def __init__(self, config):
Environment._env = self
self.config = config
self._universe = None
self.data_proxy = None
self.data_source = None
self.price_board = None
self.event_source = None
self.strategy_loader = None
self.global_vars = None
self.persist_provider = None
self.persist_helper = None
self.broker = None
self.profile_deco = None
self.system_log = system_log
self.user_log = user_log
self.user_detail_log = user_detail_log
self.event_bus = EventBus()
#self.portfolio = None
self.portfolio = None
self.booking = None
self.benchmark_portfolio = None
self.calendar_dt = None
self.trading_dt = None
self.mod_dict = None
self.plot_store = None
self.bar_dict = None
self._frontend_validators = []
self._account_model_dict = {}
self._position_model_dict = {}
self._transaction_cost_decider_dict = {}
import MysqlTick.Loopback.mysqlTickCache as tickCache
self.tickbase = tickCache.MysqlCache()
def _current_bar_tick_price_decider(self, order_book_id, _):
try:
tickbase = tickCache.MysqlCache()
price = tickbase.getLastTickPriceByEnvironment(order_book_id)
return price #zoulida
#return self._env.bar_dict[order_book_id].price
except (KeyError, TypeError):
return 0
def init(context):
logger.info("init")
context.s1 = "600519.XSHG"
context.cc = "600016.XSHG"
update_universe(context.s1)
# 是否已发送了order
context.fired = False
context.tickbase = tickCache.MysqlCache()
global timeBeginStrategy
timeBeginStrategy = datetime.datetime.now()
def init(context):
logger.info("init")
context.s1 = "600519.XSHG"
context.cc = "600016.XSHG"
update_universe(context.s1)
# 是否已发送了order
context.fired = False
context.tickbase = tickCache.MysqlCache()
import rqalpha.utilzld.mergeTicks as MT
mt = MT.MergeTicks()
mt.setBeginTime('11:29:59')
mt.setEndTime('13:00:02')
global timeBeginStrategy
timeBeginStrategy = datetime.datetime.now()