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strategy02.py
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strategy02.py
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##coding=utf-8
#coding=utf-8
jpGW='JAPN%20Buy%20TSE%20Limit%20DAY'
deGw='CHXE%20Buy%20CHIXXETRA%20Limit%20DAY'
from bar import bar
from loaddata import loaddata
from sendOrderThread import*
class strategy02(object):
def __init__(self,tradeEngine):
self.papiIndex = []
self.tradeEngine=tradeEngine
# self.eventEngine=eventEngine/WUSHURU
self.i=0
self.strategyName='strategy02'
# self.bar=barG(self.onbar)
# self.symbol=['BMW.DE','DAI.DE','zhishutick'] CHXE%20Buy%20CHIXXETRA%20Limit%20DAY
# self.symbol=['3188.HK','0939.HK','2327.HK','0175.HK']
self.symbol = []#['BMW.DE','DAI.DE','GLE.PA','BNP.PA','CS.PA']
# self.symbol=['8411.JP','8306.JP','6502.JP','7201.JP','1088.HK','0939.HK','0175.HK','3328.HK']
self.symbolHistTickdata={}
self.symbolBarDict = {}
self.strategyOrderDict={}
for s in self.symbol:
self.symbolBarDict[s]=bar(1)
self.onInit()
# threads=[]
# for t in threads:
# t.start()
# t1=threading.Thread(target=tradeEngine.sendOrder,args=('8144.JP','300',jpGW,'100'))
# t2 = threading.Thread(target=tradeEngine.sendOrder, args=('8144.JP', '300', jpGW, '100'))
# # t1=threading.Thread(target=tradeEngine.sendOrder('VALE3.BZ','61','BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY','100'))
# # t2=threading.Thread(target=tradeEngine.sendOrder('VALE3.BZ','50','BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY','100'))
# t1.start()
# t2.start()
# t1.join()
# t2.join()
# tradeEngine.sendOrder('VALE3.BZ', '60', 'BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY', '100')
# t2.start()
# for i in range(2):
#
#
# # '/ExecuteOrder?limitprice=89.2&ordername=CHXE%20Buy%20CHIXXETRA%20Limit%20DAY&shares=100&symbol=BMW.DE'
# #urlbz=sendhttp('/ExecuteOrder?limitprice=89.2&ordername=BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY&shares=100&symbol=VALE3.BZ')
#
# # r=tradeEngine.sendOrder('BMW.DE','89.0','CHXE%20Buy%20CHIXXETRA%20Limit%20DAY','100')
# r=tradeEngine.sendOrder('VALE3.BZ','50','BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY','100')
# print r
#
# self.orderid.append(r)
# print self.orderid
# self.sendOrder('8411.JP', '193', jpGW, '100')
# self.registerEvent(self,'tick')
def onInit(self):
for s in self.symbol:
intiData=loaddata(s,1)
print len(intiData)
print 'len of initData'
self.symbolHistTickdata[s]=intiData
for i in self.symbolHistTickdata[s]:
# print i.price
self.symbolBarDict[s].updateTick(i)
# for i in self.symbolBarDict[s].barElist:
# print i.time, i.high,i.low, i.close, i.open,i.vol
def onTick(self,tick):
print 'ontick'
print self.symbol
print tick.symbol,tick.size
self.symbolBarDict[tick.symbol].updateTick(tick)
# time.sleep(1)
# self.i=self.i+1
# print 'sleep......................,',self.i
# t1=threading.Thread(target=self.tradeEngine.sendOrder,args=('8144.JP','300',jpGW,'100'))
# t1.start()
# sendOrder2 = sendOrderThread('8411.JP', '92', jpGW, '100', self.strategyName, self.tradeEngine.eventEngine)
# #'BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY'
# # sendOrder1 = sendOrderThread('VALE3.BZ', '20', 'BVMF%20Buy%20BOVESPA%20Limit%20DAY', '100', self.strategyName, self.eventEngine)
# sendOrder1 = sendOrderThread('8411.JP', '92',jpGW, '100', self.strategyName, self.eventEngine)
# sendOrder2=sendOrderThread('DAI.DE','60',deGw,'100',self.strategyName,self.tradeEngine.eventEngine)
# sendOrder2.start()
# sendOrder1.join()
# id=sendOrder1.get_sendOrderIndex()
# print id,"!@@@!!@!@!@!@!@!@!@!@!@!@!@!@!@"
# print sendOrder1.get_sendOrderIndex(),"!@@@!!@!@!@!@!@!@!@!@!@!@!@!@!@"
# print self.symbolBarDict[tick.symbol].barE
for i in self.symbolBarDict[tick.symbol].barElist:
print i.time, i.high,i.low, i.close, i.open,i.vol
# r = self.tradeEngine.sendOrder('BMW.DE', '89.0', 'CHXE%20Buy%20CHIXXETRA%20Limit%20DAY', '100')
#sending order
# r = self.tradeEngine.sendOrder('LLOY.LO', '62', 'LSE%20Buy%20LSE%20Limit%20DAY', '100')
#
# self.papiIndex.append(r)
# print '##########################,strategy'
# print datetime.datetime.now()
# print r
# self.bar.updateTick(tick)
# print self.bar.bar
# print
#tick >triger price buuy
#he cheng Kxian
# threads=[]
# for t in threads:
# t.start()
# t1=threading.Thread(target=tradeEngine.sendOrder,args=('8144.JP','300',jpGW,'100'))
# t2 = threading.Thread(target=tradeEngine.sendOrder, args=('8144.JP', '300', jpGW, '100'))
# # t1=threading.Thread(target=tradeEngine.sendOrder('VALE3.BZ','61','BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY','100'))
# # t2=threading.Thread(target=tradeEngine.sendOrder('VALE3.BZ','50','BVMF%20Sell->Short%20BOVESPA%20Limit%20DAY','100'))
# t1.start()
# t2.start()
# t1.join()
# t2.join()