def setUp(self): self._instrument = 'au1606' ticks_df = dict() lock = Lock() self._logger = mock.MagicMock() self._df = DataFrame(columns=['time', 'price', 'volume', 'amount']) ticks_df[self._instrument] = self._df self._api = CTPMdApi([self._instrument], ticks_df, lock, self._logger)
def __init__(self, queue, identifiers, frequency): super(GetBarThread, self).__init__() self.__queue = queue self.__identifiers = identifiers self.__frequency = frequency self.__nextBarStart = None self.__nextBarClose = None self._ticksDf = {} self.__lock = Lock() for identifier in self.__identifiers: self._ticksDf[identifier] = DataFrame( columns=['time', 'price', 'volume', 'amount']) self._ctpMdApi = CTPMdApi(self.__identifiers, self._ticksDf, self.__lock, logger) #self._ctpMdApi.login("tcp://222.66.97.241:41213", '9017811', '123456', '7070') self._ctpMdApi.login("tcp://180.168.212.228:41213", "simnow申请", "simnow申请", "9999") #self._ctpMdApi.login("tcp://211.144.195.163:34505", "", "", "") self.__updateNextBarClose()