Exemple #1
0
    def init(self, username: str = "", password: str = "") -> bool:
        """"""
        if self.inited:
            return True

        if username and password:
            self.username = username
            self.password = password

        if not self.username or not self.password:
            return False

        try:
            rqdata_init(
                self.username,
                self.password,
                ("rqdatad-pro.ricequant.com", 16011),
                use_pool=True,
                max_pool_size=1
            )

            df = rqdata_all_instruments()
            self.symbols = df["order_book_id"].values
        except (RuntimeError, AuthenticationFailed):
            return False

        self.inited = True
        return True
Exemple #2
0
    def init(self, username="", password=""):
        """"""
        if self.inited:
            return True

        if username and password:
            self.username = username
            self.password = password

        if not self.username or not self.password:
            return False

        rqdata_init(
            self.username,
            self.password,
            ('rqdatad-pro.ricequant.com', 16011),
            use_pool=True,
        )

        try:
            df = rqdata_all_instruments()
            for ix, row in df.iterrows():
                self.symbols.add(row['order_book_id'])
        except (RuntimeError, AuthenticationFailed):
            return False

        self.inited = True
        return True
Exemple #3
0
    def init(self, username: str = "", password: str = "") -> bool:
        """"""
        if self.inited:
            return True

        if username and password:
            self.username = username
            self.password = password

        if not self.username or not self.password:
            return False

        try:
            rqdata_init(self.username,
                        self.password, ('rqdatad-pro.ricequant.com', 16011),
                        use_pool=True,
                        max_pool_size=3)

            df = rqdata_all_instruments()
            for ix, row in df.iterrows():
                self.symbols.add(row['order_book_id'])

            temp = rqdata_get_price('000001.XSHE',
                                    start_date='2015-04-01',
                                    end_date='2015-04-01',
                                    frequency='15m')
            print('get_price', temp)
        except (RuntimeError, AuthenticationFailed):
            print('rqdata error')
            return False

        self.inited = True
        return True
Exemple #4
0
    def init(self):
        """"""
        if self.inited:
            return True

        if not self.username or not self.password:
            return False

        rqdata_init(self.username, self.password,
                    ('rqdatad-pro.ricequant.com', 16011))

        try:
            df = rqdata_all_instruments(date=datetime.now())
            for ix, row in df.iterrows():
                self.symbols.add(row['order_book_id'])
        except RuntimeError:
            return False

        self.inited = True
        return True