AlgoPlus
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AlgoPlus 2.0是使用c++语言开发的用于全市场交易的SDK,提供c++/python/java接口。
官网
股票现货API
- 安装方法
pip install AlgoPlusTORAStockV3x
操作系统:win_amd64,linux
Python版本:>=3.7,<3.9
如果无法安装,可以下载安装包,然后尝试离线安装:
https://pypi.tuna.tsinghua.edu.cn/simple/algoplustorastockv3x/
- 业务柜台
AlgoPlusTORAStockV3x封装的是华鑫证券奇点柜台的API。对在N视界官网(http://n-sight.com.cn)注册的现货仿真交易账户开放测试,支持普通股债交易、查询等业务。
- 仿真交易测试
-
同步仿真环境
TraderFrontAddress = "tcp://210.14.72.11:4400"
MdFrontAddress = "tcp://210.14.72.11:4402"
-
7*24仿真环境
TraderFrontAddress = "tcp://210.14.72.15:4400"
MdFrontAddress = "tcp://210.14.72.15:4402"
- 客户端
下载链接: https://pan.baidu.com/s/1jQCjl3eGAUf41HO4lPyD5g 提取码: 6aye
期货API
- 安装方法
pip install AlgoPlusCTPV6315
操作系统:win_amd64,linux
Python版本:>=3.7,<3.9
如果无法安装,可以下载安装包,然后尝试离线安装:
https://pypi.tuna.tsinghua.edu.cn/simple/algoplusctpv6315/
- 业务柜台
AlgoPlusCTPV6315封装的是上期技术CTP柜台的API。对在N视界(http://n-sight.com.cn)和SimNow(http://simnow.com.cn)注册的期货仿真交易账户开放测试,支持期货交易、查询等相关业务。
- 仿真交易测试
-
NSight同步仿真环境
BrokerID = "10010"
TraderFrontAddress = "tcp://210.14.72.15:4600"
MdFrontAddress = "tcp://210.14.72.15:4602"
AppID = ""
AuthCode = ""
-
SimNow同步仿真环境
BrokerID = "9999"
TraderFrontAddress = "tcp://180.168.146.187:10201"
MdFrontAddress = "tcp://180.168.146.187:10211"
AppID = "simnow_client_test"
AuthCode = "0000000000000000"
-
SimNow同步仿真环境
BrokerID = "9999"
TraderFrontAddress = tcp://180.168.146.187:10202
MdFrontAddress = 180.168.146.187:10212
AppID = "simnow_client_test"
AuthCode = "0000000000000000"
-
SimNow同步仿真环境
BrokerID = "9999"
TraderFrontAddress = "tcp://218.202.237.33:10203"
MdFrontAddress = "tcp://218.202.237.33:10213"
AppID = "simnow_client_test"
AuthCode = "0000000000000000"
-
SimNow7*24仿真环境
BrokerID = "9999"
TraderFrontAddress = "tcp://180.168.146.187:10130"
MdFrontAddress = "tcp://180.168.146.187:10131"
AppID = "simnow_client_test"
AuthCode = "0000000000000000"
- 客户端
下载链接: https://pan.baidu.com/s/1VSza3McX-Dyy33YLr8pBMg 提取码:f5ni
方法列表
/// 版本号
const char* getVersion();
/// 初始化
CBaseTrader* init(int nRunID, CAPLoginField* pLoginField, PyObject* pOrderEventCallback = Py_None, PyObject* pFlexibleEventCallback = Py_None, PyObject* pLoopEventCallback = Py_None, PyObject* pSnapDataEventCallback = Py_None);
/// 查询初始化错误
int getInitError();
/// 查询错误信息
const char* getMessageByErrorID(TAPErrorIDType nErrorID);
/// 轮询
void loop();
/// 设置运行模式。默认Debug模式:将事件相关结构体转为字符串,调用EventTextProcessor处理。
int setRunMode(TAPRunModeType chRunMode);
/// 设置处理事件字符串的方法。默认输出到屏幕。
int setEventTextProcessor(PyObject* pTextProcessor);
/// 订阅行情
int subscribeOne(CBaseTrader* pAPTrader, const char* szStandardID, const char* szExchangeID = NULL);
/// 批量订阅行情
int subscribe(CBaseTrader* pAPTrader, char** ppStandardID, int nCount, const char* szExchangeID = NULL);
/// 退订行情
int unsubscribeOne(CBaseTrader* pAPTrader, const char* szStandardID, const char* szExchangeID = NULL);
/// 批量退订行情
int unsubscribe(CBaseTrader* pAPTrader, char** ppStandardID, int nCount, const char* szExchangeID = NULL);
/// 买开数量
CAPOrderField* buyOpen(CBaseTrader* pAPTrader, const char* szStandardID, int nOrderVolume, char chOrderType, double dOrderPrice, const char* szExchangeID = NULL, char chDirection = ENUM_Direction_Buy);
/// 卖平数量
CAPOrderField* sellClose(CBaseTrader* pAPTrader, const char* szStandardID, int nOrderVolume, char chOrderType, double dOrderPrice, const char* szExchangeID = NULL, char chDirection = ENUM_Direction_Sell, char chOffsetFlag = '\0', const char* szCreditDebtID = NULL);
/// 卖开数量
CAPOrderField* sellOpen(CBaseTrader* pAPTrader, const char* szStandardID, int nOrderVolume, char chOrderType, double dOrderPrice, const char* szExchangeID = NULL, char chDirection = '\0', char chCreditQuotaType = '\0');
/// 买平数量
CAPOrderField* buyClose(CBaseTrader* pAPTrader, const char* szStandardID, int nOrderVolume, char chOrderType, double dOrderPrice, const char* szExchangeID = NULL, char chDirection = '\0', char chOffsetFlag = '\0', const char* szCreditDebtID = NULL);
/// 报单
CAPOrderField* insertOrder(CBaseTrader* pAPTrader, const char* szExchangeID, const char* szStandardID, char chDirection, char chOffsetFlag, int nVolume, const char* szCombineOrderType, double dPrice, char chCreditQuotaType = '\0', const char* szCreditDebtID = NULL);
/// 撤单
int cancelOrder(CBaseTrader* pAPTrader, const char* szExchangeID, const char* szStandardID, const char* szOrderSysID, int nOrderID, int nFrontID = 0, int nSessionID = 0);
/// 撤单
int cancelOrderByOrderID(CBaseTrader* pAPTrader, int nOrderID);
/// 以标的撤单
int cancelOrderByStandardID(CBaseTrader* pAPTrader, const char* szExchangeID = NULL, const char* szStandardID = NULL);
/// 划转资金
CAPTransferAssetField* transferCash(CBaseTrader* pAPTrader, char chTransferFlag, double dAmount, const char* szAccountPassword, const char* szBankID, const char* szBankPassword, const char* szNodeID = NULL, const char* szCreditDebtID = NULL);
/// 划转持仓
CAPTransferAssetField* transferPosition(CBaseTrader* pAPTrader, char chTransferFlag, int nVolume, const char* szStandardID, const char* szNodeID = NULL, const char* szCreditDebtID = NULL, const char* szExchangeID = NULL);
/// 查询银行卡余额
TAPErrorIDType queryBankAccountCash(CBaseTrader* pAPTrader, const char* szAccountPassword, const char* szBankID, const char* szBankPassword);
/// 修改密码
TAPErrorIDType updatePassword(CBaseTrader* pAPTrader, char chPasswordFlag, const char* szOldPassword, const char* szNewPassword);
/// 添加任务
int addTask(CBaseTrader* pAPTrader, TAPEventIDType nEventID, CAPQueryCommandField* pQueryCommandField = NULL, int nMaxExecuteCount = 1, TAPTimeAnchorType nExecuteGap = -1, TAPTimeAnchorType nFailedGap = -1, bool bRefuseError = false, TAPTimeAnchorType nExecuteTimeout = -1);
/// 退出
void exitX(CBaseTrader* pAPTrader = NULL);
/// 事件响应结构体域名
const char* getFields(TAPEventIDType nEventID, void* pEventStruct);
/// 事件响应结构体转字符串
const char* toText(TAPEventIDType nEventID, void* pEventStruct, bool bWithFieldName = false, const char* szSeparator = ",", int nPrecision = 2);
/// 设置时间锚
long long setTimeAnchor();
/// 计算时间差
long long getTimeElapse(TAPTimeAnchorType nTimeAnchor = 0);
回调函数类型
/// 切片行情事件回调
typedef void(*FAPSnapDataEventCallbackType)(TAPEventIDType, CAPMarketDataField*);
/// 订单事件回调
typedef void(*FAPOrderEventCallbackType)(TAPEventIDType, CAPOrderField*);
/// 其他事件回调
typedef void(*FAPFlexibleEventCallbackType)(TAPEventIDType, void*, bool, TAPErrorIDType, const char*, const char*);
/// 线程轮询事件回调
typedef void(*FAPLoopEventCallbackType)();
结构体
class APLoginField:
_fields_ = [
('License', ctypes.c_char*256), #///许可证
('UserType', ctypes.c_int), #///客户类型
('UserID', ctypes.c_char*16), #///客户号
('Password', ctypes.c_char*41), #///密码
('InvestorID', ctypes.c_char*16), #///投资者代码,如果未设置则使用UserID
('AccountID', ctypes.c_char*21), #///资金账户,无需设置
('DepartmentID', ctypes.c_char*11), #///部门代码,无需设置
('TraderFrontType', ctypes.c_int), #///交易前置类型
('TraderFrontAddress', ctypes.c_char*32), #///交易前置地址(tcp://127.0.0.1:22222)
('MdFrontType', ctypes.c_int), #///行情前置类型
('MdFrontAddress', ctypes.c_char*32), #///行情前置地址(tcp://127.0.0.1:22222)
('ConnectTimeout', ctypes.c_longlong), #///初始化超时退出(微秒)
('TaskExecuteGap', ctypes.c_longlong), #///账户任务执行间隔(微秒)
('TaskFailedGap', ctypes.c_longlong), #///任务失败执行间隔(微秒)
('TaskExecuteTimeout', ctypes.c_longlong), #///账户任务执行超时(微秒),未设置或者小于10秒时以10秒阈值
('LoopGap', ctypes.c_longlong), #///Loop线程间隔(微秒)
('IDRange', ctypes.c_int), #///管理标识
('BasePath', ctypes.c_char*128), #///文件路径
('BrokerID', ctypes.c_char*11), #///BrokerID(期货专用)
('AppID', ctypes.c_char*33), #///AppID(期货专用)
('AuthCode', ctypes.c_char*17), #///AuthCode(期货专用)
('HDSerial', ctypes.c_char*33), #///硬盘序列号
('MacAddress', ctypes.c_char*21), #///Mac地址
('OuterIPAddress', ctypes.c_char*16), #///公网IP地址
('OuterPort', ctypes.c_int), #///公网IP端口号
('InnerIPAddress', ctypes.c_char*16), #///内网IP地址
('UserProductInfo', ctypes.c_char*11), #///产品信息
('TerminalInfo', ctypes.c_char*256), #///终端信息
]
class APMarketDataField:
_fields_ = [
('TradingDay', ctypes.c_char*9), #///交易日
('ExchangeID', ctypes.c_char*9), #///交易所
('StandardID', ctypes.c_char*81), #///标准交易代码
('MarketDataStatus', ctypes.c_char*1), #///行情状态
('UpdateTime', ctypes.c_char*9), #///更新时间
('UpdateMillisec', ctypes.c_int), #///更新毫秒
('LastPrice', ctypes.c_double), #///最新价
('PreClosePrice', ctypes.c_double), #///昨收盘价
('PreSettlementPrice', ctypes.c_double), #///昨结算价
('OpenPrice', ctypes.c_double), #///今开盘价
('HighestPrice', ctypes.c_double), #///最高价
('LowestPrice', ctypes.c_double), #///最低价
('BidPrice1', ctypes.c_double), #///买1价
('BidVolume1', ctypes.c_int), #///买1量
('AskPrice1', ctypes.c_double), #///卖1价
('AskVolume1', ctypes.c_int), #///卖1量
('UpperLimitPrice', ctypes.c_double), #///涨停价
('LowerLimitPrice', ctypes.c_double), #///跌停价
('OpenInterest', ctypes.c_double), #///持仓量
('PreOpenInterest', ctypes.c_double), #///昨持仓量
('Volume', ctypes.c_longlong), #///成交量
('Turnover', ctypes.c_double), #///成交金额
('AveragePrice', ctypes.c_double), #///当日均价
('BidPrice2', ctypes.c_double), #///买2价
('BidVolume2', ctypes.c_int), #///买2量
('AskPrice2', ctypes.c_double), #///卖2价
('AskVolume2', ctypes.c_int), #///卖2量
('BidPrice3', ctypes.c_double), #///买3价
('BidVolume3', ctypes.c_int), #///买3量
('AskPrice3', ctypes.c_double), #///卖3价
('AskVolume3', ctypes.c_int), #///卖3量
('BidPrice4', ctypes.c_double), #///买4价
('BidVolume4', ctypes.c_int), #///买4量
('AskPrice4', ctypes.c_double), #///卖4价
('AskVolume4', ctypes.c_int), #///卖4量
('BidPrice5', ctypes.c_double), #///买5价
('BidVolume5', ctypes.c_int), #///买5量
('AskPrice5', ctypes.c_double), #///卖5价
('AskVolume5', ctypes.c_int), #///卖5量
]
class APOrderField:
_fields_ = [
('TradingDay', ctypes.c_char*9), #///交易日
('UserID', ctypes.c_char*16), #///客户号
('ShareholderID', ctypes.c_char*11), #///股东账户代码
('SessionID', ctypes.c_int), #///会话号
('FrontID', ctypes.c_int), #///前置号
('OrderID', ctypes.c_int), #///报单引用
('OrderMark', ctypes.c_int), #///订单备注
('ExchangeID', ctypes.c_char*9), #///交易所
('StandardID', ctypes.c_char*81), #///标准交易代码
('Direction', ctypes.c_char*1), #///订单方向
('OffsetFlag', ctypes.c_char*1), #///开平标志
('OrderType', ctypes.c_char*1), #///订单类型
('IsBuyFromMarket', ctypes.c_bool), #///是否是买入
('IsLimitOrder', ctypes.c_bool), #///是否是限价单
('CombineOrderType', ctypes.c_char*5),
('CreditQuotaType', ctypes.c_char*1), #///头寸类型(两融专用)
('CreditDebtID', ctypes.c_char*21), #///信用负债编号(两融专用)
('OriginalVolume', ctypes.c_int), #///报单数量
('OriginalPrice', ctypes.c_double), #///报单价格
('OrderLocalTime', ctypes.c_longlong), #///本地报单时间
('OrderSysID', ctypes.c_char*21), #///系统编号
('InsertTime', ctypes.c_char*9), #///申报时间
('UpdateTime', ctypes.c_char*9), #///交易所接收时间
('OrderStatus', ctypes.c_char*1), #///订单状态
('TradedVolumeChange', ctypes.c_int), #///成交数量变化
('TradedVolume', ctypes.c_int), #///全部成交数量
('CanceledVolume', ctypes.c_int), #///全部撤单数量
('LastTradedPrice', ctypes.c_double), #///最近一次成交价
('TradedVolumeChangeOfTurnover', ctypes.c_int), #///与成交额对应的成交数量变化
('TradedVolumeOfTurnover', ctypes.c_int), #///与成交额对应的全部成交数量
('TurnoverChange', ctypes.c_double), #///成交额
('Turnover', ctypes.c_double), #///成交额
('AverageCost', ctypes.c_double), #///平均成本
('UsableVolume', ctypes.c_int), #///可用持仓
('UseableCash', ctypes.c_double), #///可用资金
('ErrorID', ctypes.c_int), #///错误代码
('Message', ctypes.c_char*256), #///信息
]
class APTransferAssetField:
_fields_ = [
('TradingDay', ctypes.c_char*9), #///交易日
('UserID', ctypes.c_char*16), #///客户号
('TransferID', ctypes.c_int), #///资产划转编号
('TransferStatus', ctypes.c_char*1), #///转移状态
('TransferFlag', ctypes.c_char*1), #///转移方向
('Amount', ctypes.c_double), #///转移金额
('Volume', ctypes.c_int), #///转移数量
('ExchangeID', ctypes.c_char*9), #///交易所
('StandardID', ctypes.c_char*81), #///标准交易代码
('TransferPositionType', ctypes.c_char*1), #///转移持仓类型
('CreditDebtID', ctypes.c_char*21), #///负债编号
('BankID', ctypes.c_char*4), #///银行代码(银证转账时必填)
('ExternalNodeID', ctypes.c_char*32), #///外部节点编号
('FrontID', ctypes.c_int), #///前置编号
('SessionID', ctypes.c_int), #///会话编号
('BusinessID', ctypes.c_char*32), #///转移流水号
('ErrorID', ctypes.c_int), #///错误代码
('Message', ctypes.c_char*256), #///信息
]
class APQueryCommandField:
_fields_ = [
('TradingDay', ctypes.c_char*9), #///交易日
('UserID', ctypes.c_char*16), #///客户号
('RequestID', ctypes.c_int), #///请求编号
('ExchangeID', ctypes.c_char*9), #///交易所
('StandardID', ctypes.c_char*81), #///标准交易代码
('BusinessID', ctypes.c_char*32), #///业务流水号
('CombineBusinessFlag', ctypes.c_char*3), #///业务标志组合
('FloatValue', ctypes.c_double), #///浮点型
('IntValue', ctypes.c_int), #///整形
('StartTime', ctypes.c_char*9), #///开始时间
('EndTime', ctypes.c_char*9), #///结束时间
('StartDate', ctypes.c_char*9), #///开始日期
('EndDate', ctypes.c_char*9), #///结束日期
('BankID', ctypes.c_char*4), #///银行代码
('BankPassword', ctypes.c_char*41), #///银行账户密码
('AccountPassword', ctypes.c_char*41), #///资金账户密码
('NodeID', ctypes.c_char*32), #///柜台节点号
]
联系
- 微信公众号: AlgoPlus
- QQ群: 866469866(加群注明AlgoPlus)