def init():
#（1） 更新t_position，没有就插入
dao.updateAllPosition(max, jqdata_security)
#（2） 更新CTA_setting.json
with open('CTA_setting.json', 'w') as json_file:
json_file.write(
json.dumps([{
"name":
strategy,
"className":
strategy,
"vtSymbol":
util.get_CTA_setting_dominant_future(
jqSecurity=jqdata_security)
}]))
print "################# My t_position and CTA_setting.json REFRESH! ######################"
def init():
#（1） 更新t_position，没有就插入
dao.updateAllPosition(duo=duo, kon=kon, max=max, security=jqdata_security)
#（2） 更新CTA_setting.json
vtSymbol = util.get_CTA_setting_dominant_future(jqSecurity=jqdata_security)
#（3）riskcontrol重设
controlRisk = ControlRisk(security=jqdata_security, ctaEngine=None)
controlRisk.releaseAll()
controlRisk.setOpenKonPrice(price=init_realOpenKonPrice)
controlRisk.setOpenDuoPrice(price=init_realOpenDuoPrice)
if init_realOpenDuoPrice is not None or init_realOpenKonPrice is not None:
controlRisk.activeLocking()
with open('CTA_setting.json', 'w') as json_file:
json_file.write(
json.dumps([{
"name": strategy,
"className": strategy,
"vtSymbol": vtSymbol
}]))
print "################# My t_position and CTA_setting.json REFRESH! ######################"
jqSecurity=None,
frequency=None,
enableBuy=None,
enableShort=None):
security = jqSecurity #'FG9999.XZCE' 'RB9999.XSGE' 'JM9999.XDCE'
status = Status()
frequency = frequency
strategyBase = MutilEMaStrategyBase(security=security,
status=status,
ctaTemplate=None,
frequency=frequency,
jqDataAccount='13268108673',
jqDataPassword='******',
pricePosi_top=0,
pricePosi_bottom=4,
enableTrade=False,
enableBuy=enableBuy,
enableShort=enableShort)
times = util.getTimeSerial(startTime, count=1000 * 800, periodSec=12)
for t in times:
if strategyBase.startJudgeAndRefreshStatus(t):
strategyBase.trade(None)
jqSecurity = 'RB9999.XSGE'
dao.updateAllPosition(duo=0, kon=0, max=1, security=jqSecurity)
start(jqSecurity=jqSecurity,
startTime='2018-12-12 13:45:00',
frequency='5m',
enableBuy=True,
enableShort=True)
def start(startTime=None,
jqSecurity=None,
frequency=None,
enableBuy=None,
enableShort=None):
security = jqSecurity #'FG9999.XZCE' 'RB9999.XSGE' 'JM9999.XDCE'
status = Status()
frequency = frequency
strategyBase = MutilEMaStrategyBase(security=security,
status=status,
ctaTemplate=None,
frequency=frequency,
jqDataAccount='13268108673',
jqDataPassword='******',
enableTrade=False,
enableBuy=enableBuy,
enableShort=enableShort)
times = util.getTimeSerial(startTime, count=1000 * 800, periodSec=12)
for t in times:
if strategyBase.startJudgeAndRefreshStatus(t):
strategyBase.trade(None)
jqSecurity = 'TA8888.XZCE'
dao.updateAllPosition(3, jqSecurity)
start(jqSecurity=jqSecurity,
startTime='2018-10-10 14:00:00',
frequency='5m',
enableBuy=True,
enableShort=True)