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大富翁交易客户端

trade-client是大富翁量化框架中用来交易的客户端。它对回测和实盘提供了几乎相同的接口,从而使得经过回测的策略,可以无缝切换到实盘环境中。

功能

  • 进行实盘和回测交易
  • 获取账号基本信息,比如本金、资产、持仓、盈亏及盈亏比等。
  • 交易函数,比如买入(限价和市价)、卖出(限价和市价)、撤单等
  • 查询委托、成交、持仓(当日和指定日期)
  • 查询一段时间内的账户评估指标,比如sharpe, sortino, calmar, voliality, win rate, max drawdown等。
  • 查询参照标的同期指标。

!!!Warning 在回测模式下,注意可能引起账户数据改变的操作,比如buysell等,必须严格按时间顺序执行,比如下面的例子: client.buy(..., order_time=datetime.datetime(2022, 3, 1, 9, 31)) client.buy(..., order_time=datetime.datetime(2022, 3, 4, 14, 31)) client.buy(..., order_time=datetime.datetime(2022, 3, 4, 14, 32)) client.sell(..., order_time=datetime.datetime(2022, 3, 7, 9, 31)) 是正确的执行顺序,但下面的执行顺序必然产生错误的结果(实际上服务器也会进行检测并报错误) client.buy(..., order_time=datetime.datetime(2022, 3, 1, 14, 31)) client.buy(..., order_time=datetime.datetime(2022, 3, 1, 9, 31)) client.sell(..., order_time=datetime.datetime(2022, 3, 7, 9, 31)) 策略需要自行决定是否允许这样的情况发生,以及如果发生失,会产生什么样的后果。

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