def initialize(self):
self.ptype = ProductType.Option
self.product = inst2product(self.name)
sep_name = self.name.split('-')
if self.product == 'IO_Opt':
self.underlying = sep_name[0].replace('IO', 'IF')
self.strike = float(sep_name[2])
self.otype = str(sep_name[1])
self.cont_mth = int(self.underlying[-4:]) + 200000
self.expiry = get_opt_expiry(self.underlying, self.cont_mth)
self.product = 'IO'
elif '_Opt' in self.product:
self.underlying = sep_name[0]
self.strike = float(sep_name[2])
self.otype = str(sep_name[1])
if inst2exch(self.underlying) == 'CZCE':
self.cont_mth = int(self.underlying[-3:]) + 201000
else:
self.cont_mth = int(self.underlying[-4:]) + 200000
self.expiry = get_opt_expiry(self.underlying, self.cont_mth)
self.product = self.product[:-4]
prod_info = mysqlaccess.load_product_info(self.product)
self.exchange = prod_info['exch']
self.start_tick_id = prod_info['start_min'] * 1000
if self.product in night_session_markets:
self.start_tick_id = 300000
self.last_tick_id = prod_info['end_min'] * 1000
self.multiple = prod_info['lot_size']
self.tick_base = prod_info['tick_size']
self.broker_fee = prod_info['broker_fee']
return
def initialize(self):
self.ptype = ProductType.Option
self.product = inst2product(self.name)
sep_name = self.name.split('-')
if self.product == 'IO_Opt':
self.underlying = sep_name[0].replace('IO','IF')
self.strike = float(sep_name[2])
self.otype = str(sep_name[1])
self.cont_mth = int(self.underlying[-4:]) + 200000
self.expiry = get_opt_expiry(self.underlying, self.cont_mth)
self.product = 'IO'
elif '_Opt' in self.product:
self.underlying = sep_name[0]
self.strike = float(sep_name[2])
self.otype = str(sep_name[1])
self.cont_mth = int(self.underlying[-4:]) + 200000
self.expiry = get_opt_expiry(self.underlying, self.cont_mth)
self.product = self.product[:-4]
prod_info = mysqlaccess.load_product_info(self.product)
self.exchange = prod_info['exch']
self.start_tick_id = prod_info['start_min'] * 1000
if self.product in night_session_markets:
self.start_tick_id = 300000
self.last_tick_id = prod_info['end_min'] * 1000
self.multiple = prod_info['lot_size']
self.tick_base = prod_info['tick_size']
self.broker_fee = prod_info['broker_fee']
return
def initialize(self):
self.ptype = ProductType.Future
self.product = inst2product(self.name)
prod_info = mysqlaccess.load_product_info(self.product)
self.exchange = prod_info['exch']
if self.exchange == 'CZCE':
self.cont_mth = int(self.name[-3:]) + 201000
else:
self.cont_mth = int(self.name[-4:]) + 200000
self.start_tick_id = prod_info['start_min'] * 1000
if self.product in night_session_markets:
self.start_tick_id = 300000
self.last_tick_id = prod_info['end_min'] * 1000
self.multiple = prod_info['lot_size']
self.tick_base = prod_info['tick_size']
self.broker_fee = prod_info['broker_fee']
return
def initialize(self):
self.ptype = ProductType.Future
self.product = inst2product(self.name)
prod_info = mysqlaccess.load_product_info(self.product)
self.exchange = prod_info['exch']
if self.exchange == 'CZCE':
self.cont_mth = int(self.name[-3:]) + 201000
else:
self.cont_mth = int(self.name[-4:]) + 200000
self.start_tick_id = prod_info['start_min'] * 1000
if self.product in night_session_markets:
self.start_tick_id = 300000
self.last_tick_id = prod_info['end_min'] * 1000
self.multiple = prod_info['lot_size']
self.tick_base = prod_info['tick_size']
self.broker_fee = prod_info['broker_fee']
return
