def sign_in_success(self):
self.bee_ext = CtpbeeApi('default_setting', current_app)
self.bee_ext.map[EVENT_ACCOUNT] = self.on_account
self.bee_ext.map[EVENT_CONTRACT] = self.on_contract
self.bee_ext.map[EVENT_BAR] = self.on_bar
self.bee_ext.map[EVENT_ORDER] = self.on_order
self.bee_ext.map[EVENT_POSITION] = self.on_position
self.bee_ext.map[EVENT_TICK] = self.on_tick
self.bee_ext.map[EVENT_SHARED] = self.on_shared
self.bee_ext.map[EVENT_TRADE] = self.on_trade
self.bee_ext.map[EVENT_TIMER] = self.on_realtime
#
contracts = {
contract.local_symbol: contract.name
for contract in self.bee_ext.app.recorder.get_all_contracts()
}
G.all_contracts = contracts
self.home_handle()
# main_contract = self.app.recorder.get_main_contract_by_code("ap")
#
# # 获取合约的价格
# # # 如果你需要该合约的最新的行情价格 你可能需要通过self.app.trader.request_market_data() 来更新最新的深度行情，回调函数会自动更新行情数据，
# # 也许在风控那边一直发送请求数据或者在start()之后开个单独线程来请求是个不错的选择
# print(self.app.recorder.get_contract_last_price("AP910.CZCE"))
#
# # 获取主力合约列表
# print(self.app.recorder.main_contract_list)
main_contract = self.app.recorder.get_main_contract_by_code("ap")
if main_contract:
self.instrument_set.add(main_contract.local_symbol)
# print(app.recorder.get_contract("ag1912.SHFE"))
api = CtpbeeApi(extension_name="hi")
@api.route(handler="bar")
def handle_bar(self, bar):
""" """
# self.action.short(bar.high_price, 1, bar)
@api.route(handler="tick")
def handle_tick(self, tick):
""" """
print(tick._to_df())
@api.route(handler="contract")
"""
本地模拟示例
"""
from datetime import datetime
from time import sleep
from ctpbee import CtpBee
from ctpbee import CtpbeeApi
from ctpbee.constant import BarData, TickData
api = CtpbeeApi("实盘")
pre = CtpbeeApi("模拟")
class Me(CtpbeeApi):
def on_tick(self, tick: TickData) -> None:
print(tick)
def on_bar(self, bar: BarData) -> None:
print(bar)
@api.route(handler="tick")
def handle_tick(self, tick):
""" """
# print("当前时间: ", str(datetime.now()))
# print("tick时间: ", str(tick.datetime))
@api.route(handler="contract")
# if not auth_time(tick.datetime.time()):
# """ 过滤非交易时间段的数据 """
# return
#
# if self.datetime_queue.empty() or self.datetime_queue.qsize() <= self.queue_length:
# pass
# else:
# q = self.datetime_queue.get()
# interval = q - tick.datetime
# if interval > 3600 * 4 or q < tick.datetime:
# """ 如果出现间隔过大或者时间小于队列的里面的数据，那么代表着脏数据"""
# return
# self.datetime_queue.put(TimeIt(tick.datetime))
# database_c[tick.local_symbol].insert_one(tick._to_dict())
api = CtpbeeApi("api")
@api.route(handler="tick")
def handle_tick(self, tick):
""" """
print(tick)
# print("当前时间: ", str(datetime.now()))
# print("tick时间: ", str(tick.datetime))
@api.route(handler="bar")
def handle_bar(self, bar):
# print(bar)
pass