def letsgo():
app = CtpBee(name="demo", import_name=__name__)
# 创建对象
demo = Demo("test")
# 添加对象, 你可以继承多个类 然后实例化不同的插件 再载入它, 这些都是极其自由化的操作
# info = {
# "CONNECT_INFO": {
# "userid": "089131",
# "password": "******",
# "brokerid": "9999",
# "md_address": "tcp://180.168.146.187:10131",
# "td_address": "tcp://180.168.146.187:10130",
# "product_info": "",
# "appid": "simnow_client_test",
# "auth_code": "0000000000000000"
# },
# "INTERFACE": "ctp", # 接口声明
# "TD_FUNC": True, # 开启交易功能
# "MD_FUNC": True,
# "QA_SETUP": {"password": "******"}
# }
running = Fancy("fancy", ['ag2010.SHFE'])
app.add_extension(demo)
app.add_extension(running)
app.config.from_json("config.json")
app.start(log_output=True)
def letsgo():
app = CtpBee(name="demo", import_name=__name__)
# 创建对象
demo = Demo("test")
# 添加对象, 你可以继承多个类 然后实例化不同的插件 再载入它, 这些都是极其自由化的操作
app.add_extension(demo)
app.config.from_json("config.json")
app.start(log_output=True)
def gopro(userid, password, brokerid, mdaddr, tdaddr, appid, authcode,
realaddr):
app = CtpBee("last", __name__)
info = {
"CONNECT_INFO": {
"userid": userid,
"password": password,
"brokerid": brokerid,
"md_address": mdaddr,
"td_address": tdaddr,
"appid": appid,
"auth_code": authcode,
},
"TD_FUNC": True,
"MD_FUNC": False
}
another = {
"CONNECT_INFO": {
"userid": "", # 期货账户名
"password": "", # 登录密码
"brokerid": "8899", # 期货公司id
"md_address": realaddr, # 行情地址
"td_address": "", # 交易地址
"appid": "", # 产品名
"auth_code": "", # 认证码
"product_info": "" # 产品信息
},
"INTERFACE": "ctp", # 登录期货生产环境接口
"TD_FUNC": False
}
NEW_APP = CtpBee("NEW", __name__)
NEW_APP.config.from_mapping(another)
app.config.from_mapping(info)
data_recorder = DataRecorder("data_recorder", model='pro')
# 或者直接 data_recorder = DataRecorder("data_recorder", app)
# app.add_extension(data_recorder)
app.start()
NEW_APP.add_extension(data_recorder)
NEW_APP.start()
print('start engine')
import time
time.sleep(3)
contracts = app.recorder.get_all_contracts()
cur_date = str(date.today())
contractdb = pymongo.MongoClient(host=eval(ip)).QAREALTIME.contract
for item in contracts:
cont = item.__dict__
cont['exchange'] = cont['exchange'].value
cont['product'] = cont['product'].value
cont['date'] = cur_date
NEW_APP.action.subscribe(item.local_symbol)
contractdb.update_one({
'gateway_name': 'ctp',
'symbol': cont['symbol']
}, {'$set': cont},
upsert=True)
def create_app():
app = CtpBee("last", __name__, action_class=ActionMe, risk=RiskMe)
"""
载入配置信息
"""
app.config.from_json("config.json")
"""
载入用户层定义层 你可以编写多个继承CtpbeeApi ,然后实例化它, 记得传入app, 当然你可以通过app.remove_extension("data_recorder")
data_recorder 就是下面传入的插件名字
"""
app.add_extension(api)
""" 启动 """
return [app]
def create_app():
app = CtpBee("last", __name__, refresh=True)
"""
载入配置信息
"""
app.config.from_json("config.json")
"""
载入用户层定义层 你可以编写多个继承CtpbeeApi ,然后实例化它, 记得传入app, 当然你可以通过app.remove_extension("data_recorder")
data_recorder 就是下面传入的插件名字
"""
m = M("name")
app.add_extension(m)
""" 启动 """
return [app]
def go(userid, password, brokerid, mdaddr, tdaddr, appid, authcode):
app = CtpBee("last", __name__)
info = {
"CONNECT_INFO": {
"userid": userid,
"password": password,
"brokerid": brokerid,
"md_address": mdaddr,
"td_address": tdaddr,
"appid": appid,
"auth_code": authcode,
},
"TD_FUNC": True,
}
app.config.from_mapping(info)
data_recorder = DataRecorder("data_recorder")
# 或者直接 data_recorder = DataRecorder("data_recorder", app)
app.add_extension(data_recorder)
app.start()
print('start engine')
import time
time.sleep(5)
contracts = app.recorder.get_all_contracts()
print(contracts)
cur_date = str(date.today())
contractdb = pymongo.MongoClient(host=ip).QAREALTIME.contract
for item in contracts:
cont = item.__dict__
cont['exchange'] = cont['exchange'].value
cont['product'] = cont['product'].value
cont['date'] = cur_date
print(cont)
try:
contractdb.update_one(
{
'gateway_name': 'ctp',
'symbol': cont['symbol']
}, {'$set': cont},
upsert=True)
except Exception as e:
print(e)
def create_app():
app = CtpBee("last",
__name__,
action_class=ActionMe,
logger_class=Vlog,
work_mode="limit_time",
refresh=True,
risk=RiskMe)
"""
载入配置信息
"""
app.config.from_json("config.json")
"""
载入用户层定义层 你可以编写多个继承CtpbeeApi ,然后实例化它, 记得传入app, 当然你可以通过app.remove_extension("data_recorder")
data_recorder 就是下面传入的插件名字
"""
data_recorder = DataRecorder("data_recorder")
app.add_extension(api)
""" 启动 """
return app
def letsgo():
app = CtpBee(name="demo", import_name=__name__)
# 创建对象
demo = Demo("test")
# 添加对象, 你可以继承多个类 然后实例化不同的插件 再载入它, 这些都是极其自由化的操作
app.add_extension(demo)
app.config.from_json("config.json")
app.start()
def query(time=1):
nonlocal app
while True:
app.query_position()
sleep(time)
app.query_account()
sleep(time)
# 单独开一个线程来进行查询持仓和账户信息
p = Thread(target=query, args=(2, ))
p.setDaemon(daemonic=True)
p.start()
def create_app():
from ctpbee import CtpBee
app = CtpBee("recorder", __name__)
last = CtpBee("trader", __name__)
last.config.from_mapping({
"CONNECT_INFO": {
"userid": "089131",
"password": "******",
"brokerid": "9999",
"md_address": "tcp://218.202.237.33:10112",
"td_address": "tcp://218.202.237.33:10102",
"product_info": "",
"appid": "simnow_client_test",
"auth_code": "0000000000000000"
},
"INTERFACE": "ctp", # 接口声明
"TD_FUNC": True, # 开启交易功能
"MD_FUNC": False
})
last.start()
x = {
"CONNECT_INFO": {
"userid": "", # 期货账户名
"password": "", # 登录密码
"brokerid": "8899", # 期货公司id
"md_address": "tcp://211.95.40.228:42213", # 行情地址
"td_address": "", # 交易地址
"appid": "", # 产品名
"auth_code": "", # 认证码
"product_info": "" # 产品信息
},
"INTERFACE": "ctp", # 登录期货生产环境接口
"TD_FUNC": False
}
# 载入配置信息
app.config.from_mapping(x)
app.add_extension(api)
app.start()
return app, last
def run(self):
# try:
vessel = CtpBee("looper", __name__)
vessel.add_data(*self.data)
for i in self.strategy:
vessel.add_extension(i)
config = {"PATTERN": "LOOPER"}
config.update(self.params)
vessel.config.from_mapping(config)
vessel.start()
result = vessel.get_result(report=True)
del_app(vessel.name)
error = ""
# except Exception as e:
# result = ""
# error = str(e)
self.sig.emit({
"name": self.name,
"url": result,
"error": error,
})
def go():
app = CtpBee("last", __name__, action_class=ActionMe, risk=RiskMe)
"""
载入配置信息
"""
app.config.from_json("config.json")
"""
载入用户层定义层 你可以编写多个继承CtpbeeApi ,然后实例化它, 记得传入app, 当然你可以通过app.remove_extension("data_recorder")
data_recorder 就是下面传入的插件名字
"""
app.update_risk_gateway(RiskMe)
data_recorder = DataRecorder("data_recorder")
app.add_extension(data_recorder)
""" 添加自定义的风控 """
""" 启动 """
app.start(log_output=True)
def create_app():
from ctpbee import CtpBee
app = CtpBee("recorder", __name__)
info = {
"CONNECT_INFO": {
"userid": "", # 期货账户名
"password": "", # 登录密码
"brokerid": "", # 期货公司id
"md_address": "", # 行情地址
"td_address": "", # 交易地址
"appid": "", # 产品名
"auth_code": "", # 认证码
"product_info": "" # 产品信息
},
"INTERFACE": "ctp", # 登录期货生产环境接口
}
# 载入配置信息
app.config.from_mapping(info)
# 创建实例
ext = Market("market")
# 载入容器
app.add_extension(ext)
return app
def letsgo():
app = CtpBee(name="demo", import_name=__name__, refresh=True)
# 创建对象
demo = Demo("test")
# 添加对象, 你可以继承多个类 然后实例化不同的插件 再载入它, 这些都是极其自由化的操作
app.add_extension(demo)
info = {
"CONNECT_INFO": {
"userid": "8100243",
"password": "******",
"brokerid": "8888",
"md_address": "tcp://218.56.38.41:41313",
"td_address": "tcp://218.56.38.41:41305",
"product_info": "",
"appid": "client_acmd1234_1.0.0",
"auth_code": "FAR3EMEEJIT04HKD",
},
"INTERFACE": "ctp_se",
"TD_FUNC": True,
"MD_FUNC": True,
}
app.config.from_mapping(info)
app.start(log_output=True)
# self.app.subscribe(contract.local_symbol)
def on_init(self, init: bool):
pass
if __name__ == '__main__':
app = CtpBee("test", __name__)
just_use = JustUse("Hi")
info = {
"CONNECT_INFO": {
"userid": "089131",
"password": "******",
"brokerid": "9999",
# "md_address": "tcp://218.202.237.33:10112",
# "td_address": "tcp://218.202.237.33:10102",
"md_address": "tcp://180.168.146.187:10131",
"td_address": "tcp://180.168.146.187:10130",
"product_info": "",
"appid": "simnow_client_test",
"auth_code": "0000000000000000",
},
"INTERFACE": "ctp",
"TD_FUNC": True,
"MD_FUNC": False,
}
app.config.from_mapping(info)
app.add_extension(just_use)
app.start(log_output=False)
# print(tick)
def on_bar(self, bar: BarData) -> None:
pass
def on_contract(self, contract: ContractData):
if contract.symbol == "rb2010":
print(contract)
x = self.action.subscribe(contract.local_symbol)
if __name__ == '__main__':
app = CtpBee("test", __name__, refresh=True)
just_use = JustUse("Hi")
app.config.from_json("config.json")
app.add_extension(just_use)
app.start(log_output=True)
print("one start")
info = {
"CONNECT_INFO": {
"userid": "089131",
"password": "******",
"brokerid": "9999",
"md_address": "tcp://218.202.237.33:10112",
"td_address": "tcp://218.202.237.33:10102",
"product_info": "",
"appid": "simnow_client_test",
"auth_code": "0000000000000000"
},
"INTERFACE": "ctp", # 接口声明
"TD_FUNC": True, # 开启交易功能
for order in self.center.active_orders:
self.action.cancel(order.order_id, order)
def on_trade(self, trade: TradeData) -> None:
if self.init and trade.offset == Offset.OPEN:
self.action.cover(trade.price - 1, 1, trade)
def on_position(self, position: PositionData) -> None:
pass
def on_bar(self, bar: BarData) -> None:
pass
def on_contract(self, contract: ContractData):
# setup the code and subscribe market
# also you can use app.subscribe()
if contract.symbol == "rb2201":
self.action.subscribe(contract.local_symbol)
def on_init(self, init: bool):
print("Init Successful")
self.init = True
if __name__ == '__main__':
app = CtpBee("market", __name__, refresh=True)
example = Main("DailyCTA")
app.config.from_json("config.json")
app.add_extension(example)
app.start(log_output=True)
"CONNECT_INFO": {
"userid": "089131",
"password": "******",
"brokerid": "9999",
"md_address": "tcp://218.202.237.33:10112",
"td_address": "tcp://218.202.237.33:10102",
"product_info": "",
"appid": "simnow_client_test",
"auth_code": "0000000000000000",
},
"INTERFACE": "sim",
"TD_FUNC": True,
"MD_FUNC": True,
}
core_app.config.from_mapping(info)
core_app.add_extension(Me("模拟"))
core_app.start()
print("模拟已经启动")
market_app = CtpBee("market", __name__)
market_app.config.from_mapping({
"CONNECT_INFO": {
"userid": "170874",
"password": "******",
"brokerid": "9999",
"md_address": "tcp://218.202.237.33:10112",
"td_address": "tcp://218.202.237.33:10102",
"product_info": "",
"appid": "simnow_client_test",
"auth_code": "0000000000000000",
},
from ctpbee import CtpbeeApi, CtpBee
from ctpbee.constant import *
class Main(CtpbeeApi):
def on_tick(self, tick: TickData) -> None:
""" """
print(self.center.positions)
def on_bar(self, bar: BarData) -> None:
pass
def on_contract(self, contract: ContractData):
if contract.symbol == "rb2110":
x = self.action.subscribe(contract.local_symbol)
if __name__ == '__main__':
# app = CtpBee("test", __name__, refresh=True)
# just_use = JustUse("Hi")
# app.config.from_json("config.json")
# app.add_extension(just_use)
# app.start(log_output=True)
# print("one start")
market = CtpBee("market", __name__, refresh=True)
main = Main("DailyCTA")
market.config.from_json("config.json")
market.add_extension(main)
market.start(log_output=True)
info = {
"PATTERN": "looper",
"LOOPER": {
"initial_capital": 100000,
"margin_ratio": {
"rb2010.CTP": 0.00003,
},
"commission_ratio": {
"rb2010.CTP": {
"close": 0.00001
},
},
"size_map": {
"rb2010.CTP": 10
}
}
}
app.config.from_mapping(info)
strategy = DoubleMaStrategy("ma")
data_api = DataApi()
data = data_api.get_tick("rb2010",
start_date="2020-04-10",
end_date="2020-07-21",
today=False)
# data = data_support.get_future_min("rb2010.SHFE", frq="1min", start="2019-10-01", end="2020-07-15")
app.add_data(data)
app.add_extension(strategy)
app.start()
result = app.get_result(report=True, auto_open=True)
from ctpbee import CtpBee
from data_pointer.pointer import DataPointer
if __name__ == '__main__':
""" 简单的基于ctpbee的数据发送端 """
app = CtpBee("data_pointer", __name__)
app.config.from_json("data_pointer/config.json")
pointer = DataPointer("origin_pointer", ("10.40.25.15", 12572), "fancy")
app.add_extension(pointer)
app.start()
