import os
import time
import pandas as pd
import tools.get_config as get_config
import tools.send_requestEvt as send_requestEvt
from tools.generate_event_file import generateEventF
from apamaeventparser.eventparser import parse
from messages.event_message_initial import EventMsg
import pytest
from datetime import datetime
import datetime
import allure
import random
import csv
import test_cases.test_06010001_queryCommodity
import xml.etree.ElementTree as ET
@allure.story("生成客戶端導入文件")
class test_clientImportFile():
def __init__(self):
self.IP = get_config.input_remoteIP
self.environment = get_config.input_environment
@allure.step("生成客戶端導入文件")
def compare_response_actual_value(self):
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv")
except:
print("沒有文件")
try:
os.remove("./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv")
except:
print("沒有文件")
# 生成300股票模板
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["symbol", "qty"]]
csv_file.writerows(datas)
# 生成1000股票模板
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["symbol", "qty"]]
csv_file.writerows(datas)
# 生成3000股票模板
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["symbol", "qty"]]
csv_file.writerows(datas)
# 生成OQ算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成XT算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成KF算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成HX算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成FT算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成QND算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成YR算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成全部算法導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "交易方向", "目標量", "目標金額", "算法類型", "算法參數", ]]
csv_file.writerows(datas)
# 生成BO導入文件
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
datas = [["賬戶類型", "賬戶", "代碼", "數量", "買賣方向", "委托價"]]
csv_file.writerows(datas)
OQ_csv_index = 0 # 用于取OQ的算法類型
param_OQ_csv_index = 0 # 用于取不同的下單結束時間
XT_csv_index = 0 # 用于取OQ的算法類型
param_XT_csv_index = 0 # 用于取不同的下單結束時間
KF_csv_index = 0 # 用于取OQ的算法類型
param_KF_csv_index = 0 # 用于取不同的下單結束時間
HX_csv_index = 0 # 用于取OQ的算法類型
param_HX_csv_index = 0 # 用于取不同的下單結束時間
FT_csv_index = 0 # 用于取FT的算法類型
param_FT_csv_index = 0 # 用于取不同的下單結束時間
QND_csv_index = 0 # 用于取QND的算法類型
param_QND_csv_index = 0 # 用于取不同的下單結束時間
YR_csv_index = 0 # 用于取YR的算法類型
param_YR_csv_index = 0 # 用于取不同的下單結束時間
allAlgo_csv_index = 0 # 用于取全部的算法類型
param_allAlgo_csv_index = 0 # 用于取不同的下單結束時間
sum_sz_main_OQ = 0 # 深市主板股票個數
sum_sz_chinext_OQ = 0 # 創業板股票個數
sum_sz_fund_OQ = 0 # 深市基金個數
sum_sz_bond_3c_OQ = 0 # 深市可轉債股票個數
sum_sz_bond_3t_OQ = 0 # 深市國債股票個數
sum_sh_main_OQ = 0 # 滬市主板股票個數
sum_sh_chinext_OQ = 0 # 科創板股票個數
sum_sh_fund_OQ = 0 # 滬市基金個數
sum_sh_bond_3c_OQ = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_OQ = 0 # 滬市國債股票個數
sum_sz_main_XT = 0 # 深市主板股票個數
sum_sz_chinext_XT = 0 # 創業板股票個數
sum_sz_fund_XT = 0 # 深市基金個數
sum_sz_bond_3c_XT = 0 # 深市可轉債股票個數
sum_sz_bond_3t_XT = 0 # 深市國債股票個數
sum_sh_main_XT = 0 # 滬市主板股票個數
sum_sh_chinext_XT = 0 # 科創板股票個數
sum_sh_fund_XT = 0 # 滬市基金個數
sum_sh_bond_3c_XT = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_XT = 0 # 滬市國債股票個數
sum_sz_main_KF = 0 # 深市主板股票個數
sum_sz_chinext_KF = 0 # 創業板股票個數
sum_sz_fund_KF = 0 # 深市基金個數
sum_sz_bond_3c_KF = 0 # 深市可轉債股票個數
sum_sz_bond_3t_KF = 0 # 深市國債股票個數
sum_sh_main_KF = 0 # 滬市主板股票個數
sum_sh_chinext_KF = 0 # 科創板股票個數
sum_sh_fund_KF = 0 # 滬市基金個數
sum_sh_bond_3c_KF = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_KF = 0 # 滬市國債股票個數
sum_sz_main_HX = 0 # 深市主板股票個數
sum_sz_chinext_HX = 0 # 創業板股票個數
sum_sz_fund_HX = 0 # 深市基金個數
sum_sz_bond_3c_HX = 0 # 深市可轉債股票個數
sum_sz_bond_3t_HX = 0 # 深市國債股票個數
sum_sh_main_HX = 0 # 滬市主板股票個數
sum_sh_chinext_HX = 0 # 科創板股票個數
sum_sh_fund_HX = 0 # 滬市基金個數
sum_sh_bond_3c_HX = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_HX = 0 # 滬市國債股票個數
sum_sz_main_FT = 0 # 深市主板股票個數
sum_sz_chinext_FT = 0 # 創業板股票個數
sum_sz_fund_FT = 0 # 深市基金個數
sum_sz_bond_3c_FT = 0 # 深市可轉債股票個數
sum_sz_bond_3t_FT = 0 # 深市國債股票個數
sum_sh_main_FT = 0 # 滬市主板股票個數
sum_sh_chinext_FT = 0 # 科創板股票個數
sum_sh_fund_FT = 0 # 滬市基金個數
sum_sh_bond_3c_FT = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_FT = 0 # 滬市國債股票個數
sum_sz_main_QND = 0 # 深市主板股票個數
sum_sz_chinext_QND = 0 # 創業板股票個數
sum_sz_fund_QND = 0 # 深市基金個數
sum_sz_bond_3c_QND = 0 # 深市可轉債股票個數
sum_sz_bond_3t_QND = 0 # 深市國債股票個數
sum_sh_main_QND = 0 # 滬市主板股票個數
sum_sh_chinext_QND = 0 # 科創板股票個數
sum_sh_fund_QND = 0 # 滬市基金個數
sum_sh_bond_3c_QND = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_QND = 0 # 滬市國債股票個數
sum_sz_main_YR = 0 # 深市主板股票個數
sum_sz_chinext_YR = 0 # 創業板股票個數
sum_sz_fund_YR = 0 # 深市基金個數
sum_sz_bond_3c_YR = 0 # 深市可轉債股票個數
sum_sz_bond_3t_YR = 0 # 深市國債股票個數
sum_sh_main_YR = 0 # 滬市主板股票個數
sum_sh_chinext_YR = 0 # 科創板股票個數
sum_sh_fund_YR = 0 # 滬市基金個數
sum_sh_bond_3c_YR = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_YR = 0 # 滬市國債股票個數
sum_sz_main_allAlgo = 0 # 深市主板股票個數
sum_sz_chinext_allAlgo = 0 # 創業板股票個數
sum_sz_fund_allAlgo = 0 # 深市基金個數
sum_sz_bond_3c_allAlgo = 0 # 深市可轉債股票個數
sum_sz_bond_3t_allAlgo = 0 # 深市國債股票個數
sum_sh_main_allAlgo = 0 # 滬市主板股票個數
sum_sh_chinext_allAlgo = 0 # 科創板股票個數
sum_sh_fund_allAlgo = 0 # 滬市基金個數
sum_sh_bond_3c_allAlgo = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_allAlgo = 0 # 滬市國債股票個數
sum_sz_main_BO = 0 # 深市主板股票個數
sum_sz_chinext_BO = 0 # 創業板股票個數
sum_sz_fund_BO = 0 # 深市基金個數
sum_sz_bond_3c_BO = 0 # 深市可轉債股票個數
sum_sz_bond_3t_BO = 0 # 深市國債股票個數
sum_sh_main_BO = 0 # 滬市主板股票個數
sum_sh_chinext_BO = 0 # 科創板股票個數
sum_sh_fund_BO = 0 # 滬市基金個數
sum_sh_bond_3c_BO = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_BO = 0 # 滬市國債股票個數
sum_sz_main_300 = 0 # 深市主板股票個數
sum_sz_chinext_300 = 0 # 創業板股票個數
sum_sz_fund_300 = 0 # 深市基金個數
sum_sz_bond_3c_300 = 0 # 深市可轉債股票個數
sum_sz_bond_3t_300 = 0 # 深市國債股票個數
sum_sh_main_300 = 0 # 滬市主板股票個數
sum_sh_chinext_300 = 0 # 科創板股票個數
sum_sh_fund_300 = 0 # 滬市基金個數
sum_sh_bond_3c_300 = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_300 = 0 # 滬市國債股票個數
sum_sz_main_1000 = 0 # 深市主板股票個數
sum_sz_chinext_1000 = 0 # 創業板股票個數
sum_sz_fund_1000 = 0 # 深市基金個數
sum_sz_bond_3c_1000 = 0 # 深市可轉債股票個數
sum_sz_bond_3t_1000 = 0 # 深市國債股票個數
sum_sh_main_1000 = 0 # 滬市主板股票個數
sum_sh_chinext_1000 = 0 # 科創板股票個數
sum_sh_fund_1000 = 0 # 滬市基金個數
sum_sh_bond_3c_1000 = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_1000 = 0 # 滬市國債股票個數
sum_sz_main_3000 = 0 # 深市主板股票個數
sum_sz_chinext_3000 = 0 # 創業板股票個數
sum_sz_fund_3000 = 0 # 深市基金個數
sum_sz_bond_3c_3000 = 0 # 深市可轉債股票個數
sum_sz_bond_3t_3000 = 0 # 深市國債股票個數
sum_sh_main_3000 = 0 # 滬市主板股票個數
sum_sh_chinext_3000 = 0 # 科創板股票個數
sum_sh_fund_3000 = 0 # 滬市基金個數
sum_sh_bond_3c_3000 = 0 # 滬市可轉債股票個數
sum_sh_bond_3t_3000 = 0 # 滬市國債股票個數
endTime = '"' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + '"'
algoType_OQ = ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]
algoType_XT = ["XT-TWAP", "XT-VWAP", "XT-VP"]
algoType_KF = ["KF-TWAP-CORE", "KF-TWAP-PLUS", "KF-VWAP-CORE", "KF-VWAP-PLUS", "KF-POV"]
algoType_HX = ["HX-SMART-TWAP", "HX-SMART-VWAP"]
algoType_FT = ["FT-WAP"]
algoType_QND = ["QND-TWAP","QND-VWAP"]
algoType_YR = ["YR-VWAP"]
# 暫時去掉了皓興
# algoType_all = ["OQ-TWAP", "OQ-VWAP", "OQ-POV", "XT-TWAP", "XT-VWAP", "XT-VP", "KF-TWAP-CORE", "KF-TWAP-PLUS","KF-VWAP-CORE", "KF-VWAP-PLUS", "KF-POV", "HX-SMART-TWAP", "HX-SMART-VWAP", "FT-WAP","QND-TWAP"]
algoType_all = ["OQ-TWAP", "OQ-VWAP", "OQ-POV", "XT-TWAP", "XT-VWAP", "XT-VP", "KF-TWAP-CORE", "KF-TWAP-PLUS","KF-VWAP-CORE", "KF-VWAP-PLUS", "KF-POV", "FT-WAP","QND-TWAP","QND-VWAP","YR-VWAP"]
# 改
# allAlgo_csv_index == 14 加上皓興要改成 allAlgo_csv_index == 15
# 14:30之前
if int(datetime.datetime.now().strftime("%H%M%S")) - 143000 < 0:
param_OQ = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=',
"beginTime=93000;endTime=145500;limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=",
"beginTime=93000;endTime=150000;limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo="]
param_XT = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=',
"beginTime=93000;endTime=145500;limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=",
"beginTime=93000;endTime=150000;limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo="]
param_KFCORE = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
"beginTime=93000;endTime=145500;priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=",
"beginTime=93000;endTime=150000;priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo="]
param_KFPLUS = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
"beginTime=93000;endTime=145500;priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=",
"beginTime=93000;endTime=150000;priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo="]
param_KFPOV = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo=',
"beginTime=93000;endTime=145500;priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo=",
"beginTime=93000;endTime=150000;priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo="]
param_HX = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0',
"beginTime=93000;endTime=145500;limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0",
"beginTime=93000;endTime=150000;limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0"]
param_FT = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S"),
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S"),
"beginTime=93000;endTime=145500",
"beginTime=93000;endTime=150000"]
param_QND = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S")+';allowTradeAtLimit=0;allowTradeAfterEnd=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S")+';allowTradeAtLimit=0;allowTradeAfterEnd=0',
"beginTime=93000;endTime=145500;allowTradeAtLimit=0;allowTradeAfterEnd=0",
"beginTime=93000;endTime=150000;allowTradeAtLimit=0;allowTradeAfterEnd=0"]
param_YR = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S")+';limitRule=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S")+';limitRule=0',
"beginTime=93000;endTime=145500;limitRule=0",
"beginTime=93000;endTime=150000;limitRule=0"]
else:
param_OQ = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=30)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=45)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.15;minAmount=0;tradingStyle=2;notBuyOnLLAndSellOnHL=0;custBatchNo=']
param_XT = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=30)).strftime("%H%M%S") + ';limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=45)).strftime("%H%M%S") + ';limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';limitPrice=0;PartRate=0.20;MinAmount=0;m_nStopTradeForOwnHiLow=0;custBatchNo=']
param_KFCORE = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=30)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=45)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=']
param_KFPLUS = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=30)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=45)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;limitAction=0;afterAction=0;custBatchNo=']
param_KFPOV = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=30)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=45)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo=',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';priceF=0;UpLimitF=0.05;DownLimitF=0.05;maxpercentageF=0.20;limitAction=1;afterAction=1;custBatchNo=']
param_HX = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=30)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=45)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S") + ';limitPrice=0;participateRate=0.20;notBuyOnLLAndSellOnHL=0']
param_FT = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S"),
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=30)).strftime("%H%M%S"),
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=45)).strftime("%H%M%S"),
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S")]
param_QND = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S")+';allowTradeAtLimit=0;allowTradeAfterEnd=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S")+';allowTradeAtLimit=0;allowTradeAfterEnd=0',
"beginTime=93000;endTime=145500;allowTradeAtLimit=0;allowTradeAfterEnd=0",
"beginTime=93000;endTime=150000;allowTradeAtLimit=0;allowTradeAfterEnd=0"]
param_YR = ['beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=15)).strftime("%H%M%S")+';limitRule=0',
'beginTime=93000;endTime=' + (datetime.datetime.now() + datetime.timedelta(minutes=60)).strftime("%H%M%S")+'limitRule=0',
"beginTime=93000;endTime=145500;limitRule=0",
"beginTime=93000;endTime=150000;limitRule=0"]
try:
queryCommodity_data = pd.read_csv('./input_CSV_files/Memory_file/allqueryCommodity.csv', encoding="gb2312")
except:
queryCommodity_data = pd.read_csv('./input_CSV_files/Memory_file/allqueryCommodity.csv', encoding="GBK")
for i in range(len(queryCommodity_data["test_case_non"])):
# 生成OQ算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_OQ < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sz_main_OQ = sum_sz_main_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_OQ < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sh_main_OQ = sum_sh_main_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_OQ < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sz_chinext_OQ = sum_sz_chinext_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_OQ < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sh_chinext_OQ = sum_sh_chinext_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_OQ < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sz_fund_OQ = sum_sz_fund_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_OQ < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sh_fund_OQ = sum_sh_fund_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
# 可轉債
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_OQ < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sz_bond_3c_OQ = sum_sz_bond_3c_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
# 可轉債
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_OQ < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sh_bond_3c_OQ = sum_sh_bond_3c_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
# 國債
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_OQ < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sz_bond_3t_OQ = sum_sz_bond_3t_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
# 國債
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_OQ < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_OQ[OQ_csv_index])
Parameter.append(param_OQ[param_OQ_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
OQ_csv_index = OQ_csv_index + 1
sum_sh_bond_3t_OQ = sum_sh_bond_3t_OQ + 1
if OQ_csv_index == 3:
param_OQ_csv_index = param_OQ_csv_index + 1
OQ_csv_index = 0
if param_OQ_csv_index == 4:
param_OQ_csv_index = 0
# 生成XT算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_XT < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sz_main_XT = sum_sz_main_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_XT < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sh_main_XT = sum_sh_main_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_XT < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sz_chinext_XT = sum_sz_chinext_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_XT < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sh_chinext_XT = sum_sh_chinext_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_XT < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sz_fund_XT = sum_sz_fund_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_XT < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sh_fund_XT = sum_sh_fund_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_XT < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sz_bond_3c_XT = sum_sz_bond_3c_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_XT < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sh_bond_3c_XT = sum_sh_bond_3c_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_XT < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sz_bond_3t_XT = sum_sz_bond_3t_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_XT < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_XT[XT_csv_index])
Parameter.append(param_XT[param_XT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
XT_csv_index = XT_csv_index + 1
sum_sh_bond_3t_XT = sum_sh_bond_3t_XT + 1
if XT_csv_index == 3:
param_XT_csv_index = param_XT_csv_index + 1
XT_csv_index = 0
if param_XT_csv_index == 4:
param_XT_csv_index = 0
# 生成HX算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_HX < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sz_main_HX = sum_sz_main_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_HX < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sh_main_HX = sum_sh_main_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_HX < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sz_chinext_HX = sum_sz_chinext_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_HX < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sh_chinext_HX = sum_sh_chinext_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_HX < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sz_fund_HX = sum_sz_fund_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_HX < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sh_fund_HX = sum_sh_fund_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_HX < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sz_bond_3c_HX = sum_sz_bond_3c_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_HX < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sh_bond_3c_HX = sum_sh_bond_3c_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_HX < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sz_bond_3t_HX = sum_sz_bond_3t_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3c_HX < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_HX[HX_csv_index])
Parameter.append(param_HX[param_HX_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
HX_csv_index = HX_csv_index + 1
sum_sh_bond_3c_HX = sum_sh_bond_3c_HX + 1
if HX_csv_index == 2:
param_HX_csv_index = param_HX_csv_index + 1
HX_csv_index = 0
if param_HX_csv_index == 4:
param_HX_csv_index = 0
# 生成KF算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_KF < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sz_main_KF = sum_sz_main_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_KF < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sh_main_KF = sum_sh_main_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_KF < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sz_chinext_KF = sum_sz_chinext_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_KF < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sh_chinext_KF = sum_sh_chinext_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_KF < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sz_fund_KF = sum_sz_fund_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_KF < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sh_fund_KF = sum_sh_fund_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_KF < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sz_bond_3c_KF = sum_sz_bond_3c_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_KF < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sh_bond_3c_KF = sum_sh_bond_3c_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_KF < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sz_bond_3t_KF = sum_sz_bond_3t_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_KF < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_KF[KF_csv_index])
if algoType_KF[KF_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-CORE" or algoType_KF[KF_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_KF_csv_index])
elif algoType_KF[KF_csv_index] == "KF-TWAP-PLUS" or algoType_KF[KF_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_KF_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
KF_csv_index = KF_csv_index + 1
sum_sh_bond_3t_KF = sum_sh_bond_3t_KF + 1
if KF_csv_index == 5:
param_KF_csv_index = param_KF_csv_index + 1
KF_csv_index = 0
if param_KF_csv_index == 4:
param_KF_csv_index = 0
# 生成FT算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_FT < 350:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sz_main_FT = sum_sz_main_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_FT < 350:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sh_main_FT = sum_sh_main_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_FT < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sz_chinext_FT = sum_sz_chinext_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_FT < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sh_chinext_FT = sum_sh_chinext_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_FT < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sz_fund_FT = sum_sz_fund_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_FT < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sh_fund_FT = sum_sh_fund_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_FT < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sz_bond_3c_FT = sum_sz_bond_3c_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_FT < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sh_bond_3c_FT = sum_sh_bond_3c_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_FT < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sz_bond_3t_FT = sum_sz_bond_3t_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_FT < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("FT-WAP")
Parameter.append(param_FT[param_FT_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
FT_csv_index = FT_csv_index + 1
sum_sh_bond_3t_FT = sum_sh_bond_3t_FT + 1
if FT_csv_index == 2:
param_FT_csv_index = param_FT_csv_index + 1
FT_csv_index = 0
if param_FT_csv_index == 4:
param_FT_csv_index = 0
# 生成QND算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
# 深A股
if queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_QND < 350:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sz_main_QND = sum_sz_main_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
# 滬A股
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_QND < 350:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sh_main_QND = sum_sh_main_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_QND < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sz_chinext_QND = sum_sz_chinext_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_QND < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sh_chinext_QND = sum_sh_chinext_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_QND < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sz_fund_QND = sum_sz_fund_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_QND < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sh_fund_QND = sum_sh_fund_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_QND < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sz_bond_3c_QND = sum_sz_bond_3c_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_QND < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sh_bond_3c_QND = sum_sh_bond_3c_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_QND < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sz_bond_3t_QND = sum_sz_bond_3t_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_QND < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_QND[QND_csv_index])
Parameter.append(param_QND[param_QND_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
QND_csv_index = QND_csv_index + 1
sum_sh_bond_3t_QND = sum_sh_bond_3t_QND + 1
if QND_csv_index == 2:
param_QND_csv_index = param_QND_csv_index + 1
QND_csv_index = 0
if param_QND_csv_index == 4:
param_QND_csv_index = 0
# 生成YR算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
# 深A股
if queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_QND < 350:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sz_main_YR = sum_sz_main_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
# 滬A股
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_YR < 350:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sh_main_YR = sum_sh_main_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_YR < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sz_chinext_YR = sum_sz_chinext_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_YR < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sh_chinext_YR = sum_sh_chinext_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_YR < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sz_fund_YR = sum_sz_fund_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_YR < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sh_fund_YR = sum_sh_fund_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_YR < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sz_bond_3c_YR = sum_sz_bond_3c_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_YR < 10:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sh_bond_3c_YR = sum_sh_bond_3c_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_YR < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sz_bond_3t_YR = sum_sz_bond_3t_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"', '').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_YR < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"', ''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append("YR-VWAP")
Parameter.append(param_YR[param_YR_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
YR_csv_index = YR_csv_index + 1
sum_sh_bond_3t_YR = sum_sh_bond_3t_YR + 1
if YR_csv_index == 2:
param_YR_csv_index = param_YR_csv_index + 1
YR_csv_index = 0
if param_YR_csv_index == 4:
param_YR_csv_index = 0
# 生成全部算法導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_allAlgo < 150:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sz_main_allAlgo = sum_sz_main_allAlgo + 1
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_allAlgo < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sh_main_allAlgo = sum_sh_main_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_allAlgo < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sz_chinext_allAlgo = sum_sz_chinext_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_allAlgo < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sh_chinext_allAlgo = sum_sh_chinext_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_allAlgo < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sz_fund_allAlgo = sum_sz_fund_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_allAlgo < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sh_fund_allAlgo = sum_sh_fund_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_allAlgo < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sz_bond_3c_allAlgo = sum_sz_bond_3c_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_allAlgo < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sh_bond_3c_allAlgo = sum_sh_bond_3c_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_allAlgo < 14:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sz_bond_3t_allAlgo = sum_sz_bond_3t_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_allAlgo < 14:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[allAlgo_csv_index])
if algoType_all[allAlgo_csv_index] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "HX-SMART-TWAP" or algoType_all[
allAlgo_csv_index] == "HX-SMART-VWAP":
Parameter.append(param_HX[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-CORE" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-TWAP-PLUS" or algoType_all[
allAlgo_csv_index] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "KF-POV":
Parameter.append(param_KFPOV[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "FT-WAP":
Parameter.append(param_FT[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "QND-TWAP":
Parameter.append(param_QND[param_allAlgo_csv_index])
elif algoType_all[allAlgo_csv_index] == "YR-VWAP":
Parameter.append(param_YR[param_allAlgo_csv_index])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
allAlgo_csv_index = allAlgo_csv_index + 1
sum_sh_bond_3t_allAlgo = sum_sh_bond_3t_allAlgo + 1
# 改過
if allAlgo_csv_index == 14:
param_allAlgo_csv_index = param_allAlgo_csv_index + 1
allAlgo_csv_index = 0
if param_allAlgo_csv_index == 4:
param_allAlgo_csv_index = 0
# 生成BO導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_BO < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_main_BO = sum_sz_main_BO + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_BO < 200:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_main_BO = sum_sh_main_BO + 1
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_BO < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_chinext_BO = sum_sz_chinext_BO + 1
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_BO < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_chinext_BO = sum_sh_chinext_BO + 1
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_BO < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_fund_BO = sum_sz_fund_BO + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_BO < 100:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_fund_BO = sum_sh_fund_BO + 1
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_BO < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3c_BO = sum_sz_bond_3c_BO + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_BO < 60:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3c_BO = sum_sh_bond_3c_BO + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_BO < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3t_BO = sum_sz_bond_3t_BO + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_BO < 12:
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3t_BO = sum_sh_bond_3t_BO + 1
# 生成300股票導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_300 < 50:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_main_300 = sum_sz_main_300 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_300 < 50:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_main_300 = sum_sh_main_300 + 1
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_300 < 40:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_chinext_300 = sum_sz_chinext_300 + 1
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_300 < 40:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_chinext_300 = sum_sh_chinext_300 + 1
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_300 < 40:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_fund_300 = sum_sz_fund_300 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_300 < 40:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_fund_300 = sum_sh_fund_300 + 1
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_300 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3c_300 = sum_sz_bond_3c_300 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_300 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3c_300 = sum_sh_bond_3c_300 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_300 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3t_300 = sum_sz_bond_3t_300 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_300 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/300_symbols.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3t_300 = sum_sh_bond_3t_300 + 1
# 生成1000股票導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_1000 < 200:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_main_1000 = sum_sz_main_1000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_1000 < 200:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_main_1000 = sum_sh_main_1000 + 1
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_1000 < 200:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_chinext_1000 = sum_sz_chinext_1000 + 1
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_1000 < 200:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_chinext_1000 = sum_sh_chinext_1000 + 1
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_1000 < 60:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_fund_1000 = sum_sz_fund_1000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_1000 < 60:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_fund_1000 = sum_sh_fund_1000 + 1
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_1000 < 29:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3c_1000 = sum_sz_bond_3c_1000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_1000 < 29:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3c_1000 = sum_sh_bond_3c_1000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_1000 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3t_1000 = sum_sz_bond_3t_1000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_1000 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/1000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3t_1000 = sum_sh_bond_3t_1000 + 1
# 生成3000股票導入文件
if queryCommodity_data["商品類型"][i] == '"01"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sz_main_3000 < 860:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_main_3000 = sum_sz_main_3000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and (
queryCommodity_data["商品子類型"][i] == '"10"' or queryCommodity_data["商品子類型"][i] == '"1z"') and sum_sh_main_3000 < 860:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_main_3000 = sum_sh_main_3000 + 1
# 獲取創業板100只股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"1c"' and sum_sz_chinext_3000 < 400:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_chinext_3000 = sum_sz_chinext_3000 + 1
# 獲取100只科創板股票
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"1k"' and sum_sh_chinext_3000 < 400:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_chinext_3000 = sum_sh_chinext_3000 + 1
elif queryCommodity_data["商品類型"][i] == '"02"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sz_fund_3000 < 200:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_fund_3000 = sum_sz_fund_3000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"2e"' and sum_sh_fund_3000 < 200:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_fund_3000 = sum_sh_fund_3000 + 1
elif queryCommodity_data["商品類型"][i] == '"03"':
if queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sz_bond_3c_3000 < 29:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3c_3000 = sum_sz_bond_3c_3000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3c"' and sum_sh_bond_3c_3000 < 29:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3c_3000 = sum_sh_bond_3c_3000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SZ" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sz_bond_3t_3000 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sz_bond_3t_3000 = sum_sz_bond_3t_3000 + 1
elif queryCommodity_data["symbol"][i].replace('"','').split(".")[1] == "SH" and queryCommodity_data["商品子類型"][i] == '"3t"' and sum_sh_bond_3t_3000 < 10:
Parameter = []
Parameters = []
Parameter.append(queryCommodity_data["symbol"][i].replace('"',''))
Parameter.append("900000")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/3000_symbols.csv', "a+",
newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
sum_sh_bond_3t_3000 = sum_sh_bond_3t_3000 + 1
symbol_bone = ["131800.SZ", "204001.SH"]
# algoType_all = ["OQ-TWAP", "OQ-VWAP", "OQ-POV", "XT-TWAP","XT-VWAP", "XT-VP", "KF-TWAP-CORE", "KF-TWAP-PLUS", "KF-VWAP-CORE", "KF-VWAP-PLUS","KF-POV", "HX-SMART-TWAP", "HX-SMART-VWAP", "FT-WAP","QND-TWAP"]
# 添加逆回購到導入組合交易模板里
for i in range(len(symbol_bone)):
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(symbol_bone[i])
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
# 添加逆回購到導入算法交易模板里
for i in range(len(symbol_bone)):
for j in range(len(algoType_all)):
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(symbol_bone[i])
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[j])
if algoType_all[j] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] == "KF-TWAP-CORE" or algoType_all[j] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] == "KF-TWAP-PLUS" or algoType_all[j] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] == "KF-POV":
Parameter.append(param_KFPOV[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] == "HX-SMART-TWAP" or algoType_all[j] == "HX-SMART-VWAP":
Parameter.append(param_HX[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] == "FT-WAP" :
Parameter.append(param_FT[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] == ["QND-TWAP", "QND-VWAP"] :
Parameter.append(param_QND[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[j] == "YR-VWAP" :
Parameter.append(param_YR[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
stop_STOCK = [] # 停牌股票
stop_FUND = [] # 停牌基金
stop_BOND = [] # 停牌債券
stop_INDEX = [] # 停牌指數
stop_FUTURE = [] # 停牌期貨
stop_OPTION = [] # 停牌期權
stop_REPO = [] # 停牌回購
# 獲取各種類型停牌的票
for i in range(len(queryCommodity_data["test_case_non"])):
if ";" in queryCommodity_data["商品狀態"][i]:
status = queryCommodity_data["商品狀態"][i].split('"', 1)[1].split('"', 1)[0].split(";")
# 獲取停牌的股票
# if "1" in status and queryCommodity_data["商品類型"][i] == '"10"' and exchange == '"SH"':
if "1" in status:
symbol = queryCommodity_data["symbol"][i].replace('"','')
if queryCommodity_data["商品類型"][i] == '"01"':
stop_STOCK.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"02"':
stop_FUND.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"03"':
stop_BOND.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"04"':
stop_INDEX.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"05"':
stop_FUTURE.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"06"':
stop_OPTION.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"09"':
stop_REPO.append(symbol)
else:
status = queryCommodity_data["商品狀態"][i].replace('"','')
# 獲取停牌的股票
# if status == '"1"' and queryCommodity_data["商品類型"][i] == '"10"' and exchange == '"SH"':
if status == '"1"':
symbol = queryCommodity_data["symbol"][i]
if queryCommodity_data["商品類型"][i] == '"01"':
stop_STOCK.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"02"':
stop_FUND.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"03"':
stop_BOND.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"04"':
stop_INDEX.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"05"':
stop_FUTURE.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"06"':
stop_OPTION.append(symbol)
elif queryCommodity_data["商品類型"][i] == '"09"':
stop_REPO.append(symbol)
# 添加停牌的股票到算法和BO文件里
if len(stop_STOCK) != 0:
# 添加停牌的股票到算法文件里
for i in range(len(algoType_all)):
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(stop_STOCK[0])
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[i])
if algoType_all[i] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "HX-SMART-TWAP" or algoType_all[i] == "HX-SMART-VWAP":
Parameter.append(param_HX[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "KF-TWAP-CORE" or algoType_all[i] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "KF-TWAP-PLUS" or algoType_all[i] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "KF-POV":
Parameter.append(param_KFPOV[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "FT-WAP":
Parameter.append(param_FT[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == ["QND-TWAP", "QND-VWAP"]:
Parameter.append(param_QND[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "YR-VWAP":
Parameter.append(param_YR[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
# 添加停牌的股票到B0文件里
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(stop_STOCK[0])
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
# 添加停牌的基金到算法和BO文件里
if len(stop_FUND) != 0:
# 添加停牌的股票到算法文件里
for i in range(len(algoType_all)):
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(stop_FUND[0])
Parameter.append("1")
Parameter.append("5000")
Parameter.append("")
Parameter.append(algoType_all[i])
if algoType_all[i] in ["OQ-TWAP", "OQ-VWAP", "OQ-POV"]:
Parameter.append(param_OQ[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/OQAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] in ["XT-TWAP", "XT-VWAP", "XT-VP"]:
Parameter.append(param_XT[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/XTAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "HX-SMART-TWAP" or algoType_all[i] == "HX-SMART-VWAP":
Parameter.append(param_HX[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/HXAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "KF-TWAP-CORE" or algoType_all[i] == "KF-VWAP-CORE":
Parameter.append(param_KFCORE[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "KF-TWAP-PLUS" or algoType_all[i] == "KF-VWAP-PLUS":
Parameter.append(param_KFPLUS[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "KF-POV":
Parameter.append(param_KFPOV[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/KFAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "FT-WAP":
Parameter.append(param_FT[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/FTAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == ["QND-TWAP", "QND-VWAP"]:
Parameter.append(param_QND[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/QNDAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
elif algoType_all[i] == "YR-VWAP":
Parameter.append(param_YR[0])
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/YRAlgoMould.csv', "a+",newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
with open('./input_CSV_files/Memory_file/onequant/algoMould/allAlgoMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
# 添加停牌的股票到B0文件里
Parameter = []
Parameters = []
Parameter.append("UF0")
Parameter.append("890500027916")
Parameter.append(stop_FUND[0])
Parameter.append("5000")
Parameter.append("1")
Parameter.append("10")
Parameters.append(Parameter)
with open('./input_CSV_files/Memory_file/onequant/algoMould/BOMould.csv', "a+", newline='') as file:
csv_file = csv.writer(file)
csv_file.writerows(Parameters)
print("停牌股票",stop_STOCK)
print("停牌基金", stop_FUND)
print("停牌債券", stop_BOND)
print("停牌指數", stop_INDEX)
print("停牌期貨", stop_FUTURE)
print("停牌期權", stop_OPTION)
print("停牌回購", stop_REPO)
@allure.step("生成客戶端導入文件")
def main_test_clientImportFile(self, csv_index):
self.compare_response_actual_value()
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