#核心代码
import tushare as ts import time #=============================================================================== # 沪深股票模拟仿真交易系统 #=============================================================================== rate=0.00025 tax=0.001 class tranding: def __init__(self): pass def get_today_all(self): #--获取全市场行情快照 res=ts.get_today_all() return res def order_buy(self,symbols): df=ts.get_realtime_quotes(symbols) return df.iloc[0] #------------------------------------------------------------------------------ 行情订阅函数(不太稳定) def subscuiber(self,symbols): df=ts.get_realtime_quotes(symbols) print df[['code','name','price','bid','ask','volume','time']] str_time='%s %s'%(df.iloc[0]['date'],df.iloc[0]['time']) unix_time=time.mktime(time.strptime(str_time,"%Y-%m-%d %H:%M:%S")) #把时间转换为时间戳 now_time=time.time() next_time=unix_time+3 sleep_time=now_time-next_time time.sleep(sleep_time) self.subscuiber(symbols) def buy_market_price(self,ticker,exchangeCD,hand_num):#此模块需要优化 ''' symbol 为 secID XSHG 为沪市股票 XSHE 为深市股票''' df=ts.get_realtime_quotes(ticker) num_list=[int(df.iloc[0]['a1_v']),int(df.iloc[0]['a2_v']),int(df.iloc[0]['a3_v']),int(df.iloc[0]['a4_v']),int(df.iloc[0]['a5_v'])] price_list=[float(df.iloc[0]['a1_p']),float(df.iloc[0]['a2_p']),float(df.iloc[0]['a3_p']),float(df.iloc[0]['a4_p']),float(df.iloc[0]['a5_p'])] #exchang_list:成交详细 total_money:成交总额金额 未加手续费 exchang_list,total_money,exchange_num=self.num_list_ad(num_list,price_list,hand_num) cost_money=self.cost(total_money,hand_num*100,exchangeCD,'buy') toal_need_money=total_money+cost_money return toal_need_money,exchange_num,exchang_list def sell_market_price(self,ticker,exchangeCD,hand_num): pass def cost(self,total_money,stock_num,exchangeCD,behavior): if behavior=='buy': if exchangeCD=='XSHG': transfer_cost=stock_num*0.001 if transfer_cost>1: pass else: transfer_cost=1 rate_cost=total_money*rate if rate_cost>5: pass else: rate_cost=5 total_cost=transfer_cost+rate_cost elif exchangeCD=='XSHE': rate_cost=total_money*rate if rate_cost>5: pass else: rate_cost=5 total_cost=rate_cost if behavior=='sell': if exchangeCD=='XSHG': transfer_cost=stock_num*0.001 if transfer_cost>1: pass else: transfer_cost=1 rate_cost=total_money*rate if rate_cost>5: pass else: rate_cost=5 tax_cost=total_money*tax total_cost=transfer_cost+rate_cost+tax_cost elif exchangeCD=='XSHE': rate_cost=total_money*rate if rate_cost>5: pass else: rate_cost=5 tax_cost=total_money*tax total_cost=rate_cost+tax_cost return total_cost def num_list_ad(self,num_list,price_list,num):#累加计算num i=0 num_l=num_list[i] exchange_list=[] money=0.0 while num>num_l: i+=1 if i>4: num=num_l else: num_l+=num_list[i] #print i,num,num_l if i==5: i=4 step_list=range(i+1) #print step_list for x in step_list: if x==step_list[-1]: exchange_list.append([num_list[x]-num_l+num,price_list[x]]) money+=(num_list[x]-num_l+num)*price_list[x]*100 else: exchange_list.append([num_list[x],price_list[x]]) money+=num_list[x]*price_list[x]*100 return exchange_list,money,num if __name__ == '__main__': mock=tranding() print mock.buy_market_price('600006','XSHG',50000) #print mock.get_today_all()
