Support auto repo

Author: sinall

README.rst

@@ -19,6 +19,7 @@ ShiPanE-Python-SDK
 
 - 简单的实盘易 HTTP API 封装，见 shipane_sdk/client.py
 - 多账号自动新股申购（自动打新）
+- 多账号自动逆回购
 - 聚宽（JoinQuant）集成
 - `米筐（RiceQuant）`_ 集成
 - 优矿（Uqer）集成
@@ -128,6 +129,7 @@ Mac/Linux
 
   - examples/joinquant/simple\_strategy.py - 基本用法
   - examples/joinquant/new\_stocks\_purchase.py - 新股申购
+  - examples/joinquant/repo.py - 逆回购
 
 二. 抓取方式
 ~~~~~~~~~~~~
@@ -169,6 +171,7 @@ Mac/Linux
 
   - examples/ricequant/simple\_strategy.py - 基本用法
   - examples/ricequant/new\_stocks\_purchase.py - 新股申购
+  - examples/ricequant/repo.py - 逆回购
 
 二. 抓取方式
 ~~~~~~~~~~~~

config/scheduler-example.ini

@@ -12,6 +12,7 @@
 ; 详见：https://apscheduler.readthedocs.io/en/v2.1.2/cronschedule.html
 ;
 
+
 ;
 ; 实盘易配置
 ;
@@ -20,6 +21,7 @@ host=localhost
 port=8888
 key=
 
+
 ;
 ; 交易客户端 client 参数别名列表
 ;
@@ -28,6 +30,7 @@ key=
 client1=title:monijiaoyi
 client2=title:guotai
 
+
 ;
 ; 自动新股申购配置
 ;
@@ -42,6 +45,24 @@ schedule=0 0 12 mon-fri * * * *
 ; clients=client1,client2
 clients=client1
 
+
+;
+; 自动逆回购配置
+;
+[Repo]
+; 是否启用？
+enabled=false
+
+; 默认设置为：星期一至星期五中午十二点
+schedule=0 55 14 mon-fri * * * *
+
+; 需要自动新股申购的交易客户端列表，以,（半角逗号）分割
+; clients=client1,client2
+clients=client1
+
+security=131810
+
+
 [JoinQuant]
 username=
 password=
@@ -63,6 +84,7 @@ schedule=30 */1 9-15 mon-fri * * * *
 ; clients=client1,client2
 clients=client1
 
+
 [RiceQuant]
 username=
 password=
@@ -83,6 +105,7 @@ schedule=30 */1 9-15 mon-fri * * * *
 ; clients=client1,client2
 clients=client1
 
+
 [Uqer]
 username=
 password=
@@ -103,6 +126,7 @@ schedule=30 */1 9-15 mon-fri * * * *
 ; clients=client1,client2
 clients=client1
 
+
 ;
 ; 果仁自动同步设置
 ; 自动同步采用分批下单，典型的下单步骤如下：

examples/joinquant/repo.py

@@ -0,0 +1,39 @@
+import tushare as ts
+
+import shipane_sdk
+
+
+# 注意：需将回测调成分钟级别
+# 注意：用于回测没有意义，需挂到“我的交易”
+
+def initialize(context):
+    # 每天的收盘前5分钟进行逆回购，参数设置见：https://www.joinquant.com/api#定时运行
+    run_daily(repo, '14:55')
+
+
+def process_initialize(context):
+    # 创建 JoinQuantExecutor 对象
+    # 可选参数包括：host, port, key, client, timeout 等
+    # 请将下面的 IP 替换为实际 IP
+    g.__executor = shipane_sdk.JoinQuantExecutor(
+        host='xxx.xxx.xxx.xxx',
+        port=8888,
+        key='',
+        client=''
+    )
+
+
+def repo(context):
+    if context.run_params.type == 'sim_trade':
+        security = '131810'
+        df = ts.get_realtime_quotes(security)
+        order = {
+            'action': 'SELL',
+            'symbol': security,
+            'type': 'LIMIT',
+            'price': float(df['bid'][0]),
+            'amountProportion': 'ALL'
+        }
+        g.__executor.client.execute(**order)
+    else:
+        log.info('回测中不进行逆回购')

examples/ricequant/repo.py

@@ -0,0 +1,39 @@
+import tushare as ts
+
+import shipane_sdk
+
+
+# 注意：需将回测调成分钟级别
+# 注意：用于回测没有意义，需挂到“我的交易”
+
+def initialize(context):
+    # 每天的收盘前5分钟进行逆回购。参数设置见：https://www.ricequant.com/api/python/chn#scheduler
+    scheduler.run_daily(repo, time_rule=market_close(minute=5))
+
+
+def process_initialize(context):
+    # 创建 JoinQuantExecutor 对象
+    # 可选参数包括：host, port, key, client, timeout 等
+    # 请将下面的 IP 替换为实际 IP
+    g.__executor = shipane_sdk.RiceQuantExecutor(
+        host='xxx.xxx.xxx.xxx',
+        port=8888,
+        key='',
+        client=''
+    )
+
+
+def repo(context):
+    if context.run_info.run_type == RUN_TYPE.PAPER_TRADING:
+        security = '131810'
+        quote_df = ts.get_realtime_quotes(security)
+        order = {
+            'action': 'SELL',
+            'symbol': security,
+            'type': 'LIMIT',
+            'price': float(quote_df['bid'][0]),
+            'amountProportion': 'ALL'
+        }
+        g.__executor.client.execute(**order)
+    else:
+        log.info('回测中不进行逆回购')

shipane_sdk/jobs/repo.py

@@ -0,0 +1,27 @@
+# -*- coding: utf-8 -*-
+
+import tushare as ts
+
+from shipane_sdk.jobs.basic_job import BasicJob
+
+
+class RepoJob(BasicJob):
+    def __init__(self, client, client_aliases=None, name=None, **kwargs):
+        super(RepoJob, self).__init__(name, kwargs.get('schedule', None), kwargs.get('enabled', False))
+
+        self._client = client
+        self._client_aliases = client_aliases
+        self._symbol = kwargs.get('security', '131810')
+
+    def __call__(self):
+        df = ts.get_realtime_quotes(self._symbol)
+        order = {
+            'action': 'SELL',
+            'symbol': self._symbol,
+            'type': 'LIMIT',
+            'price': float(df['bid'][0]),
+            'amountProportion': 'ALL'
+        }
+        for client_alias in self._client_aliases:
+            client = self._client_aliases[client_alias]
+            self._client.execute(client, **order)

shipane_sdk/scheduler.py

@@ -17,6 +17,7 @@
 from shipane_sdk.jobs.new_stock_purchase import NewStockPurchaseJob
 from shipane_sdk.jobs.online_quant_following import OnlineQuantFollowingJob
 from shipane_sdk.jobs.online_quant_sync import OnlineQuantSyncJob
+from shipane_sdk.jobs.repo import RepoJob
 from shipane_sdk.joinquant.client import JoinQuantClient
 from shipane_sdk.ricequant.client import RiceQuantClient
 from shipane_sdk.uqer.client import UqerClient
@@ -39,6 +40,7 @@ def __init__(self):
 
     def start(self):
         self.__add_job(self.__create_new_stock_purchase_job())
+        self.__add_job(self.__create_repo_job())
         self.__add_job(self.__create_join_quant_following_job())
         self.__add_job(self.__create_rice_quant_following_job())
         self.__add_job(self.__create_uqer_following_job())
@@ -63,7 +65,13 @@ def __create_new_stock_purchase_job(self):
         section = 'NewStocks'
         options = self.__build_options(section)
         client_aliases = self.__filter_client_aliases(section)
-        return NewStockPurchaseJob(self._client, client_aliases, '{}FollowingJob'.format(section), **options)
+        return NewStockPurchaseJob(self._client, client_aliases, '{}Job'.format(section), **options)
+
+    def __create_repo_job(self):
+        section = 'Repo'
+        options = self.__build_options(section)
+        client_aliases = self.__filter_client_aliases(section)
+        return RepoJob(self._client, client_aliases, '{}Job'.format(section), **options)
 
     def __create_join_quant_following_job(self):
         section = 'JoinQuant'