Example #1
0
def lts_test(tday, name='lts_test'):
    logging.basicConfig(
        filename="lts_" + name + ".log",
        level=logging.DEBUG,
        format=
        '%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s'
    )
    trader_cfg = LTS_SO_TRADER
    user_cfg = LTS_SO_USER
    agent_name = name
    insts = [
        "510180", "510050", "11000011", "11000016", "11000021", "11000026",
        "11000031", "11000036"
    ]
    strat_cfg = {'strategies': [], \
                 'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
                 'daily_data_days':0, \
                 'min_data_days':0 }
    myagent = lts_api.create_agent(agent_name, user_cfg, trader_cfg, insts,
                                   strat_cfg, tday)
    try:
        myagent.resume()

        # position/trade test
        myagent.positions['510050'].pos_tday.long = 2
        myagent.positions['510050'].pos_tday.short = 2
        #myagent.positions['cu1502'].pos_yday.long  = 0
        #myagent.positions['cu1502'].pos_yday.short = 0

        myagent.positions['510050'].re_calc()
        myagent.positions['510050'].re_calc()

        valid_time = myagent.tick_id + 10000
        etrade = order.ETrade(['510050'], [1], [OPT_LIMIT_ORDER], 2.50, [0],
                              valid_time, 'test', myagent.name)
        myagent.submit_trade(etrade)
        myagent.process_trade_list()

        #myagent.tick_id = valid_time - 10
        #for o in myagent.positions['cu1501'].orders:
        #o.on_trade(2000,o.volume,141558400)
        #o.on_trade(2010,1,141558500)
        myagent.process_trade_list()
        myagent.positions['510050'].re_calc()
        myagent.positions['510050'].re_calc()

        #while 1: time.sleep(1)
    except KeyboardInterrupt:
        myagent.mdapis = []
        myagent.trader = None
Example #2
0
def test_main(tday=datetime.date.today()):
    logging.basicConfig(filename="test_lts_agent.log",level=logging.INFO,format='%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s')
    app_name = 'lts_agent'
    insts = ['510050', '510050C1502M02500', '510050P1502M02500']
    strategies = []
    trader_cfg = LTS_SO_TRADER
    user_cfg = LTS_SO_USER
    strat_cfg = {'strategies': strategies, \
                 'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
                 'daily_data_days':0, \
                 'min_data_days':0 }
    myagent = lts_api.create_agent(app_name, user_cfg, trader_cfg, insts, strat_cfg, tday)
    try:
        myagent.resume()
    except KeyboardInterrupt:
        myagent.mdapis = []; myagent.trader = None
Example #3
0
def lts_test(tday, name='lts_test'):
    logging.basicConfig(filename="lts_" + name + ".log",level=logging.DEBUG,format='%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s')
    trader_cfg = LTS_SO_TRADER
    user_cfg = LTS_SO_USER
    agent_name = name
    insts = [ "510180", "510050", "11000011", "11000016", "11000021", "11000026", "11000031", "11000036"]
    strat_cfg = {'strategies': [], \
                 'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
                 'daily_data_days':0, \
                 'min_data_days':0 }
    myagent = lts_api.create_agent(agent_name, user_cfg, trader_cfg, insts, strat_cfg, tday)
    try:
        myagent.resume()

# position/trade test        
        myagent.positions['510050'].pos_tday.long  = 2
        myagent.positions['510050'].pos_tday.short = 2
        #myagent.positions['cu1502'].pos_yday.long  = 0
        #myagent.positions['cu1502'].pos_yday.short = 0
        
        myagent.positions['510050'].re_calc()
        myagent.positions['510050'].re_calc()        
        
        valid_time = myagent.tick_id + 10000
        etrade =  order.ETrade( ['510050'], [1], [OPT_LIMIT_ORDER], 2.50, [0], valid_time, 'test', myagent.name)
        myagent.submit_trade(etrade)
        myagent.process_trade_list() 
        
        #myagent.tick_id = valid_time - 10
        #for o in myagent.positions['cu1501'].orders:
            #o.on_trade(2000,o.volume,141558400)
            #o.on_trade(2010,1,141558500)
        myagent.process_trade_list() 
        myagent.positions['510050'].re_calc()
        myagent.positions['510050'].re_calc()
        
        #while 1: time.sleep(1)
    except KeyboardInterrupt:
        myagent.mdapis = []; myagent.trader = None
Example #4
0
def test_main(tday=datetime.date.today()):
    logging.basicConfig(
        filename="test_lts_agent.log",
        level=logging.INFO,
        format=
        '%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s'
    )
    app_name = 'lts_agent'
    insts = ['510050', '510050C1502M02500', '510050P1502M02500']
    strategies = []
    trader_cfg = LTS_SO_TRADER
    user_cfg = LTS_SO_USER
    strat_cfg = {'strategies': strategies, \
                 'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
                 'daily_data_days':0, \
                 'min_data_days':0 }
    myagent = lts_api.create_agent(app_name, user_cfg, trader_cfg, insts,
                                   strat_cfg, tday)
    try:
        myagent.resume()
    except KeyboardInterrupt:
        myagent.mdapis = []
        myagent.trader = None