Shioaji is sinopac provide the most pythonic api for trading the taiwan and global financial market. You can use your favorite Python packages such as numpy, scipy, pandas, pytorch or tensorflow to build your own trading model with intergrated the shioaji api on cross platform.
你好,
我在呼叫 activate_ca 時發生以下的錯誤
File "/Users/roger_lo/Documents/workspace/etensword-agent/etensword/api/shioaji_api.py", line 38, in init
person_id=self.config.get('shioaj_api', 'person_id')
File "/Users/roger_lo/venv/etensword-agent/lib/python3.7/site-packages/shioaji/shioaji.py", line 166, in activate_ca
res = self._solace.activate_ca(ca_path, ca_passwd, person_id)
File "shioaji/backend/solace/api.pyx", line 192, in shioaji.backend.solace.api.SolaceAPI.activate_ca
ImportError: cannot import name ca
我是在 Mac 上使用的, 有需要加裝什麼其他的library嗎?
api = sj.Shioaji(simulation=True)
api.login(
person_id="PAPIUSER01",
passwd="2222",
contracts_cb=lambda security_type: print(f"{repr(security_type)} fetch done.")
)[E 2020-07-20 20:47:26,208 /Library/Python/3.7/site-packages/shioaji/shioaji.py:128:login] {'success': 'False', 'errorType': 'LoginError', 'errorCode': '-20003', 'result': {'msg': '無此登入ID'}}
21 replies
https://sinotrade.github.io/tutor/market_data/historical/#kbar-data
[請問] 程式要如何抓到下面的訊息? callback 似乎不行
OrderState.FOrder {'operation': {'op_type': 'New', 'op_code': '99Q9', 'op_msg': '可委託金額不足'}, 'order': {'id': 'a305afb9', 'seqno': '605709', 'ordno': '00', 'action': 'Buy', 'price': 12380.0, 'qua 1, 'order_cond': None, 'order_type': 'ROD', 'price_type': 'LMT', 'market_type': 'Day', 'oc_type': 'New', 'subaccount': ''}, 'status': {'id': 'a305afb9', 'exchange_ts': 1595814959, 'modified_price': 0.0, 'cancel_quantity': 0}, 'contract': {'security_type': 'FUT', 'code': 'MXF', 'exchange': 'TIM', 'delivery_month': '202008', 'strike_price': 0.0, 'option_right': 'Future'}}
5 replies
2 replies
模擬帳號似乎沒有很完整 看來只能用正式帳戶去測試
另外問一下
如果成交多筆的callback 同一筆訂單會回傳多筆？https://sinotrade.github.io/tutor/order_deal_event/#stock
比方說 place_order 下單後 數量 12 價格100
OrderState.TFTOrder 回報 new 下單 做多 數量 12 價格100
OrderState.TFTDeal 回報 數量5
OrderState.TFTDeal 回報 數量8
OrderState.TFTDeal 回報 數量12 ？(是分開自己加總還是給累積量)
OrderState.TFTDeal 的 trade_id 怎麼與 OrderState.TFTOrder order_id 做對照？(要怎樣知道這個成交是哪一個訂單成交的)
10 replies
api = sj.Shioaji(simulation=True)
accounts = api.login(
"PAPIUSER01",
"2222",
contracts_timeout=10000,
contracts_cb=lambda security_type: print(f"{repr(security_type)} fetch done.")
)
contract = api.Contracts.Futures.TXF.TXF202008
order = api.Order(action="Buy",
price=13000,
quantity=2,
order_type="ROD",
price_type="MKT",
octype="Auto",
account=api.futopt_account)
trade = api.place_order(contract, order)
contract=Future(code='TXFH0', symbol='TXF202008', name='臺股期貨', category='TXF', delivery_month='202008', underlying_kind='I', limit_up=13747.0, limit_down=11249.0, reference=12498.0, update_date='2020/07/28') order=Order(action=<Action.Buy: 'Buy'>, price=13000, quantity=2, id='4ad2725b', seqno='854403', account=Account(account_type=<AccountType.Future: 'F'>, person_id='PAPIUSER01', broker_id='F002000', account_id='9100020', signed=True), price_type=<FuturesPriceType.MKT: 'MKT'>, order_type=<FuturesOrderType.ROD: 'ROD'>) status=OrderStatus(id='4ad2725b', status=<Status.PendingSubmit: 'PendingSubmit'>, status_code=' ', order_datetime=datetime.datetime(2020, 7, 28, 18, 9, 42), deals=[])
[求救] 請問 Order 已經成功, 但是list_positions以及get_account_openposition卻沒有資料?
試試看這個
請教一下轉倉單的問題。例如：元大台灣50ETF期
api.Contracts.Futures.NYF
NYF(NYF202106, NYF202012, NYF202008, NYF202103, NYF202009)
目前是這些合約。但是有所謂的轉倉單，可以在你們的系統當中找到。例如我要從NYF202008轉到NYF202009去，如果是多單我只要購買「轉倉單」：「元大台灣50ETF期08/09」，代號是 NYFQ0/U0
這部分請問有嗎？或是在哪裡可以找到呢？
2 replies
shioaji 昨天更新版本 0.3.0.dev4，新增 kbar，參考文件
https://sinotrade.github.io/tutor/market_data/historical/#kbar-data
@linsamtw kbar的high/low很像寫反了
2 replies
Anaconda ( https://www.anaconda.com/products/individual#Downloads )
or
Python官網 ( https://www.python.org/downloads/ )
的版本安裝。
