def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__(main_engine, event_engine, APP_NAME)
self.trade_slippage: int = 0
self.timer_interval: int = 3
self.instant_trade: bool = False
self.order_count: int = 100000
self.timer_count: int = 0
self.active_orders: Dict[str, Dict[str, OrderData]] = {}
self.gateway_map: Dict[str, str] = {}
self.ticks: Dict[str, TickData] = {}
self.positions: Dict[Tuple[str, Direction], PositionData] = {}
# Patch main engine functions
self._subscribe = main_engine.subscribe
self._query_history = main_engine.query_history
main_engine.subscribe = self.subscribe
main_engine.query_history = self.query_history
main_engine.send_order = self.send_order
main_engine.cancel_order = self.cancel_order
self.load_setting()
self.load_data()
self.register_event()
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__()
self.main_engine = main_engine
self.event_engine = event_engine
self.rm_engine = main_engine.get_engine(APP_NAME)
self.init_ui()
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
super().__init__()
self.main_engine = main_engine
self.event_engine = event_engine
self.recorder_engine = main_engine.get_engine(APP_NAME)
self.init_ui()
self.register_event()
self.recorder_engine.put_event()
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__()
self.main_engine = main_engine
self.event_engine = event_engine
self.chart_engine: ChartWizardEngine = main_engine.get_engine(APP_NAME)
self.bgs: Dict[str, BarGenerator] = {}
self.charts: Dict[str, ChartWidget] = {}
self.init_ui()
self.register_event()
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
super(CtaManager, self).__init__()
self.main_engine = main_engine
self.event_engine = event_engine
self.cta_engine = main_engine.get_engine(APP_NAME)
self.managers = {}
self.init_ui()
self.register_event()
self.cta_engine.init_engine()
self.update_class_combo()
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__()
self.main_engine: MainEngine = main_engine
self.event_engine: EventEngine = event_engine
self.strategy_engine: StrategyEngine = main_engine.get_engine(APP_NAME)
self.managers: Dict[str, StrategyManager] = {}
self.init_ui()
self.register_event()
self.strategy_engine.init_engine()
self.update_class_combo()
def __init__(self, main_engine: MainEngine, event_engine: EventEngine):
""""""
super().__init__()
self.main_engine = main_engine
self.event_engine = event_engine
self.backtester_engine = main_engine.get_engine(APP_NAME)
self.class_names = []
self.settings = {}
self.target_display = ""
self.init_ui()
self.register_event()
self.backtester_engine.init_engine()
self.init_strategy_settings()
self.load_backtesting_setting()
SETTINGS["log.console"] = True # 打印信息到终端.
binance_settings = {
"key": "xx",
"secret": "xxx",
"session_number": 3,
"proxy_host": "127.0.0.1",
"proxy_port": 1087
}
if __name__ == "__main__":
SETTINGS["log.file"] = True
event_engine = EventEngine() # 初始化事件引擎
main_engine = MainEngine(event_engine) # 初始化主引擎
main_engine.add_gateway(BinanceGateway) # 添加cta策略的app
cta_engine: CtaEngine = main_engine.add_app(CtaStrategyApp)
# 添加cta引擎, 实际上就是初始化引擎。
main_engine.write_log("主引擎创建成功")
log_engine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
main_engine.connect(binance_settings, "BINANCE")
main_engine.write_log("连接BINANCE接口")
sleep(10) # 稍作等待策略启动完成。
def main():
""""""
qapp = create_qapp()
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinanceGateway)
main_engine.add_gateway(BinancesGateway)
main_engine.add_app(CtaStrategyApp)
main_engine.add_app(CtaBacktesterApp)
main_engine.add_app(DataManagerApp)
main_engine.add_app(AlgoTradingApp)
main_engine.add_app(DataRecorderApp)
main_engine.add_app(RiskManagerApp)
main_engine.add_app(SpreadTradingApp)
main_window = MainWindow(main_engine, event_engine)
main_window.showMaximized()
qapp.exec()
interval=Interval(interval),
start=start,
end=end)
data = gate_way.query_history(req)
print("start12_end13", data)
if __name__ == "__main__":
"""
for crawling data from Binance exchange.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinanceGateway) # spot
# main_engine.add_gateway(BinancesGateway) # future
main_engine.connect(binance_setting, "BINANCE") # spot
# main_engine.connect(binances_setting, "BINANCES") # future
sleep(3)
main_engine.write_log("连接BINANCE接口") # spot
# main_engine.write_log("连接BINANCES接口") # future
gate_way = main_engine.get_gateway("BINANCE") # spot
# gate_way = main_engine.get_gateway("BINANCES") # future
print(gate_way)
symbol = "btcusdt" # spot for lower case while the future will be upper case.
def run():
"""
Running in the child process.
"""
SETTINGS["log.file"] = True
event_engine = EventEngine()
main_engine = MainEngine(event_engine)
main_engine.add_gateway(BinancesGateway)
main_engine.add_gateway(BinanceGateway)
# cta_engine = main_engine.add_app(CtaStrategyApp)
cta_engine: CtaEngine = main_engine.add_app(CtaStrategyApp)
main_engine.write_log("主引擎创建成功")
# log_engine = main_engine.get_engine("log")
log_engine: LogEngine = main_engine.get_engine("log")
event_engine.register(EVENT_CTA_LOG, log_engine.process_log_event)
main_engine.write_log("注册日志事件监听")
# main_engine.connect(binances_setting, "BINANCES") # 连接合约的
main_engine.connect(binance_setting, "BINANCE") # 连接现货的
main_engine.write_log("连接接口成功")
sleep(10)
cta_engine.init_engine()
main_engine.write_log("CTA策略初始化完成")
cta_engine.init_all_strategies()
sleep(60) # Leave enough time to complete strategy initialization
main_engine.write_log("CTA策略全部初始化")
cta_engine.start_all_strategies()
main_engine.write_log("CTA策略全部启动")
while True:
sleep(10)