def OnNotifyTicks(self, sMarketNo, sStockidx, nPtr, nDate, nTimehms, nTimemillis, nBid, nAsk, nClose, nQty, nSimulate):
pStock = sk.SKSTOCK()
self.skQ.SKQuoteLib_GetStockByIndex(sMarketNo, sStockidx, pStock)
self.stock_state[pStock.bstrStockNo] = pStock
ppow = math.pow(10, pStock.sDecimal)
# 14:30:00 的紀錄不處理
if nTimehms > 133000:
return
# 時間字串化
s = nTimehms % 100
nTimehms /= 100
m = nTimehms % 100
nTimehms /= 100
h = nTimehms
timestr = '%02d:%02d:%02d.%03d' % (h, m, s, nTimemillis//1000)
entry = {
'id': pStock.bstrStockNo,
'name': pStock.bstrStockName,
'time': timestr,
'ask': nAsk / ppow,
'bid': nBid / ppow,
'close': nClose / ppow,
'qty': nQty,
'volume': pStock.nTQty
}
self.ticks_hook(entry)
def OnNotifyQuote(self, sMarketNo, sStockidx):
pStock = sk.SKSTOCK()
skQ.SKQuoteLib_GetStockByIndex(sMarketNo, sStockidx, pStock)
strMsg = pStock.bstrStockNo, pStock.bstrStockName, pStock.nOpen / math.pow(
10, pStock.sDecimal), pStock.nHigh / math.pow(
10, pStock.sDecimal), pStock.nLow / math.pow(
10, pStock.sDecimal), pStock.nClose / math.pow(
10, pStock.sDecimal), pStock.nTQty
self.StockPrice.append(strMsg)
def OnNotifyQuote(self, sMarketNo, sStockidx):
pStock = sk.SKSTOCK()
skQ.SKQuoteLib_GetStockByIndex(sMarketNo, sStockidx, pStock)
strMsg = '代碼:', pStock.bstrStockNo, '--名稱:', pStock.bstrStockName, '--開盤價:', pStock.nOpen / math.pow(
10, pStock.sDecimal), '--最高:', pStock.nHigh / math.pow(
10, pStock.sDecimal), '--最低:', pStock.nLow / math.pow(
10, pStock.sDecimal), '--成交價:', pStock.nClose / math.pow(
10, pStock.sDecimal), '--總量:', pStock.nTQty
WriteMessage(strMsg, Gobal_Quote_ListInformation)
def OnNotifyQuote(self, sMarketNo, sStockidx):
self.parent.watchdog = 0
pStock = sk.SKSTOCK()
self.parent.skQ.SKQuoteLib_GetStockByIndex(sMarketNo, sStockidx,
pStock)
self.parent.get_price(
self, pStock.bstrStockNo,
pStock.nOpen / math.pow(10, pStock.sDecimal),
pStock.nHigh / math.pow(10, pStock.sDecimal),
pStock.nLow / math.pow(10, pStock.sDecimal),
pStock.nClose / math.pow(10, pStock.sDecimal), pStock.nTQty)
def get_best5(self, sMarketNo, sStockIdx, nBestBid1, nBestBidQty1,
nBestBid2, nBestBidQty2, nBestBid3, nBestBidQty3, nBestBid4,
nBestBidQty4, nBestBid5, nBestBidQty5, nExtendBid,
nExtendBidQty, nBestAsk1, nBestAskQty1, nBestAsk2,
nBestAskQty2, nBestAsk3, nBestAskQty3, nBestAsk4,
nBestAskQty4, nBestAsk5, nBestAskQty5, nExtendAsk,
nExtendAskQty, nSimulate):
'''
sMarketNo, 市埸代碼
sStockidx, 系統編碼後的特殊商品代號
nBestBid1,nBestBidQty1, 買價1, 買量1
nBestBid2,nBestBidQty2, 買價2, 買量2
nBestBid3,nBestBidQty3, 買價3, 買量3
nBestBid4,nBestBidQty4, 買價4, 買量4
nBestBid5,nBestBidQty5, 買價5, 買量5
nExtendBid,nExtendBidQty,延伸買價,延伸買量
nBestAsk1,nBestAskQty1, 買價1, 買量1
nBestAsk2,nBestAskQty2, 買價2, 買量2
nBestAsk3,nBestAskQty3, 買價3, 買量3
nBestAsk4,nBestAskQty4, 買價4, 買量4
nBestAsk5,nBestAskQty5, 買價5, 買量5
nExtendAsk,nExtendAskQty,延伸賣價,延伸賣量
nSimulate 0:一般揭示 1:試算揭示
'''
#for debug only #
if SHOW_DETAIL == True:
print(sMarketNo, sStockIdx, nBestBid1, nBestBidQty1, nBestBid2,
nBestBidQty2, nBestBid3, nBestBidQty3, nBestBid4,
nBestBidQty4, nBestBid5, nBestBidQty5, nExtendBid,
nExtendBidQty, nBestAsk1, nBestAskQty1, nBestAsk2,
nBestAskQty2, nBestAsk3, nBestAskQty3, nBestAsk4,
nBestAskQty4, nBestAsk5, nBestAskQty5, nExtendAsk,
nExtendAskQty, nSimulate)
#################
if sStockIdx in self.best5_id_dict:
pStock = sk.SKSTOCK()
self.skQ.SKQuoteLib_GetStockByIndex(sMarketNo, sStockIdx, pStock)
df = math.pow(10, pStock.sDecimal)
bstrStockName = self.best5_id_dict[sStockIdx]
self.best5_dict[bstrStockName] = (
self.timestr, nBestBid1 / df, nBestBidQty1, nBestBid2 / df,
nBestBidQty2, nBestBid3 / df, nBestBidQty3, nBestBid4 / df,
nBestBidQty4, nBestBid5 / df, nBestBidQty5, nExtendBid / df,
nExtendBidQty, nBestAsk1 / df, nBestAskQty1, nBestAsk2 / df,
nBestAskQty2, nBestAsk3 / df, nBestAskQty3, nBestAsk4 / df,
nBestAskQty4, nBestAsk5 / df, nBestAskQty5, nExtendAsk / df,
nExtendAskQty, nSimulate)
def OnNotifyQuote(self, sMarketNo, sStockidx):
pStock = sk.SKSTOCK()
skQ.SKQuoteLib_GetStockByIndex(sMarketNo, sStockidx, pStock)
Open = pStock.nOpen/math.pow(10, pStock.sDecimal)
High = pStock.nHigh/math.pow(10, pStock.sDecimal)
Low = pStock.nLow/math.pow(10, pStock.sDecimal)
Close = pStock.nClose/math.pow(10, pStock.sDecimal)
Qty = pStock.nTQty
a = datetime.datetime.now()
try:
# modelSql.s_insert(a, pStock.bstrStockNo, pStock.bstrStockName, Open, High, Low, Close, Qty)
# testdb.commit()
strMsg = '代碼:', pStock.bstrStockNo, '--名稱:', pStock.bstrStockName, '--開盤價:', pStock.nOpen/math.pow(10, pStock.sDecimal), '--最高:', pStock.nHigh/math.pow(
10, pStock.sDecimal), '--最低:', pStock.nLow/math.pow(10, pStock.sDecimal), '--成交價:', pStock.nClose/math.pow(10, pStock.sDecimal), '--總量:', pStock.nTQty
print('OnNotifyQuote: ', a)
print(strMsg)
except mysql.connector.Error as error:
print("Failed to update record to database rollback: {}".format(error))
def OnNotifyQuote(self, sMarketNo, sStockidx):
pStock = sk.SKSTOCK()
self.skQ.SKQuoteLib_GetStockByIndex(sMarketNo, sStockidx, pStock)
if pStock.bstrStockNo not in self.stock_state:
self.stock_state[pStock.bstrStockNo] = pStock
