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script md update 89

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LimingFang 2019-08-09 13:59:42 +08:00
parent b0cf5cae13
commit ede33a2506
2 changed files with 10 additions and 10 deletions
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12
docs/script_trader.md
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@ -10,7 +10,7 @@ ScriptTrader模块提供了交互式的量化分析和程序化交易功能，
## Jupyter模式 ## Jupyter模式
### 加载启动 ### 加载启动
Jupyter模式是基于脚本引擎(ScriptEngine)驱动的。首先打开Jupyter notebook后，然后加载组件、初始化脚本引擎。其中： Jupyter模式是基于脚本引擎（ScriptEngine）驱动的。首先打开Jupyter notebook后，然后加载组件、初始化脚本引擎。其中：
``` ```
from vnpy.app.script_trader import init_cli_trading from vnpy.app.script_trader import init_cli_trading
from vnpy.gateway.ctp import CtpGateway from vnpy.gateway.ctp import CtpGateway
@ -241,10 +241,10 @@ trades = engine.get_trades(vt_orderid = your_vt_orderid,use_df = True)
### 交易委托 ### 交易委托
以委托买入为例，engine.buy()函数入参包括： 以委托买入为例，engine.buy()函数入参包括：
- vt_symbol：本地合约代码(字符串格式) - vt_symbol：本地合约代码（字符串格式）
- price：报单价格(字符串格式); - price：报单价格（浮点数类型）;
- volume：报单数量(字符串格式); - volume：报单数量（浮点数类型）;
- order_type：OrderType枚举常量，默认为限价单(OrderType.LIMIT)，同时支持停止单（OrderType.STOP）、FAK（OrderType.FAK）、FOK（OrderType.FOK）、市价单（OrderType.MARKET），不同交易所支持报单方式不完全一致。 - order_type：OrderType枚举常量，默认为限价单（OrderType.LIMIT），同时支持停止单（OrderType.STOP）、FAK（OrderType.FAK）、FOK（OrderType.FOK）、市价单（OrderType.MARKET），不同交易所支持报单方式不完全一致。
``` ```
engine.buy(vt_symbol = "rb1910.SHFE",price = "3200",volume = "1",order_type=OrderType.LIMIT) engine.buy(vt_symbol = "rb1910.SHFE",price = "3200",volume = "1",order_type=OrderType.LIMIT)
``` ```
@ -277,4 +277,4 @@ engine.send_email(msg = "Your Msg")
- email.username：填写邮箱地址即可，如xxxx@qq.com。 - email.username：填写邮箱地址即可，如xxxx@qq.com。
- email.password：对于QQ邮箱，此处不是邮箱密码，而是开通SMTP后系统生成的一个授权码。 - email.password：对于QQ邮箱，此处不是邮箱密码，而是开通SMTP后系统生成的一个授权码。
- email.sendert：email.username。 - email.sendert：email.username。
- email.receiver：接受邮件的邮箱地址，比如xxxx@outlook.com。 - email.receiver：接受邮件的邮箱地址，比如xxxx@outlook.com。

8
vnpy/app/script_trader/engine.py
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@ -141,19 +141,19 @@ class ScriptEngine(BaseEngine):
) )
self.main_engine.subscribe(req, contract.gateway_name) self.main_engine.subscribe(req, contract.gateway_name)
def buy(self, vt_symbol: str, price: str, volume: str, order_type: OrderType = OrderType.LIMIT) -> str: def buy(self, vt_symbol: str, price: float, volume: float, order_type: OrderType = OrderType.LIMIT) -> str:
"""""" """"""
return self.send_order(vt_symbol, price, volume, Direction.LONG, Offset.OPEN, order_type) return self.send_order(vt_symbol, price, volume, Direction.LONG, Offset.OPEN, order_type)
def sell(self, vt_symbol: str, price: str, volume: str, order_type: OrderType = OrderType.LIMIT) -> str: def sell(self, vt_symbol: str, price: float, volume: float, order_type: OrderType = OrderType.LIMIT) -> str:
"""""" """"""
return self.send_order(vt_symbol, price, volume, Direction.SHORT, Offset.CLOSE, order_type) return self.send_order(vt_symbol, price, volume, Direction.SHORT, Offset.CLOSE, order_type)
def short(self, vt_symbol: str, price: str, volume: str, order_type: OrderType = OrderType.LIMIT) -> str: def short(self, vt_symbol: str, price: float, volume: float, order_type: OrderType = OrderType.LIMIT) -> str:
"""""" """"""
return self.send_order(vt_symbol, price, volume, Direction.SHORT, Offset.OPEN, order_type) return self.send_order(vt_symbol, price, volume, Direction.SHORT, Offset.OPEN, order_type)
def cover(self, vt_symbol: str, price: str, volume: str, order_type: OrderType = OrderType.LIMIT) -> str: def cover(self, vt_symbol: str, price: float, volume: float, order_type: OrderType = OrderType.LIMIT) -> str:
"""""" """"""
return self.send_order(vt_symbol, price, volume, Direction.LONG, Offset.CLOSE, order_type) return self.send_order(vt_symbol, price, volume, Direction.LONG, Offset.CLOSE, order_type)