Support auto purchasing new stocks

Author: sinall

.gitignore

@@ -89,6 +89,8 @@ ENV/
 .ropeproject
 
 .idea/
+config/*
+!config/*-example.ini
 examples/joinquant/config/config.ini
 tests/config/config.ini
 

README.rst

@@ -8,6 +8,28 @@ ShiPanE-Python-SDK
 | 详情见：http://www.iguuu.com/e
 | 交流QQ群：11527956 |实盘易-股票自动交易|
 
+自动新股申购
+--------
+
+一. Windows
+~~~~~~~~~~~~
+
+- 安装 Python 3.5（建议安装 Anaconda3）
+- cmd 中运行：pip install shipane_sdk
+- cmd 中运行：explorer %UserProfile%\.shipane_sdk
+- 进入 config 目录；将 scheduler-example.ini 拷贝为 scheduler.ini；并修改内容（建议使用Notepad++）
+- 找到 python 安装目录，例如：C:\Users\[用户名]\Anaconda3
+- cmd 下执行（具体路径自行修改）：python "C:\Users\[用户名]\Anaconda3\Scripts\shipane-scheduler.py"
+
+二. Mac/Linux
+~~~~~~~~~~~~
+
+- 安装 Python 3.5
+- terminal 中运行：pip install shipane_sdk
+- terminal 中运行：cp -n ~/.shipane_sdk/config/scheduler-example.ini ~/.shipane_sdk/config/scheduler.ini
+- 修改 ~/.shipane_sdk/config/scheduler.ini
+- terminal 中运行：shipane-scheduler.py
+
 聚宽集成
 --------
 

config/scheduler-example.ini

@@ -0,0 +1,43 @@
+;
+; 实盘易配置
+;
+[ShiPanE]
+host=localhost
+port=8888
+key=
+
+;
+; 交易客户端 client 参数别名列表
+;
+[ClientAliases]
+; 值可以参考实盘易安装目录下的《用户手册.txt》
+client1=title:monijiaoyi
+client2=title:guotai
+
+;
+; 自动新股申购配置
+;
+[NewStocks]
+; 是否启用？
+enabled=false
+
+; 触发时间设置，类似于 cron 表达式
+;
+; 格式为：[秒(0-59)] [分(0-59)] [时(0-23)] [星期几(0-6 或英文缩写)] [星期(1-53)] [日(1-31)] [月(1-12)] [年(四位数字)]
+; （星期几英文缩写：mon,tue,wed,thu,fri,sat,sun）
+;
+; 字段支持表达式：
+; - * 为任意单位时间触发
+; - */a 为每 a 个单位时间触发
+; - a-b 为 a 到 b 的区间触发
+; - a-b/c 为 a 到 b 的区间每 c 个单位时间触发
+;
+; 详见：https://apscheduler.readthedocs.io/en/v2.1.2/cronschedule.html
+;
+; 默认设置为：星期一至星期五中午十二点
+;
+schedule=0 0 12 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

scripts/shipane-scheduler.py

@@ -0,0 +1,5 @@
+#!/usr/bin/env python
+
+from shipane_sdk.scheduler import Scheduler
+
+Scheduler().start()

setup.py

@@ -3,6 +3,7 @@
 from setuptools import setup, find_packages
 from codecs import open
 from os import path
+import os.path
 
 here = path.abspath(path.dirname(__file__))
 
@@ -44,7 +45,7 @@
 
     packages=find_packages(exclude=['contrib', 'docs', 'tests']),
 
-    install_requires=['requests', 'six'],
+    install_requires=['requests', 'six', 'apscheduler', 'lxml', 'cssselect', 'bs4', 'html5lib', 'pandas'],
 
     extras_require={
         'dev': [],
@@ -54,7 +55,9 @@
     package_data={
     },
 
-    data_files=[],
+    data_files=[(os.path.join(os.path.expanduser('~'), '.shipane_sdk', 'config'), ['config/scheduler-example.ini'])],
+
+    scripts=['scripts/shipane-scheduler.py'],
 
     entry_points={
         'console_scripts': [

shipane_sdk/ap.py

@@ -0,0 +1,14 @@
+# -*- coding: utf-8 -*-
+
+from apscheduler.triggers.cron import CronTrigger
+
+
+class APCronParser(object):
+    @classmethod
+    def parse(cls, expression):
+        parts = list(reversed(expression.split()))
+        for i in range(len(parts)):
+            if parts[i] == '?':
+                parts[i] = None
+
+        return CronTrigger(parts[0], parts[1], parts[2], parts[3], parts[4], parts[5], parts[6], parts[7])

shipane_sdk/jobs/new_stock_purchase.py

@@ -0,0 +1,38 @@
+# -*- coding: utf-8 -*-
+import json
+import logging
+from datetime import datetime
+
+from shipane_sdk.stock import *
+
+
+class NewStockPurchaseJob(object):
+    def __init__(self, config, client):
+        self._log = logging.getLogger()
+        self._config = config
+        self._client = client
+
+    def __call__(self):
+        all_client_aliases = dict(self._config.items('ClientAliases'))
+        client_aliases = self._config.get('NewStocks', 'clients').split(',')
+        today = datetime.strftime(datetime.today(), '%Y-%m-%d')
+        df = StockUtils.new_stocks()
+        df = df[(df.ipo_date == today)]
+        for client_alias in client_aliases:
+            client = all_client_aliases[client_alias.strip()]
+            self._log.info(u'客户端[%s(%s)]开始新股申购', client_alias, client)
+            for index, row in df.iterrows():
+                try:
+                    order = {
+                        'symbol': row['code'], 'type': 'LIMIT', 'price': row['price'], 'amountProportion': 'ALL'
+                    }
+                    self._log.info(u'下单：%s', json.dumps(order))
+                    response = self._client.buy(client, **order)
+                    if response is not None:
+                        self._log.info(u'[实盘易] 回复如下：\nstatus_code: %d\ntext: %s',
+                                       response.status_code, response.text)
+                    else:
+                        self._log.error('[实盘易] 未回复')
+                except Exception as e:
+                    self._log.exception('账户[%s(%s)]申购新股[%s（%s）]失败', client_alias, client, row['name'], row['code'])
+            self._log.info(u'客户端[%s(%s)]结束新股申购', client_alias, client)

shipane_sdk/scheduler.py

@@ -0,0 +1,52 @@
+# -*- coding: utf-8 -*-
+import codecs
+import logging
+import os
+import os.path
+import time
+
+import six
+from apscheduler.schedulers.background import BackgroundScheduler
+from six.moves import configparser
+
+from shipane_sdk import Client
+from shipane_sdk.ap import APCronParser
+from shipane_sdk.jobs.new_stock_purchase import NewStockPurchaseJob
+
+if six.PY2:
+    ConfigParser = configparser.RawConfigParser
+else:
+    ConfigParser = configparser.ConfigParser
+
+
+class Scheduler(object):
+    def __init__(self):
+        logging.basicConfig(level=logging.INFO, format='%(asctime)-15s %(levelname)-6s %(message)s')
+        self._log = logging.getLogger()
+
+        config_path = os.path.join(os.path.expanduser('~'), '.shipane_sdk', 'config', 'scheduler.ini')
+        self._log.info('Config path: %s', config_path)
+        self._config = ConfigParser()
+        self._config.readfp(codecs.open(config_path, "r", "utf8"))
+
+        self._client = Client(host=self._config.get('ShiPanE', 'host'),
+                              port=self._config.get('ShiPanE', 'port'),
+                              key=self._config.get('ShiPanE', 'key'))
+
+        self._new_stock_purchase_job = NewStockPurchaseJob(self._config, self._client)
+
+    def start(self):
+        scheduler = BackgroundScheduler()
+
+        if self._config.getboolean('NewStocks', 'enabled'):
+            scheduler.add_job(self._new_stock_purchase_job,
+                              APCronParser.parse(self._config.get('NewStocks', 'schedule')))
+
+        scheduler.start()
+        print('Press Ctrl+{0} to exit'.format('Break' if os.name == 'nt' else 'C'))
+
+        try:
+            while True:
+                time.sleep(1)
+        except (KeyboardInterrupt, SystemExit):
+            scheduler.shutdown()

shipane_sdk/stock.py

@@ -0,0 +1,22 @@
+# -*- coding: utf-8 -*-
+
+import lxml.html.soupparser
+import pandas as pd
+import requests
+
+
+class StockUtils(object):
+    @staticmethod
+    def new_stocks():
+        url = 'http://vip.stock.finance.sina.com.cn/corp/view/vRPD_NewStockIssue.php?page=1&cngem=0&orderBy=NetDate&orderType=desc'
+        request = requests.get(url)
+        doc = lxml.html.soupparser.fromstring(request.content, features='html.parser')
+        table = doc.cssselect('table#NewStockTable')[0]
+        table.remove(table.cssselect('thead')[0])
+        table_html = lxml.html.etree.tostring(table).decode('utf-8')
+        df = pd.read_html(table_html, skiprows=[0, 1])[0]
+        df = df.drop([df.columns[idx] for idx in [1, 12, 13, 14]], axis=1)
+        df.columns = ['code', 'name', 'ipo_date', 'issue_date', 'amount', 'markets', 'price', 'pe', 'limit', 'funds',
+                      'ballot']
+        df['code'] = df['code'].astype(str)
+        return df