适用于量化策略所有必须的条件，api接口

我们知道股票程序化交易是一种非常有利的交易方式，个人操控容易受情绪影响，程序化就可以避免这个因素。但是我们如何是使用程序化交易呢要实现程序化交易，除了要把策略编写成代码之余还需要使用上一种工具，那就是接口。

接口不是软件，多数通过调用库文件进行接入。最近找到一个还不错的MetaTrade接口分享一下

。

功能如下：

调用起来需要懂编程就行，很简单吧。

什么，不会？去学啊！

什么，学了还不会？用神技啊！

我今天就要在股海主浮沉。码来！

# -*- coding: utf-8 -*-



"""



此DLL接口为32位,用python解释器调用此接口的时候必须要用python32位解释器



1.用32位系统的直接安装32位python解释器

2.用64位系统的要设置兼容32位python解释器



"""



from ctypes import *





# 填入相对路径加载DLL

Dll = windll.LoadLibrary(".\\MetaTrade.dll")



# DLL初始化,只调用一次

# 初始化返回值<=0,为初始化失败,同时不能够掉用其他功能否则会出错

Dll.Init()



# 为返回结果和返回错误分配空间,结果信息空间为1024*1024字节,错误信息空间为256字节

# 要使用批量功能应创建多个Result和ErrorInfo空间

Result = create_string_buffer(1024 * 1024)

ErrorInfo = create_string_buffer(256)

Result1 = create_string_buffer(1024 * 1024)

ErrorInfo1 = create_string_buffer(256)



# 登入交易账户

# 参数是str类型的必须转换成bytes类型,int类型不用转换,某些参数可以为空

Ip = b'111.222.333.444'

Port = 1234

Version = b''

YyBid = 0

Account = b'123456789.C'

TradeAccount = b'123456789'

JyPassword = b'123456'

TxPassword = b''



# 按位置传参,注意C的类型

# 要使用批量功能应要创建多个ClientId

ClientId = Dll.Logon(c_char_p(Ip), c_int(Port), c_char_p(Version),

                     c_int(YyBid), c_char_p(Account), c_char_p(TradeAccount),

                     c_char_p(JyPassword), c_char_p(TxPassword), ErrorInfo)



# 登入成功ClientId返回结果为1,如果返回结果为-1表示登入失败,可以调ErrorInfo查看错误信息

print(ErrorInfo1.value.decode('gbk'))



# 查询各类交易数据

# ErrorInfo为空则返回结果成功请调Result查看结果,反之返回结果失败请调ErrorInfo查看错误信息

Dll.QueryData(ClientId, c_int(Category), Result, ErrorInfo)

print(Result.value.decode('gbk'))



# 单账户批量查询各类交易数据

# 要批量查询多类数据Result和ErrorInfo必须建立相同数量,可用for循环建立,Count参数必须等于查询数据列表的长度,反之内存报错

CategoryList = [Category1, Category2]

CategoryArray = (c_int * len(CategoryList))(*CategoryList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)]

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)

Count = len(CategoryList)



Dll.QueryDatas(ClientId, CategoryArray, c_int(Count), ResultArray, ErrorInfoArray)



# 多账号批量查询各类交易数据

# 这里的Category参数只能对应账户,不能一个账户查询多种类型数据

ClientIdList = [ClientId1, ClientId2]

ClientIdArray = (c_int * len(ClientIdList))(*ClientIdList)

CategoryList = [Category1, Category2]

CategoryArray = (c_int * len(CategoryList))(*CategoryList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)]

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)

Count = len(CategoryList)



Dll.QueryMultiAccountsDatas(ClientIdArray, CategoryArray, c_int(Count), ResultArray, ErrorInfoArray)



# 查询各类历史数据

Dll.QueryHistoryData(ClientId, c_int(Category), c_char_p(StartDate), c_char_p(EndDate), Result, ErrorInfo)



# 委托下单

Dll.SendOrder(ClientId, c_int(Category), c_int(EntrustType), c_char_p(Gddm), c_char_p(Zqdm), c_float(Price),

              c_int(Quantity), Result, ErrorInfo)



# 单账户批量下单

# Count参数和单账户批量查询意义一样

CategoryList = [Category1, Category2]

CategoryArray = (c_int * len(CategoryList))(*CategoryList)

EntrustTypeList = [EntrustType1, EntrustType2]

EntrustTypeArray = (c_int * len(EntrustTypeList))(*EntrustTypeList)

GddmList = [b'Gddm1', b'Gddm2']

GddmArray = (c_char_p * len(GddmList))(*GddmList)

ZqdmList = [b'Zqdm1', b'Zqdm2']

ZqdmArray = (c_char_p * len(ZqdmList))(*ZqdmList)

PriceList = [Price1, Price2]

PriceArray = (c_float * len(PriceList))(*PriceList)

QuantityList = [Quantity1, Quantity2]

QuantityArray = (c_int * len(QuantityList))(*QuantityList)

Count = len(CategoryList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)]

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)



Dll.SendOrders(ClientId, CategoryArray, EntrustTypeArray, GddmArray, ZqdmArray, PriceArray, QuantityArray, c_int(Count),

               ResultArray, ErrorInfoArray)



# 多账户批量下单

# Count参数和多账号批量查询意义一样

ClientIdList = [ClientId1, ClientId2]

ClientIdArray = (c_int * len(ClientIdList))(*ClientIdList)

CategoryList = [Category1, Category2]

CategoryArray = (c_int * len(CategoryList))(*CategoryList)

EntrustTypeList = [EntrustType1, EntrustType2]

EntrustTypeArray = (c_int * len(EntrustTypeList))(*EntrustTypeList)

GddmList = [b'Gddm1', b'Gddm2']

GddmArray = (c_char_p * len(GddmList))(*GddmList)

ZqdmList = [b'Zqdm1', b'Zqdm2']

ZqdmArray = (c_char_p * len(ZqdmList))(*ZqdmList)

PriceList = [Price1, Price2]

PriceArray = (c_float * len(PriceList))(*PriceList)

QuantityList = [Quantity1, Quantity2]

QuantityArray = (c_int * len(QuantityList))(*QuantityList)

Count = len(CategoryList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)]

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)



Dll.SendMultiAccountsOrders(ClientIdArray, CategoryArray, EntrustTypeArray, GddmArray, ZqdmArray, PriceArray,

                            QuantityArray, c_int(Count), ResultArray, ErrorInfoArray)



# 委托撤单

Dll.CancelOrder(ClientId, c_char_p(ExchangeId), c_char_p(EntrustId), Result, ErrorInfo)



# 单账户批量撤单

ExchangeIdList = [b'ExchangeId1', b'ExchangeId2']

ExchangeIdArray = (c_char_p * len(ExchangeIdList))(*ExchangeIdList)

EntrustIdList = [b'EntrustId1', b'EntrustId2']

EntrustIdArray = (c_char_p * len(EntrustIdList))(*EntrustIdList)

Count = len(ExchangeIdList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)]

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)



Dll.CancelOrders(ClientId, ExchangeIdArray, EntrustIdArray, c_int(Count), ResultArray, ErrorInfoArray)



# 多账户批量撤单

ClientIdList = [ClientId1, ClientId2]

ClientIdArray = (c_int * len(ClientIdList))(*ClientIdList)

ExchangeIdList = [b'ExchangeId1', b'ExchangeId2']

ExchangeIdArray = (c_char_p * len(ExchangeIdList))(*ExchangeIdList)

EntrustIdList = [b'EntrustId1', b'EntrustId2']

EntrustIdArray = (c_char_p * len(EntrustIdList))(*EntrustIdList)

Count = len(ExchangeIdList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)] 

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)



Dll.CancelMultiAccountsOrders(ClientIdArray, ExchangeIdArray, EntrustIdArray, c_int(Count), ResultArray, ErrorInfoArray)



# 获取五档报价

Dll.GetQuote(ClientId, c_char_p(Zqdm), Result, ErrorInfo)



# 单账户批量获取五档报价

ZqdmList = [b'Zqdm1', b'Zqdm2']

ZqdmArray = (c_char_p * len(ZqdmList))(*ZqdmList)

Count = len(ZqdmList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)]

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)



Dll.GetQuote(ClientId, ZqdmArray, c_int(Count), ResultArray, ErrorInfoArray)



# 多账户批量获取五档报价

ClientIdList = [ClientId1, ClientId2]

ClientIdArray = (c_int * len(ClientIdList))(*ClientIdList)

ZqdmList = [b'Zqdm1', b'Zqdm2']

ZqdmArray = (c_char_p * len(ZqdmList))(*ZqdmList)

Count = len(ZqdmList)

ResultList = [cast(Result1, c_char_p), cast(Result2, c_char_p)]

ResultArray = (c_char_p * len(ResultList))(*ResultList)

ErrorInfoList = [cast(ErrorInfo1, c_char_p), cast(ErrorInfo2, c_char_p)]

ErrorInfoArray = (c_char_p * len(ErrorInfoList))(*ErrorInfoList)



Dll.GetMultiAccountsQuotes(ClientIdArray, ZqdmArray, c_int(Count), ResultArray, ErrorInfoArray)



# 融资融券账户直接还款

Dll.Repay(ClientId, c_char_p(Amount), Result, ErrorInfo)



# 查询API授权到期日期

Dll.GetExpireDate(ClientId)



# 登出交易账号

# 连接多少交易账号,相应登出多少个

Dll.Logoff(ClientId)



# DLL反初始化

# Init失败后无需调用反初始化

Dll.Deinit()

以上就是python的接口参数，小编用过还不错。讨论交流可以通过留言。