def init_interface(self):
if self.config.get("PATTERN",
"real") == "real" and not self._init_interface:
self.active = True
if "CONNECT_INFO" in self.config.keys():
info = self.config.get("CONNECT_INFO")
else:
raise ConfigError(message="没有相应的登录信息", args=("没有发现登录信息", ))
MdApi, TdApi = Interface.get_interface(self)
if self.config.get("MD_FUNC"):
self.market = MdApi(self.app_signal)
self.market.connect(info)
if self.config.get("TD_FUNC"):
self.trader = TdApi(self.app_signal)
self.trader.connect(info)
self._init_interface = True
elif self.config.get("PATTERN",
"real") == "looper" and not self._init_interface:
self.config["INTERFACE"] = "looper"
Market, Trader = Interface.get_interface(app=self)
self.trader = Trader(self.app_signal, self)
self.market = Market(self.app_signal)
self._init_interface = True
def __init__(self,
name: Text,
import_name,
engine_method: str = "thread",
instance_path=None):
""" 初始化 """
self.name = name
self.import_name = import_name
if engine_method == "thread":
self.event_engine = EventEngine()
self.recorder = Recorder(self, self.event_engine)
elif engine_method == "async":
self.event_engine = AsyncEngine()
self.recorder = AsyncRecorder(self, self.event_engine)
else:
raise TypeError("引擎参数错误，只支持thread和async，请检查代码")
if instance_path is None:
instance_path = self.auto_find_instance_path()
elif not os.path.isabs(instance_path):
raise ValueError(
'If an instance path is provided it must be absolute.'
' A relative path was given instead.')
self.risk_gateway = RiskLevel(self)
self.instance_path = instance_path
self.config = self.make_config()
self.interface = Interface()
_app_context_ctx.push(self.name, self)
def _load_ext(self):
"""根据当前配置文件下的信息载入行情api和交易api,记住这个api的选项是可选的"""
self.active = True
if "CONNECT_INFO" in self.config.keys():
info = self.config.get("CONNECT_INFO")
else:
raise ConfigError(message="没有相应的登录信息", args=("没有发现登录信息",))
MdApi, TdApi = Interface.get_interface(self)
if self.config.get("MD_FUNC"):
self.market = MdApi(self.event_engine)
self.market.connect(info)
if self.config.get("TD_FUNC"):
if self.config['INTERFACE'] == "looper":
self.trader = TdApi(self.event_engine, self)
else:
self.trader = TdApi(self.event_engine)
self.trader.connect(info)
show_me = graphic_pattern(__version__, self.engine_method)
print(show_me)
if self.refresh:
if self.r is not None:
self.r_flag = False
sleep(self.config['REFRESH_INTERVAL'] + 1.5)
self.r = Thread(target=refresh_query, args=(self,),daemon=True)
self.r.start()
else:
self.r = Thread(target=refresh_query, args=(self,), daemon=True)
self.r.start()
self.r_flag = True
def start(self, log_output=True, debug=False):
"""
开启处理
:param log_output: 是否输出log信息
:param debug: 是否开启调试模式 ----> 等待完成
:return:
"""
if self.config.get("PATTERN") == "real":
def running_timer(common_signal):
while True:
event = Event(type=EVENT_TIMER)
common_signal.timer_signal.send(event)
sleep(self.config['TIMER_INTERVAL'])
self.timer = Thread(target=running_timer, args=(common_signals, ))
self.timer.start()
self.config["LOG_OUTPUT"] = log_output
self._running(logout=log_output)
elif self.config.get("PATTERN") == "looper":
self.config["INTERFACE"] = "looper"
show_me = graphic_pattern(__version__, self.engine_method)
if log_output:
print(show_me)
Trader, Market = Interface.get_interface(app=self)
self.trader = Trader(self.app_signal, self)
self.market = Market(self.app_signal)
print(">>>> 回测接口载入成功")
self._start_looper()
else:
raise ValueError("错误的参数, 仅仅支持")
def _running(self, logout=True):
"""
根据当前配置文件下的信息载入行情api和交易api
注意此函数同时会根据构造函数中的refresh参数决定开启定时线程， 向CtpBee里面提供定时查询账户持仓功能
"""
self.active = True
if "CONNECT_INFO" in self.config.keys():
info = self.config.get("CONNECT_INFO")
else:
raise ConfigError(message="没有相应的登录信息", args=("没有发现登录信息",))
show_me = graphic_pattern(__version__, self.engine_method)
if logout:
print(show_me)
MdApi, TdApi = Interface.get_interface(self)
if self.config.get("MD_FUNC"):
self.market = MdApi(self.app_signal)
self.market.connect(info)
if self.config.get("TD_FUNC"):
self.trader = TdApi(self.app_signal)
self.trader.connect(info)
if self.refresh:
if self.r is not None:
self.r_flag = False
sleep(self.config['REFRESH_INTERVAL'] + 1.5)
self.r = Thread(target=refresh_query, args=(self,), daemon=True)
self.r.start()
else:
self.r = Thread(target=refresh_query, args=(self,), daemon=True)
self.r.start()
self.r_flag = True
def __init__(self, name: Text, import_name, instance_path=None):
""" 初始化 """
self.name = name
self.import_name = import_name
self.event_engine = EventEngine()
if instance_path is None:
instance_path = self.auto_find_instance_path()
elif not os.path.isabs(instance_path):
raise ValueError(
'If an instance path is provided it must be absolute.'
' A relative path was given instead.')
self.risk_control = RiskController(self.name)
self.recorder = Recorder(self, self.event_engine)
self.instance_path = instance_path
self.config = self.make_config()
self.interface = Interface()
_app_context_ctx.push(self.name, self)
class CtpBee(object):
"""
ctpbee 源于我对于做项目的痛点需求, 旨在开发出一套具有完整api的交易微框架 ,
在这里你可以看到很多借鉴自flask的设计 , 毕竟本人实在热爱flask ....
ctpbee提供完整的支持 ，一个CtpBee对象可以登录一个账户 ，
当你登录多个账户时， 可以通过current_app, 以及switch_app还有 get_app提供完整的支持,
每个账户对象都拥有单独的发单接口 ,在你实现策略的地方 可以通过上述api实现发单支持,
当然ctpbee提供了CtpbeeApi 抽象插件 ，继承此插件即可快速载入支持.
总而言之,希望能够极大的简化目前的开发流程 !
"""
# 默认配置
default_config = ImmutableDict(
dict(LOG_OUTPUT=True,
TD_FUNC=False,
INTERFACE="ctp",
MD_FUNC=True,
XMIN=[],
ALL_SUBSCRIBE=False,
SHARE_MD=False,
ENGINE_METHOD="thread"))
config_class = Config
import_name = None
# 数据记录载体
__active = False
# 交易api与行情api
market = None
trader = None
# 插件系统
# todo :等共享内存块出来了 是否可以尝试在外部进行
extensions = {}
def __init__(self,
name: Text,
import_name,
engine_method: str = "thread",
instance_path=None):
""" 初始化 """
self.name = name
self.import_name = import_name
if engine_method == "thread":
self.event_engine = EventEngine()
self.recorder = Recorder(self, self.event_engine)
elif engine_method == "async":
self.event_engine = AsyncEngine()
self.recorder = AsyncRecorder(self, self.event_engine)
else:
raise TypeError("引擎参数错误，只支持thread和async，请检查代码")
if instance_path is None:
instance_path = self.auto_find_instance_path()
elif not os.path.isabs(instance_path):
raise ValueError(
'If an instance path is provided it must be absolute.'
' A relative path was given instead.')
self.risk_gateway = RiskLevel(self)
self.instance_path = instance_path
self.config = self.make_config()
self.interface = Interface()
_app_context_ctx.push(self.name, self)
def make_config(self):
""" 生成class类"""
defaults = dict(self.default_config)
return self.config_class(self.instance_path, defaults)
def auto_find_instance_path(self):
prefix, package_path = find_package(self.import_name)
if prefix is None:
return os.path.join(package_path)
return os.path.join(prefix, 'var', self.name + '-instance')
@property
def td_login_status(self):
""" 交易 API 都应该实现td_status"""
return self.trader.td_status
@property
def md_login_status(self):
""" 行情 API 都应该实现md_status"""
return self.market.md_status
def _load_ext(self):
"""根据当前配置文件下的信息载入行情api和交易api,记住这个api的选项是可选的"""
self.__active = True
if "CONNECT_INFO" in self.config.keys():
info = self.config.get("CONNECT_INFO")
else:
raise ConfigError(message="没有相应的登录信息", args=("没有发现登录信息", ))
MdApi, TdApi = self.interface.get_interface(self)
if self.config.get("MD_FUNC"):
self.market = MdApi(self.event_engine)
self.market.connect(info)
if self.config.get("TD_FUNC"):
self.trader = TdApi(self.event_engine)
self.trader.connect(info)
sleep(0.5)
@locked_cached_property
def name(self):
if self.import_name == '__main__':
fn = getattr(sys.modules['__main__'], '__file__', None)
if fn is None:
return '__main__'
return os.path.splitext(os.path.basename(fn))[0]
return self.import_name
def start(self, log_output=True):
"""开始"""
if not self.event_engine.status:
self.event_engine.start()
self.config["LOG_OUTPUT"] = log_output
self._load_ext()
def stop(self):
""" 停止运行 """
if self.event_engine.status:
self.event_engine.stop()
@check(type="trader")
def send_order(self, order_req: OrderRequest) -> AnyStr:
"""发单"""
result = self.risk_gateway.send(self)
if False in result:
event = Event(type=EVENT_LOG, data="风控阻止下单")
self.event_engine.put(event)
return
send_monitor.send(order_req)
return self.trader.send_order(order_req)
@check(type="trader")
def cancel_order(self, cancle_req: CancelRequest):
"""撤单"""
cancle_monitor.send(cancle_req)
self.trader.cancel_order(cancle_req)
@check(type="market")
def subscribe(self, symbol: AnyStr):
"""订阅行情"""
if "." in symbol:
symbol = symbol.split(".")[1]
return self.market.subscribe(symbol)
@check(type="trader")
def query_position(self):
"""查询持仓"""
return self.trader.query_position()
@check(type="trader")
def transfer(self, req, type):
"""
req currency attribute
["USD", "HKD", "CNY"]
:param req:
:param type:
:return:
"""
self.trader.transfer(req, type=type)
@check(type="trader")
def query_account_register(self, req):
self.trader.query_account_register(req)
@check(type="trader")
def query_bank_account_money(self, req):
self.trader.query_bank_account_money(req)
@check(type="trader")
def query_transfer_serial(self, req):
self.trader.query_transfer_serial(req)
@check(type="trader")
def query_bank(self):
pass
@check(type="trader")
def query_account(self):
"""查询账户"""
return self.trader.query_account()
def remove_extension(self, extension_name: Text) -> None:
"""移除插件"""
if extension_name in self.extensions:
del self.extensions[extension_name]
def add_extension(self, extension: CtpbeeApi):
"""添加插件"""
if extension.extension_name in self.extensions:
return
extension.init_app(self)
self.extensions[extension.extension_name] = extension
def suspend_extension(self, extension_name):
extension = self.extensions.get(extension_name, None)
if not extension:
return False
extension.frozen = True
return True
def enable_extension(self, extension_name):
extension = self.extensions.get(extension_name, None)
if not extension:
return False
extension.frozen = False
return True
def reload(self):
""" 重新载入接口 """
if self.market is not None:
self.market.close()
if self.trader is not None:
self.trader.close()
self._load_ext()
def __del__(self):
"""释放账户 安全退出"""
print("注销")
if self.market is not None:
self.market.close()
if self.trader is not None:
self.trader.close()
self.market, self.trader = None, None
del self.event_engine
def _load_ext(self):
"""根据当前配置文件下的信息载入行情api和交易api,记住这个api的选项是可选的"""
self.__active = True
if "CONNECT_INFO" in self.config.keys():
info = self.config.get("CONNECT_INFO")
else:
raise ConfigError(message="没有相应的登录信息", args=("没有发现登录信息", ))
MdApi, TdApi = Interface.get_interface(self)
if self.config.get("MD_FUNC"):
self.market = MdApi(self.event_engine)
self.market.connect(info)
if self.config.get("TD_FUNC"):
if self.config['INTERFACE'] == "looper":
self.trader = TdApi(self.event_engine, self)
else:
self.trader = TdApi(self.event_engine)
self.trader.connect(info)
show_me = \
f"""
{"*" * 60}
* *
* ------------------------------------- *
* | | *
* | ctpbee: {__version__.ljust(16, " ")} | *
* | work_mode: {self.work_mode.ljust(16, " ")} | *
* | engine: {self.engine_method.ljust(16, " ")} | *
* | | *
* ------------------------------------- *
* *
{"*" * 60}
"""
print(show_me)
# 检查work_mode
if self.work_mode == "forever":
""" 7×24小时 """
# 启动监视器
if self.p is not None:
self.p_flag = False
sleep(1.5)
self.p = Thread(target=run_forever, args=(self, ))
self.p.start()
else:
self.p = Thread(target=run_forever, args=(self, ))
self.p.start()
self.p_flag = True
else:
pass
if self.refresh:
if self.r is not None:
self.r_flag = False
sleep(self.config['REFRESH_INTERVAL'] + 1.5)
self.r = Thread(target=refresh_query, args=(self, ))
self.r.start()
else:
self.r = Thread(target=refresh_query, args=(self, ))
self.r.start()
self.r_flag = True
self.p_flag = True