def setUp(self):
self._instrument = 'au1606'
ticks_df = dict()
lock = Lock()
self._logger = mock.MagicMock()
self._df = DataFrame(columns=['time', 'price', 'volume', 'amount'])
ticks_df[self._instrument] = self._df
self._api = CTPMdApi([self._instrument], ticks_df, lock, self._logger)
def __init__(self, queue, identifiers, frequency):
super(GetBarThread, self).__init__()
self.__queue = queue
self.__identifiers = identifiers
self.__frequency = frequency
self.__nextBarStart = None
self.__nextBarClose = None
self._ticksDf = {}
self.__lock = Lock()
for identifier in self.__identifiers:
self._ticksDf[identifier] = DataFrame(
columns=['time', 'price', 'volume', 'amount'])
self._ctpMdApi = CTPMdApi(self.__identifiers, self._ticksDf,
self.__lock, logger)
#self._ctpMdApi.login("tcp://222.66.97.241:41213", '9017811', '123456', '7070')
self._ctpMdApi.login("tcp://180.168.212.228:41213", "simnow申请",
"simnow申请", "9999")
#self._ctpMdApi.login("tcp://211.144.195.163:34505", "", "", "")
self.__updateNextBarClose()
