def run(engine: ScriptEngine):
"""
脚本策略的主函数说明：
1. 唯一入参是脚本引擎ScriptEngine对象，通用它来完成查询和请求操作
2. 该函数会通过一个独立的线程来启动运行，区别于其他策略模块的事件驱动
3. while循环的维护，请通过engine.strategy_active状态来判断，实现可控退出
脚本策略的应用举例：
1. 自定义篮子委托执行执行算法
2. 股指期货和一篮子股票之间的对冲策略
3. 国内外商品、数字货币跨交易所的套利
4. 自定义组合指数行情监控以及消息通知
5. 股票市场扫描选股类交易策略（龙一、龙二）
6. 等等~~~
"""
vt_symbols = ["IF1912.CFFEX", "rb2001.SHFE"]
# 订阅行情
engine.subscribe(vt_symbols)
# 获取合约信息
for vt_symbol in vt_symbols:
contract = engine.get_contract(vt_symbol)
msg = f"合约信息，{contract}"
engine.write_log(msg)
# 持续运行，使用strategy_active来判断是否要退出程序
print(engine.strategy_active)
while engine.strategy_active:
# 轮询获取行情
for vt_symbol in vt_symbols:
tick = engine.get_tick(vt_symbol)
msg = f"最新行情, {tick}"
engine.write_log(msg)
# 等待3秒进入下一轮
sleep(3)
def run(engine: ScriptEngine):
""""""
vt_symbols = ['btcusdt.HUOBI', 'ethusdt.HUOBI']
# 订阅行情
engine.subscribe(vt_symbols)
# 获取合约信息
for vt_symbol in vt_symbols:
contract = engine.get_contract(vt_symbol)
msg = f"合约信息，{contract}"
engine.write_log(msg)
# 持续运行，使用strategy_active来判断是否要退出程序
engine.strategy_active = True
while engine.strategy_active:
# 轮询获取行情
for vt_symbol in vt_symbols:
tick = engine.get_tick(vt_symbol)
msg = f"最新行情, {tick}"
engine.write_log(msg)
# 等待3秒进入下一轮
time.sleep(3)
def run(engine: ScriptEngine):
"""
the main function of the script strategy explained ：
1. the only parameter is the script engine ScriptEngine objects ， general inquiries and requests it to complete the operation
2. this function will start to run through a separate thread ， event policy module is different from other drivers
3. while cycle maintenance ， please engine.strategy_active state is determined ， for controlled exit
for example application scripting policy ：
1. custom baskets entrust execution algorithm
2. hedging strategies between index futures and a basket of stocks
3. domestic and foreign goods 、 cross-exchange digital currency arbitrage
4. combination index custom monitoring, and message notification quote
5. stock market trading strategies scanning picking class （ ryuichi 、 ryuji ）
6. and many more ~~~
"""
vt_symbols = ["IF1912.CFFEX", "rb2001.SHFE"]
# subscribe quotes
engine.subscribe(vt_symbols)
# get contract information
for vt_symbol in vt_symbols:
contract = engine.get_contract(vt_symbol)
msg = f" contract information ，{contract}"
engine.write_log(msg)
# continuous operation ， use strategy_active to determine whether to exit the program
while engine.strategy_active:
# polling get quotes
for vt_symbol in vt_symbols:
tick = engine.get_tick(vt_symbol)
msg = f" the latest market , {tick}"
engine.write_log(msg)
# wait 3 seconds into the next round
sleep(3)
def run(engine: ScriptEngine):
"""
脚本策略的主函数说明：
1. 唯一入参是脚本引擎ScriptEngine对象，通用它来完成查询和请求操作
2. 该函数会通过一个独立的线程来启动运行，区别于其他策略模块的事件驱动
3. while循环的维护，请通过engine.strategy_active状态来判断，实现可控退出
脚本策略的应用举例：
1. 自定义篮子委托执行执行算法
2. 股指期货和一篮子股票之间的对冲策略
3. 国内外商品、数字货币跨交易所的套利
4. 自定义组合指数行情监控以及消息通知
5. 股票市场扫描选股类交易策略（龙一、龙二）
6. 等等~~~
"""
# 持续运行，使用strategy_active来判断是否要退出程序
while engine.strategy_active:
# 轮询获取行情
current_contract = engine.get_current_contract()
if not current_contract:
print("没有合约信息，请连接CTP！")
break
current_tick = engine.get_tick(current_contract.symbol)
tick_list = engine.get_current_tick_list()
if current_tick:
if tick_list:
top_tick = tick_list[len(tick_list) - 1]
msg = f"最新行情, {engine.get_new_tick_flag()}"
engine.write_log(msg)
else:
msg = f"最新行情, {top_tick}"
engine.write_log(msg)
else:
msg = f"最新行情, {current_tick}"
engine.write_log(msg)
break
# 等待3秒进入下一轮
sleep(0.001)