def main():
market_channel = grpc.insecure_channel('113.208.112.25:57600')
market_stub = broker_pb2_grpc.MarketDataStub(market_channel)
pool = Pool(processes=200)
broker = Broker(25, 'qWC6G7nao', '113.208.112.25:57502')
data = market_stub.subscribe(common_pb2.Empty())
try:
i = 0
for item in data:
# print('before')
all_instrument_dict = instrument_parser(
item, ['A001.PSE', 'A002.PSE', 'B001.PSE', 'B002.PSE'])
for sym in ['A001.PSE', 'A002.PSE', 'B001.PSE', 'B002.PSE']:
long_points_ave[sym].append(
all_instrument_dict[sym]['deliver_price'])
short_points_ave[sym].append(
all_instrument_dict[sym]['deliver_price'])
if i % 15 == 14:
# print('in')
account_detail = position_order_parser(broker.GET_TRADER())
tasks = []
for ticker in ['A001.PSE', 'A002.PSE', 'B001.PSE', 'B002.PSE']:
long_ave = np.mean(long_points_ave[ticker])
short_ave = np.mean(short_points_ave[ticker])
tasks.extend(
task_generator(account_detail, all_instrument_dict,
ticker, long_ave, short_ave))
t0 = time.time()
print(len(tasks))
if not tasks:
pass
else:
results = pool.map_async(order_on_task, tasks)
results.wait(timeout=1.5)
# pool.close()
print(time.time() - t0)
print(account_detail['time_stamp'])
i += 1
# print('out')
except KeyboardInterrupt:
print('Program stop by keyboardinterupt')
def __init__(self):
channel = grpc.insecure_channel(market_ip_port)
self.stub = broker_pb2_grpc.MarketDataStub(channel)
import os
import numpy as np
from time import ctime, sleep, time_ns
import tradingObjects
"""
配置背景参数。
"""
ID = 3
PIN = 'jY0RyHyK9'
CHANNEL_BROKER = grpc.insecure_channel('113.208.112.25:57503')
CHANNEL_DATA = grpc.insecure_channel('113.208.112.25:57600')
broker_stub = broker_pb2_grpc.BrokerStub(CHANNEL_BROKER)
data_stub = broker_pb2_grpc.MarketDataStub(CHANNEL_DATA)
#//创建客户端
data_stream = data_stub.subscribe(
broker_pb2.TraderRequest(trader_id=ID, trader_pin=PIN))
#//获取行情流对象
api.set_stub(broker_stub, data_stub)
api.set_stream(data_stream)
#//设置api客户端
def initStrategy(runtime):
"""
初始化策略。
"""
"""
Const
"""
ID = 33
PIN = 'jY0RyHyK9'
"""
创建客户端
"""
#Create channel
broker_channel = grpc.insecure_channel('113.208.112.25:57503')
data_channel = grpc.insecure_channel('113.208.112.25:57600')
#create stub
broker_stub = broker_pb2_grpc.BrokerStub(broker_channel)
md_stub = broker_pb2_grpc.MarketDataStub(data_channel)
api.set_stub(broker_stub, md_stub)
"""
Demo: 下单
"""
TraderRequest_new_order = broker_pb2.TraderRequest(trader_id=ID,
trader_pin=PIN,
request_type=0,
order_id=0,
side=0,
symbol='A000.PSE',
volume=1,
is_market=True,
pos_type=1)
TraderRequest_new_order_test = proto_wrapper.TraderRequest_new_order(