def new_chart(self) -> None:
""""""
# Filter invalid vt_symbol
vt_symbol = self.symbol_line.text()
if not vt_symbol:
return
if vt_symbol in self.charts:
return
contract = self.main_engine.get_contract(vt_symbol)
if not contract:
return
# Create new chart
self.bgs[vt_symbol] = BarGenerator(self.on_bar)
chart = self.create_chart()
self.charts[vt_symbol] = chart
self.tab.addTab(chart, vt_symbol)
# Query history data
end = datetime.now(get_localzone())
start = end - timedelta(days=5)
self.chart_engine.query_history(vt_symbol, Interval.MINUTE, start, end)
def __init__(self, strategy_engine: StrategyEngine, strategy_name: str,
vt_symbols: List[str], setting: dict):
""""""
super().__init__(strategy_engine, strategy_name, vt_symbols, setting)
self.bgs: Dict[str, BarGenerator] = {}
self.ams: Dict[str, ArrayManager] = {}
self.rsi_data: Dict[str, float] = {}
self.atr_data: Dict[str, float] = {}
self.atr_ma: Dict[str, float] = {}
self.intra_trade_high: Dict[str, float] = {}
self.intra_trade_low: Dict[str, float] = {}
self.targets: Dict[str, int] = {}
self.last_tick_time: datetime = None
# Obtain contract info
for vt_symbol in self.vt_symbols:
def on_bar(bar: BarData):
""""""
pass
self.bgs[vt_symbol] = BarGenerator(on_bar)
self.ams[vt_symbol] = ArrayManager()
self.targets[vt_symbol] = 0
def __init__(self, strategy_engine, strategy_name: str, spread: SpreadData,
setting: dict):
""""""
super().__init__(strategy_engine, strategy_name, spread, setting)
self.bg = BarGenerator(self.on_spread_bar)
self.am = ArrayManager()
def __init__(self, strategy_engine: StrategyEngine, strategy_name: str,
vt_symbols: List[str], setting: dict):
""""""
super().__init__(strategy_engine, strategy_name, vt_symbols, setting)
self.bgs: Dict[str, BarGenerator] = {}
self.last_tick_time: datetime = None
# Obtain contract info
for vt_symbol in self.vt_symbols:
symbol, exchange = extract_vt_symbol(vt_symbol)
if "C" in symbol:
self.call_symbol = vt_symbol
_, strike_str = symbol.split("-C-") # For CFFEX/DCE options
self.strike_price = int(strike_str)
elif "P" in symbol:
self.put_symbol = vt_symbol
else:
self.futures_symbol = vt_symbol
def on_bar(bar: BarData):
""""""
pass
self.bgs[vt_symbol] = BarGenerator(on_bar)
def get_bar_generator(self, vt_symbol: str):
""""""
bg = self.bar_generators.get(vt_symbol, None)
if not bg:
bg = BarGenerator(self.record_bar)
self.bar_generators[vt_symbol] = bg
return bg
def __init__(self, strategy_engine: StrategyEngine, strategy_name: str,
vt_symbols: List[str], setting: dict):
""""""
super().__init__(strategy_engine, strategy_name, vt_symbols, setting)
self.bgs: Dict[str, BarGenerator] = {}
self.targets: Dict[str, int] = {}
self.last_tick_time: datetime = None
self.spread_count: int = 0
self.spread_data: np.array = np.zeros(100)
# Obtain contract info
self.leg1_symbol, self.leg2_symbol = vt_symbols
def on_bar(bar: BarData):
""""""
pass
for vt_symbol in self.vt_symbols:
self.targets[vt_symbol] = 0
self.bgs[vt_symbol] = BarGenerator(on_bar)