From 582fcac41699ed7daab3f95ffe41bbcbf3744c93 Mon Sep 17 00:00:00 2001 From: Yao Date: Thu, 11 May 2023 15:24:00 +0800 Subject: [PATCH 1/2] ADD FEATURE: adjust weights of a bunch of stocks one time instead of one by one --- easytrader/xqtrader.py | 88 ++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 88 insertions(+) diff --git a/easytrader/xqtrader.py b/easytrader/xqtrader.py index 679f5c80..eb0192db 100644 --- a/easytrader/xqtrader.py +++ b/easytrader/xqtrader.py @@ -547,3 +547,91 @@ def sell(self, security, price=0, amount=0, volume=0, entrust_prop=0): :param entrust_prop: """ return self._trade(security, price, amount, volume, "sell") + + def adjust_weights(self, weights, ignore_minor=0.0): + """ + 雪球组合调仓, weights 为调整后的仓位比例 + :param weights: dict[str, float] 股票代码 -> 调整之后的持仓百分比 + """ + + # 获取原有仓位信息 + position_list = self._get_position() + position_dict = {position["stock_id"]: position for position in position_list} + new_position_list = [] + + for stock_code, weight in weights.items(): + stock = self._search_stock_info(stock_code) + if stock is None: + raise exceptions.TradeError(u"没有查询要操作的股票信息") + if stock["flag"] != 1: + raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。") + + if stock["stock_id"] in position_dict: + # 调仓 + position = position_dict[stock["stock_id"]] + current_weight = position["weight"] + if weight > 0 and abs(weight - current_weight) > ignore_minor: + position["proactive"] = True + position["weight"] = weight + logger.info("调仓 %s 比例: %f", position['stock_name'], weight) + new_position_list.append(position) + elif weight > 0: + position["proactive"] = False + new_position_list.append(position) + elif weight == 0.0: + logger.info("平仓 %s 比例: %f", position['stock_name'], weight) + else: + # 开仓 + new_position_list.append( + { + "code": stock["code"], + "name": stock["name"], + "enName": stock["enName"] if 'enName' in stock else '', + "hasexist": stock["hasexist"] if 'hasexist' in stock else '', + "flag": stock["flag"], + "type": stock["type"] if 'type' in stock else '', + "current": stock["current"], + "chg": stock["chg"], + "percent": str(stock["percent"]), + "stock_id": stock["stock_id"], + "ind_id": stock["ind_id"], + "ind_name": stock["ind_name"], + "ind_color": stock["ind_color"], + "textname": stock["name"], + "segment_name": stock["ind_name"], + "weight": weights[stock_code], + "url": "/S/" + stock["code"], + "proactive": True, + "price": str(stock["current"]), + } + ) + logger.info("开仓 %s 比例: %f", stock["name"], weight) + + remain_weight = 100 - sum(i.get("weight") for i in new_position_list) + cash = round(remain_weight, 2) + assert cash >= 0 + data = { + "cash": cash, + "holdings": str(json.dumps(new_position_list)), + "cube_symbol": str(self.account_config["portfolio_code"]), + "segment": "true", + "comment": "", + } + try: + resp = self.s.post(self.config["rebalance_url"], data=data) + # pylint: disable=broad-except + except Exception as e: + logger.warning("调仓失败: %s ", e) + return None + logger.info("剩余仓位: %f", cash) + resp_json = json.loads(resp.text) + if "error_description" in resp_json and resp.status_code != 200: + logger.error("调仓错误: %s", resp_json["error_description"]) + return [ + { + "error_no": resp_json["error_code"], + "error_info": resp_json["error_description"], + } + ] + logger.info("调仓成功") + return None From 84b223bcdaa7e9cd7cf787900e9d9a796b453a15 Mon Sep 17 00:00:00 2001 From: NoctKnight Date: Tue, 11 Jul 2023 13:18:23 +0800 Subject: [PATCH 2/2] Fix --- easytrader/xqtrader.py | 1276 ++++++++++++++++++++-------------------- 1 file changed, 639 insertions(+), 637 deletions(-) diff --git a/easytrader/xqtrader.py b/easytrader/xqtrader.py index eb0192db..cf876dfe 100644 --- a/easytrader/xqtrader.py +++ b/easytrader/xqtrader.py @@ -1,637 +1,639 @@ -# -*- coding: utf-8 -*- -import json -import numbers -import os -import re -import time - -import requests - -from easytrader import exceptions, webtrader -from easytrader.log import logger -from easytrader.utils.misc import parse_cookies_str - - -class XueQiuTrader(webtrader.WebTrader): - config_path = os.path.dirname(__file__) + "/config/xq.json" - - _HEADERS = { - "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_6) " - "AppleWebKit/537.36 (KHTML, like Gecko) " - "Chrome/64.0.3282.167 Safari/537.36", - "Host": "xueqiu.com", - "Pragma": "no-cache", - "Connection": "keep-alive", - "Accept": "*/*", - "Accept-Encoding": "gzip, deflate, br", - "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8", - "Cache-Control": "no-cache", - "Referer": "https://xueqiu.com/P/ZH004612", - "X-Requested-With": "XMLHttpRequest", - } - - def __init__(self, **kwargs): - super(XueQiuTrader, self).__init__() - - # 资金换算倍数 - self.multiple = ( - kwargs["initial_assets"] if "initial_assets" in kwargs else 1000000 - ) - if not isinstance(self.multiple, numbers.Number): - raise TypeError("initial assets must be number(int, float)") - if self.multiple < 1e3: - raise ValueError("雪球初始资产不能小于1000元，当前预设值 {}".format(self.multiple)) - - self.s = requests.Session() - self.s.verify = False - self.s.headers.update(self._HEADERS) - self.account_config = None - - def autologin(self, **kwargs): - """ - 使用 cookies 之后不需要自动登陆 - :return: - """ - self._set_cookies(self.account_config["cookies"]) - - def _set_cookies(self, cookies): - """设置雪球 cookies，代码来自于 - https://github.com/shidenggui/easytrader/issues/269 - :param cookies: 雪球 cookies - :type cookies: str - """ - cookie_dict = parse_cookies_str(cookies) - self.s.cookies.update(cookie_dict) - - def _prepare_account(self, user="", password="", **kwargs): - """ - 转换参数到登录所需的字典格式 - :param cookies: 雪球登陆需要设置 cookies， 具体见 - https://smalltool.github.io/2016/08/02/cookie/ - :param portfolio_code: 组合代码 - :param portfolio_market: 交易市场， 可选['cn', 'us', 'hk'] 默认 'cn' - :return: - """ - if "portfolio_code" not in kwargs: - raise TypeError("雪球登录需要设置 portfolio_code(组合代码) 参数") - if "portfolio_market" not in kwargs: - kwargs["portfolio_market"] = "cn" - if "cookies" not in kwargs: - raise TypeError( - "雪球登陆需要设置 cookies， 具体见" - "https://smalltool.github.io/2016/08/02/cookie/" - ) - self.account_config = { - "cookies": kwargs["cookies"], - "portfolio_code": kwargs["portfolio_code"], - "portfolio_market": kwargs["portfolio_market"], - } - - def _virtual_to_balance(self, virtual): - """ - 虚拟净值转化为资金 - :param virtual: 雪球组合净值 - :return: 换算的资金 - """ - return virtual * self.multiple - - def _get_html(self, url): - return self.s.get(url).text - - def _search_stock_info(self, code): - """ - 通过雪球的接口获取股票详细信息 - :param code: 股票代码 000001 - :return: 查询到的股票 {u'stock_id': 1000279, u'code': u'SH600325', - u'name': u'华发股份', u'ind_color': u'#d9633b', u'chg': -1.09, - u'ind_id': 100014, u'percent': -9.31, u'current': 10.62, - u'hasexist': None, u'flag': 1, u'ind_name': u'房地产', u'type': None, - u'enName': None} - ** flag : 未上市(0)、正常(1)、停牌(2)、涨跌停(3)、退市(4) - """ - data = { - "code": str(code), - "size": "300", - "key": "47bce5c74f", - "market": self.account_config["portfolio_market"], - } - r = self.s.get(self.config["search_stock_url"], params=data) - stocks = json.loads(r.text) - stocks = stocks["stocks"] - stock = None - if len(stocks) > 0: - stock = stocks[0] - return stock - - def _get_portfolio_info(self, portfolio_code): - """ - 获取组合信息 - :return: 字典 - """ - url = self.config["portfolio_url"] + portfolio_code - html = self._get_html(url) - match_info = re.search(r"(?<=SNB.cubeInfo = ).*(?=;\n)", html) - if match_info is None: - raise Exception( - "cant get portfolio info, portfolio html : {}".format(html) - ) - try: - portfolio_info = json.loads(match_info.group()) - except Exception as e: - raise Exception("get portfolio info error: {}".format(e)) - return portfolio_info - - def get_balance(self): - """ - 获取账户资金状况 - :return: - """ - portfolio_code = self.account_config.get("portfolio_code", "ch") - portfolio_info = self._get_portfolio_info(portfolio_code) - asset_balance = self._virtual_to_balance( - float(portfolio_info["net_value"]) - ) # 总资产 - position = portfolio_info["view_rebalancing"] # 仓位结构 - cash = asset_balance * float(position["cash"]) / 100 - market = asset_balance - cash - return [ - { - "asset_balance": asset_balance, - "current_balance": cash, - "enable_balance": cash, - "market_value": market, - "money_type": u"人民币", - "pre_interest": 0.25, - } - ] - - def _get_position(self): - """ - 获取雪球持仓 - :return: - """ - portfolio_code = self.account_config["portfolio_code"] - portfolio_info = self._get_portfolio_info(portfolio_code) - position = portfolio_info["view_rebalancing"] # 仓位结构 - stocks = position["holdings"] # 持仓股票 - return stocks - - @staticmethod - def _time_strftime(time_stamp): - try: - local_time = time.localtime(time_stamp / 1000) - return time.strftime("%Y-%m-%d %H:%M:%S", local_time) - # pylint: disable=broad-except - except Exception: - return time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) - - def get_position(self): - """ - 获取持仓 - :return: - """ - xq_positions = self._get_position() - balance = self.get_balance()[0] - position_list = [] - for pos in xq_positions: - volume = pos["weight"] * balance["asset_balance"] / 100 - position_list.append( - { - "cost_price": volume / 100, - "current_amount": 100, - "enable_amount": 100, - "income_balance": 0, - "keep_cost_price": volume / 100, - "last_price": volume / 100, - "market_value": volume, - "position_str": "random", - "stock_code": pos["stock_symbol"], - "stock_name": pos["stock_name"], - } - ) - return position_list - - def _get_xq_history(self): - """ - 获取雪球调仓历史 - :param instance: - :param owner: - :return: - """ - data = { - "cube_symbol": str(self.account_config["portfolio_code"]), - "count": 20, - "page": 1, - } - resp = self.s.get(self.config["history_url"], params=data) - res = json.loads(resp.text) - return res["list"] - - @property - def history(self): - return self._get_xq_history() - - def get_entrust(self): - """ - 获取委托单(目前返回20次调仓的结果) - 操作数量都按1手模拟换算的 - :return: - """ - xq_entrust_list = self._get_xq_history() - entrust_list = [] - replace_none = lambda s: s or 0 - for xq_entrusts in xq_entrust_list: - status = xq_entrusts["status"] # 调仓状态 - if status == "pending": - status = "已报" - elif status in ["canceled", "failed"]: - status = "废单" - else: - status = "已成" - for entrust in xq_entrusts["rebalancing_histories"]: - price = entrust["price"] - entrust_list.append( - { - "entrust_no": entrust["id"], - "entrust_bs": u"买入" - if entrust["target_weight"] - > replace_none(entrust["prev_weight"]) - else u"卖出", - "report_time": self._time_strftime( - entrust["updated_at"] - ), - "entrust_status": status, - "stock_code": entrust["stock_symbol"], - "stock_name": entrust["stock_name"], - "business_amount": 100, - "business_price": price, - "entrust_amount": 100, - "entrust_price": price, - } - ) - return entrust_list - - def cancel_entrust(self, entrust_no): - """ - 对未成交的调仓进行伪撤单 - :param entrust_no: - :return: - """ - xq_entrust_list = self._get_xq_history() - is_have = False - for xq_entrusts in xq_entrust_list: - status = xq_entrusts["status"] # 调仓状态 - for entrust in xq_entrusts["rebalancing_histories"]: - if entrust["id"] == entrust_no and status == "pending": - is_have = True - buy_or_sell = ( - "buy" - if entrust["target_weight"] < entrust["weight"] - else "sell" - ) - if ( - entrust["target_weight"] == 0 - and entrust["weight"] == 0 - ): - raise exceptions.TradeError(u"移除的股票操作无法撤销,建议重新买入") - balance = self.get_balance()[0] - volume = ( - abs(entrust["target_weight"] - entrust["weight"]) - * balance["asset_balance"] - / 100 - ) - r = self._trade( - security=entrust["stock_symbol"], - volume=volume, - entrust_bs=buy_or_sell, - ) - if len(r) > 0 and "error_info" in r[0]: - raise exceptions.TradeError( - u"撤销失败!%s" % ("error_info" in r[0]) - ) - if not is_have: - raise exceptions.TradeError(u"撤销对象已失效") - return True - - def adjust_weight(self, stock_code, weight): - """ - 雪球组合调仓, weight 为调整后的仓位比例 - :param stock_code: str 股票代码 - :param weight: float 调整之后的持仓百分比， 0 - 100 之间的浮点数 - """ - - stock = self._search_stock_info(stock_code) - if stock is None: - raise exceptions.TradeError(u"没有查询要操作的股票信息") - if stock["flag"] != 1: - raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。") - - # 仓位比例向下取两位数 - weight = round(weight, 2) - # 获取原有仓位信息 - position_list = self._get_position() - - # 调整后的持仓 - for position in position_list: - if position["stock_id"] == stock["stock_id"]: - position["proactive"] = True - position["weight"] = weight - - if weight != 0 and stock["stock_id"] not in [ - k["stock_id"] for k in position_list - ]: - position_list.append( - { - "code": stock["code"], - "name": stock["name"], - "enName": stock["enName"], - "hasexist": stock["hasexist"], - "flag": stock["flag"], - "type": stock["type"], - "current": stock["current"], - "chg": stock["chg"], - "percent": str(stock["percent"]), - "stock_id": stock["stock_id"], - "ind_id": stock["ind_id"], - "ind_name": stock["ind_name"], - "ind_color": stock["ind_color"], - "textname": stock["name"], - "segment_name": stock["ind_name"], - "weight": weight, - "url": "/S/" + stock["code"], - "proactive": True, - "price": str(stock["current"]), - } - ) - - remain_weight = 100 - sum(i.get("weight") for i in position_list) - cash = round(remain_weight, 2) - logger.info("调仓比例:%f, 剩余持仓 :%f", weight, remain_weight) - data = { - "cash": cash, - "holdings": str(json.dumps(position_list)), - "cube_symbol": str(self.account_config["portfolio_code"]), - "segment": "true", - "comment": "", - } - - try: - resp = self.s.post(self.config["rebalance_url"], data=data) - # pylint: disable=broad-except - except Exception as e: - logger.warning("调仓失败: %s ", e) - return None - logger.info("调仓 %s: 持仓比例%d", stock["name"], weight) - resp_json = json.loads(resp.text) - if "error_description" in resp_json and resp.status_code != 200: - logger.error("调仓错误: %s", resp_json["error_description"]) - return [ - { - "error_no": resp_json["error_code"], - "error_info": resp_json["error_description"], - } - ] - logger.info("调仓成功 %s: 持仓比例%d", stock["name"], weight) - return None - - def _trade(self, security, price=0, amount=0, volume=0, entrust_bs="buy"): - """ - 调仓 - :param security: - :param price: - :param amount: - :param volume: - :param entrust_bs: - :return: - """ - stock = self._search_stock_info(security) - balance = self.get_balance()[0] - if stock is None: - raise exceptions.TradeError(u"没有查询要操作的股票信息") - if not volume: - volume = int(float(price) * amount) # 可能要取整数 - if balance["current_balance"] < volume and entrust_bs == "buy": - raise exceptions.TradeError(u"没有足够的现金进行操作") - if stock["flag"] != 1: - raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。") - if volume == 0: - raise exceptions.TradeError(u"操作金额不能为零") - - # 计算调仓调仓份额 - weight = volume / balance["asset_balance"] * 100 - weight = round(weight, 2) - - # 获取原有仓位信息 - position_list = self._get_position() - - # 调整后的持仓 - is_have = False - for position in position_list: - if position["stock_id"] == stock["stock_id"]: - is_have = True - position["proactive"] = True - old_weight = position["weight"] - if entrust_bs == "buy": - position["weight"] = weight + old_weight - else: - if weight > old_weight: - raise exceptions.TradeError(u"操作数量大于实际可卖出数量") - else: - position["weight"] = old_weight - weight - position["weight"] = round(position["weight"], 2) - if not is_have: - if entrust_bs == "buy": - position_list.append( - { - "code": stock["code"], - "name": stock["name"], - "enName": stock["enName"], - "hasexist": stock["hasexist"], - "flag": stock["flag"], - "type": stock["type"], - "current": stock["current"], - "chg": stock["chg"], - "percent": str(stock["percent"]), - "stock_id": stock["stock_id"], - "ind_id": stock["ind_id"], - "ind_name": stock["ind_name"], - "ind_color": stock["ind_color"], - "textname": stock["name"], - "segment_name": stock["ind_name"], - "weight": round(weight, 2), - "url": "/S/" + stock["code"], - "proactive": True, - "price": str(stock["current"]), - } - ) - else: - raise exceptions.TradeError(u"没有持有要卖出的股票") - - if entrust_bs == "buy": - cash = ( - (balance["current_balance"] - volume) - / balance["asset_balance"] - * 100 - ) - else: - cash = ( - (balance["current_balance"] + volume) - / balance["asset_balance"] - * 100 - ) - cash = round(cash, 2) - logger.info("weight:%f, cash:%f", weight, cash) - - data = { - "cash": cash, - "holdings": str(json.dumps(position_list)), - "cube_symbol": str(self.account_config["portfolio_code"]), - "segment": 1, - "comment": "", - } - - try: - resp = self.s.post(self.config["rebalance_url"], data=data) - # pylint: disable=broad-except - except Exception as e: - logger.warning("调仓失败: %s ", e) - return None - else: - logger.info( - "调仓 %s%s: %d", entrust_bs, stock["name"], resp.status_code - ) - resp_json = json.loads(resp.text) - if "error_description" in resp_json and resp.status_code != 200: - logger.error("调仓错误: %s", resp_json["error_description"]) - return [ - { - "error_no": resp_json["error_code"], - "error_info": resp_json["error_description"], - } - ] - return [ - { - "entrust_no": resp_json["id"], - "init_date": self._time_strftime(resp_json["created_at"]), - "batch_no": "委托批号", - "report_no": "申报号", - "seat_no": "席位编号", - "entrust_time": self._time_strftime( - resp_json["updated_at"] - ), - "entrust_price": price, - "entrust_amount": amount, - "stock_code": security, - "entrust_bs": "买入", - "entrust_type": "雪球虚拟委托", - "entrust_status": "-", - } - ] - - def buy(self, security, price=0, amount=0, volume=0, entrust_prop=0): - """买入卖出股票 - :param security: 股票代码 - :param price: 买入价格 - :param amount: 买入股数 - :param volume: 买入总金额 由 volume / price 取整， 若指定 price 则此参数无效 - :param entrust_prop: - """ - return self._trade(security, price, amount, volume, "buy") - - def sell(self, security, price=0, amount=0, volume=0, entrust_prop=0): - """卖出股票 - :param security: 股票代码 - :param price: 卖出价格 - :param amount: 卖出股数 - :param volume: 卖出总金额 由 volume / price 取整， 若指定 price 则此参数无效 - :param entrust_prop: - """ - return self._trade(security, price, amount, volume, "sell") - - def adjust_weights(self, weights, ignore_minor=0.0): - """ - 雪球组合调仓, weights 为调整后的仓位比例 - :param weights: dict[str, float] 股票代码 -> 调整之后的持仓百分比 - """ - - # 获取原有仓位信息 - position_list = self._get_position() - position_dict = {position["stock_id"]: position for position in position_list} - new_position_list = [] - - for stock_code, weight in weights.items(): - stock = self._search_stock_info(stock_code) - if stock is None: - raise exceptions.TradeError(u"没有查询要操作的股票信息") - if stock["flag"] != 1: - raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。") - - if stock["stock_id"] in position_dict: - # 调仓 - position = position_dict[stock["stock_id"]] - current_weight = position["weight"] - if weight > 0 and abs(weight - current_weight) > ignore_minor: - position["proactive"] = True - position["weight"] = weight - logger.info("调仓 %s 比例: %f", position['stock_name'], weight) - new_position_list.append(position) - elif weight > 0: - position["proactive"] = False - new_position_list.append(position) - elif weight == 0.0: - logger.info("平仓 %s 比例: %f", position['stock_name'], weight) - else: - # 开仓 - new_position_list.append( - { - "code": stock["code"], - "name": stock["name"], - "enName": stock["enName"] if 'enName' in stock else '', - "hasexist": stock["hasexist"] if 'hasexist' in stock else '', - "flag": stock["flag"], - "type": stock["type"] if 'type' in stock else '', - "current": stock["current"], - "chg": stock["chg"], - "percent": str(stock["percent"]), - "stock_id": stock["stock_id"], - "ind_id": stock["ind_id"], - "ind_name": stock["ind_name"], - "ind_color": stock["ind_color"], - "textname": stock["name"], - "segment_name": stock["ind_name"], - "weight": weights[stock_code], - "url": "/S/" + stock["code"], - "proactive": True, - "price": str(stock["current"]), - } - ) - logger.info("开仓 %s 比例: %f", stock["name"], weight) - - remain_weight = 100 - sum(i.get("weight") for i in new_position_list) - cash = round(remain_weight, 2) - assert cash >= 0 - data = { - "cash": cash, - "holdings": str(json.dumps(new_position_list)), - "cube_symbol": str(self.account_config["portfolio_code"]), - "segment": "true", - "comment": "", - } - try: - resp = self.s.post(self.config["rebalance_url"], data=data) - # pylint: disable=broad-except - except Exception as e: - logger.warning("调仓失败: %s ", e) - return None - logger.info("剩余仓位: %f", cash) - resp_json = json.loads(resp.text) - if "error_description" in resp_json and resp.status_code != 200: - logger.error("调仓错误: %s", resp_json["error_description"]) - return [ - { - "error_no": resp_json["error_code"], - "error_info": resp_json["error_description"], - } - ] - logger.info("调仓成功") - return None +# -*- coding: utf-8 -*- +import json +import numbers +import os +import re +import time +import math + +import requests + +from easytrader import exceptions, webtrader +from easytrader.log import logger +from easytrader.utils.misc import parse_cookies_str + + +class XueQiuTrader(webtrader.WebTrader): + config_path = os.path.dirname(__file__) + "/config/xq.json" + + _HEADERS = { + "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_12_6) " + "AppleWebKit/537.36 (KHTML, like Gecko) " + "Chrome/64.0.3282.167 Safari/537.36", + "Host": "xueqiu.com", + "Pragma": "no-cache", + "Connection": "keep-alive", + "Accept": "*/*", + "Accept-Encoding": "gzip, deflate, br", + "Accept-Language": "zh-CN,zh;q=0.9,en;q=0.8", + "Cache-Control": "no-cache", + "Referer": "https://xueqiu.com/P/ZH004612", + "X-Requested-With": "XMLHttpRequest", + } + + def __init__(self, **kwargs): + super(XueQiuTrader, self).__init__() + + # 资金换算倍数 + self.multiple = ( + kwargs["initial_assets"] if "initial_assets" in kwargs else 1000000 + ) + if not isinstance(self.multiple, numbers.Number): + raise TypeError("initial assets must be number(int, float)") + if self.multiple < 1e3: + raise ValueError("雪球初始资产不能小于1000元，当前预设值 {}".format(self.multiple)) + + self.s = requests.Session() + self.s.verify = False + self.s.headers.update(self._HEADERS) + self.account_config = None + + def autologin(self, **kwargs): + """ + 使用 cookies 之后不需要自动登陆 + :return: + """ + self._set_cookies(self.account_config["cookies"]) + + def _set_cookies(self, cookies): + """设置雪球 cookies，代码来自于 + https://github.com/shidenggui/easytrader/issues/269 + :param cookies: 雪球 cookies + :type cookies: str + """ + cookie_dict = parse_cookies_str(cookies) + self.s.cookies.update(cookie_dict) + + def _prepare_account(self, user="", password="", **kwargs): + """ + 转换参数到登录所需的字典格式 + :param cookies: 雪球登陆需要设置 cookies， 具体见 + https://smalltool.github.io/2016/08/02/cookie/ + :param portfolio_code: 组合代码 + :param portfolio_market: 交易市场， 可选['cn', 'us', 'hk'] 默认 'cn' + :return: + """ + if "portfolio_code" not in kwargs: + raise TypeError("雪球登录需要设置 portfolio_code(组合代码) 参数") + if "portfolio_market" not in kwargs: + kwargs["portfolio_market"] = "cn" + if "cookies" not in kwargs: + raise TypeError( + "雪球登陆需要设置 cookies， 具体见" + "https://smalltool.github.io/2016/08/02/cookie/" + ) + self.account_config = { + "cookies": kwargs["cookies"], + "portfolio_code": kwargs["portfolio_code"], + "portfolio_market": kwargs["portfolio_market"], + } + + def _virtual_to_balance(self, virtual): + """ + 虚拟净值转化为资金 + :param virtual: 雪球组合净值 + :return: 换算的资金 + """ + return virtual * self.multiple + + def _get_html(self, url): + return self.s.get(url).text + + def _search_stock_info(self, code): + """ + 通过雪球的接口获取股票详细信息 + :param code: 股票代码 000001 + :return: 查询到的股票 {u'stock_id': 1000279, u'code': u'SH600325', + u'name': u'华发股份', u'ind_color': u'#d9633b', u'chg': -1.09, + u'ind_id': 100014, u'percent': -9.31, u'current': 10.62, + u'hasexist': None, u'flag': 1, u'ind_name': u'房地产', u'type': None, + u'enName': None} + ** flag : 未上市(0)、正常(1)、停牌(2)、涨跌停(3)、退市(4) + """ + data = { + "code": str(code), + "size": "300", + "key": "47bce5c74f", + "market": self.account_config["portfolio_market"], + } + r = self.s.get(self.config["search_stock_url"], params=data) + stocks = json.loads(r.text) + stocks = stocks["stocks"] + stock = None + if len(stocks) > 0: + stock = stocks[0] + return stock + + def _get_portfolio_info(self, portfolio_code): + """ + 获取组合信息 + :return: 字典 + """ + url = self.config["portfolio_url"] + portfolio_code + html = self._get_html(url) + match_info = re.search(r"(?<=SNB.cubeInfo = ).*(?=;\n)", html) + if match_info is None: + raise Exception( + "cant get portfolio info, portfolio html : {}".format(html) + ) + try: + portfolio_info = json.loads(match_info.group()) + except Exception as e: + raise Exception("get portfolio info error: {}".format(e)) + return portfolio_info + + def get_balance(self): + """ + 获取账户资金状况 + :return: + """ + portfolio_code = self.account_config.get("portfolio_code", "ch") + portfolio_info = self._get_portfolio_info(portfolio_code) + asset_balance = self._virtual_to_balance( + float(portfolio_info["net_value"]) + ) # 总资产 + position = portfolio_info["view_rebalancing"] # 仓位结构 + cash = asset_balance * float(position["cash"]) / 100 + market = asset_balance - cash + return [ + { + "asset_balance": asset_balance, + "current_balance": cash, + "enable_balance": cash, + "market_value": market, + "money_type": u"人民币", + "pre_interest": 0.25, + } + ] + + def _get_position(self): + """ + 获取雪球持仓 + :return: + """ + portfolio_code = self.account_config["portfolio_code"] + portfolio_info = self._get_portfolio_info(portfolio_code) + position = portfolio_info["view_rebalancing"] # 仓位结构 + stocks = position["holdings"] # 持仓股票 + return stocks + + @staticmethod + def _time_strftime(time_stamp): + try: + local_time = time.localtime(time_stamp / 1000) + return time.strftime("%Y-%m-%d %H:%M:%S", local_time) + # pylint: disable=broad-except + except Exception: + return time.strftime("%Y-%m-%d %H:%M:%S", time.localtime()) + + def get_position(self): + """ + 获取持仓 + :return: + """ + xq_positions = self._get_position() + balance = self.get_balance()[0] + position_list = [] + for pos in xq_positions: + volume = pos["weight"] * balance["asset_balance"] / 100 + position_list.append( + { + "cost_price": volume / 100, + "current_amount": 100, + "enable_amount": 100, + "income_balance": 0, + "keep_cost_price": volume / 100, + "last_price": volume / 100, + "market_value": volume, + "position_str": "random", + "stock_code": pos["stock_symbol"], + "stock_name": pos["stock_name"], + } + ) + return position_list + + def _get_xq_history(self): + """ + 获取雪球调仓历史 + :param instance: + :param owner: + :return: + """ + data = { + "cube_symbol": str(self.account_config["portfolio_code"]), + "count": 20, + "page": 1, + } + resp = self.s.get(self.config["history_url"], params=data) + res = json.loads(resp.text) + return res["list"] + + @property + def history(self): + return self._get_xq_history() + + def get_entrust(self): + """ + 获取委托单(目前返回20次调仓的结果) + 操作数量都按1手模拟换算的 + :return: + """ + xq_entrust_list = self._get_xq_history() + entrust_list = [] + replace_none = lambda s: s or 0 + for xq_entrusts in xq_entrust_list: + status = xq_entrusts["status"] # 调仓状态 + if status == "pending": + status = "已报" + elif status in ["canceled", "failed"]: + status = "废单" + else: + status = "已成" + for entrust in xq_entrusts["rebalancing_histories"]: + price = entrust["price"] + entrust_list.append( + { + "entrust_no": entrust["id"], + "entrust_bs": u"买入" + if entrust["target_weight"] + > replace_none(entrust["prev_weight"]) + else u"卖出", + "report_time": self._time_strftime( + entrust["updated_at"] + ), + "entrust_status": status, + "stock_code": entrust["stock_symbol"], + "stock_name": entrust["stock_name"], + "business_amount": 100, + "business_price": price, + "entrust_amount": 100, + "entrust_price": price, + } + ) + return entrust_list + + def cancel_entrust(self, entrust_no): + """ + 对未成交的调仓进行伪撤单 + :param entrust_no: + :return: + """ + xq_entrust_list = self._get_xq_history() + is_have = False + for xq_entrusts in xq_entrust_list: + status = xq_entrusts["status"] # 调仓状态 + for entrust in xq_entrusts["rebalancing_histories"]: + if entrust["id"] == entrust_no and status == "pending": + is_have = True + buy_or_sell = ( + "buy" + if entrust["target_weight"] < entrust["weight"] + else "sell" + ) + if ( + entrust["target_weight"] == 0 + and entrust["weight"] == 0 + ): + raise exceptions.TradeError(u"移除的股票操作无法撤销,建议重新买入") + balance = self.get_balance()[0] + volume = ( + abs(entrust["target_weight"] - entrust["weight"]) + * balance["asset_balance"] + / 100 + ) + r = self._trade( + security=entrust["stock_symbol"], + volume=volume, + entrust_bs=buy_or_sell, + ) + if len(r) > 0 and "error_info" in r[0]: + raise exceptions.TradeError( + u"撤销失败!%s" % ("error_info" in r[0]) + ) + if not is_have: + raise exceptions.TradeError(u"撤销对象已失效") + return True + + def adjust_weight(self, stock_code, weight): + """ + 雪球组合调仓, weight 为调整后的仓位比例 + :param stock_code: str 股票代码 + :param weight: float 调整之后的持仓百分比， 0 - 100 之间的浮点数 + """ + + stock = self._search_stock_info(stock_code) + if stock is None: + raise exceptions.TradeError(u"没有查询要操作的股票信息") + if stock["flag"] != 1: + raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。") + + # 仓位比例向下取两位数 + weight = round(weight, 2) + # 获取原有仓位信息 + position_list = self._get_position() + + # 调整后的持仓 + for position in position_list: + if position["stock_id"] == stock["stock_id"]: + position["proactive"] = True + position["weight"] = weight + + if weight != 0 and stock["stock_id"] not in [ + k["stock_id"] for k in position_list + ]: + position_list.append( + { + "code": stock["code"], + "name": stock["name"], + "enName": stock["enName"], + "hasexist": stock["hasexist"], + "flag": stock["flag"], + "type": stock["type"], + "current": stock["current"], + "chg": stock["chg"], + "percent": str(stock["percent"]), + "stock_id": stock["stock_id"], + "ind_id": stock["ind_id"], + "ind_name": stock["ind_name"], + "ind_color": stock["ind_color"], + "textname": stock["name"], + "segment_name": stock["ind_name"], + "weight": weight, + "url": "/S/" + stock["code"], + "proactive": True, + "price": str(stock["current"]), + } + ) + + remain_weight = 100 - sum(i.get("weight") for i in position_list) + cash = round(remain_weight, 2) + logger.info("调仓比例:%f, 剩余持仓 :%f", weight, remain_weight) + data = { + "cash": cash, + "holdings": str(json.dumps(position_list)), + "cube_symbol": str(self.account_config["portfolio_code"]), + "segment": "true", + "comment": "", + } + + try: + resp = self.s.post(self.config["rebalance_url"], data=data) + # pylint: disable=broad-except + except Exception as e: + logger.warning("调仓失败: %s ", e) + return None + logger.info("调仓 %s: 持仓比例%d", stock["name"], weight) + resp_json = json.loads(resp.text) + if "error_description" in resp_json and resp.status_code != 200: + logger.error("调仓错误: %s", resp_json["error_description"]) + return [ + { + "error_no": resp_json["error_code"], + "error_info": resp_json["error_description"], + } + ] + logger.info("调仓成功 %s: 持仓比例%d", stock["name"], weight) + return None + + def _trade(self, security, price=0, amount=0, volume=0, entrust_bs="buy"): + """ + 调仓 + :param security: + :param price: + :param amount: + :param volume: + :param entrust_bs: + :return: + """ + stock = self._search_stock_info(security) + balance = self.get_balance()[0] + if stock is None: + raise exceptions.TradeError(u"没有查询要操作的股票信息") + if not volume: + volume = int(float(price) * amount) # 可能要取整数 + if balance["current_balance"] < volume and entrust_bs == "buy": + raise exceptions.TradeError(u"没有足够的现金进行操作") + if stock["flag"] != 1: + raise exceptions.TradeError(u"未上市、停牌、涨跌停、退市的股票无法操作。") + if volume == 0: + raise exceptions.TradeError(u"操作金额不能为零") + + # 计算调仓调仓份额 + weight = volume / balance["asset_balance"] * 100 + weight = round(weight, 2) + + # 获取原有仓位信息 + position_list = self._get_position() + + # 调整后的持仓 + is_have = False + for position in position_list: + if position["stock_id"] == stock["stock_id"]: + is_have = True + position["proactive"] = True + old_weight = position["weight"] + if entrust_bs == "buy": + position["weight"] = weight + old_weight + else: + if weight > old_weight: + raise exceptions.TradeError(u"操作数量大于实际可卖出数量") + else: + position["weight"] = old_weight - weight + position["weight"] = round(position["weight"], 2) + if not is_have: + if entrust_bs == "buy": + position_list.append( + { + "code": stock["code"], + "name": stock["name"], + "enName": stock["enName"], + "hasexist": stock["hasexist"], + "flag": stock["flag"], + "type": stock["type"], + "current": stock["current"], + "chg": stock["chg"], + "percent": str(stock["percent"]), + "stock_id": stock["stock_id"], + "ind_id": stock["ind_id"], + "ind_name": stock["ind_name"], + "ind_color": stock["ind_color"], + "textname": stock["name"], + "segment_name": stock["ind_name"], + "weight": round(weight, 2), + "url": "/S/" + stock["code"], + "proactive": True, + "price": str(stock["current"]), + } + ) + else: + raise exceptions.TradeError(u"没有持有要卖出的股票") + + if entrust_bs == "buy": + cash = ( + (balance["current_balance"] - volume) + / balance["asset_balance"] + * 100 + ) + else: + cash = ( + (balance["current_balance"] + volume) + / balance["asset_balance"] + * 100 + ) + cash = round(cash, 2) + logger.info("weight:%f, cash:%f", weight, cash) + + data = { + "cash": cash, + "holdings": str(json.dumps(position_list)), + "cube_symbol": str(self.account_config["portfolio_code"]), + "segment": 1, + "comment": "", + } + + try: + resp = self.s.post(self.config["rebalance_url"], data=data) + # pylint: disable=broad-except + except Exception as e: + logger.warning("调仓失败: %s ", e) + return None + else: + logger.info( + "调仓 %s%s: %d", entrust_bs, stock["name"], resp.status_code + ) + resp_json = json.loads(resp.text) + if "error_description" in resp_json and resp.status_code != 200: + logger.error("调仓错误: %s", resp_json["error_description"]) + return [ + { + "error_no": resp_json["error_code"], + "error_info": resp_json["error_description"], + } + ] + return [ + { + "entrust_no": resp_json["id"], + "init_date": self._time_strftime(resp_json["created_at"]), + "batch_no": "委托批号", + "report_no": "申报号", + "seat_no": "席位编号", + "entrust_time": self._time_strftime( + resp_json["updated_at"] + ), + "entrust_price": price, + "entrust_amount": amount, + "stock_code": security, + "entrust_bs": "买入", + "entrust_type": "雪球虚拟委托", + "entrust_status": "-", + } + ] + + def buy(self, security, price=0, amount=0, volume=0, entrust_prop=0): + """买入卖出股票 + :param security: 股票代码 + :param price: 买入价格 + :param amount: 买入股数 + :param volume: 买入总金额 由 volume / price 取整， 若指定 price 则此参数无效 + :param entrust_prop: + """ + return self._trade(security, price, amount, volume, "buy") + + def sell(self, security, price=0, amount=0, volume=0, entrust_prop=0): + """卖出股票 + :param security: 股票代码 + :param price: 卖出价格 + :param amount: 卖出股数 + :param volume: 卖出总金额 由 volume / price 取整， 若指定 price 则此参数无效 + :param entrust_prop: + """ + return self._trade(security, price, amount, volume, "sell") + + + def adjust_weights(self, weights, ignore_minor=0.0): + """ + 雪球组合调仓, weights 为调整后的仓位比例 + :param weights: dict[str, float] 股票代码 -> 调整之后的持仓百分比 + """ + + # 获取原有仓位信息 + position_list = self._get_position() + position_dict = {position["stock_id"]: position for position in position_list} + new_position_list = [] + + for stock_code, weight in weights.items(): + stock = self._search_stock_info(stock_code) + if stock is None: + raise exceptions.TradeError(u"没有查询要操作的股票信息") + # if stock["flag"] != 1: + # raise exceptions.TradeError(f"未上市、停牌、涨跌停、退市的股票无法操作: {stock['name']}") + + if stock["stock_id"] in position_dict: + # 调仓 + position = position_dict[stock["stock_id"]] + current_weight = position["weight"] + if weight > 0 and abs(weight - current_weight) > ignore_minor: + position["proactive"] = True + position["weight"] = weight + logger.info("调仓 %s %.2f -> %.2f", position['stock_name'], current_weight, weight) + new_position_list.append(position) + elif weight > 0: + position["proactive"] = False + new_position_list.append(position) + elif weight == 0.0: + logger.info("平仓 %s %.2f -> %.2f", position['stock_name'], current_weight, weight) + else: + # 开仓 + new_position_list.append( + { + "code": stock["code"], + "name": stock["name"], + "enName": stock["enName"] if 'enName' in stock else '', + "hasexist": stock["hasexist"] if 'hasexist' in stock else '', + "flag": stock["flag"], + "type": stock["type"] if 'type' in stock else '', + "current": stock["current"], + "chg": stock["chg"], + "percent": str(stock["percent"]), + "stock_id": stock["stock_id"], + "ind_id": stock["ind_id"], + "ind_name": stock["ind_name"], + "ind_color": stock["ind_color"], + "textname": stock["name"], + "segment_name": stock["ind_name"], + "weight": weights[stock_code], + "url": "/S/" + stock["code"], + "proactive": True, + "price": str(stock["current"]), + } + ) + logger.info("开仓 %s 比例: %.2f", stock["name"], weight) + + remain_weight = 100 - sum(i.get("weight") for i in new_position_list) + cash = round(remain_weight, 2) + assert cash >= 0 + data = { + "cash": cash, + "holdings": str(json.dumps(new_position_list)), + "cube_symbol": str(self.account_config["portfolio_code"]), + "segment": "true", + "comment": "", + } + try: + resp = self.s.post(self.config["rebalance_url"], data=data) + # pylint: disable=broad-except + except Exception as e: + logger.warning("调仓失败: %s ", e) + return None + logger.info("剩余仓位: %f", cash) + resp_json = json.loads(resp.text) + if "error_description" in resp_json and resp.status_code != 200: + logger.error("调仓错误: %s", resp_json["error_description"]) + return [ + { + "error_no": resp_json["error_code"], + "error_info": resp_json["error_description"], + } + ] + logger.info("调仓成功") + return None \ No newline at end of file