1897 lines
68 KiB
Plaintext
1897 lines
68 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"该Jupyter Notebook用于展示如何使用ScriptTraderApp模块，在CLI命令行下进行交易指令的调用"
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]
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||
},
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{
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||
"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"from vnpy.app.script_trader import init_cli_trading\n",
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"from vnpy.gateway.oes import OesGateway"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"2019-07-02 17:30:22.289718\t成功连接到行情服务器\n",
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"2019-07-02 17:30:22.427419\t成功连接到交易服务器\n",
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"2019-07-02 17:30:26.294755\t合约信息查询成功\n",
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"2019-07-02 17:30:26.327959\t撤单失败，订单号： 1000107。原因：无效的订单状态\n",
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"2019-07-02 17:30:26.328936\t撤单失败，订单号： 1000115。原因：未找到委托信息\n",
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"2019-07-02 17:30:26.328936\t撤单失败，订单号： 1000117。原因：无效的订单状态\n"
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]
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}
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],
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"source": [
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"# 连接到服务器\n",
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"setting = {\n",
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" \"td_ord_server\": \"tcp://106.15.58.119:6101\",\n",
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" \"td_rpt_server\": \"tcp://106.15.58.119:6301\",\n",
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" \"td_qry_server\": \"tcp://106.15.58.119:6401\",\n",
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" \"md_tcp_server\": \"tcp://139.196.228.232:5103\",\n",
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" \"md_qry_server\": \"tcp://139.196.228.232:5203\",\n",
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" \"username\": \"\",\n",
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" \"password\": \"\",\n",
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||
" \"hdd_serial\": \"\",\n",
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||
" \"customize_ip\": \"\",\n",
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" \"customize_mac\": \"\"\n",
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"}\n",
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"\n",
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"engine = init_cli_trading([OesGateway])\n",
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"engine.connect_gateway(setting, \"OES\")"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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||
"metadata": {
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||
"scrolled": false
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},
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"outputs": [
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{
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"data": {
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"text/html": [
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"<div>\n",
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||
"<style scoped>\n",
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||
" .dataframe tbody tr th:only-of-type {\n",
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||
" vertical-align: middle;\n",
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||
" }\n",
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||
"\n",
|
||
" .dataframe tbody tr th {\n",
|
||
" vertical-align: top;\n",
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||
" }\n",
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||
"\n",
|
||
" .dataframe thead th {\n",
|
||
" text-align: right;\n",
|
||
" }\n",
|
||
"</style>\n",
|
||
"<table border=\"1\" class=\"dataframe\">\n",
|
||
" <thead>\n",
|
||
" <tr style=\"text-align: right;\">\n",
|
||
" <th></th>\n",
|
||
" <th>exchange</th>\n",
|
||
" <th>gateway_name</th>\n",
|
||
" <th>history_data</th>\n",
|
||
" <th>min_volume</th>\n",
|
||
" <th>name</th>\n",
|
||
" <th>net_position</th>\n",
|
||
" <th>option_expiry</th>\n",
|
||
" <th>option_strike</th>\n",
|
||
" <th>option_type</th>\n",
|
||
" <th>option_underlying</th>\n",
|
||
" <th>pricetick</th>\n",
|
||
" <th>product</th>\n",
|
||
" <th>size</th>\n",
|
||
" <th>stop_supported</th>\n",
|
||
" <th>symbol</th>\n",
|
||
" <th>vt_symbol</th>\n",
|
||
" </tr>\n",
|
||
" </thead>\n",
|
||
" <tbody>\n",
|
||
" <tr>\n",
|
||
" <th>0</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>21国债⑺</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010107</td>\n",
|
||
" <td>010107.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>03国债⑶</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010303</td>\n",
|
||
" <td>010303.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>2</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>05国债⑷</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010504</td>\n",
|
||
" <td>010504.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>3</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>05国债⑿</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010512</td>\n",
|
||
" <td>010512.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>4</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>06国债⑼</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010609</td>\n",
|
||
" <td>010609.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>5</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>06国债⒆</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010619</td>\n",
|
||
" <td>010619.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>6</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>07国债06</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010706</td>\n",
|
||
" <td>010706.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>7</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>07国债13</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>010713</td>\n",
|
||
" <td>010713.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>8</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>国开1401</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>018003</td>\n",
|
||
" <td>018003.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>9</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>国开1702</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>018006</td>\n",
|
||
" <td>018006.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>10</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>国开1801</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>018007</td>\n",
|
||
" <td>018007.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>11</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>国开1802</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>018008</td>\n",
|
||
" <td>018008.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>12</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>国开1803</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>018009</td>\n",
|
||
" <td>018009.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>13</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债02</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019002</td>\n",
|
||
" <td>019002.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>14</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债03</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019003</td>\n",
|
||
" <td>019003.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>15</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债07</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019007</td>\n",
|
||
" <td>019007.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债09</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019009</td>\n",
|
||
" <td>019009.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>17</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债12</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019012</td>\n",
|
||
" <td>019012.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>18</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债14</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019014</td>\n",
|
||
" <td>019014.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>19</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债18</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019018</td>\n",
|
||
" <td>019018.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>20</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债19</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019019</td>\n",
|
||
" <td>019019.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>21</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债23</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019023</td>\n",
|
||
" <td>019023.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>22</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债24</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019024</td>\n",
|
||
" <td>019024.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>23</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债26</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019026</td>\n",
|
||
" <td>019026.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>24</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债29</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019029</td>\n",
|
||
" <td>019029.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>25</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债31</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019031</td>\n",
|
||
" <td>019031.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>26</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债34</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019034</td>\n",
|
||
" <td>019034.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>27</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债37</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019037</td>\n",
|
||
" <td>019037.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>28</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债40</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019040</td>\n",
|
||
" <td>019040.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>29</th>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>10国债41</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>10</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>019041</td>\n",
|
||
" <td>019041.SSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>...</th>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16289</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>越博动力</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300742</td>\n",
|
||
" <td>300742.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16290</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>天地数码</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300743</td>\n",
|
||
" <td>300743.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16291</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>欣锐科技</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300745</td>\n",
|
||
" <td>300745.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16292</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>汉嘉设计</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300746</td>\n",
|
||
" <td>300746.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16293</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>锐科激光</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300747</td>\n",
|
||
" <td>300747.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16294</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>金力永磁</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300748</td>\n",
|
||
" <td>300748.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16295</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>顶固集创</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300749</td>\n",
|
||
" <td>300749.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16296</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>宁德时代</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300750</td>\n",
|
||
" <td>300750.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16297</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>迈为股份</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300751</td>\n",
|
||
" <td>300751.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16298</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>隆利科技</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300752</td>\n",
|
||
" <td>300752.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16299</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>爱朋医疗</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300753</td>\n",
|
||
" <td>300753.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16300</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>华致酒行</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300755</td>\n",
|
||
" <td>300755.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16301</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>中山金马</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300756</td>\n",
|
||
" <td>300756.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16302</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>罗博特科</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300757</td>\n",
|
||
" <td>300757.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16303</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>七彩化学</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300758</td>\n",
|
||
" <td>300758.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16304</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>康龙化成</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300759</td>\n",
|
||
" <td>300759.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16305</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>迈瑞医疗</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300760</td>\n",
|
||
" <td>300760.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16306</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>立华股份</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300761</td>\n",
|
||
" <td>300761.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16307</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>上海瀚讯</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300762</td>\n",
|
||
" <td>300762.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16308</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>锦浪科技</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300763</td>\n",
|
||
" <td>300763.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16309</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>新诺威</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300765</td>\n",
|
||
" <td>300765.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16310</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>每日互动</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300766</td>\n",
|
||
" <td>300766.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16311</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>震安科技</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300767</td>\n",
|
||
" <td>300767.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16312</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>迪普科技</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300768</td>\n",
|
||
" <td>300768.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16313</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>德方纳米</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300769</td>\n",
|
||
" <td>300769.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16314</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>新媒股份</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300770</td>\n",
|
||
" <td>300770.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16315</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>智莱科技</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300771</td>\n",
|
||
" <td>300771.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16316</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>运达股份</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300772</td>\n",
|
||
" <td>300772.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16317</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>拉卡拉</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>300773</td>\n",
|
||
" <td>300773.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>16318</th>\n",
|
||
" <td>Exchange.SZSE</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>100</td>\n",
|
||
" <td>标准券</td>\n",
|
||
" <td>True</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>None</td>\n",
|
||
" <td></td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>Product.EQUITY</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>False</td>\n",
|
||
" <td>131990</td>\n",
|
||
" <td>131990.SZSE</td>\n",
|
||
" </tr>\n",
|
||
" </tbody>\n",
|
||
"</table>\n",
|
||
"<p>16319 rows × 16 columns</p>\n",
|
||
"</div>"
|
||
],
|
||
"text/plain": [
|
||
" exchange gateway_name history_data min_volume name \\\n",
|
||
"0 Exchange.SSE OES False 100 21国债⑺ \n",
|
||
"1 Exchange.SSE OES False 100 03国债⑶ \n",
|
||
"2 Exchange.SSE OES False 100 05国债⑷ \n",
|
||
"3 Exchange.SSE OES False 100 05国债⑿ \n",
|
||
"4 Exchange.SSE OES False 100 06国债⑼ \n",
|
||
"5 Exchange.SSE OES False 100 06国债⒆ \n",
|
||
"6 Exchange.SSE OES False 100 07国债06 \n",
|
||
"7 Exchange.SSE OES False 100 07国债13 \n",
|
||
"8 Exchange.SSE OES False 100 国开1401 \n",
|
||
"9 Exchange.SSE OES False 100 国开1702 \n",
|
||
"10 Exchange.SSE OES False 100 国开1801 \n",
|
||
"11 Exchange.SSE OES False 100 国开1802 \n",
|
||
"12 Exchange.SSE OES False 100 国开1803 \n",
|
||
"13 Exchange.SSE OES False 100 10国债02 \n",
|
||
"14 Exchange.SSE OES False 100 10国债03 \n",
|
||
"15 Exchange.SSE OES False 100 10国债07 \n",
|
||
"16 Exchange.SSE OES False 100 10国债09 \n",
|
||
"17 Exchange.SSE OES False 100 10国债12 \n",
|
||
"18 Exchange.SSE OES False 100 10国债14 \n",
|
||
"19 Exchange.SSE OES False 100 10国债18 \n",
|
||
"20 Exchange.SSE OES False 100 10国债19 \n",
|
||
"21 Exchange.SSE OES False 100 10国债23 \n",
|
||
"22 Exchange.SSE OES False 100 10国债24 \n",
|
||
"23 Exchange.SSE OES False 100 10国债26 \n",
|
||
"24 Exchange.SSE OES False 100 10国债29 \n",
|
||
"25 Exchange.SSE OES False 100 10国债31 \n",
|
||
"26 Exchange.SSE OES False 100 10国债34 \n",
|
||
"27 Exchange.SSE OES False 100 10国债37 \n",
|
||
"28 Exchange.SSE OES False 100 10国债40 \n",
|
||
"29 Exchange.SSE OES False 100 10国债41 \n",
|
||
"... ... ... ... ... ... \n",
|
||
"16289 Exchange.SZSE OES False 100 越博动力 \n",
|
||
"16290 Exchange.SZSE OES False 100 天地数码 \n",
|
||
"16291 Exchange.SZSE OES False 100 欣锐科技 \n",
|
||
"16292 Exchange.SZSE OES False 100 汉嘉设计 \n",
|
||
"16293 Exchange.SZSE OES False 100 锐科激光 \n",
|
||
"16294 Exchange.SZSE OES False 100 金力永磁 \n",
|
||
"16295 Exchange.SZSE OES False 100 顶固集创 \n",
|
||
"16296 Exchange.SZSE OES False 100 宁德时代 \n",
|
||
"16297 Exchange.SZSE OES False 100 迈为股份 \n",
|
||
"16298 Exchange.SZSE OES False 100 隆利科技 \n",
|
||
"16299 Exchange.SZSE OES False 100 爱朋医疗 \n",
|
||
"16300 Exchange.SZSE OES False 100 华致酒行 \n",
|
||
"16301 Exchange.SZSE OES False 100 中山金马 \n",
|
||
"16302 Exchange.SZSE OES False 100 罗博特科 \n",
|
||
"16303 Exchange.SZSE OES False 100 七彩化学 \n",
|
||
"16304 Exchange.SZSE OES False 100 康龙化成 \n",
|
||
"16305 Exchange.SZSE OES False 100 迈瑞医疗 \n",
|
||
"16306 Exchange.SZSE OES False 100 立华股份 \n",
|
||
"16307 Exchange.SZSE OES False 100 上海瀚讯 \n",
|
||
"16308 Exchange.SZSE OES False 100 锦浪科技 \n",
|
||
"16309 Exchange.SZSE OES False 100 新诺威 \n",
|
||
"16310 Exchange.SZSE OES False 100 每日互动 \n",
|
||
"16311 Exchange.SZSE OES False 100 震安科技 \n",
|
||
"16312 Exchange.SZSE OES False 100 迪普科技 \n",
|
||
"16313 Exchange.SZSE OES False 100 德方纳米 \n",
|
||
"16314 Exchange.SZSE OES False 100 新媒股份 \n",
|
||
"16315 Exchange.SZSE OES False 100 智莱科技 \n",
|
||
"16316 Exchange.SZSE OES False 100 运达股份 \n",
|
||
"16317 Exchange.SZSE OES False 100 拉卡拉 \n",
|
||
"16318 Exchange.SZSE OES False 100 标准券 \n",
|
||
"\n",
|
||
" net_position option_expiry option_strike option_type \\\n",
|
||
"0 True None 0 None \n",
|
||
"1 True None 0 None \n",
|
||
"2 True None 0 None \n",
|
||
"3 True None 0 None \n",
|
||
"4 True None 0 None \n",
|
||
"5 True None 0 None \n",
|
||
"6 True None 0 None \n",
|
||
"7 True None 0 None \n",
|
||
"8 True None 0 None \n",
|
||
"9 True None 0 None \n",
|
||
"10 True None 0 None \n",
|
||
"11 True None 0 None \n",
|
||
"12 True None 0 None \n",
|
||
"13 True None 0 None \n",
|
||
"14 True None 0 None \n",
|
||
"15 True None 0 None \n",
|
||
"16 True None 0 None \n",
|
||
"17 True None 0 None \n",
|
||
"18 True None 0 None \n",
|
||
"19 True None 0 None \n",
|
||
"20 True None 0 None \n",
|
||
"21 True None 0 None \n",
|
||
"22 True None 0 None \n",
|
||
"23 True None 0 None \n",
|
||
"24 True None 0 None \n",
|
||
"25 True None 0 None \n",
|
||
"26 True None 0 None \n",
|
||
"27 True None 0 None \n",
|
||
"28 True None 0 None \n",
|
||
"29 True None 0 None \n",
|
||
"... ... ... ... ... \n",
|
||
"16289 True None 0 None \n",
|
||
"16290 True None 0 None \n",
|
||
"16291 True None 0 None \n",
|
||
"16292 True None 0 None \n",
|
||
"16293 True None 0 None \n",
|
||
"16294 True None 0 None \n",
|
||
"16295 True None 0 None \n",
|
||
"16296 True None 0 None \n",
|
||
"16297 True None 0 None \n",
|
||
"16298 True None 0 None \n",
|
||
"16299 True None 0 None \n",
|
||
"16300 True None 0 None \n",
|
||
"16301 True None 0 None \n",
|
||
"16302 True None 0 None \n",
|
||
"16303 True None 0 None \n",
|
||
"16304 True None 0 None \n",
|
||
"16305 True None 0 None \n",
|
||
"16306 True None 0 None \n",
|
||
"16307 True None 0 None \n",
|
||
"16308 True None 0 None \n",
|
||
"16309 True None 0 None \n",
|
||
"16310 True None 0 None \n",
|
||
"16311 True None 0 None \n",
|
||
"16312 True None 0 None \n",
|
||
"16313 True None 0 None \n",
|
||
"16314 True None 0 None \n",
|
||
"16315 True None 0 None \n",
|
||
"16316 True None 0 None \n",
|
||
"16317 True None 0 None \n",
|
||
"16318 True None 0 None \n",
|
||
"\n",
|
||
" option_underlying pricetick product size stop_supported \\\n",
|
||
"0 100 Product.EQUITY 10 False \n",
|
||
"1 100 Product.EQUITY 10 False \n",
|
||
"2 100 Product.EQUITY 10 False \n",
|
||
"3 100 Product.EQUITY 10 False \n",
|
||
"4 100 Product.EQUITY 10 False \n",
|
||
"5 100 Product.EQUITY 10 False \n",
|
||
"6 100 Product.EQUITY 10 False \n",
|
||
"7 100 Product.EQUITY 10 False \n",
|
||
"8 100 Product.EQUITY 10 False \n",
|
||
"9 100 Product.EQUITY 10 False \n",
|
||
"10 100 Product.EQUITY 10 False \n",
|
||
"11 100 Product.EQUITY 10 False \n",
|
||
"12 100 Product.EQUITY 10 False \n",
|
||
"13 100 Product.EQUITY 10 False \n",
|
||
"14 100 Product.EQUITY 10 False \n",
|
||
"15 100 Product.EQUITY 10 False \n",
|
||
"16 100 Product.EQUITY 10 False \n",
|
||
"17 100 Product.EQUITY 10 False \n",
|
||
"18 100 Product.EQUITY 10 False \n",
|
||
"19 100 Product.EQUITY 10 False \n",
|
||
"20 100 Product.EQUITY 10 False \n",
|
||
"21 100 Product.EQUITY 10 False \n",
|
||
"22 100 Product.EQUITY 10 False \n",
|
||
"23 100 Product.EQUITY 10 False \n",
|
||
"24 100 Product.EQUITY 10 False \n",
|
||
"25 100 Product.EQUITY 10 False \n",
|
||
"26 100 Product.EQUITY 10 False \n",
|
||
"27 100 Product.EQUITY 10 False \n",
|
||
"28 100 Product.EQUITY 10 False \n",
|
||
"29 100 Product.EQUITY 10 False \n",
|
||
"... ... ... ... ... ... \n",
|
||
"16289 100 Product.EQUITY 100 False \n",
|
||
"16290 100 Product.EQUITY 100 False \n",
|
||
"16291 100 Product.EQUITY 100 False \n",
|
||
"16292 100 Product.EQUITY 100 False \n",
|
||
"16293 100 Product.EQUITY 100 False \n",
|
||
"16294 100 Product.EQUITY 100 False \n",
|
||
"16295 100 Product.EQUITY 100 False \n",
|
||
"16296 100 Product.EQUITY 100 False \n",
|
||
"16297 100 Product.EQUITY 100 False \n",
|
||
"16298 100 Product.EQUITY 100 False \n",
|
||
"16299 100 Product.EQUITY 100 False \n",
|
||
"16300 100 Product.EQUITY 100 False \n",
|
||
"16301 100 Product.EQUITY 100 False \n",
|
||
"16302 100 Product.EQUITY 100 False \n",
|
||
"16303 100 Product.EQUITY 100 False \n",
|
||
"16304 100 Product.EQUITY 100 False \n",
|
||
"16305 100 Product.EQUITY 100 False \n",
|
||
"16306 100 Product.EQUITY 100 False \n",
|
||
"16307 100 Product.EQUITY 100 False \n",
|
||
"16308 100 Product.EQUITY 100 False \n",
|
||
"16309 100 Product.EQUITY 100 False \n",
|
||
"16310 100 Product.EQUITY 100 False \n",
|
||
"16311 100 Product.EQUITY 100 False \n",
|
||
"16312 100 Product.EQUITY 100 False \n",
|
||
"16313 100 Product.EQUITY 100 False \n",
|
||
"16314 100 Product.EQUITY 100 False \n",
|
||
"16315 100 Product.EQUITY 100 False \n",
|
||
"16316 100 Product.EQUITY 100 False \n",
|
||
"16317 100 Product.EQUITY 100 False \n",
|
||
"16318 0 Product.EQUITY 0 False \n",
|
||
"\n",
|
||
" symbol vt_symbol \n",
|
||
"0 010107 010107.SSE \n",
|
||
"1 010303 010303.SSE \n",
|
||
"2 010504 010504.SSE \n",
|
||
"3 010512 010512.SSE \n",
|
||
"4 010609 010609.SSE \n",
|
||
"5 010619 010619.SSE \n",
|
||
"6 010706 010706.SSE \n",
|
||
"7 010713 010713.SSE \n",
|
||
"8 018003 018003.SSE \n",
|
||
"9 018006 018006.SSE \n",
|
||
"10 018007 018007.SSE \n",
|
||
"11 018008 018008.SSE \n",
|
||
"12 018009 018009.SSE \n",
|
||
"13 019002 019002.SSE \n",
|
||
"14 019003 019003.SSE \n",
|
||
"15 019007 019007.SSE \n",
|
||
"16 019009 019009.SSE \n",
|
||
"17 019012 019012.SSE \n",
|
||
"18 019014 019014.SSE \n",
|
||
"19 019018 019018.SSE \n",
|
||
"20 019019 019019.SSE \n",
|
||
"21 019023 019023.SSE \n",
|
||
"22 019024 019024.SSE \n",
|
||
"23 019026 019026.SSE \n",
|
||
"24 019029 019029.SSE \n",
|
||
"25 019031 019031.SSE \n",
|
||
"26 019034 019034.SSE \n",
|
||
"27 019037 019037.SSE \n",
|
||
"28 019040 019040.SSE \n",
|
||
"29 019041 019041.SSE \n",
|
||
"... ... ... \n",
|
||
"16289 300742 300742.SZSE \n",
|
||
"16290 300743 300743.SZSE \n",
|
||
"16291 300745 300745.SZSE \n",
|
||
"16292 300746 300746.SZSE \n",
|
||
"16293 300747 300747.SZSE \n",
|
||
"16294 300748 300748.SZSE \n",
|
||
"16295 300749 300749.SZSE \n",
|
||
"16296 300750 300750.SZSE \n",
|
||
"16297 300751 300751.SZSE \n",
|
||
"16298 300752 300752.SZSE \n",
|
||
"16299 300753 300753.SZSE \n",
|
||
"16300 300755 300755.SZSE \n",
|
||
"16301 300756 300756.SZSE \n",
|
||
"16302 300757 300757.SZSE \n",
|
||
"16303 300758 300758.SZSE \n",
|
||
"16304 300759 300759.SZSE \n",
|
||
"16305 300760 300760.SZSE \n",
|
||
"16306 300761 300761.SZSE \n",
|
||
"16307 300762 300762.SZSE \n",
|
||
"16308 300763 300763.SZSE \n",
|
||
"16309 300765 300765.SZSE \n",
|
||
"16310 300766 300766.SZSE \n",
|
||
"16311 300767 300767.SZSE \n",
|
||
"16312 300768 300768.SZSE \n",
|
||
"16313 300769 300769.SZSE \n",
|
||
"16314 300770 300770.SZSE \n",
|
||
"16315 300771 300771.SZSE \n",
|
||
"16316 300772 300772.SZSE \n",
|
||
"16317 300773 300773.SZSE \n",
|
||
"16318 131990 131990.SZSE \n",
|
||
"\n",
|
||
"[16319 rows x 16 columns]"
|
||
]
|
||
},
|
||
"execution_count": 3,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"# 查询所有合约\n",
|
||
"engine.get_all_contracts(use_df=True)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 4,
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/html": [
|
||
"<div>\n",
|
||
"<style scoped>\n",
|
||
" .dataframe tbody tr th:only-of-type {\n",
|
||
" vertical-align: middle;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe tbody tr th {\n",
|
||
" vertical-align: top;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe thead th {\n",
|
||
" text-align: right;\n",
|
||
" }\n",
|
||
"</style>\n",
|
||
"<table border=\"1\" class=\"dataframe\">\n",
|
||
" <thead>\n",
|
||
" <tr style=\"text-align: right;\">\n",
|
||
" <th></th>\n",
|
||
" <th>accountid</th>\n",
|
||
" <th>available</th>\n",
|
||
" <th>balance</th>\n",
|
||
" <th>frozen</th>\n",
|
||
" <th>gateway_name</th>\n",
|
||
" <th>vt_accountid</th>\n",
|
||
" </tr>\n",
|
||
" </thead>\n",
|
||
" <tbody>\n",
|
||
" <tr>\n",
|
||
" <th>0</th>\n",
|
||
" <td>1888000315</td>\n",
|
||
" <td>10011029372761</td>\n",
|
||
" <td>10011029372761</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>OES.1888000315</td>\n",
|
||
" </tr>\n",
|
||
" </tbody>\n",
|
||
"</table>\n",
|
||
"</div>"
|
||
],
|
||
"text/plain": [
|
||
" accountid available balance frozen gateway_name \\\n",
|
||
"0 1888000315 10011029372761 10011029372761 0 OES \n",
|
||
"\n",
|
||
" vt_accountid \n",
|
||
"0 OES.1888000315 "
|
||
]
|
||
},
|
||
"execution_count": 4,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"# 查询资金\n",
|
||
"engine.get_all_accounts(use_df=True)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 5,
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/html": [
|
||
"<div>\n",
|
||
"<style scoped>\n",
|
||
" .dataframe tbody tr th:only-of-type {\n",
|
||
" vertical-align: middle;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe tbody tr th {\n",
|
||
" vertical-align: top;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe thead th {\n",
|
||
" text-align: right;\n",
|
||
" }\n",
|
||
"</style>\n",
|
||
"<table border=\"1\" class=\"dataframe\">\n",
|
||
" <thead>\n",
|
||
" <tr style=\"text-align: right;\">\n",
|
||
" <th></th>\n",
|
||
" <th>direction</th>\n",
|
||
" <th>exchange</th>\n",
|
||
" <th>frozen</th>\n",
|
||
" <th>gateway_name</th>\n",
|
||
" <th>pnl</th>\n",
|
||
" <th>price</th>\n",
|
||
" <th>symbol</th>\n",
|
||
" <th>volume</th>\n",
|
||
" <th>vt_positionid</th>\n",
|
||
" <th>vt_symbol</th>\n",
|
||
" <th>yd_volume</th>\n",
|
||
" </tr>\n",
|
||
" </thead>\n",
|
||
" <tbody>\n",
|
||
" <tr>\n",
|
||
" <th>0</th>\n",
|
||
" <td>Direction.NET</td>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>4.1881</td>\n",
|
||
" <td>600010</td>\n",
|
||
" <td>296900</td>\n",
|
||
" <td>600010.SSE.Direction.NET</td>\n",
|
||
" <td>600010.SSE</td>\n",
|
||
" <td>1000000</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1</th>\n",
|
||
" <td>Direction.NET</td>\n",
|
||
" <td>Exchange.SSE</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>OES</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>32.0068</td>\n",
|
||
" <td>600036</td>\n",
|
||
" <td>2300</td>\n",
|
||
" <td>600036.SSE.Direction.NET</td>\n",
|
||
" <td>600036.SSE</td>\n",
|
||
" <td>0</td>\n",
|
||
" </tr>\n",
|
||
" </tbody>\n",
|
||
"</table>\n",
|
||
"</div>"
|
||
],
|
||
"text/plain": [
|
||
" direction exchange frozen gateway_name pnl price symbol \\\n",
|
||
"0 Direction.NET Exchange.SSE 0 OES 0 4.1881 600010 \n",
|
||
"1 Direction.NET Exchange.SSE 0 OES 0 32.0068 600036 \n",
|
||
"\n",
|
||
" volume vt_positionid vt_symbol yd_volume \n",
|
||
"0 296900 600010.SSE.Direction.NET 600010.SSE 1000000 \n",
|
||
"1 2300 600036.SSE.Direction.NET 600036.SSE 0 "
|
||
]
|
||
},
|
||
"execution_count": 5,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"# 查询持仓\n",
|
||
"engine.get_all_positions(use_df=True)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 6,
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": [
|
||
"# 查询活动委托\n",
|
||
"engine.get_all_active_orders(use_df=True)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 7,
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": [
|
||
"# 订阅行情\n",
|
||
"engine.subscribe([\"600036.SSE\"])"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 9,
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/html": [
|
||
"<div>\n",
|
||
"<style scoped>\n",
|
||
" .dataframe tbody tr th:only-of-type {\n",
|
||
" vertical-align: middle;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe tbody tr th {\n",
|
||
" vertical-align: top;\n",
|
||
" }\n",
|
||
"\n",
|
||
" .dataframe thead th {\n",
|
||
" text-align: right;\n",
|
||
" }\n",
|
||
"</style>\n",
|
||
"<table border=\"1\" class=\"dataframe\">\n",
|
||
" <thead>\n",
|
||
" <tr style=\"text-align: right;\">\n",
|
||
" <th></th>\n",
|
||
" <th>ask_price_1</th>\n",
|
||
" <th>ask_price_2</th>\n",
|
||
" <th>ask_price_3</th>\n",
|
||
" <th>ask_price_4</th>\n",
|
||
" <th>ask_price_5</th>\n",
|
||
" <th>ask_volume_1</th>\n",
|
||
" <th>ask_volume_2</th>\n",
|
||
" <th>ask_volume_3</th>\n",
|
||
" <th>ask_volume_4</th>\n",
|
||
" <th>ask_volume_5</th>\n",
|
||
" <th>...</th>\n",
|
||
" <th>limit_down</th>\n",
|
||
" <th>limit_up</th>\n",
|
||
" <th>low_price</th>\n",
|
||
" <th>name</th>\n",
|
||
" <th>open_interest</th>\n",
|
||
" <th>open_price</th>\n",
|
||
" <th>pre_close</th>\n",
|
||
" <th>symbol</th>\n",
|
||
" <th>volume</th>\n",
|
||
" <th>vt_symbol</th>\n",
|
||
" </tr>\n",
|
||
" </thead>\n",
|
||
" <tbody>\n",
|
||
" <tr>\n",
|
||
" <th>0</th>\n",
|
||
" <td>34.6</td>\n",
|
||
" <td>34.62</td>\n",
|
||
" <td>34.63</td>\n",
|
||
" <td>34.64</td>\n",
|
||
" <td>34.65</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>33.85</td>\n",
|
||
" <td></td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>34.57</td>\n",
|
||
" <td>0.0</td>\n",
|
||
" <td>600036</td>\n",
|
||
" <td>1900</td>\n",
|
||
" <td>600036.SSE</td>\n",
|
||
" </tr>\n",
|
||
" </tbody>\n",
|
||
"</table>\n",
|
||
"<p>1 rows × 36 columns</p>\n",
|
||
"</div>"
|
||
],
|
||
"text/plain": [
|
||
" ask_price_1 ask_price_2 ask_price_3 ask_price_4 ask_price_5 \\\n",
|
||
"0 34.6 34.62 34.63 34.64 34.65 \n",
|
||
"\n",
|
||
" ask_volume_1 ask_volume_2 ask_volume_3 ask_volume_4 ask_volume_5 ... \\\n",
|
||
"0 0 0 0 0 0 ... \n",
|
||
"\n",
|
||
" limit_down limit_up low_price name open_interest open_price \\\n",
|
||
"0 0 0 33.85 0 34.57 \n",
|
||
"\n",
|
||
" pre_close symbol volume vt_symbol \n",
|
||
"0 0.0 600036 1900 600036.SSE \n",
|
||
"\n",
|
||
"[1 rows x 36 columns]"
|
||
]
|
||
},
|
||
"execution_count": 9,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"# 查询行情\n",
|
||
"engine.get_tick(\"600036.SSE\", use_df=True)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 10,
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
|
||
"name": "stdout",
|
||
"output_type": "stream",
|
||
"text": [
|
||
"OES.1000124\n"
|
||
]
|
||
}
|
||
],
|
||
"source": [
|
||
"# 委托下单\n",
|
||
"vt_orderid = engine.buy(\"600036.SSE\", 32, 1000)\n",
|
||
"print(vt_orderid)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 11,
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/plain": [
|
||
"OrderData(gateway_name='OES', symbol='600036', exchange=<Exchange.SSE: 'SSE'>, orderid='1000124', type=<OrderType.LIMIT: '限价'>, direction=<Direction.NET: '净'>, offset=<Offset.OPEN: '开'>, price=32, volume=1000, traded=1000, status=<Status.ALLTRADED: '全部成交'>, time=datetime.datetime(2019, 4, 30, 17, 31, 56, 965000, tzinfo=datetime.timezone(datetime.timedelta(seconds=28800))))"
|
||
]
|
||
},
|
||
"execution_count": 11,
|
||
"metadata": {},
|
||
"output_type": "execute_result"
|
||
}
|
||
],
|
||
"source": [
|
||
"# 查询特定委托\n",
|
||
"engine.get_order(vt_orderid)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 12,
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": [
|
||
"# 委托撤单\n",
|
||
"engine.cancel_order(vt_orderid)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": []
|
||
}
|
||
],
|
||
"metadata": {
|
||
"kernelspec": {
|
||
"display_name": "Python 3",
|
||
"language": "python",
|
||
"name": "python3"
|
||
},
|
||
"language_info": {
|
||
"codemirror_mode": {
|
||
"name": "ipython",
|
||
"version": 3
|
||
},
|
||
"file_extension": ".py",
|
||
"mimetype": "text/x-python",
|
||
"name": "python",
|
||
"nbconvert_exporter": "python",
|
||
"pygments_lexer": "ipython3",
|
||
"version": "3.7.1"
|
||
}
|
||
},
|
||
"nbformat": 4,
|
||
"nbformat_minor": 2
|
||
}
|