28 lines
749 B
Python
28 lines
749 B
Python
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from time import sleep
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from vnpy.app.script_trader import ScriptEngine
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def run(engine: ScriptEngine):
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""""""
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vt_symbols = ["IF1912.CFFEX", "rb2001.SHFE"]
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# 订阅行情
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engine.subscribe(vt_symbols)
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# 获取合约信息
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for vt_symbol in vt_symbols:
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contract = engine.get_contract(vt_symbol)
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msg = f"合约信息，{contract}"
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engine.write_log(msg)
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# 持续运行，使用strategy_active来判断是否要退出程序
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while engine.strategy_active:
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# 轮询获取行情
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for vt_symbol in vt_symbols:
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tick = engine.get_tick(vt_symbol)
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msg = f"最新行情, {tick}"
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engine.write_log(msg)
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# 等待3秒进入下一轮
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sleep(3)
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