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multiaccount.py
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#!/usr/bin/env python
# -*- coding: utf-8 -*-
__time__ = '2020/8/5 22:45'
__author__ = 'Hong Yan'
from typing import List, Union, Optional
from shinny_structlog import ShinnyLoggerAdapter
from tqsdk.channel import TqChan
from tqsdk.tradeable import TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, BaseSim, TqZq, TqCtp, TqRohon, TqJees, TqYida
from tqsdk.tradeable.mixin import StockMixin
class TqMultiAccount(object):
"""
天勤多账户 - TqMultiAccount
天勤多账户模块提供了单 `api` 同时操作不同账户及其组合的功能支持，目前已支持实盘账户、模拟账户和快期模拟账户的任意组合。
使用天勤多账户进行跨市场或跨账户交易时，可以在不引入多进程和多线程的前提下, 比较方便的传递账户信息进行策略编写,
同时, 也更方便对不同账户的交易数据进行统计分析。
**注意**
- 多账户模式下, 对于 get_position，account，insert_order，set_target_volume 等函数必须指定 account 参数
- 多账户模式下, 实盘账户的数量受限于快期账户支持实盘账户数, 详见:`更多的实盘交易账户数 <https://doc.shinnytech.com/tqsdk/latest/profession.html#id2>`_
"""
def __init__(self, accounts: Optional[List[Union[TqAccount, TqKq, TqZq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon, TqJees, TqYida]]] = None):
"""
创建 TqMultiAccount 实例
Args:
accounts (List[Union[TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, TqZq, TqCtp, TqRohon, TqJees, TqYida]]): [可选] 多账户列表, 若未指定任何账户, 则为 [TqSim()]
Example1::
from tqsdk import TqApi, TqAccount, TqMultiAccount
account1 = TqAccount("H海通期货", "123456", "123456")
account2 = TqAccount("H宏源期货", "654321", "123456")
api = TqApi(TqMultiAccount([account1, account2]), auth=TqAuth("快期账户", "账户密码"))
# 分别获取账户资金信息
order1 = api.insert_order(symbol="DCE.m2101", direction="BUY", offset="OPEN", volume=3, account=account1)
order2 = api.insert_order(symbol="SHFE.au2012C308", direction="BUY", offset="OPEN", volume=3, limit_price=78.0, account=account2)
while order1.status != "FINISHED" or order2.status != "FINISHED":
api.wait_update()
# 分别获取账户资金信息
account_info1 = account1.get_account()
account_info2 = account2.get_account()
api.close()
Example2::
# 多账户模式下使用 TargetPosTask
from tqsdk import TqApi, TqAccount, TqMultiAccount, TqAuth, TargetPosTask
account1 = TqAccount("H海通期货", "123456", "123456")
account2 = TqAccount("H宏源期货", "654321", "123456")
api = TqApi(TqMultiAccount([account1, account2]), auth=TqAuth("快期账户", "账户密码"))
symbol1 = "DCE.m2105"
symbol2 = "DCE.i2101"
position1 = account1.get_position(symbol1)
position2 = account2.get_position(symbol2)
# 多账户模式下, 调仓工具需要指定账户实例
target_pos1 = TargetPosTask(api, symbol1, account=account1)
target_pos2 = TargetPosTask(api, symbol2, account=account2)
target_pos1.set_target_volume(30)
target_pos2.set_target_volume(80)
while position1.volume_long != 30 or position2.volume_long != 80:
api.wait_update()
api.close()
"""
self._account_list = accounts if accounts else [TqSim()]
self._all_sim_account = all([isinstance(a, BaseSim) for a in self._account_list]) # 是否全部为本地模拟帐号
self._map_conn_id = {} # 每次建立连接时，记录每个 conn_id 对应的账户
if self._has_duplicate_account():
raise Exception("多账户列表中不允许使用重复的账户实例.")
def _has_duplicate_account(self):
# 存在相同的账户实例
account_set = set([a._account_key for a in self._account_list])
return len(account_set) != len(self._account_list)
def _check_valid(self, account: Union[str, TqAccount, TqKq, TqKqStock, TqSim, TqSimStock, None]):
"""
查询委托、成交、资产、委托时, 需要指定账户实例
account: 类型 str 表示 account_key，其他为账户类型或者 None
"""
if isinstance(account, str):
selected_list = [a for a in self._account_list if a._account_key == account]
return selected_list[0] if selected_list else None
elif account is None:
return self._account_list[0] if len(self._account_list) == 1 else None
else:
return account if account in self._account_list else None
def _get_account_id(self, account):
""" 获取指定账户实例的账户属性 """
acc = self._check_valid(account)
return acc._account_id if acc else None
def _get_account_key(self, account):
""" 获取指定账户实例的账户属性 """
acc = self._check_valid(account)
return acc._account_key if acc else None
def _is_stock_type(self, account_or_account_key):
""" 判断账户类型是否为股票账户 """
acc = self._check_valid(account_or_account_key)
return isinstance(acc, StockMixin)
def _get_trade_more_data(self, data):
""" 获取业务信息截面 trade_more_data 标识，当且仅当所有账户的标识置为 false 时，业务信息截面就绪 """
trade_more_datas = []
for account in self._account_list:
trade_node = data.get("trade", {}).get(account._account_key, {})
trade_more_data = trade_node.get("trade_more_data", True)
trade_more_datas.append(trade_more_data)
return any(trade_more_datas)
def _setup_connection(self, api, api_send_chan, api_recv_chan, ws_md_send_chan, ws_md_recv_chan):
self._api = api
# 将多个 account chain 起来
log = ShinnyLoggerAdapter(self._api._logger.getChild("TqMultiAccount"))
for index, account in enumerate(self._account_list):
_send_chan = api_send_chan if index == len(self._account_list) - 1 else TqChan(self._api, logger=log)
_recv_chan = api_recv_chan if index == len(self._account_list) - 1 else TqChan(self._api, logger=log)
_send_chan._logger_bind(chan_name=f"send to account_{index}")
_recv_chan._logger_bind(chan_name=f"recv from account_{index}")
ws_md_send_chan._logger_bind(chan_from=f"account_{index}")
ws_md_recv_chan._logger_bind(chan_to=f"account_{index}")
conn_id = account._connect_td(self._api, index)
if conn_id:
self._map_conn_id[conn_id] = account
# 启动账户实例
self._api.create_task(account._run(self._api, _send_chan, _recv_chan, ws_md_send_chan, ws_md_recv_chan))
ws_md_send_chan, ws_md_recv_chan = _send_chan, _recv_chan