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算法流控及母单参数示例 ​

示例.xlsx下载

算法展示名称
算法类型
是否支持两融
是否支持黄金ETF和跨境ETF
是否支持篮子（多标的）
单用户流控并发母单数
是否支持上海节点
是否支持无涨跌幅证券
是否支持更改母单底仓
是否支持可转债
strategy_param
TWAP-900900否是否不限是是否是
{"start_time":"09:30:00","end_time":"14:57:00","market":"SH","ticker":"600000","side":"BUY","quantity":10000}
SMART-20012001是是是5否是否否
{"start_time":"09:30:00","end_time":"14:55:00","stop_selling_while_buy_overflow":false,"cancel_overflow_order_after_clear_time":true,"trade_list":[{"market":"SH","ticker":"600000","side":"BUY","quantity":10000},{"market":"SZ", "ticker":"000001", "side":"BUY", "quantity":10000}]}
POV-20022002否是是5否是否否
{"trade_list":[{"market":"SH","ticker":"600000","side":"BUY","quantity":10000,"participation_rate":30},{"market":"SZ","ticker":"000001","side":"BUY","quantity":10000,"participation_rate":30}]}
SMARTEX-20032003否否是5否是否是
{"start_time":"09:30:00","end_time":"14:55:00","stop_selling_while_buy_overflow":false,"cancel_overflow_order_after_clear_time":true,"trade_list":[{"market":"SH","ticker":"110043","side":"BUY","quantity":10000},{"market":"SZ", "ticker":"123002", "side":"SELL", "quantity":10000}]}
T0-21012101是否是2否是否否
{"max_order_amount":200000,"max_order_ratio":30,"open_side":"ALL","trade_list":[{"market":"SH","ticker":"600000","quantity":3000, "buy_side": "BUY", "sell_side": "SELL"},{"market":"SZ","ticker":"000001","quantity":3000, "buy_side": "BUY", "sell_side": "SELL"}]}
T0-29002900是否是不限是是否否
{"start_time":"09:30:00","end_time":"14:57:00",available_amount:1000000,"trade_list": [{"ticker": "600036", "quantity": 10000,market:"SH"},{"ticker": "000001", "quantity": 3000,market:"SZ"}]}
AIWAP-NETTING-29972997是否是不限是是否否
{"start_time":"09:30:00", "end_time":"15:00:00", "market":"SH", "ticker":"600000", "side":"BUY", "quantity":10000, "expire_action":false}
或
{"start_time":"09:30:00","end_time":"14:57:00","trade_list": [ {"ticker": "600036", "quantity": 10000,"market":"SH","side":"BUY"}, {"ticker": "000001", "quantity": 3000,"market":"SZ","side":"SELL"} ]}
SMART-29982998是否是不限是是否否
{"start_time":"09:30:00", "end_time":"15:00:00", "market":"SH", "ticker":"600000", "side":"BUY", "quantity":10000, "expire_action":false}
或
{"start_time":"09:30:00","end_time":"14:57:00","trade_list": [ {"ticker": "600036", "quantity": 10000,"market":"SH","side":"BUY"}, {"ticker": "000001", "quantity": 3000,"market":"SZ","side":"SELL"} ]}
AIWAP-29992999是否是不限是是否否
{"start_time":"09:30:00", "end_time":"15:00:00", "market":"SH", "ticker":"600000", "side":"BUY", "quantity":10000, "expire_action":false}
或
{"start_time":"09:30:00","end_time":"14:57:00","trade_list": [ {"ticker": "600036", "quantity": 10000,"market":"SH","side":"BUY"}, {"ticker": "000001", "quantity": 3000,"market":"SZ","side":"SELL"} ]}
TWAP-PLUS-31013101是是否不限是是否是
{"start_time": "09:30:00", "end_time": "15:00:00", "ticker": "600050", "market": "SH", "side": "BUY", "quantity": 10000, "limit_action": false, "expire_action": false,"price":0, "remark":"test-ztzq-kf" }
VWAP-PLUS-31023102是是否不限是是否是
{"start_time": "09:30:00", "end_time": "15:00:00", "ticker": "600050", "market": "SH", "side": "BUY", "quantity": 10000, "limit_action": false, "expire_action": false,"price":0, "remark":"test-ztzq-kf" }
TWAP-CORE-31033103是是否不限是是否是
{"start_time": "09:30:00", "end_time": "15:00:00", "ticker": "600050", "market": "SH", "side": "BUY", "quantity": 10000, "limit_action": false, "expire_action": false,"price":0, "remark":"test-ztzq-kf" }
VWAP-CORE-31043104是是否不限是是否是
{"start_time": "09:30:00", "end_time": "15:00:00", "ticker": "600050", "market": "SH", "side": "BUY", "quantity": 10000, "limit_action": false, "expire_action": false,"price":0, "remark":"test-ztzq-kf" }
POV-31053105是是否不限是是否是
{"start_time": "09:30:00", "end_time": "15:00:00", "ticker": "600050", "market": "SH", "side": "BUY", "quantity": 10000, "limit_action": false, "expire_action": false,"price":0 ,"participation_rate":5, "remark":"test-ztzq-kf" }
T0-31063106是否否不限是是否是
{"start_time": "09:30:00", "end_time": "15:00:00", "ticker": "600050", "market": "SH", "quantity": 10000, "limit_action": false, "expire_action": false, "price": null, "buy_side": "BUY", "sell_side": "SELL", "remark":"test-ztzq-kf" }
TWAP-35103510是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3}
VWAP-35113511是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3}
POV-35123512是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3}
SNIPER-35133513是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3}
PXINLINE-35143514是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3}
DMA-35153515是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3}
ICEBERG-35163516是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3,"visible_volume":"500"}
AIWORKER-35173517是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3,"visible_volume":"500"}
VWAPALPHA-35183518是否否不限否是否否
{"start_time": "13:20:00", "end_time": "14:57:00", "market": "SH", "ticker": "600000", "side": "BUY", "quantity": 10000, "price":null, "business_type": "CASH", "participation_rate": 5, "style":3}
PAIR-35193519是否是不限否是否否
{"start_time": "10:00:00", "end_time": "11:00:00", "participation_rate": null, "style":3, "soft_limit_base":3, "soft_limit_type":0, "soft_limit_offset":0.01, "minimal_trade_amount": 0, "exposure_mode":999, "exposure":10, "execution_sequence":"Together", "exposure_control":"SellCommBuyExec", "execution_type":"OrderAmount", "buy_strategy_name":"G-TWAP", "sell_strategy_name":"G-TWAP", "trade_list":[{ "market": "SH", "ticker": "600000", "side": "BUY", "price":0, "quantity": 10000, "amount":0, "business_type":"CASH"}, { "market": "SZ", "ticker": "000001", "side": "SELL", "price":0, "quantity": 10000, "amount":0, "business_type":"CASH"}] }
VWAPAI-35203520是否否不限否是否否
{"start_time":"10:20:00", "end_time":"14:00:00", "execution_period":0, "price":0, "amount":0, "participation_rate":30, "style":1, "soft_limit_base":3, "soft_limit_type":0, "soft_limit_offset":10, "minimal_trade_amount":0, "market":"SH", "ticker":"600000", "business_type":"CASH", "side":"BUY", "quantity":10000}
TWAPAI-35213521是否否不限否是否否
{"start_time":"10:20:00", "end_time":"14:00:00", "execution_period":0, "price":0, "amount":0, "participation_rate":30, "style":1, "soft_limit_base":3, "soft_limit_type":0, "soft_limit_offset":10, "minimal_trade_amount":0, "market":"SH", "ticker":"600000", "business_type":"CASH", "side":"BUY", "quantity":10000}
VWAPAI2-35233523否否是不限否是否否
{"start_time": "09:30:00","end_time": "14:57:00", "trade_list":[{ "market": "SH","ticker": "600000","side": "BUY","quantity": 10000}, { "market": "SZ", "ticker": "000001","side": "SELL","quantity": 10000}]}
T0-46884688是否是1是否否否
{"available_amount": 100000, "trade_list": [{"market": "SH", "ticker": "600036", "quantity": 10000, "buy_side":"BUY", "sell_side":"SELL"},{"market": "SH", "ticker": "600038", "quantity": 25000, "buy_side":"BUY", "sell_side":"SELL"}]}
T0-48184818是否是2否否否否
{"available_amount": 100000, "trade_list": [{"market": "SH", "ticker": "600036", "quantity": 10000},{"market": "SH", "ticker": "600038", "quantity": 25000}]}
TWAP-48284828是否是不限是是否是
{"start_time":"09:30:00","end_time":"14:55:00","expire_action":false,"limit_rule":2,"style":3,"trade_list":[{"market":"SH","ticker":"600000","quantity":100000,"side":"BUY"},{"market":"SZ","ticker":"000001","quantity":100000,"side":"SELL"}]}
VWAP-48294829是否是不限是是否是
{"start_time":"09:30:00","end_time":"14:55:00","expire_action":false,"limit_rule":2,"style":3,"trade_list":[{"market":"SH","ticker":"600000","quantity":100000,"side":"BUY"},{"market":"SZ","ticker":"000001","quantity":100000,"side":"SELL"}]}
T0-50015001是否是不限是否是否
{"start_time": "13:20:00", "end_time": "14:57:00", "buy_side": "BUY", "sell_side": "SELL", "business_type": "CASH", "trade_list": [{"market": "SH", "ticker": "600036", "quantity": 10000},{"market": "SH", "ticker": "600038", "quantity": 25000}]}
TWAP-50025002是否是不限是否否否
{"start_time":"09:30:00","end_time":"14:55:00","limit_rule":1,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000,"side":"BUY"},{"market":"SZ","ticker":"000001","quantity":10000,"side":"SELL"}]}
VWAP-50035003是否是不限是否否否
{"start_time":"09:30:00","end_time":"14:55:00","limit_rule":1,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000,"side":"BUY"},{"market":"SZ","ticker":"000001","quantity":10000,"side":"SELL"}]}
TWAP-56665666是否是不限是是否否
{"start_time":"09:30:00","end_time":"15:00:00","participation_rate":5, "limit_action":true,"expire_action":false,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000,"side":"BUY","price":0},{"market":"SZ","ticker":"000001","quantity":10000,"side":"SELL","price":0}]}
SMART-CB-56705670是否是不限是是否是
{"start_time":"09:30:00","end_time":"15:00:00","participation_rate":5, "limit_action":true,"expire_action":false,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000,"side":"BUY","price":0},{"market":"SZ","ticker":"000001","quantity":10000,"side":"SELL","price":0}]}
WHEEL-56875687是否是不限是是否否
{"start_time":"09:30:00","end_time":"15:00:00","participation_rate":5, "limit_action":true,"expire_action":false,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000,"side":"BUY","price":0},{"market":"SZ","ticker":"000001","quantity":10000,"side":"SELL","price":0}]}
VWAP-56885688是否是不限是是否否
{"start_time":"09:30:00","end_time":"15:00:00","participation_rate":5, "limit_action":true,"expire_action":false,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000,"side":"BUY","price":0},{"market":"SZ","ticker":"000001","quantity":10000,"side":"SELL","price":0}]}
UNLOADER-56895689是否是不限是是否否
{"start_time":"09:30:00","end_time":"15:00:00","participation_rate":5, "limit_action":true,"expire_action":false,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000,"side":"BUY","price":0},{"market":"SZ","ticker":"000001","quantity":10000,"side":"SELL","price":0}]}
T0-56905690是否是2是否否否
{"start_time":"09:30:00","end_time":"15:00:00","trade_list":[{"market":"SH","ticker":"600000","quantity":10000},{"market":"SZ","ticker":"000001","quantity":10000}]}
T0-56915691是否是2是否否否
{"start_time":"09:30:00","end_time":"15:00:00","trade_list":[{"market":"SH","ticker":"600000","quantity":10000},{"market":"SZ","ticker":"000001","quantity":10000}]}
VWAP-59995999否否否不限否是否否
{"start_time":"09:30:00","end_time":"14:57:00","market":"SH","ticker":"600016","quantity":100000,"side":"BUY", "style":3,"minimal_trade_amount":2000,"minimal_trade_quantity":500}
T0-61166116否否是不限否是否否
{"available_amount":10000000,"trade_list":[{"market":"SH","ticker":"600000","quantity":10000},{"market":"SZ","ticker":"000001","quantity":10000}]}

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