def main():
preprice = 0
checknum = 0
pretime = ''
t = TApi.tconnect()
time.sleep(3)
t.ReqSettlementInfoConfirm()
while True:
md = getlastmd()
price = md.split('|')[1]
if md.split('|')[5] + md.split('|')[6] <> pretime:
if preprice < price:
checknum = checknum + 1
elif preprice > price:
checknum = checknum - 1
else:
pass
preprice = price
print price, checknum, pretime
if checknum > 3:
t.ReqOrderInsert('cu1311', 0, 1, price, 1)
elif checknum < -2:
t.ReqOrderInsert('cu1311', 0, 0, price, 1)
checknum = cxhactive(checknum, price)
pretime = md.split('|')[5] + md.split('|')[6]
time.sleep(0.5)
def main():
preprice = 0
checknum = 0
pretime = ''
t = TApi.tconnect()
time.sleep(3)
t.ReqSettlementInfoConfirm()
while True:
md = getlastmd()
price = md.split('|')[1]
if md.split('|')[5] + md.split('|')[6] <> pretime:
if preprice < price:
checknum = checknum + 1
elif preprice > price:
checknum = checknum - 1
else:
pass
preprice = price
print price,checknum,pretime
if checknum > 3:
t.ReqOrderInsert('cu1311', 0, 1, price, 1)
elif checknum < -2:
t.ReqOrderInsert('cu1311', 0, 0, price, 1)
checknum = cxhactive(checknum, price)
pretime = md.split('|')[5] + md.split('|')[6]
time.sleep(0.5)
def connect():
config = ConfigParser.ConfigParser()
config.readfp(open('./config/config.cfg'))
traderapi = TApi.MyTraderApi(config.get('ACCOUNT', 'BrokerID'),
config.get('ACCOUNT', 'UserID'),
config.get('ACCOUNT', 'Password'))
traderapi.SubscribePublicTopic(0)
traderapi.SubscribePrivateTopic(0)
traderapi.RegisterFront(config.get('SERVER', 'TServerIP'))
traderapi.Init()
return traderapi
def main():
t = TApi.tconnect()
time.sleep(3)
#t.ReqQryExchange()
while True:
t.qryOrder = []
t.ReqQryOrder()
time.sleep(5)
nowtime = time.strftime("%H:%M:%S", time.localtime(time.time()))
if t.qryOrder <> []:
#print t.qryOrder
for v in t.qryOrder:
if timedelay(v[-1], nowtime) > 5:
t.ReqOrderAction(v[4], v[3])
else:
print "无须撤单", str(nowtime)
time.sleep(0.5)
def main():
t = TApi.tconnect()
time.sleep(3)
config = ConfigParser.ConfigParser()
config.readfp(open('./config/config.cfg'))
profitamount = config.get('ACCOUNT', 'ProfitAmount')
lossamount = config.get('ACCOUNT', 'LossAmount')
cxhinstrument = config.get('ACCOUNT','CXHInstrument')
print cxhinstrument, profitamount, lossamount
while True:
t.ReqQryInvestorPosition()
time.sleep(2)
md = cxh.getlastmd()
price = md.split('|')[1]
buyprice = md.split('|')[-4]
sellprice = md.split('|')[-2]
if t.investorPosition <> []:
#print time.strftime("%H:%M:%S", time.localtime(time.time())),t.investorPosition
for v in t.investorPosition:
#v[1] 2多头 3空头
if v[2] > 0:
positionProfit = v[-1]/v[2]
#print positionProfit
if positionProfit >= profitamount:
lossamount = profitamount
profitamount = profitamount * 2
#print lossamount,profitamount
if positionProfit >= profitamount and v[1] == '2':
t.ReqOrderInsert(cxhinstrument, 3, 1, sellprice, v[2])
elif positionProfit >= profitamount and v[1] == '3':
t.ReqOrderInsert(cxhinstrument, 3, 0, buyprice, v[2])
elif positionProfit < lossamount and v[1] == '2':
t.ReqOrderInsert(cxhinstrument, 3, 1, price, v[2])
elif positionProfit < lossamount and v[1] == '3':
t.ReqOrderInsert(cxhinstrument, 3, 0, price, v[2])
if v[2] == 0:
profitamount = config.get('ACCOUNT', 'ProfitAmount')
lossamount = config.get('ACCOUNT', 'LossAmount')
time.sleep(0.5)
