将来时
inquant的Python项目详细描述
--编码：utf-8--
从inquant导入*
类mystrategy（策略模板）： “
def __init__(self,strategyID,logPath):
"""构造函数"""
super(MyStrategy,self).__init__(strategyID,logPath)
self.isfirst = 0
def OnTick(self, data):
"""Tick数据处理 注data参数一次只有一条tick数据"""
self.WriteInfo('tick : {0} {1} {2}'.format(data.Symbol,data.LocalTime,data.Exchange))
pass
def OnBar(self, data):
"""Bar数据处理 注data参数一次只有一条bar数据"""
self.WriteInfo('bar : {0} {1} {2}'.format(data.Symbol,data.LocalTime,data.Exchange))
resp10 = strategy.GetLastBar(data.Symbol,data.Exchange,data.BarType,5)
if self.isfirst == 0:
self.isfirst = 1
resp4 = self.SendOrder(data.Symbol,data.Exchange,OrderSide.Sell,data.LastPx,1,OrderType.LMT,Offset.Close)
pass
def OnOrderChanged(self,order):
"""成交回报处理"""
self.WriteInfo('OrderChanged : {0} {1} {2}'.format(order.Symbol,order.Price,order.Exchange))
pass
def TaskCallback(self):
print(datetime.now().time())
如果name='main'： #新建工程 策略=mystrategy（'2-xk1211231243242314123534523453'，'/home/admin/logs/restory'30053;/'）
strategy.SetMarketStatus(1)
ret = strategy.GetHisBar("rb1905",Exchange.SHFE,60 * 60,1000,20181015150000)
#创建定时任务
strategy.CreateScheduler(strategy.TaskCallback,[90000,161005])
contracts = strategy.GetFutContracts('rb',Exchange.SHFE,-1)
contracts = strategy.GetFutContracts('rb',Exchange.SHFE,0)
contracts = strategy.GetFutContracts('rb',Exchange.SHFE,1)
contracts = strategy.GetFutContracts('rb',Exchange.SHFE,2)
contracts = strategy.GetFutContracts('rb',Exchange.SHFE,3)
a1 = strategy.Subscribe(["rbM.SHFE.Tick.0", "rbM.SHFE.Bar.300"])
strategy.WriteInfo(u"开始启动策略...")
resp = strategy.Start()
if not resp:
strategy.WriteError(u"策略启动失败！！")
input(u"按任意键退出")
sys.exit()
strategy.WriteInfo(u"策略启动成功")
resp4 = strategy.SendOrder('rb1905',Exchange.SHFE,OrderSide.Buy,0,1,OrderType.MKT,Offset.Open)
resp5 = strategy.CancelOrder('7ba0ab1c8319442299c835269f600f3f')
resp1 = strategy.GetAssetInfo()
resp2 = strategy.GetOrders()
resp3 = strategy.GetPositions()
resp6 = strategy.GetOrder('7ba0ab1c8319442299c835269f600f3f')
resp7 = strategy.GetOpenOrders()
resp8 = strategy.GetContract('rb1905',Exchange.SHFE)
resp9 = strategy.GetLastTick('rb1905',Exchange.SHFE,2)
resp10 = strategy.GetLastBar('rb1905',Exchange.SHFE,300,5)
input(u"策略执行中，按任意键退出...")
欢迎加入QQ群-->： 979659372
