def update_snapshots(runtime):
"""
更新市场信息。
"""
runtime['snapshots'] = tradingObjects.snapshots(
data_stream.next().instruments)
runtime['snapshots_count'] += 1
def update_snapshots(runtime):
"""
更新市场信息。
"""
runtime['snapshots'] = tradingObjects.snapshots(data_stream.next().instruments)
runtime['isDigested_A001.PSE'] = 0
runtime['isDigested_A002.PSE'] = 0
runtime['isDigested_B001.PSE'] = 0
runtime['isDigested_B002.PSE'] = 0
runtime['snapshots_count'] += 1
def initStrategy(runtime):
"""
初始化策略。
"""
#api.cancel_all()
#api.close_all_at_market()
runtime['trader_info_full'] = api.get_trader_full()
runtime['account_info'] = runtime['trader_info_full'].account
runtime['order_info'] = tradingObjects.order_info(
runtime['trader_info_full'])
runtime['positions_info'] = tradingObjects.positions_info(
runtime['trader_info_full'])
runtime['TARGETS_MAPPING'] = {
'A001.PSE': 'A000.PSE',
'A002.PSE': 'A000.PSE',
'B001.PSE': 'B000.PSE',
'B002.PSE': 'B000.PSE'
}
runtime['snapshots_count'] = 0
runtime['snapshots'] = tradingObjects.snapshots(
data_stream.next().instruments)
runtime['isOpen_A001.PSE'] = True
runtime['isOpen_A002.PSE'] = True
runtime['isOpen_B001.PSE'] = True
runtime['isOpen_B002.PSE'] = True
runtime['loopCount_A001.PSE'] = 0
runtime['loopCount_A002.PSE'] = 0
runtime['loopCount_B001.PSE'] = 0
runtime['loopCount_B002.PSE'] = 0
runtime['trader_info_count'] = 0
runtime['net_A001.PSE'] = 0
runtime['net_A002.PSE'] = 0
runtime['net_B001.PSE'] = 0
runtime['net_B002.PSE'] = 0
runtime['isDigested_A001.PSE'] = 0
runtime['isDigested_A002.PSE'] = 0
runtime['isDigested_B001.PSE'] = 0
runtime['isDigested_B002.PSE'] = 0
runtime['isDigested_arbitrage'] = 0
runtime['targetNetPos_A001.PSE'] = 0
runtime['targetNetPos_A002.PSE'] = 0
runtime['targetNetPos_B001.PSE'] = 0
runtime['targetNetPos_B002.PSE'] = 0