From af985ac39a5635781b0de078161bd8aeb361adb8 Mon Sep 17 00:00:00 2001 From: chenxy123 Date: Wed, 7 Dec 2016 22:50:55 +0800 Subject: [PATCH] =?UTF-8?q?=E4=BF=AE=E6=94=B9tick2trade=E9=83=A8=E5=88=86?= =?UTF-8?q?=E4=BF=A1=E6=81=AF?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- vn.how/README.md | 4 +++- vn.how/tick2trade/vn.trader_t2t/ctpGateway/CTP_connect.json | 6 +++--- vn.how/tick2trade/vn.trader_t2t/vtEngine.py | 2 +- 3 files changed, 7 insertions(+), 5 deletions(-) diff --git a/vn.how/README.md b/vn.how/README.md index fc9365b2..3bee416b 100644 --- a/vn.how/README.md +++ b/vn.how/README.md @@ -2,4 +2,6 @@ 本文件夹下的内容主要是围绕vn.py在实际交易中的一系列具体应用，包括说明文档和代码例子。 -* performance：《百倍加速！Python量化策略的算法性能提升指南》 \ No newline at end of file +* performance：[《百倍加速！Python量化策略的算法性能提升指南》](http://zhuanlan.zhihu.com/p/24168485) + +* tick2trade: [《vn.trader的tick-to-trade延时测试》](http://zhuanlan.zhihu.com/p/24242972) \ No newline at end of file diff --git a/vn.how/tick2trade/vn.trader_t2t/ctpGateway/CTP_connect.json b/vn.how/tick2trade/vn.trader_t2t/ctpGateway/CTP_connect.json index 0f3215d3..fe1ffded 100644 --- a/vn.how/tick2trade/vn.trader_t2t/ctpGateway/CTP_connect.json +++ b/vn.how/tick2trade/vn.trader_t2t/ctpGateway/CTP_connect.json @@ -1,7 +1,7 @@ { "brokerID": "9999", "tdAddress": "tcp://180.168.146.187:10000", - "password": "19890624", - "mdAddress": "tcp://180.168.146.187:10010", - "userID": "000300" + "password": "simnow申请", + "mdAddress": "tcp://180.168.212.228:41213", + "userID": "simnow申请" } \ No newline at end of file diff --git a/vn.how/tick2trade/vn.trader_t2t/vtEngine.py b/vn.how/tick2trade/vn.trader_t2t/vtEngine.py index 83f2da06..03a9b135 100644 --- a/vn.how/tick2trade/vn.trader_t2t/vtEngine.py +++ b/vn.how/tick2trade/vn.trader_t2t/vtEngine.py @@ -306,7 +306,7 @@ class MainEngine(object): order_time = self.sendOrder(req, tick.gatewayName) - print u'耗时：', (order_time - tick.tick_time)*100000/tick.frequency_time, u'微秒' + print u'耗时：', (order_time - tick.tick_time)*1000/tick.frequency_time, u'毫秒'