quartz学习笔记7：trading

#核心代码

import tushare as tsimport time#===============================================================================# 沪深股票模拟仿真交易系统#===============================================================================rate=0.00025tax=0.001 class tranding:        def __init__(self):        pass        def get_today_all(self):        #--获取全市场行情快照        res=ts.get_today_all()        return res        def order_buy(self,symbols):        df=ts.get_realtime_quotes(symbols)        return df.iloc[0]    #------------------------------------------------------------------------------ 行情订阅函数(不太稳定)    def subscuiber(self,symbols):        df=ts.get_realtime_quotes(symbols)        print df[['code','name','price','bid','ask','volume','time']]        str_time='%s %s'%(df.iloc[0]['date'],df.iloc[0]['time'])        unix_time=time.mktime(time.strptime(str_time,"%Y-%m-%d %H:%M:%S")) #把时间转换为时间戳        now_time=time.time()        next_time=unix_time+3        sleep_time=now_time-next_time        time.sleep(sleep_time)        self.subscuiber(symbols)            def buy_market_price(self,ticker,exchangeCD,hand_num):#此模块需要优化        ''' symbol 为 secID  XSHG  为沪市股票    XSHE 为深市股票'''                df=ts.get_realtime_quotes(ticker)        num_list=[int(df.iloc[0]['a1_v']),int(df.iloc[0]['a2_v']),int(df.iloc[0]['a3_v']),int(df.iloc[0]['a4_v']),int(df.iloc[0]['a5_v'])]        price_list=[float(df.iloc[0]['a1_p']),float(df.iloc[0]['a2_p']),float(df.iloc[0]['a3_p']),float(df.iloc[0]['a4_p']),float(df.iloc[0]['a5_p'])]        #exchang_list:成交详细  total_money:成交总额金额 未加手续费        exchang_list,total_money,exchange_num=self.num_list_ad(num_list,price_list,hand_num)        cost_money=self.cost(total_money,hand_num*100,exchangeCD,'buy')        toal_need_money=total_money+cost_money        return toal_need_money,exchange_num,exchang_list        def sell_market_price(self,ticker,exchangeCD,hand_num):         pass                    def cost(self,total_money,stock_num,exchangeCD,behavior):        if behavior=='buy':            if exchangeCD=='XSHG':                transfer_cost=stock_num*0.001                if transfer_cost>1:                    pass                else:                    transfer_cost=1                                rate_cost=total_money*rate                if rate_cost>5:                    pass                else:                    rate_cost=5                                total_cost=transfer_cost+rate_cost                                          elif exchangeCD=='XSHE':                rate_cost=total_money*rate                if rate_cost>5:                    pass                else:                    rate_cost=5                total_cost=rate_cost                                    if behavior=='sell':            if exchangeCD=='XSHG':                transfer_cost=stock_num*0.001                if transfer_cost>1:                    pass                else:                    transfer_cost=1                                rate_cost=total_money*rate                if rate_cost>5:                    pass                else:                    rate_cost=5                                tax_cost=total_money*tax                                total_cost=transfer_cost+rate_cost+tax_cost                                        elif  exchangeCD=='XSHE':                              rate_cost=total_money*rate                if rate_cost>5:                    pass                else:                    rate_cost=5                                tax_cost=total_money*tax                                total_cost=rate_cost+tax_cost                       return total_cost                def num_list_ad(self,num_list,price_list,num):#累加计算num        i=0        num_l=num_list[i]        exchange_list=[]        money=0.0        while num>num_l:            i+=1                        if i>4:                num=num_l            else:                num_l+=num_list[i]        #print i,num,num_l        if i==5:            i=4                step_list=range(i+1)        #print step_list        for x in step_list:            if x==step_list[-1]:                exchange_list.append([num_list[x]-num_l+num,price_list[x]])                money+=(num_list[x]-num_l+num)*price_list[x]*100            else:                exchange_list.append([num_list[x],price_list[x]])                money+=num_list[x]*price_list[x]*100                    return exchange_list,money,num                                        if __name__ == '__main__':    mock=tranding()    print mock.buy_market_price('600006','XSHG',50000)    #print mock.get_today_all()