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broker.py
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broker.py
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#!/usr/bin/python
# -*- coding: utf8 -*-
# cp936
#
# The MIT License (MIT)
#
# Copyright (c) 2010-2017 fasiondog
#
# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:
#
# The above copyright notice and this permission notice shall be included in all
# copies or substantial portions of the Software.
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
# SOFTWARE.
#===============================================================================
# History:
# 1. 20170704, Added by fasiondog
#===============================================================================
from hikyuu import OrderBrokerBase
class OrderBrokerWrap(OrderBrokerBase):
"""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
包装只有买卖操作参数只有(code, price, num)的交易接口类
"""
def __init__(self, broker, slip=0.03):
"""
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
: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,
否则忽略; 对卖出操作无效,立即以当前价卖出
"""
super(OrderBrokerWrap, self).__init__()
self._broker = broker
self._slip = slip
def _buy(self, datetime, market, code, price, num):
"""实现 OrderBrokerBase 的 _buy 接口"""
self._broker.buy('{}{}'.format(market, code), price, num)
return datetime
def _sell(self, datetime, market, code, price, num):
"""实现 OrderBrokerBase 的 _sell 接口"""
self._broker.sell('{}{}'.format(market, code), price, num)
return datetime
class TestOrderBroker:
"""用于测试的订单代理,仅在执行买入/卖出时打印信息"""
def __init__(self):
pass
def buy(self, code, price, num):
print("买入:%s %.3f %i" % (code, price, num))
def sell(self, code, price, num):
print("卖出:%s %.3f %i" % (code, price, num))
def crtOB(broker, slip=0.03):
"""
快速生成订单代理包装对象
: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
: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,
否则忽略; 对卖出操作无效,立即以当前价卖出
"""
return OrderBrokerWrap(broker, slip)