目录2 i$ F8 j, H4 R/ `! ~6 U$ ~- z2 S
1WINDPY接口说明.................................................................................................1$ X% q2 E+ s# U) @3 h
1.1WINDPY接口概述...............................................................................................1
4 D* m9 U/ S$ R2 ]. L* f7 b1 G# f1.2WINDPY接口安装...............................................................................................28 e. @4 ?4 I* u6 ` q3 i
1.2.1WindPy对系统环境要求...............................................................2 a0 q0 i" {8 r3 R. u( v
1.2.2Python环境安装..........................................................................2
9 g7 E3 J4 t' {8 }5 S$ p u4 `1.2.3正常WindPy接口安装..................................................................3. |& `" R; T' v# h
1.2.4特殊安装WindPy方式..................................................................6" x# k! ^" k1 W* l g- Y$ {9 ?
1.3接口向导界面………………………………………………………………………………7
6 X B4 u' Z+ w1.4WINDPY获取帮助途径.......................................................................................6
3 J/ a0 v8 D5 k$ I( {5 D1.4.1本用户手册....................................................................................7; R, D1 z q0 s; ~2 K( n
1.4.2量化交易群和R语言交流群...........................................................7
: Y7 ?) m* {+ ~3 m8 U. _- R1.5WINDPY接口相关规范.......................................................................................1; G- w8 }0 h o
1.5.1以下所有命令都有如下假设...........................................................1, E( }) F' j/ d( D
1.5.2命令区分大小写，且“w.”不能省略...............................................1 C" [# X0 R8 Y; ~0 Z1 S7 Y+ p
1.5.3中文以及单字节码和双字节码的问题.............................................1
/ Y# m- {" q( a8 Z. G, S" G( P0 V1.5.4品种、指标、参数等引号内的部分不区分大小写...........................2+ y4 ]+ u$ u8 }* L, P! ], Q
1.5.5参数支持list输入......................................................................2
2 |) v, w$ e0 T' h1.5.6时间、日期支持Python语言的时间、日期格式...........................2, h- i2 G2 h' o- b. t$ [0 Q7 N
1.5.7参数中有缺省值的可以不用输入....................................................2
9 `* i* `9 z. G% `1.5.8可以带参数名输入.........................................................................3精于数据，一直进步 IV ( i( A& j3 h' F' u
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1.5.9Showblank参数...........................................................................3% p5 y2 h" |4 j# _
1.5.10交易接口中Showfields参数................................................31 V7 X& C8 y9 C; g4 N( U. Q
1.5.11ErrorCode定义....................................................................4
3 f; n) V$ W) ~- K, U5 a2WIND PY插件命令说明.......................................................................................1
2 `+ z, p) Z: ^) Z2.1FROM WINDPY IMPORT *：装载WINDPY包.....................................................1
2 u6 X- N- B4 L$ B2.2W.START：启动WINDPY.....................................................................................1
' q+ w2 [7 @$ x0 h; g2.3W.STOP：停止WINDPY.......................................................................................2
2 q# G. p, y. r4 X8 }& w' y: i8 w2.4W.ISCONNECTED：判断是否已经登录..............................................................2' s; ^+ u( A% q( {
2.5W.CANCELREQUEST：取消订阅..........................................................................20 ~4 \* ~" w6 |& X; E. s: Q
2.6W.WSD：获取历史序列数据..............................................................................3
& @& ~! u, ^9 r- |! f0 v8 w5 j2.7W.WSI：获取分钟数据......................................................................................30 a" R h: |* ~7 k' R: M C
2.8W.WST：获取日内TICK级别数据....................................................................49 d, e/ b9 J( r
2.9W.WSS：获历史截面数据..................................................................................5
& e- ]& N! k! G2 O5 c7 C/ z' U2.10W.WSQ：获取和订阅实时行情数据.................................................................5
9 X( S) [; H) I2 P$ ~) W0 G! \2.11W.WSET：获取板块、指数等成分数据...........................................................6
5 A4 }; j) \, D n2.12W.WEQS：获取条件选股结果............................................................................7
( M( d7 Z+ t% {- R2 o2.13W.WPF：获取资产管理、组合管理数据.........................................................7
0 A( H3 e { {5 n6 t% H2.14交易相关函数.....................................................................................................8" K1 D" @- q9 U
2.14.1w.tlogon交易登录...............................................................8
4 \9 D1 v' _: @* I3 O2.14.2w.tlogout交易登出.............................................................9
4 F: E# C% C* J1 p* F% I9 V6 J t2.14.3w.torder委托下单.............................................................10
( h! _2 z- N9 F/ s! @2.14.4w.tcancel撤销委托...........................................................( v5 Y! g8 W. l( Q. f9 H4 }
11精于数据，一直进步 4 e1 L5 _' W& T* G n j0 [
2.14.5w.tquery交易查询.............................................................12
- U3 l, w) ]- a% z2 L+ O. y4 Y2.15W.TDAYS,W.TDAYSOFFSET,W.TDAYSCOUNT：日期函数...............................14
; F: H) P! s7 [) R' f1 N2 V' U# k; r2.15.1w.tdays：返回区间内的日期序列.......................................148 ^8 f) d- f% o
2.15.2w.tdaysoffset：返回某个偏移值对应的日期...................14. z8 z4 N9 a2 x9 y+ {0 c6 s
2.15.3w.tdayscount：返回某个区间内日期数量.........................15+ p& i- O2 f, N/ w ]9 w. I
3WINPY插件函数体说明........................................................................................14 K& _# N& g& j0 T# P2 h
3.1日期序列(WSD).................................................................................................18 g/ p- H {# X3 F& N5 e
3.2历史截面数据(WSS)........................................................................................3
% o8 W0 ^6 h9 G$ F7 h0 x3.3分钟序列(WSI).................................................................................................3
9 D9 {9 O3 m. T3.4日内跳价(WST).................................................................................................4; [4 l" n* w; G5 T6 Z& o9 n! M
3.5实时数据(WSQ).................................................................................................5
4 d# ~, u6 e k* u* D* o3.6数据集(WSET)..................................................................................................6
" O: ?+ W d" A# S8 d* H$ V3.7条件选股（WEQS）...........................................................................................6
% q3 M3 |3 O0 w" Z3.8资管函数(WPF).................................................................................................6
9 N$ u0 Q' j f) |) H3 B3.8.1组合上传函数(wupf)......................................................................7
/ d! S" x* p' V$ ?0 Z3.9交易函数...........................................................................................................100 [& L' j0 ~* L" N! t t
3.9.1登录（tlogon）.........................................................................10+ f# c! a) f4 W: A) k, x
3.9.2登出（tlogout）.......................................................................11& V9 \6 u/ F, G* O. |6 |/ U
3.9.3下单（torder）.........................................................................117 E, [# H* g: o ^7 P
3.9.4撤单（tcancel）.......................................................................13
A0 w; ~0 _! \% d; z+ Y3.9.5查询（tquery）.........................................................................13
) ^5 W& N9 P9 [3.10日期函数...........................................................................................................15
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