Support Guorn sync

Author: sinall

README.rst

@@ -22,6 +22,7 @@ ShiPanE-Python-SDK
 - 聚宽（JoinQuant）集成
 - `米筐（RiceQuant）`_ 集成
 - 优矿（Uqer）集成
+- `果仁（Guorn）集成 <#果仁guorn集成>`__
 
 基本用法
 --------------
@@ -210,6 +211,59 @@ Mac/Linux
 
 见 `定时任务调度 <#定时任务调度>`__
 
+果仁（Guorn）集成
+---------------------
+
+一. 推送方式
+~~~~~~~~~~~~
+
+| 不支持。
+
+二. 抓取方式
+~~~~~~~~~~~~
+
+采用定时轮询的方式。
+
+准备工作
+^^^^^^^^
+
+- 部署实盘易。
+- 测试通过。
+
+步骤
+^^^^
+
+见 `定时任务调度 <#定时任务调度>`__
+
+字段要求
+^^^^^^^^
+
+**资金** 包含以下字段
+
+- 可用
+
+**股份** 包含以下字段
+
+- 证券数量
+
+  正则：:code:`(证券|股份)(数量|余额)`
+
+  示例：证券数量、股份余额
+
+- 可卖数量
+
+  正则：:code:`(可卖|可用)(数量|余额)`
+
+  示例：可卖数量、可用数量
+
+- 当前价
+
+  正则：:code:`(当前|最新|参考市)价`
+
+  示例：当前价、最新价
+
+字段映射可通过实盘易进行设置。详见：`实盘易3.6.0.0自定义字段映射使用说明 <http://www.iguuu.com/discuz/thread-7885-1-1.html>`_
+
 其他语言 SDK
 ------------
 

config/scheduler-example.ini

@@ -102,3 +102,65 @@ schedule=30 */1 9-15 mon-fri * * * *
 ; 需要跟单的交易客户端列表，以,（半角逗号）分割
 ; 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：
+; 1. 卖单及可用资金可以满足的买单
+; 2. 前一次未成交的部分卖单及可用资金可以满足的买单
+; 3. 额外下单批次将重复步骤 2
+;
+[Guorn]
+username=
+password=
+
+; 策略 URL 中 sid= 后面的那串字符
+; 例如，策略 URL 为：https://guorn.com/stock/strategy?sid=7379.R.73780198158364
+; 则此处填写：7379.R.73780198158364
+sid=
+
+; 是否启用？
+enabled=false
+
+; 试运行？
+; 试运行不会真实下单
+dry_run=false
+
+; 调试模式？
+; 调试模式可用于在收盘阶段进行测试
+debug=false
+
+; 默认设置为：星期一至星期五 9:30 到 15:00 每小时第 40 分
+schedule=0 40 9-14 mon-fri * * * *
+
+; 需要同步的交易客户端列表，以,（半角逗号）分割
+; clients=client1,client2
+clients=client1
+
+; 保留名单，以;（半角分号）分割
+; 比如：B股、港股、逆回购、新股、货币基金等保留的证券代码
+; 其中：
+; B股代码：^[92]
+; 港股代码：^[\d]{5}$
+; 逆回购代码：^(204|131)
+reserved_securities=^[92];^[\d]{5}$;^(204|131)
+
+; 最小订单金额，低于该值的订单将被忽略，以防因为价格波动导致的频繁调仓
+; 取值可以为数值，或者百分比
+min_order_value=1%
+
+; 最大订单金额，用于分单
+; 取值为数值
+max_order_value=1000000
+
+; 循环间隔时间，单位为秒
+loop_interval=10
+
+; 批次间隔时间，单位为秒
+batch_interval=1
+
+; 下单间隔时间，单位为秒
+order_interval=1
+
+; 额外循环次数
+extra_loops=0

setup.py

@@ -1,9 +1,10 @@
 # -*- coding: utf-8 -*-
 
-from setuptools import setup, find_packages
+import os.path
 from codecs import open
 from os import path
-import os.path
+
+from setuptools import setup, find_packages
 
 here = path.abspath(path.dirname(__file__))
 
@@ -45,7 +46,8 @@
 
     packages=find_packages(exclude=['contrib', 'docs', 'tests']),
 
-    install_requires=['requests', 'six', 'apscheduler', 'lxml', 'cssselect', 'bs4', 'html5lib', 'pandas', 'rqopen-client'],
+    install_requires=['requests', 'six', 'apscheduler', 'lxml', 'cssselect', 'bs4', 'html5lib', 'pandas',
+                      'rqopen-client', 'tushare'],
 
     extras_require={
         'dev': [],

shipane_sdk/client.py

@@ -3,6 +3,7 @@
 import copy
 import datetime
 import re
+from enum import Enum
 
 import lxml.html
 import pandas as pd
@@ -14,6 +15,11 @@
 from six.moves.urllib.parse import urlencode
 
 
+class MediaType(Enum):
+    DEFAULT = 'application/json'
+    JOIN_QUANT = 'application/vnd.joinquant+json'
+
+
 class Client(object):
     KEY_REGEX = r'key=([^&]*)'
 
@@ -69,13 +75,17 @@ def get_account(self, client=None, timeout=None):
         response = self.__send_request(request, timeout)
         return response.json()
 
-    def get_positions(self, client=None, timeout=None):
+    def get_positions(self, client=None, media_type=MediaType.DEFAULT, timeout=None):
         request = Request('GET', self.__create_url(client, 'positions'))
+        request.headers['Accept'] = media_type.value
         response = self.__send_request(request, timeout)
         json = response.json()
-        sub_accounts = pd.DataFrame(json['subAccounts']).T
-        positions = pd.DataFrame(json['dataTable']['rows'], columns=json['dataTable']['columns'])
-        return {'sub_accounts': sub_accounts, 'positions': positions}
+        if media_type == MediaType.DEFAULT:
+            sub_accounts = pd.DataFrame(json['subAccounts']).T
+            positions = pd.DataFrame(json['dataTable']['rows'], columns=json['dataTable']['columns'])
+            portfolio = {'sub_accounts': sub_accounts, 'positions': positions}
+            return portfolio
+        return json
 
     def get_orders(self, client=None, status="", timeout=None):
         request = Request('GET', self.__create_url(client, 'orders', status=status))
@@ -128,6 +138,13 @@ def purchase_new_stocks(self, client=None, timeout=None):
             except Exception as e:
                 self._logger.error('客户端[%s]申购新股[%s(%s)]失败\n%s', client, row['name'], row['code'], e)
 
+    def create_adjustment(self, client=None, request_json=None, timeout=None):
+        request = Request('POST', self.__create_url(client, 'adjustments'), json=request_json)
+        request.headers['Content-Type'] = MediaType.JOIN_QUANT.value
+        response = self.__send_request(request, timeout)
+        json = response.json()
+        return json
+
     def start_clients(self, timeout=None):
         request = Request('PUT', self.__create_url(None, 'clients'))
         self.__send_request(request, timeout)
@@ -173,8 +190,8 @@ def __create_url(self, client, resource, resource_id=None, **params):
             path = '/{}'.format(resource)
         else:
             path = '/{}/{}'.format(resource, resource_id)
-
-        return '{}{}?{}'.format(self.__create_base_url(), path, urlencode(all_params))
+        url = '{}{}?{}'.format(self.__create_base_url(), path, urlencode(all_params))
+        return url
 
     def __create_base_url(self):
         return 'http://' + self._host + ':' + str(self._port)
@@ -197,7 +214,7 @@ def __log_request(self, prepared_request):
             self._logger.info('Request:\n%s %s\n%s', prepared_request.method, url, prepared_request.body)
 
     def __log_response(self, response):
-        message = 'Response:\n{} {}\n{}'.format(response.status_code, response.reason, response.text)
+        message = u'Response:\n{} {}\n{}'.format(response.status_code, response.reason, response.text)
         if response.status_code == 200:
             self._logger.info(message)
         else:

shipane_sdk/guorn/__init__.py

@@ -0,0 +1,75 @@
+# -*- coding: utf-8 -*-
+
+import time
+
+import pandas as pd
+import requests
+
+from shipane_sdk.base_quant_client import BaseQuantClient
+from shipane_sdk.models import *
+
+
+class GuornClient(BaseQuantClient):
+    BASE_URL = 'https://guorn.com'
+
+    def __init__(self, **kwargs):
+        super(GuornClient, self).__init__('Guorn')
+
+        self._session = requests.Session()
+        self._username = kwargs.get('username', None)
+        self._password = kwargs.get('password', None)
+        self._sid = kwargs.get('sid', None)
+        self._timeout = kwargs.pop('timeout', (5.0, 10.0))
+
+    def login(self):
+        self._session.headers = {
+            'Accept': 'application/json, text/javascript, */*; q=0.01',
+            'Accept-Encoding': 'gzip, deflate, br',
+            'Accept-Language': 'en-US,en;q=0.8',
+            'User-Agent': 'Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/54.0.2840.100 Safari/537.36',
+            'Referer': '{}'.format(self.BASE_URL),
+            'X-Requested-With': 'XMLHttpRequest',
+            'Origin': self.BASE_URL,
+            'Content-Type': 'application/json; charset=UTF-8',
+        }
+        self._session.get(self.BASE_URL, timeout=self._timeout)
+        response = self._session.post('{}/user/login'.format(self.BASE_URL), json={
+            'account': self._username,
+            'passwd': self._password,
+            'keep_login': 'true'
+        }, timeout=self._timeout)
+        self._session.headers.update({
+            'cookie': response.headers['Set-Cookie']
+        })
+
+        super(GuornClient, self).login()
+
+    def query_portfolio(self):
+        response = self._session.get('{}/stock/instruction'.format(self.BASE_URL), params={
+            'fmt': 'json',
+            'amount': 1000000,
+            'sid': self._sid,
+            '_': time.time()
+        }, timeout=self._timeout)
+        instruction = response.json()
+
+        data = instruction['data']
+        position = data['position']
+        df = pd.DataFrame()
+        sheet_data = instruction['data']['sheet_data']
+        for row in sheet_data['row']:
+            df[row['name']] = pd.Series(row['data'][1])
+        meas_data = sheet_data['meas_data']
+        for index, col in enumerate(sheet_data['col']):
+            df[col['name']] = pd.Series(meas_data[index])
+
+        portfolio = Portfolio(1 - position)
+        for index, row in df.iterrows():
+            security = row[u'股票代码']
+            value = row[u'目标仓位']
+            price = row[u'参考价']
+            amount = value / price
+            position = Position(security, price, amount, amount)
+            portfolio.add_position(position)
+
+        return portfolio