示例#1
0
 def __init__(self):
     """"""
     self.q = CtpQuote()
     self.q.OnConnected = lambda x: self.q.ReqUserLogin(
         '008107', '1', '9999')
     self.q.OnUserLogin = lambda o, i: self.q.ReqSubscribeMarketData(
         'rb1910')
示例#2
0
    def __init__(self):
        self.TradingDay = ''
        '''交易日'''
        self.Actionday = ''
        '''自然日'''
        self.Actionday1 = ''
        '''隔夜自然日'''

        self.tick_time = ''
        '''最后tick的交易时间:yyyy-MM-dd HH:mm:ss'''

        self.trading_days: list = []
        '''交易日序列'''

        self.trade_time: dict = {}
        '''品种交易时间'''

        self.instrument_info = {}
        '''合约信息'''

        self.received_instrument: list = []
        '''已接收tick的合约'''

        self.cfg = Config()
        self.stra_instances = []

        self.q = CtpQuote()
        self.t = CtpTrade()
示例#3
0
    def __init__(self, addr: str, broker: str, investor: str, pwd: str):
        """"""
        self.front = addr
        self.broker = broker
        self.investor = investor
        self.pwd = pwd

        self.q = CtpQuote()
        self.q.OnConnected = lambda x: self.q.ReqUserLogin(self.investor, self.pwd, self.broker)
        self.q.OnUserLogin = lambda o, i: self.q.ReqSubscribeMarketData('rb1910')
示例#4
0
    def __init__(self):
        self.TradingDay = ''
        self.ActionDay = ''
        self.ActionDay1 = ''
        self.tick_time = ''
        self.cfg = Config()
        self.stra_instances = []

        dllpath = os.path.join(os.getcwd(), self.cfg.ctp_dll_path)
        self.q = CtpQuote(dllpath)
        self.t = CtpTrade(dllpath)
示例#5
0
    def __init__(self):
        """初始化"""
        self.inst_mins = {}
        self.received_tick = []
        self.trade_time = {}
        self.trading_days = []

        self.TradingDay = ''
        self.Actionday = ''
        self.Actionday1 = ''
        # tick时间
        self.tick_time = ''

        # 计算指数相关
        self.product_time = {}
        self.product_rate = {}

        self.inst_queue = Queue(0)
        # 当前文件路径
        self.cwd = os.path.dirname(os.path.realpath(__file__))

        self.t = CtpTrade()
        self.q = CtpQuote()