import os
import time
import socket
from datetime import datetime
import datetime
# from wsgiref import headers
import pandas as pd
from cmath import isnan
import random
import csv
import copy
import codecs
from multiprocessing import Pool
import datetime
import json
import time
import requests
from tkinter import filedialog, messagebox
import tkinter as tk
import random
from tkinter.ttk import Combobox
from tkinter import messagebox
from tkinter import *
from tkinter.messagebox import *
from tkinter import font
import threading
import keyboard
import time
class Application(Frame):
def __int__(self, master=None):
super().__init__(master)
self.master = master
self.pack()
# self.createWidget01()
self.collect_Algo = []
self.collect_Algo_param = {}
self.running = False
self.thread = None
self.pythonGUI()
def pythonGUI(self):
# 登录客户端
self.loginClient_var = IntVar()
self.loginClient = Checkbutton(root, text="登录客户端", font=('仿宋体', 10, 'bold'), fg="blue",variable=self.loginClient_var)
self.loginClient.place(x=5, y=7)
Label(root, text="---------------------------------------------------------------------:", fg="orange",
font=('仿宋体', 30, 'bold')).place(x=5, y=23)
# Label(root, text="提示：必须选择至少一个算法", font=('仿宋体', 10, 'bold'), fg="red").place(x=5, y=5)
self.smartOrder_var0 = IntVar()
self.smartOrder_var1 = IntVar()
self.smartOrder_var2 = IntVar()
self.smartOrder_var3 = IntVar()
self.smartOrder_var4 = IntVar()
self.smartOrder_var5 = IntVar()
self.smartOrder = Checkbutton(root, text='快捷交易：', font=('仿宋体', 10, 'bold'), fg="blue",
variable=self.smartOrder_var0, onvalue=1, offvalue=0,
command=self.smartOrderFun)
self.smartOrder.place(x=5, y=60)
self.smartOrder1 = Checkbutton(root, text="限价", font=('仿宋体', 10, 'bold'), fg="green",variable=self.smartOrder_var1)
self.smartOrder1.place(x=100, y=60)
self.smartOrder2 = Checkbutton(root, text="市价", font=('仿宋体', 10, 'bold'), fg="green",variable=self.smartOrder_var2)
self.smartOrder2.place(x=180, y=60)
self.smartOrder3 = Checkbutton(root, text="跟价", font=('仿宋体', 10, 'bold'), fg="green", variable=self.smartOrder_var3)
self.smartOrder3.place(x=260, y=60)
self.smartOrder4 = Checkbutton(root, text="金额", font=('仿宋体', 10, 'bold'), fg="green", variable=self.smartOrder_var4)
self.smartOrder4.place(x=340, y=60)
self.smartOrder5 = Checkbutton(root, text="算法", font=('仿宋体', 10, 'bold'), fg="green", variable=self.smartOrder_var5)
self.smartOrder5.place(x=420, y=60)
self.HXAlgo_var0 = IntVar()
self.HXAlgo_var1 = IntVar()
self.HXAlgo_var2 = IntVar()
self.HXAlgo1 = Checkbutton(root, text='HXAlgo：', font=('仿宋体', 10, 'bold'), fg="blue",
variable=self.HXAlgo_var0, onvalue=1, offvalue=0,
command=self.HXAlgo)
self.HXAlgo1.place(x=5, y=100)
self.HXAlgo2 = Checkbutton(root, text="HX_SMART_TWAP", font=('仿宋体', 10, 'bold'), fg="green",
variable=self.HXAlgo_var1)
self.HXAlgo2.place(x=100, y=100)
self.HXAlgo3 = Checkbutton(root, text="HX_SMART_VWAP", font=('仿宋体', 10, 'bold'), fg="green",
variable=self.HXAlgo_var2)
self.HXAlgo3.place(x=280, y=100)
self.FTAlgo_var0 = IntVar()
self.FTAlgo_var1 = IntVar()
self.FTAlgo0 = Checkbutton(root, text='FTAlgo：', font=('仿宋体', 10, 'bold'), fg="blue",
variable=self.FTAlgo_var0, onvalue=1, offvalue=0,
command=self.FTAlgo)
self.FTAlgo0.place(x=5, y=125)
self.FTAlgo1 = Checkbutton(root, text="FT_AI_WAP", font=('仿宋体', 10, 'bold'), fg="green",
variable=self.FTAlgo_var1)
self.FTAlgo1.place(x=100, y=125)
self.QNDAlgo_var0 = IntVar()
self.QNDAlgo_var1 = IntVar()
self.QNDAlgo_var2 = IntVar()
self.QNDAlgo1 = Checkbutton(root, text='QNDAlgo：', font=('仿宋体', 10, 'bold'), fg="blue",
variable=self.QNDAlgo_var0, onvalue=1, offvalue=0,
command=self.QNDAlgo)
self.QNDAlgo1.place(x=5, y=150)
self.QNDAlgo2 = Checkbutton(root, text="QNDTWAP", font=('仿宋体', 10, 'bold'), fg="green",
variable=self.QNDAlgo_var1)
self.QNDAlgo2.place(x=100, y=150)
self.QNDAlgo3 = Checkbutton(root, text="QNDVWAP", font=('仿宋体', 10, 'bold'), fg="green",
variable=self.QNDAlgo_var2)
self.QNDAlgo3.place(x=280, y=150)
self.YRAlgo_var0 = IntVar()
self.YRAlgo_var1 = IntVar()
self.YRAlgo0 = Checkbutton(root, text='YRAlgo：', font=('仿宋体', 10, 'bold'), fg="blue",
variable=self.YRAlgo_var0, onvalue=1, offvalue=0,
command=self.YRAlgo)
self.YRAlgo0.place(x=5, y=175)
self.YRAlgo1 = Checkbutton(root, text="YRVWAP", font=('仿宋体', 10, 'bold'), fg="green",
variable=self.YRAlgo_var1)
self.YRAlgo1.place(x=100, y=175)
Label(root, text="---------------------------------------------------------------------:", fg="orange",
font=('仿宋体', 30, 'bold')).place(x=5, y=190)
Button(root, text="输入资金账号", font=('仿宋体', 10, 'bold'), fg="blue", command=self.btnAcctFun).place(x=5,
y=225)
Button(root, text="输入股票代码", font=('仿宋体', 10, 'bold'), fg="blue", command=self.btnSymbolFun).place(
x=200, y=225)
# Label(root, text="资金账号:",font=('仿宋体', 10, 'bold'),fg="blue").place(x=5, y=235)
# self.acctType_acct = Text(root, font=('仿宋体', 10, 'bold'),height=1.3, width=80,fg="green")
# self.acctType_acct.insert('1.0', "UF0_890500027916,UM0_20100051859")
# self.acctType_acct.place(x=80, y=235)
Label(root, text="每秒订单量:", font=('仿宋体', 10, 'bold'), fg="blue").place(x=5, y=264)
self.targetVol = Text(root, font=('仿宋体', 10, 'bold'), height=1.3, width=10, fg="green")
self.targetVol.insert('1.0', "10")
self.targetVol.place(x=90, y=264)
Label(root, text="运行结束时间:", font=('仿宋体', 10, 'bold'), fg="blue").place(x=200, y=264)
self.runStopTime = Text(root, font=('仿宋体', 10, 'bold'), height=1.3, width=10, fg="green")
self.runStopTime.insert('1.0', "230000")
self.runStopTime.place(x=295, y=264)
Label(root, text="批号起始值:", font=('仿宋体', 10, 'bold'), fg="blue").place(x=5, y=292)
self.beginNum = Text(root, font=('仿宋体', 10, 'bold'), height=1.3, width=10, fg="green")
self.beginNum.insert('1.0', "1")
self.beginNum.place(x=90, y=292)
Label(root, text="批号结束值:", font=('仿宋体', 10, 'bold'), fg="blue").place(x=200, y=292)
self.endNum = Text(root, font=('仿宋体', 10, 'bold'), height=1.3, width=10, fg="green")
self.endNum.insert('1.0', "50")
self.endNum.place(x=295, y=292)
Label(root, text="算法结束时间:", font=('仿宋体', 10, 'bold'), fg="blue").place(x=5, y=320)
self.algoStopTimeSet = Text(root, font=('仿宋体', 10, 'bold'), height=1.3, width=10, fg="green")
self.algoStopTimeSet.insert('1.0', "180000")
self.algoStopTimeSet.place(x=100, y=324)
self.algoStopTimeSet.bind("<Button-1>", self.algoStopTimeSet_bind) # 点击输入框会清空算法结束时间单选框单选框
global algoStopTime_var
self.algoStopTime_var = StringVar()
self.algoStopTime_var.set("6")
# Radiobutton是单选文本框
self.algoStopTime1 = Radiobutton(root, text="+5", font=('仿宋体', 10, 'bold'), fg="green", value="5",variable=self.algoStopTime_var, state="normal")
self.algoStopTime1.place(x=180, y=320)
self.algoStopTime2 = Radiobutton(root, text="+10", font=('仿宋体', 10, 'bold'), fg="green", value="10",
variable=self.algoStopTime_var, state="normal")
self.algoStopTime2.place(x=230, y=320)
self.algoStopTime3 = Radiobutton(root, text="+20", font=('仿宋体', 10, 'bold'), fg="green", value="20",
variable=self.algoStopTime_var, state="normal")
self.algoStopTime3.place(x=280, y=320)
self.algoStopTime4 = Radiobutton(root, text="+30", font=('仿宋体', 10, 'bold'), fg="green", value="30",
variable=self.algoStopTime_var, state="normal")
self.algoStopTime4.place(x=330, y=320)
self.algoStopTime5 = Radiobutton(root, text="+60", font=('仿宋体', 10, 'bold'), fg="green", value="60",
variable=self.algoStopTime_var, state="normal")
self.algoStopTime5.place(x=380, y=320)
Label(root, text="提示：+5表示算法只运行5分钟", font=('仿宋体', 10, 'bold'), fg="red").place(x=450, y=320)
# 点击单选框会清空算法结束时间输入框
self.algoStopTime1.config(command=lambda: self.radiobutton_command(self.algoStopTime1))
self.algoStopTime2.config(command=lambda: self.radiobutton_command(self.algoStopTime1))
self.algoStopTime3.config(command=lambda: self.radiobutton_command(self.algoStopTime1))
self.algoStopTime4.config(command=lambda: self.radiobutton_command(self.algoStopTime1))
self.algoStopTime5.config(command=lambda: self.radiobutton_command(self.algoStopTime1))
self.label_orderNum = Label(root, text="生成订单数量为0", fg="red", font=('仿宋体', 10, 'bold'))
self.label_orderNum.place(x=30, y=350)
self.label_runStopNum = Label(root, text="运行结束批号值为0", fg="red", font=('仿宋体', 10, 'bold'))
self.label_runStopNum.place(x=200, y=350)
self.num = 0
Label(root, text="---------------------------------------------------------------------:", fg="orange",
font=('仿宋体', 30, 'bold')).place(x=5, y=365)
self.btn_Algo = Button(root, text="onequant", font=('times', 19, 'bold'), bg='orange', command=self.toggle_running)
self.btn_Algo.place(x=5, y=400)
# self.photo = PhotoImage(file="E:/桌面/lwpaul/algoImport/imgs/logo.gif")
# # image_create(END, image=self.photo)
# Label(root, image=self.photo).place(x=5, y=350)
# self.clock = Label(root, font=('times', 20, 'bold'), bg='orange')
self.clock_second = 1000
self.clock = Button(root, font=('times', 19, 'bold'), bg='orange', command=self.photoFun)
self.clock.place(x=150, y=400)
self.time_update()
def btnSaveSymbolFun(self): # 保存股票
try:
os.remove(symbol_file)
except:
print(symbol_file + "文件不存在")
# 生成资金账号的CSV文件
with open(symbol_file, "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["symbol"]]
csv_file.writerows(datas)
text_saveAcct = self.text_symbol.get(1.0, END)
comma = 0 # 点的个数
for i in text_saveAcct:
if i == ".":
comma = comma + 1
if comma >= 2:
break
print("comma", comma)
print("acctType112233", text_saveAcct)
if comma == 1:
print(333)
symbol = text_saveAcct.replace("\n", "")
print("acctType12", symbol)
Parameter = []
Parameters = []
Parameter.append(symbol)
Parameters.append(Parameter)
with open(symbol_file, "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
else:
text_saveAcct_split = text_saveAcct.split("\n")
print("15", text_saveAcct_split)
for i in range(len(text_saveAcct_split)):
if text_saveAcct_split[i] != "":
symbol = text_saveAcct_split[i]
print("symbol9999", symbol)
Parameter = []
Parameters = []
Parameter.append(symbol)
Parameters.append(Parameter)
with open(symbol_file, "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
def btnSymbolFun(self): # 输入股票
root_btnSymbol = Tk()
root_btnSymbol.geometry("200x500+230+200")
self.btnSaveSymbol = Button(root_btnSymbol, text="点击保存", font=('仿宋体', 10, 'bold'), fg="blue",
command=self.btnSaveSymbolFun)
self.btnSaveSymbol.pack()
self.text_symbol = Text(root_btnSymbol, height=50, width=42, fg='green', font=("仿宋体", 12)) # "helvetica"
self.text_symbol.pack(side=LEFT)
# 在文本框开头插入一段话
filename = "symbol.csv"
current_directory = os.getcwd() # 获取当前目录
print("current_directory", current_directory)
file_path = os.path.join(current_directory, filename) # 构建文件路径
print("file_path", file_path)
if os.path.isfile(file_path): # 检查文件是否存在并且是.csv文件
data = pd.read_csv(symbol_file, encoding="gbk")
if len(data["symbol"]) == 0:
self.text_symbol.insert('1.0', '000001.SZ\n300001.SZ\n600000.SH\n688001.SH')
else:
data_text = ""
for i in range(len(data["symbol"])):
data_text = data_text + data["symbol"][i] + "\n"
print("data_text", data_text)
self.text_symbol.insert('1.0', data_text)
else:
self.text_symbol.insert('1.0', '000001.SZ\n300001.SZ\n600000.SH\n688001.SH')
scrollbar = Scrollbar(root_btnSymbol, command=self.text_symbol.yview)
scrollbar.pack(side=LEFT, fill=Y)
self.text_symbol.configure(yscrollcommand=scrollbar.set)
root_btnSymbol.mainloop()
def btnSaveAcctFun(self): # 保存资金账号
try:
os.remove(Acct_file)
except:
print(Acct_file + "文件不存在")
# 生成资金账号的CSV文件
with open(Acct_file, "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["acctType", "acct"]]
csv_file.writerows(datas)
text_saveAcct = self.text_widget.get(1.0, END)
comma = 0 # 逗号的个数
for i in text_saveAcct:
if i == ",":
comma = comma + 1
if comma >= 2:
break
print("comma", comma)
print("acctType112233", text_saveAcct)
if comma == 1:
print(333)
acctType_acct = text_saveAcct.replace("\n", "").split(",")
print("acctType12", text_saveAcct.split(","))
print("acctType13", acctType_acct)
acctType = acctType_acct[0]
acct = acctType_acct[1]
print("acctType", acctType)
print("acct", acct)
Parameter = []
Parameters = []
Parameter.append(acctType)
Parameter.append(acct)
Parameters.append(Parameter)
with open(Acct_file, "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
else:
text_saveAcct_split = text_saveAcct.split("\n")
print("15", text_saveAcct_split)
for i in range(len(text_saveAcct_split) - 1):
if text_saveAcct_split[i] != "":
acctType_acct = text_saveAcct_split[i].split(",")
acctType = acctType_acct[0]
acct = acctType_acct[1]
print("acctType", acctType)
print("acct", acct)
Parameter = []
Parameters = []
Parameter.append(acctType)
Parameter.append(acct)
Parameters.append(Parameter)
with open(Acct_file, "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
def btnAcctFun(self): # 输入资金长账号
root_btnAcct = Tk()
root_btnAcct.geometry("200x500+230+200")
self.btnSaveAcct = Button(root_btnAcct, text="点击保存", font=('仿宋体', 10, 'bold'), fg="blue",
command=self.btnSaveAcctFun)
self.btnSaveAcct.pack()
self.text_widget = Text(root_btnAcct, height=50, width=42, fg='green', font=("仿宋体", 12)) # "helvetica"
self.text_widget.pack(side=LEFT)
# 在文本框开头插入一段话
filename = "Acct.csv"
current_directory = os.getcwd() # 获取当前目录
print("current_directory", current_directory)
file_path = os.path.join(current_directory, filename) # 构建文件路径
print("file_path", file_path)
if os.path.isfile(file_path): # 检查文件是否存在
data = pd.read_csv(Acct_file, encoding="gbk")
if len(data["acctType"]) == 0:
self.text_widget.insert('1.0', 'UF0,89050027916\nUM0,20100051859')
else:
data_text = ""
for i in range(len(data["acctType"])):
data_text = data_text + data["acctType"][i] + "," + str(data["acct"][i]) + "\n"
print("data_text", data_text)
self.text_widget.insert('1.0', data_text)
else:
self.text_widget.insert('1.0', 'UF0,89050027916\nUM0,20100051859')
scrollbar = Scrollbar(root_btnAcct, command=self.text_widget.yview)
scrollbar.pack(side=LEFT, fill=Y)
self.text_widget.configure(yscrollcommand=scrollbar.set)
root_btnAcct.mainloop()
def time_update(self):
current_time = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S")
weekday = datetime.datetime.now().strftime("%A")
self.clock.config(text=f"日期：{current_time} 星期：{weekday}")
if self.clock_second == 1000:
self.master.after(1000, self.time_update)
else:
time.sleep(1)
self.master.after(1000, self.time_update)
def photoFun(self):
try:
s = socket.socket(socket.AF_INET, socket.SOCK_DGRAM)
s.connect(("8.8.8.8", 80))
ip = s.getsockname()[0]
print("ip", ip)
except:
ip = "127.0.0.1"
finally:
s.close()
messages = ["不要拍我", "今天是星期五", "我能倒着背出滕王阁序", "我猜你此刻不想下DMA算法",
"不好，今天下班忘记打卡了",
"面朝大海，春暖花开", "忘记了时光与风", "上班又迟到了，都怪早上下雨"]
choice_messages = random.choice(messages)
self.clock["text"] = choice_messages
self.clock_second = 3000
def algoStopTimeSet_bind(self, event):
self.algoStopTime_var.set("6")
def radiobutton_command(self, event):
print("555", self.algoStopTime_var.get())
self.algoStopTimeSet.delete(1.0, END)
# def radiobutton_command1(self):
# print("555", self.algoStopTime_var.get())
def smartOrderFun(self):
if self.smartOrder_var0.get() == 1:
self.smartOrder_var1.set(1)
self.smartOrder_var2.set(1)
self.smartOrder_var3.set(1)
self.smartOrder_var4.set(1)
self.smartOrder_var5.set(1)
else:
self.smartOrder_var1.set(0)
self.smartOrder_var2.set(0)
self.smartOrder_var3.set(0)
self.smartOrder_var4.set(0)
self.smartOrder_var5.set(0)
def XTAlgo(self):
print("111", self.XTAlgo_var1.get())
if self.XTAlgo_var1.get() == 1:
self.XTAlgo_var2.set(1)
self.XTAlgo_var3.set(1)
self.XTAlgo_var4.set(1)
else:
self.XTAlgo_var2.set(0)
self.XTAlgo_var3.set(0)
self.XTAlgo_var4.set(0)
def KFAlgo(self):
print("111", self.KFAlgo_var1.get())
if self.KFAlgo_var1.get() == 1:
self.KFAlgo_var2.set(1)
self.KFAlgo_var3.set(1)
self.KFAlgo_var4.set(1)
self.KFAlgo_var5.set(1)
self.KFAlgo_var6.set(1)
else:
self.KFAlgo_var2.set(0)
self.KFAlgo_var3.set(0)
self.KFAlgo_var4.set(0)
self.KFAlgo_var5.set(0)
self.KFAlgo_var6.set(0)
def HXAlgo(self):
print("111", self.HXAlgo_var0.get())
if self.HXAlgo_var0.get() == 1:
self.HXAlgo_var1.set(1)
self.HXAlgo_var2.set(1)
else:
self.HXAlgo_var1.set(0)
self.HXAlgo_var2.set(0)
def FTAlgo(self):
print("111", self.FTAlgo_var0.get())
if self.FTAlgo_var0.get() == 1:
self.FTAlgo_var1.set(1)
else:
self.FTAlgo_var1.set(0)
def QNDAlgo(self):
print("111", self.QNDAlgo_var0.get())
if self.QNDAlgo_var0.get() == 1:
self.QNDAlgo_var1.set(1)
self.QNDAlgo_var2.set(1)
else:
self.QNDAlgo_var1.set(0)
self.QNDAlgo_var2.set(0)
def YRAlgo(self):
print("111", self.YRAlgo_var0.get())
if self.YRAlgo_var0.get() == 1:
self.YRAlgo_var1.set(1)
else:
self.YRAlgo_var1.set(0)
def do_something():
while True:
print("执行任务")
time.sleep(2)
# 创建线程并启动
t = threading.Thread(target=do_something, daemon=True)
t.start()
# 等待esc键按下
keyboard.wait('ctrl+c')
def toggle_running(self):
if self.running:
# 如果程序正在运行，停止运行
self.label_orderNum.config(text="生成订单数量为" + str(self.num))
self.label_runStopNum.config(text="运行结束批号值为" + str(
self.num + int(self.beginNum.get(1.0, END)) + int(self.targetVol.get(1.0, END))))
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
self.thread.join()
# 等待线程结束
else:
# 如果程序没有运行，启动运行
self.btn_Algo["text"] = "STOP"
self.btn_Algo["bg"] = "red"
self.running = True
self.thread = threading.Thread(target=self.run_loop)
# 创建新线程来运行run_loop方法
self.thread.start()
# 启动线程
def run_loop(self):
try:
os.remove(algoStart_file)
except:
print(algoStart_file + "文件不存在")
try:
os.remove(algoStop_file)
except:
print(algoStop_file + "文件不存在")
try:
os.remove(algoExecStatic_file)
except:
print(algoExecStatic_file + "文件不存在")
try:
os.remove(assetInfo_file)
except:
print(assetInfo_file + "文件不存在")
try:
os.remove(compactInfo_file)
except:
print(compactInfo_file + "文件不存在")
try:
os.remove(crediStockInfo_file)
except:
print(crediStockInfo_file + "文件不存在")
try:
os.remove(crediTargetStockInfo_file)
except:
print(crediTargetStockInfo_file + "文件不存在")
try:
os.remove(orderUpdate_file)
except:
print(orderUpdate_file + "文件不存在")
try:
os.remove(positionInfo_file)
except:
print(positionInfo_file + "文件不存在")
try:
os.remove(tradeUpdate_file)
except:
print(tradeUpdate_file + "文件不存在")
try:
os.remove(TradeMaxNo_file)
except:
print(TradeMaxNo_file + "文件不存在")
try:
os.remove(OrderMaxNo_file)
except:
print(OrderMaxNo_file + "文件不存在")
with open(algoStart_file, "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["updTime", "custAlgoNo", "acctType", "acct", "symbol", "tradeSide",
"targetVol", "targetAmt", "algoId", "algoParam"]]
csv_file.writerows(datas)
with open(algoStop_file, "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["updTime", "custAlgoNo", "acctType", "acct"]]
csv_file.writerows(datas)
beginNum = int(self.beginNum.get(1.0, END))
endNum = int(self.endNum.get(1.0, END))
targetVol = int(self.targetVol.get(1.0, END))
runStopTime = int(self.runStopTime.get(1.0, END))
algoStopTimeSet = str(self.algoStopTimeSet.get(1.0, END)).replace("\n", "")
algoStopTime = self.algoStopTime_var.get()
if algoStopTime == "6":
print(6666)
print("algoStopTime", algoStopTime)
# 搜集勾选的算法
if self.OQAlgo_var2.get() == 1:
self.collect_Algo.append("OQ-TWAP")
if self.OQAlgo_var3.get() == 1:
self.collect_Algo.append("OQ-VWAP")
if self.OQAlgo_var4.get() == 1:
self.collect_Algo.append("OQ-POV")
if self.XTAlgo_var2.get() == 1:
self.collect_Algo.append("XT-TWAP")
if self.XTAlgo_var3.get() == 1:
self.collect_Algo.append("XT-VWAP")
if self.XTAlgo_var4.get() == 1:
self.collect_Algo.append("XT-VP")
if self.KFAlgo_var2.get() == 1:
self.collect_Algo.append("KF-POV")
if self.KFAlgo_var3.get() == 1:
self.collect_Algo.append("KF-TWAP-CORE")
if self.KFAlgo_var4.get() == 1:
self.collect_Algo.append("KF-TWAP-PLUS")
if self.KFAlgo_var5.get() == 1:
self.collect_Algo.append("KF-VWAP-CORE")
if self.KFAlgo_var6.get() == 1:
self.collect_Algo.append("KF-VWAP-PLUS")
if self.HXAlgo_var1.get() == 1:
self.collect_Algo.append("HX_SMART_TWAP")
if self.HXAlgo_var2.get() == 1:
self.collect_Algo.append("HX_SMART_VWAP")
if self.FTAlgo_var1.get() == 1:
self.collect_Algo.append("FT_WAP")
if self.QNDAlgo_var1.get() == 1:
self.collect_Algo.append("QND-TWAP")
if self.QNDAlgo_var2.get() == 1:
self.collect_Algo.append("QND-VWAP")
if self.YRAlgo_var1.get() == 1:
self.collect_Algo.append("YR-VWAP")
print("collect_Algo", self.collect_Algo)
if self.collect_Algo == [] and algoStopTimeSet == "" and self.algoStopTime_var.get() == "6":
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="1，请至少选择一个算法\n2，请设置算法结束时间")
return
elif self.collect_Algo == []:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="1，请至少选择一个算法")
return
elif algoStopTimeSet == "" and self.algoStopTime_var.get() == "6":
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="1，请设置算法结束时间")
return
elif len(str(runStopTime)) > 6:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="运行结束时间格式填写有误")
return
elif len(str(runStopTime)) == 6:
if int(str(runStopTime)[0:2]) > 23:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="运行结束时间格式填写有误")
return
elif int(str(runStopTime)[2:4]) > 59:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="运行结束时间格式填写有误")
return
elif int(str(runStopTime)[4:6]) > 59:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="运行结束时间格式填写有误")
return
elif len(str(runStopTime)) == 5:
if int(str(runStopTime)[1:3]) > 59:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="运行结束时间格式填写有误")
return
elif int(str(runStopTime)[3:5]) > 59:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
showinfo(title="友情提示", message="运行结束时间格式填写有误")
return
filename = "Acct.csv"
current_directory = os.getcwd() # 获取当前目录
print("current_directory", current_directory)
file_path = os.path.join(current_directory, filename) # 构建文件路径
print("file_path", file_path)
if os.path.isfile(file_path): # 检查文件是否存在
data = pd.read_csv(Acct_file, encoding="gbk")
if len(data["acctType"]) == 0: # 判断文件内容是否为空
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
messagebox.showinfo("提示", "请输入资金账号")
return
else:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
messagebox.showinfo("提示", "请输入资金账号")
return
filename = "symbol.csv"
current_directory = os.getcwd() # 获取当前目录
print("current_directory", current_directory)
file_path = os.path.join(current_directory, filename) # 构建文件路径
print("file_path", file_path)
if os.path.isfile(file_path): # 检查文件是否存
data = pd.read_csv(symbol_file, encoding="gbk")
if len(data["symbol"]) == 0:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
messagebox.showinfo("提示", "请输入股票")
return
else:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
messagebox.showinfo("提示", "请输入股票")
return
acctType_acct = [] # 获取资金账号
data_acctType_acct = pd.read_csv(Acct_file, encoding="gbk")
for i in range(len(data_acctType_acct["acctType"])):
acctType_acct.append(data_acctType_acct["acctType"][i] + "_" + str(data_acctType_acct["acct"][i]))
collect_symbol = [] # 获取股票代码
data_symbol = pd.read_csv(symbol_file, encoding="gbk")
for i in range(len(data_symbol["symbol"])):
collect_symbol.append(data_symbol["symbol"][i])
for i in range(beginNum, endNum, targetVol):
if not self.running:
# 检查程序是否需要停止
break # 停止循环
for j in range(targetVol):
self.num = i + j
print("self.num", self.num)
time.sleep(1 / targetVol)
# print("999",1/targetVol)
choice_acctType_acct = random.choice(acctType_acct)
acctType = choice_acctType_acct.split("_")[0]
acct = choice_acctType_acct.split("_")[1]
symbol = random.choice(collect_symbol)
algoStype = random.choice(self.collect_Algo)
# algoParm = "beginTime="+beginTime+";"+"endTime="+self.algoStopTimeSet+";"
Parameter = []
Parameters = []
Parameter.append("93000")
Parameter.append(self.num)
Parameter.append(acctType)
Parameter.append(acct)
Parameter.append(symbol)
Parameter.append("1")
Parameter.append("200")
Parameter.append("0")
Parameter.append(algoStype)
beginTime = str(datetime.datetime.now().strftime("%H%M%S"))
if algoStopTime == "6":
endTime = algoStopTimeSet
else:
endTime = (datetime.datetime.now() + datetime.timedelta(minutes=int(algoStopTime))).strftime(
"%H%M%S")
if algoStype in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(
"beginTime=" + beginTime + ";endTime=" + endTime + ";limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=")
elif algoStype in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(
"beginTime=" + beginTime + ";endTime=" + endTime + ";limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=")
elif algoStype == "KF-POV":
Parameter.append(
"beginTime=" + beginTime + ";endTime=" + endTime + ";maxpercentageF=0.2;priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=")
elif algoStype in ["KF-TWAP-CORE", "KF-TWAP-PLUS", "KF-VWAP-CORE", "KF-VWAP-PLUS"]:
Parameter.append(
"beginTime=" + beginTime + ";endTime=" + endTime + ";priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=")
elif algoStype in ["HX_SMART_TWAP", "HX_SMART_VWAP"]:
Parameter.append("HXAlgo")
elif algoStype == "FT_WAP":
Parameter.append("beginTime=" + beginTime + ";endTime=" + endTime)
elif algoStype in ["QND-TWAP", "QND-VWAP"]:
Parameter.append(
"beginTime=" + beginTime + ";endTime=" + endTime + ";allowTradeAtLimit=0;allowTradeAfterEnd=0")
elif algoStype == "YR-VWAP":
Parameter.append("beginTime=" + beginTime + ";endTime=" + endTime + ";limitRule=0")
Parameters.append(Parameter)
with open(algoStart_file, "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
print("881", int(datetime.datetime.now().strftime("%H%M%S")), " ", runStopTime)
if int(datetime.datetime.now().strftime("%H%M%S")) >= runStopTime or self.num >= endNum:
self.btn_Algo["text"] = "ALGO"
self.btn_Algo["bg"] = "orange"
self.running = False
messagebox.showinfo("提示", "运行结束时间到了或者到了批号结束值")
return
if __name__ == '__main__':
date = str(datetime.datetime.now().strftime("%Y%m%d"))
algoStart_file = os.getcwd() + "\\" + "algoStart_" + date + ".csv"
algoStop_file = os.getcwd() + "\\" + "algoStop_" + date + ".csv"
algoExecStatic_file = os.getcwd() + "\\" + "algoExecStatic_" + ".csv"
assetInfo_file = os.getcwd() + "\\" + "assetInfo_" + date + ".csv"
compactInfo_file = os.getcwd() + "\\" + "compactInfo_" + date + ".csv"
crediStockInfo_file = os.getcwd() + "\\" + "crediStockInfo_" + date + ".csv"
crediTargetStockInfo_file = os.getcwd() + "/" + "crediTargetStockInfo_" + date + ".csv"
orderUpdate_file = os.getcwd() + "\\" + "orderUpdate_" + date + ".csv"
positionInfo_file = os.getcwd() + "\\" + "positionInfo_" + date + ".csv"
tradeUpdate_file = os.getcwd() + "\\" + "tradeUpdate_" + date + ".csv"
TradeMaxNo_file = os.getcwd() + "\\" + "TradeMaxNo.txt"
OrderMaxNo_file = os.getcwd() + "\\" + "OrderMaxNo.txt"
Acct_file = os.getcwd() + "/" + "Acct" + ".csv"
symbol_file = os.getcwd() + "/" + "symbol" + ".csv"
# 初始化窗口
root = Tk()
root.title("生成算法单导入文件")
root.geometry("700x470+350+100")
app = Application().__int__(master=root)
root.mainloop()
标签：pyautogui,onequant,text,self,Algo,file,print,root From： https://www.cnblogs.com/liuweipaul123/p/17927192.html