Python load_stockopt_info示例

示例#1

 def initialize(self):
     self.ptype = ProductType.Option
     prod_info = mysqlaccess.load_stockopt_info(self.name)
     self.exchange = prod_info['exch']
     self.multiple = prod_info['lot_size']
     self.tick_base = prod_info['tick_size']
     self.strike = prod_info['strike']
     self.otype = prod_info['otype']
     self.underlying = prod_info['underlying']
     self.product = self.underlying
     self.cont_mth = prod_info['cont_mth']
     self.expiry = get_opt_expiry(self.underlying, self.cont_mth)

示例#2

文件： instrument.py 项目： Allen1203/pyktrader2

 def initialize(self):
     self.ptype = ProductType.Option
     prod_info = mysqlaccess.load_stockopt_info(self.name)
     self.exchange = prod_info['exch']
     self.multiple = prod_info['lot_size']
     self.tick_base = prod_info['tick_size']
     self.strike = prod_info['strike']
     self.otype = prod_info['otype']  
     self.underlying = prod_info['underlying']
     self.product = self.underlying
     self.cont_mth = prod_info['cont_mth']
     self.expiry = get_opt_expiry(self.underlying, self.cont_mth)
     return