def __init__(self, symbol, by_ctp_instrument=False, info=None, rd=None):
Future.__init__(self,
symbol=symbol,
by_ctp_instrument=by_ctp_instrument,
info=info)
self.rd = rd
self.run = True
self.t = None
print('init ' + self.ctp_symbol)
MONGDB_IP='192.168.2.201',
MONGDB_USER='******',
DATASOURCE_DEFAULT=global_variable.DATASOURCE_REMOTE,
logging_level=global_variable.logging.INFO)
rd = redis.Redis('192.168.1.36')
long_margin = 50000
short_margin = 50000
level = 10
long_value = long_margin * level
short_value = short_margin * level
long_code_lst = ['SC2005']
short_code_lst = ['L2009', 'PP2009', 'TA2009', 'BU2009']
long_cost_lst = [251]
short_cost_lst = [5765, 5999]
long_contract = [
Future(symbol=i[:-4]).contract_size for i in long_code_lst
]
short_contract = [
Future(symbol=i[:-4]).contract_size for i in short_code_lst
]
for x in range(1000000000):
lst = []
for i in range(len(long_code_lst)):
index_code = long_code_lst[i]
contract = long_contract[i]
data = Future_ex(symbol=index_code, rd=rd).pub()
if data is None:
continue
else:
price_now = data['LastPrice']
long_value = long_margin * level
short_value = short_margin * level
start_day = '2020-03-27'
end_day = datetime.date.today().strftime('%Y-%m-%d')
long_code_lst = ['SC2006']
short_code_lst = ['PP2009']
long_code_dict = get_normal_future_contract_code(long_code_lst)
short_code_dict = get_normal_future_contract_code(short_code_lst)
lst = []
for index_code in long_code_lst:
symble = long_code_dict[index_code]
data_daily = stock_price(symble, start_day, end_day)[[
'date_time', 'open', 'high', 'low', 'close'
]]
contract = Future(symbol=index_code[:-4]).contract_size
price_now = data_daily.close.tolist()[-1]
long_volume = long_value / len(long_code_lst) / price_now / contract
row = []
row.append(index_code)
row.append(long_volume)
row.append(price_now)
row.append(contract)
lst.append(row)
for index_code in short_code_lst:
symble = short_code_dict[index_code]
data_daily = stock_price(symble, start_day, end_day)[[
'date_time', 'open', 'high', 'low', 'close'
]]
contract = Future(symbol=index_code[:-4]).contract_size