Wind Python 量化平台-用户手册 数据及交易接口 PDF

目录
1WINDPY接口说明.................................................................................................1
1.1WINDPY接口概述...............................................................................................1
1.2WINDPY接口安装...............................................................................................2
1.2.1WindPy对系统环境要求...............................................................2
1.2.2Python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………………………………………………………………………………7
1.4WINDPY获取帮助途径.......................................................................................6
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
1.5WINDPY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...........................2
1.5.5参数支持list输入......................................................................2
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.........................................................................3精于数据，一直进步 IV


1.5.9Showblank参数...........................................................................3
1.5.10交易接口中Showfields参数................................................3
1.5.11ErrorCode定义....................................................................4
2WIND PY插件命令说明.......................................................................................1
2.1FROM WINDPY IMPORT *：装载WINDPY包.....................................................1
2.2W.START：启动WINDPY.....................................................................................1
2.3W.STOP：停止WINDPY.......................................................................................2
2.4W.ISCONNECTED：判断是否已经登录..............................................................2
2.5W.CANCELREQUEST：取消订阅..........................................................................2
2.6W.WSD：获取历史序列数据..............................................................................3
2.7W.WSI：获取分钟数据......................................................................................3
2.8W.WST：获取日内TICK级别数据....................................................................4
2.9W.WSS：获历史截面数据..................................................................................5
2.10W.WSQ：获取和订阅实时行情数据.................................................................5
2.11W.WSET：获取板块、指数等成分数据...........................................................6
2.12W.WEQS：获取条件选股结果............................................................................7
2.13W.WPF：获取资产管理、组合管理数据.........................................................7
2.14交易相关函数.....................................................................................................8
2.14.1w.tlogon交易登录...............................................................8
2.14.2w.tlogout交易登出.............................................................9
2.14.3w.torder委托下单.............................................................10
2.14.4w.tcancel撤销委托...........................................................
11精于数据，一直进步
2.14.5w.tquery交易查询.............................................................12
2.15W.TDAYS,W.TDAYSOFFSET,W.TDAYSCOUNT：日期函数...............................14
2.15.1w.tdays：返回区间内的日期序列.......................................14
2.15.2w.tdaysoffset：返回某个偏移值对应的日期...................14
2.15.3w.tdayscount：返回某个区间内日期数量.........................15
3WINPY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)..................................................................................................6
3.7条件选股（WEQS）...........................................................................................6
3.8资管函数(WPF).................................................................................................6
3.8.1组合上传函数(wupf)......................................................................7
3.9交易函数...........................................................................................................10
3.9.1登录（tlogon）.........................................................................10
3.9.2登出（tlogout）.......................................................................11
3.9.3下单（torder）.........................................................................11
3.9.4撤单（tcancel）.......................................................................13
3.9.5查询（tquery）.........................................................................13
3.10日期函数...........................................................................................................15

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Wind Python 量化平台-用户手册 数据及交易接口

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Wind Python 量化平台-用户手册 数据及交易接口

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量化平台-用户手册 数据及交易接口 PDF