# 如何进行算法交易
作者：vanvency, PKUJohnson
算法交易是专业投资者的必备工具，这里为大家介绍如何在TradeSim上进行算法交易。
## 使用TradeApi下单
TradeSim支持使用TradeApi进行算法交易。支持的算法包括VWAP，TWAP等
### 以VWAP为例，样例代码如下：
```py
from tradeapi import TradeApi
# 登录仿真系统
tapi = TradeApi(addr="tcp://gw.quantos.org:8901") # tcp://gw.quantos.org:8901是仿真系统地址
user_info, msg = tapi.login("demo", "666666") # 示例账户，用户需要改为自己注册的账户
# 选择策略号
tapi.use_strategy(123) # 123为给你分配的策略号，可以从user_info中获得
# VWAP算法参数
params = {
"participate_rate": {"600000.SH": 0.5},
"urgency": {"600000.SH": 5},
"price_range": {"600000.SH": [16.5,17.1]},
"lifetime": 5000,
"min_unit_size": {"600000.SH": 500}
}
# 下单接口，供支持三种下单风格
# Single Order Style
task_id, msg = tapi.place_order("600000.SH", "Buy", 17, 100, "vwap", params)
print "msg:", msg
print "task_id:", task_id
# Batch Order Style
orders = [
{"security":"600030.SH", "action" : "Buy", "price": 16.10, "size":1000},
{"security":"600868.SH", "action" : "Buy", "price": 5.89, "size":1000},
]
params = {
"participate_rate": {"600030.SH": 0.5, "600868.SH": 0.5},
"urgency": {"600030.SH": 5, "600868.SH": 5},
"lifetime": 5000
}
task_id, msg = tapi.place_batch_order(orders, "vwap", params)
print "msg:", msg
print "task_id:", task_id
# Basket Order Style
orders = [
{"security":"600030.SH", "ref_price": 16.10, "inc_size":1000},
{"security":"600868.SH", "ref_price": 5.89, "inc_size":-1000},
]
params = {
"participate_rate": {"600030.SH": 0.5, "600868.SH": 0.5},
"urgency": {"600030.SH": 5, "600868.SH": 5},
"lifetime": 5000,
}
task_id, msg = tapi.basket_order(orders, "vwap", params)
print "msg:", msg
print "task_id:", task_id
```
### 以TWAP为例，样例代码如下：
```py
from tradeapi import TradeApi
# 登录仿真系统
tapi = TradeApi(addr="tcp://gw.quantos.org:8901") # tcp://gw.quantos.org:8901是仿真系统地址
user_info, msg = tapi.login("demo", "666666") # 示例账户，用户需要改为自己注册的账户
# 选择策略号
tapi.use_strategy(123) # 123为给你分配的策略号，可以从user_info中获得
# 下单接口，供支持三种下单风格
# Single Order Style
params = {
"urgency": {"600868.SH": 5},
"cycle": 1000,
"max_unit_size": {"600868.SH": 5},
"lifetime": 5000，
"price_range": {"600868.SH": [5.8, 6.2]},
"smart_speed": [0.8,1.1,1.3]
}
task_id, msg = tapi.place_order("600868.SH", "Buy", 6.57, 100, "twap", params)
# Batch Order Style
orders = [
{"security":"600030.SH", "action" : "Buy", "price": 16.10, "size":1000},
{"security":"600868.SH", "action" : "Buy", "price": 5.89, "size":1000},
]
params = {
"urgency": {"600030.SH": 5, "600868.SH": 5},
"cycle": 1000,
"lifetime": 5000,
"price_range_factor":0.1
}
task_id, msg = tapi.place_batch_order(orders, "twap", params)
```
查询、成交回报等使用方法，请参考TradeApi的使用说明。