143 lines
4.6 KiB
Python
143 lines
4.6 KiB
Python
"""
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订单流交易系统配置
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所有敏感配置和参数都在此文件中管理
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"""
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import os
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# ============ SMTP邮件配置 ============
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SMTP_CONFIG = {
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"server": "smtp.qq.com",
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"port": 465,
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"sender": "240884432@qq.com",
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"receivers": ["240884432@qq.com"],
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"username": "240884432@qq.com",
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"password": os.getenv("SMTP_PASSWORD", "osjyjmbqrzxtbjbf"), # 从环境变量读取
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}
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# ============ 飞书通知配置 ============
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FEISHU_CONFIG = {
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"enabled": True, # 是否启用飞书通知
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"webhook_url": "https://open.feishu.cn/open-apis/bot/v2/hook/8608dfa4-e599-462a-8dba-6ac72873dd27",
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"receivers": ["240884432@qq.com"], # 备用接收人列表
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}
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# ============ 信号通知阈值配置 ============
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SIGNAL_THRESHOLD = {
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"time_period": 30, # 平滑周期
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"delta_sum_trend": 0, # delta累计趋势（保留字段）
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"delta_trend": 0, # delta趋势（保留字段）
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"dj_trend": 0, # dj趋势（保留字段）
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"delta_rate": 0.8, # delta信号阈值比例（0.8倍前120根最大值）
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"dj_rate": 0.8, # dj信号阈值比例（0.8倍前120根极值）
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"min_delta_abs": 350, # delta最小绝对值
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"min_dj_abs": 8, # dj最小绝对值
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}
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# ============ 交易参数配置 ============
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# key: 合约代码, value: 交易参数
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TRADING_PARAMS = {
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"IM2606": {
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"lots": 1,
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"price_offset": 5,
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"delta_threshold": 300,
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"imbalance_ratio": 3,
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"accumulation_threshold": 3,
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"period": "3min",
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"min_volume": 10,
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"merge_price": 5,
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"mini_price": 0.2,
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},
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"jm2609": {
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"lots": 1,
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"price_offset": 1, # 黄金波动较小，价格偏移也小
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"delta_threshold": 300,
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"imbalance_ratio": 3,
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"accumulation_threshold": 3,
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"period": "3min",
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"min_volume": 5, # 黄金成交量较大，可适当调高
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"merge_price": 2,
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"mini_price": 0.5, # 黄金最小变动价位
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},
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}
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# ============ SimNow模拟账户配置 ============
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SIMNOW_CONFIG = {
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"investor_id": "223828",
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"password": os.getenv("SIMNOW_PASSWORD", "Zj1234!@#%"),
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"server_name": "电信1", # 交易服务器(电信1、电信2、移动、TEST、N视界、TEST环境)
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}
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# ============ 实盘账户配置（注释备用） ============
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# LIVE_ACCOUNT_CONFIG = {
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# "broker_id": "",
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# "td_server": "121.37.80.177:20002",
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# "md_server": "121.37.80.177:20004",
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# "investor_id": "1114",
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# "password": os.getenv("LIVE_PASSWORD", ""),
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# "app_id": "",
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# "auth_code": "",
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# }
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# ============ 系统常量 ============
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SYSTEM_CONFIG = {
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"queue_timeout": 5,
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"queue_max_size": 10,
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"queue_share_size": 200,
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"queue_warning_size": 5, # 超过此数量才警告
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"json_save_interval": 10,
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"json_records_limit": 20,
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"stops_load_interval": 60,
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"data_dir": "traderdata",
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}
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# ============ 夜盘收盘时间字典 ============
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# key: 品种代码(去掉数字), value: 夜盘收盘时间
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NIGHT_CLEARING_TIME = {
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"sc": (2, 30), # SC 原油
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"bc": (1, 0), # BC 碳酸锂
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"lu": (23, 0), # LU 低硫燃料油
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"nr": (23, 0), # NR 天然橡胶
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"au": (2, 30), # AU 黄金
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"ag": (2, 30), # AG 白银
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"ss": (1, 0), # SS 不锈钢
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"sn": (1, 0), # SN 锡
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"ni": (1, 0), # NI 镍
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"pb": (1, 0), # PB 铅
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"zn": (1, 0), # ZN 锌
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"al": (1, 0), # AL 铝
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"cu": (1, 0), # CU 铜
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"ru": (23, 0), # RU 橡胶
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"rb": (23, 0), # RB 螺纹钢
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"hc": (23, 0), # HC 热卷
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"fu": (23, 0), # FU 燃料油
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"bu": (23, 0), # BU 沥青
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"sp": (23, 0), # SP 纸浆
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"PF": (23, 0), # PF 短纤维
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"SR": (23, 0), # SR 白糖
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"CF": (23, 0), # CF 棉花
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"CY": (23, 0), # CY 棉纱
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"RM": (23, 0), # RM 菜籽粕
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"MA": (23, 0), # MA 甲醇
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"TA": (23, 0), # TA PTA
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"ZC": (23, 0), # ZC 动力煤
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"FG": (23, 0), # FG 玻璃
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"OI": (23, 0), # OI 菜籽油
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"SA": (23, 0), # SA 纯碱
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"p": (23, 0), # P 棕榈油
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"j": (23, 0), # J 焦炭
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"jm": (23, 0), # JM 焦煤
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"i": (23, 0), # I 铁矿石
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"l": (23, 0), # L 塑料
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"v": (23, 0), # V PVC
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"pp": (23, 0), # PP 聚丙烯
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"eg": (23, 0), # EG 乙二醇
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"c": (23, 0), # C 玉米
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"cs": (23, 0), # CS 玉米淀粉
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"y": (23, 0), # Y 豆油
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"m": (23, 0), # M 豆粕
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"a": (23, 0), # A 大豆
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"b": (23, 0), # B 豆二
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"rr": (23, 0), # RR 粳米
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"eb": (23, 0), # EB 苯乙烯
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"pg": (23, 0), # PG 液化石油气
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} |