Example #1
0
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
Example #2
0
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
Example #3
0
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()
Example #4
0
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
Example #5
0
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