# dtrader

**Repository Path**: ginlong/dtrader

## Basic Information

- **Project Name**: dtrader
- **Description**: 可视化自动化交易软件
- **Primary Language**: Python
- **License**: Not specified
- **Default Branch**: master
- **Homepage**: None
- **GVP Project**: No

## Statistics

- **Stars**: 0
- **Forks**: 0
- **Created**: 2017-05-18
- **Last Updated**: 2024-01-08

## Categories & Tags

**Categories**: Uncategorized

**Tags**: None

## README

#  Dtrader

* 自动化交易命令行版本
* 支持回测测略和交易策略

**开发环境** : `Centos 7.3` / `Python 2.7`/`PyQt4`

## 安装使用

### 可视化界面安装使用

  * 可视化界面应用了PYQT，在Dtrader/gui 目录运行main.py

  * 可视化运行效果图
    ![策略视图](https://git.oschina.net/uploads/images/2017/0611/210326_413bfaa7_1357936.png "策略视图")

    ![组合管理视图](https://git.oschina.net/uploads/images/2017/0611/210414_9815abea_1357936.png "组合管理视图")


## 命令行使用

* 命令行是为了调试策略，开发策略用的

```Bash
      pip install easytrader
```
 
 * 执行命令build 
 ```Bash
      python setup.py develop
 ```
 
 * 执行测试策略
```Bash
      python strategy/simplestrategy.py
```

 * 编写策略
```Python 
  
    # -*- coding: UTF-8 -*-

    from decimal import Decimal

    from dtrader.strategy import LiveTradeStrategy
    from dtrader.price_handler.tushare_test_tick import TushareTestTickPriceHandler
    from dtrader.broker.mailbroker import MailBroker
    try:
        import Queue as queue
    except ImportError:
        import queue

    class SimpleStrategy(LiveTradeStrategy):

        def __init__(self):

            #初始化pricehandler
            events_queue = queue.Queue()
            tikcers = ['600479']
            price_handler = TushareTestTickPriceHandler(events_queue,tikcers,'2017-06-01')

            #初始化broker
            broker = MailBroker(['690484812@qq.com','hezhenke123@163.com'],events_queue)
            super(SimpleStrategy, self).__init__(price_handler,broker)


            self.keyword = "SimpleStrategy"
            self.__option = {
                "600479":{"buy_price":15,"sell_price":17,"buy_amount":"1000","sell_amount":"1000"}
            }



        def on_tick(self, event):
            try:
                ticker = event.ticker
                bid = event.bid
                ask = event.ask
                if not self.__option.has_key(ticker):
                    return
                portfolio = self.get_portfolio()
                if self.__option[ticker].has_key('buy_price') and self.__option[ticker]['buy_price'] is not None:
                    buy_price = Decimal(str(self.__option[ticker]['buy_price']))
                    buy_amount = Decimal(str(self.__option[ticker]['buy_amount']))
                    if buy_price >= bid and buy_amount >= 100:
                        if not portfolio.positions.has_key(ticker):
                            #发送买入信号
                            self.create_limit_order(ticker,"BOT",buy_amount,bid)
                            self.get_logger().info("buy ticker:%s,amount:%s,price:%s"%(ticker,buy_amount,bid))
                if self.__option[ticker].has_key('sell_price') and self.__option[ticker]['sell_price'] is not None:
                    sell_price = Decimal(str(self.__option[ticker]['sell_price']))
                    sell_amount = Decimal(str(self.__option[ticker]['sell_amount']))
                    if sell_price <= ask and sell_amount > 100:
                        #发出卖出信号
                        if portfolio.portfolio.positions.has_key(ticker):
                            self.create_limit_order(ticker, "SLD", sell_amount, ask)
                            self.get_logger().info("sell ticker:%s,amount:%s,price:%s"%(ticker,sell_amount,ask))


            except Exception,e:
                self.get_logger().error("on_tick error,message:%s" % (e.message))



        def get_tickers(self):
            return self.__option.keys()

        def on_bar(self,event):
            pass

    if __name__ == "__main__":
        strategy = SimpleStrategy()
        strategy.run();
```


* 可以自行编写broker(交易接口)  price_handler(行情接口)，在写自定义策略


## TODO

* 主界面上列出所有的策略（每一个策略可以分为一个tab）
* 策略里面可以对交易账户进行设置，不同的策略可以设置不同的交易账号
* 策略里面可以设置策略运行参数，参照vnpy
* 点击执行按钮，策略开始执行，并有日志输出到底部日志窗口
* 底部显示执行过程中的仓位情况，仿照VNPY
* 底部显示策略执行过程中的订单情况，成交情况 仿照VNPY
* 可以对策略进行历史数据回测，并且有图表功能