重磅----网格交易支持股票，可转债，ETF，自定义等，提供源代码，打包程序。

网络交易在期间比较好，网络交易的教程很多可以百度了

声明：本人提供的代码仅用于交流学习，不适用于商业用途，高风险事件，本人对代码概不负责

运行程序前完成完整的看完成教程，路向

程序

程序运行

{ '测试':'股票', '自动网格':'真', '运行策略':'可转债', '股票名称':['三一重工','北方稀土'], '股票代码':['600031','600111'], 'ETF名称':['传媒ETF','光伏ETF'], 'ETF代码':['159805','515790'], '可转债名称':['小康转债','莱克转债'], '可转债代码':['113016','113659'], '期间天数':20, '期间上限':20, '期间下限':16, '价格中枢':18, '格子总数':8, '单位格子':0.5, 'buy_1_price':17.5, 'buy_1_volume':100, 'buy_2_price':17, 'buy_2_volume':100, 'buy_3_price':16.5, 'buy_3_volume':100, 'buy_4_price':16, 'buy_4_volume':100, 'sell_1_price':18.5, 'sell_1_volume':100, 'sell_2_price':19, 'sell_2_volume':100, 'sell_3_price':19.5, 'sell_3_volume':100, 'sell_4_price':20, 'sell_4_volume':100, '同花顺下单路径':'C:/同花顺软件/同花顺/xiadan.exe', 'qq':'[e-mail]', '定时运行':'09:40', '配置声明':'如果自动网格采用为真,自己配置的网格无效,程序会自动生产网格区间,用最近20日的最高点最为价格上限,最低点最为价格下限,期间平均分为8份,买卖各4份', '测试声明':'需要测试为是进行测试,不然直接运行程序交易,测试类型支持全部,股票,ETF,可转债,无', '其他声明':'如果自动网格为假,代码列表智能输入一个代码,在推其他参数进行配置', '运行策略说明':'可以选择全部/股票/ETF/可转债/无'}

网格计算的盈利股票为例子

def cacal_stock_grid_data(self,stock='600031',start_date='20210101',end_date='20500101',data_type='D',n=20):        '''        计算股票网格策略        '''        df=self.get_stock_hist_data_em(stock=stock,start_date=start_date,end_date=end_date,data_type=data_type)        df['最高价']=df['close'].rolling(window=n).max()        df['最低价']=df['close'].rolling(window=n).min()        data_dict={}        data_dict['股票代码']=stock        data_dict['期间天数']=n        data_dict['期间上限']=df['最高价'].tolist()[-1]        data_dict['期间下限']=df['最低价'].tolist()[-1]        data_dict['价格中枢']=(df['最高价'].tolist()[-1]+df['最低价'].tolist()[-1])/2        data_dict['格子总数']=8        data_dict['单位格子']=(df['最高价'].tolist()[-1]-df['最低价'].tolist()[-1])/8        for i in range(1,5):            data_dict['buy_{}_price'.format(i)]=data_dict['价格中枢']-i*data_dict['单位格子']            data_dict['buy_{}_volume'.format(i)]=100        for i in range(1,5):            data_dict['sell_{}_price'.format(i)]=data_dict['价格中枢']+i*data_dict['单位格子']            data_dict['sell_{}_volume'.format(i)]=100        print(data_dict)        with open(r'股票分析数据\{}.txt'.format(stock),'w+',encoding='utf-8') as f:            f.write(str(data_dict))        return data_dict

网络策略的交易程序

import timefrom datetime import datetimeimport schedule#核心数据from stock_data import stock_dataimport pandas as pd#easytrader交易，改进from easytrader_trader import trader_frameimport numpy as np#可转债数据from bond_cov_data import bond_cov_dataimport json#import tarder_boundclass trader_strategy: def __init__(self,qq='[e-mail]',path=r'C:\同花顺软件\同花顺\xiadan.exe'): self.qq=qq self.exe=path self.tarder='' self.stock_data=stock_data(qq=qq) #可转债数据 self.bond_cov_data=bond_cov_data() def connect(self): ''' 连接同花顺 ''' try: a=trader_frame(exe=self.exe) a.connect() self.tarder=a print('连接同花顺成功') return True except: print('连接同花顺失败') return False def run_stock_trader_strategy(self): ''' 运行交易策略 股票 ''' if self.stock_data.check_is_trader_date()==True: with open(r'交易配置.json','r+',encoding='utf-8') as f: text=f.read() trader_set=json.loads(text) if trader_set['自动网格']=='真': for stock in trader_set['股票代码']: trader_set=self.stock_data.cacal_stock_grid_data(stock=stock,start_date='20210101',end_date='20500101') price=self.stock_data.get_stock_now_data(code=stock)['最新价'].tolist()[-1] #买入的情况 if price<trader_set['价格中枢'] and price>=trader_set['buy_1_price']: amount=trader_set['buy_1_volume'] text='买入一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_1_price'] and price>=trader_set['buy_2_price']: amount=trader_set['buy_2_volume'] text='买入二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_3_price'] and price>=trader_set['buy_4_price']: amount=trader_set['buy_4_volume'] text='买入四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) #卖出的情况 elif price>trader_set['价格中枢'] and price<=trader_set['sell_1_price']: amount=trader_set['sell_1_volume'] text='卖出一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_1_price'] and price<=trader_set['sell_2_price']: amount=trader_set['sell_2_volume'] text='卖出二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_2_price'] and price<=trader_set['sell_3_price']: amount=trader_set['sell_3_volume'] text='卖出三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_3_price'] and price<=trader_set['sell_4_price']: amount=trader_set['sell_4_volume'] text='卖出四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) else: pass else: stock=trader_set['股票代码'][0] price=self.stock_data.get_stock_now_data(code=stock)['最新价'].tolist()[-1] #买入的情况 if price<trader_set['价格中枢'] and price>=trader_set['buy_1_price']: amount=trader_set['buy_1_volume'] text='买入一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_1_price'] and price>=trader_set['buy_2_price']: amount=trader_set['buy_2_volume'] text='买入二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_3_price'] and price>=trader_set['buy_4_price']: amount=trader_set['buy_4_volume'] text='买入四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) #卖出的情况 elif price>trader_set['价格中枢'] and price<=trader_set['sell_1_price']: amount=trader_set['sell_1_price'] text='卖出一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_1_price'] and price<=trader_set['sell_2_price']: amount=trader_set['sell_2_price'] text='卖出二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_2_price'] and price<=trader_set['sell_3_price']: amount=trader_set['sell_3_price'] text='卖出三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_3_price'] and price<=trader_set['sell_4_price']: amount=trader_set['sell_4_price'] text='卖出四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) else: pass else: print('目前不是交易时间') def run_ETF_trader_strategy(self): ''' 运行交易策略,ETF基金 ''' if self.stock_data.check_is_trader_date()==True: with open(r'交易配置.json','r+',encoding='utf-8') as f: text=f.read() trader_set=json.loads(text) if trader_set['自动网格']=='真': for stock in trader_set['ETF代码']: trader_set=self.stock_data.cacal_ETF_grid_data(stock=stock,end_date='20500101',limit=10000,data_type='D') price=self.stock_data.get_ETF_spot_em(stock=stock)['最新价'].tolist()[-1] #买入的情况 if price<trader_set['价格中枢'] and price>=trader_set['buy_1_price']: amount=trader_set['buy_1_volume'] text='买入一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_1_price'] and price>=trader_set['buy_2_price']: amount=trader_set['buy_2_volume'] text='买入二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_3_price'] and price>=trader_set['buy_4_price']: amount=trader_set['buy_4_volume'] text='买入四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) #卖出的情况 elif price>trader_set['价格中枢'] and price<=trader_set['sell_1_price']: amount=trader_set['sell_1_price'] text='卖出一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_1_price'] and price<=trader_set['sell_2_price']: amount=trader_set['sell_2_volume'] text='卖出二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_2_price'] and price<=trader_set['sell_3_price']: amount=trader_set['sell_3_volumee'] text='卖出三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_3_price'] and price<=trader_set['sell_4_price']: amount=trader_set['sell_4_volume'] text='卖出四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) else: pass else: stock=trader_set['ETF代码'][0] price=price=self.stock_data.get_ETF_spot_em(stock=stock)['最新价'].tolist()[-1] #买入的情况 if price<trader_set['价格中枢'] and price>=trader_set['buy_1_price']: amount=trader_set['buy_1_volume'] text='买入一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_1_price'] and price>=trader_set['buy_2_price']: amount=trader_set['buy_2_volume'] text='买入二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_3_price'] and price>=trader_set['buy_4_price']: amount=trader_set['buy_4_volume'] text='买入四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) #卖出的情况 elif price>trader_set['价格中枢'] and price<=trader_set['sell_1_price']: amount=trader_set['sell_1_volume'] text='卖出一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_1_price'] and price<=trader_set['sell_2_price']: amount=trader_set['sell_2_volume'] text='卖出二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_2_price'] and price<=trader_set['sell_3_price']: amount=trader_set['sell_3_volume'] text='卖出三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_3_price'] and price<=trader_set['sell_4_price']: amount=trader_set['sell_4_volume'] text='卖出四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) else: pass else: print('目前不是交易时间') def run_cov_bond_trader_strategy(self): ''' 运行交易策略,可转债 ''' if self.stock_data.check_is_trader_date()==True: with open(r'交易配置.json','r+',encoding='utf-8') as f: text=f.read() trader_set=json.loads(text) if trader_set['自动网格']=='真': for stock in trader_set['可转债代码']: trader_set=self.stock_data.cacal_bond_cov_grid_data(stock=stock,end_date='20500101',limit=10000,data_type='D') price=self.stock_data.get_cov_bond_spot(stock=stock)['最新价'] #买入的情况 if price<trader_set['价格中枢'] and price>=trader_set['buy_1_price']: amount=trader_set['buy_1_volume'] text='买入一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_1_price'] and price>=trader_set['buy_2_price']: amount=trader_set['buy_2_volume'] text='买入二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_3_price'] and price>=trader_set['buy_4_price']: amount=trader_set['buy_4_volume'] text='买入四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) #卖出的情况 elif price>trader_set['价格中枢'] and price<=trader_set['sell_1_price']: amount=trader_set['sell_1_volume'] text='卖出一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_1_price'] and price<=trader_set['sell_2_price']: amount=trader_set['sell_2_volume'] text='卖出二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_2_price'] and price<=trader_set['sell_3_price']: amount=trader_set['sell_3_volume'] text='卖出三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_3_price'] and price<=trader_set['sell_4_price']: amount=trader_set['sell_4_volume'] text='卖出四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) else: pass else: stock=trader_set['可转债代码'][0] price=self.stock_data.get_cov_bond_spot(stock=stock)['最新价'] #买入的情况 if price<trader_set['价格中枢'] and price>=trader_set['buy_1_price']: amount=trader_set['buy_1_volume'] text='买入一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_1_price'] and price>=trader_set['buy_2_price']: amount=trader_set['buy_2_volume'] text='买入二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_2_price'] and price>=trader_set['buy_3_price']: amount=trader_set['buy_3_volume'] text='买入三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) elif price<trader_set['buy_3_price'] and price>=trader_set['buy_4_price']: amount=trader_set['buy_4_volume'] text='买入四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) #卖出的情况 elif price>trader_set['价格中枢'] and price<=trader_set['sell_1_price']: amount=trader_set['sell_1_volume'] text='卖出一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_1_price'] and price<=trader_set['sell_2_price']: amount=trader_set['sell_2_volume'] text='卖出二档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_2_price'] and price<=trader_set['sell_3_price']: amount=trader_set['sell_3_volume'] text='卖出三档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) elif price>trader_set['sell_3_price'] and price<=trader_set['sell_4_price']: amount=trader_set['sell_4_volume'] text='卖出四档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.sell(security=stock,price=price,amount=amount) else: amount=trader_set['buy_1_volume'] text='买入一档 时间{} 代码{} 价格{} 数量{}'.format(str(datetime.now()),stock,price,amount) print(text) self.tarder.buy(security=stock,price=price,amount=amount) else: print('目前不是交易时间') def seed_qq_email(self): if self.stock_data.check_is_trader_date()==True: if self.connect()==True: now=str(datetime.now()) text=now+'程序连接正常' print(text) else: self.connect() else: print('目前不是交易时间') print(datetime.now())if __name__=='__main__': ''' 交易策略 ''' print('程序准备运行') time.sleep(5) with open(r'交易配置.json','r+',encoding='utf-8') as f: text=f.read() trader_set=json.loads(text) qq=trader_set['qq'] path=trader_set['同花顺下单路径'] run_date=trader_set['定时运行'] test=trader_set['测试'] run=trader_set['运行策略'] strategy=trader_strategy(qq=qq,path=r'{}'.format(path)) strategy.connect() #下面2个测试用，去调#就可以运行，用在调试 if test=='全部': strategy.run_stock_trader_strategy() strategy.run_ETF_trader_strategy() strategy.run_cov_bond_trader_strategy() elif test=='股票': strategy.run_stock_trader_strategy() elif test=='ETF': strategy.run_ETF_trader_strategy() elif test=='可转债': strategy.run_cov_bond_trader_strategy() else: pass #strategy.seed_qq_email() #strategy.get_hold_stock() #strategy.adjust_position() #strategy.run_hold_stock_T_stategy() #保存持股 if run=='全部': schedule.every().day.at('{}'.format(run_date)).do(strategy.run_ETF_trader_strategy) schedule.every().day.at('{}'.format(run_date)).do(strategy.run_stock_trader_strategy) schedule.every().day.at('{}'.format(run_date)).do(strategy.run_cov_bond_trader_strategy) elif run=='股票': schedule.every().day.at('{}'.format(run_date)).do(strategy.run_ETF_trader_strategy) elif run=='ETF': schedule.every().day.at('{}'.format(run_date)).do(strategy.run_stock_trader_strategy) elif run=='可转债': schedule.every().day.at('{}'.format(run_date)).do(strategy.run_cov_bond_trader_strategy) else: pass #schedule.every().day.at('14:40').do(tarder_bound.tarder_bound) #schedule.every().day.at('14:50').do(tarder_bound.tarder_bound) schedule.every(10).minutes.do(strategy.seed_qq_email) while True: schedule.run_pending() time.sleep(60)#pip install -i https://pypi.tuna./simple some-package opencv-python