邮件提醒交易信号与成交 Email Notification of Trading Signals and Closed Trades

# coding:utf-8
#!/usr/bin/env python
#用poboquant python实现，在poboquant上运行，如果有问题 可加群 726895887 咨询
from PoboAPI import *
import datetime
import numpy as np
from email.header import Header

import smtplib

from email.mime.multipart import MIMEMultipart

from email.mime.application import MIMEApplication

from email.mime.text import MIMEText



#开始时间，用于初始化一些参数
def OnStart(context) :
    print "I\'m starting..."
    #登录交易账号，需在主页用户管理中设置账号，并把证券测试替换成您的账户名称
    context.myacc = None
    accountname="simnow期货测试1"
    if context.accounts.has_key(accountname) :
        print "登录交易账号[simnow期货]"
        if context.accounts[accountname].Login() :
            context.myacc = context.accounts[accountname]    

def OnMarketQuotationInitial(context, marketid):
    if marketid != 'SHFE':
        return
    #获取主力合约
    g.code = GetMainContract('SHFE', 'rb',20)
    print g.code

    #订阅实时数据，用于驱动OnQuote事件
    SubscribeQuote(g.code)
    #订阅K线数据，用于驱动OnBar事件
    SubscribeBar(g.code, BarType.Min5)
    
def OnOrderChange(context, AccountName, order) :
    accountname="simnow期货测试1"
    Test = context.accounts[accountname].GetOrder(order.id)
    print str(Test.volume)

def SendEmail(emailcontent):#发送邮件的函数
  
    asender ='xxxxxxxxx@xxx.xxx'#发件邮箱
    
    areceiver='yyyyyy@yy.yyy' #收件邮箱
  
    asubject = Header('Trading Signal')#邮件标题
  
    asmtpserver = 'xxxx.xxx.xxx' #'smtp.qq.com'#发件邮箱smtp地址
    
    ausername = 'xxxxxxxxx@xxx.xxx'#'#发件邮箱用户名
    
    apassword = 'password' #'umgqwturdjycbagg'#发件邮箱密码
  
    msgroot = MIMEMultipart('related')
    
    msgroot['Subject'] = asubject
    
    msgroot['to'] = areceiver
    
    msgroot['from']	= asender 
    
    from email.MIMEText import MIMEText
    
    
    thebody=MIMEText('condition met '+ emailcontent+',traded','plain', 'UTF-8') #邮件正文
    thebody["Accept-Language"]="zh-CN"
    thebody["Accept-Charset"]="UTF-8" #"UTF-8"
    
    msgroot.attach(thebody)
    asmtp = smtplib.SMTP()
    
    asmtp.connect(asmtpserver)
    
    asmtp.login(ausername, apassword)
    
    asmtp.sendmail(asender, areceiver.split(','), msgroot.as_string())
    
    asmtp.quit()
    
    print "mail sending done."
#实时行情事件，当有新行情出现时调用该事件
def OnBar(context,code,bartype) :
    accountname="simnow期货测试1"
    #print "code is "+str(code)
    #过滤掉不需要的行情通知
    if code != g.code:
        return
    dyndata = GetQuote(g.code)
    #创建均线
    MACDindi = CreateIndicator("MACD")
    #设定参数，也可以不设置，系统有自带的默认参数
    param = {"SHORT":12,"LONG":26,"M":9} #fast and slow and ma days
    MACDindi.SetParameter(param)
    #设定要计算KDJ的品种和K线周期
    MACDindi.Attach(g.code, BarType.Min5)
    #开始计算
    MACDindi.Calc()
    #获取计算结果，返回对应结果的list
    diff = MACDindi.GetValue("DIF")
    dea = MACDindi.GetValue("DEA")
    #posi = context.myacc.GetPositions()
    bal=context.accounts[accountname].AccountBalance.AssetsBalance
    LongPos=0
    LongPosVolume=0
    HoldingLongCost=0.0
    ShortPos=0
    ShortPosVolume=0
    HoldingShortCost=0.0
    option = PBObj()
    #option.buysellflag = '0'
    TradeDetails = context.accounts[accountname].GetTradeDetails(option)
    #print TradeDetails
    if len(TradeDetails)>0:
        print "期货成交： "
        for i in TradeDetails:
            print str(i.contract)+" "+str(i.volume)+" "+str(i.price)
          
      #print i.bstype.OffsetFlag
        print '----------------'
    pos = context.accounts[accountname].GetPositions(option)
    if len(pos)>0:
        print "账户金额："+str(bal)
        print "期货持仓： "#pos
        for i in pos:
            print str(i.contract)+" "+str(i.volume)+" "+str(i.openavgprice)+" "+str(i.bstype.BuySellFlag)
            if str(i.bstype.BuySellFlag)=="0":
                LongPos=1
                print "long pos"
                HoldingLongCost=float(i.openavgprice)
                LongPosVolume=i.volume

      
            if str(i.bstype.BuySellFlag)=="1":
                ShortPos=1
                print "short pos"
                HoldingShortCost=float(i.openavgprice)
                ShortPosVolume=i.volume
          
        print '----------------'    
    
    #print　"len(diff)"+str(len(diff))
    if len(diff)<2:
        print "len(diff)<2" 
        return
    #ma1上穿ma2时买入螺纹主力1手
    
        
    elif diff[-1] >0 and dea [-1]>0 and  diff[-1]>dea [-1]+0.4 and diff[-2]<=dea [-2] and LongPos==0:
        print "to buy open...diff "+str(diff[-1])+" dea "+str(dea[-1]) 
        context.myacc.InsertOrder(g.code, BSType.BuyOpen, dyndata.now+5, 50) #提高委托价格，确保买入成交
        mailtext="macd up crossed, long opened"
        SendEmail(mailtext)
        
        bal=context.accounts[accountname].AccountBalance.AssetsBalance
        print "账户金额2 ："+str(bal)
        #orders = context.accounts["回测期货"].GetOrder(order.id)
        #print str(orders.volume)
        #OnOrderChange(context, "回测期货", order)
        print "发生交易："

        
    #ma1下穿ma2时卖出平仓
    elif diff[-1] <0 and dea[-1]<0 and diff[-1]<dea[-1] and diff[-2]>=dea[-2] and len(pos)>0 and LongPos==1 or dyndata.now<HoldingLongCost-10:
        print "to sell close..diff "+str(diff[-1])+" dea "+str(dea[-1])
        if dyndata.now<HoldingLongCost-10:
            print "止损平仓-------------------------------------"

        context.myacc.InsertOrder(g.code, BSType.SellClose, dyndata.now-5, LongPosVolume) #降低委托价格，确保卖出成交
        mailtext="macd down crossed, long closed"
        SendEmail(mailtext)
    
    elif diff[-1] <0 and dea[-1]<0 and diff[-1]+0.4<dea[-1] and diff[-2]>=dea[-2] and ShortPos==0:
        print "to sell open...diff "+str(diff[-1])+" dea "+str(dea[-1]) 
        context.myacc.InsertOrder(g.code, BSType.SellOpen, dyndata.now-5, 50) #降低委托价格，确保卖开成交
        mailtext="macd down crossed, short open"
        SendEmail(mailtext)
        bal=context.accounts[accountname].AccountBalance.AssetsBalance
        print "账户金额2 ："+str(bal)
        #orders = context.accounts["回测期货"].GetOrder(order.id)
        #print str(orders.volume)
        #OnOrderChange(context, "回测期货", order)
        print "发生交易："
    
    elif diff[-1] >0 and dea[-1]>0 and diff[-1]>dea[-1] and diff[-2]<=dea[-2] and len(pos)>0 and ShortPos==1 or dyndata.now>HoldingShortCost+10:
        print "reach here"
        print "to buy close..diff "+str(diff[-1])+" dea "+str(dea[-1])+" "+str(ShortPos)
        if dyndata.now>HoldingShortCost+10:
            print "买入止损平仓-------------------------------------"
        context.myacc.InsertOrder(g.code, BSType.BuyClose, dyndata.now+5, ShortPosVolume) #降低委托价格，确保卖出成交
        mailtext="macd up crossed，short closed "
        SendEmail(mailtext)