wehub-resource-sync
157 lines
3.0 KiB
Plaintext
157 lines
3.0 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"该Jupyter Notebook用于展示如何使用ScriptTraderApp模块，在CLI命令行下进行交易指令的调用"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"from vnpy.trader.utility import load_json\n",
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"\n",
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"from vnpy_scripttrader import init_cli_trading\n",
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"from vnpy_ctp import CtpGateway"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 连接到服务器\n",
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"setting = load_json(\"connect_ctp.json\")\n",
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"engine = init_cli_trading([CtpGateway])\n",
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"engine.connect_gateway(setting, \"CTP\")"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {
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"scrolled": false
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},
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"outputs": [],
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"source": [
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"# 查询所有合约\n",
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"engine.get_all_contracts(use_df=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 查询资金\n",
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"engine.get_all_accounts(use_df=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 查询持仓\n",
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"engine.get_all_positions(use_df=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 查询活动委托\n",
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"engine.get_all_active_orders(use_df=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 订阅行情\n",
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"engine.subscribe([\"sc2209.INE\"])"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 查询行情\n",
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"engine.get_tick(\"sc2209.INE\", use_df=True)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 委托下单\n",
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"vt_orderid = engine.buy(\"sc2209.INE\", 32, 1000)\n",
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"print(vt_orderid)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 查询特定委托\n",
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"engine.get_order(vt_orderid)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# 委托撤单\n",
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"engine.cancel_order(vt_orderid)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.7.4"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}
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