分享wind量化交易平台接口编程代码

1 WINDPY接口说明 ................................................................................................. 1 1.1 WINDPY接口概述 ............................................................................................... 1 1.2 WINDPY接口安装 ............................................................................................... 2 1.2.1 WindPy对系统环境要求 ............................................................... 2 1.2.2 Python环境安装 .......................................................................... 2 1.2.3 正常WindPy接口安装 .................................................................. 3 1.2.4 特殊安装WindPy方式 .................................................................. 6 1.3 接口向导界面 ..................................................................................................... 6 1.4 WINDPY获取帮助途径 ....................................................................................... 7 1.4.1 本用户手册 .................................................................................... 7 1.4.2 量化交易群和R语言交流群 ........................................................... 7 1.5 WINDPY接口相关规范 ....................................................................................... 1 1.5.1 以下所有命令都有如下假设 ........................................................... 1 1.5.2 命令区分大小写，且“w.”不能省略 ............................................... 1 1.5.3 中文以及单字节码和双字节码的问题 ............................................. 1 1.5.4 品种、指标、参数等引号内的部分不区分大小写 ........................... 1 1.5.5 参数支持list输入 ...................................................................... 1 1.5.6 时间、日期支持Python语言的时间、日期格式 ........................... 2 1.5.7 参数中有缺省值的可以不用输入 .................................................... 2 1.5.8 可以带参数名输入 ......................................................................... 2 精于数据，一直进步 IV 1.5.9 Showblank参数 ........................................................................... 3 1.5.10 交易接口中Showfields参数................................................ 3 1.5.11 ErrorCode定义 .................................................................... 3 2 WIND PY插件命令说明 ....................................................................................... 1 2.1 FROM WINDPY IMPORT *：装载WINDPY包 ..................................................... 1 2.2 W.START：启动WINDPY ..................................................................................... 1 2.3 W.STOP：停止WINDPY ....................................................................................... 2 2.4 W.ISCONNECTED：判断是否已经登录 .............................................................. 2 2.5 W.CANCELREQUEST：取消订阅 .......................................................................... 2 2.6 W.WSD：获取历史序列数据 .............................................................................. 3 2.7 W.WSI：获取分钟数据 ...................................................................................... 3 2.8 W.WST：获取日内TICK级别数据 .................................................................... 4 2.9 W.WSS：获历史截面数据 .................................................................................. 5 2.10 W.WSQ：获取和订阅实时行情数据 ................................................................. 5 2.11 W.WSET：获取板块、指数等成分数据 ........................................................... 6 2.12 W.WEQS：获取条件选股结果 ............................................................................ 7 2.13 W.WPF：获取资产管理、组合管理数据 ......................................................... 7 2.14 交易相关函数 ..................................................................................................... 8 2.14.1 w.tlogon交易登录 ............................................................... 8 2.14.2 w.tlogout交易登出 ............................................................. 9 2.14.3 w.torder委托下单 ............................................................. 10 2.14.4 w.tcancel撤销委托 ........................................................... 11 精于数据，一直进步 V 2.14.5 w.tquery交易查询 ............................................................. 12 2.15 W.TDAYS, W.TDAYSOFFSET,W.TDAYSCOUNT：日期函数 ............................... 14 2.15.1 w.tdays：返回区间内的日期序列 ....................................... 14 2.15.2 w.tdaysoffset：返回某个偏移值对应的日期 ................... 14 2.15.3 w.tdayscount：返回某个区间内日期数量 ......................... 15 3 WINPY插件函数体说明........................................................................................ 1 3.1 日期序列(WSD)................................................................................................. 1 3.2 历史截面数据(WSS) ........................................................................................ 3 3.3 分钟序列(WSI)................................................................................................. 3 3.4 日内跳价(WST)................................................................................................. 4 3.5 实时数据(WSQ)................................................................................................. 5 3.6 数据集(WSET) ..............................................