def main():
"""主程序入口"""
le = LogEngine()
le.setLogLevel(le.LEVEL_INFO)
le.addConsoleHandler()
le.addFileHandler()
le.info(u'启动JAQS服务进程')
ee = EventEngine()
le.info(u'事件引擎创建成功')
me = MainEngine(ee)
me.addGateway(ctpGateway)
me.addApp(jaqsService)
le.info(u'主引擎创建成功')
ee.register(EVENT_LOG, le.processLogEvent)
ee.register(EVENT_JS_LOG, le.processLogEvent)
le.info(u'注册日志事件监听')
me.connect('CTP')
le.info(u'连接CTP接口')
while True:
sleep(1)
class EventDrivenStrategy(Strategy, Subscriber):
def __init__(self):
Strategy.__init__(self)
self.pm = PortfolioManager()
self.pm.strategy = self
# TODO remove
self.eventEngine = EventEngine()
self.eventEngine.register(eventType.EVENT_TIMER, self.on_cycle)
self.eventEngine.register(eventType.EVENT_MD_QUOTE, self.on_quote)
self.eventEngine.register(eventType.EVENT_TRADE_IND,
self.pm.on_trade_ind)
self.eventEngine.register(eventType.EVENT_ORDERSTATUS_IND,
self.pm.on_order_status)
@abstractmethod
def on_new_day(self, trade_date):
pass
@abstractmethod
def on_quote(self, quote):
pass
@abstractmethod
def on_cycle(self):
pass
def initialize(self, runmode):
if runmode == common.RUN_MODE.REALTIME:
self.subscribe_events()
def subscribe_events(self):
universe = self.context.universe
data_server = self.context.dataserver
for i in xrange(len(universe)):
self.subscribe(data_server, universe[i])
def subscribe(self, publisher, topic):
publisher.add_subscriber(self, topic)
def start(self):
self.eventEngine.start(False)
def stop(self):
self.eventEngine.stop()
def register_event(self, event):
self.eventEngine.put(event)
