714 lines
29 KiB
Python
714 lines
29 KiB
Python
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#!/usr/bin/env python
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# -*- coding: utf-8 -*-
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"""
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@Time : 2020-08-27 12:00
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@Author : Merlin
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@File : hl_clienttrader.py
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@Software: PyCharm
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"""
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import pywinauto
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import re
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import requests
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from pywinauto import keyboard
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import pandas as pd
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from skimage import io
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import win32api
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import time
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from PIL import ImageGrab
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import win32com.client
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import getpass
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import pytesseract
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import warnings
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import pyautogui
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import datetime
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from sqlalchemy import create_engine
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warnings.filterwarnings('ignore')
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from tools import *
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from connect_wifi import connect_wifi
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from iptest import get_proxy_ip,set_global_proxy,get_ip_data
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import logging
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logger = logging.getLogger(__name__)
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pc_name111 = getpass.getuser() #返回用户名
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shell = win32com.client.Dispatch("WScript.Shell") #使用启动独立的进程
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shortcut = shell.CreateShortCut(f"C:\\Users\\{pc_name111}\\Desktop\\华林证券金融终端.lnk")
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path1 = shortcut.Targetpath
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path = path1
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class HLClientTrader:
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"""
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基于华林网上交易金融终端v7.01委托下单程序的 华林证券自动交易程序
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"""
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def __init__(self, account_name, exe_path=path):
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self.path = exe_path
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# 左边栏33010001
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self.left_wnd_operate_group = {
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'买入': ['1'], '卖出': ['2'], '撤单': ['5'],
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'资金股份': ['7','5'], '当日委托': ['7', '2'],
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'当日成交': ['7', '7'], '未交收成交': ['7', '5'],
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}
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self.As_Of_Date = datetime.datetime.today().strftime('%Y%m%d')
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self.today = datetime.datetime.today().strftime('%Y-%m-%d')
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self.account_name = account_name
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# 用户券商信息
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sql = f"select * from ainvest_usercount where username='{account_name}'"
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df_count = self.download_data_from_db(sql, 'ai_strategy_update_iddb')
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self.securities_name = str(list(df_count['securities_username'])[0])
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self.securities_password = str(list(df_count['securities_password'])[0])
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self.communication_password = str(list(df_count['communication_password'])[0])
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# 从数据库获取数据
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def download_data_from_db(self, sql, schema_name):
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"""
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create connection with DB
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阿里云数据库连接
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:param sql: 查询语句
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:param schema_name: 数据库名称
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:return: 查询结果数据
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"""
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cnx = create_engine(
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'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.'
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'mysql.rds.aliyuncs.com:3306/%s?charset=utf8' %
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schema_name, encoding="utf-8", echo=False)
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df = pd.read_sql(sql, con=cnx)
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return df
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# 登陆
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def login(self):
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#检查进程，如果开启，关闭后重新打开
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try:
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self._app = pywinauto.Application().connect(
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path=self.path, timeout=1
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)
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self._app.kill()
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time.sleep(5)
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except Exception:
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pass
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# 启动软件进程，输入账号密码
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logger.info('Start login')
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broker = '华龙证券'
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start_time = time.time()
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reset_proxy_to_default() # 初始化proxy信息
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# 重置mac
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set_mac = SetMac()
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set_mac.run()
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if not connect_wifi('Redmi K40', '123456789'): # 'Redmi K40','123456789'
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logger.error("无法建立网络连接，请检查配置")
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else:
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logger.info("网络已就绪")
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get_ip_times = 0
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writer = ExcelDataWriter() # 初始化ip_records 表格
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used_ip = writer.get_unavailable_ips('华龙证券', self.account_name)
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while get_ip_times < 3:
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try:
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item = get_ip_data() # 获取动态IP
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if item['ip'] in used_ip:
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get_ip_times += 1
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else:
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logger.info(f'代理IP已经获取{item}')
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break
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except Exception as e:
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logger.error(f'获取IP失败，请检查网络连接{e}')
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raise ConnectionError(f"获取IP失败，请检查网络连接。错误详情: {e}")
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# 设置全局代理
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proxy_ip = item['ip']
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proxy_port = item['port']
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# set_global_proxy(proxy_ip, proxy_port, enable=True)
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# exit_ip = get_proxy_ip(proxy_ip, proxy_port)
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time_with_change_proxy = time.time() - start_time
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logger.info('全局代理设置成功')
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insert_data = {'as_of_date': datetime.datetime.fromtimestamp(start_time).strftime('%Y-%m-%d %H:%M:%S.%f'),
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'broker': broker,
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'account': self.account_name,
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'proxy_ip': proxy_ip,
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'proxy_port': proxy_port,
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'ip_location': item['prov'] + ':' + item['city'],
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# 'exit_ip': exit_ip,
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'ip_cross_check_result': '一致',
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'ip_switch_time': time_with_change_proxy,
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# 'ip_expire_time':item['expire']
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'ip_survival_time': '3min'
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}
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# 写入数据表
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writer = ExcelDataWriter() # 初始化ip_records 表格
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writer.write_data(insert_data)
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self._app = pywinauto.Application().start(self.path)
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# wait login window ready
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while True:
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try:
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self._app.window(title='华林证券金融终端V7.01').wait("ready")
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break
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except RuntimeError:
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pass
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# 独立交易登陆
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self._app.top_window().window(control_id=0x16E, class_name='AfxWnd42').click(double=True)
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time.sleep(1)
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# 登陆
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self.login_window = self._app.window(title='华林证券金融终端V7.01')
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time.sleep(0.5)
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# 输入账号
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self._app.top_window().window(control_id=0x3E9, class_name='Edit').click(double=True)
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pyautogui.typewrite(self.securities_name, interval=0.1)
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# 输入密码
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self.login_window.window(control_id=0xEC, class_name='SafeEdit').click()
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pyautogui.typewrite(self.securities_password, interval=0.1)
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time.sleep(0.5)
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# 输入验证码
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while True:
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try:
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id_code = self.verify_code()
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id_code = id_code.strip('_')
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time.sleep(0.2)
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self.login_window.window(control_id=0xED, class_name='SafeEdit').click()
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time.sleep(0.2)
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pyautogui.typewrite(id_code, interval=0.1)
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time.sleep(0.2)
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pywinauto.keyboard.send_keys("{ENTER}")
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time.sleep(3.0)
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except Exception as err:
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print('成功登陆！')
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break
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time.sleep(1.0)
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self.main_wnd = self._app.TdxW_MainFrame_Class
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self.left_wnd = self.main_wnd.window(class_name='SysTreeView32', control_id=0xE900)
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# 获取验证码
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def verify_code(self):
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time.sleep(0.5)
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self._app.top_window().set_focus()
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time.sleep(0.5)
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self._app.top_window().window(control_id=0xED, class_name='SafeEdit').click_input(button=u'left', double=False, wheel_dist=0, pressed=u'')
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# 获取验证码截图
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x, y = win32api.GetCursorPos()
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x_1 = x + 52
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x_2 = x + 120
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y_1 = y - 16
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y_2 = y + 16
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ImageGrab.grab(bbox=(x_1, y_1, x_2, y_2)).save(r'temp.png')
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im = io.imread(r'temp.png')
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time.sleep(0.5)
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# 识别验证码
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id_code = pytesseract.image_to_string(im, lang='eng', config='--psm 6 --oem 3 -c tessedit_char_whitelist=0123456789').strip()
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id_code = id_code.replace(' ', '')
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print('识别验证码为:', id_code)
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return id_code
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# 复制数据时获取验证码
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def get_copy_date_verify_code(self):
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time.sleep(1)
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self._app.top_window().Static.click()
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time.sleep(0.2)
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self._app.top_window().window(control_id=0x965, class_name='Static').capture_as_image().save(
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r'copy.png')
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time.sleep(0.2)
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im = io.imread(r'copy.png')
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id_code = pytesseract.image_to_string(im, lang='eng',
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config='--psm 6 --oem 3 -c tessedit_char_whitelist=0123456789').strip()
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id_code = id_code.replace(' ', '')
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return id_code
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def _close_prompt_windows(self):
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time.sleep(1)
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for window in self._app.windows(class_name="#32770"):
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if window.window_text() != '国信金太阳网上交易专业版V7.20':
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window.close()
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time.sleep(1)
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# 程序退出
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def exit(self):
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self._app.kill()
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# 交易
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def __trade(self, stock_no, price, amount):
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time.sleep(1)
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# 设置股票代码
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self.main_wnd.window(control_id=0x2EE5, class_name="Edit").set_text(str(stock_no))
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time.sleep(0.5)
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# 设置价格
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self.main_wnd.window(control_id=0x2EE6, class_name="Edit").set_text(str(price))
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time.sleep(0.5)
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# 设置股数目
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self.main_wnd.window(control_id=0x2EE7, class_name="Edit").set_text(str(amount))
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time.sleep(0.5)
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# exit()
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# 点击卖出or买入
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self.main_wnd.window(control_id=0x7DA, class_name="Button").click()
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time.sleep(1)
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# exit()
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# 确认买入
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pywinauto.keyboard.send_keys("{ENTER}")
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time.sleep(1)
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# 确认合同
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pywinauto.keyboard.send_keys("{ENTER}")
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time.sleep(0.5)
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# 卖
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def sell(self, stock_no, price, num):
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path = self.left_wnd_operate_group['卖出']
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# 点击卖出
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self.left_wnd.get_item(path, exact=False).click_input(button=u'left', double=False, wheel_dist=0,
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pressed=u'')
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time.sleep(1)
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self.__trade(stock_no, price, num)
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# 买
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def buy(self, stock_no, price, num):
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time.sleep(1)
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path = self.left_wnd_operate_group['买入']
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# 点击买入
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self.left_wnd.get_item(path, exact=False).click_input(button=u'left', double=False, wheel_dist=0,
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pressed=u'')
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time.sleep(1)
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self.__trade(stock_no, price, num)
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# 撤单
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def cancel_entrust(self):
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time.sleep(0.5)
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time.sleep(0.5)
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path = self.left_wnd_operate_group['撤单']
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# 点击撤单
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self.left_wnd.get_item(path, exact=False).click_input(button=u'left', double=False, wheel_dist=0, pressed=u'')
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time.sleep(1)
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# 刷新
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try:
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self.main_wnd.window(control_id=0x474, class_name='Button').click_input()
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except:
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self.main_wnd.window(control_id=0x474, class_name='Button').click()
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time.sleep(1)
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try:
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# 全选中
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self.main_wnd.window(control_id=0xE, class_name='Button').click()
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except:
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self.main_wnd.window(control_id=0xE, class_name='Button').click_input()
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time.sleep(1)
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# exit()
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# 全撤
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try:
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self.main_wnd.window(control_id=0x470, class_name='Button').click_input()
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except:
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self.main_wnd.window(control_id=0x470, class_name='Button').click()
|
|||
|
|
|
|||
|
|
time.sleep(1)
|
|||
|
|
|
|||
|
|
# 确认撤单
|
|||
|
|
pywinauto.keyboard.send_keys("{ENTER}")
|
|||
|
|
time.sleep(5)
|
|||
|
|
# 确认撤单2
|
|||
|
|
pywinauto.keyboard.send_keys("{ENTER}")
|
|||
|
|
time.sleep(5)
|
|||
|
|
# 确认撤单2
|
|||
|
|
pywinauto.keyboard.send_keys("{ESC}")
|
|||
|
|
time.sleep(0.5)
|
|||
|
|
pywinauto.keyboard.send_keys("{ENTER}")
|
|||
|
|
|
|||
|
|
|
|||
|
|
# 输出数据
|
|||
|
|
def _output_data(self, path):
|
|||
|
|
time.sleep(1)
|
|||
|
|
self.left_wnd.get_item(path, exact=False).click_input(button=u'left', double=False, wheel_dist=0, pressed=u'')
|
|||
|
|
time.sleep(1)
|
|||
|
|
# 刷新
|
|||
|
|
# self.main_wnd.window(control_id=0x474, class_name='Button').click()
|
|||
|
|
time.sleep(1)
|
|||
|
|
# 输出
|
|||
|
|
try:
|
|||
|
|
self.main_wnd.window(control_id=0x47F, class_name='Button').click()
|
|||
|
|
time.sleep(1)
|
|||
|
|
except Exception:
|
|||
|
|
print('无输出的数据！')
|
|||
|
|
return 0
|
|||
|
|
# 点击输出到Excel表格
|
|||
|
|
self._app['输出'].window(control_id=0xE9, class_name='Button').click()
|
|||
|
|
# 确认
|
|||
|
|
pywinauto.keyboard.send_keys("{ENTER}")
|
|||
|
|
time.sleep(0.5)
|
|||
|
|
return 1
|
|||
|
|
|
|||
|
|
# 获取未成交单
|
|||
|
|
def get_unsettled_trades(self):
|
|||
|
|
time.sleep(0.5)
|
|||
|
|
path = self.left_wnd_operate_group['撤单']
|
|||
|
|
# 导出数据
|
|||
|
|
result = self._output_data(path)
|
|||
|
|
if result == 0:
|
|||
|
|
self.df_unsettled = []
|
|||
|
|
return self.df_unsettled
|
|||
|
|
# 读文件
|
|||
|
|
self.df_unsettled = pd.read_csv(f'C:\\Users\\Administrator\\Documents\\{self.As_Of_Date} 撤单查询.xls',
|
|||
|
|
encoding='gbk', sep='\t', engine='python')
|
|||
|
|
|
|||
|
|
# 处理未成交单格式
|
|||
|
|
self.df_unsettled.rename(columns={'="证券代码"': "证券代码",
|
|||
|
|
'="证券名称"': "证券名称",
|
|||
|
|
'="买卖标志"': "买卖标志",
|
|||
|
|
'="委托数量"': "委托数量",
|
|||
|
|
'="委托价格" ': "委托价格",
|
|||
|
|
'="成交数量"': "成交数量",
|
|||
|
|
'="撤单数量"': "撤单数量",
|
|||
|
|
'="委托时间"': "委托时间",
|
|||
|
|
'="委托编号"': "委托编号",
|
|||
|
|
'="隔夜委托标识"': "隔夜委托标识",
|
|||
|
|
}, inplace=True)
|
|||
|
|
self.df_unsettled['证券代码'] = self.df_unsettled['证券代码'].map(lambda x: x.strip('=').strip('"'))
|
|||
|
|
return self.df_unsettled
|
|||
|
|
|
|||
|
|
|
|||
|
|
def _delete_first_lines(self, filename, pp):
|
|||
|
|
|
|||
|
|
|
|||
|
|
fin = open(filename, 'r')
|
|||
|
|
a = fin.readlines()
|
|||
|
|
fout = open(filename, 'w')
|
|||
|
|
if pp == 0:
|
|||
|
|
b = ''.join(a[:3])
|
|||
|
|
else:
|
|||
|
|
b = ''.join(a[3:])
|
|||
|
|
fout.write(b)
|
|||
|
|
|
|||
|
|
# 获取当日实际持仓
|
|||
|
|
def get_position(self):
|
|||
|
|
time.sleep(0.5)
|
|||
|
|
path = self.left_wnd_operate_group['资金股份']
|
|||
|
|
# 导出数据
|
|||
|
|
result = self._output_data(path)
|
|||
|
|
filenme = f'C:\\Users\\Administrator\\Documents\\{self.As_Of_Date} 资金股份查询.xls'
|
|||
|
|
self._delete_first_lines(filenme, 1)
|
|||
|
|
# 读文件
|
|||
|
|
self.df_position = pd.read_csv(filenme, encoding='gbk', sep='\t', engine='python', error_bad_lines=False)
|
|||
|
|
if len(self.df_position) == 0:
|
|||
|
|
self.df_position = []
|
|||
|
|
return self.df_position
|
|||
|
|
|
|||
|
|
# 处理self.df_position格式
|
|||
|
|
# del (self.df_position['="Unnamed: 16"'])
|
|||
|
|
del (self.df_position['="股份昨余"'])
|
|||
|
|
del (self.df_position['="今买数量"'])
|
|||
|
|
del (self.df_position['="买入均价"'])
|
|||
|
|
del (self.df_position['="股东代码"'])
|
|||
|
|
del (self.df_position['="持仓盈亏"'])
|
|||
|
|
del (self.df_position['="交易所名称"'])
|
|||
|
|
|
|||
|
|
self.df_position.rename(columns={'="证券代码"': "Ticker",
|
|||
|
|
'="证券名称"': "Ticker_name",
|
|||
|
|
'="实际数量"': "Number_transactions",
|
|||
|
|
'="可卖数量"': "cash",
|
|||
|
|
'="冻结数量"': "frozen_quantity",
|
|||
|
|
'="持仓成本价"': "cost_price",
|
|||
|
|
'="当前价"': "market_price",
|
|||
|
|
'="最新市值"': "market_value",
|
|||
|
|
'="当日盈亏"': "profit_and_loss",
|
|||
|
|
'="盈亏比例(%)"': "profit_loss_ratio",
|
|||
|
|
}, inplace=True)
|
|||
|
|
|
|||
|
|
self.df_position['Ticker'] = self.df_position['Ticker'].map(lambda x: x.strip('=').strip('"'))
|
|||
|
|
self.df_position['Ticker_name'] = self.df_position['Ticker_name'].map(lambda x: x.strip('=').strip('"'))
|
|||
|
|
self.df_position['Number_transactions'] = self.df_position['Number_transactions'].map(
|
|||
|
|
lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df_position['cash'] = self.df_position['cash'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df_position['profit_and_loss'] = self.df_position['profit_and_loss'].map(
|
|||
|
|
lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df_position['profit_loss_ratio'] = self.df_position['profit_loss_ratio'].map(
|
|||
|
|
lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df_position['market_value'] = self.df_position['market_value'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df_position = self.df_position.loc[:, ~self.df_position.columns.str.contains("^Unnamed")]
|
|||
|
|
print('=============================================')
|
|||
|
|
return self.df_position
|
|||
|
|
|
|||
|
|
# 获取资金情况
|
|||
|
|
def get_balance(self):
|
|||
|
|
time.sleep(0.5)
|
|||
|
|
path = self.left_wnd_operate_group['资金股份']
|
|||
|
|
# 点击资金股份
|
|||
|
|
self.left_wnd.get_item(path, exact=False).click_input(button=u'left', double=False, wheel_dist=0, pressed=u'')
|
|||
|
|
time.sleep(1)
|
|||
|
|
# 获取资金
|
|||
|
|
balance_text = self.main_wnd.window(control_id=0x628, class_name='Static').window_text()
|
|||
|
|
print(balance_text)
|
|||
|
|
balance_text = balance_text.strip(' ')
|
|||
|
|
balance_text = balance_text.split(' ')
|
|||
|
|
|
|||
|
|
result_2 = {}
|
|||
|
|
result = {}
|
|||
|
|
for i in balance_text:
|
|||
|
|
i_dict = i.split(':')
|
|||
|
|
k = i_dict[0]
|
|||
|
|
v = i_dict[1]
|
|||
|
|
result_2[k] = v
|
|||
|
|
result['可用金额'] = result_2['可用']
|
|||
|
|
result['股票市值'] = result_2['参考市值']
|
|||
|
|
result['总资产'] = result_2['资产']
|
|||
|
|
print('=============================================')
|
|||
|
|
return result
|
|||
|
|
|
|||
|
|
# 获取委托单
|
|||
|
|
def get_order(self):
|
|||
|
|
time.sleep(0.5)
|
|||
|
|
path = self.left_wnd_operate_group['当日委托']
|
|||
|
|
# 导出数据
|
|||
|
|
result = self._output_data(path)
|
|||
|
|
if result == 0:
|
|||
|
|
self.df = []
|
|||
|
|
return self.df
|
|||
|
|
# 读文件
|
|||
|
|
self.df = pd.read_csv(f'C:\\Users\\Administrator\\Documents\\{self.As_Of_Date} 当日委托查询.xls',
|
|||
|
|
encoding='gbk', sep='\t', engine='python', error_bad_lines=False)
|
|||
|
|
# print(self.df)
|
|||
|
|
|
|||
|
|
# 处理委托单格式
|
|||
|
|
self.df.rename(columns={'="证券代码"': "证券代码",
|
|||
|
|
'="证券名称"': "证券名称",
|
|||
|
|
'="买卖标志"': "买卖标志",
|
|||
|
|
'="委托数量"': "委托数量",
|
|||
|
|
'="委托价格" ': "委托价格",
|
|||
|
|
'="成交数量"': "成交数量",
|
|||
|
|
'="撤单数量"': "撤单数量",
|
|||
|
|
'="委托时间"': "委托时间",
|
|||
|
|
'="委托编号"': "委托编号",
|
|||
|
|
'="隔夜委托标识"': "隔夜委托标识",
|
|||
|
|
}, inplace=True)
|
|||
|
|
self.df['证券代码'] = self.df['证券代码'].map(lambda x: x.strip('=').strip('"'))
|
|||
|
|
print('=============================================')
|
|||
|
|
return self.df
|
|||
|
|
|
|||
|
|
# 获取当日成交
|
|||
|
|
def trade_record(self):
|
|||
|
|
time.sleep(1)
|
|||
|
|
path = self.left_wnd_operate_group['当日成交']
|
|||
|
|
# 导出数据
|
|||
|
|
result = self._output_data(path)
|
|||
|
|
if result == 0:
|
|||
|
|
self.df = []
|
|||
|
|
return self.df
|
|||
|
|
# 读文件
|
|||
|
|
self.df = pd.read_csv(f'C:\\Users\\Administrator\\Documents\\{self.As_Of_Date} 当日成交查询.xls',
|
|||
|
|
encoding='gbk', sep='\t', engine='python', error_bad_lines=False)
|
|||
|
|
return self.df
|
|||
|
|
|
|||
|
|
# 当日交易记录入库
|
|||
|
|
def save_trades_sql(self):
|
|||
|
|
self.trade_record()
|
|||
|
|
if len(self.df) == 0:
|
|||
|
|
print('无当日成交---------------------')
|
|||
|
|
|
|||
|
|
else:
|
|||
|
|
# 处理当日成交入库格式
|
|||
|
|
import datetime
|
|||
|
|
self.df['As_Of_Date'] = datetime.date.today()
|
|||
|
|
self.df['Account_name'] = self.account_name
|
|||
|
|
self.df.rename(columns={'="证券代码"': "证券代码", '="证券名称"': "证券名称",
|
|||
|
|
'="买卖标志"': "买卖标志", '="成交数量"': "成交数量",
|
|||
|
|
'="成交价格"': "成交价格", '="成交金额"': "成交金额",
|
|||
|
|
'="成交编号"': "成交编号", '="成交时间"': "成交时间",
|
|||
|
|
}, inplace=True)
|
|||
|
|
self.df['证券名称'] = self.df['证券名称'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['证券代码'] = self.df['证券代码'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['成交金额'] = self.df['成交金额'].apply(float)
|
|||
|
|
self.df.rename(
|
|||
|
|
columns={'证券代码': 'Ticker', '证券名称': 'Ticker_name',
|
|||
|
|
'买卖标志': 'Operate', '成交数量': 'Number_transactions',
|
|||
|
|
'成交均价': 'Average_price'}, inplace=True)
|
|||
|
|
|
|||
|
|
def bu(x):
|
|||
|
|
x = str(x)
|
|||
|
|
if len(x) < 6:
|
|||
|
|
num = 6 - len(x)
|
|||
|
|
ticker = "0" * num + x
|
|||
|
|
else:
|
|||
|
|
ticker = x
|
|||
|
|
return ticker
|
|||
|
|
|
|||
|
|
self.df['Ticker'] = self.df['Ticker'].apply(bu)
|
|||
|
|
self.df['Operate'] = self.df['Operate'].apply(lambda x: '买' if x == '="限价买入"' else '卖')
|
|||
|
|
df_num = self.df.groupby(['Ticker', 'Operate'])['Number_transactions'].sum().reset_index()
|
|||
|
|
df_mean = self.df.groupby(['Ticker', 'Operate'])['成交金额'].sum().reset_index()
|
|||
|
|
|
|||
|
|
del self.df['Number_transactions']
|
|||
|
|
del self.df['成交金额']
|
|||
|
|
self.df = pd.merge(self.df, df_num)
|
|||
|
|
self.df = pd.merge(self.df, df_mean)
|
|||
|
|
self.df['Average_price'] = self.df['成交金额'] / self.df['Number_transactions']
|
|||
|
|
|
|||
|
|
del (self.df['="摘要"'])
|
|||
|
|
del (self.df['="委托编号"'])
|
|||
|
|
del (self.df['="交易所名称"'])
|
|||
|
|
del (self.df['="备注"'])
|
|||
|
|
del (self.df['Unnamed: 13'])
|
|||
|
|
del (self.df['="股东代码"'])
|
|||
|
|
del (self.df['成交编号'])
|
|||
|
|
del self.df['成交时间']
|
|||
|
|
del self.df['成交金额']
|
|||
|
|
self.df.drop_duplicates(subset=['Ticker', 'Ticker_name', 'Operate'], inplace=True)
|
|||
|
|
self.df['Number_transactions'] = self.df['Number_transactions'].apply(abs)
|
|||
|
|
|
|||
|
|
def fuc(x):
|
|||
|
|
if str(x).startswith('6'):
|
|||
|
|
x = 'SH' + str(x)
|
|||
|
|
elif str(x).startswith('0') or str(x).startswith('159'):
|
|||
|
|
x = 'SZ' + str(x)
|
|||
|
|
else:
|
|||
|
|
x = x
|
|||
|
|
return x
|
|||
|
|
|
|||
|
|
self.df['Ticker'] = self.df['Ticker'].apply(fuc)
|
|||
|
|
self.df = self.df[self.df['Average_price'] != 0.0]
|
|||
|
|
|
|||
|
|
# 入库
|
|||
|
|
try:
|
|||
|
|
return self.df
|
|||
|
|
# engine_auto_update_web_strategy = create_engine(
|
|||
|
|
# 'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/auto_update_web_strategy',
|
|||
|
|
# encoding="utf-8", echo=False)
|
|||
|
|
# self.df.to_sql('daily_transaction_record', engine_auto_update_web_strategy, if_exists='append',
|
|||
|
|
# index=False, chunksize=1000)
|
|||
|
|
print('=======================')
|
|||
|
|
print('入库表:\n', self.df)
|
|||
|
|
print(self.account_name, "的当日成交入库成功!")
|
|||
|
|
print('------------------------------------------------')
|
|||
|
|
except Exception as e:
|
|||
|
|
print(self.account_name, "的当日成交入库失败!!!!!!!!!!!!!!!!!!!!!!!!!!")
|
|||
|
|
print('------------------------------------------------')
|
|||
|
|
|
|||
|
|
# 交易记录存表
|
|||
|
|
def save_trade_table(self):
|
|||
|
|
self.trade_record()
|
|||
|
|
if len(self.df) == 0:
|
|||
|
|
return
|
|||
|
|
else:
|
|||
|
|
# 设置交易记录存表格式
|
|||
|
|
self.df.rename(columns={'="证券代码"': "证券代码", '="证券名称"': "证券名称",
|
|||
|
|
'="买卖标志"': "买卖标志", '="成交数量"': "成交数量",
|
|||
|
|
'="成交价格"': "成交价格", '="成交金额"': "成交金额",
|
|||
|
|
'="成交编号"': "成交编号", '="成交时间"': "成交时间",
|
|||
|
|
'="交易所名称"': "交易所名称", '="摘要"': "摘要",
|
|||
|
|
'="委托编号"': "委托编号", '="股东代码"': "股东代码",
|
|||
|
|
'="股东代码"': "股东代码", '="备注"': "备注",
|
|||
|
|
}, inplace=True)
|
|||
|
|
self.df['证券名称'] = self.df['证券名称'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['买卖标志'] = self.df['买卖标志'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['摘要'] = self.df['摘要'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['委托编号'] = self.df['委托编号'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['成交编号'] = self.df['成交编号'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['成交时间'] = self.df['成交时间'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['股东代码'] = self.df['股东代码'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['证券代码'] = self.df['证券代码'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
self.df['交易所名称'] = self.df['交易所名称'].map(lambda x: str(x).strip('=').strip('"'))
|
|||
|
|
# 获取当日成交
|
|||
|
|
print(self.df)
|
|||
|
|
As_Of_Date = datetime.datetime.today().strftime('%Y%m%d')
|
|||
|
|
As_Of_Date = As_Of_Date[-4:]
|
|||
|
|
df_trade = self._get_df_trade()
|
|||
|
|
print(df_trade)
|
|||
|
|
# pc_name111 = getpass.getuser() # 返回用户名
|
|||
|
|
# df_trade = pd.read_excel(f'C:\\Users\\{pc_name111}\\Desktop\\{self.today}_股票交易列表.xls')
|
|||
|
|
df_trade['用户名'] = df_trade['用户名'].map(lambda x: str(x))
|
|||
|
|
df_user = df_trade[df_trade['用户名'].isin([self.account_name])]
|
|||
|
|
df_user = df_user.drop_duplicates('股票代码')
|
|||
|
|
df_user['股票代码'] = df_user['股票代码'].map(lambda x: str(x).strip('SH').strip('SZ'))
|
|||
|
|
strategy_ticker_list = df_user['股票代码'].tolist()
|
|||
|
|
self.df['证券代码'] = self.df['证券代码'].map(lambda x: str(x))
|
|||
|
|
self.df['备注'] = '客户操作'
|
|||
|
|
self.df.loc[self.df['证券代码'].isin(strategy_ticker_list), '备注'] = '策略选股'
|
|||
|
|
self.df = self.df.loc[:, ~self.df.columns.str.contains("^Unnamed")]
|
|||
|
|
print('=======================')
|
|||
|
|
print('本地存表：\n', self.df)
|
|||
|
|
return self.df
|
|||
|
|
# self.df.to_excel(f'C:\\Users\\{pc_name111}\\Desktop\\{self.account_name}_{As_Of_Date}.xls')
|
|||
|
|
# self.df.to_excel(f'C:\\Users\\{pc_name111}\\Desktop\\{As_Of_Date}_交易记录\\{self.account_name}_{As_Of_Date}.xls')
|
|||
|
|
# self.df.to_excel(f'F:\\AINVEST\\works\\trade_records\\{user}_{today}.xls', encoding='utf-8', index=False)
|
|||
|
|
print('存表成功')
|
|||
|
|
|
|||
|
|
# 读取交易指令表
|
|||
|
|
def _get_df_trade(self):
|
|||
|
|
engine_user_center = create_engine(
|
|||
|
|
'mysql+pymysql://cn_ainvest_db:cn_ainvest_sd3a1@rm-2zewagytttzk6f24xno.mysql.rds.aliyuncs.com:3306/user_center',
|
|||
|
|
encoding="utf-8", echo=False)
|
|||
|
|
today = str(datetime.date.today())
|
|||
|
|
df_trade = pd.read_sql(f'select * from trade_instruction where As_Of_Date = "{today}"', engine_user_center)
|
|||
|
|
return df_trade
|
|||
|
|
|
|||
|
|
# 解析合同
|
|||
|
|
@staticmethod
|
|||
|
|
def __parse_contract(result):
|
|||
|
|
""" 解析买入卖出的结果 """
|
|||
|
|
|
|||
|
|
# 股东帐号：A217477596
|
|||
|
|
# 证券代码：600000
|
|||
|
|
# 买入价格：3.330
|
|||
|
|
# 买入数量：100
|
|||
|
|
result_list = result.split('\n')
|
|||
|
|
for i in result_list[:-1]:
|
|||
|
|
print(i, end=', ')
|
|||
|
|
|
|||
|
|
|
|||
|
|
if __name__ == '__main__':
|
|||
|
|
account_name = str('13700579177')
|
|||
|
|
user_main = HLClientTrader(account_name)
|
|||
|
|
user_main.login()
|
|||
|
|
|
|||
|
|
# 买入
|
|||
|
|
# a.buy('600000', '10.67','100')
|
|||
|
|
|
|||
|
|
# 卖出
|
|||
|
|
# a.sell('600000', '10.67','100')
|
|||
|
|
|
|||
|
|
# 全撤单
|
|||
|
|
# a.cancel_entrust()
|
|||
|
|
|
|||
|
|
# 获取未成交单
|
|||
|
|
# print('未成交单:\n', a.get_unsettled_trades())
|
|||
|
|
|
|||
|
|
# 获取当日实际持仓
|
|||
|
|
# print('当日实际持仓:\n', a.get_position())
|
|||
|
|
|
|||
|
|
# 获取资金情况
|
|||
|
|
# print('当日资金情况:\n', a.get_balance())
|
|||
|
|
|
|||
|
|
# 获取委托单
|
|||
|
|
# print('委托单:\n',a.get_order())
|
|||
|
|
|
|||
|
|
# 获取当日成交
|
|||
|
|
# print('当日成交情况:\n', a.trade_record())
|
|||
|
|
#
|
|||
|
|
# 交易记录入库
|
|||
|
|
# a.save_trades_sql()
|
|||
|
|
|
|||
|
|
# 交易记录存表
|
|||
|
|
# a.save_trade_table()
|
|||
|
|
|