Enhance trading workflow with new order flow management

- Added dingdanliu_nb_mflow for improved order processing - Updated related scripts and configurations to support new functionality
2025-03-15 22:45:08 +08:00
parent e2c54c6409
commit f925dff46b
21 changed files with 5345 additions and 0 deletions
--- a/2.数据下载与处理/ssquant_download/数据库使用示例.py
+++ b/2.数据下载与处理/ssquant_download/数据库使用示例.py
@@ -0,0 +1,79 @@
+from ssquant.SQDATA import TakeData
+
+#注意首先需要pip install ssquant
+#否则链接不到数据库
+#输入俱乐部的账号密码即可调用，注意保密。
+#目前数据是2019年1月-至今
+#每日下午收盘后3点30分录入当天数据。
+#有任何疑问可以再群里提出，或者私信我(慕金龙)
+#官网: quant789.com
+#公众号：松鼠Quant
+#客服微信: viquant01
+
+#只能调取分钟及以上数据，tick数据每月底更新到百度网盘下载
+
+'''
+获取数据-
+品种:symbol,不区分大小写
+起始时间:start_date,
+结束时间:end_date(包含当天),
+周期kline_period:1M..5M..NM(分钟),1D(天),1W(周),1Y(月)
+复权adjust_type:0(不复权)1(后复权)
+注意：
+1.请正确输入账号密码
+2.不要挂代理访问数据库
+3.暂时没有股指数据，下个月补齐。
+'''
+ 
+# username='俱乐部账号' password='密码'
+client = TakeData(username='77777@qq.com', password='7777')
+data = client.get_data(
+    symbol='rb888',
+    start_date='2023-01-02',
+    end_date='2024-01-03',
+    kline_period='60M',
+    adjust_type=1
+)
+print(data)
+
+
+
+'''
+datetime:时间,
+
+symbol:品种,
+
+open:开盘价,
+
+high:最高价,
+
+low:最低价,
+
+close:收盘价,
+
+volume:成交量(单bar),
+
+amount:成交金额(单bar),
+
+openint:持仓量(单bar),
+
+cumulative_openint:累计持仓量，
+
+open_bidp , open_askp: K线第一个价格的买一价格和卖一价格
+
+close_bidp , close_askp: K线最后一个价格的买一价格和卖一价格
+
+
+                 datetime  symbol    open    high     low   close  volume       amount  cumulative_openint  openint  open_bidp  open_askp  close_bidp  close_askp
+0     2023-01-03 10:00:00  rb2305  4081.0  4081.0  4016.0  4037.0  737537  29782187220             1883481   -48415     4081.0     4084.0      4037.0      4038.0
+1     2023-01-03 11:00:00  rb2305  4038.0  4056.0  4037.0  4042.0  158548   6415696920             1887716     4235     4037.0     4038.0      4042.0      4044.0
+2     2023-01-03 12:00:00  rb2305  4044.0  4054.0  4037.0  4051.0   67448   2728130300             1890125     2409     4043.0     4044.0      4050.0      4051.0
+3     2023-01-03 14:00:00  rb2305  4055.0  4065.0  4045.0  4058.0  110181   4469698600             1895841     5723     4050.0     4051.0      4058.0      4059.0
+4     2023-01-03 15:00:00  rb2305  4059.0  4074.0  4056.0  4063.0  167932   6824213940             1882723   -13125     4058.0     4059.0      4062.0      4063.0
+...                   ...     ...     ...     ...     ...     ...     ...          ...                 ...      ...        ...        ...         ...         ...
+1689  2024-01-03 12:00:00  rb2405  4055.0  4057.0  4044.0  4049.0   79745   3229361570             1597387    -6515     4054.0     4055.0      4049.0      4050.0
+1690  2024-01-03 14:00:00  rb2405  4050.0  4056.0  4046.0  4049.0   55040   2229498750             1598566     1179     4050.0     4051.0      4049.0      4050.0
+1691  2024-01-03 15:00:00  rb2405  4050.0  4064.0  4048.0  4055.0  148845   6038835190             1583796   -14770     4049.0     4050.0      4055.0      4056.0
+1692  2024-01-03 22:00:00  rb2405  4054.0  4054.0  4040.0  4049.0  181753   7354584770             1582419      990     4053.0     4054.0      4048.0      4049.0
+1693  2024-01-03 23:00:00  rb2405  4049.0  4057.0  4042.0  4049.0  104712   4240341050             1574287    -8132     4048.0     4049.0      4049.0      4050.0
+'''