def onTick(self, tick):
"""
:param tick: stbase.TickData
:return:
"""
if self.prepared():
return
stbase.println(tick.code, tick.price.last, tick.price.buy_1,
tick.price.sell_1)
cs = self.get_code_params(tick.code)
print cs.name, cs.strategy_id, cs.enable, cs.value
print '-' * 40
print ''
# print tick.dict()
# print tick.json()
# print tick.trade_object.limit_price,tick.trade_object.last_price
# print tick.trade_object.code
base_price = 0
# self.strategy_inday(tick.trade_object.code, 100, 0.001)
# to = stbase.stocks.getTradeObject(tick.trade_object.code)
# print to.code, to.limit_price,to.last_price
# self.strategy_inday(tick.trade_object.code, 100, 0.001)
pass
def start(self):
from table import make_table
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
cfgs = self.param_table
params = cfgs.get("PARAMS")
entries = []
if not cfgs.get("TEST_ARRAY"):
entries = make_table(params)
else:
entries = cfgs.get("TEST_ARRAY" )
for idx, bar in enumerate(self.bar_list):
bar.index = idx
name_ov = 'runtest_overview_{}_{}.txt'.format(SYMBOL,INDEX)
if os.path.exists(name_ov):
os.remove(name_ov)
# for pandas excel
fields = OrderedDict(params=[],open_times=[], close_times=[],
fee=[],
profit=[],date_range=[],sample_num=[],
sample_unit=[],init_funds=[],curr_funds=[],curr_margin=[] )
global STOP_WIN ,STOP_WIN_MIN ,N ,TIMEPERIOD,INIT_FUNDS ,LOT_PER_UNIT
self.overview_report_ready()
for p in entries:
STOP_WIN = p['stop_win']
STOP_WIN_MIN = p['stop_win_min']
TIMEPERIOD = p['timeperiod']
N = p['n']
print '>>', STOP_WIN ,STOP_WIN_MIN ,N ,TIMEPERIOD
# From Here
self.reset()
for bar in self.bar_list:
self.onBar(bar)
self.output_file = open(name_ov, 'a+')
self.reportView(fields)
# 净值处理
self.data_net_report()
self.overview_report_datarecord()
self.overview_report_write()
df = pd.DataFrame(fields)
df.to_excel("runtest_overview_{}_{}.xlsx".format(SYMBOL,INDEX))
def start(self):
self.set_params(run=self.Runnable.STOP, start='false') # 停止
codes = self.get_codes()
for code in codes:
self.set_code_params(code.code, open_allow=True, cover_allow=True)
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
def start(self):
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
code = '0600000'
to = stbase.stocks.getTradeObject(code)
pos = self.product.getPosition(code)
stbase.println(pos.dict())
amount = self.product.getAmountUsable()
asset = self.product.getAmountAsset()
def onBar(self, bar):
"""
:param bar: stbase.BarData
:return:
bar.cycle : ['1m','5m','15m','30m','60m','d','w','m','q','y']
bar.code :
bar.trade_object :
.open .close .high .low .vol .amount .time
"""
stbase.println(bar.code, bar.cycle, bar.close, bar.vol)
def onTick(self, tick):
"""
:param tick: stbase.TickData
:return:
"""
# self.zf.onTick(tick)
stbase.println(tick.code, tick.price.last, tick.price.buy_1,
tick.price.sell_1)
cs = self.get_code_params(tick.code)
print cs.name, cs.strategy_id, cs.enable, cs.value
def onTick(self,tick):
"""
:param tick: stbase.TickData
:return:
"""
stock = stbase.futures.getTradeObject(tick.code)
# 写入交易股票的当前价格
cp = model.CodePrice.get(code=tick.code)
if not cp :
cp = model.CodePrice()
cp.code = tick.code
cs = self.get_code_params(tick.code)
cp.name = cs.name
cp.assign(tick.price.dict())
cp.assign(dict(yd_close=stock.yd_close))
cp.save()
# 记录当前股票持仓信息
model.CodePosition.collection().remove({'InstrumentID':tick.code})
# cp = model.CodePosition.get(code=tick.code,strategy_id=self.id)
# if not cp:
# cp = model.CodePosition()
for pos in self.getPosition(tick.code): # []
print pos
# cp.assign(pos.dict())
# cp.code = tick.code
# cs = self.get_code_params(tick.code)
# cp.name = cs.name
# cp.strategy_id = self.id
# cp.save()
stbase.println(tick.code, tick.price.last, tick.price.buy_1, tick.price.sell_1)
cs = self.get_code_params(tick.code)
print cs.name, cs.strategy_id, cs.enable, cs.value
# self.do_zf(tick)
print '-'*40
print ''
# print tick.dict()
# print tick.json()
# print tick.trade_object.limit_price,tick.trade_object.last_price
# print tick.trade_object.code
base_price = 0
# self.strategy_inday(tick.trade_object.code, 100, 0.001)
# to = stbase.stocks.getTradeObject(tick.trade_object.code)
# print to.code, to.limit_price,to.last_price
# self.strategy_inday(tick.trade_object.code, 100, 0.001)
pass
def start(self):
self.set_params(run=self.Runnable.STOP,start='false') # 停止
codes = self.get_codes()
for code in codes:
self.setCodeParams(code.code,open_allow=True,cover_allow=True)
print code.code
# self.startTimer(self.limit_buy,timeout=2)
self.subBar(SYMBOL, '1m') # 手动订阅指定的合约k线，一遍得到k线播放事件
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
def start(self):
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
# for _ in stbase.stocks.market.getHistoryBars(self.CODES[0],limit=5):
# print _.time
# code = '0600000'
# to = stbase.stocks.getTradeObject(code)
# pos = self.product.getPosition(code)
# stbase.println(pos.dict())
# amount = self.product.getAmountUsable()
# asset = self.product.getAmountAsset()
# stbase.println('amount:{}'.format(amount) )
# stbase.println('asset:{}'.format(asset) )
self.startTimer(timeout=1)
def onTimer(self, timer):
print 'ontimer..'
# timer.start()
code = '0600000'
obj = stbase.stocks.getTradeObject(code)
# print obj.last_price
# print obj.price.dict()
# print 'on buy() or sell() ..'
# self.buy('0600000',obj.price.sell_1,100)
# self.sell('0600000',obj.price.buy_1,100)
# 以最低价下委托买入
for _ in range(1):
stbase.println('try buy({})..'.format(obj.min_price))
self.buy(code, obj.min_price, 100)
#
# stbase.println('try sell({})..'.format(30))
# self.sell(code, obj.max_price, 100)
time.sleep(1)
def onTick(self, tick):
"""
:param tick: stbase.TickData
:return:
"""
stock = stbase.stocks.getTradeObject(tick.code)
# 写入交易股票的当前价格
cp = model.CodePrice.get(code=tick.code)
if not cp:
cp = model.CodePrice()
cp.code = tick.code
cs = self.get_code_params(tick.code)
cp.name = cs.name
cp.assign(tick.price.dict())
cp.assign(dict(yd_close=stock.yd_close))
cp.save()
# 记录当前股票持仓信息
cp = model.CodePosition.get(code=tick.code, strategy_id=self.id)
if not cp:
cp = model.CodePosition()
pos = self.getPosition(tick.code)
cp.assign(pos.dict())
cp.code = tick.code
cs = self.get_code_params(tick.code)
cp.name = cs.name
cp.strategy_id = self.id
cp.save()
stbase.println(tick.code, tick.price.last, tick.price.buy_1,
tick.price.sell_1)
cs = self.get_code_params(tick.code)
print cs.name, cs.strategy_id, cs.enable, cs.value
self.do_zf(tick)
print '-' * 40
print ''
def start(self):
"""不能在start 中调用 stbase.controller.stop()"""
stbase.Strategy.start(self)
stbase.println("Strategy : {} Started..".format(self.id))
with open("{}.pid".format(self.id),'w') as f:
f.write(str(os.getpid()))
f.flush()
self.set_params(pid = os.getpid())
self.code = self.get_codes()[0].code
self.log_print(message="Strategy Start..")
if sys.argv[-1] == 'run': # 正式运行委托下单打开
self.order_enable = True
if self.order_enable:
self.startTimer(timeout=2) # 启动定时器，定时上报策略运行状态
else:
self.exec_wr_atr() # 执行策略，仅仅输出信号文件
self.plot_view()
stbase.controller.stop()
def start(self):
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
code = '0600000'
code = '0600736'
to = stbase.stocks.getTradeObject(code)
pos = self.product.getPosition(code)
# stbase.println(pos.dict())
print pos
amount = self.product.getAmountUsable()
asset = self.product.getAmountAsset()
print amount, asset
# stbase.println('amount:{}'.format(amount) )
# stbase.println('asset:{}'.format(asset) )
# self.startTimer(timeout=5)
# return
# 打印持仓信息
# pos_list = self.getPosition()
# for pos in pos_list:
# stbase.println( 'code:%s , yd_qty:%s'%(pos.code,pos.qty_yd))
#
# 打印委托记录（在委托中..)
# orders = self.getOrders(order_id=111)
# orders = self.getOrders()
# for order in orders:
# stbase.println( order )
# self.cancelOrder(order.order_id)
# self.cancelOrder(390941)
ks = self.product.market.getHistoryBars(code, cycle='1m')
close = map(lambda _: _.close, ks)
print close
def onTimer(self,timer):
from mantis.sg.fisher.ctp import TickFix
codes = self.get_codes()
# obj = stbase.controller.futures.getTradeObject( codes[0].code )
print self.get_amount()
print self.get_position(stbase.Constants.Short)
cs = self.get_code_params(self.code)
self.cs = cs
# cs = self.get_code_params(self.code)
# self.cs = cs
#
if self.last_tick : # 必须获得行情tick
# self.order_open(self.last_tick.price.last-2,stbase.Constants.Short)
# stbase.controller.stop()
# return
# 检查商品的交易时间
prd_name = TickFix.get_product_code(self.code).upper()
p = TickFix.Products.get(prd_name)
if p:
if TickFix.is_in_trading_time(self.last_tick.price.time,p): # and TickFix.is_in_trading_time( data['SaveTime'], p):
try:
# self.order_open(0, stbase.Constants.Long)
self.order_close(0, stbase.Constants.Long)
return
self.exec_wr_atr()
except:
traceback.print_exc()
self.plot_view()
stbase.println( 'Strategy Has Been Executed, Wait For Shutdown..' )
time.sleep(2)
stbase.controller.stop()
else:
stbase.println( 'Not in Trading Time ,skipped..')
timer.start()
else:
stbase.println( 'System Config Error , code : {} Not In TickFix Table.'.format(self.code))
stbase.controller.stop()
else:
timer.start() # repeat
print 'Market Is Closed.'
def start(self):
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
self.startTimer(timeout=10)
def start(self):
self.set_params(run=self.Runnable.STOP,start='false') # 停止
print self.get_codes()
stbase.Strategy.start(self)
stbase.println("Strategy : Sample Started..")
def start(self):
# self.set_params(run=self.Runnable.STOP,start='false') # 停止
stbase.Strategy.start(self)
stbase.println("Strategy : Market Recorder Started..")
