def __init__(self, ctaEngine, setting):
super(MutilEMaStrategy, self).__init__(ctaEngine, setting)
self.bg = BarGenerator(self.onBar)
self.am = ArrayManager()
self.frequency = mtm.frequency
self.pricePosi_top = 0
self.pricePosi_bot = 4
self.status = Status()
self.tick = None
self.locking = False
self.lockActionToken = False
self.unlockActionToken = False
self.controlRisk = ControlRisk(security=mtm.jqdata_security,
ctaEngine=self)
self.strategyBase = MutilEMaStrategyBase(security=mtm.jqdata_security,
status=self.status,
frequency=mtm.frequency,
ctaTemplate=self,
enableTrade=mtm.enableTrade,
enableBuy=mtm.enableBuy,
enableShort=mtm.enableShort,
controlRisk=self.controlRisk)
def start(startTime=None,
jqSecurity=None,
frequency=None,
enableBuy=None,
enableShort=None):
security = jqSecurity #'FG9999.XZCE' 'RB9999.XSGE' 'JM9999.XDCE'
status = Status()
frequency = frequency
strategyBase = MutilEMaStrategyBase(security=security,
status=status,
ctaTemplate=None,
frequency=frequency,
jqDataAccount='13268108673',
jqDataPassword='******',
enableTrade=False,
enableBuy=enableBuy,
enableShort=enableShort)
times = util.getTimeSerial(startTime, count=1000 * 800, periodSec=12)
for t in times:
if strategyBase.startJudgeAndRefreshStatus(t):
strategyBase.trade(None)
# OI9999.XZCE 菜油主力合约
# PM9999.XZCE 普麦主力合约 ZC9999.XZCE 动力煤主力合约
# AP9999.XZCE 苹果主力合约
# 大商所
#
# 代码 名称 代码 名称
# A9999.XDCE 豆一主力合约 JD9999.XDCE 鸡蛋主力合约
# B9999.XDCE 豆二主力合约 JM9999.XDCE 焦煤主力合约
# BB9999.XDCE 胶板主力合约 L9999.XDCE 聚乙烯主力合约
# C9999.XDCE 玉米主力合约 M9999.XDCE 豆粕主力合约
# CS9999.XDCE 淀粉主力合约 P9999.XDCE 棕榈油主力合约
# FB9999.XDCE 纤板主力合约 PP9999.XDCE 聚丙烯主力合约
# I9999.XDCE 铁矿主力合约 V9999.XDCE 聚氯乙烯主力合约
# J9999.XDCE 焦炭主力合约 Y9999.XDCE 豆油主力合约
status = Status()
strategyBase = MutilEMaStrategyBase(security='RB9999.XSGE',
status=status,
ctaTemplate=None,
frequency='5m',
jqDataAccount='13268108673',
jqDataPassword='******',
enableTrade=False,
enableBuy=True,
enableShort=True,
enableNotify=True,
isJustListening=True)
while True:
currentTime = time.strftime('%Y-%m-%d %H:%M:%S',
time.localtime(time.time()))
if strategyBase.startJudgeAndRefreshStatus(currentTime):