Support RiceQuant following

Author: sinall

README.rst

@@ -13,13 +13,15 @@ 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）
-- 聚宽集成
+- 聚宽（JoinQuant）集成
+- 米筐（RiceQuant）集成
 
 定时任务调度
 --------------
 
 - 多账号自动新股申购（自动打新）
-- 聚宽跟单（抓取方式）
+- 聚宽（JoinQuant）自动跟单（抓取方式）
+- 米筐（RiceQuant）自动跟单（抓取方式）
 
 安装
 ~~~~
@@ -53,8 +55,8 @@ pip install --upgrade --no-deps --no-binary shipane_sdk shipane_sdk
 
 定时任务默认禁用；如需启动，请设置 enabled=true
 
-聚宽集成
---------
+聚宽（JoinQuant）集成
+---------------------
 
 一. 推送方式
 ~~~~~~~~~~~~
@@ -91,6 +93,30 @@ pip install --upgrade --no-deps --no-binary shipane_sdk shipane_sdk
 
 见 `定时任务调度 <#定时任务调度>`__
 
+米筐（RiceQuant）集成
+---------------------
+
+一. 推送方式
+~~~~~~~~~~~~
+
+不支持。
+
+二. 抓取方式
+~~~~~~~~~~~~
+
+采用定时轮询的方式。
+
+先决条件
+^^^^^^^^
+
+-  部署实盘易成功。
+-  手动测试通过。
+
+步骤
+^^^^
+
+见 `定时任务调度 <#定时任务调度>`__
+
 其他语言 SDK
 ------------
 

config/scheduler-example.ini

@@ -57,3 +57,19 @@ enabled=false
 ;
 ; 默认设置为：星期一至星期五 9:00 到 15:00 每分钟的第 30 秒
 schedule=30 */1 9-15 mon-fri * * * *
+
+[RiceQuant]
+username=
+password=
+
+; 模拟交易 URL 中 最后一个 / 后面的那串字符
+; 例如，模拟交易 URL 为：https://www.ricequant.com/pt/454879/1226010
+; 则此处填写：1226010
+run_id=
+
+; 是否启用？
+enabled=false
+
+;
+; 默认设置为：星期一至星期五 9:00 到 15:00 每分钟的第 30 秒
+schedule=30 */1 9-15 mon-fri * * * *

setup.py

@@ -45,7 +45,7 @@
 
     packages=find_packages(exclude=['contrib', 'docs', 'tests']),
 
-    install_requires=['requests', 'six', 'apscheduler', 'lxml', 'cssselect', 'bs4', 'html5lib', 'pandas'],
+    install_requires=['requests', 'six', 'apscheduler', 'lxml', 'cssselect', 'bs4', 'html5lib', 'pandas', 'rqopen-client'],
 
     extras_require={
         'dev': [],

shipane_sdk/jobs/ricequant_following.py

@@ -0,0 +1,67 @@
+# -*- coding: utf-8 -*-
+
+import logging
+from datetime import datetime
+
+from shipane_sdk.market_utils import MarketUtils
+from shipane_sdk.ricequant.client import RiceQuantClient
+from shipane_sdk.ricequant.transaction import RiceQuantTransaction
+
+
+class RiceQuantFollowingJob(object):
+    def __init__(self, config, client):
+        self._log = logging.getLogger()
+        self._config = config
+        self._client = client
+        self._rq_client = RiceQuantClient(username=self._config.get('RiceQuant', 'username'),
+                                          password=self._config.get('RiceQuant', 'password'),
+                                          run_id=self._config.get('RiceQuant', 'run_id'))
+        self._rq_client.login()
+        self._start_datatime = datetime.now()
+        self._processed_transactions = []
+
+    def __call__(self):
+        if MarketUtils.is_closed():
+            self._log.warning("********** 休市期间不跟单 **********")
+            if self._processed_transactions:
+                del self._processed_transactions[:]
+            return
+
+        self._log.info("********** 开始跟单 **********")
+        try:
+            transaction_detail = self._rq_client.query()
+            raw_transactions = transaction_detail['resp']['trades']
+            self._log.info("获取到 {} 条委托".format(len(raw_transactions)))
+
+            transactions = []
+            for raw_transaction in raw_transactions:
+                transaction = RiceQuantTransaction(raw_transaction).normalize()
+                if self._is_expired(transaction):
+                    continue
+
+                transactions.append(transaction)
+            self._log.info("获取到 {} 条有效委托".format(len(transactions)))
+
+            for tx in transactions:
+                self._processed_transactions.append(tx)
+                self._log.info("开始以 {}元 {} {}股 {}".format(tx.price, tx.get_cn_type(), tx.amount, tx.symbol))
+                response = self._shipane_client.execute(None,
+                                                        action=tx.type,
+                                                        symbol=tx.symbol,
+                                                        type='LIMIT',
+                                                        price=tx.price,
+                                                        amount=tx.amount)
+                if response is not None:
+                    self._log.info(u'实盘易回复：\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("跟单异常")
+        self._log.info("********** 结束跟单 **********\n")
+
+    def _is_expired(self, transaction):
+        if transaction.completed_at < self._start_datatime:
+            return True
+        if transaction in self._processed_transactions:
+            return True
+        return False

shipane_sdk/ricequant/__init__.py

@@ -0,0 +1,15 @@
+# -*- coding: utf-8 -*-
+
+from rqopen_client import RQOpenClient
+
+
+class RiceQuantClient(object):
+    def __init__(self, **kwargs):
+        self._run_id = kwargs.pop('run_id')
+        self._rq_client = RQOpenClient(kwargs.pop('username'), kwargs.pop('password'))
+
+    def login(self):
+        self._rq_client.login()
+
+    def query(self):
+        return self._rq_client.get_day_trades(self._run_id)

shipane_sdk/ricequant/client.py

@@ -0,0 +1,19 @@
+# -*- coding: utf-8 -*-
+
+from datetime import datetime
+
+from shipane_sdk.transaction import Transaction
+
+
+class RiceQuantTransaction(object):
+    def __init__(self, json):
+        self.__dict__.update(json)
+
+    def normalize(self):
+        transaction = Transaction()
+        transaction.completed_at = datetime.strptime(self.time, '%Y-%m-%d %H:%M:%S')
+        transaction.action = 'BUY' if self.quantity > 0 else 'SELL'
+        transaction.symbol = self.order_book_id
+        transaction.price = self.price
+        transaction.amount = abs(self.quantity)
+        return transaction

shipane_sdk/ricequant/transaction.py

@@ -13,6 +13,7 @@
 from shipane_sdk.ap import APCronParser
 from shipane_sdk.jobs.joinquant_following import JoinQuantFollowingJob
 from shipane_sdk.jobs.new_stock_purchase import NewStockPurchaseJob
+from shipane_sdk.jobs.ricequant_following import RiceQuantFollowingJob
 
 if six.PY2:
     ConfigParser = configparser.RawConfigParser
@@ -36,6 +37,7 @@ def __init__(self):
 
         self._new_stock_purchase_job = NewStockPurchaseJob(self._config, self._client)
         self._joinquant_following_job = JoinQuantFollowingJob(self._config, self._client)
+        self._ricequant_following_job = RiceQuantFollowingJob(self._config, self._client)
 
     def start(self):
         scheduler = BackgroundScheduler()
@@ -52,6 +54,12 @@ def start(self):
         else:
             self._log.warning('JoinQuant following job is not enabled')
 
+        if self._config.getboolean('RiceQuant', 'enabled'):
+            scheduler.add_job(self._ricequant_following_job,
+                              APCronParser.parse(self._config.get('RiceQuant', 'schedule')))
+        else:
+            self._log.warning('RiceQuant following job is not enabled')
+
         scheduler.start()
         print('Press Ctrl+{0} to exit'.format('Break' if os.name == 'nt' else 'C'))
 

shipane_sdk/scheduler.py

@@ -0,0 +1,7 @@
+{"code": 200, "resp": {"name": "SVM大法好",
+          "trades": [{"order_book_id": "600216.XSHG",
+                      "price": 12.77,
+                      "quantity": -100.0,
+                      "time": "2016-12-23 09:32:00",
+                      "trade_id": "2",
+                      "transaction_cost": 6.28}]}}