def tickPrice(self, reqId: TickerId, tickType: TickType, price: float,
attrib: TickAttrib):
EWrapper.tickPrice(self, reqId, tickType, price, attrib)
# print("tickPrice:", price)
# print("long_or_short_ready: ", self.long_or_short_ready)
# 跳过前N个周期
self.my_strategy_order.skip_first_N_cycles()
# 判断delay是否完成
now = datetime.datetime.now()
# print( now - self.last_price_time)
if now - self.last_price_time > datetime.timedelta(seconds=10):
delay_done = True
self.last_price_time = now
# print(now)
# 更新指标周期
self.my_strategy_order.index_18.update_last_wiMA()
self.my_strategy_order.index_25.update_last_wiMA()
else:
delay_done = False
# 当账户信息更新完毕后，上一订单完成后，orderId准备好后，延时有效之后，开始执行策略
if self.lastOrderDone and self.orderID_ready and self.long_or_short_ready and delay_done:
# 测试信号
# print("tickPrice:", price)
# 关断上一订单已完成标志位
self.lastOrderDone = False
# 将持仓状态数据传入策略
self.my_strategy_order.get_current_state(self.long_or_short)
# 关断持仓状态可读标志位
self.long_or_short_ready = False
# 将价格数据和持仓状态数据传入策略
self.my_strategy_order.get_price(price)
# 执行策略分析，返回决策结果
order_contract, order_order = self.my_strategy_order.strategy_exe()
# 执行策略
if order_contract != "hold":
self.placeOrder(self.next_orderID, order_contract, order_order)
# print(self.next_orderID)
# 关断orderId可用标志位
self.orderID_ready = False
# 申请orderID
self.reqIds(0)
else:
# print("do nothing")
self.lastOrderDone = True
self.long_or_short_ready = True
def tickPrice(self, reqId:TickerId , tickType:TickType, price:float, attrib:TickAttrib):
EWrapper.tickPrice(self,reqId,tickType, price, attrib)
print("tickGeneric", reqId, tickType, price,attrib)
