

#!/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)

fanrenfly 编辑问题 2021年1月1日