コード例 #1
0
ファイル: vtEngine.py プロジェクト: haotin/vnpy
    def __init__(self):
        """Constructor"""
        # 记录今日日期
        self.todayDate = datetime.now().strftime('%Y%m%d')

        # 创建事件引擎
        self.eventEngine = EventEngine2()
        self.eventEngine.start()

        # 创建数据引擎
        self.dataEngine = DataEngine(self, self.eventEngine)

        # MongoDB数据库相关
        self.dbClient = None  # MongoDB客户端对象

        # 接口实例
        self.gatewayDict = OrderedDict()
        self.gatewayDetailList = []

        # 应用模块实例
        self.appDict = OrderedDict()
        self.appDetailList = []

        # 扩展模块
        self.ctaEngine = CtaEngine(self, self.eventEngine)  # cta策略运行模块
        self.drEngine = DrEngine(self, self.eventEngine)  # 数据记录模块
        self.rmEngine = RmEngine(self, self.eventEngine)  # 风险管理模块

        self.connected_gw_name = u''
コード例 #2
0
ファイル: vtClient.py プロジェクト: haotin/vnpy
    def __init__(self, client, eventEngine):
        """Constructor"""
        self.client = client
        self.eventEngine = eventEngine

        # 扩展模块
        self.ctaEngine = CtaEngine(self, self.eventEngine)
        self.drEngine = DrEngine(self, self.eventEngine)
        self.rmEngine = RmEngine(self, self.eventEngine)