QMT学习课程Day1
我们先从交易的最基础，如何进行下单，最为简答的下单，帮助大家建立自信心。
首先导入相关函数：
#encoding:gbk
import pandas as pd
import numpy as np
import datetime
import pandas as pd
import numpy as np
import talib
import time
import math
"""
示例说明：双均线实盘策略，通过计算快慢双均线，在金叉时买入，死叉时做卖出
"""class a():pass
A = a() #创建空的类的实例 用来保存委托状态
#ContextInfo对象在盘中每次handlebar调用前都会被深拷贝, 如果调用handlebar的分笔不是k线最后分笔 ContextInfo会被回退到深拷贝的内容 所以ContextInfo不能用来记录快速交易的信号def init(C):C.etf_pool = ['518880.SH', #黄金ETF（大宗商品）'513100.SH', #纳指100（海外资产）'159915.SZ', #创业板100（成长股，科技股，中小盘）'510180.SH', #上证180（价值股，蓝筹股，中大盘）]A.acct= '39130129'#账号为模型交易界面选择账号A.acct_type= 'STOCK'#账号类型为模型交易界面选择账号C.account= '39130129'#账号为模型交易界面选择账号C.acctount_type= 'STOCK'#账号类型为模型交易界面选择账号A.amount = 10000 #单笔买入金额 触发买入信号后买入指定金额A.waiting_list = [] #未查到委托列表 存在未查到委托情况暂停后续报单 防止超单A.buy_code = 23 if A.acct_type == 'STOCK' else 33 #买卖代码 区分股票 与 两融账号A.sell_code = 24 if A.acct_type == 'STOCK' else 34#C.run_time("run_buy_func","15nSecond","2024-07-25 14:45:00")C.run_time("run_buy_func","1nDay","2024-07-25 14:47:00")#指定时间交易C.run_time("reverse_repurchase_of_treasury_bonds_1","1nDay","2024-07-25 14:57:00")C.run_time("trader_info","3nSecond","2024-07-25 13:20:00")代码解析：
C.run_time("run_buy_func","15nSecond","2024-07-25 14:45:00")效果图：
可以让买入命令在指定时间交易
C.run_time("run_buy_func","1nDay","2024-07-25 14:47:00")#指定时间交易可以让买入命令每过15秒运行
分析买入函数：
def run_buy_func(C):print("开始交易")#跳过历史k线if not C.is_last_bar():returnnow = datetime.datetime.now()now_time = now.strftime('%H%M%S')#跳过非交易时间if now_time < '093000' or now_time > "150000":returnaccount = get_trade_detail_data(A.acct, A.acct_type, 'account')if len(account)==0:print(f'账号{A.acct} 未登录 请检查')returnaccount = account[0]available_cash = int(account.m_dAvailable)#如果有未查到委托 查询委托if A.waiting_list:found_list = []orders = get_trade_detail_data(A.acct, A.acct_type, 'order')for order in orders:if order.m_strRemark in A.waiting_list:found_list.append(order.m_strRemark)A.waiting_list = [i for i in A.waiting_list if i not in found_list]if A.waiting_list:print(f"当前有未查到委托 {A.waiting_list} 暂停后续报单")returnholdings = get_trade_detail_data(A.acct, A.acct_type, 'position')holdings = {i.m_strInstrumentID + '.' + i.m_strExchangeID : i.m_nCanUseVolume for i in holdings}#获取行情数据vol = 100for i in C.etf_pool:passorder(A.buy_code, 1101, A.acct, i, 14, -1, vol, '双均线实盘', 1 ,'' , C)#print(msg)A.waiting_list.append('')卖出函数解析：
def run_sell_func(C):#跳过历史k线if not C.is_last_bar():returnnow = datetime.datetime.now()now_time = now.strftime('%H%M%S')#跳过非交易时间if now_time < '093000' or now_time > "150000":returnaccount = get_trade_detail_data(A.acct, A.acct_type, 'account')if len(account)==0:print(f'账号{A.acct} 未登录 请检查')returnaccount = account[0]available_cash = int(account.m_dAvailable)#如果有未查到委托 查询委托if A.waiting_list:found_list = []orders = get_trade_detail_data(A.acct, A.acct_type, 'order')for order in orders:if order.m_strRemark in A.waiting_list:found_list.append(order.m_strRemark)A.waiting_list = [i for i in A.waiting_list if i not in found_list]if A.waiting_list:print(f"当前有未查到委托 {A.waiting_list} 暂停后续报单")#returnholdings = get_trade_detail_data(A.acct, A.acct_type, 'position')holdings = {i.m_strInstrumentID + '.' + i.m_strExchangeID : i.m_nCanUseVolume for i in holdings}#获取行情数据#vol = 100for i in C.etf_pool:passorder(A.sell_code, 1101, A.acct, i, 14, -1, holdings.get(i,0), '双均线实盘', 1 ,'' , C)#print(msg)A.waiting_list.append('')总结：
通过本文的学习，相信你已经掌握如何在QMT学会使用买入卖出函数以及如何定时周期执行。希望本文可以帮助你！