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 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)