[Add] demo_script.py for ScriptTrader

This commit is contained in:
vn.py 2019-07-03 11:28:08 +08:00
parent 2125bc6a27
commit afa7f1a227

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