def init(): #(1) 更新t_position,没有就插入 dao.updateAllPosition(max, jqdata_security) #(2) 更新CTA_setting.json with open('CTA_setting.json', 'w') as json_file: json_file.write( json.dumps([{ "name": strategy, "className": strategy, "vtSymbol": util.get_CTA_setting_dominant_future( jqSecurity=jqdata_security) }])) print "################# My t_position and CTA_setting.json REFRESH! ######################"
def init(): #(1) 更新t_position,没有就插入 dao.updateAllPosition(duo=duo, kon=kon, max=max, security=jqdata_security) #(2) 更新CTA_setting.json vtSymbol = util.get_CTA_setting_dominant_future(jqSecurity=jqdata_security) #(3)riskcontrol重设 controlRisk = ControlRisk(security=jqdata_security, ctaEngine=None) controlRisk.releaseAll() controlRisk.setOpenKonPrice(price=init_realOpenKonPrice) controlRisk.setOpenDuoPrice(price=init_realOpenDuoPrice) if init_realOpenDuoPrice is not None or init_realOpenKonPrice is not None: controlRisk.activeLocking() with open('CTA_setting.json', 'w') as json_file: json_file.write( json.dumps([{ "name": strategy, "className": strategy, "vtSymbol": vtSymbol }])) print "################# My t_position and CTA_setting.json REFRESH! ######################"
jqSecurity=None, frequency=None, enableBuy=None, enableShort=None): security = jqSecurity #'FG9999.XZCE' 'RB9999.XSGE' 'JM9999.XDCE' status = Status() frequency = frequency strategyBase = MutilEMaStrategyBase(security=security, status=status, ctaTemplate=None, frequency=frequency, jqDataAccount='13268108673', jqDataPassword='******', pricePosi_top=0, pricePosi_bottom=4, enableTrade=False, enableBuy=enableBuy, enableShort=enableShort) times = util.getTimeSerial(startTime, count=1000 * 800, periodSec=12) for t in times: if strategyBase.startJudgeAndRefreshStatus(t): strategyBase.trade(None) jqSecurity = 'RB9999.XSGE' dao.updateAllPosition(duo=0, kon=0, max=1, security=jqSecurity) start(jqSecurity=jqSecurity, startTime='2018-12-12 13:45:00', frequency='5m', enableBuy=True, enableShort=True)
def start(startTime=None, jqSecurity=None, frequency=None, enableBuy=None, enableShort=None): security = jqSecurity #'FG9999.XZCE' 'RB9999.XSGE' 'JM9999.XDCE' status = Status() frequency = frequency strategyBase = MutilEMaStrategyBase(security=security, status=status, ctaTemplate=None, frequency=frequency, jqDataAccount='13268108673', jqDataPassword='******', enableTrade=False, enableBuy=enableBuy, enableShort=enableShort) times = util.getTimeSerial(startTime, count=1000 * 800, periodSec=12) for t in times: if strategyBase.startJudgeAndRefreshStatus(t): strategyBase.trade(None) jqSecurity = 'TA8888.XZCE' dao.updateAllPosition(3, jqSecurity) start(jqSecurity=jqSecurity, startTime='2018-10-10 14:00:00', frequency='5m', enableBuy=True, enableShort=True)