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')
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()
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')
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)
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()