def main():
txdates = get_date_list("20200101")# ["20200113","20200114","20200115",]
tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi()
tradespi=CTradeSpi(tradeapi)
tradeapi.RegisterSpi(tradespi)
tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK)
tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK)
FrontAddr1="tcp://222.66.192.247:43205"#"tcp://180.168.146.187:10100"
Userid ="60039860"
tradeapi.RegisterFront(FrontAddr1.encode('ascii', 'ignore'))
tradeapi.Init()
time.sleep(15)
#qryinfofield.TradingDay="20200113"
lv_reqid = 40000
txdates = ["20200113","20200117"]
for dt in txdates:
#print "before"
lv_reqid += 1
tradespi.ReqQryHist(dt,lv_reqid)
time.sleep(6)
#print "after"
#print dt
time.sleep(30)
rst = tradespi.allsettle
filehandler = open("./tx1.pkl", 'w')
pickle.dump(rst, filehandler)
def main():
tradeapi = api.CThostFtdcTraderApi_CreateFtdcTraderApi()
tradespi = CTradeSpi(tradeapi, BROKERID, USERID, PASSWORD, AppID, AuthCode)
tradeapi.RegisterFront(FrontAddr)
tradeapi.RegisterSpi(tradespi)
tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK)
tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK)
tradeapi.Init()
tradeapi.Join()
def main(): tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi() tradespi=CTradeSpi(tradeapi) tradeapi.RegisterFront(FrontAddr) tradeapi.RegisterSpi(tradespi) tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK) tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK) tradeapi.Init() tradeapi.Join()
def __init__(self):
tdapi.CThostFtdcTraderSpi.__init__(self)
self.api = tdapi.CThostFtdcTraderApi_CreateFtdcTraderApi()
self.login = False
self.lock = False # 锁机制，用于确保系统前后操作，下单超过1秒废单
self.position = None
self.positionCache = {}
self.account = {}
self.contract = {}
self.orderList = []
def main():
tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi()
tradespi=CTradeSpi(tradeapi)
tradeapi.RegisterFront("tcp://180.168.146.187:10000")
#tradeapi.RegisterFront("tcp://180.168.146.187:10030")
tradeapi.RegisterSpi(tradespi)
tradeapi.SubscribePrivateTopic(api.THOST_TERT_RESUME)
tradeapi.SubscribePublicTopic(api.THOST_TERT_RESUME)
tradeapi.Init()
tradeapi.Join()
def main():
tradeapi = api.CThostFtdcTraderApi_CreateFtdcTraderApi()
tradespi = CTradeSpi(tradeapi, BROKERID, USERID, PASSWORD, AppID, AuthCode)
tradeapi.RegisterFront(FrontAddr)
tradeapi.RegisterSpi(tradespi)
tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK)
tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK)
tradeapi.Init()
time.sleep(10)
ReqQryInstrument(tradeapi)
# ReqQryInvestorPosition(tradeapi, BROKERID, USERID, "IF2012")
tradeapi.Join()
def main():
tradeapi = api.CThostFtdcTraderApi_CreateFtdcTraderApi()
tradespi = CTradeSpi(tradeapi)
loginfield = api.CThostFtdcReqUserLoginField()
loginfield.BrokerID = "8000"
loginfield.UserID = "000005"
loginfield.Password = "******"
loginfield.UserProductInfo = "python dll"
tradeapi.RegisterFront("tcp://172.19.125.39:39233")
tradeapi.RegisterSpi(tradespi)
tradeapi.SubscribePrivateTopic(api.THOST_TERT_RESUME)
tradeapi.SubscribePublicTopic(api.THOST_TERT_RESUME)
tradeapi.Init()
time.sleep(2)
tradeapi.ReqUserLogin(loginfield, 0)
tradeapi.Join()
def main():
reqid = 0
tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi()
tradespi=CTradeSpi(tradeapi)
tradeapi.RegisterSpi(tradespi)
tradeapi.SubscribePrivateTopic(api.THOST_TERT_QUICK)
tradeapi.SubscribePublicTopic(api.THOST_TERT_QUICK)
tradeapi.RegisterFront(FrontAddr)
tradeapi.Init()
time.sleep(15)
global ct
str1 = ""
print("hello")
for str in ct:
str1= str1+str
print str1
save_file("./order.txt",u'{}\n'.format(str1))
async def 启动程序(账户data):
global CTP用户名对应实例和登陆名,myqueue
CTP用户名对应实例和登陆名={}
myqueue=janus.Queue()
while True:
#每个CTP账户实例遍历,建立spi和api实例
for x in 账户data:
if 账户data[x] is None:
账户data[x]=[list(x[1:3])+[0]]
#登陆交易实例
tradeapi=api.CThostFtdcTraderApi_CreateFtdcTraderApi()
BROKERID,USERID,PASSWORD,AppID,AuthCode,FrontAddr=x
tradespi=CTradeSpi(tradeapi,BROKERID,USERID,PASSWORD,AppID,AuthCode,myqueue.sync_q)
tradeapi.RegisterFront(FrontAddr)
tradeapi.RegisterSpi(tradespi)
tradeapi.SubscribePrivateTopic(api.THOST_TERT_RESTART)
tradeapi.SubscribePublicTopic(api.THOST_TERT_RESTART)
tradeapi.Init()
while True:
if tradespi.init_start is None:
time.sleep(1)
else:
break
if x[1] not in CTP用户名对应实例和登陆名:
CTP用户名对应实例和登陆名[x[1]]={"td_obj":tradespi,'td_user_pass':账户data[x],"td_websockets":[],"td_api":tradeapi}
else:
CTP用户名对应实例和登陆名[x[1]]["td_obj"]=tradespi
CTP用户名对应实例和登陆名[x[1]]["td_api"]=tradeapi
await asyncio.sleep(100)
#进行无限延迟,到达重连时间,去释放原来的api
while True:
await asyncio.sleep(10)
if time_to_str(time.time())[11:16] in ("08:35","20:35"):
for x in 账户data:
CTP用户名对应实例和登陆名[x[1]]["td_api"].Release()
break