增加交易策略、交易指标、量化库代码等文件夹

temp/dingdanliu_nb.py

@@ -11,10 +11,10 @@ GetOrderFlow_dj(kData): 计算订单流的信号指标。
 from multiprocessing import Process, Queue
 import queue
 import threading
-from AlgoPlus.CTP.MdApi import run_tick_engine
-from AlgoPlus.CTP.FutureAccount import get_simulate_account
-from AlgoPlus.CTP.FutureAccount import FutureAccount
-from AlgoPlus.CTP.TraderApiBase import TraderApiBase
+from vnpy.trader.object import TickData, OrderData, TradeData
+from vnpy.trader.constant import Exchange, Direction, Offset, OrderType
+from vnpy.trader.engine import MainEngine
+from vnpy_ctp import CtpGateway
 
 # from AlgoPlus.ta.time_bar import tick_to_bar
 import pandas as pd
@@ -202,7 +202,73 @@ class ParamObj:
         self.周期 = 周期
 
 
-class MyTrader(TraderApiBase):
+class MyTrader:
+    def __init__(self, main_engine, symbol, exchange):
+        self.main_engine = main_engine
+        self.symbol = symbol
+        self.exchange = exchange
+        self.param_dict = {}
+        self.queue_dict = {}
+        self.品种 = " "
+        self.tick_subscribed = False
+        self.last_tick = None
+        self.previous_volume = 0
+
+    def subscribe_tick(self):
+        if not self.tick_subscribed:
+            req = self.main_engine.get_gateway("CTP").subscribe(
+                [
+                    {
+                        "symbol": self.symbol,
+                        "exchange": self.exchange
+                    }
+                ]
+            )
+            self.tick_subscribed = True
+
+    def on_tick(self, tick: TickData):
+        if self.last_tick is not None:
+            last_volume = tick.volume - self.last_tick.volume
+        else:
+            last_volume = 0
+        self.last_tick = tick
+        if last_volume == 0:
+            return
+        tick_dict = {
+            "symbol": tick.symbol,
+            "created_at": tick.datetime,
+            "price": tick.last_price,
+            "last_volume": last_volume,
+            "bid_p": tick.bid_price_1,
+            "bid_v": tick.bid_volume_1,
+            "ask_p": tick.ask_price_1,
+            "ask_v": tick.ask_volume_1,
+            "UpperLimitPrice": tick.upper_limit,
+            "LowerLimitPrice": tick.lower_limit,
+            "TradingDay": tick.trading_day,
+            "cum_volume": tick.volume,
+            "cum_amount": tick.turnover,
+            "cum_position": tick.open_interest,
+        }
+        self.process_tick(tick_dict)
+
+    def process_tick(self, tick):
+        # 这里可复用原有的tick处理逻辑
+        pass
+
+    def send_order(self, price, volume, direction, offset):
+        order_req = {
+            "symbol": self.symbol,
+            "exchange": self.exchange,
+            "direction": direction,
+            "offset": offset,
+            "price": price,
+            "volume": volume,
+            "order_type": OrderType.LIMIT,
+        }
+        self.main_engine.send_order(order_req, "CTP")
+
+    # 其他原有方法可继续保留，适配vnpy数据结构
 
     def __init__(
         self,