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Extended features of Shioaji

Python 85.17% Makefile 0.55% Jupyter Notebook 14.28%

touchprice's Introduction

Shioaji touch order extension

Touchprice is an extension feature of Shioaji. Using the conditions to trigger placing order.

Installation

pip install touchprice

Quickstarts

Just import our API library like other popular python library and adding Shioaji to start using the feature of touchprice.

import touchprice as tp
import shioaji as sj

api = sj.Shioaji()
api.login("YOUR_API_KEY", "YOUR_SECRET_KEY")
api.activate_ca(CA_PATH, CA_USERID, CA_PASSWORD)
touch = tp.TouchOrderExecutor(api)

Condition

TouchOrderCond contains touch condition and order condition.

Set touch condition

touch_cmd = 
    tp.TouchCmd(
        code="2890", 
        close = tp.Price(price=11.0, trend="Up")
    )

TouchCmd arg:

code: str,
close: condition.Price = None,
buy_price: condition.Price = None,
sell_price: condition.Price = None,
high: condition.Price = None,
low: condition.Price = None,
volume: condition.Qty = None,
total_volume: condition.Qty = None,
ask_volume: condition.Qty = None,
bid_volume: condition.Qty = None,

Price arg

price: float = 0.0,
trend: constant.Trend = 'Equal' ('Up', 'Down', 'Equal')
price_type: constant.PriceType = 'LimitPrice' ('LimitPrice', 'LimitUp', 'Unchanged', 'LimitDown ')

Qty arg

qty: int,
trend: constant.Trend = 'Equal' ('Up', 'Down', 'Equal')

Set order condition

order_cmd = tp.OrderCmd(
    code="2890",
    order = sj.Order(
        action="Buy",
        price=10,
        quantity=1,
        order_type="ROD",
        price_type="LMT",)
    )

OrderCmd arg

code: str
order: shioaji.order.Order

Add condition to order

condition = tp.TouchOrderCond(
                touch_cmd = touch_cmd, 
                order_cmd = order_cmd
            )
touch.add_condition(condition)

Delete condition

touch.delete_condition(condition)

Show condition

If not set code can show all conditions, else just show coditions of code.

touch.show_condition(code)

Disclaimer

The package are used at your own risk.

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touchprice's Issues

KeyError when call function of add_condition

您好，
我照著本專案 tutor 裡的程式碼執行，
在 add_condition 這個 function 出現 KeyError，
請問有什麼方法可以解決嗎？謝謝

可否改寫一套給期貨用的

你好，可否改寫一套給期貨用的，謝謝。

執行範例程式 TypeError: 'NoneType' object is not iterable

環境如下
python:3.8.16
shioaji:1.1.2
touchprice:0.1.5
OS:windows10

您好我照著範例程式執行

touch_cmd = tp.TouchCmd(
code="2890",
close = tp.Price(price=10.0, trend="Up")
)
order_cmd = tp.OrderCmd(
code="2890",
order = sj.Order(
action="Buy",
price=10,
quantity=1,
order_type="ROD",
price_type="LMT",)
)

condition = tp.TouchOrderCond(
touch_cmd = touch_cmd,
order_cmd = order_cmd
)
touch.add_condition(condition)

會出現錯誤
Cell In[4], line 19
5 order_cmd = tp.OrderCmd(
6 code="2890",
7 order = sj.Order(
(...)
12 price_type="LMT",)
13 )
15 condition = tp.TouchOrderCond(
16 touch_cmd = touch_cmd,
17 order_cmd = order_cmd
18 )
---> 19 touch.add_condition(condition)

File d:\anaconda3\envs\FinLab\lib\site-packages\touchprice\touch_price.py:84, in TouchOrderExecutor.add_condition(self, condition)
82 touch_contract = self.contracts[code]
83 self.update_snapshot(touch_contract)
---> 84 store_condition = self.adjust_condition(condition, touch_contract)
85 if store_condition:
86 if code in self.conditions.keys():

File d:\anaconda3\envs\FinLab\lib\site-packages\touchprice\touch_price.py:65, in TouchOrderExecutor.adjust_condition(self, condition, contract)
62 def adjust_condition(
63 self, condition: TouchOrderCond, contract: sj.contracts.Contract
...
67 }
68 if tconds_dict:
69 for key, value in tconds_dict.items():

TypeError: 'NoneType' object is not iterable

請問該如何解決

ubuntu 安裝後導致無法 import shioaji

ubuntu 安裝後導致無法 import shioaji
系統報錯如圖
研判應該是有在相對應的 init.py 有加入下面這兩行 for windows的路徑修正
linux based os 應該用不到才對？

if sys.version_info.major == 3 and sys.version_info.minor >= 8:
    os.add_dll_directory(libs_path.as_posix())

目前把報錯的兩個 init.py 的上兩行註解掉可以正常登入
但不知道後續是否會有其他問題
/lib/python3.8/site-packages/pysolace/init.py
/lib/python3.8/site-packages/shioaji/init.py

您好想請問一下有提供抓取股票當日5,10,20日均線值的api嗎

說明檔錯誤百出

真心建議作者將自己說明檔的程式碼複製到空的文本，然後執行看看。
錯誤實在太多，根本無法執行，我以下僅簡單舉出兩個錯誤，實際上錯更多，請自行檢查...

函式已改
tp.TouchOrder(api) (錯誤)
tp.TouchOrderExecutor(api) (正確)
少括號
order_cmd = tp.OrderCmd(
code="2890",
order = sj.Order(
action="Buy",
price=10,
quantity=1,
order_type="ROD",
price_type="LMT",
)
)