def lts_test(tday, name='lts_test'):
logging.basicConfig(
filename="lts_" + name + ".log",
level=logging.DEBUG,
format=
'%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s'
)
trader_cfg = LTS_SO_TRADER
user_cfg = LTS_SO_USER
agent_name = name
insts = [
"510180", "510050", "11000011", "11000016", "11000021", "11000026",
"11000031", "11000036"
]
strat_cfg = {'strategies': [], \
'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
'daily_data_days':0, \
'min_data_days':0 }
myagent = lts_api.create_agent(agent_name, user_cfg, trader_cfg, insts,
strat_cfg, tday)
try:
myagent.resume()
# position/trade test
myagent.positions['510050'].pos_tday.long = 2
myagent.positions['510050'].pos_tday.short = 2
#myagent.positions['cu1502'].pos_yday.long = 0
#myagent.positions['cu1502'].pos_yday.short = 0
myagent.positions['510050'].re_calc()
myagent.positions['510050'].re_calc()
valid_time = myagent.tick_id + 10000
etrade = order.ETrade(['510050'], [1], [OPT_LIMIT_ORDER], 2.50, [0],
valid_time, 'test', myagent.name)
myagent.submit_trade(etrade)
myagent.process_trade_list()
#myagent.tick_id = valid_time - 10
#for o in myagent.positions['cu1501'].orders:
#o.on_trade(2000,o.volume,141558400)
#o.on_trade(2010,1,141558500)
myagent.process_trade_list()
myagent.positions['510050'].re_calc()
myagent.positions['510050'].re_calc()
#while 1: time.sleep(1)
except KeyboardInterrupt:
myagent.mdapis = []
myagent.trader = None
def test_main(tday=datetime.date.today()):
logging.basicConfig(filename="test_lts_agent.log",level=logging.INFO,format='%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s')
app_name = 'lts_agent'
insts = ['510050', '510050C1502M02500', '510050P1502M02500']
strategies = []
trader_cfg = LTS_SO_TRADER
user_cfg = LTS_SO_USER
strat_cfg = {'strategies': strategies, \
'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
'daily_data_days':0, \
'min_data_days':0 }
myagent = lts_api.create_agent(app_name, user_cfg, trader_cfg, insts, strat_cfg, tday)
try:
myagent.resume()
except KeyboardInterrupt:
myagent.mdapis = []; myagent.trader = None
def lts_test(tday, name='lts_test'):
logging.basicConfig(filename="lts_" + name + ".log",level=logging.DEBUG,format='%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s')
trader_cfg = LTS_SO_TRADER
user_cfg = LTS_SO_USER
agent_name = name
insts = [ "510180", "510050", "11000011", "11000016", "11000021", "11000026", "11000031", "11000036"]
strat_cfg = {'strategies': [], \
'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
'daily_data_days':0, \
'min_data_days':0 }
myagent = lts_api.create_agent(agent_name, user_cfg, trader_cfg, insts, strat_cfg, tday)
try:
myagent.resume()
# position/trade test
myagent.positions['510050'].pos_tday.long = 2
myagent.positions['510050'].pos_tday.short = 2
#myagent.positions['cu1502'].pos_yday.long = 0
#myagent.positions['cu1502'].pos_yday.short = 0
myagent.positions['510050'].re_calc()
myagent.positions['510050'].re_calc()
valid_time = myagent.tick_id + 10000
etrade = order.ETrade( ['510050'], [1], [OPT_LIMIT_ORDER], 2.50, [0], valid_time, 'test', myagent.name)
myagent.submit_trade(etrade)
myagent.process_trade_list()
#myagent.tick_id = valid_time - 10
#for o in myagent.positions['cu1501'].orders:
#o.on_trade(2000,o.volume,141558400)
#o.on_trade(2010,1,141558500)
myagent.process_trade_list()
myagent.positions['510050'].re_calc()
myagent.positions['510050'].re_calc()
#while 1: time.sleep(1)
except KeyboardInterrupt:
myagent.mdapis = []; myagent.trader = None
def test_main(tday=datetime.date.today()):
logging.basicConfig(
filename="test_lts_agent.log",
level=logging.INFO,
format=
'%(name)s:%(funcName)s:%(lineno)d:%(asctime)s %(levelname)s %(message)s'
)
app_name = 'lts_agent'
insts = ['510050', '510050C1502M02500', '510050P1502M02500']
strategies = []
trader_cfg = LTS_SO_TRADER
user_cfg = LTS_SO_USER
strat_cfg = {'strategies': strategies, \
'folder': 'C:\\dev\\src\\ktlib\\pythonctp\\pyctp\\', \
'daily_data_days':0, \
'min_data_days':0 }
myagent = lts_api.create_agent(app_name, user_cfg, trader_cfg, insts,
strat_cfg, tday)
try:
myagent.resume()
except KeyboardInterrupt:
myagent.mdapis = []
myagent.trader = None