def run(self):
while True:
import time
from random import uniform, randint
time.sleep(2)
which = randint(1, 3)
data1 = dict()
data1["InstrumentID"] = "au1606"
data1["UpdateTime"] = utcnow().strftime("%H:%M:%S")
price = uniform(9, 10)
data1["LastPrice"] = price
data1["Volume"] = randint(100, 200)
data1["Turnover"] = uniform(200, 300)
data1["PreClosePrice"] = price - 0.1
data2 = dict()
data2["InstrumentID"] = "IF1505"
data2["UpdateTime"] = utcnow().strftime("%H:%M:%S")
price = uniform(9, 10)
data2["LastPrice"] = price
data2["Volume"] = randint(100, 200)
data2["Turnover"] = uniform(200, 300)
data2["PreClosePrice"] = price - 0.1
if which == 1:
print data1
self._api.onRtnDepthMarketData(data1)
elif which == 2:
print data2
self._api.onRtnDepthMarketData(data2)
else: # both
print data1
print data2
self._api.onRtnDepthMarketData(data1)
self._api.onRtnDepthMarketData(data2)
def run(self):
while True:
import time
from random import uniform, randint
time.sleep(2)
which = randint(1, 3)
data1 = dict()
data1['InstrumentID'] = 'au1606'
data1['UpdateTime'] = utcnow().strftime("%H:%M:%S")
price = uniform(9, 10)
data1['LastPrice'] = price
data1['Volume'] = randint(100, 200)
data1['Turnover'] = uniform(200, 300)
data1['PreClosePrice'] = price - 0.1
data2 = dict()
data2['InstrumentID'] = 'IF1505'
data2['UpdateTime'] = utcnow().strftime("%H:%M:%S")
price = uniform(9, 10)
data2['LastPrice'] = price
data2['Volume'] = randint(100, 200)
data2['Turnover'] = uniform(200, 300)
data2['PreClosePrice'] = price - 0.1
if which == 1:
print data1
self._api.onRtnDepthMarketData(data1)
elif which == 2:
print data2
self._api.onRtnDepthMarketData(data2)
else: # both
print data1
print data2
self._api.onRtnDepthMarketData(data1)
self._api.onRtnDepthMarketData(data2)
def __wait(self):
# first reset ticks info in one cycle, maybe we need save it if NO quotation in this period
for identifier in self._identifiers:
self._tickDSDict[identifier].reset()
nextCall = self.getNextCallDateTime()
while not self.__stopped and utcnow() < nextCall:
start_time = datetime.datetime.now()
self.get_tushare_tick_data()
end_time = datetime.datetime.now()
time_diff = (end_time - start_time).seconds
if time_diff < TuSharePollingThread.TUSHARE_INQUERY_PERIOD:
time.sleep(TuSharePollingThread.TUSHARE_INQUERY_PERIOD - time_diff)
def __wait(self):
# first reset ticks info in one cycle, maybe we need save it if NO quotation in this period
for identifier in self._identifiers:
self._tickDSDict[identifier].reset()
nextCall = self.getNextCallDateTime()
while not self.__stopped and utcnow() < nextCall:
start_time = datetime.datetime.now()
self.get_tushare_tick_data()
end_time = datetime.datetime.now()
time_diff = (end_time - start_time).seconds
if time_diff < TuSharePollingThread.TUSHARE_INQUERY_PERIOD:
time.sleep(TuSharePollingThread.TUSHARE_INQUERY_PERIOD -
time_diff)
def getCurrentDateTime(self):
return utcnow()
def __updateNextBarClose(self):
self.__nextBarClose = resamplebase.build_range(
utcnow(), self.__frequency).getEnding()
def getCurrentDateTime(self):
return utcnow()
def __updateNextBarClose(self):
self.__nextBarClose = resamplebase.build_range(utcnow(), self.__frequency).getEnding()
