def processMessage(self):
strategy = StrategyEngine.getStrategyByStrategyId(self.strategyId)
while strategy is not None and self is strategy:
if self.msgQueue.empty():
time.sleep(0.01)
strategy = StrategyEngine.getStrategyByStrategyId(
self.strategyId)
continue
message = self.msgQueue.get()
if message['type'] == 'tick':
tick = message['value']
if tick.unifiedSymbol in self.subscribedUnifiedSymbolSet:
self.processTick(tick)
elif message['type'] == 'trade':
trade = message['value']
self.processTrade(trade)
elif message['type'] == 'order':
order = message['value']
self.processOrder(order)
strategy = StrategyEngine.getStrategyByStrategyId(self.strategyId)
def onRpcTickRtn(rpcTickRtn):
ClientTradeCacheService.storeTick(rpcTickRtn.tick)
StrategyEngine.onTick(rpcTickRtn.tick)
def onRpcOrderRtn(rpcOrderRtn):
ClientTradeCacheService.storeOrder(rpcOrderRtn.order)
StrategyEngine.onOrder(rpcOrderRtn.order)
def onRpcTradeRtn(rpcTradeRtn):
ClientTradeCacheService.storeTrade(rpcTradeRtn.trade)
StrategyEngine.onTrade(rpcTradeRtn.trade)
def onRpcTradeListRtn(rpcTradeListRtn):
for trade in rpcTradeListRtn.trade:
ClientTradeCacheService.storeTrade(trade)
StrategyEngine.onTrade(trade)
def onRpcOrderListRtn(rpcOrderListRtn):
for order in rpcOrderListRtn.order:
ClientTradeCacheService.storeOrder(order)
StrategyEngine.onOrder(order)
startDatetime = '2020-06-15 00:00:00.000000'
startTimestamp = int(
time.mktime(time.strptime(startDatetime, "%Y-%m-%d %H:%M:%S.%f")) *
1000)
endDatetime = '2020-06-23 00:00:00.000000'
endTimestamp = int(
time.mktime(time.strptime(endDatetime, "%Y-%m-%d %H:%M:%S.%f")) * 1000)
print(startDatetime)
print(endTimestamp)
barList = RpcClientApiService.queryDBBarList(startTimestamp,
endTimestamp,
"IC2009@CFFEX@FUTURES",
BarCycleEnum.B_1Min,
MarketDataDBTypeEnum.MDDT_MIX,
reqId=None,
timeoutSeconds=None)
print(len(barList))
demoStrategyId = "TEST-STRATEGY-ID-000"
strategyDemo = StrategyDemo({"strategyId": demoStrategyId})
StrategyEngine.addStrategy(strategyDemo)
strategyDemo.initStrategy()
strategyDemo.startTrading()
while True:
time.sleep(100)
Config.operatorId = operatorId
Config.nodeId = nodeId
WebSocketClientHandler.connect(loginResult['cookie'])
time.sleep(2)
logging.info("获取账户列表")
RpcClientApiService.getAccountList(sync=True)
logging.info("获取持仓列表")
RpcClientApiService.getPositionList(sync=True)
logging.info("获取混合合约列表")
RpcClientApiService.getMixContractList(sync=True)
logging.info("获取委托列表")
RpcClientApiService.getOrderList(sync=True)
logging.info("获取成交列表")
RpcClientApiService.getTradeList(sync=True)
logging.info("获取Tick列表")
RpcClientApiService.getTickList(sync=True)
demoStrategyId = "TEST-STRATEGY-ID-000"
strategyDemo = StrategyDemo(demoStrategyId)
StrategyEngine.addStrategy(strategyDemo)
StrategyEngine.start()
strategyDemo.initStrategy()
strategyDemo.startTrading()
while True:
time.sleep(100)