def save_all(tday, prod_md = misc.PROD_USER):
logging.basicConfig(filename="save_all_agent.log",level=logging.INFO,format='%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s')
save_insts = filter_main_cont(tday)
app_name = 'SaveAgent'
config = {'daily_data_days': 0, 'min_data_days': 0}
my_agent = agent.SaveAgent(name = app_name, trader = None, cuser = None, instruments=save_insts,tday = tday, config = config)
ctp_api.make_user(my_agent, prod_md)
try:
while 1:
time.sleep(1)
except KeyboardInterrupt:
my_agent.mdapis = []; my_agent.trader = None
def semi_mock(curr_date, user_cfg, insts=[['IF1412', 'IF1503']]):
''' 半模拟
实际行情，mock交易
'''
logging.basicConfig(
filename="ctp_semi_mock.log",
level=logging.INFO,
format=
'%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s'
)
instruments = list(set(itertools.chain(*insts)))
data_func = [
('d', BaseObject(name = 'ATR_20', sfunc=fcustom(data_handler.ATR, n=20), rfunc=fcustom(data_handler.atr, n=20))), \
('d', BaseObject(name = 'DONCH_L10', sfunc=fcustom(data_handler.DONCH_L, n=10), rfunc=fcustom(data_handler.donch_l, n=10))),\
('d', BaseObject(name = 'DONCH_H10', sfunc=fcustom(data_handler.DONCH_H, n=10), rfunc=fcustom(data_handler.donch_h, n=10))),\
('d', BaseObject(name = 'DONCH_L20', sfunc=fcustom(data_handler.DONCH_L, n=20), rfunc=fcustom(data_handler.donch_l, n=20))),\
('d', BaseObject(name = 'DONCH_H20', sfunc=fcustom(data_handler.DONCH_H, n=20), rfunc=fcustom(data_handler.donch_h, n=20))),\
('1m',BaseObject(name = 'EMA_3', sfunc=fcustom(data_handler.EMA, n=3), rfunc=fcustom(data_handler.ema, n=3))), \
('1m',BaseObject(name = 'EMA_30', sfunc=fcustom(data_handler.EMA, n=30), rfunc=fcustom(data_handler.ema, n=30))) \
]
test_strat = strat.Strategy('TestStrat', [insts], None, data_func,
[[1, -1]])
strat_cfg = {'strategies': [test_strat], \
'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
'daily_data_days':25, \
'min_data_days':2 }
agent_name = "Test"
tday = curr_date
my_agent, my_trader = create_agent_with_mocktrader(agent_name, instruments,
strat_cfg, tday)
ctp_api.make_user(my_agent, user_cfg)
req = BaseObject(InstrumentID='cu1502')
my_trader.ReqQryInstrumentMarginRate(req)
my_trader.ReqQryInstrument(req)
my_trader.ReqQryTradingAccount(req)
my_agent.resume()
try:
while 1:
time.sleep(1)
except KeyboardInterrupt:
my_agent.mdapis = []
my_agent.trader = None
pass
def save_ctp(tday):
prod_md = misc.HT_PROD_MD
base.config_logging("save_all_agent.log", level=logging.DEBUG,
format = '%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s',
to_console = True,
console_level = logging.INFO)
save_insts = filter_main_cont(tday, filter = False)
print "total inst = %s" % len(save_insts)
app_name = 'SaveAgent'
config = {'daily_data_days': 0, 'min_data_days': 0}
my_agent = agent.SaveAgent(name = app_name, trader = None, cuser = None, instruments=save_insts,tday = tday, config = config)
ctp_api.make_user(my_agent, prod_md)
try:
my_agent.resume()
while 1:
time.sleep(1)
except KeyboardInterrupt:
my_agent.exit()
def semi_mock(curr_date, user_cfg, insts = [['IF1412', 'IF1503']]):
''' 半模拟
实际行情，mock交易
'''
logging.basicConfig(filename="ctp_semi_mock.log",level=logging.INFO,format='%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s')
instruments = list(set(itertools.chain(*insts)))
data_func = [
('d', BaseObject(name = 'ATR_20', sfunc=fcustom(data_handler.ATR, n=20), rfunc=fcustom(data_handler.atr, n=20))), \
('d', BaseObject(name = 'DONCH_L10', sfunc=fcustom(data_handler.DONCH_L, n=10), rfunc=fcustom(data_handler.donch_l, n=10))),\
('d', BaseObject(name = 'DONCH_H10', sfunc=fcustom(data_handler.DONCH_H, n=10), rfunc=fcustom(data_handler.donch_h, n=10))),\
('d', BaseObject(name = 'DONCH_L20', sfunc=fcustom(data_handler.DONCH_L, n=20), rfunc=fcustom(data_handler.donch_l, n=20))),\
('d', BaseObject(name = 'DONCH_H20', sfunc=fcustom(data_handler.DONCH_H, n=20), rfunc=fcustom(data_handler.donch_h, n=20))),\
('1m',BaseObject(name = 'EMA_3', sfunc=fcustom(data_handler.EMA, n=3), rfunc=fcustom(data_handler.ema, n=3))), \
('1m',BaseObject(name = 'EMA_30', sfunc=fcustom(data_handler.EMA, n=30), rfunc=fcustom(data_handler.ema, n=30))) \
]
test_strat = strat.Strategy('TestStrat', [insts], None, data_func, [[1,-1]])
strat_cfg = {'strategies': [test_strat], \
'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
'daily_data_days':25, \
'min_data_days':2 }
agent_name = "Test"
tday = curr_date
my_agent, my_trader = create_agent_with_mocktrader(agent_name, instruments, strat_cfg, tday)
ctp_api.make_user(my_agent,user_cfg)
req = BaseObject(InstrumentID='cu1502')
my_trader.ReqQryInstrumentMarginRate(req)
my_trader.ReqQryInstrument(req)
my_trader.ReqQryTradingAccount(req)
my_agent.resume()
try:
while 1: time.sleep(1)
except KeyboardInterrupt:
my_agent.mdapis = [];
my_agent.trader = None
pass
def save_all(tday, prod_md=misc.PROD_USER):
logging.basicConfig(
filename="save_all_agent.log",
level=logging.INFO,
format=
'%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s'
)
save_insts = filter_main_cont(tday)
app_name = 'SaveAgent'
config = {'daily_data_days': 0, 'min_data_days': 0}
my_agent = agent.SaveAgent(name=app_name,
trader=None,
cuser=None,
instruments=save_insts,
tday=tday,
config=config)
ctp_api.make_user(my_agent, prod_md)
try:
while 1:
time.sleep(1)
except KeyboardInterrupt:
my_agent.mdapis = []
my_agent.trader = None