ctp python接口实现 固定金额 止损 止盈

  手工交易策略实现固定金额 止损止盈  代码很简单 

from CTP import *  


class 止损止盈Strategy(Strategy):
    def __init__(self):
        super().__init__()
        self.symbol_lsit = ["rb2305"]  #订阅合约
        self.BarType = BarType.Min  #K线周期
        self.StrategyType = StrategyType.Tick  #策略类型  StrategyType.Renko   StrategyType.Bar   StrategyType.Tick
        self.止损 = -100
        self.止盈 = 100
    def on_tick(self, tick=None):
        # print(tick.InstrumentID,tick.LastPrice)  
        # symbol = tick.InstrumentID   #合约代码
        # pos = self.Get_Position(symbol) # 获取单合约
        # print(pos)
        pos_lsit = self.Get_Position() # 获取全部持仓
        # print(pos_lsit)
        for i in pos_lsit:
            Pos = i
            symbol= i["symbol"]
            print(Pos) #合约
            pDepthMarketData = self.Get_tick(symbol) #合约
            if pDepthMarketData == "": 
                return   
            symbol = pDepthMarketData.InstrumentID   #合约代码
            Bid = pDepthMarketData.BidPrice1    #买价
            Ask = pDepthMarketData.AskPrice1    #卖价
            LastPrice = pDepthMarketData.LastPrice  #最新价
            if Pos["Direction"]=='Long':
                if Pos["PosProfit"] <= float(self.止损):
                    if Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["yd_amount"]:
                        self.send(symbol, DirectionType.Sell, OffsetType.CloseYesterday, Bid, Pos['Volume'], OrderType.Limit)    
                    elif Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["td_amount"]:
                        self.send(symbol, DirectionType.Sell, OffsetType.CloseToday, Bid, Pos['Volume'], OrderType.Limit) 
                    else:
                        self.send(symbol, DirectionType.Sell, OffsetType.Close, Pos['LastPrice']-Pos['priceTick'], Pos['Volume'], OrderType.Limit) 
                elif Pos["PosProfit"] >= float(self.止盈):
                    if Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["yd_amount"]:
                        self.send(symbol, DirectionType.Sell, OffsetType.CloseYesterday, Bid, Pos['Volume'], OrderType.Limit)    
                    elif Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["td_amount"]:
                        self.send(symbol, DirectionType.Sell, OffsetType.CloseToday, Bid, Pos['Volume'], OrderType.Limit) 
                    else:
                        self.send(symbol, DirectionType.Sell, OffsetType.Close, Bid, Pos['Volume'], OrderType.Limit)            
            if Pos["Direction"]=='Short':
                if Pos["PosProfit"] <= float(self.止损):
                    if Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["yd_amount"]:
                        self.send(symbol, DirectionType.Buy, OffsetType.CloseYesterday, Ask, Pos['Volume'], OrderType.Limit)    
                    elif Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["td_amount"]:
                        self.send(symbol, DirectionType.Buy, OffsetType.CloseToday, Ask, Pos['Volume'], OrderType.Limit) 
                    else:
                        self.send(symbol, DirectionType.Buy, OffsetType.Close, Ask, Pos['Volume'], OrderType.Limit) 
                elif Pos["PosProfit"] >= float(self.止盈):
                    if Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["yd_amount"]:
                        self.send(symbol, DirectionType.Buy, OffsetType.CloseYesterday, Ask, Pos['Volume'], OrderType.Limit)    
                    elif Pos["ExchangeID"]=='SHFE' and Pos["Volume"]==Pos["td_amount"]:
                        self.send(symbol, DirectionType.Buy, OffsetType.CloseToday, Ask, Pos['Volume'], OrderType.Limit) 
                    else:
                        self.send(symbol, DirectionType.Buy, OffsetType.Close, Ask, Pos['Volume'], OrderType.Limit) 


Config = {'brokerid':'9999', 'userid':'123456', 'password':'*******', 'appid':'simnow_client_test', 'auth_code':'0000000000000000', 'product_info':'python dll', 'td_address':'tcp://180.168.146.187:10130', 'md_address':'tcp://180.168.146.187:10131'}
if __name__ == '__main__':
    t = CtpGateway()
    t.add_Strategy(止损止盈Strategy())
    t.add_Config(Config)
    t.Start()

为了测试我设置了止盈100  止损100 看测试效果

 股指期货止损太小刚下单就被止损了