添加实盘和模拟盘交易相关脚本和配置文件

- 新增实盘和模拟盘交易相关批处理脚本和Python脚本
- 添加交易数据记录和时间同步相关文件
- 包含交易策略、行情数据处理和定时任务脚本
- 新增交易品种和费率信息CSV文件

999.账户相关/simnow_trader/traderdata/IM2503_traderdata.csv

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+datetime,pos,short_trailing_stop_price,long_trailing_stop_price,sl_long_price,sl_shor_price
+2025-02-26 11:00:00,1,0,6426.8,6426.8,0
+2025-02-26 11:20:00,0,0.0,0,0,0.0
+2025-02-26 14:15:00,1,0.0,6413.6,6413.6,0.0
+2025-02-26 14:55:00,0,0.0,0,0,0.0
+2025-02-27 14:50:00,1,0.0,6406.0,6406.0,0.0
+2025-02-27 14:55:00,0,0.0,0,0,0.0
+2025-02-28 09:35:00,-1,6351.6,0.0,0.0,6351.6
+2025-02-28 14:55:00,0,0,0.0,0.0,0

999.账户相关/simnow_trader/traderdata/akshare数据下载.ipynb

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+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import akshare as ak\n",
+    "import pandas as pd\n",
+    "import numpy as np\n",
+    "import os\n",
+    "import ast\n",
+    "import time"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "symbol_name = 'rb2505'\n",
+    "# 获取当前工作目录\n",
+    "current_directory = os.getcwd()\n",
+    "print(\"当前工作目录：\", current_directory)\n",
+    "# 设置新的工作目录\n",
+    "new_directory = \"C:/Users/zhouj/Desktop\"\n",
+    "os.chdir(new_directory) \n",
+    "# 验证新的工作目录\n",
+    "updated_directory = os.getcwd()\n",
+    "print(\"已更改为新的工作目录：\", updated_directory)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "futures_zh_minute_sina_df = ak.futures_zh_minute_sina(symbol=symbol_name, period=\"5\")\n",
+    "print(futures_zh_minute_sina_df)\n",
+    "\n",
+    "df = pd.read_csv(f\"{symbol_name}_ofdata.csv\", usecols=range(12))\n",
+    "df.tail(1)\n",
+    "\n",
+    "def ultimate_smoother(price, period):\n",
+    "    # 初始化变量（修正角度单位为弧度）\n",
+    "    a1 = np.exp(-1.414 * np.pi / period)\n",
+    "    b1 = 2 * a1 * np.cos(1.414 * np.pi / period)  # 将180改为np.pi\n",
+    "    c2 = b1\n",
+    "    c3 = -a1**2\n",
+    "    c1 = (1 + c2 - c3) / 4\n",
+    "\n",
+    "    # 准备输出序列\n",
+    "    us = np.zeros(len(price))\n",
+    "    us_new = np.zeros(len(price))\n",
+    "    trend = [None] * (len(price))\n",
+    "    ma_close = np.zeros(len(price))\n",
+    "\n",
+    "    # 前4个点用原始价格初始化\n",
+    "    for i in range(len(price)):\n",
+    "        if i < 4:\n",
+    "            us[i] = price[i]\n",
+    "        else:\n",
+    "            # 应用递归公式\n",
+    "            us[i] = (1 - c1) * price[i] + (2 * c1 - c2) * price[i-1] \\\n",
+    "                    - (c1 + c3) * price[i-2] + c2 * us[i-1] + c3 * us[i-2]\n",
+    "\n",
+    "        us_new = np.around(us, decimals=2)\n",
+    "        ma_close = price.rolling(window=5 * period).mean()\n",
+    "\n",
+    "        if us_new[i] > price[i] and ma_close[i] > price[i]:\n",
+    "            trend[i] = '空头趋势'\n",
+    "        elif us_new[i] < price[i] and ma_close[i] < price[i]:\n",
+    "            trend[i] = '多头趋势'\n",
+    "        else:\n",
+    "            trend[i] = '无趋势'\n",
+    "\n",
+    "    return us_new, trend"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "futures_zh_minute_sina_df['datetime'] = pd.to_datetime(futures_zh_minute_sina_df['datetime'])\n",
+    "futures_zh_minute_sina_df['终极平滑值'], futures_zh_minute_sina_df[\n",
+    "    '趋势方向'] = ultimate_smoother(futures_zh_minute_sina_df[\"close\"], 48)\n",
+    "\n",
+    "# 设置索引\n",
+    "df['datetime'] = pd.to_datetime(df['datetime'])\n",
+    "df = df.set_index('datetime')\n",
+    "futures_zh_minute_sina_df = futures_zh_minute_sina_df.set_index('datetime')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df_new = futures_zh_minute_sina_df.join(df[['price', 'Ask', 'Bid', 'delta','dj']], how='left')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df_new['symbol'] = symbol_name\n",
+    "df_new = df_new.reset_index()\n",
+    "cols = [\n",
+    "    'price', 'Ask', 'Bid', 'symbol', 'datetime', 'delta', 'close', 'open',\n",
+    "    'high', 'low', 'volume', 'hold', 'dj', '终极平滑值', '趋势方向'\n",
+    "]\n",
+    "df_new = df_new[cols]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df_new.head(5)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df_new.tail(5)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "del df_new['hold'],df_new['终极平滑值'],df_new['趋势方向']"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "df_new.to_csv(f\"{symbol_name}_ofdata_new.csv\", index=False)"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.9"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}

999.账户相关/simnow_trader/traderdata/app.py

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+from flask import Flask, render_template, jsonify
+import pandas as pd
+import numpy as np
+import os
+import ast
+import time
+
+app = Flask(__name__)
+
+# 加入邮件通知
+import smtplib
+from email.mime.text import MIMEText  # 导入 MIMEText 类发送纯文本邮件
+from email.mime.multipart import (
+    MIMEMultipart,
+)
+
+import akshare as ak
+
+# from email.mime.application import MIMEApplication
+
+# 配置邮件信息
+receivers = ["240884432@qq.com"]  # 设置邮件接收人地址
+subject = "TD_Simnow_Signal"  # 设置邮件主题 订单流策略交易信号
+
+# 配置邮件服务器信息
+smtp_server = "smtp.qq.com"  # 设置发送邮件的 SMTP 服务器地址
+smtp_port = 465  # 设置发送邮件的 SMTP 服务器端口号，一般为 25 端口 465
+sender = "240884432@qq.com"  # 设置发送邮件的邮箱地址
+username = "240884432@qq.com"  # 设置发送邮件的邮箱用户名
+password = "osjyjmbqrzxtbjbf"  # zrmpcgttataabhjh，设置发送邮件的邮箱密码或授权码
+
+last_sent_time = 0
+time_period = 60
+
+# current_dir = os.path.dirname(os.path.abspath(__file__))
+# os.chdir(current_dir)
+# print("已更改为新的工作目录：", current_dir)
+
+# 获取当前工作目录
+current_directory = os.getcwd()
+print("当前工作目录：", current_directory)
+# 设置新的工作目录
+new_directory = "C:/simnow_trader/traderdata"
+os.chdir(new_directory) 
+# 验证新的工作目录
+updated_directory = os.getcwd()
+print("已更改为新的工作目录：", updated_directory)
+
+# 获取当前文件夹中所有包含"ofdata"字符的CSV文件
+def get_csv_files():
+    files = {}
+    for filename in os.listdir():
+        if "ofdata" in filename and filename.endswith(".csv"):
+            files[filename] = os.path.join(os.getcwd(), filename)
+    return files
+
+def send_mail(text):
+    global last_sent_time
+
+    # 检查时间间隔
+    current_time = time.time()
+    if current_time - last_sent_time < 60:
+        print("current_time:",current_time)
+        print("last_sent_time:",last_sent_time)
+        print("一分钟内已发送过邮件，本次跳过")
+        return  # 直接退出，不执行发送
+    msg = MIMEMultipart()
+    msg["From"] = sender
+    msg["To"] = ";".join(receivers)
+    msg["Subject"] = subject
+    html_content = f"""
+    <html>
+      <body>
+        <p>以下是数据的最后一列：</p>
+        {text}
+      </body>
+    </html>
+    """
+    msg.attach(MIMEText(html_content, 'html'))
+    smtp = smtplib.SMTP_SSL(smtp_server, smtp_port)
+    smtp.login(username, password)
+    smtp.sendmail(sender, receivers, msg.as_string())
+    smtp.quit()
+
+# 根据文件路径加载数据，只读取前12列
+def load_data(file_path):
+    df = pd.read_csv(file_path, usecols=range(12))  # 只读取前12列
+
+    df = df.drop_duplicates(subset='datetime', keep='first').reset_index(drop=True)
+    df = df[df['high'] != df['low']]
+    df["delta"] = df["delta"].astype(float)
+    df['datetime'] = pd.to_datetime(df['datetime'],format='mixed')#, dayfirst=True, format='mixed'
+    df['delta累计'] = df.groupby(df['datetime'].dt.date)['delta'].cumsum()
+    df = df.fillna('缺值')
+    df['终极平滑值'],df['趋势方向'] = ultimate_smoother(df['close'],time_period)
+    df['datetime'] = df['datetime'].dt.strftime("%Y-%m-%d %H:%M:%S")
+    df['POC'] = add_poc_column(df)
+
+    if len(df) >=5*time_period and (df['趋势方向'].iloc[-1] != df['趋势方向'].iloc[-2]):
+        table_text = df.iloc[:,3:].tail(1).to_html(index=False) #price,Ask,Bid,symbol,datetime,delta,close,open,high,low,volume,dj
+        send_mail(table_text)
+    else:
+        pass
+    return df.iloc[-60:].to_dict(orient="records")
+
+def safe_literal_eval(x):
+    """带异常处理的安全转换"""
+    try:
+        return ast.literal_eval(x)
+    except:
+        return []  # 返回空列表作为占位符
+
+def add_poc_column(df):
+    # 安全转换列数据
+    df['price'] = df['price'].apply(safe_literal_eval)
+    df['Ask'] = df['Ask'].apply(lambda x: list(map(int, safe_literal_eval(x))))
+    df['Bid'] = df['Bid'].apply(lambda x: list(map(int, safe_literal_eval(x))))
+    
+    # 定义处理函数（带数据验证）
+    def find_poc(row):
+        # 验证三个列表长度一致且非空
+        if not (len(row['price']) == len(row['Ask']) == len(row['Bid']) > 0):
+            return '缺值'  # 返回空值标记异常数据
+        
+        sums = [a + b for a, b in zip(row['Ask'], row['Bid'])]
+        try:
+            max_index = sums.index(max(sums))
+            return row['price'][max_index]
+        except ValueError:
+            return '缺值'  # 处理空求和列表情况
+    
+    # 应用处理函数
+    df['POC'] = df.apply(find_poc, axis=1)
+    
+    # 可选：统计异常数据
+    error_count = df['POC'].isnull().sum()
+    if error_count > 0:
+        print(f"警告：发现 {error_count} 行异常数据（已标记为NaN）")
+    
+    return df['POC']
+
+
+def ultimate_smoother(price, period):
+    # 初始化变量（修正角度单位为弧度）
+    a1 = np.exp(-1.414 * np.pi / period)
+    b1 = 2 * a1 * np.cos(1.414 * np.pi / period)  # 将180改为np.pi
+    c2 = b1
+    c3 = -a1 ** 2
+    c1 = (1 + c2 - c3) / 4
+    
+    # 准备输出序列
+    us = np.zeros(len(price))
+    us_new = np.zeros(len(price))
+    trend = [None]*(len(price))
+    ma_close = np.zeros(len(price))
+    
+    # 前4个点用原始价格初始化
+    for i in range(len(price)):
+        if i < 4:
+            us[i] = price[i]
+        else:
+            # 应用递归公式
+            us[i] = (1 - c1) * price[i] + (2 * c1 - c2) * price[i-1] \
+                    - (c1 + c3) * price[i-2] + c2 * us[i-1] + c3 * us[i-2]
+            
+        us_new = np.around(us, decimals=2)
+        ma_close = price.rolling(window=5*period).mean()
+
+        if us_new[i]>price[i] and ma_close[i]>price[i]:
+            trend[i] = '空头趋势'
+        elif us_new[i]<price[i] and ma_close[i]<price[i]:
+            trend[i] = '多头趋势'
+        else:
+            trend[i] = '无趋势'
+
+    
+    return us_new,trend
+
+
+@app.route("/")
+def index():
+    files = get_csv_files()  # 获取所有符合条件的文件
+    # 默认显示第一个文件的数据
+    first_file = list(files.keys())[0] if files else None
+    data = load_data(files[first_file]) if first_file else []
+    return render_template("index.html", data=data, files=files, file_name=first_file)
+
+
+@app.route("/data/<file_name>")
+def switch_data(file_name):
+    files = get_csv_files()  # 获取所有符合条件的文件
+    if file_name in files:
+        data = load_data(files[file_name])
+        return jsonify(data)
+    return jsonify({"error": "File not found"}), 404
+
+
+if __name__ == "__main__":
+    app.run(host='0.0.0.0', port=5000, debug=True)  # 监听所有网络接口

999.账户相关/simnow_trader/traderdata/run.bat

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+python app.py

999.账户相关/simnow_trader/traderdata/templates/index.html

@@ -0,0 +1,106 @@
+<!DOCTYPE html>
+<html lang="en">
+<head>
+    <meta charset="UTF-8">
+    <meta name="viewport" content="width=device-width, initial-scale=1.0">
+    <title>订单流实时数据监控</title>
+    <link rel="stylesheet" href="https://cdn.jsdelivr.net/npm/bootstrap@5.1.3/dist/css/bootstrap.min.css">
+    <link rel="stylesheet" type="text/css" href="https://cdn.datatables.net/1.11.5/css/dataTables.bootstrap5.min.css">
+    <style>
+        table {
+            width: 100%;
+            border-collapse: collapse;
+        }
+        table, th, td {
+            border: 1px solid black;
+        }
+        th, td {
+            padding: 8px;
+            text-align: center;
+        }
+        button {
+            margin: 10px;
+            padding: 10px;
+            cursor: pointer;
+        }
+    </style>
+</head>
+<body>
+    <h1>Real-Time CSV Data Viewer</h1>
+
+    <!-- 动态生成按钮 -->
+    {% for file_name, file_path in files.items() %}
+        <button onclick="loadData('{{ file_name }}')">{{ file_name }}</button>
+    {% endfor %}
+
+    <h3>Data for {{ file_name }}</h3>
+    <table id="data-table">
+        <thead>
+            <tr>
+                <th>Symbol</th>
+                <th>Datetime</th>
+                <th>Delta</th>
+                <th>Close</th>
+                <th>Open</th>
+                <th>High</th>
+                <th>Low</th>
+                <th>Volume</th>
+                <th>DJ</th>
+                <th>Delta累计</th>
+                <th>POC</th>
+                <th>终极平滑值</th>
+                <th>趋势方向</th>
+            </tr>
+        </thead>
+        <tbody>
+            {% for row in data %}
+            <tr>
+                <td>{{ row.symbol }}</td>
+                <td>{{ row.datetime }}</td>
+                <td>{{ row.delta }}</td>
+                <td>{{ row.close }}</td>
+                <td>{{ row.open }}</td>
+                <td>{{ row.high }}</td>
+                <td>{{ row.low }}</td>
+                <td>{{ row.volume }}</td>
+                <td>{{ row.dj }}</td>
+                <td>{{ row.delta累计 }}</td>
+                <td>{{ row.POC }}</td>
+                <td>{{ row.终极平滑值 }}</td>
+                <td>{{ row.趋势方向 }}</td>
+            </tr>
+            {% endfor %}
+        </tbody>
+    </table>
+
+    <script>
+        function loadData(fileName) {
+            fetch('/data/' + fileName)
+                .then(response => response.json())
+                .then(data => {
+                    let tableBody = document.querySelector("#data-table tbody");
+                    tableBody.innerHTML = '';  // 清空现有数据行
+                    data.forEach(row => {
+                        let rowElement = document.createElement('tr');
+                        rowElement.innerHTML = `
+                            <td>${row.symbol}</td>
+                            <td>${row.datetime}</td>
+                            <td>${row.delta}</td>
+                            <td>${row.close}</td>
+                            <td>${row.open}</td>
+                            <td>${row.high}</td>
+                            <td>${row.low}</td>
+                            <td>${row.volume}</td>
+                            <td>${row.dj}</td>
+                            <td>${row.delta累计}</td>
+                            <td>${row.POC}</td>
+                            <td>${row.终极平滑值}</td>
+                            <td>${row.趋势方向}</td>
+                        `;
+                        tableBody.appendChild(rowElement);
+                    });
+                });
+        }
+    </script>
+</body>
+</html>

999.账户相关/simnow_trader/traderdata/templates/index——test.html

@@ -0,0 +1,199 @@
+<!DOCTYPE html>
+<html lang="en">
+<head>
+    <meta charset="UTF-8">
+    <meta name="viewport" content="width=device-width, initial-scale=1.0">
+    <title>CSV Data Viewer</title>
+    <style>
+        table {
+            width: 100%;
+            border-collapse: collapse;
+        }
+        table, th, td {
+            border: 1px solid black;
+        }
+        th, td {
+            padding: 8px;
+            text-align: center;
+        }
+        button {
+            margin: 10px;
+            padding: 10px;
+            cursor: pointer;
+        }
+        select {
+            width: 100%;
+            padding: 5px;
+            text-align: center;
+        }
+    </style>
+</head>
+<body>
+    <h1>Real-Time CSV Data Viewer</h1>
+
+    <!-- 动态生成文件切换按钮 -->
+    {% for file_name, file_path in files.items() %}
+        <button onclick="loadData('{{ file_name }}')">{{ file_name }}</button>
+    {% endfor %}
+
+    <h3>Data for {{ file_name }}</h3>
+    <table id="data-table">
+        <thead>
+            <tr>
+                <th>
+                    <select id="filter-price" onchange="filterTable()">
+                        <option value="">Price</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-Ask" onchange="filterTable()">
+                        <option value="">Ask</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-Bid" onchange="filterTable()">
+                        <option value="">Bid</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-symbol" onchange="filterTable()">
+                        <option value="">Symbol</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-datetime" onchange="filterTable()">
+                        <option value="">Datetime</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-delta" onchange="filterTable()">
+                        <option value="">Delta</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-close" onchange="filterTable()">
+                        <option value="">Close</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-open" onchange="filterTable()">
+                        <option value="">Open</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-high" onchange="filterTable()">
+                        <option value="">High</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-low" onchange="filterTable()">
+                        <option value="">Low</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-volume" onchange="filterTable()">
+                        <option value="">Volume</option>
+                    </select>
+                </th>
+                <th>
+                    <select id="filter-dj" onchange="filterTable()">
+                        <option value="">DJ</option>
+                    </select>
+                </th>
+            </tr>
+        </thead>
+        <tbody>
+            {% for row in data %}
+            <tr>
+                <td>{{ row.price }}</td>
+                <td>{{ row.Ask }}</td>
+                <td>{{ row.Bid }}</td>
+                <td>{{ row.symbol }}</td>
+                <td>{{ row.datetime }}</td>
+                <td>{{ row.delta }}</td>
+                <td>{{ row.close }}</td>
+                <td>{{ row.open }}</td>
+                <td>{{ row.high }}</td>
+                <td>{{ row.low }}</td>
+                <td>{{ row.volume }}</td>
+                <td>{{ row.dj }}</td>
+            </tr>
+            {% endfor %}
+        </tbody>
+    </table>
+
+    <script>
+        function loadData(fileName) {
+            fetch('/data/' + fileName)
+                .then(response => response.json())
+                .then(data => {
+                    let tableBody = document.querySelector("#data-table tbody");
+                    tableBody.innerHTML = '';  // 清空现有数据行
+                    data.forEach(row => {
+                        let rowElement = document.createElement('tr');
+                        rowElement.innerHTML = `
+                            <td>${row.price}</td>
+                            <td>${row.Ask}</td>
+                            <td>${row.Bid}</td>
+                            <td>${row.symbol}</td>
+                            <td>${row.datetime}</td>
+                            <td>${row.delta}</td>
+                            <td>${row.close}</td>
+                            <td>${row.open}</td>
+                            <td>${row.high}</td>
+                            <td>${row.low}</td>
+                            <td>${row.volume}</td>
+                            <td>${row.dj}</td>
+                        `;
+                        tableBody.appendChild(rowElement);
+                    });
+
+                    populateFilters(data);
+                });
+        }
+
+        function populateFilters(data) {
+            let columns = ["price", "Ask", "Bid", "symbol", "datetime", "delta", "close", "open", "high", "low", "volume", "dj"];
+            columns.forEach(col => {
+                let uniqueValues = [...new Set(data.map(row => row[col]))];
+                let select = document.getElementById(`filter-${col}`);
+                select.innerHTML = '<option value="">All</option>';
+                uniqueValues.forEach(value => {
+                    select.innerHTML += `<option value="${value}">${value}</option>`;
+                });
+            });
+        }
+
+        function filterTable() {
+            let filters = {
+                price: document.getElementById("filter-price").value,
+                Ask: document.getElementById("filter-Ask").value,
+                Bid: document.getElementById("filter-Bid").value,
+                symbol: document.getElementById("filter-symbol").value,
+                datetime: document.getElementById("filter-datetime").value,
+                delta: document.getElementById("filter-delta").value,
+                close: document.getElementById("filter-close").value,
+                open: document.getElementById("filter-open").value,
+                high: document.getElementById("filter-high").value,
+                low: document.getElementById("filter-low").value,
+                volume: document.getElementById("filter-volume").value,
+                dj: document.getElementById("filter-dj").value
+            };
+
+            let rows = document.querySelectorAll("#data-table tbody tr");
+            rows.forEach(row => {
+                let cells = row.children;
+                let show = true;
+
+                Object.keys(filters).forEach((col, index) => {
+                    if (filters[col] && cells[index].textContent !== filters[col]) {
+                        show = false;
+                    }
+                });
+
+                row.style.display = show ? "" : "none";
+            });
+        }
+    </script>
+</body>
+</html>