def write(self, obj):
filename = ''
if isinstance(obj,TickData):
filename = '{}_{}.tick'.format(obj.code,current_date_string())
if isinstance(obj,BarData):
filename = '{}_{}_{}.bar'.format(obj.code,current_date_string(),obj.cycle)
filepath = os.path.join(self.path,filename)
text = obj.json()
fp = open(filepath,'a+')
fp.write(text+'\n')
fp.close()
def siglog_print(self,*args,**kwargs):
message =''
for s in args:
message += '{} '.format(s)
if kwargs:
message += ' '
for k,v in kwargs.items():
message+= "{}={} ,".format(k ,v)
print message
if not self.sig_log:
curdate = current_date_string()
name = os.path.join(PWD, 'sig-{}-{}.txt'.format(self.id, curdate))
self.sig_log = open(name, 'w')
self.sig_log.write(message)
self.sig_log.write('\n')
self.sig_log.flush()
self.pub_log_trade.publish_or_produce(message)
self.log_print(title='Signal',message = message)
if not self.order_enable:
return
def main():
strategy_id ='AJ_Test1'
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host='192.168.1.252')
# 策略控制器
stbase.controller.init('z:/ams/tdx')
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('TDX'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
market = TDX_StockMarket().init(**conn_url.dict())
# 添加行情记录器
market.setupRecorder( strecoder.MarketMongoDBRecorder(db_prefix='TDX_'+current_date_string(), host='192.168.1.252')) # 安裝行情記錄器
# 装备行情对象到股票产品
stbase.stocks.setupMarket(market)
# 初始化交易对象
trader = TDX_StockTrader().init(**conn_url.dict())
stbase.stocks.setupTrader(trader)
# 初始化策略对象
strategy = MyStrategy(strategy_id,stbase.stocks).init()
#设置策略日志对象
strategy.getLogger().addAppender(strecoder.StragetyLoggerMongoDBAppender(db_prefix='{}_'.format(strategy_id)+current_date_string()+"_",host='192.168.1.252'))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
stbase.controller.run()
def main():
onInit()
from mantis.sg.fisher.stutils import get_trade_database_name
# 初始化系统参数控制器
paramctrl = stbase.MongoParamController()
paramctrl.open(host=mongodb_host, dbname=get_trade_database_name())
# 策略控制器
stbase.controller.init('./tdx')
# 添加运行日志处理
stbase.controller.getLogger().addAppender(stbase.FileLogAppender('TDX'))
stbase.controller.setParamController(paramctrl)
param = paramctrl.get(strategy_id) # 读取指定策略id的参数
conn_url = paramctrl.get_conn_url(param.conn_url) # 读取策略相关的交易账户信息
# 初始化行情对象
market = TDX_StockMarket().init(**conn_url.dict())
# 添加行情记录器
market.setupRecorder(
strecoder.MarketMongoDBRecorder(db_prefix='TDX_' +
current_date_string(),
host=mongodb_host)) # 安裝行情記錄器
# 装备行情对象到股票产品
stbase.stocks.setupMarket(market)
# 初始化交易对象
# trader = TDX_StockTrader().init(**conn_url.dict())
# stbase.stocks.setupTrader(trader)
# 初始化策略对象
strategy = StrategyMarketRecorder(strategy_id, stbase.stocks).init()
#设置策略日志对象
# strategy.getLogger().addAppender(strecoder.StragetyLoggerMongoDBAppender(db_prefix='{}_'.format(strategy_id)+current_date_string()+"_",host=mongodb_host))
# 添加策略到 控制器
stbase.controller.addStrategy(strategy)
# 控制器运行
stbase.controller.run()