def load_data(self) -> None:
""""""
position_data = load_json(self.data_filename)
for d in position_data:
vt_symbol = d["vt_symbol"]
direction = Direction(d["direction"])
position = self.get_position(vt_symbol, direction)
position.volume = d["volume"]
position.price = d["price"]
def __init__(self, algo_engine: BaseEngine, algo_name: str, setting: dict):
""""""
super().__init__(algo_engine, algo_name, setting)
# Parameters
self.vt_symbol = setting["vt_symbol"]
self.direction = Direction(setting["direction"])
self.price = setting["price"]
self.volume = setting["volume"]
self.offset = Offset(setting["offset"])
# Variables
self.vt_orderid = ""
self.traded = 0
self.subscribe(self.vt_symbol)
self.put_parameters_event()
self.put_variables_event()
def start_algo(self):
""""""
name = self.name_line.text()
direction = Direction(self.direction_combo.currentText())
offset = Offset(self.offset_combo.currentText())
price = float(self.price_line.text())
volume = float(self.volume_line.text())
payup = int(self.payup_line.text())
interval = int(self.interval_line.text())
lock_str = self.lock_combo.currentText()
if lock_str == "是":
lock = True
else:
lock = False
self.spread_engine.start_algo(name, direction, offset, price, volume,
payup, interval, lock)
def __init__(
self,
algo_engine: BaseEngine,
algo_name: str,
setting: dict
):
""""""
super().__init__(algo_engine, algo_name, setting)
# Parameters
self.vt_symbol = setting["vt_symbol"]
self.direction = Direction(setting["direction"])
self.volume = setting["volume"]
self.offset = Offset(setting["offset"])
self.min_volume = setting["min_volume"]
self.max_volume = setting["max_volume"]
if "." in setting["volume_change"]:
self.volume_change = float(setting["volume_change"])
else:
self.volume_change = int(setting["volume_change"])
# Variables
self.vt_orderid = ""
self.traded = 0
self.last_tick = None
self.order_price = 0
self.put_parameters_event()
self.put_variables_event()
# Check if min/max volume met
if self.min_volume <= 0:
self.write_log("最小挂单量必须大于0，算法启动失败")
self.stop()
return
if self.max_volume < self.min_volume:
self.write_log("最大挂单量必须不小于最小委托量，算法启动失败")
self.stop()
return
self.subscribe(self.vt_symbol)
def send_order(self):
""""""
name = self.name_combo.currentText()
price_text = self.price_line.text()
volume_text = self.volume_line.text()
if not price_text or not volume_text:
return
price = float(price_text)
volume = float(volume_text)
direction = Direction(self.direction_combo.currentText())
offset = Offset(self.offset_combo.currentText())
self.portfolio_engine.send_order(
name,
price,
volume,
direction,
offset
)