def __init__(self, address='tcp://180.168.146.187:10011', userID='123609', password='******', brokerID='9999'):
MdApi.__init__(self)
ly_time.__init__(self)
tick_sql = PostgreSQL('futures_tick')
minu_sql = PostgreSQL('futures_min')
self.tick_sql = tick_sql
self.minu_sql = minu_sql
self.ly_print('ly_ctpmd 类')
self.reqID = 0 # 操作请求编号
self.tick = {}
self.tick_his = {}
self.bar = {}
self.address = address # 服务器地址
self.time_point = {} # 用来记录'rb1901'合成一分钟所需要的时点
# path = os.getcwd() + '/md/con/'
path = 'c:/ctp_con/md/'
if not os.path.exists(path):
os.makedirs(path)
self.createFtdcMdApi(path) # 创建C++环境中的API对象，这里传入的参数是需要用来保存.con文件的文件夹路径
self.registerFront(self.address)
# 注册服务器地址
self.init()
# 初始化连接，成功会调用onFrontConnected
self.userID = userID # 账号
self.password = password # 密码
self.brokerID = brokerID # 经纪商代码
def data_test_m(self): # 获取试验数据
class_sql = PostgreSQL('backtest')
j_data = class_sql.minute_select('m')
data = pd.DataFrame(j_data, columns=['时间', '开盘价', '最高价', '最低价', '收盘价', '成交量', '持仓量'])
data.set_index(['时间'], inplace=True)
class_pro= kline_process()
spe = 'm'
begindate = '2014-12-29'
enddate = '2018-08-21'
data = class_pro.minute_day(spe, begindate, enddate, data)
return data
def main():
sql = PostgreSQL('backtest')
data = sql.minute_select('j')
data = pd.DataFrame(
data, columns=['时间', '开盘价', '最高价', '最低价', '收盘价', '成交量', '持仓量'])
data.set_index(['时间'], inplace=True)
self = kline_process()
spe = 'j'
begindate = '2014-07-07'
enddate = '2018-08-28'
data = self.minute_day(spe, begindate, enddate, data)
pass
def __init__(self):
# 动图显示的k线根数
self.kline_num = 100
sql = PostgreSQL('backtest')
data = sql.minute_select('j')
data = pd.DataFrame(data, columns=['时间', '开盘价', '最高价', '最低价', '收盘价', '成交量', '持仓量'])
data.set_index(['时间'], inplace=True)
k_p = kline_process()
spe = 'j'
begindate = '2014-07-07'
enddate = '2018-08-28'
data = k_p.minute_day(spe, begindate, enddate, data)
self.data = data
macd = MACD_JW()
for i in range(0, len(data)):
macd.macd_loop(data.loc[i, '收盘价'])
self.macd = macd
print('数据Done')
class data_excel:
def __init__(self):
pass
def database_connect(self, database, tablename):
self.sql = PostgreSQL(database)
self.sql.minute_create_table(tablename)
def data_csv(self, tablename):
filename = 'F:\BackTest\\'
filename = filename + tablename + '.csv'
marketdata = pd.read_csv(filename)
for i in range(0, len(marketdata)):
t = marketdata.iloc[i, 0]
o = marketdata.iloc[i, 1]
h = marketdata.iloc[i, 2]
l = marketdata.iloc[i, 3]
c = marketdata.iloc[i, 4]
v = marketdata.iloc[i, 5]
op = marketdata.iloc[i, 6]
self.sql.minute_insert(tablename, t, o, h, l, c, v, op)
print('Done')
def database_connect(self, database, tablename):
self.sql = PostgreSQL(database)
self.sql.minute_create_table(tablename)
def __init__(self):
PostgreSQL.__init__(self, 'backtest')
self.connect()
pass
def __init__(self):
PostgreSQL.__init__(self, 'futures_tick')
w.start()
time.sleep(5)
def __init__(self, spe, begintime, endtime, periods):
PostgreSQL.__init__(self, 'backtest')
self.spe = spe
self.begintime = begintime
self.endtime = endtime
self.periods = periods
def __init__(self):
sql.__init__(self, 'tradeday')
self.connect()
def __init__(self, data_dict):
PostgreSQL.__init__(self, 'futures_min')
kline_process.__init__(self)
self.data = data_dict