Metadata-Version: 2.1
Name: inquant
Version: 1.1.7
Summary: inquant future quant api
Home-page: http://www.inquantstudio.com/
Author: inquant
Author-email: sunliusi@hotmail.com
License: UNKNOWN
Description: 
        
        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...")
        
Platform: UNKNOWN
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: Implementation
Classifier: Programming Language :: Python :: 2
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Description-Content-Type: text/markdown
