def main():
mduserapi = mdapi.CThostFtdcMdApi_CreateFtdcMdApi()
mduserspi = CFtdcMdSpi(mduserapi)
mduserapi.RegisterFront("tcp://180.168.146.187:10031")
mduserapi.RegisterSpi(mduserspi)
mduserapi.Init()
mduserapi.Join()
def main():
mduserapi = mdapi.CThostFtdcMdApi_CreateFtdcMdApi()
mduserspi = CFtdcMdSpi(mduserapi)
#mduserapi.RegisterFront("tcp://101.230.209.178:53313")
'''以下是7*24小时环境'''
mduserapi.RegisterFront("tcp://180.168.146.187:10131")
mduserapi.RegisterSpi(mduserspi)
mduserapi.Init()
mduserapi.Join()
def 启动():
while True:
#获取合约
while True:
try:
api=tqsdk.TqApi(auth="[email protected],24729220a")
except:
continue
break
合约=api.query_quotes(ins_class="FUTURE",expired=False)
api.close()
#建立一个原版行情API实例
mduserapi=mdapi.CThostFtdcMdApi_CreateFtdcMdApi()
#建立一个自定义的行情类()的连接实例
red=redis.Redis(db=14)
mduserspi=CFtdcMdSpi(mduserapi,red,合约)
#为连接实例设置连接地址
mduserapi.RegisterFront(行情地址)
mduserapi.RegisterSpi(mduserspi)
#启动连接线程
mduserapi.Init()
#进行线程阻塞
while True:
if time_to_str(time.time())[11:16]=="15:30":
mduserapi.Release()
转存(red)
while True:
time.sleep(10)
if time_to_str(time.time())[11:16]=="20:30":
break
break
if time_to_str(time.time())[11:16]=="02:35":
mduserapi.Release()
while True:
time.sleep(10)
if time_to_str(time.time())[11:16]=="08:30":
break
break
time.sleep(10)
def main():
app = QtWidgets.QApplication([])
widget = ChartWidget()
mduserapi = mdapi.CThostFtdcMdApi_CreateFtdcMdApi()
mduserspi = CFtdcMdSpi(mduserapi, widget)
#mduserapi.RegisterFront("tcp://101.230.209.178:53313")
'''以下是7*24小时环境'''
mduserapi.RegisterFront("tcp://180.168.146.187:10131")
mduserapi.RegisterSpi(mduserspi)
mduserapi.Init()
widget.add_plot("candle")
widget.add_item(CandleItem, "candle", "candle")
widget.add_cursor()
widget.show()
app.exec_()
mduserapi.Join()
def main():
###simnow 7x24 h
marketFront_simnowx24 = "tcp://180.168.146.187:10031"
tradeFront_simnowx24 = "tcp://180.168.146.187:10030"
mduserapi = mdapi.CThostFtdcMdApi_CreateFtdcMdApi()
mduserspi = CFtdcMdSpi(mduserapi)
mduserapi.RegisterFront(marketFront_simnowx24)
## 测试地址
##mduserapi.RegisterFront("tcp://180.168.146.187:10010")
"""mduserapi.RegisterFront("tcp://180.168.146.187:10031")"""
##东吴期货生产地址前置
###mduserapi.RegisterFront("tcp://180.169.116.99:41213")
mduserapi.RegisterSpi(mduserspi)
mduserapi.Init()
mduserapi.Join()
def 启动行情记录2(symbol_list,
list_duration_seconds,
行情类型="TQ",
redis_con=None,
天勤连接=None,
通达信连接=None,
data_length=2000,
行情地址="tcp://101.230.209.178:53313",
md_subscription_name="gaoctp"):
存储tick队列 = queue.Queue()
if not redis_con:
redis_con = redis.Redis(db=15)
while True:
天勤连接 = tqsdk.TqApi(auth="[email protected],24729220a")
if 行情类型 == "TQ":
单symbol_dict = set()
需要订阅的CTPsymbol = []
订阅中的主连合约 = {}
订阅中的主连合约_反向 = {}
订阅中的指数合约 = {}
天勤需要添加的合约 = []
for x in symbol_list:
if "KQ.m" in x:
订阅中的主连合约[x] = 天勤连接.get_quote(x).underlying_symbol
需要订阅的CTPsymbol.append(订阅中的主连合约[x])
天勤需要添加的合约.append(订阅中的主连合约[x])
elif "KQ.i" in x:
symbol = x.split("@")[1]
订阅中的指数合约[x] = [
y for y in 天勤连接._data['quotes']
if 天勤连接._data['quotes'][y]["expired"] == False
and re.findall("^" + symbol + "[0-9]{3,4}$", y)
]
需要订阅的CTPsymbol += 订阅中的指数合约[x]
天勤需要添加的合约 += 订阅中的指数合约[x]
list_duration_seconds.append(86400)
else:
需要订阅的CTPsymbol.append(x)
单symbol_dict.add(x)
symbol_list = list(set(symbol_list + 天勤需要添加的合约))
订阅中的主连合约_反向 = {订阅中的主连合约[x]: x for x in 订阅中的主连合约}
list_duration_seconds = list(set(list_duration_seconds))
天勤 = TQ_md_class(symbol_list, list_duration_seconds, 天勤连接,
redis_con, data_length, md_subscription_name)
#建立一个原版行情API实例
mduserapi = mdapi.CThostFtdcMdApi_CreateFtdcMdApi()
#建立一个自定义的行情类()的连接实例
mduserspi = CFtdcMdSpi(mduserapi, 存储tick队列, 需要订阅的CTPsymbol)
#为连接实例设置连接地址
mduserapi.RegisterFront(行情地址)
mduserapi.RegisterSpi(mduserspi)
#启动连接线程
mduserapi.Init()
#进行线程阻塞
单symbol_dict映射 = {x.split('.')[1]: x for x in 需要订阅的CTPsymbol}
while True:
try:
symbol,UpdateTime, UpdateMillisec, TradingDay,ActionDay,LastPrice, Volume, AskPrice1,AskVolume1, BidPrice1,BidVolume1,OpenInterest,\
PreSettlementPrice,PreClosePrice, PreOpenInterest,OpenPrice,HighestPrice,LowestPrice,Turnover,ClosePrice,SettlementPrice,UpperLimitPrice,LowerLimitPrice,BidPrice2,BidVolume2,AskPrice2,AskVolume2,\
BidPrice3,BidVolume3,AskPrice3,AskVolume3,BidPrice4,BidVolume4,AskPrice4,AskVolume4,BidPrice5,BidVolume5,AskPrice5,AskVolume5,AveragePrice=存储tick队列.get(timeout=30)
except:
当前时间 = time_to_str(time.time())[11:16]
if 当前时间 > "20:30" or "00:00" < 当前时间 < "02:30" or "08:30" < 当前时间 < "15:30":
continue
else:
time.sleep(1)
mduserapi.Release()
print("哥哥我释放了")
break
# if time_to_str(time.time())[11:13] in ("16","03") or time_to_str(time.time())[11:16]=="10:11" :
# mduserapi.Release()
# print("哥哥我释放了2")
# # for x in range(1000):
# # print(x)
# # time.sleep(1)
# break
if 行情类型 == "TQ":
#处理本条data
天勤.updata(单symbol_dict映射[symbol], UpdateTime, UpdateMillisec,
TradingDay, ActionDay, LastPrice, Volume, AskPrice1,
AskVolume1, BidPrice1, BidVolume1, OpenInterest,
PreSettlementPrice, PreClosePrice, PreOpenInterest,
OpenPrice, HighestPrice, LowestPrice, Turnover,
ClosePrice, SettlementPrice, UpperLimitPrice,
LowerLimitPrice, BidPrice2, BidVolume2, AskPrice2,
AskVolume2, BidPrice3, BidVolume3, AskPrice3,
AskVolume3, BidPrice4, BidVolume4, AskPrice4,
AskVolume4, BidPrice5, BidVolume5, AskPrice5,
AskVolume5, AveragePrice)
#处理主连
if 单symbol_dict映射[symbol] in 订阅中的主连合约_反向:
天勤.updata(订阅中的主连合约_反向[单symbol_dict映射[symbol]], UpdateTime,
UpdateMillisec, TradingDay, ActionDay, LastPrice,
Volume, AskPrice1, AskVolume1, BidPrice1,
BidVolume1, OpenInterest, PreSettlementPrice,
PreClosePrice, PreOpenInterest, OpenPrice,
HighestPrice, LowestPrice, Turnover, ClosePrice,
SettlementPrice, UpperLimitPrice,
LowerLimitPrice, BidPrice2, BidVolume2,
AskPrice2, AskVolume2, BidPrice3, BidVolume3,
AskPrice3, AskVolume3, BidPrice4, BidVolume4,
AskPrice4, AskVolume4, BidPrice5, BidVolume5,
AskPrice5, AskVolume5, AveragePrice)
#如果处理data后,为空列表,change_i_data
if 存储tick队列.empty():
time.sleep(0.003)
if 存储tick队列.empty():
#print(time_to_str(time.time()))
天勤.change_i_data(订阅中的指数合约)
#整体处理后,全部推送
天勤.all_push()
else:
#print("我错了")
pass
while True:
当前时间 = time_to_str(time.time())[11:16]
if 当前时间 > "20:30" or "00:00" < 当前时间 < "02:30" or "08:30" < 当前时间 < "15:30":
break
else:
time.sleep(1)
def __init__(self, code, sleeptime, output, df):
self.mduserapi = mdapi.CThostFtdcMdApi_CreateFtdcMdApi()
self.thread = Thread(code, sleeptime, output, df, self.mduserapi)