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HFTStrategy,机器是centos7,wtpy版本是0.9.9.3,使用的是xtp的测试账号,在非交易时间段的回放行情
def on_tick(self, context: HftContext, stdCode: str, newTick: dict): order_slice=self.context.stra_get_order_detail(stdCode,1) trade_slice=self.context.stra_get_transaction(stdCode,1) tick_slice=context.stra_get_ticks(stdCode,1) if order_slice is not None and trade_slice is not None: print(order_slice.ndarray) print(trade_slice.ndarray) elif tick_slice is not None: print(tick_slice.ndarray) else: print(newTick) pass
dtcfg.yaml的配置文件如下
basefiles: commodity: ../common/stk_comms.json contract: ../common/stocks.json holiday: ../common/holidays.json session: ../common/stk_sessions.json utf-8: true broadcaster: # UDP广播器配置项,如果要在局域网转发行情,可以使用该模块 active: false bport: 3997 # UDP查询端口,主要是用于查询最新的快照 broadcast: # 广播配置 - host: 255.255.255.255 # 广播地址,255.255.255.255会向整个局域网广播,但是受限于路由器 port: 9001 # 广播端口,接收端口要和广播端口一致 type: 2 # 数据类型,固定为2 shmcaster: # 共享内存转发,适合本机转发 active: true path: ./exchange.membin # memmap文件路径 parsers: mdparsers.yaml statemonitor: statemonitor.yaml writer: module: WtDataStorage #数据存储模块 async: true #同步落地还是异步落地,期货推荐同步,股票推荐异步 groupsize: 20 #日志分组大小,主要用于控制日志输出,当订阅合约较多时,推荐1000以上,当订阅的合约数较少时,推荐100以内 path: ../storage #数据存储的路径 savelog: false #是否保存tick到csv disabletick: false #不保存tick数据,默认false disablemin1: true #不保存min1数据,默认false disablemin5: true #不保存min5数据,默认false disableday: true #不保存day数据,默认false disabletrans: false #不保存股票l2逐笔成交数据,默认false disableordque: true #不保存股票l2委托队列数据,默认false disableorddtl: false #不保存股票l2逐笔委托数据,默认false
tdparser.yaml配置文件如下
parsers: - active: false id: parser1 module: ParserUDP host: 127.0.0.1 bport: 9001 # 广播端口 sport: 3997 # 查询端口 filter: '' - active: true id: parser0 module: ParserShm # 基于Sharememory的行情解析模块 path: ../datakit_stk/exchange.membin # memmap文件路径,需要和datakit匹配 gpsize: 1000 # 分组大小,主要用于控制日志的显示频率 check_span: 2 # 检查时间间隔,单位微秒,如果没有新的数据,则休眠若干时间
不知道是不是我哪里弄错了,麻烦大佬看一下~
稍微打印了一下回调函数好像并没有打印信息
The text was updated successfully, but these errors were encountered:
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HFTStrategy,机器是centos7,wtpy版本是0.9.9.3,使用的是xtp的测试账号,在非交易时间段的回放行情
dtcfg.yaml的配置文件如下
tdparser.yaml配置文件如下
不知道是不是我哪里弄错了,麻烦大佬看一下~
稍微打印了一下回调函数好像并没有打印信息
The text was updated successfully, but these errors were encountered: