配置项#

TradePy的默认配置文件是 ~/.tradepy/config.yaml，基本格式如下。如果是回测模式，则只需提供 common 配置项

common:
    # 详见CommonConf字段说明

trading:
    # 详见TradingConf字段说明

schedules:
    # 详见SchedulesConf字段说明

pydantic model tradepy.core.conf.TradePyConf#

field common: CommonConf [Required]#

field trading: TradingConf | None = None#: 实盘/模拟盘交易配置

field schedules: SchedulesConf | None = None#: 定时任务配置

field notifications: NotificationConf | None = None#: 微信通知配置，用于推送异常状态，未完成

static get_default_config_file_path() → Path#

classmethod load_from_config_file() → TradePyConf#

save_to_config_file(path: str | Path | None = None)#

pydantic model tradepy.core.conf.CommonConf#

field mode: Literal['backtest', 'paper-trading', 'live-trading'] [Required]#: 运行模式, 回测/模拟盘/实盘

field database_dir: Path [Optional]#: 本地数据存放目录

field trade_lot_vol: int = 100#: 每手交易量

field blacklist_path: Path | None = None#: 股票黑名单文件路径,

field redis: RedisConf | None = None#: Redis 配置

field redis_connection_pool: ConnectionPool | None = None#

get_redis_client() → Redis#

pydantic model tradepy.core.conf.TradingConf#

field broker: BrokerConf [Required]#: 交易端服务连接配置

field xtquant: XtQuantConf | None = None#: XtQuant配置 (策略端不需要)

field strategy: StrategyConf [Optional]#: 策略配置

field periodic_tasks: PeriodicTasksConf [Optional]#: 定时任启动时间务配置

field timeouts: TimeoutsConf [Optional]#: 超时时间配置

field indicators_window_size: int = 60#: 计算指标需要至少多少根K线

field pending_order_expiry: float = 0#: 未成交委托单过期时间, 单位秒, 0 表示不过期

field cache_retention: int = 7#: 缓存数据保留天数

field markets: tuple[Literal['上证主板', '深证主板', '创业板', '北交所', '科创板', 'CDR', '新三板'], ...] = ('上证主板', '深证主板', '创业板')#: 只交易这些主板的股票

pydantic model tradepy.core.conf.SchedulesConf#

field update_datasets: str = '0 20 * * *'#: 更新本地数据, 默认每天20:00

field warm_database: str = '0 9 * * *'#: 预热数据库, 默认每天09:00

field flush_broker_cache: str = '5 15 * * *'#: 导出当日交易记录, 默认每天15:05

field vacuum: str = '0 23 * * *'#: 清理过期数据, 默认每天23:00

static parse_cron(cron: str)#

pydantic model tradepy.core.conf.BrokerConf#

field host: str [Required]#: 交易端服务地址

field port: int [Required]#: 交易端服务端口

pydantic model tradepy.core.conf.XtQuantConf#

field account_id: str [Required]#: 您的券商账户ID

field qmt_data_path: str [Required]#: QMT的Userdata_mini目录地址

field price_type: str = 'FIXED_PRICE'#

pydantic model tradepy.core.conf.PeriodicTasksConf#

field tick_fetch_interval: int = 5#: 行情更新间隔, 单位秒

field assets_sync_interval: int = 3#: 资产与持仓更新间隔, 单位秒

field cancel_expired_orders_interval: int = 5#: 过期未成交委托单清理间隔, 单位秒

pydantic model tradepy.core.conf.TimeoutsConf#

field download_quote: int = 3#: 下载行情超时时间, 单位秒

field download_ask_bid: int = 2#: 下载买卖盘超时时间, 单位秒

field compute_open_indicators: int = 240#: 盘前计算当日指标超时时间, 单位秒, 最长4分钟

field compute_close_indicators: int = 240#: 尾盘计算平仓指标超时时间, 单位秒, 最长4分钟

field handle_cont_trade: int = 2#: 处理每个行情推送的超时时间, 包含了策略给出买卖信号和下单, 单位秒

pydantic model tradepy.core.conf.StrategyConf#

field strategy_class: Any = None#: 策略类的module导入路径, 比如”my_strategy.SampleStrategy”。也可是策略类本身，但是在Jupyter Notebook中不能直接传入策略类

field stop_loss: float = 0#: 静态止损百分比，如果不需要静态止盈止损，可设置为一个任意大数

field take_profit: float = 0#: 静态止盈百分比

field take_profit_slip: SlippageConf [Optional]#: 止盈滑点

field stop_loss_slip: SlippageConf [Optional]#: 止损滑点

field max_position_size: float = 1#: 最大持仓百分比, 1 表示允许满仓单股

field max_position_opens: int = 10000#: 每日最大开仓数量, 如果触发买入信号的标的数量大于此值, 则按照买入信号的权重值顺序买入，权重一致则随机选择

field min_trade_amount: int = 0#: 每次开仓的最小买入金额, 0 表示不限制

field custom_params: dict[str, Any] [Optional]#: 自定义参数, 策略类内可在self上直接访问

classmethod from_dict(data: dict[str, Any])#

update(**kv_pairs)#

load_strategy() → StrategyBase#

load_strategy_class() → Type[StrategyBase]#

pydantic model tradepy.core.conf.SlippageConf#

field method: Literal['max_pct', 'max_jump', 'weibull'] [Required]#: 滑点计算方法, max_pct=最大随机百分比, max_jump=最大随机跳点

field params: Any [Required]#: 滑点计算方法的参数, 如: method=max_jump, params=2, 即为最大可随机出两跳价位的滑点

pydantic model tradepy.core.conf.BacktestConf#

field cash_amount: float [Required]#: 回测初始资金

field broker_commission_rate: float = 0.05#: 佣金费率%, 万五是0.05

field min_broker_commission_fee: float = 5#: 佣金最低收取金额

field stamp_duty_rate: float = 0.1#: 印花税率%, 千分之一是0.1

field use_minute_k: bool = False#: 是否使用分钟级K线进行回测

field strategy: StrategyConf [Required]#

field sl_tf_order: Literal['stop loss first', 'take profit first', 'random'] = 'stop loss first'#: 止盈止损单的触发顺序, random 表示随机选择