Merge branch 'main' of http://git.zhoujie.site/zhoujie/Quant_Code
This commit is contained in:
@@ -15,6 +15,7 @@ from vnpy.trader.engine import MainEngine, LogEngine
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from vnpy.trader.object import ContractData
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from vnpy.trader.constant import Exchange, Product
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from vnpy.trader.event import EVENT_CONTRACT
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<<<<<<< HEAD
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# 加载VeighNa插件模块
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from vnpy_ctp import CtpGateway
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@@ -22,34 +23,76 @@ from vnpy_datarecorder import DataRecorderApp, RecorderEngine
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from vnpy_datarecorder.engine import EVENT_RECORDER_LOG
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# 开启日志记录功能
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# 日志对于排查问题和监控系统运行状态非常重要
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SETTINGS["log.active"] = True # 激活日志功能
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SETTINGS["log.level"] = INFO # 设置日志级别为INFO，输出详细信息
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SETTINGS["log.console"] = True # 在控制台显示日志，方便实时查看
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=======
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# import pandas as pd
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# 加载VeighNa插件模块,ctp和TTS平台不能同时选择，否则会报4097错误
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# from vnpy_ctp import CtpGateway
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from vnpy_datarecorder import DataRecorderApp, RecorderEngine
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from vnpy_datarecorder.engine import EVENT_RECORDER_LOG
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from vnpy_tts import TtsGateway
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# 开启日志记录功能
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# 日志对于排查问题和监控系统运行状态非常重要
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SETTINGS["log.active"] = True # 激活日志功能
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SETTINGS["log.level"] = INFO # 设置日志级别为INFO，输出详细信息
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SETTINGS["log.console"] = True # 在控制台显示日志，方便实时查看
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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# CTP接口登录信息
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# 以下使用的是SimNow模拟账户信息，初学者可以在SimNow官网申请
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<<<<<<< HEAD
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=======
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# SIMULATE_SERVER = {
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# '电信1': {'BrokerID': 9999, 'TDServer': "180.168.146.187:10201", 'MDServer': '180.168.146.187:10211', 'AppID': 'simnow_client_test', 'AuthCode': '0000000000000000'},
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# '电信2': {'BrokerID': 9999, 'TDServer': "180.168.146.187:10202", 'MDServer': '180.168.146.187:10212', 'AppID': 'simnow_client_test', 'AuthCode': '0000000000000000'},
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# '移动': {'BrokerID': 9999, 'TDServer': "218.202.237.33:10203", 'MDServer': '218.202.237.33:10213', 'AppID': 'simnow_client_test', 'AuthCode': '0000000000000000'},
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# 'TEST': {'BrokerID': 9999, 'TDServer': "180.168.146.187:10130", 'MDServer': '180.168.146.187:10131', 'AppID': 'simnow_client_test', 'AuthCode': '0000000000000000'},
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# 'N视界': {'BrokerID': 10010, 'TDServer': "210.14.72.12:4600", 'MDServer': '210.14.72.12:4602', 'AppID': '', 'AuthCode': ''},
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# }
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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ctp_setting: dict[str, str] = {
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"用户名": "209534", # SimNow账户名
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"密码": "Vnpy@123456", # SimNow密码
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"用户名": "135858", # SimNow账户名
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"密码": "Zj1234!@#%", # SimNow密码
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"经纪商代码": "9999", # SimNow经纪商代码固定为9999
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"交易服务器": "180.168.146.187:10201", # SimNow交易服务器地址和端口
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"行情服务器": "180.168.146.187:10211", # SimNow行情服务器地址和端口
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"交易服务器": "180.168.146.187:10130", # SimNow交易服务器地址和端口
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"行情服务器": "180.168.146.187:10131", # SimNow行情服务器地址和端口
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"产品名称": "simnow_client_test", # 产品名称，用于区分不同的客户端
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"授权编码": "0000000000000000", # 授权编码，SimNow模拟账户使用默认值即可
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}
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<<<<<<< HEAD
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# 要录制数据的交易所列表
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# 可以根据需要取消注释来添加更多交易所
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recording_exchanges: list[Exchange] = [
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Exchange.CFFEX, # 中国金融期货交易所
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# Exchange.CFFEX, # 中国金融期货交易所
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=======
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# tts_setting: dict[str, str] = {
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# "用户名": "1148",
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# "密码": "123456",
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# "经纪商代码": "",
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# "交易服务器": "tcp://121.37.80.177:20002",
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# "行情服务器": "tcp://121.37.80.177:20004",
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# "产品名称": "",
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# "授权编码": ""
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# }
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# 要录制数据的交易所列表
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# 可以根据需要取消注释来添加更多交易所
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recording_exchanges: list[Exchange] = [
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# Exchange.CFFEX, # 中国金融期货交易所
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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# Exchange.SHFE, # 上海期货交易所
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# Exchange.DCE, # 大连商品交易所
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# Exchange.CZCE, # 郑州商品交易所
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# Exchange.GFEX, # 广州期货交易所
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Exchange.GFEX, # 广州期货交易所
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# Exchange.INE, # 上海国际能源交易中心
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]
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@@ -57,11 +100,32 @@ recording_exchanges: list[Exchange] = [
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# 要录制数据的品种类型
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# 可以根据需要取消注释来添加更多品种
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recording_products: list[Product] = [
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<<<<<<< HEAD
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Product.FUTURES, # 期货品种
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=======
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Product.FUTURES, # 期货品种
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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# Product.OPTION, # 期权品种
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]
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<<<<<<< HEAD
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=======
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# 要录制的合约列表
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# contacts_df = pd.read_csv(r'D:\Git_FNOS\Quant_Code\999.账户相关\simnow_trader\main_contacts.csv', header = 0, usecols= [16, 17],names=['主连代码', '品种代码'])
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# print(contacts_df['主连代码'].tolist())
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# recording_contracts: list[str] = contacts_df['主连代码'].tolist()
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# recording_contracts: list[str] = [
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# # "IF2503", # 沪深300指数期货
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# # "IC2503", # 中证500指数期货
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# # "IM2503", # 上证50指数期货
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# # "IH2503", # 上证指数期货
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# "TA2505", # 纯碱期货
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# "SA2505", # 玻璃期货
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# ]
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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def run_recorder() -> None:
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"""
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运行行情录制程序
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@@ -79,7 +143,12 @@ def run_recorder() -> None:
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main_engine: MainEngine = MainEngine(event_engine)
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# 添加CTP接口，连接到期货市场
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<<<<<<< HEAD
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main_engine.add_gateway(CtpGateway)
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=======
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# main_engine.add_gateway(CtpGateway)
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main_engine.add_gateway(TtsGateway)
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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# 添加数据录制引擎，用于录制Tick行情入库
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recorder_engine: RecorderEngine = main_engine.add_app(DataRecorderApp)
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@@ -100,13 +169,24 @@ def run_recorder() -> None:
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# 判断合约是否符合录制条件
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if (
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<<<<<<< HEAD
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contract.exchange in recording_exchanges # 检查合约所属交易所是否在预设列表中
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and contract.product in recording_products # 检查合约品种类型是否在预设列表中
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):
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# 添加该合约的行情录制任务，vt_symbol是VeighNa中的唯一标识符，格式为"代码.交易所"
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recorder_engine.add_tick_recording(contract.vt_symbol)
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=======
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contract.exchange
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in recording_exchanges # 检查合约所属交易所是否在预设列表中
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and contract.product
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in recording_products # 检查合约品种类型是否在预设列表中
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# and contract.symbol
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# in recording_contracts
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):
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# 添加该合约的行情录制任务，vt_symbol是VeighNa中的唯一标识符，格式为"代码.交易所"
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recorder_engine.add_tick_recording(contract.vt_symbol)
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print(contract.vt_symbol)
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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# 注册合约事件处理函数，当有新合约信息推送时，会自动调用subscribe_data函数
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event_engine.register(EVENT_CONTRACT, subscribe_data)
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@@ -130,7 +210,12 @@ def run_recorder() -> None:
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event_engine.register(EVENT_RECORDER_LOG, print_log)
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# 连接CTP接口并登录，第一个参数是接口设置，第二个参数是接口名称
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<<<<<<< HEAD
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main_engine.connect(ctp_setting, CtpGateway.default_name)
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=======
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# main_engine.connect(ctp_setting, CtpGateway.default_name)
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main_engine.connect(tts_setting, TtsGateway.default_name)
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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# 等待30秒，CTP接口连接后需要一段时间来完成初始化
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sleep(30)
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@@ -144,4 +229,8 @@ def run_recorder() -> None:
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# Python程序的标准入口写法，直接运行此脚本时会执行run_recorder函数
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if __name__ == "__main__":
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<<<<<<< HEAD
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run_recorder()
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=======
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run_recorder()
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>>>>>>> 89b0c6f53b8dd82ee082bff30b568528d3804d48
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