class GetBarThread(PollingThread):
# Events
ON_BARS = 1
def __init__(self, queue, identifiers, frequency):
super(GetBarThread, self).__init__()
self.__queue = queue
self.__identifiers = identifiers
self.__frequency = frequency
self.__nextBarStart = None
self.__nextBarClose = None
self._ticksDf = {}
self.__lock = Lock()
for identifier in self.__identifiers:
self._ticksDf[identifier] = DataFrame(
columns=['time', 'price', 'volume', 'amount'])
self._ctpMdApi = CTPMdApi(self.__identifiers, self._ticksDf,
self.__lock, logger)
#self._ctpMdApi.login("tcp://222.66.97.241:41213", '9017811', '123456', '7070')
self._ctpMdApi.login("tcp://180.168.212.228:41213", "simnow申请",
"simnow申请", "9999")
#self._ctpMdApi.login("tcp://211.144.195.163:34505", "", "", "")
self.__updateNextBarClose()
def __updateNextBarClose(self):
self.__nextBarStart = resamplebase.build_range(
utcnow(), self.__frequency).getBeginning()
self.__nextBarClose = resamplebase.build_range(
utcnow(), self.__frequency).getEnding()
def getNextCallDateTime(self):
return self.__nextBarClose
def doCall(self):
startDateTime = to_market_datetime(self.__nextBarStart)
endDateTime = to_market_datetime(self.__nextBarClose)
self.__updateNextBarClose()
barDict = dict()
for identifier in self.__identifiers:
try:
period_bar = self._build_bar(identifier, startDateTime,
endDateTime)
if period_bar:
barDict[identifier] = period_bar
except Exception, e:
logger.error(e)
if len(barDict):
bars = bar.Bars(barDict)
self.__queue.put((GetBarThread.ON_BARS, bars))
class GetBarThread(PollingThread):
# Events
ON_BARS = 1
def __init__(self, queue, identifiers, frequency):
super(GetBarThread, self).__init__()
self.__queue = queue
self.__identifiers = identifiers
self.__frequency = frequency
self.__nextBarStart = None
self.__nextBarClose = None
self._ticksDf = {}
self.__lock = Lock()
for identifier in self.__identifiers:
self._ticksDf[identifier] = DataFrame(columns=["time", "price", "volume", "amount"])
self._ctpMdApi = CTPMdApi(self.__identifiers, self._ticksDf, self.__lock, logger)
# self._ctpMdApi.login("tcp://222.66.97.241:41213", '9017811', '123456', '7070')
self._ctpMdApi.login("tcp://180.168.212.228:41213", "simnow申请", "simnow申请", "9999")
# self._ctpMdApi.login("tcp://211.144.195.163:34505", "", "", "")
self.__updateNextBarClose()
def __updateNextBarClose(self):
self.__nextBarStart = resamplebase.build_range(utcnow(), self.__frequency).getBeginning()
self.__nextBarClose = resamplebase.build_range(utcnow(), self.__frequency).getEnding()
def getNextCallDateTime(self):
return self.__nextBarClose
def doCall(self):
startDateTime = to_market_datetime(self.__nextBarStart)
endDateTime = to_market_datetime(self.__nextBarClose)
self.__updateNextBarClose()
barDict = dict()
for identifier in self.__identifiers:
try:
period_bar = self._build_bar(identifier, startDateTime, endDateTime)
if period_bar:
barDict[identifier] = period_bar
except Exception, e:
logger.error(e)
if len(barDict):
bars = bar.Bars(barDict)
self.__queue.put((GetBarThread.ON_BARS, bars))
def __init__(self, queue, identifiers, frequency):
super(GetBarThread, self).__init__()
self.__queue = queue
self.__identifiers = identifiers
self.__frequency = frequency
self.__nextBarStart = None
self.__nextBarClose = None
self._ticksDf = {}
self.__lock = Lock()
for identifier in self.__identifiers:
self._ticksDf[identifier] = DataFrame(
columns=['time', 'price', 'volume', 'amount'])
self._ctpMdApi = CTPMdApi(self.__identifiers, self._ticksDf,
self.__lock, logger)
#self._ctpMdApi.login("tcp://222.66.97.241:41213", '9017811', '123456', '7070')
self._ctpMdApi.login("tcp://180.168.212.228:41213", "simnow申请",
"simnow申请", "9999")
#self._ctpMdApi.login("tcp://211.144.195.163:34505", "", "", "")
self.__updateNextBarClose()
def __init__(self, queue, identifiers, frequency):
super(GetBarThread, self).__init__()
self.__queue = queue
self.__identifiers = identifiers
self.__frequency = frequency
self.__nextBarStart = None
self.__nextBarClose = None
self._ticksDf = {}
self.__lock = Lock()
for identifier in self.__identifiers:
self._ticksDf[identifier] = DataFrame(columns=["time", "price", "volume", "amount"])
self._ctpMdApi = CTPMdApi(self.__identifiers, self._ticksDf, self.__lock, logger)
# self._ctpMdApi.login("tcp://222.66.97.241:41213", '9017811', '123456', '7070')
self._ctpMdApi.login("tcp://180.168.212.228:41213", "simnow申请", "simnow申请", "9999")
# self._ctpMdApi.login("tcp://211.144.195.163:34505", "", "", "")
self.__updateNextBarClose()