QMT实时获取涨停股,筛选流通盘大于X的股票
基于官方例子修复了一下bug,比如移除了北交所的股票,因为目前qmt获取不了北交所的股票历史数据。
直接上代码:
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可转债量化分析
直接上代码:
# coding:gbk
import time
class G():
pass
g = G()
def init(ContextInfo):
g.hsa = [item for item in ContextInfo.get_stock_list_in_sector('沪深A股') if not item.endswith('BJ')]
g.vol_dict = {}
for stock in g.hsa:
g.vol_dict[stock] = ContextInfo.get_last_volume(stock)
ContextInfo.run_time("execution", "1nSecond", "2019-10-14 13:20:00")
def execution(ContextInfo):
t0 = time.time()
full_tick = ContextInfo.get_full_tick(g.hsa)
total_market_value = 0
total_ratio = 0
count = 0
for stock in g.hsa:
if full_tick[stock]['lastClose'] == 0:
continue
ratio = full_tick[stock]['lastPrice'] / full_tick[stock]['lastClose'] - 1
rise_price = round(full_tick[stock]['lastClose'] * 1.2, 2) if stock[0] == '3' or stock[:3] == '688' else round(
full_tick[stock]['lastClose'] * 1.1, 2)
# 如果要打印涨停品种
if abs(full_tick[stock]['lastPrice'] - rise_price) <0.01:
print(f"涨停股票 {stock} {ContextInfo.get_stock_name(stock)}")
market_value = full_tick[stock]['lastPrice'] * g.vol_dict[stock]
total_ratio += ratio * market_value
total_market_value += market_value
count += 1
# print(count)
total_ratio /= total_market_value
total_ratio *= 100
print(f'A股加权涨幅 {round(total_ratio, 2)}% 函数运行耗时{round(time.time() - t0, 5)}秒')
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可转债量化分析