class OrderBookTest(OrderBookHandlerBase):
logger = Logs().getNewLogger('OrderBookTest', QoutationAsynPush.dir)
def on_recv_rsp(self, rsp_pb):
ret_code, ret_data = super(OrderBookTest, self).on_recv_rsp(rsp_pb)
#打印
OrderBookTest.logger.info('OrderBookTest')
OrderBookTest.logger.info(ret_code)
OrderBookTest.logger.info(ret_data)
return RET_OK, ret_data
class TickerTest(TickerHandlerBase):
'''获取逐笔 get_rt_ticker 和 TickerHandlerBase'''
logger = Logs().getNewLogger('TickerTest', QoutationAsynPush.dir)
def on_recv_rsp(self, rsp_pb):
ret_code, ret_data = super(TickerTest, self).on_recv_rsp(rsp_pb)
# 打印,记录日志
TickerTest.logger.info('TickerTest')
TickerTest.logger.info(ret_code)
TickerTest.logger.info(ret_data)
return RET_OK, ret_data
class RTDataTest(RTDataHandlerBase):
logger = Logs().getNewLogger('RTDataTest', QoutationAsynPush.dir)
def on_recv_rsp(self, rsp_pb):
ret_code, ret_data = super(RTDataTest, self).on_recv_rsp(rsp_pb)
#打印信息
RTDataTest.logger.info('RTDataTest')
RTDataTest.logger.info(ret_code)
RTDataTest.logger.info(ret_data)
return RET_OK, ret_data
class CurKlineTest(CurKlineHandlerBase):
'''获取实时K线 get_cur_kline 和 CurKlineHandlerBase'''
logger = Logs().getNewLogger('CurKlineTest', QoutationAsynPush.dir)
def on_recv_rsp(self, rsp_pb):
ret_code, ret_data = super(CurKlineTest, self).on_recv_rsp(rsp_pb)
# 打印,记录日志
CurKlineTest.logger.info('CurKlineTest')
CurKlineTest.logger.info(ret_code)
CurKlineTest.logger.info(ret_data)
return RET_OK, ret_data
class StockQuoteTest(StockQuoteHandlerBase):
# 获取报价get_stock_quote和StockQuoteHandlerBase
logger = Logs().getNewLogger('StockQuoteTest', QoutationAsynPush.dir)
def on_recv_rsp(self, rsp_str):
ret_code, ret_data = super(StockQuoteTest, self).on_recv_rsp(
rsp_str) # 基类的on_recv_rsp方法解包返回了报价信息，格式与get_stock_quote一样
#打印,记录日志
StockQuoteTest.logger.info('StockQuoteTest')
StockQuoteTest.logger.info(ret_code)
StockQuoteTest.logger.info(ret_data)
return RET_OK, ret_data
class BrokerTest(BrokerHandlerBase):
logger = Logs().getNewLogger('BrokerTest', QoutationAsynPush.dir)
def on_recv_rsp(self, rsp_pb):
ret_code, stock_code, ret_data = super(BrokerTest,
self).on_recv_rsp(rsp_pb)
#打印日志
BrokerTest.logger.info('BrokerTest')
BrokerTest.logger.info(stock_code)
BrokerTest.logger.info(ret_code)
BrokerTest.logger.info(ret_data)
return RET_OK, ret_data
def allStockQoutation(self):
'''
订阅多只股票的行情数据
:return:
'''
logger = Logs().getNewLogger('allStockQoutation',
QoutationAsynPush.dir)
markets = [Market.HK, Market.US, Market.SH,
Market.SZ] #,Market.HK_FUTURE,Market.US_OPTION
stockTypes = [
SecurityType.STOCK, SecurityType.WARRANT, SecurityType.IDX,
SecurityType.BOND, SecurityType.ETF
]
for stockType in stockTypes:
for market in markets:
ret_code_stock_basicinfo, ret_data_stock_basicinfo = self.quote_ctx.get_stock_basicinfo(
market, stockType)
codes = ret_data_stock_basicinfo['code'].tolist()
codes_len = len(codes)
code_sub = 0
code_sub_succ = 0
for code in codes:
ret_code = self.aStockQoutation(code)
code_sub += 1
if ret_code is RET_OK:
code_sub_succ += 1
logger.info(
'市场 = %s，股票类型 = %s, 股票总数 = %d, 已发起订阅 = %d，订阅成功 = %d'
% (market, stockType, codes_len, code_sub,
code_sub_succ)) # 记录
logger.info(
'end-------->市场 = %s，股票类型 = %s, 股票总数 = %d, 已发起订阅 = %d，订阅成功 = %d'
% (market, stockType, codes_len, code_sub,
code_sub_succ)) # 记录
time.sleep(5)
self.quote_ctx.stop()
self.quote_ctx.close()