from service.ControlService import CTPService, ModelService
# s = ModelService('src/py/online.py demo aa', [], 'v0001')
# print s.cmd
# s.start()
# print s.status()
# s.stop()
# s = CTPService('bin/marketService', [], 'SRV_MARKET')
# print s.cmd
# s.start()
# print s.status()
# s.stop()
from common.Data import Data
d = Data()
cnt, data = d.getTickHistory('hc', ['hc1805'], '20180312 21:00:00',
'20180312 21:01:00')
print cnt
print data[0]['price']
def __init__(self,
strat,
startRunningTime,
orderWaitingTime,
dataLogFixedTimeWindow,
dailyExitTime=None):
self.strat = strat
self.user_data = UserData()
self.strat.initialize(self)
self.startRunningTime = startRunningTime
self.timeInterval = history.frequency_to_seconds[
self.frequency] # 每次循环结束之后睡眠的时间, 单位：秒
self.orderWaitingTime = orderWaitingTime # 每次等待订单执行的最长时间
self.dataLogFixedTimeWindow = dataLogFixedTimeWindow # 每隔固定的时间打印账单信息，单位：秒
self.coinMarketType = helper.getCoinMarketTypeFromSecurity(
self.security)
self.dailyExitTime = dailyExitTime # 如果设置，则为每天程序的退出时间
self.TimeFormatForFileName = "%Y%m%d%H%M%S%f"
self.TimeFormatForLog = "%Y-%m-%d %H:%M:%S.%f"
self.huobiService = huobiService
coin_type = helper.coinTypeStructure[
self.coinMarketType]["huobi"]["coin_type"]
self.huobi_min_quantity = self.huobiService.getMinimumOrderQty(
coin_type)
self.huobi_min_cash_amount = self.huobiService.getMinimumOrderCashAmount(
)
self.last_data_log_time = None
# order query retry maximum times
self.huobi_order_query_retry_maximum_times = 5
# setup timeLogger
self.timeLogger = logging.getLogger('timeLog')
self.timeLogger.setLevel(logging.DEBUG)
timeLogHandler = logging.FileHandler(self.getTimeLogFileName())
timeLogHandler.setLevel(logging.DEBUG)
consoleLogHandler = logging.StreamHandler()
consoleLogHandler.setLevel(logging.DEBUG)
# 定义handler的输出格式
formatter = logging.Formatter(
'%(asctime)s - %(levelname)s - %(message)s')
timeLogHandler.setFormatter(formatter)
consoleLogHandler.setFormatter(formatter)
# 给timeLogger添加handler
self.timeLogger.addHandler(timeLogHandler)
self.timeLogger.addHandler(consoleLogHandler)
# setup dataLogger
self.dataLogger = logging.getLogger('dataLog')
self.dataLogger.setLevel(logging.DEBUG)
dataLogHandler = logging.FileHandler(self.getDataLogFileName())
dataLogHandler.setLevel(logging.DEBUG)
self.dataLogger.addHandler(dataLogHandler)
# setup context.log
self.log = WQLogger(self.timeLogger)
# setup context.data
data = Data()
data.get_price = history.get_price
data.get_current_price = history.get_current_price
data.get_all_securities = history.get_all_securities
self.data = data
# setup context.order
order = Order()
order.buy = self.buy
order.buy_limit = self.buy_limit
order.sell = self.sell
order.sell_limit = self.sell_limit
self.order = order
# setup context.account and context.account_initial
self.account = Account()
self.account_initial = Account()
self.updateAccountInfo(initial_setup=True)
# setup context.time
self.time = Time(self.startRunningTime)
# setup handle_data
self.handle_data = self.strat.handle_data
