### Example: Get All Orders

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Shows how to place an order and then retrieve all orders using get_orders. Available in backtesting and trading modules.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    _id = order(g.security, 100)

    order_obj = get_orders()
    log.info(order_obj)
```

--------------------------------

### Example: Get Convertible Bond IPO Stocks

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Demonstrates how to retrieve convertible bond IPO subscription targets for the day and log them.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 当日可转债IPO申购标的
    ipo_stocks = get_ipo_stocks().get('可转债代码')
    log.info('可转债IPO申购标的列表为%s' % ipo_stocks)
```

--------------------------------

### Initialize Function Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

This is a basic example of the 'initialize' function, which is mandatory for Ptrade strategies. It sets up global variables and the trading universe.

```python
def initialize(context):
    #g为全局对象
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    order('600570.SS',100)
```

--------------------------------

### Example: Get Marginable Securities List (Python)

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Demonstrates how to obtain and log the list of marginable securities for lending using the get_marginsec_stocks function.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 获取最新的融券标的列表
    marginsec_stocks = get_marginsec_stocks()
    log.info(marginsec_stocks)
```

--------------------------------

### Example: Fetch and Log Margin Asset

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of how to initialize the context, set a security, and log the retrieved margin asset information.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 获取信用账户资产信息
    margin_asset = get_margin_asset()
    log.info(margin_asset)
```

--------------------------------

### Example: Get Position Information

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Shows how to get and log the position information for a given security.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    position = get_position(g.security)
    log.info(position)
```

--------------------------------

### Example: Get Daily Trades

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Demonstrates how to fetch and log the daily trade information.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    #获取当日成交数据
    trades_info = get_trades()
    log.info(trades_info)
```

--------------------------------

### Example: Get Specific Order

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Demonstrates how to place an order and then retrieve its details using get_order. Available in backtesting and trading modules.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    order_id = order(g.security, 100)
    current_order = get_order(order_id)
    log.info(current_order)
```

--------------------------------

### Example: Get Marginable Stocks List (Python)

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of how to retrieve and log the list of marginable stocks for financing using the get_margincash_stocks function.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 获取最新的融资标的列表
    margincash_stocks = get_margincash_stocks()
    log.info(margincash_stocks)
```

--------------------------------

### Basic Trading Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

A simple example demonstrating how to place an order and retrieve position information.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    order(g.security,1000)
    position = get_position(g.security)
    log.info(position)
```

--------------------------------

### Example: Get and Save Trades File

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Demonstrates placing an order and then retrieving trade reconciliation data, saving it to both the default directory and a specified subdirectory.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 委托
    order_obj = order(g.security, 100)
    log.info('订单编号为：%s'% order_obj)

def after_trading_end(context, data):
    # 获取对账数据，存放到默认目录
    data_path = get_trades_file()
    log.info(data_path)

    # 获取对账数据，存放到notebook下的指定目录
    user_data_path = get_trades_file('user_data/data')
    log.info(user_data_path)
```

--------------------------------

### Initialize Strategy Setup

Source: https://context7.com/kay-ou/ptradeapi/llms.txt

Use `initialize` for one-time strategy setup at startup. Configure stock universe, benchmark, commission, slippage, and schedule recurring tasks. Ensure to call setting functions only within this callback.

```python
def initialize(context):
    # Set stock universe for the strategy
    g.security = '600570.SS'
    set_universe(g.security)

    # Set performance benchmark (default: CSI 300)
    set_benchmark('000300.SS')

    # Configure backtest trading costs
    set_commission(commission_ratio=0.0003, min_commission=5.0, type="STOCK")
    set_slippage(0.001)           # 0.1% proportional slippage
    # set_fixed_slippage(0.02)   # or fixed 0.02 yuan slippage

    # Simulate realistic fill constraints
    set_limit_mode(True)
    set_volume_ratio(0.25)        # Fill at most 25% of minute volume

    # Store strategy parameters in global object
    g.ma_short = 5
    g.ma_long = 20
    g.traded_today = False

    # Schedule a daily task at 09:30
    run_daily(context, morning_task, time='9:30')

def morning_task(context):
    log.info("Pre-market task running at 09:30")
```

--------------------------------

### Ptrade API Initialization and Order Handling Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example demonstrating how to initialize the Ptrade API with a security universe and handle order responses. It includes placing an initial order and logging subsequent events.

```python
def initialize(context):
    g.security =['600570.SS','002416.SZ']
    set_universe(g.security)
    g.flag =0
```

```python
def on_order_response(context, order_list):
    log.info(order_list)
    if(g.flag==0):
        order('600570.SS',100)
        g.flag =1
    else:
        log.info("end")
```

```python
def handle_data(context, data):
    order('600570.SS',100)
```

--------------------------------

### Basic Trading Strategy Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

A simple strategy example demonstrating initialization and order placement. Ensure necessary libraries are imported and context is properly set up.

```python
def initialize(context):
    g.security ="600570.SS"
    set_universe(g.security)

def handle_data(context, data):
    order(g.security,100)
    log.info(get_orders())
```

--------------------------------

### Order Retrieval Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Demonstrates how to place an order and then retrieve a list of all orders.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    order(g.security, 100)
    order_obj = get_orders()
    log.info(order_obj)
```

--------------------------------

### Example: Query and Log Max Margin Buy Quantity for Repayment

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of querying the maximum quantity for buying securities to repay margin short sells and logging the result. Handles cases where the result might be None.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    security = g.security
    # 查询恒生电子最大可买券还款数量
    marginsec_close_dict = get_marginsec_close_amount(security)
    if marginsec_close_dict isnotNone:
        log.info(marginsec_close_dict.get(security))
```

--------------------------------

### Profit Ability Data Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade财务数据东莞.md

Example demonstrating how to fetch profit ability data, specifically 'roe' (Return on Equity), using a date query mode.

```python

             publ_date     roe     secu_abbr
end_date
2013-03-31  2013-04-19  2.8127      恒生电子
2014-03-31  2014-04-29  3.3056      恒生电子
2015-03-31  2015-04-25  3.4869      恒生电子
```

--------------------------------

### Example: Query Real-time Margin Contract Flow (Python)

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of retrieving and logging real-time margin contract flow data using the get_margin_contractreal function.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 获取实时流水
    df = get_margin_contractreal()
    log.info(df)
```

--------------------------------

### Example: Query and Log Max Margin Short Sell Quantity

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of querying the maximum quantity for margin short selling and logging the result. Handles cases where the result might be None.

```python
def initialize(context):
    g.security ='600030.SS'
    set_universe(g.security)

def handle_data(context, data):
    security = g.security
    # 查询中信证券最大可融券卖出数量
    marginsec_open_dict = get_marginsec_open_amount(security)
    if marginsec_open_dict isnotNone:
        log.info(marginsec_open_dict.get(security))
```

--------------------------------

### Example: Query and Log Max Margin Cash Sell Quantity for Repayment

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of querying the maximum quantity for selling securities to repay margin cash and logging the result. Handles cases where the result might be None.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    security = g.security
    # 查询恒生电子最大可卖券还款数量
    margincash_close_dict = get_margincash_close_amount(security)
    if margincash_close_dict isnotNone:
        log.info(margincash_close_dict.get(security))
```

--------------------------------

### Example: Query and Log Max Margin Cash Buy Quantity

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of querying the maximum quantity for margin cash buy and logging the result. Handles cases where the result might be None.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    security = g.security
    # 查询恒生电子最大可融资买入数量
    margincash_open_dict = get_margincash_open_amount(security)
    if margincash_open_dict isnotNone:
        log.info(margincash_open_dict.get(security))
```

--------------------------------

### Example: Fetch ETF Constituents

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Demonstrates how to fetch and log the constituent stocks of an ETF using `get_etf_stock_list`.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def before_trading_start(context, data):
    #ETF成分券列表
    stock_list = get_etf_stock_list('510020.SS')
    log.info(stock_list)

def handle_data(context, data):
    pass
```

--------------------------------

### Example: Log Convertible Bond IPO Stocks

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Retrieves and logs the list of convertible bonds available for IPO subscription today. This example specifically filters for '可转债代码' from the IPO stocks.

```python
def handle_data(context, data):
    # 当日可转债IPO申购标的
    ipo_stocks = get_ipo_stocks().get('可转债代码')
    log.info('可转债IPO申购标的列表为%s'% ipo_stocks)
```

--------------------------------

### Initialize with Create Directory

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Initializes the security and sets the universe, then creates a directory using the security code as the user path.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)
    create_dir(user_path=g.security)
def handle_data(context, data):
    pass
```

--------------------------------

### Example: Get and Filter Tradable Convertible Bonds

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Demonstrates fetching the daily convertible bond list, getting their snapshots, and filtering for bonds that are currently tradable. It logs the list of tradable convertible bonds.

```python
def initialize(context):
    g.security ="600570.SS"
    set_universe(g.security)
    run_daily(context, get_trade_cb_list,"9:25")

def before_trading_start(context, data):
    # 每日清空，避免取到昨日市场代码表
    g.trade_cb_list =[]

def handle_data(context, data):
    pass


# 获取当天可交易的可转债代码列表
def get_trade_cb_list(context):
    cb_list = get_cb_list()
    cb_snapshot = get_snapshot(cb_list)
    # 代码有行情快照并且交易状态不在暂停交易、停盘、长期停盘、退市状态的判定为可交易代码
    g.trade_cb_list =[cb_code for cb_code in cb_list if
                       cb_snapshot.get(cb_code,{}).get("trade_status")notin
                       [None,"HALT","SUSP","STOPT","DELISTED"]]
    log.info("当天可交易的可转债代码列表为：%s"% g.trade_cb_list)
```

--------------------------------

### Initialize and Handle Data with Persistence

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

This example demonstrates initializing a strategy, managing a 'hold_days' dictionary with persistence using pickle, and executing trades based on holding periods. It ensures continuity across strategy restarts.

```python
import pickle
from collections import defaultdict
'''
持仓N日后卖出，仓龄变量每日pickle进行保存，重启策略后可以保证逻辑连贯
'''
def initialize(context):
    g.notebook_path = get_research_path()
    #尝试启动pickle文件
    try:
        with open(g.notebook_path+'hold_days.pkl','rb')as f:
            g.hold_days = pickle.load(f)
    #定义空的全局字典变量
    except:
        g.hold_days = defaultdict(list)
    g.security ='600570.SS'
    set_universe(g.security)

# 仓龄增加一天
def before_trading_start(context, data):
    if g.hold_days:
        g.hold_days[g.security]+=1

# 每天将存储仓龄的字典对象进行pickle保存
def handle_data(context, data):
    if g.security notin list(context.portfolio.positions.keys())and g.security notin g.hold_days:
        order(g.security,100)
        g.hold_days[g.security]=1
    if g.hold_days:
        if g.hold_days[g.security]>5:
            order(g.security,-100)
            del g.hold_days[g.security]
    with open(g.notebook_path+'hold_days.pkl','wb')as f:
        pickle.dump(g.hold_days,f,-1)
```

--------------------------------

### Initialize with Multiple Parameter Settings

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Initializes the strategy and applies multiple configuration parameters using `set_parameters`. This example shows settings for holidays, tick data, response reception, and server restart behavior.

```python
def initialize(context):
    # 初始化策略
    g.security ="600570.SS"
    set_universe(g.security)
    # 设置非交易日不执行before_trading_start
    # 设置tick_data中data不包含order和transaction
    # 设置接收非本交易产生的主推
    # 设置接收撤单委托产生的主推
    # 设置交易时间段服务器重启不再拉起本交易
    # 设置服务器重启重拉交易时不再执行before_trading_start函数
    set_parameters(holiday_not_do_before="1", tick_data_no_l2="1", receive_other_response="1",
                   receive_cancel_response="1", not_restart_trade="1", server_restart_not_do_before="1")
    # 取消交易时间段服务器重启不再拉起本交易设置
    # 取消服务器重启重拉交易时不再执行before_trading_start函数设置
    set_parameters(not_restart_trade="0", server_restart_not_do_before="0")

def before_trading_start(context, data):
    log.info("do before_trading_start")
    # 取消非交易日不执行before_trading_start设置
    # 取消tick_data中data不包含order和transaction设置
    # 取消接收非本交易产生的主推设置
    # 取消接收撤单委托产生的主推设置
    set_parameters(holiday_not_do_before="0", tick_data_no_l2="0", receive_other_response="0",
                   receive_cancel_response="0")

def on_order_response(context, order_list):
    log.info("委托主推：%s"% order_list)

def on_trade_response(context, trade_list):
    log.info("成交主推：%s"% trade_list)

def handle_data(context, data):
    pass
```

--------------------------------

### Get Historical Industry Data

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Retrieves historical daily closing prices for a specific industry code. This function is called before trading starts.

```python
industry_info = get_history(10, frequency="1d", field="close", security_list="A01000.XBHS")
log.info(industry_info)
```

--------------------------------

### Get Trade Days within a Range with get_trade_days

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Retrieve trading days within a specified range using get_trade_days. You can define a start and end date, or specify a count of trading days prior to the end date. The earliest start date is 1990.

```python
def initialize(context):
    # 获取指定范围内交易日
    trade_days = get_trade_days('2016-01-01', '2016-02-01')
    log.info(trade_days)
    g.security = ['600570.SS', '000001.SZ']
    set_universe(g.security)

def handle_data(context, data):
    # 获取回测日期往前10天的所有交易日，包含历史回测日期
    trading_days = get_trade_days(count=10)
    log.info(trading_days)
```

--------------------------------

### initialize(context)

Source: https://context7.com/kay-ou/ptradeapi/llms.txt

This function is called once at strategy startup. It's used for initial setup, including configuring the stock universe, benchmark, commission, slippage, and scheduling recurring tasks.

```APIDOC
## initialize(context) — One-time strategy setup at startup

### Description
Called once when the strategy starts; used to configure the stock universe, benchmark, commission, slippage, and schedule recurring tasks. This is the only place where setting functions like `set_universe`, `set_benchmark`, and `set_commission` may be called.

### Parameters
* **context**: The context object containing strategy state and global variables.

### Example
```python
def initialize(context):
    # Set stock universe for the strategy
    g.security = '600570.SS'
    set_universe(g.security)

    # Set performance benchmark (default: CSI 300)
    set_benchmark('000300.SS')

    # Configure backtest trading costs
    set_commission(commission_ratio=0.0003, min_commission=5.0, type="STOCK")
    set_slippage(0.001)           # 0.1% proportional slippage
    # set_fixed_slippage(0.02)   # or fixed 0.02 yuan slippage

    # Simulate realistic fill constraints
    set_limit_mode(True)
    set_volume_ratio(0.25)        # Fill at most 25% of minute volume

    # Store strategy parameters in global object
    g.ma_short = 5
    g.ma_long = 20
    g.traded_today = False

    # Schedule a daily task at 09:30
    run_daily(context, morning_task, time='9:30')

def morning_task(context):
    log.info("Pre-market task running at 09:30")
```
```

--------------------------------

### Get Fund Flow Data Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Demonstrates how to call `get_fundjour` to retrieve historical fund flow data within the trading context. Requires `start_date` and `end_date`.

```python
def initialize(context):
    g.security = "600570.SS"
    set_universe(g.security)

def before_trading_start(context, data):
    h = get_fundjour('20210101', '20211117')
    log.info(h)

def handle_data(context, data):
    pass
```

--------------------------------

### Example: Fetch ETF Constituent Stock Information

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Shows how to get information for a single or multiple constituent stocks of an ETF. The function requires both the ETF code and the stock code(s).

```python
def handle_data(context, data):
    #ETF成分券信息
    stock_info = get_etf_stock_info('510050.SS','600000.SS')
    log.info(stock_info)
    stocks_info = get_etf_stock_info('510050.SS',['600000.SS','600036.SS'])
    log.info(stocks_info)
```

--------------------------------

### Get Cash Flow Statement Data

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/api-reference/financial-data.md

Retrieve data from a company's cash flow statement using the `get_fundamentals` function. This example shows how to query for investment cash paid on a specific date.

```python
get_fundamentals(security, 'cashflow_statement', fields, date=None, start_year=None, end_year=None, report_types=None, date_type=None, merge_type=None)
```

```python
# 按日期查询：获取回测日期前对应的投资支付现金数据
get_fundamentals('600570.SS', 'cashflow_statement', 'invest_cash_paid', '20160628')
```

--------------------------------

### Initialize, Handle Data, and After Trading End in Ptrade

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

This comprehensive example demonstrates initializing a security, handling daily trading data, and performing post-trading logging. It covers the essential lifecycle of a trading strategy.

```python
def initialize(context):
    #g为全局变量
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    order('600570.SS',100)

def after_trading_end(context, data):
    log.info(g.security)
```

--------------------------------

### Example: Fetch and Log Collateral Security List

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Demonstrates how to retrieve and log the list of collateral securities using get_assure_security_list().

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 获取最新的担保券列表
    assure_security = get_assure_security_list()
    log.info(assure_security)
```

--------------------------------

### Get Individual Entrust Data Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Demonstrates how to fetch individual entrust data for the current stock pool, a specified list of stocks, and how to retrieve data in dictionary format. It also shows how to extract 'business_amount' from the returned data.

```python
def initialize(context):
    g.security ="000001.SZ"
    set_universe(g.security)

def before_trading_start(context, data):
    g.flag =False

def handle_data(context, data):
    ifnot g.flag:
        # 获取当前股票池逐笔委托数据
        entrust = get_individual_entrust()
        log.info(entrust)
        # 获取指定股票列表逐笔委托数据
        entrust = get_individual_entrust(["000002.SZ","000032.SZ"])
        log.info(entrust)
        # 获取委托量
        if entrust isnotNone:
            business_amount = entrust.query('code in ["000002.SZ"]')["business_amount"]
            log.info("逐笔数据的委托量为：%s"% business_amount)

        # 返回字典类型数据
        entrust = get_individual_entrust([g.security], is_dict=True)
        log.info("逐笔委托数据为：%s"% entrust)
        g.flag =True
```

--------------------------------

### Get Lucky Info Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Fetches historical lottery (IPO/new stock subscription) information within a specified date range. This function is for the trading module and may return cached data if called multiple times within the same minute.

```python
def initialize(context):
    # 初始化策略
    g.security = "600570.SS"
    set_universe(g.security)

def before_trading_start(context, data):
    pre_date = str(get_trading_day(-1)).replace("-", "")
    current_date = context.blotter.current_dt.strftime("%Y%m%d")
    # 获取上一交易日至今天中签信息
    lucky_info = get_lucky_info(pre_date, current_date)
    log.info(lucky_info)

def handle_data(context, data):
    pass
```

--------------------------------

### Example: Conditional Order Based on User Name

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Initializes security and retrieves the user name. Before trading starts, a flag is reset. During data handling, if the user name matches '123456789' and no order has been placed today, it buys 100 shares and sets the flag.

```python
def initialize(context):
    g.security = "600570.SS"
    set_universe(g.security)
    g.user_name = get_user_name()

def before_trading_start(context, data):
    g.flag = False

def handle_data(context, data):
    # 账号为123456789且当日未委托过，买入100股
    if g.user_name == "123456789" and not g.flag:
        # 买入100股
        order(g.security, 100)
        g.flag = True
```

--------------------------------

### Example: Set Initial Position

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Demonstrates setting an initial position for a security ('600570.SS') with specific quantity, available amount, and cost basis.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)
    # 设置底仓
    pos={}
    pos['sid'] = "600570.SS"
    pos['amount'] = "1000"
    pos['enable_amount'] = "600"
    pos['cost_basis'] = "55"
    set_yesterday_position([pos])

def handle_data(context, data):
    #卖出100股
    order(g.security,-100)
```

--------------------------------

### Basic Trading Strategy Initialization and Handling in Python

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Demonstrates how to initialize a trading strategy by setting a security universe and defining how to handle trade responses. This is a foundational example for strategy development.

```python
def initialize(context):
    g.security =['600570.SS','002416.SZ']
    set_universe(g.security)
    g.flag =0

def on_trade_response(context, trade_list):
    log.info(trade_list)
    if(g.flag==0):
        order('600570.SS',100)
        g.flag =1
    else:
        log.info("end")

def handle_data(context, data):
    order('600570.SS',100)
```

--------------------------------

### IPO Stocks Order Result Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of the return format for the ipo_stocks_order function, showing details of each subscription.

```json
{"732116.SS":{"entrust_no":"205001","entrust_status":1,"redemption_amount":1000},"732100.SS":{"entrust_no":"205002","entrust_status":1,"redemption_amount":2000}}
```

--------------------------------

### Strategy Framework and Setup Functions

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/api-classification.md

Functions for defining the basic behavior and parameters of a strategy, including core callbacks, periodic execution, and environment settings.

```APIDOC
## Core Callback Functions

### initialize(context)

**Description**: Required strategy initialization function, runs once at startup.

### handle_data(context, data)

**Description**: Required main strategy logic function, executes on a daily or minute cycle.

### before_trading_start(context, data)

**Description**: Optional pre-trading function, executes before the market opens each day.

### after_trading_end(context, data)

**Description**: Optional post-trading function, executes after the market closes each day.

### tick_data(context, data)

**Description**: Optional tick-level data processing function, available only in trading environments.

### on_order_response(context, order_list)

**Description**: Optional main order response push function, available only in trading environments.

### on_trade_response(context, trade_list)

**Description**: Optional main trade response push function, available only in trading environments.

## Periodic Functions

### run_daily(context, func, time)

**Description**: Registers a function to run daily at a specified time.

### run_interval(context, func, seconds)

**Description**: Registers a function to run at a specified interval in seconds.

## Environment Settings

### set_universe(security_list)

**Description**: Sets the security pool for the strategy.

### set_benchmark(security)

**Description**: Sets the benchmark for the strategy's performance.

### set_commission(commission_ratio, ...)

**Description**: [Backtest] Sets commission rates.

### set_slippage(slippage)

**Description**: [Backtest] Sets slippage as a ratio.

### set_fixed_slippage(fixedslippage)

**Description**: [Backtest] Sets slippage as a fixed value.

### set_volume_ratio(volume_ratio)

**Description**: [Backtest] Sets the volume ratio.

### set_limit_mode(limit_mode)

**Description**: [Backtest] Sets the volume limit mode.

### set_yesterday_position(poslist)

**Description**: [Backtest] Sets the initial position for backtesting.

### set_parameters(**kwargs)

**Description**: [Trading] Sets specific behavior parameters for strategy execution.
```

--------------------------------

### Get Bid/Ask Price Levels

Source: https://context7.com/kay-ou/ptradeapi/llms.txt

Retrieves full bid/ask price levels for specified securities. Use this to get real-time market depth.

```python
def tick_data(context, data):
    gear = get_gear_price([g.security])
    stock_gear = gear[g.security]

    bid_levels  = stock_gear['bid_grp']   # list of {px, volume}
    ask_levels  = stock_gear['offer_grp']

    best_bid = bid_levels[0]['px']
    best_ask = ask_levels[0]['px']
    log.info("Best bid=%.3f ask=%.3f" % (best_bid, best_ask))
```

--------------------------------

### IPO Subscription Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Demonstrates how to subscribe to various types of IPO stocks using the ipo_stocks_order function with different market types. Includes a delay between each subscription.

```python
import time
def initialize(context):
    g.security = "600570.SS"
    set_universe(g.security)
    g.flag = False

def before_trading_start(context, data):
    g.flag = False

def handle_data(context, data):
    if not g.flag:
        # 上证普通代码
        log.info("申购上证普通代码：")
        ipo_stocks_order(market_type=0)
        time.sleep(5)
        # 上证科创板代码
        log.info("申购上证科创板代码：")
        ipo_stocks_order(market_type=1)
        time.sleep(5)
        # 深证普通代码
        log.info("申购深证普通代码：")
        ipo_stocks_order(market_type=2)
        time.sleep(5)
        # 深证创业板代码
        log.info("申购深证创业板代码：")
        ipo_stocks_order(market_type=3)
        time.sleep(5)
        # 可转债代码
        log.info("申购可转债代码：")
        ipo_stocks_order(market_type=4)
        time.sleep(5)
        g.flag = True
```

--------------------------------

### Debt Paying Ability Data Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade财务数据山西.md

An example of the data structure returned for debt paying ability, including current ratio and publication date.

```text
current_ratio   publ_date      secu_abbr
end_date
2013-03-313.42342013-04-19恒生电子
2014-03-313.49412014-04-29恒生电子
2015-03-311.83322015-04-25恒生电子
```

--------------------------------

### Profitability Data Example Output

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade财务数据国盛.md

Example output format for profitability financial data, showing return on equity (ROE), publication date, and security abbreviation.

```python
             publ_date     roe     secu_abbr
end_date
2013-03-31  2013-04-19  2.8127      恒生电子
2014-03-31  2014-04-29  3.3056      恒生电子
2015-03-31  2015-04-25  3.4869      恒生电子
```

--------------------------------

### Initialize and Handle Data for ETF Components

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade国盛.md

Initializes the security and sets the universe, then retrieves and logs ETF component information for single and multiple securities.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    #ETF成分券信息
    stock_info = get_etf_stock_info('510050.SS','600000.SS')
    log.info(stock_info)
    stocks_info = get_etf_stock_info('510050.SS',['600000.SS','600036.SS'])
    log.info(stocks_info)
```

--------------------------------

### Example: Query Margin Contracts (Python)

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Example of querying margin contracts and logging the resulting DataFrame. This function is available in the PTrade client's margin trading module.

```python
def initialize(context):
    g.security ='600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    # 获取最新合约
    df = get_margin_contract()
    log.info(df)
```

--------------------------------

### Example: Set Initial Position from CSV

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Initializes security and then sets the yesterday's position using data loaded from a CSV file named 'Poslist.csv'.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)
    # 设置底仓
    poslist= convert_position_from_csv("Poslist.csv")
    set_yesterday_position(poslist)

def handle_data(context, data):
    # 卖出100股
    order(g.security, -100)
```

--------------------------------

### Example: Fetch Industry Stocks

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Demonstrates fetching stocks for a specific industry (e.g., agriculture) and setting them as the trading universe.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def before_trading_start(context, data):
    # 获取农业的股票, 设为股票池
    stocks = get_industry_stocks('A01000.XBHS')
    set_universe(stocks)
    log.info(stocks)

def handle_data(context, data):
    pass
```

--------------------------------

### Initialize Backtest Environment

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Sets up the security and commission rates for backtesting. This function is typically called once at the beginning of a backtest.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)
    #将佣金费率设置为万分之三，将最低手续费设置为3元
    set_commission(commission_ratio =0.0003, min_commission=3.0)

def handle_data(context, data):
    pass
```

--------------------------------

### Initialize and Handle Data with Security

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade东莞.md

Initializes the security and sets the universe, then logs stock exrights information in the handle_data function. This is a common pattern for setting up and processing data in trading strategies.

```python
def initialize(context):
    g.security = '600570.SS'
    set_universe(g.security)

def handle_data(context, data):
    stock_exrights = get_stock_exrights(g.security)
    log.info('the stock exrights info of security %s:\n%s' % (g.security, stock_exrights))
```

--------------------------------

### After-Hours Order Cancellation Example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

Example demonstrating placing and then canceling an after-hours fixed price order. It uses run_daily to schedule the order and cancellation, with a 5-second delay between them. Includes a fallback in handle_data.

```python
import time

def initialize(context):
    g.security = "300001.SZ"
    set_universe(g.security)
    # 15:00-15:30期间使用run_daily进行盘后固定价委托、盘后固定价委托撤单
    run_daily(context, order_test, time="15:15")
    g.flag = False

def order_test(context):
    snapshot = get_snapshot(g.security)
    if snapshot is not None:
        last_px = snapshot[g.security].get("last_px", 0)
        if last_px > 0:
            order_id = after_trading_order(g.security, 200, float(last_px))
            time.sleep(5)
            after_trading_cancel_order(order_id)


def handle_data(context, data):
    if not g.flag:
        snapshot = get_snapshot(g.security)
        if snapshot is not None:
            last_px = snapshot[g.security].get("last_px", 0)
            if last_px > 0:
                order_id = after_trading_order(g.security, 200, float(last_px))
                time.sleep(5)
                after_trading_cancel_order(order_id)
                g.flag = True
```

--------------------------------

### Get ETF Information

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade山西.md

Retrieves information for a single ETF or multiple ETFs. Use this function to get details like redemption code, IOPV publication status, report unit, and NAV.

```python
get_etf_info('510020.SS')
```

```python
get_etf_info(['510020.SS','510050.SS'])
```

--------------------------------

### Python dict data format example

Source: https://github.com/kay-ou/ptradeapi/blob/main/docs/original/Ptrade社区.md

An example of the dictionary format for transaction data, showing a stock code as the key and a list of transaction records as the value. Includes the 'fields' key describing the data columns.

```python
{'600000.SS': [
[20250604133155710, 12.39, 600, 13838613, 1, 8654820, 8621141, 0, 0, 5], 
[20250604133155710, 12.39, 100, 13838614, 1, 8654820, 8622338, 0, 0, 5], 
[20250604133155710, 12.39, 200, 13838615, 1, 8654820, 8622921, 0, 0, 5], 
[20250604133155710, 12.39, 100, 13838616, 1, 8654820, 8623362, 0, 0, 5], 
[20250604133155830, 12.38, 100, 13838727, 0, 8484333, 8654902, 0, 0, 5], 
[20250604133155960, 12.38, 700, 13838864, 0, 8484333, 8654996, 0, 0, 5], 
[20250604133156200, 12.38, 900, 13839091, 0, 8484333, 8655131, 0, 0, 5], 
[20250604133158870, 12.38, 1100, 13841629, 0, 8484333, 8656738, 0, 0, 5], 
[20250604133200400, 12.39, 400, 13843209, 1, 8657686, 8623484, 0, 0, 5], 
[20250604133200400, 12.39, 100, 13843210, 1, 8657686, 8624349, 0, 0, 5], 
[20250604133200400, 12.39, 300, 13843211, 1, 8657686, 8624401, 0, 0, 5]
], 
'fields': ['business_time', 'hq_px', 'business_amount', 'trade_index', 'business_direction', 'buy_no', 'sell_no', 'trans_flag', 'trans_identify_am', 'channel_num']}
# 默认 search_direction =1, start = 0, 返回的数据list里最后一个是最新的一个逐笔
```