def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(BinanceGateway)
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
main_engine.add_gateway(UftGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(ToraGateway)
# main_engine.add_gateway(AlpacaGateway)
# main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway)
# main_engine.add_gateway(BitstampGateway)
# main_engine.add_gateway(GateiosGateway)
# main_engine.add_gateway(BybitGateway)
# main_engine.add_gateway(DeribitGateway)
# main_engine.add_gateway(OkexoGateway)
# main_engine.add_gateway(BinancefGateway)
# main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(RpcServiceApp)
# main_engine.add_app(SpreadTradingApp)
# main_engine.add_app(PortfolioManagerApp)
# main_engine.add_app(OptionMasterApp)
# main_engine.add_app(ChartWizardApp)
# main_engine.add_app(ExcelRtdApp)
main_engine.add_app(DataManagerApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(BitmexGateway)
main_engine.add_gateway(OkexGateway)
main_engine.add_gateway(HuobiGateway)
main_engine.add_gateway(BitfinexGateway)
main_engine.add_gateway(OnetokenGateway)
main_engine.add_gateway(OkexfGateway)
main_engine.add_gateway(HbdmGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
main_engine.add_app(RiskManagerApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(RpcServiceApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.add_gateway(IbGateway)
main_engine.add_gateway(FutuGateway)
main_engine.add_gateway(BitmexGateway)
main_engine.add_gateway(TigerGateway)
main_engine.add_gateway(OesGateway)
main_engine.add_gateway(OkexGateway)
main_engine.add_gateway(HuobiGateway)
main_engine.add_gateway(BitfinexGateway)
main_engine.add_gateway(OnetokenGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(CsvLoaderApp)
main_engine.add_app(AlgoTradingApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
engine_name = 'BINANCES'
main_engine.add_gateway(BinancesGateway)
setting = {
"key":
"bEZCKVAkJYugYErdlg5GAj7PGgh72ieFIVtDVYgUwJuE7M0vLFM7lN7JuQPYB0AL",
"secret":
"LGZXmPUe4iXqOWlmjiUHGvf7XsdLSBWe5HfXauJoxu8qR9RTeZMUqzTOhcRiAK9K",
"会话数": 3,
"服务器": ["REAL"],
"合约模式": "正向",
"代理地址": "",
"代理端口": 0
}
main_engine.connect(setting, engine_name)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
main_engine.write_log("主引擎创建成功")
qapp.exec()
pass
def main():
"""Start VN Trader"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(HuobiGateway)
main_engine.add_gateway(HuobifGateway)
main_engine.add_gateway(BinancesGateway)
main_engine.add_gateway(BitmexGateway)
main_engine.add_gateway(OkexGateway)
main_engine.add_gateway(BitstampGateway)
main_engine.add_app(ExcelRtdApp)
main_engine.add_app(DataRecorderApp)
main_engine.add_app(DataManagerApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(SpreadTradingApp)
main_engine.add_app(CtaStrategyApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(SopttestGateway)
# main_engine.add_gateway(SecGateway)
# main_engine.add_gateway(UftGateway)
# main_engine.add_gateway(EsunnyGateway)
# main_engine.add_gateway(HsoptionGateway)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(ToraStockGateway)
# main_engine.add_gateway(ToraOptionGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(ComstarGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(RohonGateway)
# main_engine.add_gateway(TtsGateway)
# main_engine.add_gateway(SgitGateway)
# main_engine.add_gateway(KsgoldGateway)
# main_engine.add_gateway(OstGateway)
# main_engine.add_gateway(GtjaGateway)
# main_engine.add_gateway(NhFuturesGateway)
# main_engine.add_gateway(NhStockGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(SpreadTradingApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(OptionMasterApp)
# main_engine.add_app(PortfolioStrategyApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(ChartWizardApp)
# main_engine.add_app(RpcServiceApp)
# main_engine.add_app(ExcelRtdApp)
# main_engine.add_app(DataManagerApp)
# main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
# main_engine.add_app(WebTraderApp)
# main_engine.add_app(PortfolioManagerApp)
# main_engine.add_app(PaperAccountApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_FOLLOW_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
# main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(ToraGateway)
# main_engine.add_gateway(AlpacaGateway)
# main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway)
# main_engine.add_gateway(RpcGateway)
main_engine.add_gateway(TqdataGateway)
main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(RpcServiceApp)
# main_engine.add_app(SpreadTradingApp)
# main_engine.add_app(FollowTradingApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinancesGateway)
engine_name = 'BINANCES'
setting = {
"key":
"bEZCKVAkJYugYErdlg5GAj7PGgh72ieFIVtDVYgUwJuE7M0vLFM7lN7JuQPYB0AL",
"secret":
"LGZXmPUe4iXqOWlmjiUHGvf7XsdLSBWe5HfXauJoxu8qR9RTeZMUqzTOhcRiAK9K",
"会话数": 3,
"服务器": "REAL",
"合约模式": "正向",
"代理地址": "",
"代理端口": 0
}
main_engine.connect(setting, engine_name)
yearlists = {'2020': '2021'}
# all existed currency futures
symbols = SYMBOLS
# symbol = symbols[0]
# quote = SubscribeRequest(symbol, BinanceGateway.exchanges[0])
# df = main_engine.subscribe(quote,'BINANCE')
INTERV = 'MINUTE'
# INTERV = 'YEAR'
for symbol in symbols:
this_directory = 'C:\\Workspace\\crypto\\data\\' + symbol
if not os.path.exists(this_directory):
os.makedirs(this_directory)
for key, var in yearlists.items():
startdate = pd.to_datetime(key + '-01-01')
enddate = pd.to_datetime(var + '-01-06')
print('query {} minute history '.format(symbol))
quote = HistoryRequest(symbol,
BinancesGateway.exchanges[0],
start=startdate,
end=enddate,
interval=Interval.MINUTE)
df = main_engine.query_history(quote, engine_name)
# HOUR
this_model_file = this_directory + '\\' + symbol + '_FUTURES' + '_' + INTERV + '_' + key + '.pkl'
# MINUTE
# this_model_file = this_directory + '\\' + symbol + '_' + INTERV + '_all' + '.pkl'
with open(this_model_file, 'wb') as f:
# first save model
pickle.dump(df, f)
def main():
"""Start VN Trader"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(TradeAgentGateway)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
"""主入口函数"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(DeribitGateway)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
"""Start VN Trader"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BitmexGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_engine(drEngine)
main_window = MainWindow(main_engine, event_engine)
main_window.showNormal()
qapp.exec()
def main():
"""Start VN Trader"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(WeboptionGateway)
main_engine.add_app(DataRecorderApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(DataManagerApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(RpcGateway)
main_engine.add_app(CtaStrategyApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main_ui():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.add_app(RpcServiceApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
# 创建 QApplication 对象 并进行初始化
qapp = create_qapp()
# 事件引擎
event_engine = EventEngine()
# 把事件引擎附加到主引擎里
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# bitmex交易所
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
main_engine.add_gateway(OkexfGateway)
# 添加火币的交互通道
# 从json文件加载配置
# settings = load_json("connect_huobi.json")
# for setting in settings["Keys"]:
# # self.main_engine.connect(setting, self.gateway_name)
# # sleep(10)
# main_engine.add_gateway(HuobiGateway)
main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
main_engine.add_gateway(OkexGateway)
main_engine.add_gateway(HbdmGateway)
# 把 app 保存到 apps 和 engines 里
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(CsvLoaderApp)
main_engine.add_app(AlgoTradingApp)
main_engine.add_app(DataRecorderApp)
main_engine.add_app(RiskManagerApp)
main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(RpcServiceApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
# qt 事件循环
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.add_gateway(IbGateway)
main_engine.add_gateway(FutuGateway)
main_engine.add_gateway(BitmexGateway)
main_engine.add_app(CtaStrategyApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(BinanceGateway)
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(ToraGateway)
# main_engine.add_gateway(AlpacaGateway)
main_engine.add_app(DataFetchApp)
main_engine.add_app(DbViewApp)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
main_engine.add_app(ScriptTraderApp)
main_engine.add_app(RpcServiceApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
"""Start VN Trader"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(SinopacGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(AlgoTradingApp)
main_engine.add_app(DataRecorderApp)
main_engine.add_app(SpreadTradingApp)
main_engine.add_app(ScriptTraderApp)
main_engine.add_app(RiskManagerApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtpGateway)
main_engine.add_gateway(IbGateway)
main_engine.add_gateway(FutuGateway)
main_engine.add_gateway(BitmexGateway)
main_engine.add_gateway(TigerGateway)
main_engine.add_gateway(OesGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CsvLoaderApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
"""Start VeighNa Trader"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(CtpGateway)
# Gateway
main_engine.add_gateway(SinopacGateway)
# Strategy
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
# Function
main_engine.add_app(DataManagerApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
"""Start VN Trader"""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(SoptGateway)
main_engine.add_app(OptionMasterApp)
main_engine.add_app(RiskManagerApp)
# main_engine.add_app(PortfolioManagerApp)
# main_engine.add_app(PortfolioStrategyApp)
main_engine.add_gateway(CtpGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(AlgoTradingApp)
main_engine.add_app(OptionMasterApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
"""Start VN Trader"""
# rep_address = 'tcp://*:2014'
# pub_address = 'tcp://*:0602'
# ts = TestServer(rep_address, pub_address)
# ts.start()
qapp = create_qapp()
event_engine = EventEngine()
# event_engine.register(EVENT_TRADE, ts.publish)
main_engine = MainEngine(event_engine)
main_engine.add_gateway(CtptestGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BitmexGateway)
main_engine.add_gateway(CtpGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(SpreadTradingApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
main_engine.add_app(RiskManagerApp)
main_engine.add_app(InvestmentManagerApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
def initiate(self):
# first load history
qapp = create_qapp()
event_engine = EventEngine()
self.main_engine = MainEngine(event_engine)
self.main_engine.add_gateway(BinancesGateway)
setting = {
"key":
"bEZCKVAkJYugYErdlg5GAj7PGgh72ieFIVtDVYgUwJuE7M0vLFM7lN7JuQPYB0AL",
"secret":
"LGZXmPUe4iXqOWlmjiUHGvf7XsdLSBWe5HfXauJoxu8qR9RTeZMUqzTOhcRiAK9K",
"会话数": 3,
"服务器": "REAL",
"合约模式": "正向",
"代理地址": "",
"代理端口": 0
}
enginename = 'BINANCES'
self.main_engine.connect(setting, self.enginename)
time.sleep(3)
# cash_available = self.main_engine.engines['oms'].accounts['BINANCES.USDT'].available
# print(' cash available {}'.format(cash_available))
self.load_history()
for symbol in self.symbols:
self.data_quote[symbol].min_volume = self.main_engine.engines[
'oms'].contracts[symbol + '.BINANCE'].min_volume
self.subscribe_quote()
time.sleep(2)
self.cancel_all_pendings()
def main():
""""""
# 创建 QApplication 对象 并进行初始化
qapp = create_qapp()
# 事件引擎
event_engine = EventEngine()
# 把事件引擎附加到主引擎里
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# bitmex交易所
main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
main_engine.add_gateway(OkexfGateway)
# 添加火币的交互通道
main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
main_engine.add_gateway(OkexGateway)
main_engine.add_gateway(HbdmGateway)
# 把 app 保存到 apps 和 engines 里
# main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
# qt 事件循环
qapp.exec()
from datetime import datetime, timedelta
from vnpy.trader.ui import create_qapp, QtCore
from vnpy.trader.database import database_manager
from vnpy.trader.constant import Exchange, Interval
from vnpy.chart import ChartWidget, VolumeItem, CandleItem
from vnpy.trader.object import BarData
from random import randint
import pandas as pd
"""
"""
if __name__ == "__main__":
app = create_qapp()
bars = database_manager.load_bar_data("IF88",
Exchange.CFFEX,
interval=Interval.MINUTE,
start=datetime(2019, 7, 1),
end=datetime(2019, 7, 17))
"""
symbol: str
exchange: Exchange
datetime: datetime
interval: Interval = None
volume: float = 0
open_interest: float = 0
open_price: float = 0
high_price: float = 0
low_price: float = 0
close_price: float = 0
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinanceGateway)
setting = {
"key":
"pUJsE0fa62rpAEUo71P27kV6GUUA6fSlojhWodZ5kFjGQFPe2PSGt9Dn2eNE6aHf",
"secret":
"jMWC0Ld0YkCy1lEnupsU7YJMr3VPR8of9W80iGLOG816b2xarvnWUN8uyOEz3g5w",
"session_number": 3,
"server": ["REAL"],
"proxy_host": "",
"proxy_port": 0
}
main_engine.connect(setting, 'BINANCE')
time.sleep(3)
# main_engine.event_engine.register(EVENT_TIMER, self.process_timer_event)
yearlists = {
'2017': '2018',
'2018': '2019',
'2019': '2020',
'2020': '2021'
}
yearlists = {'2020': '2021'}
# all existed currency futures
symbols = [
'SXPBTC', 'EOSBTC', 'ADABTC', 'BANDBTC', 'VETBTC', 'XTZBTC', 'BNBBTC',
'KAVABTC', 'XLMBTC', 'ZECBTC', 'COMPBTC', 'KNCBTC', 'ATOMBTC',
'RLCBTC', 'NEOBTC', 'ALGOBTC', 'XMRBTC', 'ONTBTC', 'THETABTC',
'IOSTBTC', 'ZILBTC', 'DASHBTC', 'OMGBTC', 'QTUMBTC', 'IOTABTC',
'BATBTC', 'DOGEBTC', 'ZRXBTC'
]
symbol = 'BTCUSDT'
quote = HistoryRequest(symbol,
BinanceGateway.exchanges[0],
start=pd.to_datetime('2020-09-21'),
end=pd.to_datetime('2020-09-22'),
interval=Interval.HOUR)
df = main_engine.query_history(quote, 'BINANCE')
symbols = ['btcusdt', 'ethusdt']
for symbol in symbols:
quote = SubscribeRequest(symbol, BinanceGateway.exchanges[0])
main_engine.subscribe(quote, 'BINANCE')
while True:
time.sleep(2)
for symbol in symbols:
# x = main_engine.get_gateway('BINANCE').market_ws_api.ticks
x = main_engine.engines['oms'].ticks
info = symbol + "." + 'BINANCE'
if info not in list(x.keys()):
print('no data, resubscribe')
quote = SubscribeRequest(symbol, BinanceGateway.exchanges[0])
main_engine.subscribe(quote, 'BINANCE')
else:
x = x[info]
print("-" * 30)
print('{} --- {} ask1 {}, bid1 {}, volume {}'.format(
x.datetime.strftime('%Y-%m-%d %H:%M:%S'), x.name,
x.ask_price_1, x.bid_price_1, x.volume))
"""
symbols = ['LINKUSDT','WAVESUSDT' ]
# symbol = symbols[0]
# quote = SubscribeRequest(symbol, BinanceGateway.exchanges[0])
# df = main_engine.subscribe(quote,'BINANCE')
INTERV = 'MINUTE'
# INTERV = 'YEAR'
for symbol in symbols:
this_directory = 'C:\\Workspace\\crypto\\data\\' + symbol
if not os.path.exists(this_directory):
os.makedirs(this_directory)
for key, var in yearlists.items():
startdate = pd.to_datetime(key + '-01-01')
enddate = pd.to_datetime(var + '-01-06')
print('load {} from existed file finished '.format(symbol))
quote = HistoryRequest(symbol, BinanceGateway.exchanges[0], start=startdate, end=enddate, interval=Interval.MINUTE)
df = main_engine.query_history(quote, 'BINANCE')
# HOUR
this_model_file = this_directory + '\\' + symbol + '_' + INTERV + '_' + key + '.pkl'
# MINUTE
# this_model_file = this_directory + '\\' + symbol + '_' + INTERV + '_all' + '.pkl'
with open(this_model_file, 'wb') as f:
# first save model
pickle.dump(df, f)
print(2)
#main_engine.send_order()
"""
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(UftGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HuobifGateway)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(ToraGateway)
# main_engine.add_gateway(AlpacaGateway)
# main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(CoinbaseGateway)
# main_engine.add_gateway(BitstampGateway)
# main_engine.add_gateway(GateiosGateway)
# main_engine.add_gateway(BybitGateway)
# main_engine.add_gateway(DeribitGateway)
# main_engine.add_gateway(OkexoGateway)
# main_engine.add_gateway(BinancefGateway)
# main_engine.add_gateway(Mt4Gateway)
# main_engine.add_gateway(Mt5Gateway)
# main_engine.add_app(CtaStrategyApp)
# main_engine.add_app(CtaBacktesterApp)
# main_engine.add_app(CsvLoaderApp)
# main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(RpcServiceApp)
# main_engine.add_app(SpreadTradingApp)
# main_engine.add_app(PortfolioManagerApp)
# main_engine.add_app(OptionMasterApp)
# main_engine.add_app(ChartWizardApp)
# main_engine.add_app(ExcelRtdApp)
# main_engine.add_app(DataManagerApp)
# main_engine.add_app(PortfolioStrategyApp)
"""
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
"""
pass
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinanceGateway)
setting = {
"key":
"1AzLAhEYBbeVld4TxreM49MPt643AjP2WnA7zmFB5pGrozsOLiFWt4YKHGcFs7wH ",
"secret":
"TzYrDK4logB2EZZFLXbe8QTVDt9tOU1U8BnkvRkmNulRRMYmtzOoJ2FPtVGhfC2A",
"session_number": 3,
"server": ["REAL"],
"proxy_host": "",
"proxy_port": 0
}
main_engine.connect(setting, 'BINANCE')
yearlists = {
'2017': '2018',
'2018': '2019',
'2019': '2020',
'2020': '2021'
}
# all existed currency futures
symbols = [
'SXPBTC', 'EOSBTC', 'ADABTC', 'BANDBTC', 'VETBTC', 'XTZBTC', 'BNBBTC',
'KAVABTC', 'XLMBTC', 'ZECBTC', 'COMPBTC', 'KNCBTC', 'ATOMBTC',
'RLCBTC', 'NEOBTC', 'ALGOBTC', 'XMRBTC', 'ONTBTC', 'THETABTC',
'IOSTBTC', 'ZILBTC', 'DASHBTC', 'OMGBTC', 'QTUMBTC', 'IOTABTC',
'BATBTC', 'DOGEBTC', 'ZRXBTC'
]
# 'SXPUSDT', 'EOSUSDT', 'ADAUSDT', 'BANDUSDT', 'VETUSDT', 'XTZUSDT', 'BNBUSDT', 'KAVAUSDT',
# 'XLMUSDT', 'ZECUSDT', 'COMPUSDT', 'KNCUSDT', 'ATOMUSDT', 'RLCUSDT', 'NEOUSDT', 'ALGOUSDT', 'XMRUSDT',
symbols = [
'BTCUSDT', 'ETHUSDT', 'XRPUSDT', 'LENDUSDT', 'SXPUSDT', 'EOSUSDT',
'ADAUSDT', 'BANDUSDT', 'VETUSDT', 'XTZUSDT', 'BNBUSDT', 'KAVAUSDT',
'XLMUSDT', 'ZECUSDT', 'COMPUSDT', 'KNCUSDT', 'ATOMUSDT', 'RLCUSDT',
'NEOUSDT', 'ALGOUSDT', 'XMRUSDT', 'ONTUSDT', 'THETAUSDT', 'IOSTUSDT',
'ZILUSDT', 'DASHUSDT', 'OMGUSDT', 'QTUMUSDT', 'IOTAUSDT', 'BATUSDT',
'DOGEUSDT', 'ZRXUSDT'
]
# symbol = symbols[0]
# quote = SubscribeRequest(symbol, BinanceGateway.exchanges[0])
# df = main_engine.subscribe(quote,'BINANCE')
for symbol in symbols:
this_directory = 'C:\\Workspace\\crypto\\data\\' + symbol
this_model_file = this_directory + '\\' + symbol + '_HOUR_all.pkl'
if os.path.exists(this_model_file):
print('load {} from existed file finished '.format(symbol))
with open(this_model_file, 'rb') as f:
olddata = pickle.load(f)
f.close()
startdate = pd.Timestamp.now() - timedelta(days=20)
enddate = pd.Timestamp.now() + timedelta(days=1)
quote = HistoryRequest(symbol,
BinanceGateway.exchanges[0],
start=startdate,
end=enddate,
interval=Interval.HOUR)
df_new = main_engine.query_history(quote, 'BINANCE')
print('Updating finished ! ')
datelists = []
closelists = []
highlists = []
openlists = []
lowlists = []
volumelists = []
for curdata in df_new:
datelists.append(
pd.Timestamp(
curdata.datetime).strftime('%Y-%m-%d %H:%M:%S'))
openlists.append(curdata.open_price)
highlists.append(curdata.high_price)
lowlists.append(curdata.low_price)
closelists.append(curdata.close_price)
volumelists.append(curdata.volume)
newdata = {
'datetime': datelists,
'open': openlists,
'high': highlists,
'low': lowlists,
'close': closelists,
'volume': volumelists,
}
newdata = pd.DataFrame(newdata)
lastdate = olddata['datetime'].iloc[-1]
newdata = newdata[newdata['datetime'] > lastdate]
alldata = olddata.append(newdata)
alldata.drop_duplicates(inplace=True)
with open(this_model_file, 'wb') as f:
# second save training names
pickle.dump(alldata, f)
f.close()
print(2)
else:
raise Exception('old data not existed for ---{}'.format(symbol))
return
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
# main_engine.add_gateway(CtpGateway)
# main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(MiniGateway)
# main_engine.add_gateway(MinitestGateway)
# main_engine.add_gateway(FemasGateway)
# main_engine.add_gateway(SoptGateway)
# main_engine.add_gateway(SopttestGateway)
# main_engine.add_gateway(SecGateway)
# main_engine.add_gateway(UftGateway)
# main_engine.add_gateway(HsoptionGateway)
# main_engine.add_gateway(XtpGateway)
# main_engine.add_gateway(ToraStockGateway)
# main_engine.add_gateway(ToraOptionGateway)
# main_engine.add_gateway(OesGateway)
# main_engine.add_gateway(ComstarGateway)
# main_engine.add_gateway(FutuGateway)
main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(TigerGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_gateway(DaGateway)
# main_engine.add_gateway(Mt5Gateway)
main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(BinancesGateway)
# main_engine.add_gateway(HuobiGateway)
# main_engine.add_gateway(HuobifGateway)
# main_engine.add_gateway(HuobisGateway)
# main_engine.add_gateway(HuobioGateway)
# main_engine.add_gateway(OkexGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(OkexsGateway)
# main_engine.add_gateway(OkexoGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(BybitGateway)
# main_engine.add_gateway(GateiosGateway)
# main_engine.add_gateway(DeribitGateway)
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(CoinbaseGateway)
# main_engine.add_gateway(BitstampGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(RohonGateway)
# main_engine.add_gateway(XgjGateway)
# main_engine.add_gateway(AlpacaGateway)
# main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(SpreadTradingApp)
main_engine.add_app(AlgoTradingApp)
# main_engine.add_app(OptionMasterApp)
# main_engine.add_app(PortfolioStrategyApp)
# main_engine.add_app(ScriptTraderApp)
# main_engine.add_app(MarketRadarApp)
main_engine.add_app(ChartWizardApp)
# main_engine.add_app(RpcServiceApp)
# main_engine.add_app(ExcelRtdApp)
main_engine.add_app(DataManagerApp)
main_engine.add_app(DataRecorderApp)
# main_engine.add_app(RiskManagerApp)
# main_engine.add_app(PortfolioManagerApp)
# main_engine.add_app(PaperAccountApp)
main_window = MainWindow(main_engine, event_engine)
main_window.setMinimumSize(800, 600)
main_window.showMaximized()
qapp.exec()
