def init():
tm = stbase.TradeManager().init(context,logpath='z:/ams/main',strategy_name='main')
stock = tm.addStock('1000001')
stock2 = tm.addStock('1300252')
stock3 = tm.addStock('1300310')
stock4 = tm.addStock('1300025')
stock.add_tick_handler(on_tick)
stock2.add_tick_handler(on_tick)
stock3.add_tick_handler(on_tick)
stock4.add_tick_handler(on_tick)
# stock.add_bar_handler(on_bar_m1,'m1')
stock.add_bar_handler(on_bar_m5,'m5')
stock.add_bar_handler(on_bar_m15,'m15')
stock2.add_bar_handler(on_bar_m5, 'm5')
stock2.add_bar_handler(on_bar_m15, 'm15')
stock3.add_bar_handler(on_bar_m5, 'm5')
stock3.add_bar_handler(on_bar_m15, 'm15')
stock4.add_bar_handler(on_bar_m5, 'm5')
stock4.add_bar_handler(on_bar_m15, 'm15')
print_line(hash_object(context.Strategy.Product))
prd = context.Strategy.Product
print_line(prd.Name)
print_line(prd.Stk_UseableAmt)
print_line(prd.Stk_CurrentAmt)
print_line(prd.Stk_StkValue)
pos_list = prd.S_Pos
print_line('len:{}'.format(len(pos_list)))
pos_list=[]
for pos in pos_list:
print_line('ServerCode:{}'.format(pos.ServerCode))
print_line('BsFlag:{}'.format(pos.BsFlag))
print_line('CurrentQty:{}'.format(pos.CurrentQty))
print_line('PositionQty:{}'.format(pos.PositionQty))
print_line('TDTotalQty:{}'.format(pos.TDTotalQty))
print_line('YdQty:{}'.format(pos.YdQty))
print_line('TdQty:{}'.format(pos.TdQty))
print_line('YdClosingqty:{}'.format(pos.YdClosingqty))
print_line('TdClosingqty:{}'.format(pos.TdClosingqty))
print_line('MarginUsedAmt:{}'.format(pos.MarginUsedAmt))
print_line('OpenAvgPrice:{}'.format(pos.OpenAvgPrice))
print_line('PostCostAmt:{}'.format(pos.PostCostAmt))
print_line('--'*20)
for bar in stock.get_hist_bars(ktype='week',limit=10):
print_line(stock.bar_data(bar))
print 'last_price:{} ,yesterday_close_price:{}'.format(stock.last_price , stock.yesterday_close_price)
def on_bar(context, bars, intervals, source, rcv_time):
print_line(' bars info '.center(40, '='), context.barlog)
print_line(
'>>on_bar()' + str(bars) +
' intervals:{} source:{} {}'.format(intervals, source, rcv_time),
context.barlog)
for code, bar in bars.items():
print_line(code + ' ' + str(hash_object(bar)), context.barlog)
save_bar_data(code, bar, intervals)
def on_tick(context, md, source, rcv_time):
return
print '>>on_tick()', md, source, rcv_time
print_line(' md info (Ticks) '.center(40, '='), context.ticklog)
print_line(hash_object(md), context.ticklog)
if context.trade:
last_price = md.LastPrice
# rid = context.insert_limit_order(source=SOURCE.XTP,
# ticker=md.InstrumentID,
# exchange_id=EXCHANGE.SZE,
# price=last_price,
# volume=100,
# direction=DIRECTION.Buy,
# offset=OFFSET.Open)
context.trade = False
else:
print 'to stop()..'
def init():
tm = stbase.TradeManager().init(context, logpath='z:/ams/test')
# stock = tm.addStock('1000001')
# stock = tm.addStock('0600006')
stock = tm.addStock('0600000')
# stock = tm.addStock('1300123')
#
# stock = tm.addStock('1300252')
#
stock.add_tick_handler(on_tick)
# stock.add_bar_handler(on_bar_m1,'m1')
# stock.add_bar_handler(on_bar_m5,'m5')
# stock.add_bar_handler(on_bar_m15,'m15')
# print '='*20
print_line(hash_object(context.Strategy.Product))
prd = context.Strategy.Product
print_line(prd.Name)
print_line(prd.Stk_UseableAmt)
print_line(prd.Stk_CurrentAmt)
print_line(prd.Stk_StkValue)
pos_list = prd.S_Pos
print_line('len:{}'.format(len(pos_list)))
pos_list = []
for pos in pos_list:
# if not pos.ServerCode == '1000001':
# if not pos.ServerCode == '0600000':
# if not pos.ServerCode == '1300252':
# continue
print_line('ServerCode:{}'.format(pos.ServerCode))
print_line('BsFlag:{}'.format(pos.BsFlag))
print_line('CurrentQty:{}'.format(pos.CurrentQty))
print_line('PositionQty:{}'.format(pos.PositionQty))
print_line('TDTotalQty:{}'.format(pos.TDTotalQty))
print_line('YdQty:{}'.format(pos.YdQty))
print_line('TdQty:{}'.format(pos.TdQty))
print_line('YdClosingqty:{}'.format(pos.YdClosingqty))
print_line('TdClosingqty:{}'.format(pos.TdClosingqty))
print_line('MarginUsedAmt:{}'.format(pos.MarginUsedAmt))
print_line('OpenAvgPrice:{}'.format(pos.OpenAvgPrice))
print_line('PostCostAmt:{}'.format(pos.PostCostAmt))
print_line('--' * 20)
# for bar in stock.get_hist_bars(ktype='week',limit=10):
# print_line(stock.bar_data(bar))
#
# print 'last_price:{} ,yesterday_close_price:{}'.format(stock.last_price , stock.yesterday_close_price)
# simple_st.strategy_ma(stock.code,5)
print_line('get_stock_amount_useable:%s' %
stbase.TradeManager().xy_proxy.get_stock_amount_useable())
print_line('get_stock_amount_asset:%s' %
stbase.TradeManager().xy_proxy.get_stock_amount_asset())
print_line('pos detail:%s' % stock.pos)
# bars = stock.get_hist_bars('m1', limit=30)
# bars = stock.get_hist_bars('m5', limit=30)
# close = map(lambda _: _.Close, bars)
# print_line(close)
# test - ordering
# stbase.TradeManager().addTimer(on_timer)
# stock.add_trade_handler(on_trade)
# print 'code:',stock.code
# print 'net_yd:',stock.pos.net_yd
# print str(stock)
#查询委托订单
# print_line("orders:%s"% len(context.Strategy.All_Order))
orders = stbase.TradeManager().xy_proxy.get_orders().filter(code='0600008',
serial=39917)
for order in orders.to_list():
println(stbase.format_order(order))
def save_bar_data(code, bar, interval):
# 非交易时间段丢弃
f = open('{}-{}.txt'.format(code, interval), 'a+')
data = json.dumps(hash_object(bar))
f.write(data + '\n')
f.close()