[update]
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@ -16,8 +16,10 @@ os.environ["VNPY_TESTING"] = "1"
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from vnpy.data.tdx.tdx_future_data import *
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from vnpy.trader.util_wechat import send_wx_msg
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from vnpy.trader.utility import load_json, save_json
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from vnpy.trader.utility import load_json, save_json, append_data
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log_csv_name = 'dominat_change_history.csv'
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field_names = ['account_name', 'strategy_name', 'old_vt_symbol', 'new_vt_symbol', 'datetime']
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if __name__ == "__main__":
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if len(sys.argv) < 2:
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@ -86,7 +88,7 @@ if __name__ == "__main__":
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next_mi_symbol = new_mi_symbol
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new_vt_symbol = '.'.join([new_mi_symbol, new_exchange])
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new_full_symbol =get_full_symbol(new_mi_symbol).upper()
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new_full_symbol = get_full_symbol(new_mi_symbol).upper()
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if full_symbol >= new_full_symbol:
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print(f'{account_name}策略配置:长合约{full_symbol}, 主力长合约{new_full_symbol},不更新')
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continue
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@ -103,6 +105,16 @@ if __name__ == "__main__":
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setting.update({'vt_symbol': new_vt_symbol})
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send_wx_msg(f'{account_name}{strategy_name} 主力合约更换:{vt_symbol} => {new_vt_symbol} ')
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changed = True
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# 写入日志csv,供后续检查
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append_data(file_name=log_csv_name,
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dict_data={
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'account_name': account_name,
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'strategy_name': strategy_name,
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'old_vt_symbol': vt_symbol,
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'new_vt_symbol': new_vt_symbol,
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'datetime': datetime.now().strftime('%Y-%m-%d %H:%M:%S')
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},
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field_names=field_names)
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if changed:
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save_json(setting_file_path, settings)
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@ -18,10 +18,10 @@ from vnpy.trader.utility import get_csv_last_dt, append_data
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# 获取币安合约交易的所有期货合约
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future_data = BinanceFutureData()
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# 获取全量合约信息
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future_data.save_contracts()
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contracts = BinanceFutureData.load_contracts()
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if len(contracts) == 0:
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future_data.save_contracts()
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contracts = BinanceFutureData.load_contracts()
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# 开始下载日期
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start_date = '20190101'
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