import talib import jqdatasdk import numpy as np import PyBase.Util as util import time from functools import reduce cond_er = 0.8 cond_before_er = 0.8 cond_after_er = 1.2 adx_timeperiod = 4 adx_edge = 30 fast_ema = 6 slow_ema = 11 timeArr = util.getTimeSerial(starttime='2018-11-06 09:20:00', count=2000000, periodSec=61) df = None security = 'SC8888.XINE' frequency = '30m' msg = { 'df': df, 'position': 0, 'force_waiting_count': 0, 'open': 0, 'clearRates': [], 'tmp_rates_every_step': [], 'open_after_next_change': False }
import StrategyBody as sb from StrategyBody import TickHandler import PyBase.Util as util th = TickHandler() sb.security = 'L8888.XDCE' timeArr = util.getTimeSerial(starttime='2019-03-15 14:15:00', count=200000, periodSec=61) for nowTimeString in timeArr: msg = th.handleOneTick(nowTimeString=nowTimeString)