qmt trading

api-tests/get_stock_pools.http

@@ -1,4 +1,4 @@
-GET http://127.0.0.1:8090/api/work/get_stock_pools?stock_pool_name=vol_up
+GET http://127.0.0.1:8090/api/work/get_stock_pools?stock_pool_name=main_line
 accept: application/json
 
 

api-tests/tag/query_simple_stock_tags.http

@@ -5,6 +5,8 @@ Content-Type: application/json
 
 {
   "entity_ids": [
-    "stock_sz_002085"
+    "stock_sz_002085",
+    "stock_sz_000099",
+    "stock_sz_002130"
   ]
-}
+}

api-tests/tag/query_stock_tags.http

@@ -5,6 +5,8 @@ Content-Type: application/json
 
 {
   "entity_ids": [
-    "stock_sz_002085"
+    "stock_sz_000099",
+    "stock_sz_002085",
+    "stock_sz_001696"
   ]
 }

api-tests/tag/set_stock_tags.http

@@ -3,11 +3,15 @@ accept: application/json
 Content-Type: application/json
 
 {
-  "entity_id": "stock_sz_301091",
-  "name": "深城交",
-  "main_tag": "低空经济",
-  "main_tag_reason": "2024年3月8日回复称,目前公司已与另外一家深圳研究咨询机构组成的联合体正式承接了深圳低空智能融合基础设施建设项目一期项目,该项目主要围绕深圳市低空经济发展,建设可覆盖全市范围的智能融合系统的软件平台(包括低空操作管理系统和低空管理服务系统),建设配套的管服中心、数据中心及无人机测试场,接入典型的城市场景,并进行软件平台的验证。",
-  "sub_tag": "低空经济",
-  "sub_tag_reason": "2024年3月8日回复称,目前公司已与另外一家深圳研究咨询机构组成的联合体正式承接了深圳低空智能融合基础设施建设项目一期项目,该项目主要围绕深圳市低空经济发展,建设可覆盖全市范围的智能融合系统的软件平台(包括低空操作管理系统和低空管理服务系统),建设配套的管服中心、数据中心及无人机测试场,接入典型的城市场景,并进行软件平台的验证。",
-  "active_hidden_tags": null
-}
+    "entity_id": "stock_sz_001366",
+    "name": "播恩集团",
+    "main_tag": "医药",
+    "main_tag_reason": "合成生物概念",
+    "main_tags": {
+      "农业": "来自行业:农牧饲渔"
+    },
+    "sub_tag": "生物医药",
+    "sub_tag_reason": "合成生物概念",
+    "sub_tags": null,
+    "active_hidden_tags": null
+  }

api-tests/trading/query_stock_quotes.http

@@ -0,0 +1,9 @@
+POST http://127.0.0.1:8090/api/trading/query_stock_quotes
+accept: application/json
+Content-Type: application/json
+
+{
+  "tag": "材料",
+  "limit": 500,
+  "order_by_field": "change_pct"
+}

examples/utils.py

@@ -6,39 +6,41 @@
 
 import eastmoneypy
 import pandas as pd
-
+import requests
 from zvt.domain import StockNews, Stock, LimitUpInfo
 from zvt.utils import date_time_by_interval, today
 
 logger = logging.getLogger(__name__)
 
 
 def add_to_eastmoney(codes, group, entity_type="stock", over_write=True):
-    codes = list(set(codes))
-    if over_write:
+    with requests.Session() as session:
+        codes = list(set(codes))
+        if over_write:
+            try:
+                eastmoneypy.del_group(group_name=group, session=session)
+            except:
+                pass
         try:
-            eastmoneypy.del_group(group_name=group)
+            eastmoneypy.create_group(group_name=group, session=session)
         except:
             pass
-    try:
-        eastmoneypy.create_group(group_name=group)
-    except:
-        pass
 
-    group_id = eastmoneypy.get_group_id(group)
+        group_id = eastmoneypy.get_group_id(group, session=session)
 
-    for code in codes:
-        time.sleep(1)
-        eastmoneypy.add_to_group(code=code, entity_type=entity_type, group_id=group_id)
+        for code in codes:
+            eastmoneypy.add_to_group(code=code, entity_type=entity_type, group_id=group_id, session=session)
 
 
 def clean_groups(keep=None):
     if keep is None:
         keep = ["自选股", "练气", "重要板块", "主线"]
-    groups = eastmoneypy.get_groups()
-    groups_to_clean = [group["gid"] for group in groups if group["gname"] not in keep]
-    for gid in groups_to_clean:
-        eastmoneypy.del_group(group_id=gid)
+
+    with requests.Session() as session:
+        groups = eastmoneypy.get_groups(session=session)
+        groups_to_clean = [group["gid"] for group in groups if group["gname"] not in keep]
+        for gid in groups_to_clean:
+            eastmoneypy.del_group(group_id=gid, session=session)
 
 
 def get_hot_words_config():

src/fill_project.py

@@ -0,0 +1,7 @@
+# -*- coding: utf-8 -*-
+from zvt.autocode import gen_exports
+
+if __name__ == "__main__":
+    gen_exports(dir_path="./zvt_vip/dataset")
+    gen_exports(dir_path="./zvt_vip/recorders")
+    gen_exports(dir_path="./zvt_vip/tag")

src/zvt/__init__.py

@@ -217,10 +217,15 @@ def old_db_to_provider_dir(data_path):
 import zvt.recorders as zvt_recorders
 import zvt.factors as zvt_factors
 
-# try:
-#     import zvt.recorders.qmt.quotes.qmt_kdata_recorder as qmt_kdata_recorde
-# except Exception as e:
-#     logger.warning("QMT need run in Windows!", e)
+import platform
+
+if platform.system() == "Windows":
+    try:
+        import zvt.recorders.qmt.quotes.qmt_kdata_recorder as qmt_kdata_recorde
+    except Exception as e:
+        logger.error("QMT not work", e)
+else:
+    logger.warning("QMT need run in Windows!")
 
 
 __all__ = ["zvt_env", "zvt_config", "init_log", "init_env", "init_config", "__version__"]

src/zvt/broker/qmt/context.py

@@ -0,0 +1,26 @@
+# -*- coding: utf-8 -*-
+from typing import Optional
+
+from zvt import zvt_env
+from zvt.broker.qmt.qmt_account import QmtStockAccount
+
+
+class QmtContext(object):
+    def __init__(self):
+        self.qmt_account: Optional[QmtStockAccount] = None
+
+
+qmt_context = QmtContext()
+
+
+def init_qmt_account(qmt_mini_data_path=None, qmt_account_id=None):
+    if not qmt_mini_data_path:
+        qmt_mini_data_path = zvt_env["qmt_mini_data_path"]
+    if not qmt_account_id:
+        qmt_account_id = zvt_env["qmt_account_id"]
+    qmt_context.qmt_account = QmtStockAccount(
+        path=qmt_mini_data_path, account_id=qmt_account_id, trader_name="zvt", session_id=None
+    )
+
+
+init_qmt_account()

src/zvt/broker/qmt/errors.py

@@ -0,0 +1,15 @@
+# -*- coding: utf-8 -*-
+class TraderError(Exception):
+    """Base class for exceptions in this module."""
+
+    pass
+
+
+class QmtError(TraderError):
+    def __init__(self, message="qmt error"):
+        self.message = message
+
+
+class PositionOverflowError(TraderError):
+    def __init__(self, message="超出仓位限制"):
+        self.message = message