量化系统----开源简化版qmt实盘交易系统，提供源代码

量化系统----开源简化版qmt实盘交易系统，提供源代码 https://mp.weixin.qq.com/s/qeqH8XtUeoDjIJIXMe5D-w

最近有读者反应开源的qmt_trader内容太多了不知道怎么样使用，我独立了一个简单板块的easy_qmt_tarder方面大家的使用

qmt_tarder开源下载量化系统--开源强大的qmt交易系统，提供源代码

开源地址 https://gitee.com/li-xingguo11111/qmt_trader，自己下载使用

使用easy钱需要把xtquant当第三方库使用，复制到python安装路径下面参考视频

使用交易第一步登录qmt，选择极简模式，独立交易也可以

使用教程

#导入的简单版的qmt_trader#这个是我写的系统可以直接使用#参考miniqmt的配置，先把xtquant当作第三方库使用from easy_qmt_trader import easy_qmt_trader

#只需要qmt安装路径，账户trader=easy_qmt_trader(path= r'D:/国金QMT交易端模拟/userdata_mini',                  session_id = 123456,account='55011917',account_type='STOCK')

链接qmt

trader.connect()

#获取持股

df=trader.position()df

持仓数量: 19账号类型  资金账号  证券代码  股票余额  可用余额  成本价  参考成本价  市值0  2  55011917  513100  26600  26600  1.441  1.441  38011.41  2  55011917  513400  100  100  1.050  1.050  102.92  2  55011917  513850  7800  7800  1.279  1.279  9843.63  2  55011917  600031  400  400  19.165  19.165  6544.04  2  55011917  600111  400  0  16.975  16.975  6752.05  2  55011917  601666  400  0  11.343  11.343  4560.06  2  55011917  603628  26300  26300  14.103  14.103  325857.07  2  55011917  688080  400  400  57.858  57.858  11884.08  2  55011917  688118  22400  22400  16.514  16.514  326144.09  2  55011917  002519  111600  111600  5.021  5.021  530100.010  2  55011917  002600  400  0  5.605  5.605  2248.011  2  55011917  159655  6800  6800  1.462  1.462  10104.812  2  55011917  159687  100  100  1.300  1.300  125.313  2  55011917  159937  300  300  5.418  5.418  1589.114  2  55011917  161128  24600  24600  48.988  48.988  121499.415  2  55011917  164824  28900  28900  12.689  12.689  46413.416  2  55011917  300520  21700  21700  17.064  17.064  336350.017  2  55011917  301270  14600  14600  25.286  25.286  347918.018  2  55011917  301277  1200  1200  18.345  18.345  15600.0

获取账户

df=trader.balance()df

号类型  资金账户  可用金额  冻结金额  持仓市值  总资产0  2  55011917  16180069.98  638166.0  2141646.9  18321722.88

当日成交

df=trader.today_trades()df

  账号类型  资金账号  证券代码  委托类型  成交编号  成交时间  成交均价  成交数量  成交金额  订单编号  柜台合同编号  策略名称  委托备注0  2  55011917  688207  24  50004621  2024-06-21 01:31:10  12.26  58200  713532.0  1082131276  448    1  2  55011917  688137  24  50004622  2024-06-21 01:31:10  35.02  10400  364208.0  1082131277  449    2  2  55011917  688003  24  50004623  2024-06-21 01:31:10  34.80  5300  184440.0  1082131278  450    3  2  55011917  688080  24  50004624  2024-06-21 01:31:10  32.87  16200  532494.0  1082131280  452    4  2  55011917  688602  24  50004625  2024-06-21 01:31:11  8.70  41500  361050.0  1082131281  453    5  2  55011917  603628  23  50004626  2024-06-21 01:31:11  14.10  26300  370830.0  1082131282  454    6  2  55011917  688118  23  50005726  2024-06-21 01:51:15  16.51  22400  369824.0  1082134045  2399    7  2  55011917  301520  24  1002000635188457  2024-06-21 01:35:26  41.91  8200  343662.0  1082132668  1382

内容太多了个人下载源代码研

easy qmt_trader源代码

#统一同花顺from xtquant.xttrader import XtQuantTrader, XtQuantTraderCallbackfrom xtquant.xttype import StockAccountfrom xtquant import xtconstantimport timeimport pandas as pdimport randomimport mathimport jsonimport mathdef conv_time(ct):    '''    conv_time(1476374400000) --> '20161014000000.000'    '''    local_time = time.localtime(ct / 1000)    data_head = time.strftime('%Y%m%d%H%M%S', local_time)    data_secs = (ct - int(ct)) * 1000    time_stamp = '%s.%03d' % (data_head, data_secs)    return time_stampclass MyXtQuantTraderCallback(XtQuantTraderCallback):    def on_disconnected(self):        """        连接断开        :return:        """        print("connection lost")    def on_stock_order(self, order):        """        委托回报推送        :param order: XtOrder对象        :return:        """        print("on order callback:")        print(order.stock_code, order.order_status, order.order_sysid)    def on_stock_asset(self, asset):        """        资金变动推送        :param asset: XtAsset对象        :return:        """        print("on asset callback")        print(asset.account_id, asset.cash, asset.total_asset)    def on_stock_trade(self, trade):        """        成交变动推送        :param trade: XtTrade对象        :return:        """        print("on trade callback")        print(trade.account_id, trade.stock_code, trade.order_id)    def on_stock_position(self, position):        """        持仓变动推送        :param position: XtPosition对象        :return:        """        print("on position callback")        print(position.stock_code, position.volume)    def on_order_error(self, order_error):        """        委托失败推送        :param order_error:XtOrderError 对象        :return:        """        print("on order_error callback")        print(order_error.order_id, order_error.error_id, order_error.error_msg)    def on_cancel_error(self, cancel_error):        """        撤单失败推送        :param cancel_error: XtCancelError 对象        :return:        """        print("on cancel_error callback")        print(cancel_error.order_id, cancel_error.error_id, cancel_error.error_msg)    def on_order_stock_async_response(self, response):        """        异步下单回报推送        :param response: XtOrderResponse 对象        :return:        """        print("on_order_stock_async_response")        print(response.account_id, response.order_id, response.seq)class easy_qmt_trader:    def __init__(self,path= r'D:/国金QMT交易端模拟/userdata_mini',                  session_id = 123456,account='55009640',account_type='STOCK',                  is_slippage=True,slippage=0.01) -> None:        '''        简化版的qmt_trder方便大家做策略的开发类的继承        '''        self.xt_trader=''        self.acc=''        self.path=path        self.session_id=int(self.random_session_id())        self.account=account        self.account_type=account_type        if is_slippage==True:            self.slippage=slippage        else:            self.slippage=0    def random_session_id(self):        '''        随机id        '''        session_id=''        for i in range(0,9):            session_id+=str(random.randint(1,9))        return session_id    def select_slippage(self,stock='600031',price=15.01,trader_type='buy'):        '''        选择滑点        安价格来滑点，比如0.01就是一块        etf3位数,股票可转债2位数        '''        stock=self.adjust_stock(stock=stock)        data_type=self.select_data_type(stock=stock)        if data_type=='fund' or data_type=='bond':            slippage=self.slippage/10            if trader_type=='buy' or trader_type==23:                price=price+slippage            else:                price=price-slippage        else:            slippage=self.slippage            if trader_type=='buy' or trader_type==23:                price=price+slippage            else:                price=price-slippage        return price    def check_is_trader_date_1(self,trader_time=4,start_date=9,end_date=14,start_mi=0,jhjj='否'):        '''        检测是不是交易时间        '''        if jhjj=='是':            jhjj_time=15        else:            jhjj_time=30        loc=time.localtime()        tm_hour=loc.tm_hour        tm_min=loc.tm_min        wo=loc.tm_wday        if wo<=trader_time:            if tm_hour>=start_date and tm_hour<=end_date:                if tm_hour==9 and tm_min<jhjj_time:                    return False                elif tm_min>=start_mi:                    return True                else:                    return False            else:                return False            else:            print('周末')            return False    def select_data_type(self,stock='600031'):        '''        选择数据类型        '''        if stock[:3] in ['110','113','123','127','128','111','118'] or stock[:2] in ['11','12']:            return 'bond'        elif stock[:3] in ['510','511','512','513','514','515','516','517','518','588','159','501','164'] or stock[:2] in ['16']:            return 'fund'        else:            return 'stock'    def adjust_stock(self,stock='600031.SH'):        '''        调整代码        '''        if stock[-2:]=='SH' or stock[-2:]=='SZ' or stock[-2:]=='sh' or stock[-2:]=='sz':            stock=stock.upper()        else:            if stock[:3] in ['600','601','603','688','510','511',                             '512','513','515','113','110','118','501'] or stock[:2] in ['11']:                stock=stock+'.SH'            else:                stock=stock+'.SZ'        return stock    def check_stock_is_av_buy(self,stock='128036',price='156.700',amount=10,hold_limit=100000):        '''        检查是否可以买入        '''        hold_stock=self.position()        try:            del hold_stock['Unnamed: 0']        except:            pass        account=self.balance()        try:            del account['Unnamed: 0']        except:            pass        #买入是价值        value=price*amount        cash=account['可用金额'].tolist()[-1]        frozen_cash=account['冻结金额'].tolist()[-1]        market_value=account['持仓市值'].tolist()[-1]        total_asset=account['总资产'].tolist()[-1]        if cash>=value:            print('允许买入{} 可用现金{}大于买入金额{} 价格{} 数量{}'.format(stock,cash,value,price,amount))            return True        else:            print('不允许买入{} 可用现金{}小于买入金额{} 价格{} 数量{}'.format(stock,cash,value,price,amount))            return False    def check_stock_is_av_sell(self,stock='128036',amount=10):        '''        检查是否可以卖出        '''        #stock=self.adjust_stock(stock=stock)        hold_data=self.position()        try:            del hold_data['Unnamed: 0']        except:            pass        account=self.balance()        try:            del account['Unnamed: 0']        except:            pass        #买入是价值        cash=account['可用金额'].tolist()[-1]        frozen_cash=account['冻结金额'].tolist()[-1]        market_value=account['持仓市值'].tolist()[-1]        total_asset=account['总资产'].tolist()[-1]        stock_list=hold_data['证券代码'].tolist()        if stock in stock_list:            hold_num=hold_data[hold_data['证券代码']==stock]['可用余额'].tolist()[-1]            if hold_num>=amount:                print('允许卖出：{} 持股{} 卖出{}'.format(stock,hold_num,amount))                return True            else:                print('不允许卖出持股不足：{} 持股{} 卖出{}'.format(stock,hold_num,amount))                return False        else:            print('不允许卖出没有持股：{} 持股{} 卖出{}'.format(stock,0,amount))            return False    def connect(self):        '''        连接        path qmt userdata_min是路径        session_id 账户的标志,随便        account账户,        account_type账户内类型        '''        print('链接qmt')        # path为mini qmt客户端安装目录下userdata_mini路径        path = self.path        # session_id为会话编号，策略使用方对于不同的Python策略需要使用不同的会话编号        session_id = self.session_id        xt_trader = XtQuantTrader(path, session_id)        # 创建资金账号为1000000365的证券账号对象        account=self.account        account_type=self.account_type        acc = StockAccount(account_id=account,account_type=account_type)        # 创建交易回调类对象，并声明接收回调        callback = MyXtQuantTraderCallback()        xt_trader.register_callback(callback)        # 启动交易线程        xt_trader.start()        # 建立交易连接，返回0表示连接成功        connect_result = xt_trader.connect()        if connect_result==0:            # 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功            subscribe_result = xt_trader.subscribe(acc)            print(subscribe_result)            self.xt_trader=xt_trader            self.acc=acc            return xt_trader,acc        else:            print('qmt连接失败')    def order_stock(self,stock_code='600031.SH', order_type=xtconstant.STOCK_BUY,                    order_volume=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):            '''            下单，统一接口            :param account: 证券账号                :param stock_code: 证券代码, 例如"600000.SH"                :param order_type: 委托类型, 23:买, 24:卖                :param order_volume: 委托数量, 股票以'股'为单位, 债券以'张'为单位                :param price_type: 报价类型, 详见帮助手册                :param price: 报价价格, 如果price_type为指定价, 那price为指定的价格, 否则填0                :param strategy_name: 策略名称                :param order_remark: 委托备注                :return: 返回下单请求序号, 成功委托后的下单请求序号为大于0的正整数, 如果为-1表示委托失败            '''                    # 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功            subscribe_result = self.xt_trader.subscribe(self.acc)            print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))            #print(subscribe_result)            stock_code = self.adjust_stock(stock=stock_code)            price=self.select_slippage(stock=stock_code,price=price,trader_type=order_type)            # 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态            fix_result_order_id = self.xt_trader.order_stock(account=self.acc,stock_code=stock_code, order_type=order_type,                                                            order_volume=order_volume, price_type=price_type,                                                            price=price, strategy_name=strategy_name, order_remark=order_remark)            print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))            return fix_result_order_id    def buy(self,security='600031.SH', order_type=xtconstant.STOCK_BUY,                    amount=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):        '''        单独独立股票买入函数        '''        # 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功        subscribe_result = self.xt_trader.subscribe(self.acc)        print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))        #print(subscribe_result)        stock_code =self.adjust_stock(stock=security)        price=self.select_slippage(stock=security,price=price,trader_type='buy')        order_volume=amount        # 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态        if order_volume>0:            fix_result_order_id = self.xt_trader.order_stock_async(account=self.acc,stock_code=stock_code, order_type=order_type,                                                                order_volume=order_volume, price_type=price_type,                                                                price=price, strategy_name=strategy_name, order_remark=order_remark)            print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))            return fix_result_order_id        else:            print('买入 标的{} 价格{} 委托数量{}小于0有问题'.format(stock_code,price,order_volume))    def sell(self,security='600031.SH', order_type=xtconstant.STOCK_SELL,                    amount=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):        '''        单独独立股票卖出函数        '''        # 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功        subscribe_result = self.xt_trader.subscribe(self.acc)        print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))        #print(subscribe_result)        stock_code =self.adjust_stock(stock=security)        price=self.select_slippage(stock=security,price=price,trader_type='sell')        order_volume=amount        # 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态        if order_volume>0:            fix_result_order_id = self.xt_trader.order_stock(account=self.acc,stock_code=stock_code, order_type=order_type,                                                                order_volume=order_volume, price_type=price_type,                                                                price=price, strategy_name=strategy_name, order_remark=order_remark)            print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))            return fix_result_order_id        else:            print('卖出 标的{} 价格{} 委托数量{}小于0有问题'.format(stock_code,price,order_volume))
    def order_stock_async(self,stock_code='600031.SH', order_type=xtconstant.STOCK_BUY,                    order_volume=100,price_type=xtconstant.FIX_PRICE,price=20,strategy_name='',order_remark=''):        '''         释义         - 对股票进行异步下单操作，异步下单接口如果正常返回了下单请求序号seq，会收到on_order_stock_async_response的委托反馈        * 参数        - account - StockAccount 资金账号        - stock_code - str 证券代码， 如'600000.SH'        - order_type - int 委托类型        - order_volume - int 委托数量，股票以'股'为单位，债券以'张'为单位        - price_type - int 报价类型        - price - float 委托价格        - strategy_name - str 策略名称        - order_remark - str 委托备注        '''        # 对交易回调进行订阅，订阅后可以收到交易主推，返回0表示订阅成功        subscribe_result = self.xt_trader.subscribe(self.acc)        print(self.xt_trader.query_stock_asset_async(account=self.acc,callback=subscribe_result))        #print(subscribe_result)        stock_code = self.adjust_stock(stock=stock_code)        price=self.select_slippage(stock=stock_code,price=price,trader_type=order_type)        # 使用指定价下单，接口返回订单编号，后续可以用于撤单操作以及查询委托状态        fix_result_order_id = self.xt_trader.order_stock_async(account=self.acc,stock_code=stock_code, order_type=order_type,                                                            order_volume=order_volume, price_type=price_type,                                                            price=price, strategy_name=strategy_name, order_remark=order_remark)        print('交易类型{} 代码{} 价格{} 数量{} 订单编号{}'.format(order_type,stock_code,price,order_volume,fix_result_order_id))        return fix_result_order_id    def cancel_order_stock(self,order_id=12):        '''        :param account: 证券账号            :param order_id: 委托编号, 报单时返回的编号            :return: 返回撤单成功或者失败, 0:成功,  -1:委托已完成撤单失败, -2:未找到对应委托编号撤单失败, -3:账号未登陆撤单失败        '''        # 使用订单编号撤单        cancel_order_result = self.xt_trader.cancel_order_stock(account=self.acc,order_id=order_id)        if cancel_order_result==0:            print('成功')        elif cancel_order_result==-1:            print('委托已完成撤单失败')        elif cancel_order_result==-2:            print('找到对应委托编号撤单失败')        elif cancel_order_result==-3:            print('账号未登陆撤单失败')        else:            pass        return cancel_order_result    def cancel_order_stock_async(self,order_id=12):        '''        * 释义         - 根据订单编号对委托进行异步撤单操作        * 参数        - account - StockAccount  资金账号         - order_id - int 下单接口返回的订单编号        * 返回         - 返回撤单请求序号, 成功委托后的撤单请求序号为大于0的正整数, 如果为-1表示委托失败        * 备注        - 如果失败，则通过撤单失败主推接口返回撤单失败信息        '''        # 使用订单编号撤单        cancel_order_result = self.xt_trader.cancel_order_stock_async(account=self.acc,order_id=order_id)        if cancel_order_result==0:            print('成功')        elif cancel_order_result==-1:            print('委托已完成撤单失败')        elif cancel_order_result==-2:            print('找到对应委托编号撤单失败')        elif cancel_order_result==-3:            print('账号未登陆撤单失败')        else:            pass        return cancel_order_result    def query_stock_asset(self):        '''        :param account: 证券账号            :return: 返回当前证券账号的资产数据        '''        # 查询证券资产                asset = self.xt_trader.query_stock_asset(account=self.acc)        data_dict={}        if asset:            data_dict['账号类型']=asset.account_type            data_dict['资金账户']=asset.account_id            data_dict['可用金额']=asset.cash            data_dict['冻结金额']=asset.frozen_cash            data_dict['持仓市值']=asset.market_value            data_dict['总资产']=asset.total_asset            return data_dict        else:            print('获取失败资金')            data_dict['账号类型']=[None]            data_dict['资金账户']=[None]            data_dict['可用金额']=[None]            data_dict['冻结金额']=[None]            data_dict['持仓市值']=[None]            data_dict['总资产']=[None]            return  data_dict    def balance(self):        '''        对接同花顺        '''        try:            asset = self.xt_trader.query_stock_asset(account=self.acc)            df=pd.DataFrame()            if asset:                df['账号类型']=[asset.account_type]                df['资金账户']=[asset.account_id]                df['可用金额']=[asset.cash]                df['冻结金额']=[asset.frozen_cash]                df['持仓市值']=[asset.market_value]                df['总资产']=[asset.total_asset]                return df        except:            print('获取账户失败，读取上次数据，谨慎使用')            df=pd.DataFrame()            return df    def query_stock_orders(self):        '''        当日委托         :param account: 证券账号        :param cancelable_only: 仅查询可撤委托        :return: 返回当日所有委托的委托对象组成的list        '''        orders = self.xt_trader.query_stock_orders(self.acc)        print("委托数量", len(orders))        data=pd.DataFrame()        if len(orders) != 0:            for i in range(len(orders)):                df=pd.DataFrame()                df['账号类型']=[orders[i].account_type]                df['资金账号']=[orders[i].account_id]                df['证券代码']=[orders[i].stock_code]                df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])                df['订单编号']=[orders[i].order_id]                df['柜台合同编号']=[orders[i].order_sysid]                df['报单时间']=[orders[i].order_time]                df['委托类型']=[orders[i].order_type]                df['委托数量']=[orders[i].order_volume]                df['报价类型']=[orders[i].price_type]                df['委托价格']=[orders[i].price]                df['成交数量']=[orders[i].traded_volume]                df['成交均价']=[orders[i].traded_price]                df['委托状态']=[orders[i].order_status]                df['委托状态描述']=[orders[i].status_msg]                df['策略名称']=[orders[i].strategy_name]                df['委托备注']=[orders[i].order_remark]                data=pd.concat([data,df],ignore_index=True)            data['报单时间']=pd.to_datetime(data['报单时间'],unit='s')            return data        else:            print('目前没有委托')            return data    def today_entrusts(self):        '''        对接同花顺        今天委托        '''        def select_data(x):            if x==48:                return '未报'            elif x==49:                return '待报'            elif x==50:                return '已报'            elif x==51:                return '已报待撤'            elif x==52:                return '部分待撤'            elif x==53:                return '部撤'            elif x==54:                return '已撤'            elif x==55:                return '部成'            elif x==56:                return '已成'            elif x==57:                return '废单'            else:                return '废单'        orders = self.xt_trader.query_stock_orders(self.acc)        print("委托数量", len(orders))        data=pd.DataFrame()        if len(orders) != 0:            for i in range(len(orders)):                df=pd.DataFrame()                df['账号类型']=[orders[i].account_type]                df['资金账号']=[orders[i].account_id]                df['证券代码']=[orders[i].stock_code]                df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])                df['订单编号']=[orders[i].order_id]                df['柜台合同编号']=[orders[i].order_sysid]                df['报单时间']=[orders[i].order_time]                df['委托类型']=[orders[i].order_type]                df['委托数量']=[orders[i].order_volume]                df['报价类型']=[orders[i].price_type]                df['委托价格']=[orders[i].price]                df['成交数量']=[orders[i].traded_volume]                df['成交均价']=[orders[i].traded_price]                df['委托状态']=[orders[i].order_status]                df['委托状态描述']=[orders[i].status_msg]                df['策略名称']=[orders[i].strategy_name]                df['委托备注']=[orders[i].order_remark]                data=pd.concat([data,df],ignore_index=True)            data['报单时间']=df['报单时间'].apply(conv_time)            data['委托状态翻译']=data['委托状态'].apply(select_data)            data['未成交数量']=data['委托数量']-data['成交数量']            data['未成交价值']=data['未成交数量']*data['委托价格']            return data        else:            print('目前没有委托')            return data    def query_stock_trades(self):        '''        当日成交        '''        trades = self.xt_trader.query_stock_trades(self.acc)        print("成交数量:", len(trades))        data=pd.DataFrame()        if len(trades) != 0:            for i in range(len(trades)):                df=pd.DataFrame()                df['账号类型']=[trades[i].account_type]                df['资金账号']=[trades[i].account_id]                df['证券代码']=[trades[i].stock_code]                df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])                df['委托类型']=[trades[i].order_type]                df['成交编号']=[trades[i].traded_id]                df['成交时间']=[trades[i].traded_time]                df['成交均价']=[trades[i].traded_price]                df['成交数量']=[trades[i].traded_volume]                df['成交金额']=[trades[i].traded_amount]                df['订单编号']=[trades[i].order_id]                df['柜台合同编号']=[trades[i].order_sysid]                df['策略名称']=[trades[i].strategy_name]                df['委托备注']=[trades[i].order_remark]                data=pd.concat([data,df],ignore_index=True)            data['成交时间']=pd.to_datetime(data['成交时间'],unit='s')            return data        else:            print('今日没有成交')                 return data    def today_trades(self):        '''        对接同花顺        今日成交        '''        trades = self.xt_trader.query_stock_trades(self.acc)        print("成交数量:", len(trades))        data=pd.DataFrame()        if len(trades) != 0:            for i in range(len(trades)):                df=pd.DataFrame()                df['账号类型']=[trades[i].account_type]                df['资金账号']=[trades[i].account_id]                df['证券代码']=[trades[i].stock_code]                df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])                df['委托类型']=[trades[i].order_type]                df['成交编号']=[trades[i].traded_id]                df['成交时间']=[trades[i].traded_time]                df['成交均价']=[trades[i].traded_price]                df['成交数量']=[trades[i].traded_volume]                df['成交金额']=[trades[i].traded_amount]                df['订单编号']=[trades[i].order_id]                df['柜台合同编号']=[trades[i].order_sysid]                df['策略名称']=[trades[i].strategy_name]                df['委托备注']=[trades[i].order_remark]                data=pd.concat([data,df],ignore_index=True)            def select_data(x):                if x==xtconstant.STOCK_BUY:                    return '证券买入'                elif x==xtconstant.STOCK_SELL:                    return '证券卖出'                else:                    return '无'            df['操作']=df['委托类型'].apply(select_data)            data['成交时间']=pd.to_datetime(data['成交时间'],unit='s')            return data        else:            print('今日没有成交')                 return data    def query_stock_positions(self):        '''        查询账户所有的持仓        '''        positions = self.xt_trader.query_stock_positions(self.acc)        print("持仓数量:", len(positions))        data=pd.DataFrame()        if len(positions) != 0:            for i in range(len(positions)):                df=pd.DataFrame()                df['账号类型']=[positions[i].account_type]                df['资金账号']=[positions[i].account_id]                df['证券代码']=[positions[i].stock_code]                df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])                df['持仓数量']=[positions[i].volume]                df['可用数量']=[positions[i].can_use_volume]                df['平均建仓成本']=[positions[i].open_price]                df['市值']=[positions[i].market_value]                data=pd.concat([data,df],ignore_index=True)            return data        else:            print('没有持股')            df=pd.DataFrame()            df['账号类型']=[None]            df['资金账号']=[None]            df['证券代码']=[None]            df['持仓数量']=[None]            df['可用数量']=[None]            df['平均建仓成本']=[None]            df['市值']=[None]            return df    def position(self):        '''        对接同花顺        持股        '''        try:            positions = self.xt_trader.query_stock_positions(self.acc)            print("持仓数量:", len(positions))            data=pd.DataFrame()            if len(positions) != 0:                for i in range(len(positions)):                    df=pd.DataFrame()                    df['账号类型']=[positions[i].account_type]                    df['资金账号']=[positions[i].account_id]                    df['证券代码']=[positions[i].stock_code]                    df['证券代码']=df['证券代码'].apply(lambda x:str(x)[:6])                    df['股票余额']=[positions[i].volume]                    df['可用余额']=[positions[i].can_use_volume]                    df['成本价']=[positions[i].open_price]                    df['参考成本价']=[positions[i].open_price]                    df['市值']=[positions[i].market_value]                    data=pd.concat([data,df],ignore_index=True)                return data            else:                df=pd.DataFrame()                df['账号类型']=None                df['资金账号']=None                df['证券代码']=None                df['股票余额']=None                df['可用余额']=None                df['成本价']=None                df['市值']=None                df['选择']=None                df['持股天数']=None                df['交易状态']=None                df['明细']=None                df['证券名称']=None                df['冻结数量']=None                df['市价']=None                df['盈亏']=None                df['盈亏比(%)']=None                df['当日买入']=None                  df['当日卖出']=None                return df                        except:            df=pd.DataFrame()            return df    def run_forever(self):        '''        阻塞线程，接收交易推送        '''        self.xt_trader.run_forever()    def stop(self):        self.xt_trader.stop()if __name__=='__main__':    models=easy_qmt_trader()    models.connect()    print(models.query_stock_orders())    models.buy()    models1=easy_qmt_trader(account='55009680',session_id=123457)    models1.connect()    print(models1.query_stock_positions())