def run(self): while True: import time from random import uniform, randint time.sleep(2) which = randint(1, 3) data1 = dict() data1["InstrumentID"] = "au1606" data1["UpdateTime"] = utcnow().strftime("%H:%M:%S") price = uniform(9, 10) data1["LastPrice"] = price data1["Volume"] = randint(100, 200) data1["Turnover"] = uniform(200, 300) data1["PreClosePrice"] = price - 0.1 data2 = dict() data2["InstrumentID"] = "IF1505" data2["UpdateTime"] = utcnow().strftime("%H:%M:%S") price = uniform(9, 10) data2["LastPrice"] = price data2["Volume"] = randint(100, 200) data2["Turnover"] = uniform(200, 300) data2["PreClosePrice"] = price - 0.1 if which == 1: print data1 self._api.onRtnDepthMarketData(data1) elif which == 2: print data2 self._api.onRtnDepthMarketData(data2) else: # both print data1 print data2 self._api.onRtnDepthMarketData(data1) self._api.onRtnDepthMarketData(data2)
def run(self): while True: import time from random import uniform, randint time.sleep(2) which = randint(1, 3) data1 = dict() data1['InstrumentID'] = 'au1606' data1['UpdateTime'] = utcnow().strftime("%H:%M:%S") price = uniform(9, 10) data1['LastPrice'] = price data1['Volume'] = randint(100, 200) data1['Turnover'] = uniform(200, 300) data1['PreClosePrice'] = price - 0.1 data2 = dict() data2['InstrumentID'] = 'IF1505' data2['UpdateTime'] = utcnow().strftime("%H:%M:%S") price = uniform(9, 10) data2['LastPrice'] = price data2['Volume'] = randint(100, 200) data2['Turnover'] = uniform(200, 300) data2['PreClosePrice'] = price - 0.1 if which == 1: print data1 self._api.onRtnDepthMarketData(data1) elif which == 2: print data2 self._api.onRtnDepthMarketData(data2) else: # both print data1 print data2 self._api.onRtnDepthMarketData(data1) self._api.onRtnDepthMarketData(data2)
def __wait(self): # first reset ticks info in one cycle, maybe we need save it if NO quotation in this period for identifier in self._identifiers: self._tickDSDict[identifier].reset() nextCall = self.getNextCallDateTime() while not self.__stopped and utcnow() < nextCall: start_time = datetime.datetime.now() self.get_tushare_tick_data() end_time = datetime.datetime.now() time_diff = (end_time - start_time).seconds if time_diff < TuSharePollingThread.TUSHARE_INQUERY_PERIOD: time.sleep(TuSharePollingThread.TUSHARE_INQUERY_PERIOD - time_diff)
def getCurrentDateTime(self): return utcnow()
def __updateNextBarClose(self): self.__nextBarClose = resamplebase.build_range( utcnow(), self.__frequency).getEnding()
def __updateNextBarClose(self): self.__nextBarClose = resamplebase.build_range(utcnow(), self.__frequency).getEnding()