import json
from ctpapi import MyMdApi, MyTradeApi, ApiStruct
from ctpapi import q_depth_market_data, q_rtn_trade, q_rtn_order, q_positions, q_server_info
from getaccount import getAccountinfo
from function import load_data_from_file, get_k_line_column, get_last_k_line, load_data_from_server, be_apart_from
from myfunction import HLV, HHV, LLV, MID, cross, CROSS
from tickToBar import tickToBar, q_bar
from awpConstant import *
from tnlog import Logger
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('simnow24_ctp.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(r'.\conf\simnowstd_ctp.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('CTP_tgjy_thm.json')
BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(
'.\conf\simnowstd_ctp.json')
strategy_name = 'dingdangNo6'
q_signals = Queue()
inst = 'rb1905'
granularity = 780
def initData():
pass
def makeMdUser():
pass
# -*- coding: utf-8 -*-
# this is for pypy
import queue
from utils.vtObject import VtTickData
from models import Utils
from models.initialize import logger
from function import load_data_from_server, get_k_line_column, ma, cross, be_apart_from
from ctp.futures import ApiStruct, MdApi, TraderApi
from getaccount import getAccountinfo
from tickToBar import tickToBar, q_bar
BROKER_ID, INVESTOR_ID, PASSWORD, ADDRESS_MD, ADDRESS_TD = getAccountinfo(
'simnow24_ctp.json')
__author__ = 'James Iter'
__date__ = '2018/8/27'
__contact__ = '*****@*****.**'
__copyright__ = '(c) 2018 by James Iter.'
q_depth_market_data = queue.Queue()
granularity = 180
inst = ['rb1901']
def init_data():
global data
import time
import json
from ctpapi import MyMdApi, MyTradeApi, ApiStruct
from ctpapi import q_depth_market_data, q_rtn_trade, q_rtn_order, q_positions, q_server_info
from getaccount import getAccountinfo
from function import load_data_from_file, get_k_line_column, get_last_k_line, load_data_from_server, be_apart_from
from myfunction import HLV, HHV, LLV, MID, cross, CROSS
from tickToBar import tickToBar, q_bar
from awpConstant import *
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('simnow24_ctp.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(r'.\conf\simnowstd_ctp.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('CTP_tgjy_thm.json')
BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(
'.\conf\dfqhthm_ctp.json')
q_signals = Queue()
granularity = 780
serverport = 'http://192.168.1.15:8008'
# serverport = 'http://192.168.1.19:8008'
bars = dict()
data_path = r'./data/bar/rb/'
# barss = load_data_from_server(server_base=serverport, instruments_id=inst, granularity=granularity)
bars = load_data_from_file(instruments_id=inst,
granularities='780',
data_source_dir=data_path)
from tickToBar import tickToBar, q_bar # from myfunction import LLV, HHV from tnlog import Logger from Constant import LOGS_DIR from myfunction import HHV, LLV, cross, MID, HLV from emailNotify import mailsender import queue from getaccount import getAccountinfo BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(r'D:\qhreal\test\conf\dfqh_ctp_zjy.json') inst = 'rb1905' granularity = 180 bars = dict() data_path = r'./data/bar/rb/' # barss = load_data_from_server(server_base=serverport, instruments_id=inst, granularity=granularity) bars = load_data_from_file_v2(instruments_id=inst, granularities='180', data_source_dir=data_path) barinterval = inst + '_' + str(granularity) bardatafile = data_path + barinterval + '.json'
from getaccount import getAccountinfo
from function import load_data_from_file, get_k_line_column, get_last_k_line, load_data_from_server, be_apart_from
from myfunction import HLV, HHV, LLV, MID, cross, CROSS
from tickToBar import tickToBar, q_bar
from Constant import LOGS_DIR
s = S = ApiStruct.D_Sell
b = B = ApiStruct.D_Buy
k = K = ApiStruct.OF_Open
p = P = ApiStruct.OF_Close
pj = PJ = ApiStruct.OF_CloseToday
pz = PZ = ApiStruct.OF_CloseYesterday
BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(
r'D:\qhreal\test\conf\simnow24_ctp.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(r'.\conf\simnowstd_ctp.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('CTP_tgjy_thm.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('.\conf\dfqhthm_ctp.json')
q_signals = Queue()
inst = 'rb1905'
granularity = 780
barinterval = inst + '_' + str(granularity)
serverport = 'http://192.168.1.15:8008'
# serverport = 'http://192.168.1.19:8008'
bars = dict()
data_path = r'./data/bar/rb/'
def tradingRecorder(account):
#accont 为ctp账号文件
try:
BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(
account)
except:
print('account file error of not existing... quit!')
return
global lastErrorID
today = datetime.now().strftime("%Y-%m-%d")
logfilename = BROKER_ID + '_' + INVESTOR_ID + '_交易日志' + str(today) + '.log'
# log = Logger(logfilename=logfilename)
# config = incept_config()
# load_data_from_file()
# init_k_line_pump()
#
# workdays = TradingPeriod.get_workdays(begin=config['begin'], end=config['end'])
# workdays_exchange_trading_period_by_ts = \
# TradingPeriod.get_workdays_exchange_trading_period(
# _workdays=workdays, exchange_trading_period=EXCHANGE_TRADING_PERIOD)
#
# if workdays_exchange_trading_period_by_ts.has_key(today):
# trading_period_by_ts = workdays_exchange_trading_period_by_ts[today]
# else:
# print('Not trading day, return to system.')
# return
# T['TE_RESUME'] = 'int' # 流重传方式
# TERT_RESTART = 0 # 从本交易日开始重传
# TERT_RESUME = 1 # 从上次收到的续传
# TERT_QUICK = 2 # 只传送登录后的流内容
# 登录行情服务器
# md = MyMdApi(instruments=inst, broker_id=BROKER_ID, investor_id=INVESTOR_ID, password=PASSWORD)
# md.Create(INVESTOR_ID + "data")
# md.RegisterFront(ADDR_MD)
# md.Init()
print(('-' * 50))
td = MyTradeApi(broker_id=BROKER_ID,
investor_id=INVESTOR_ID,
passwd=PASSWORD)
td.Create(LOGS_DIR + INVESTOR_ID + "_trader")
td.RegisterFront(ADDR_TD)
td.SubscribePublicTopic(0)
td.SubscribePrivateTopic(0)
td.Init()
# dt = td.getTradingday()
# 初始化日志文件
with open(logfilename, 'w') as f:
print('initializing log file.')
# td. Release()
# td.ReqUserlogout()
# tt = getPos(td,strategy_inst)
# print tt
while True:
# td.fetch_investor_position_detail('SM905')
if not q_server_info.empty():
info = q_server_info.get()
# print info.ErrorID
lastErrorID = info.ErrorID
print('the last ErrorID is: ', lastErrorID, INVESTOR_ID, BROKER_ID)
if lastErrorID != 0:
# print 'release the api...'
# td.Release()
print('reconnect the trading server.')
del td
td = MyTradeApi(broker_id=BROKER_ID,
investor_id=INVESTOR_ID,
passwd=PASSWORD)
td.Create(LOGS_DIR + INVESTOR_ID + "_trader")
td.RegisterFront(ADDR_TD)
td.SubscribePublicTopic(0)
td.SubscribePrivateTopic(0)
# td.ReqUserLogout()
td.Init()
sleep(60)
if not q_rtn_order.empty():
rtn_order = q_rtn_order.get()
print(rtn_order.OrderRef, rtn_order, '\n')
print(rtn_order.InstrumentID,
rtn_order.Direction,
rtn_order.CombOffsetFlag,
rtn_order.LimitPrice,
rtn_order.VolumeTotalOriginal,
rtn_order.OrderSubmitStatus,
rtn_order.VolumeTraded,
rtn_order.VolumeTotal,
rtn_order.InsertTime,
end=' ')
orderList.append(rtn_order), '\n'
if len(orderList) > 0:
with open(logfilename, 'a') as f:
for ord in orderList[:]:
f.writelines(str(ord) + '\n')
orderList.remove(ord)
# f.writelines(json.dumps(ord, ensure_ascii=False) + '\n')
if not q_rtn_trade.empty():
rtn_trade = q_rtn_trade.get()
print(rtn_trade)
# from myfunction import LLV, HHV
from tnlog import Logger
from Constant import LOGS_DIR
from myfunction import HHV, LLV, cross, MID, HLV
import queue
from getaccount import getAccountinfo
# today = datetime.now().strftime('%Y-%m-%d')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('simnow24_ctp.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('zrhx_ctp.json')
BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(
'CTP_tgjy_thm.json')
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(r'./conf/dfqhthm_ctp.json')
lastErrorID = 10
strategy_inst = ''
orderList = list()
class traderRecorder(MyTradeApi):
def traderRecord(self):
pass
def getPos(tradespi, inst=strategy_inst):
if tradespi is None or inst is None:
return 0
# from myfunction import LLV, HHV
from tnlog import Logger
from Constant import LOGS_DIR
from myfunction import HHV, LLV, cross, MID, HLV
from emailNotify import mailsender
import queue
from getaccount import getAccountinfo
# BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('conf\simnowstd_ctp.json')
BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo(
r'conf\tgjy_ctp_chenmei.json')
inst = 'rb1910'
granularity = 180
bars = dict()
data_path = r'./data/bar/rb/'
# serverport = r'http://bar.awpy.tk:8008'
# barss = load_data_from_server(server_base=serverport, instruments_id=inst, granularity=granularity)
bars = load_data_from_file_v2(instruments_id=inst,
granularities='180',
data_source_dir=data_path)
barinterval = inst + '_' + str(granularity)
# bars[barinterval] = bars
# bardatafile = data_path + barinterval + '.json'
# cfgfile = 'meythm.ac'
# import shelve
# acinfo = shelve.open(cfgfile)
# # BROKER_ID = acinfo['BROKER_ID']
# BROKER_ID = '7030'
# INVESTOR_ID = acinfo['INVESTOR_ID']
# PASSWORD = acinfo['PASSWORD']
# ADDR_MD = acinfo['ADDR_MD']
# ADDR_TD = acinfo['ADDR_TRADE']
# acinfo.close()
from getaccount import getAccountinfo
BROKER_ID, INVESTOR_ID, PASSWORD, ADDR_MD, ADDR_TD = getAccountinfo('ctp_zrhx.json')
period = 900
inst = [u'rb1901']
# inst = [u'AP901']
strategy_inst = inst[0]
strategy_period = 900
single_volume = 1
grid = 40
step = 3
def Strategy_fairy_std():
