同花顺自动化交易股票下单接口API量化系统，别信那些外挂插件和软件，头部券商有现成的接口
大家在选股票量化接口，自动交易接口时，会有一些以外部插件和软件的形式存在的工具，这些工具可能涉及窗口控件操作、DLL绑定甚至内存注入等技术，从安全角度来看必然存在风险，比如窗口操作类的插件，一旦出错，输入不正确的股票代码或金额，就可能导致资金损失，此外，还有账户被盗取的风险，被非法访问并操控，或者被券商封禁账户，最终，这些操作还可能涉及严重的法律风险，涉及刑事范围，因此，在选择和使用时，务必审慎考虑合法性合规性。
现在量化交易接口的门槛已经降低了，个人账户入金1万就可以开权限，头部券商，开户渠道选对，费率还会大大降低，如果有好的交易策略，自动化程序化交易就可以避免人工操作时的情绪化和操作失误
比如我在用的国金证券量化交易客户端，支持股票、基金、可转债、期权、期货等
自带了很多策略可以参考，包含多因子、日内回转、机器学习、双均线等不同类型的策略
很多操作只需要一行代码：
#获取实时行情get_full_tick(['股票代码1','股票代码2'])#下载历史数据，支持tick级分笔数据，最早可以获取到中国股市开市以来的所有数据download_history_data('股票代码','k线类型','开始时间','结束时间')
模拟、实盘、回测均支持，根据你需要可以非常灵活开放，python、VBA无门槛上手
费率方面，大部分做量化交易的肯定交易频率会很高，找不到好的客户经理，拿着市面上常见的万2.5费率，像我的交易比较频繁，主要集中在可转债和场内ETF上，一天几个来回交易费用得差大几百几千的，费率低意味着交易机会多，拿可转债来说，我的是万0.4免5，以113050南银转债来说，做网格交易一天可以有几百次机会，挂买一成交后立即挂卖一出手，简直是捡钱一样，而如果按照市面上常见的万3或万2不免5，算上交易成本，加上是人工操作，就干脆不要想这种这交易方式，根本没机会出手，直接就被套住了
以下是一段网格交易策略参考，使用过程中有任何不懂的可以留言或私信与我交流
import numpy as npimport pandas as pdimport timeimport datetimedef init(ContextInfo):#设置图为标的ContextInfo.tradefuture = ContextInfo.stockcode+"."+ContextInfo.marketContextInfo.set_universe([ContextInfo.tradefuture])print(ContextInfo.get_universe())ContextInfo.timeseries = pd.DataFrame()ContextInfo.band = np.zeros(5)#print 'ContextInfo.band',ContextInfo.band# 设置网格的仓位ContextInfo.weight = [0.25, 0.15, 0.0, 0.15, 0.25]# 获取多仓仓位ContextInfo.position_long = 0# 获取孔仓仓位ContextInfo.position_short = 0#剩余资金ContextInfo.surpluscapital = ContextInfo.capital#保证金比率comdict = ContextInfo.get_commission()ContextInfo.marginratio = comdict['margin_ratio']#合约乘数ContextInfo.multiplier = ContextInfo.get_contract_multiplier(ContextInfo.tradefuture)#账号ContextInfo.accountid='testF'ContextInfo.now_timestamp = time.time()def handlebar(ContextInfo):index = ContextInfo.barposrealtimetag = ContextInfo.get_bar_timetag(index)lasttimetag = ContextInfo.get_bar_timetag(index - 1)print(timetag_to_datetime(realtimetag, '%Y-%m-%d %H:%M:%S'))if ContextInfo.period in ['1m','3m','5m','15m','30m'] and not ContextInfo.do_back_test:if (datetime.datetime.fromtimestamp(ContextInfo.now_timestamp) - datetime.datetime.fromtimestamp(realtimetag / 1000)).days > 7:returnstarttime = timetag_to_datetime(realtimetag-86400000 * 10, '%Y%m%d%H%M%S')endtime = timetag_to_datetime(realtimetag-86400000, '%Y%m%d%H%M%S')#print 'starttime,endtime',starttime,endtimeResult=ContextInfo.get_market_data(['close'],stock_code=[ContextInfo.tradefuture],start_time=starttime,end_time=endtime,skip_paused=False,period=ContextInfo.period,dividend_type='front')close_sort = Result['close'].sort_index(axis = 0,ascending = True)#print close_sort,starttime,endtime#过去300个价格数据的均值和标准差Result_mean = close_sort.tail(300).mean()Result_std = close_sort.tail(300).std()ContextInfo.band = Result_mean + np.array([-40, -3, -2, 2, 3, 40]) * Result_std#print 'ContextInfo.band',ContextInfo.bandif np.isnan(ContextInfo.band).any() or Result_std==0:returnif index > 0:lasttimetag = ContextInfo.get_bar_timetag(index - 1)#前一根bar收盘价close_lastbar = ContextInfo.get_market_data (['close'],stock_code=[ContextInfo.tradefuture],period=ContextInfo.period,dividend_type='front')#当前开盘价open_currentbar = ContextInfo.get_market_data (['open'],stock_code=[ContextInfo.tradefuture],period=ContextInfo.period,dividend_type='front')#划分网格#print close_lastbar,ContextInfo.bandgrid = pd.cut([close_lastbar], ContextInfo.band, labels=[0, 1, 2, 3, 4])[0]#print 'grid ',gridif not ContextInfo.do_back_test:ContextInfo.paint('grid',float(grid),-1,0)# 若无仓位且价格突破则按照设置好的区间开仓if ContextInfo.position_long == 0 and ContextInfo.position_short == 0 and grid != 2:# 大于3为在中间网格的上方,做多if grid >= 3 and ContextInfo.surpluscapital > 0 :long_num = int(ContextInfo.weight[grid]*ContextInfo.surpluscapital/(ContextInfo.marginratio*close_lastbar*ContextInfo.multiplier))ContextInfo.position_long = long_numbuy_open(ContextInfo.tradefuture,long_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital -= long_num * ContextInfo.marginratio * close_lastbar * ContextInfo.multiplier#print '开多' elif grid <= 1 and ContextInfo.surpluscapital > 0 :short_num = int(ContextInfo.weight[grid]*ContextInfo.surpluscapital/(ContextInfo.marginratio*close_lastbar*ContextInfo.multiplier))ContextInfo.position_short = short_numsell_open(ContextInfo.tradefuture,short_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital -= short_num * ContextInfo.marginratio * close_lastbar * ContextInfo.multiplier#print '开空'# 持有多仓的处理elif ContextInfo.position_long > 0 :if grid >= 3 and ContextInfo.surpluscapital > 0 :targetlong_num = int(ContextInfo.weight[grid] * (ContextInfo.surpluscapital + ContextInfo.multiplier * close_lastbar * ContextInfo.position_long*ContextInfo.marginratio)/ (ContextInfo.marginratio*close_lastbar * ContextInfo.multiplier))if targetlong_num > ContextInfo.position_long : trade_num = targetlong_num - ContextInfo.position_long ContextInfo.position_long = targetlong_numbuy_open(ContextInfo.tradefuture,trade_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital -= trade_num * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplierelif targetlong_num < ContextInfo.position_long:trade_num = ContextInfo.position_long - targetlong_numContextInfo.position_long = targetlong_numsell_close_tdayfirst(ContextInfo.tradefuture,trade_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital += trade_num * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplier#print '调多仓到仓位'# 等于2为在中间网格,平仓elif grid == 2:sell_close_tdayfirst(ContextInfo.tradefuture,ContextInfo.position_long,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital += ContextInfo.position_long * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplierContextInfo.position_long = 0#print '平多'# 小于1为在中间网格的下方,做空elif grid <= 1:sell_close_tdayfirst(ContextInfo.tradefuture,ContextInfo.position_long,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital += ContextInfo.position_long * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplierContextInfo.position_long = 0#print '全平多仓'if ContextInfo.surpluscapital > 0 :short_num = int(ContextInfo.weight[grid]*ContextInfo.surpluscapital/(ContextInfo.multiplier * ContextInfo.marginratio * close_lastbar))ContextInfo.position_short = short_numsell_open(ContextInfo.tradefuture,short_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital -= short_num * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplier#print '开空仓到仓位'# 持有空仓的处理elif ContextInfo.position_short> 0 :# 小于1为在中间网格的下方,做空if grid <= 1:targetlshort_num = int(ContextInfo.weight[grid]*(ContextInfo.surpluscapital + ContextInfo.multiplier*close_lastbar*ContextInfo.position_short*ContextInfo.marginratio)/(ContextInfo.multiplier * ContextInfo.marginratio * close_lastbar))if targetlshort_num > ContextInfo.position_short:trade_num = targetlshort_num - ContextInfo.position_short ContextInfo.position_short = targetlshort_numsell_open(ContextInfo.tradefuture,trade_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital -= trade_num * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplier#print '开空仓到仓位' ,targetlshort_numelif targetlshort_num < ContextInfo.position_short:trade_num = ContextInfo.position_short - targetlshort_num ContextInfo.position_short = targetlshort_numbuy_close_tdayfirst(ContextInfo.tradefuture,trade_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital += trade_num * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplier#print '平空仓到仓位' ,targetlshort_num# 等于2为在中间网格,平仓elif grid == 2:buy_close_tdayfirst(ContextInfo.tradefuture,ContextInfo.position_short,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital += ContextInfo.position_short * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplierContextInfo.position_short = 0#print '全平空仓' # 大于3为在中间网格的上方,做多elif grid >= 3:buy_close_tdayfirst(ContextInfo.tradefuture,ContextInfo.position_short,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital += ContextInfo.position_short * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplierContextInfo.position_short = 0#print '全平空仓' if ContextInfo.surpluscapital > 0 :trade_num = int(ContextInfo.weight[grid]*ContextInfo.surpluscapital / (ContextInfo.marginratio * close_lastbar * ContextInfo.multiplier))ContextInfo.position_long = trade_numbuy_open(ContextInfo.tradefuture,trade_num,'fix',close_lastbar,ContextInfo,ContextInfo.accountid)ContextInfo.surpluscapital -= trade_num * close_lastbar * ContextInfo.marginratio * ContextInfo.multiplier#print ' 开多仓到仓位' # 获取多仓仓位#print 'ContextInfo.position_long',ContextInfo.position_long# 获取空仓仓位#print 'ContextInfo.position_short',ContextInfo.position_short# 获取剩余资金#print 'ContextInfo.surpluscapital',ContextInfo.surpluscapital
使用过程中有任何不懂的可以留言或私信与我交流
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同花顺自动化交易股票下单接口API量化系统 别信那些外挂插件和软件 头部券商有现成的接口
