def stra_get_transaction(self, code: str, count: int) -> WtHftData:
'''
获取逐笔成交数据
@code 合约代码
@count 要拉取的tick数量
'''
self.__trans_cache__[code] = WtHftData(capacity=count)
cnt = self.__wrapper__.hft_get_trans(self.__id__, code, count)
if cnt == 0:
return None
hftData = self.__trans_cache__[code]
return hftData
def stra_get_ticks(self, stdCode:str, count:int) -> WtHftData:
'''
获取tick数据
@stdCode 合约代码
@count 要拉取的tick数量
'''
self.__bar_cache__[stdCode] = WtHftData(capacity=count)
cnt = self.__wrapper__.cta_get_ticks(self.__id__, stdCode, count)
if cnt == 0:
return None
df_ticks = self.__tick_cache__[stdCode]
return df_ticks
def stra_get_order_detail(self, code: str, count: int) -> WtHftData:
'''
获取逐笔委托数据
@code 合约代码
@count 要拉取的tick数量
'''
self.__orddtl_cache__[code] = WtHftData(capacity=count)
cnt = self.__wrapper__.hft_get_orddtl(self.__id__, code, count)
if cnt == 0:
return None
hftData = self.__orddtl_cache__[code]
return hftData