# real_trader
本地化的tick实盘交易解决方案 [历史行情数据 + 实时tick数据 + 实盘下单] 后续增加历史tick接口
目前支持的券商 中泰证券
支持聚宽策略代码直接使用
使用期间遇到问题 或 需要低佣金开户 欢迎加我微信沟通
<img src="https://i.loli.net/2020/04/29/STGwYt9OV2vBLk5.jpg" width="30%" height="30%" />
### 安装 tesseract-ocr
#### 1. 下载 tesseract-ocr 并配置环境变量
百度网盘下载地址 <a href="https://pan.baidu.com/s/1ZQTx3t9ICVMaXyzqRRLwcA" >tesseract-ocr</a>
配置环境变量可以参考如下链接 (感谢大佬 <a href="https://github.com/Front-biger" >Front-biger</a> 提供服务器资源)
<a href="http://120.78.191.105:4000/Install/tesseract.html" >如何配置tesseract-ocr环境变量</a>
#### 2. 下载券商客户端
http://download.95538.cn/download/software/hx/ths_order.exe
#### 3. 安装python依赖
```
## 安装依赖
cd real_trader && pip install -r requirements.txt
```
期间可能出现 Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools
可以下载 <a href="https://pan.baidu.com/s/1VpQOyy3riFXmQobugLNcyQ" >visualcppbuildtools_full</a> 解决此问题
### 云端部署
建议使用 TightVNC 微软自带的远程桌面有些技术问题
### 编写一个简单的例子 订阅贵州茅台的实时tick并下单
新建一个code.py
首先引入依赖
```
## 引入所需的python类库
from jqdatasdk import *
from trade_bundle.live_trade import *
from trade_order.order_api import *
```
然后编写整体结构
```
## 初始化时调用
def initialize(context):
## 订阅贵州茅台的tick
## 通常是在开盘订阅 这里为了测试放在了初始化函数里订阅
subscribe('600519.XSHG', 'tick')
## 开盘前调用 09:00
def before_trading_start(context):
pass
## 盘中tick触发调用
def handle_tick(context, tick):
## 这里打印出订阅的股票代码和当前价格
print('股票代码 => {} 当前价格 => {}'.format(tick.code, tick.current))
## 查询实盘账号有多少可用资金
cash = context.portfolio.available_cash
print('当前可用资金 => {}'.format(cash))
## 交易函数慎重调用 因为直接对接实盘
## 满仓市价买入贵州茅台
## order_value(tick.code, cash)
## 市价买入100股贵州茅台
## order(tick.code, 100)
## 收盘后半小时调用 15:30
def after_trading_end(context):
## 收盘后取消所有标的订阅
unsubscribe_all()
```
紧跟着在代码最后添加配置信息
```
## 初始化jqdatasdk
## 方便获取历史行情和财务数据 暂时从聚宽获取
## 这里需要申请一下 https://www.joinquant.com/default/index/sdk
auth('聚宽账号','聚宽密码')
## 初始化实盘下单模块
## 这里填写实盘资金账号和密码 还有 券商客户端安装路径
## 客户端默认安装路径是 D:\中泰证券独立下单\xiadan.exe
init_trader(g, context, '资金账号', '资金密码', r'D:\中泰证券独立下单\xiadan.exe')
## 初始化实时tick行情
init_current_bundle(initialize, before_trading_start, after_trading_end, handle_tick)
```
最后完整的代码应该是这样 使用python index.py 执行就可以了
```
## 引入所需的python类库
from jqdatasdk import *
from trade_bundle.live_trade import *
from trade_order.order_api import *
## 初始化时调用
def initialize(context):
## 订阅贵州茅台的tick
## 通常是在开盘订阅 这里为了测试放在了初始化函数里订阅
subscribe('600519.XSHG', 'tick')
## 开盘前调用 09:00
def before_trading_start(context):
pass
## 盘中tick触发调用
def handle_tick(context, tick):
## 这里打印出订阅的股票代码和当前价格
print('股票代码 => {} 当前价格 => {}'.format(tick.code, tick.current))
## 查询实盘账号有多少可用资金
cash = context.portfolio.available_cash
print('当前可用资金 => {}'.format(cash))
## 交易函数慎重调用 因为直接对接实盘 需要时解开注释
## 满仓市价买入贵州茅台
## order_value(tick.code, cash)
## 市价买入100股贵州茅台
## order(tick.code, 100)
## 收盘后半小时调用 15:30
def after_trading_end(context):
## 收盘后取消所有标的订阅
unsubscribe_all()
## 初始化jqdatasdk
## 方便获取历史行情和财务数据 暂时从聚宽获取
## 这里需要申请一下 https://www.joinquant.com/default/index/sdk
auth('聚宽账号','聚宽密码')
## 初始化实盘下单模块
## 这里填写实盘资金账号和密码 还有 券商客户端安装路径
## 客户端默认安装路径是 D:\中泰证券独立下单\xiadan.exe
init_trader(g, context, '资金账号', '资金密码', r'D:\中泰证券独立下单\xiadan.exe')
## 初始化实时tick行情
init_current_bundle(initialize, before_trading_start, after_trading_end, handle_tick)
```
Raw data
{
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"home_page": "https://github.com/yanjlee/real_trader",
"name": "real-trader",
"maintainer": null,
"docs_url": null,
"requires_python": null,
"maintainer_email": null,
"keywords": null,
"author": "yanjlee",
"author_email": "yanjlee@163.com",
"download_url": "https://files.pythonhosted.org/packages/f3/02/8fbdf4a3b351c85763424c85212a24c2e11c0682702f3449c017dfa2a7e3/real_trader-1.25.1.tar.gz",
"platform": null,
"description": "# real_trader\r\n\r\n\u672c\u5730\u5316\u7684tick\u5b9e\u76d8\u4ea4\u6613\u89e3\u51b3\u65b9\u6848 [\u5386\u53f2\u884c\u60c5\u6570\u636e + \u5b9e\u65f6tick\u6570\u636e + \u5b9e\u76d8\u4e0b\u5355] \u540e\u7eed\u589e\u52a0\u5386\u53f2tick\u63a5\u53e3\r\n\r\n\u76ee\u524d\u652f\u6301\u7684\u5238\u5546 \u4e2d\u6cf0\u8bc1\u5238\r\n\r\n\u652f\u6301\u805a\u5bbd\u7b56\u7565\u4ee3\u7801\u76f4\u63a5\u4f7f\u7528\r\n\r\n\u4f7f\u7528\u671f\u95f4\u9047\u5230\u95ee\u9898 \u6216 \u9700\u8981\u4f4e\u4f63\u91d1\u5f00\u6237 \u6b22\u8fce\u52a0\u6211\u5fae\u4fe1\u6c9f\u901a\r\n\r\n<img src=\"https://i.loli.net/2020/04/29/STGwYt9OV2vBLk5.jpg\" width=\"30%\" height=\"30%\" />\r\n\r\n### \u5b89\u88c5 tesseract-ocr \r\n\r\n#### 1. \u4e0b\u8f7d tesseract-ocr \u5e76\u914d\u7f6e\u73af\u5883\u53d8\u91cf\r\n\r\n\u767e\u5ea6\u7f51\u76d8\u4e0b\u8f7d\u5730\u5740 <a href=\"https://pan.baidu.com/s/1ZQTx3t9ICVMaXyzqRRLwcA\" >tesseract-ocr</a>\r\n\r\n\u914d\u7f6e\u73af\u5883\u53d8\u91cf\u53ef\u4ee5\u53c2\u8003\u5982\u4e0b\u94fe\u63a5 (\u611f\u8c22\u5927\u4f6c <a href=\"https://github.com/Front-biger\" >Front-biger</a> \u63d0\u4f9b\u670d\u52a1\u5668\u8d44\u6e90)\r\n\r\n<a href=\"http://120.78.191.105:4000/Install/tesseract.html\" >\u5982\u4f55\u914d\u7f6etesseract-ocr\u73af\u5883\u53d8\u91cf</a>\r\n\r\n#### 2. \u4e0b\u8f7d\u5238\u5546\u5ba2\u6237\u7aef\r\nhttp://download.95538.cn/download/software/hx/ths_order.exe\r\n\r\n#### 3. \u5b89\u88c5python\u4f9d\u8d56\r\n\r\n```\r\n## \u5b89\u88c5\u4f9d\u8d56\r\ncd real_trader && pip install -r requirements.txt\r\n```\r\n\r\n\u671f\u95f4\u53ef\u80fd\u51fa\u73b0 Microsoft Visual C++ 14.0 is required. Get it with \"Microsoft Visual C++ Build Tools\r\n\r\n\u53ef\u4ee5\u4e0b\u8f7d <a href=\"https://pan.baidu.com/s/1VpQOyy3riFXmQobugLNcyQ\" >visualcppbuildtools_full</a> \u89e3\u51b3\u6b64\u95ee\u9898\r\n\r\n### \u4e91\u7aef\u90e8\u7f72\r\n\u5efa\u8bae\u4f7f\u7528 TightVNC \u5fae\u8f6f\u81ea\u5e26\u7684\u8fdc\u7a0b\u684c\u9762\u6709\u4e9b\u6280\u672f\u95ee\u9898\r\n\r\n### \u7f16\u5199\u4e00\u4e2a\u7b80\u5355\u7684\u4f8b\u5b50 \u8ba2\u9605\u8d35\u5dde\u8305\u53f0\u7684\u5b9e\u65f6tick\u5e76\u4e0b\u5355\r\n\r\n\u65b0\u5efa\u4e00\u4e2acode.py\r\n\r\n\u9996\u5148\u5f15\u5165\u4f9d\u8d56\r\n\r\n```\r\n## \u5f15\u5165\u6240\u9700\u7684python\u7c7b\u5e93\r\nfrom jqdatasdk import *\r\nfrom trade_bundle.live_trade import *\r\nfrom trade_order.order_api import * \r\n```\r\n\r\n\u7136\u540e\u7f16\u5199\u6574\u4f53\u7ed3\u6784 \r\n\r\n```\r\n## \u521d\u59cb\u5316\u65f6\u8c03\u7528\r\ndef initialize(context):\r\n\r\n\t## \u8ba2\u9605\u8d35\u5dde\u8305\u53f0\u7684tick\r\n\t## \u901a\u5e38\u662f\u5728\u5f00\u76d8\u8ba2\u9605 \u8fd9\u91cc\u4e3a\u4e86\u6d4b\u8bd5\u653e\u5728\u4e86\u521d\u59cb\u5316\u51fd\u6570\u91cc\u8ba2\u9605\r\n\tsubscribe('600519.XSHG', 'tick')\r\n\t\r\n## \u5f00\u76d8\u524d\u8c03\u7528 09:00\r\ndef before_trading_start(context):\r\n\tpass\r\n\t\r\n## \u76d8\u4e2dtick\u89e6\u53d1\u8c03\u7528\r\ndef handle_tick(context, tick):\r\n\t\r\n\t## \u8fd9\u91cc\u6253\u5370\u51fa\u8ba2\u9605\u7684\u80a1\u7968\u4ee3\u7801\u548c\u5f53\u524d\u4ef7\u683c\r\n\tprint('\u80a1\u7968\u4ee3\u7801 => {} \u5f53\u524d\u4ef7\u683c => {}'.format(tick.code, tick.current))\r\n\t\r\n\t## \u67e5\u8be2\u5b9e\u76d8\u8d26\u53f7\u6709\u591a\u5c11\u53ef\u7528\u8d44\u91d1\r\n\tcash = context.portfolio.available_cash\r\n\tprint('\u5f53\u524d\u53ef\u7528\u8d44\u91d1 => {}'.format(cash))\r\n\t\r\n\t## \u4ea4\u6613\u51fd\u6570\u614e\u91cd\u8c03\u7528 \u56e0\u4e3a\u76f4\u63a5\u5bf9\u63a5\u5b9e\u76d8\r\n\t## \u6ee1\u4ed3\u5e02\u4ef7\u4e70\u5165\u8d35\u5dde\u8305\u53f0\r\n\t## order_value(tick.code, cash)\r\n\t\r\n\t## \u5e02\u4ef7\u4e70\u5165100\u80a1\u8d35\u5dde\u8305\u53f0\r\n\t## order(tick.code, 100)\r\n\t\r\n## \u6536\u76d8\u540e\u534a\u5c0f\u65f6\u8c03\u7528 15:30\r\ndef after_trading_end(context):\r\n\t\r\n\t## \u6536\u76d8\u540e\u53d6\u6d88\u6240\u6709\u6807\u7684\u8ba2\u9605\r\n\tunsubscribe_all()\r\n```\r\n\r\n\u7d27\u8ddf\u7740\u5728\u4ee3\u7801\u6700\u540e\u6dfb\u52a0\u914d\u7f6e\u4fe1\u606f\r\n\r\n```\r\n## \u521d\u59cb\u5316jqdatasdk \r\n## \u65b9\u4fbf\u83b7\u53d6\u5386\u53f2\u884c\u60c5\u548c\u8d22\u52a1\u6570\u636e \u6682\u65f6\u4ece\u805a\u5bbd\u83b7\u53d6\r\n## \u8fd9\u91cc\u9700\u8981\u7533\u8bf7\u4e00\u4e0b https://www.joinquant.com/default/index/sdk\r\nauth('\u805a\u5bbd\u8d26\u53f7','\u805a\u5bbd\u5bc6\u7801')\r\n\r\n## \u521d\u59cb\u5316\u5b9e\u76d8\u4e0b\u5355\u6a21\u5757 \r\n## \u8fd9\u91cc\u586b\u5199\u5b9e\u76d8\u8d44\u91d1\u8d26\u53f7\u548c\u5bc6\u7801 \u8fd8\u6709 \u5238\u5546\u5ba2\u6237\u7aef\u5b89\u88c5\u8def\u5f84 \r\n## \u5ba2\u6237\u7aef\u9ed8\u8ba4\u5b89\u88c5\u8def\u5f84\u662f D:\\\u4e2d\u6cf0\u8bc1\u5238\u72ec\u7acb\u4e0b\u5355\\xiadan.exe\r\ninit_trader(g, context, '\u8d44\u91d1\u8d26\u53f7', '\u8d44\u91d1\u5bc6\u7801', r'D:\\\u4e2d\u6cf0\u8bc1\u5238\u72ec\u7acb\u4e0b\u5355\\xiadan.exe')\r\n\r\n## \u521d\u59cb\u5316\u5b9e\u65f6tick\u884c\u60c5\r\ninit_current_bundle(initialize, before_trading_start, after_trading_end, handle_tick)\r\n```\r\n\r\n\u6700\u540e\u5b8c\u6574\u7684\u4ee3\u7801\u5e94\u8be5\u662f\u8fd9\u6837 \u4f7f\u7528python index.py \u6267\u884c\u5c31\u53ef\u4ee5\u4e86\r\n\r\n```\r\n## \u5f15\u5165\u6240\u9700\u7684python\u7c7b\u5e93\r\nfrom jqdatasdk import *\r\nfrom trade_bundle.live_trade import *\r\nfrom trade_order.order_api import * \r\n\r\n## \u521d\u59cb\u5316\u65f6\u8c03\u7528\r\ndef initialize(context):\r\n\t\r\n\t## \u8ba2\u9605\u8d35\u5dde\u8305\u53f0\u7684tick\r\n\t## \u901a\u5e38\u662f\u5728\u5f00\u76d8\u8ba2\u9605 \u8fd9\u91cc\u4e3a\u4e86\u6d4b\u8bd5\u653e\u5728\u4e86\u521d\u59cb\u5316\u51fd\u6570\u91cc\u8ba2\u9605\r\n\tsubscribe('600519.XSHG', 'tick')\r\n\t\r\n## \u5f00\u76d8\u524d\u8c03\u7528 09:00\r\ndef before_trading_start(context):\r\n\tpass\r\n\t\r\n## \u76d8\u4e2dtick\u89e6\u53d1\u8c03\u7528\r\ndef handle_tick(context, tick):\r\n\t\r\n\t## \u8fd9\u91cc\u6253\u5370\u51fa\u8ba2\u9605\u7684\u80a1\u7968\u4ee3\u7801\u548c\u5f53\u524d\u4ef7\u683c\r\n\tprint('\u80a1\u7968\u4ee3\u7801 => {} \u5f53\u524d\u4ef7\u683c => {}'.format(tick.code, tick.current))\r\n\t\r\n\t## \u67e5\u8be2\u5b9e\u76d8\u8d26\u53f7\u6709\u591a\u5c11\u53ef\u7528\u8d44\u91d1\r\n\tcash = context.portfolio.available_cash\r\n\tprint('\u5f53\u524d\u53ef\u7528\u8d44\u91d1 => {}'.format(cash))\r\n\t\r\n\t## \u4ea4\u6613\u51fd\u6570\u614e\u91cd\u8c03\u7528 \u56e0\u4e3a\u76f4\u63a5\u5bf9\u63a5\u5b9e\u76d8 \u9700\u8981\u65f6\u89e3\u5f00\u6ce8\u91ca\r\n\t## \u6ee1\u4ed3\u5e02\u4ef7\u4e70\u5165\u8d35\u5dde\u8305\u53f0\r\n\t## order_value(tick.code, cash)\r\n\t\r\n\t## \u5e02\u4ef7\u4e70\u5165100\u80a1\u8d35\u5dde\u8305\u53f0\r\n\t## order(tick.code, 100)\r\n\t\r\n## \u6536\u76d8\u540e\u534a\u5c0f\u65f6\u8c03\u7528 15:30\r\ndef after_trading_end(context):\r\n\t\r\n\t## \u6536\u76d8\u540e\u53d6\u6d88\u6240\u6709\u6807\u7684\u8ba2\u9605\r\n\tunsubscribe_all()\r\n\t\r\n## \u521d\u59cb\u5316jqdatasdk \r\n## \u65b9\u4fbf\u83b7\u53d6\u5386\u53f2\u884c\u60c5\u548c\u8d22\u52a1\u6570\u636e \u6682\u65f6\u4ece\u805a\u5bbd\u83b7\u53d6\r\n## \u8fd9\u91cc\u9700\u8981\u7533\u8bf7\u4e00\u4e0b https://www.joinquant.com/default/index/sdk\r\nauth('\u805a\u5bbd\u8d26\u53f7','\u805a\u5bbd\u5bc6\u7801')\r\n\r\n## \u521d\u59cb\u5316\u5b9e\u76d8\u4e0b\u5355\u6a21\u5757 \r\n## \u8fd9\u91cc\u586b\u5199\u5b9e\u76d8\u8d44\u91d1\u8d26\u53f7\u548c\u5bc6\u7801 \u8fd8\u6709 \u5238\u5546\u5ba2\u6237\u7aef\u5b89\u88c5\u8def\u5f84 \r\n## \u5ba2\u6237\u7aef\u9ed8\u8ba4\u5b89\u88c5\u8def\u5f84\u662f D:\\\u4e2d\u6cf0\u8bc1\u5238\u72ec\u7acb\u4e0b\u5355\\xiadan.exe\r\ninit_trader(g, context, '\u8d44\u91d1\u8d26\u53f7', '\u8d44\u91d1\u5bc6\u7801', r'D:\\\u4e2d\u6cf0\u8bc1\u5238\u72ec\u7acb\u4e0b\u5355\\xiadan.exe')\r\n\r\n## \u521d\u59cb\u5316\u5b9e\u65f6tick\u884c\u60c5\r\ninit_current_bundle(initialize, before_trading_start, after_trading_end, handle_tick)\r\n```\r\n",
"bugtrack_url": null,
"license": null,
"summary": "\u672c\u5730\u5316\u7684tick\u5b9e\u76d8\u4ea4\u6613\u89e3\u51b3\u65b9\u6848 [\u5386\u53f2\u884c\u60c5\u6570\u636e + \u5b9e\u65f6tick\u6570\u636e + \u5b9e\u76d8\u4e0b\u5355] \u540e\u7eed\u589e\u52a0\u5386\u53f2tick\u63a5\u53e3 \u76ee\u524d\u652f\u6301\u7684\u5238\u5546 \u4e2d\u6cf0\u8bc1\u5238\u652f\u6301\u805a\u5bbd\u7b56\u7565\u4ee3\u7801\u76f4\u63a5\u4f7f\u7528.",
"version": "1.25.1",
"project_urls": {
"Homepage": "https://github.com/yanjlee/real_trader"
},
"split_keywords": [],
"urls": [
{
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"sha256": "895b52302e025cc41ebb0a330373cc726fabdc5b5be96c8804a43edac3197f8f"
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