def run():
print "start dualcross"
client = DualCross()
BfRun(client,
clientId=client.clientId,
tickHandler=client.tickHandler,
tradeHandler=client.tradeHandler,
logHandler=client.logHandler,
symbol=client.symbol,
exchange=client.exchange)
self.CntBar[symbol][period_key].period = self.PERIOD[period_key]
self.CntBar[symbol][period_key].actionDate = dt.datetime.strftime(
dt_bar[period_key], "%Y%m%d")
self.CntBar[symbol][period_key].barTime = dt.datetime.strftime(
dt_bar[period_key], "%H:%M:%S")
self.CntBar[symbol][period_key].openPrice = self.CntBar[symbol][
'M01'].openPrice
self.CntBar[symbol][period_key].highPrice = self.CntBar[symbol][
'M01'].highPrice
self.CntBar[symbol][period_key].lowPrice = self.CntBar[symbol][
'M01'].lowPrice
self.CntBar[symbol][period_key].closePrice = self.CntBar[symbol][
'M01'].closePrice
self.CntBar[symbol][period_key].volume = self.CntBar[symbol][
'M01'].volume
self.CntBar[symbol][period_key].openInterest = self.CntBar[symbol][
'M01'].openInterest
self.CntBar[symbol][period_key].lastVolume = self.CntBar[symbol][
'M01'].lastVolume
if __name__ == '__main__':
client = DataRecorder_Multi()
BfRun(client,
clientId=client.clientId,
tickHandler=client.tickHandler,
tradeHandler=client.tradeHandler,
logHandler=client.logHandler,
symbol=client.symbol,
exchange=client.exchange)