取得期貨權益並存入excel中
使用 jupyterlab 範例，
使用 python script 範例
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| ### GetFutureRight 範例 | |
| from comtypes.client import GetModule, GetEvents, CreateObject | |
| ### GetModule 將 API 打包成 python 可以呼叫的 package | |
| # 第一次執行時會在 comtypes.gen 建立 SKCOMLib wrap package, 之後可以不用再執行，若 API 元件升級時需要至comtypes.gen資料夾刪除 skcom 相關檔案，再重新執行 GetModule | |
| GetModule(r"C:\skcom\CapitalAPI_2.13.43\x64\SKCOM.dll") | |
| from comtypes.gen import SKCOMLib as sk | |
| import pythoncom | |
| import asyncio | |
| import pandas as pd | |
| ### 建立 COM 元件 | |
| if 'skC' not in globals(): skC = CreateObject(sk.SKCenterLib, interface=sk.ISKCenterLib) | |
| if 'skR' not in globals(): skR = CreateObject(sk.SKReplyLib, interface=sk.ISKReplyLib) | |
| if 'skO' not in globals(): skO = CreateObject(sk.SKOrderLib, interface=sk.ISKOrderLib) | |
| ### 輸入身分證與密碼 | |
| ID = '你的身分證號' | |
| PW = '你的帳戶密碼' | |
| ### 建立 skcom 事件類別 | |
| # ReplyLib事件類別 | |
| class skR_events: | |
| def OnReplyMessage(self, bstrUserID, bstrMessage): | |
| '''API 2.13.17 以上一定要返回 sConfirmCode=-1''' | |
| sConfirmCode=-1 | |
| print('skR_OnReplyMessage', bstrMessage) | |
| return sConfirmCode | |
| # OrderLib 事件類別 | |
| class skO_events: | |
| def __init__(self): | |
| self.future_right = [] | |
| # 現貨帳號 | |
| self.accTS = '' | |
| # 期貨帳號 | |
| self.accTF = '' | |
| def OnAccount(self, bstrLogInID, bstrAccountData): | |
| '''取得使用者帳號資訊''' | |
| strI = bstrAccountData.split(',') | |
| # bstrAccountData: 0市場,1分公司,2分公司代號,3帳號,4身份證字號,5姓名 | |
| if strI[0] == 'TS': # 現貨帳號 | |
| self.accTS = strI[1]+strI[3] | |
| elif strI[0] == 'TF': # 期貨帳號 | |
| self.accTF = strI[1]+strI[3] | |
| # print('skO_OnAccount', bstrLogInID, bstrAccountData) | |
| def OnFutureRights(self, bstrData): | |
| if '##' not in bstrData: | |
| self.future_right.append(bstrData) | |
| # print('skO_OnFutureRights', bstrData) | |
| # Event sink, 事件實體 | |
| EventR = skR_events() | |
| EventO = skO_events() | |
| # 連結 com 元件與事件callback | |
| ConnR = GetEvents(skR, EventR) | |
| ConnO = GetEvents(skO, EventO) | |
| print('Setting event handeller done!!') | |
| ### 適用於 Jupyter lab 的 event loop, 持續監測 skcom api 的事件函數 | |
| # working functions, async coruntime to pump events | |
| async def pump_task(): | |
| while True: | |
| pythoncom.PumpWaitingMessages() | |
| await asyncio.sleep(0.1) | |
| # get an event loop | |
| loop = asyncio.get_event_loop() | |
| pumping_loop = loop.create_task(pump_task()) | |
| print('Event pumping ready!') | |
| ### 登入 與 OrderLib 初始化 | |
| # login | |
| nCode=skC.SKCenterLib_Login(ID,PW) | |
| print('Login', skC.SKCenterLib_GetReturnCodeMessage(nCode)) | |
| # SKOrderLib 初始化 | |
| ncode = skO.SKOrderLib_Initialize() | |
| print('SKOrderLib 初始化', skC.SKCenterLib_GetReturnCodeMessage(nCode)) | |
| # 取得帳號 | |
| ncode = skO.GetUserAccount() | |
| print('取得帳號', skC.SKCenterLib_GetReturnCodeMessage(nCode)) | |
| ### 取得期貨權益 | |
| ncode = skO.GetFutureRights(ID, EventO.accTF, 1) | |
| print('取得期貨權益', skC.SKCenterLib_GetReturnCodeMessage(nCode)) | |
| # OnFutureRight 回傳欄位 | |
| futurRight_columns = [ | |
| '帳戶餘額', '浮動損益', '已實現費用','交易稅','預扣權利金','權利金收付', | |
| '權益數','超額保證金','存提款','買方市值','賣方市值','期貨平倉損益', | |
| '盤中未實現','原始保證金','維持保證金','部位原始保證金','部位維持保證金', | |
| '委託保證金','超額最佳保證金','權利總值','預扣費用','原始保證金2', | |
| '昨日餘額','選擇權組合單加不加收保證金','維持率','幣別','足額原始保證金', | |
| '足額維持保證金', '足額可用','抵繳金額','有價可用','可用餘額', | |
| '足額現金可用','有價價值','風險指標','選擇權到期差異','選擇權到期差損', | |
| '期貨到期損益','加收保證金','LOGIN_ID','ACCOUNT_NO'] | |
| ### 存入 dataframe 再轉存 excel 格式 | |
| # 存入 pandas dataframe | |
| df = pd.DataFrame([EventO.future_right[0].split(',')], columns=futurRight_columns) | |
| # 存成 excel | |
| df.to_excel('futureRight.xlsx') |