py_ctp
上期技术期货交易 api 之 python 封装，实现接口调用。支持 windows(x86/x64) linux(x64).
更新
v6.6.8 全函数封装
ctp 接口封装由 ctp_generate 生成
安装
pip install py-ctp==6.6.8.20220912
示例
#!/usr/bin/env python
# -*- coding: utf-8 -*-
__title__ = 'test py ctp of se'
__author__ = 'HaiFeng'
__mtime__ = '20190506'
from py_ctp.trade import CtpTrade
from py_ctp.quote import CtpQuote
from py_ctp.enums import *
import time
class TestTrade(object):
def __init__(self, addr: str, broker: str, investor: str, pwd: str, appid: str, auth_code: str, proc: str):
self.front = addr
self.broker = broker
self.investor = investor
self.pwd = pwd
self.appid = appid
self.authcode = auth_code
self.proc = proc
self.t = CtpTrade()
self.t.OnConnected = self.on_connect
self.t.OnUserLogin = lambda o, x: print('Trade logon:', x)
self.t.OnDisConnected = lambda o, x: print(x)
self.t.OnRtnNotice = lambda obj, time, msg: print(f'OnNotice: {time}:{msg}')
self.t.OnErrRtnQuote = lambda obj, quote, info: None
self.t.OnErrRtnQuoteInsert = lambda obj, o: None
self.t.OnOrder = lambda obj, o: None
self.t.OnErrOrder = lambda obj, f, info: None
self.t.OnTrade = lambda obj, o: None
self.t.OnInstrumentStatus = lambda obj, inst, stat: None
def on_connect(self, obj):
self.t.ReqUserLogin(self.investor, self.pwd, self.broker, self.proc, self.appid, self.authcode)
def run(self):
self.t.ReqConnect(self.front)
# self.t.ReqConnect('tcp://192.168.52.4:41205')
def release(self):
self.t.ReqUserLogout()
class TestQuote(object):
"""TestQuote"""
def __init__(self, addr: str, broker: str, investor: str, pwd: str):
""""""
self.front = addr
self.broker = broker
self.investor = investor
self.pwd = pwd
self.q = CtpQuote()
self.q.OnConnected = lambda x: self.q.ReqUserLogin(self.investor, self.pwd, self.broker)
self.q.OnUserLogin = lambda o, i: self.q.ReqSubscribeMarketData('rb2210')
def run(self):
self.q.ReqConnect(self.front)
def release(self):
self.q.ReqUserLogout()
if __name__ == "__main__":
front_trade = 'tcp://180.168.146.187:10202'
front_quote = 'tcp://180.168.146.187:10212'
broker = '9999'
investor = ''
pwd = ''
appid = ''
auth_code = ''
proc = ''
if investor == '':
investor = input('invesotr:')
pwd = input('password:')
appid = input('appid:')
auth_code = input('auth code:')
proc = input('product info:')
tt = TestTrade(front_trade, broker, investor, pwd, appid, auth_code, proc)
tt.run()
time.sleep(5)
# tt.t.ReqOrderInsert('j1905', DirectType.Buy, OffsetType.Open, 2060, 3)
time.sleep(3)
qq = TestQuote(front_quote, broker, investor, pwd)
qq.run()
# time.sleep(6)
# for inst in tt.t.instruments.values():
# print(inst)
input()
tt.release()
qq.release()
input()
1 maintainer
Metadata
1 maintainer
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