inquant 1.1.7

inquant future quant api

inquant future quant api

-- coding: utf-8 --

from StrategyTemplate import *

class MyStrategy(StrategyTemplate): """我的策略"""

def __init__(self):
    """构造函数"""
    super(MyStrategy,self).__init__()

def OnTick(self, data):
    """Tick数据处理 注data参数一次只有一条tick数据"""
    print("tickqqqqq",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"""
    print("bar",data.Symbol,data.LocalTime,data.Exchange)

    resp10 = strategy.GetLastBar('rb1901',Exchange.SHFE,60,5)

    print(resp10[0].Symbol,resp10[0].LocalTime)
    pass

def OnOrderChanged(self,order):
    """成交回报处理"""
    pass

def TaskCallback(self):
    print(datetime.now().time())

if name == 'main':

#新建策略
strategy = MyStrategy()

#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)

strategy.WriteInfo(u"开始初始化策略...")
#初始化
ret = strategy.Init("demo.json","d:\\strategylog\\")
if not ret:
    strategy.WriteError("u初始化策略失败！！！")
    input(u"按任意键退出")
    sys.exit()
strategy.WriteInfo(u"初始化策略成功")

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('rb1901',Exchange.SHFE,OrderSide.Buy,4166,1,OrderType.LMT,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('rb1901',Exchange.SHFE)
resp9 = strategy.GetLastTick('rb1901',Exchange.SHFE,2)
resp10 = strategy.GetLastBar('rb1901',Exchange.SHFE,300,5)

input(u"策略执行中，按任意键退出...")