def scrawl_single_tick(i, path, ex, tdates):
the_dir1 = os.path.join(path, ex.upper(), str(i[2].year))
if not os.path.exists(the_dir1):
os.makedirs(the_dir1)
the_dir = os.path.join(path, ex.upper(), str(i[2].year), i[0] + ".csv.gz")
the_dir2 = os.path.join(path, ex.upper(), str(i[2].year), i[0] + ".csv")
if not os.path.exists(the_dir):
print(the_dir)
print(i)
print(tdates[i[2]])
print(i[2])
api = TqApi(account=TqSim())
# api = TqApi(account=TqSim(),url="ws://192.168.56.1:7777")
td = DataDownloader(api,
symbol_list=[ex.upper() + "." + i[1]],
dur_sec=0,
start_dt=tdates[i[2]] + timedelta(hours=17),
end_dt=i[2] + timedelta(hours=16),
csv_file_name=the_dir2)
while not td.is_finished():
api.wait_update()
# print("progress: tick:%.2f%%" % td.get_progress())
print("done:" + the_dir)
api.close()
with open(the_dir2, 'rb') as f:
with gzip.GzipFile(filename=the_dir2 + ".gz",
mode='w',
compresslevel=9) as gf:
content = f.read()
gf.write(content)
os.remove(the_dir2)
del td
del api
gc.collect()
'''
如果当前价格大于10秒K线的MA15则开多仓
如果小于则平仓
'''
api = TqApi("SIM")
# 获得 m1901 10秒K线的引用
klines = api.get_kline_serial("DCE.m1901", 10)
# 判断开仓条件
while True:
api.wait_update()
if api.is_changing(klines):
ma = sum(klines.close[-15:])/15
print("最新价", klines.close[-1], "MA", ma)
if klines.close[-1] > ma:
print("最新价大于MA: 市价开仓")
api.insert_order(symbol="DCE.m1901", direction="BUY", offset="OPEN", volume=5)
break
# 判断平仓条件
while True:
api.wait_update()
if api.is_changing(klines):
ma = sum(klines.close[-15:])/15
print("最新价", klines.close[-1], "MA", ma)
if klines.close[-1] < ma:
print("最新价小于MA: 市价平仓")
api.insert_order(symbol="DCE.m1901", direction="SELL", offset="CLOSE", volume=5)
break
# 关闭api,释放相应资源
api.close()
def run():
#获取命令行参数
parser = argparse.ArgumentParser()
parser.add_argument('--source_file')
parser.add_argument('--instance_id')
parser.add_argument('--instance_file')
parser.add_argument('--tq_pid')
args = parser.parse_args()
TqMonitorThread(int(args.tq_pid)).start()
# api
api = TqApi(args.instance_id)
try:
sys.stdout = PrintWriter(api.send_chan, args.instance_id)
# log
logger = logging.getLogger("TQ")
logger.setLevel(logging.INFO)
th = TqRunLogger(api.send_chan, args.instance_id)
th.setLevel(logging.INFO)
logger.addHandler(th)
try:
#加载策略文件
file_path, file_name = os.path.split(args.source_file)
sys.path.insert(0, file_path)
module_name = file_name[:-3]
param_list = []
# 加载或输入参数
try:
# 从文件读取参数表
with open(args.instance_file, "rt") as param_file:
instance = json.load(param_file)
param_list = instance.get("param_list", [])
except Exception:
# 获取用户代码中的参数表
def _fake_api_for_param_list(*args, **kwargs):
m = sys.modules[module_name]
for k, v in m.__dict__.items():
if k.upper() != k:
continue
if isinstance(v, datetime.date) or isinstance(v, datetime.time) \
or isinstance(v, int) or isinstance(v, float) or isinstance(v, str):
param_list.append([k, v])
raise Exception()
tqsdk.TqApi = _fake_api_for_param_list
try:
importlib.import_module(module_name)
except Exception:
pass
param_list = input_param(param_list)
if param_list is None:
return
with open(args.instance_file, "wt") as param_file:
json.dump(
{
"instance_id": args.instance_id,
"strategy_file_name": args.source_file,
"desc": json.dumps(param_list),
"param_list": param_list,
}, param_file)
api.send_chan.send_nowait({
"aid": "desc",
"instance_id": args.instance_id,
"status": "RUNNING",
"desc": json.dumps(param_list)
})
# 拉起实例并直接执行
def _fake_api_for_launch(*args, **kwargs):
m = sys.modules[module_name]
for k, v in param_list:
m.__dict__[k] = v
return api
tqsdk.TqApi = _fake_api_for_launch
__import__(module_name)
except ModuleNotFoundError:
logger.exception("加载策略文件失败")
except IndentationError:
logger.exception("策略文件缩进格式错误")
except Exception as e:
logger.exception("策略运行中遇到异常", exc_info=True)
finally:
if not api.loop.is_closed():
api.close()