def autoArbitrageEngine(self, contract, contract1):
if self.logonId >= 0 and self.__macd is None:
if contract1 == u'':
self.__macd = MACDApi(self.wa,self.logonId, contract)
else:
self.__macd = MACDApi(self.wa,self.logonId, contract, contract1)
thread = threading.Thread(target=self.__macd.make_trade)
event = Event(type_=EVENT_LOG)
log = u'自动套利配置成功'
event.dict_['log'] = log
self.ee.put(event)
thread.start()
def autoArbitrageEngine(self, contract, contract1):
if self.logonId >= 0 and self.__macd is None:
if contract1 == u'':
self.__macd = MACDApi(self.wa, self.logonId, contract)
else:
self.__macd = MACDApi(self.wa, self.logonId, contract,
contract1)
thread = threading.Thread(target=self.__macd.make_trade)
event = Event(type_=EVENT_LOG)
log = u'自动套利配置成功'
event.dict_['log'] = log
self.ee.put(event)
thread.start()
class MainEngine:
def __init__(self):
self.ee = EventEngine()
self.wa = WindApi(self.ee)
self.ee.start()
self.logonId = -1
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
self.ee.register(EVENT_TLOGON, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
# self.ee.register(EVENT_INSTRUMENT, self.insertInstrument)
self.__macd = None
def getAccount(self):
'''查询账户'''
self.wa.tQuery("Account","LogonId=" + str(self.logonId))
def getCapital(self):
'''查询资金'''
self.wa.tQuery("Capital","LogonId=" + str(self.logonId))
def getPosition(self):
'''查询持仓'''
self.wa.tQuery("Position","LogonId=" + str(self.logonId))
def getAccountPosition(self, event):
"""循环查询账户和持仓"""
self.countGet = self.countGet + 1
# 每5秒发一次查询
if self.countGet > 5:
self.countGet = 0 # 清空计数
if self.lastGet == 'Account':
self.getPosition()#查询持仓
self.lastGet = 'Position'
else:
self.getAccount() #查询账户
self.lastGet = 'Account'
def checkIsConnected(self):
if self.wa.isConnected():
event = Event(type_=EVENT_LOG)
log = u'正在登录，请稍候'
event.dict_['log'] = log
self.ee.put(event)
#----------------------------------------------------------------------
def initGet(self, event):
"""在交易服务器登录成功后，开始初始化查询"""
self.ee.register(EVENT_TIMER, self.getAccountPosition)
self.logonId = event.dict_['data'].Data[0][0]
event = Event(type_=EVENT_LOG)
log = u'合约信息查询'
event.dict_['log'] = log
self.ee.put(event)
def autoArbitrageEngine(self, contract, contract1):
if self.logonId >= 0 and self.__macd is None:
if contract1 == u'':
self.__macd = MACDApi(self.wa,self.logonId, contract)
else:
self.__macd = MACDApi(self.wa,self.logonId, contract, contract1)
thread = threading.Thread(target=self.__macd.make_trade)
event = Event(type_=EVENT_LOG)
log = u'自动套利配置成功'
event.dict_['log'] = log
self.ee.put(event)
thread.start()
def stopArbitrage(self):
self.__macd.change_break(True)
self.__macd = None
event = Event(type_=EVENT_LOG)
log = u'自动套利已取消'
event.dict_['log'] = log
self.ee.put(event)
def exit(self):
"""退出"""
# 销毁API对象
self.wa = None
if self.__macd is not None:
self.stopArbitrage()
# 停止事件驱动引擎
self.ee.stop()
def saveInstrument(self):
"""保存合约属性数据"""
f = shelve.open('setting.vn')
d = {}
d['dictInstrument'] = self.dictInstrument
d['date'] = date.today()
f['instrument'] = d
f.close()
class MainEngine:
def __init__(self):
self.ee = EventEngine()
self.wa = WindApi(self.ee)
self.ee.start()
self.logonId = -1
# 循环查询持仓和账户相关
self.countGet = 0 # 查询延时计数
self.lastGet = 'Account' # 上次查询的性质
self.ee.register(EVENT_TLOGON, self.initGet) # 登录成功后开始初始化查询
# 合约储存相关
self.dictInstrument = {} # 字典（保存合约查询数据）
# self.ee.register(EVENT_INSTRUMENT, self.insertInstrument)
self.__macd = None
def getAccount(self):
'''查询账户'''
self.wa.tQuery("Account", "LogonId=" + str(self.logonId))
def getCapital(self):
'''查询资金'''
self.wa.tQuery("Capital", "LogonId=" + str(self.logonId))
def getPosition(self):
'''查询持仓'''
self.wa.tQuery("Position", "LogonId=" + str(self.logonId))
def getAccountPosition(self, event):
"""循环查询账户和持仓"""
self.countGet = self.countGet + 1
# 每5秒发一次查询
if self.countGet > 5:
self.countGet = 0 # 清空计数
if self.lastGet == 'Account':
self.getPosition() #查询持仓
self.lastGet = 'Position'
else:
self.getAccount() #查询账户
self.lastGet = 'Account'
def checkIsConnected(self):
if self.wa.isConnected():
event = Event(type_=EVENT_LOG)
log = u'正在登录，请稍候'
event.dict_['log'] = log
self.ee.put(event)
#----------------------------------------------------------------------
def initGet(self, event):
"""在交易服务器登录成功后，开始初始化查询"""
self.ee.register(EVENT_TIMER, self.getAccountPosition)
self.logonId = event.dict_['data'].Data[0][0]
event = Event(type_=EVENT_LOG)
log = u'合约信息查询'
event.dict_['log'] = log
self.ee.put(event)
def autoArbitrageEngine(self, contract, contract1):
if self.logonId >= 0 and self.__macd is None:
if contract1 == u'':
self.__macd = MACDApi(self.wa, self.logonId, contract)
else:
self.__macd = MACDApi(self.wa, self.logonId, contract,
contract1)
thread = threading.Thread(target=self.__macd.make_trade)
event = Event(type_=EVENT_LOG)
log = u'自动套利配置成功'
event.dict_['log'] = log
self.ee.put(event)
thread.start()
def stopArbitrage(self):
self.__macd.change_break(True)
self.__macd = None
event = Event(type_=EVENT_LOG)
log = u'自动套利已取消'
event.dict_['log'] = log
self.ee.put(event)
def exit(self):
"""退出"""
# 销毁API对象
self.wa = None
if self.__macd is not None:
self.stopArbitrage()
# 停止事件驱动引擎
self.ee.stop()
def saveInstrument(self):
"""保存合约属性数据"""
f = shelve.open('setting.vn')
d = {}
d['dictInstrument'] = self.dictInstrument
d['date'] = date.today()
f['instrument'] = d
f.close()